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LLC 0000862124 084-01839 N N N Prime Y 27 51 12762307934.92 14202723468.78 18296132227.31 16020983607.84 20345359131.43 25997801186.67 26913259992.35 27986202076.84 28479695365.30 30909944491.29 0.1700 0.1800 0.2300 0.2100 0.2600 0.3500 0.3500 0.3600 0.3700 0.4000 283.96 76937932428.09 76922947927.58 84422080.74 413807848.50 76593562443.78 76572750321.27 1.0000 0.0186 1.0004 1.0004 1.0004 1.0004 1.0004 C000013041 1000000.00 29432483453.98 29424888152.18 1.0004 1.0004 1.0004 1.0004 1.0004 660010542.35 428295123.27 795327570.50 528403931.81 841142968.32 672028243.86 720775329.98 449742496.49 743574661.22 514749150.61 3458191479.63 2390608540.08 0.0168 Y Fidelity Investments, Reimbursement Fees, -652041.82; C000013086 1000000.00 545225416.12 545139550.88 1.0003 1.0003 1.0003 1.0003 1.0003 3422850.74 11655277.38 9971301.60 5931934.33 16738824.24 16349383.27 11011629.70 9572873.47 2775478.25 5681685.44 41832172.42 40132448.39 0.0153 Y Fidelity Investments, Reimbursement Fees, -11086.30; C000013087 1000000.00 33749713.73 33759270.96 0.9998 0.9999 0.9999 0.9999 0.9999 62957.01 275000.00 602296.07 1325075.22 0.00 8000000.00 0.00 5247915.29 0.00 125.81 665253.08 14573116.32 0.0143 Y Fidelity Investments, Reimbursement Fees, -762.56; C000013088 1000000.00 52863090.38 52854177.74 1.0003 1.0003 1.0003 1.0003 1.0003 659694.92 247937.60 480189.46 302635.89 582237.12 201597.43 234240.80 79600.00 150110.53 308730.00 1581854.83 949451.58 0.0163 Y Fidelity Investments, Reimbursement Fees, -1149.17; C000056571 10000000.00 46529240769.57 46516109169.52 1.0004 1.0004 1.0004 1.0004 1.0004 1101844538.70 740565382.06 1317267495.70 969073646.88 1685681158.53 1180130846.82 788059223.84 650011421.04 1386750552.22 882314707.74 5840402283.69 3976217396.00 0.0172 Y Fidelity Investments, Reimbursement Fees, -1436392.80; Bank of Montreal Bank of Montreal, 1.83% 06370RD71 NQQ6HPCNCCU6TUTQYE16 US06370RD710 0000927971 Certificate of Deposit Y N/A N/A 2020-02-10 2020-03-09 2020-03-09 N N N 0.0173 375032512.50 375032512.50 0.0049 N N N N Bank of Montreal Bank of Montreal, 1.86% 06370RS75 NQQ6HPCNCCU6TUTQYE16 US06370RS759 0000927971 Certificate of Deposit Y N/A N/A 2020-02-18 2020-04-17 2020-04-17 N N N 0.0175 515112270.00 515112270.00 0.0067 N N N N Bank of Montreal Bank of Montreal, 1.93% 06370RM55 NQQ6HPCNCCU6TUTQYE16 US06370RM554 0000927971 Certificate of Deposit Y N/A N/A 2020-02-03 2020-04-01 2020-04-01 N N N 0.0185 278032609.40 278032609.40 0.0036 N N N N Bank of Montreal Bank of Montreal, 2.00% 06367BAC3 NQQ6HPCNCCU6TUTQYE16 US06367BAC37 0000927971 Certificate of Deposit Y N/A N/A 2020-03-20 2020-09-02 2020-09-02 N N N 0.0194 261088687.80 261088687.80 0.0034 N N N N Bank of Montreal Bank of Montreal, 2.01% 06367BAM1 NQQ6HPCNCCU6TUTQYE16 US06367BAM19 0000927971 Certificate of Deposit Y N/A N/A 2020-02-24 2020-08-24 2020-08-24 N N N 0.0194 132050740.80 132050740.80 0.0017 N N N N Bank of Montreal Bank of Montreal, 2.01% 06367BAQ2 NQQ6HPCNCCU6TUTQYE16 US06367BAQ23 0000927971 Certificate of Deposit Y N/A N/A 2020-02-27 2020-08-27 2020-08-27 N N N 0.0195 185061753.00 185061753.00 0.0024 N N N N Bank of Montreal Bank of Montreal, 2.05% 06367BEC9 NQQ6HPCNCCU6TUTQYE16 US06367BEC90 0000927971 Certificate of Deposit Y N/A N/A 2020-03-25 2020-09-25 2020-09-25 N N N 0.0198 289127535.70 289127535.70 0.0038 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.99% 06417MBD6 L3I9ZG2KFGXZ61BMYR72 0000009631 Certificate of Deposit Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 263089235.90 263089235.90 0.0034 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.00% 06417MFJ9 L3I9ZG2KFGXZ61BMYR72 US06417MFJ99 0000009631 Certificate of Deposit Y N/A N/A 2020-03-03 2020-09-03 2020-09-03 N N N 0.0193 250099825.00 250099825.00 0.0033 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.02% 06417MBU8 L3I9ZG2KFGXZ61BMYR72 0000009631 Certificate of Deposit Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0160 97048723.10 97048723.10 0.0013 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.04% 06417MBX2 L3I9ZG2KFGXZ61BMYR72 0000009631 Certificate of Deposit Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0160 122064306.20 122064306.20 0.0016 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. 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Bank of Tokyo-Mitsubishi UFJ Ltd., 1.91% 55379W5S1 C3GTMMZIHMY46P4OIX74 FDA711000 Certificate of Deposit Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0161 150049140.00 150049140.00 0.0020 N N N N Barclays Bank PLC Barclays Bank PLC, 1.75% 06742TRA6 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0171 180014976.00 180014976.00 0.0024 N N N N Barclays Bank PLC Barclays Bank PLC, 1.90% 06742TQU3 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0165 224088547.20 224088547.20 0.0029 N N N N Bayerische Landesbank Bayerische Landesbank, 1.62% 0727MAY62 VDYMYTQGZZ6DU0912C88 FGA767000 Certificate of Deposit Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0161 155000000.00 155000000.00 0.0020 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.88% 22535CJD4 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0162 348081988.80 348081988.80 0.0045 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LJ30 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-13 2020-03-13 2020-03-13 N N N 0.0165 468125938.80 468125938.80 0.0061 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LK79 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0166 244067905.20 244067905.20 0.0032 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LL37 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-17 2020-03-17 2020-03-17 N N N 0.0167 247069332.90 247069332.90 0.0032 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LL78 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0167 447126992.70 447126992.70 0.0058 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LR31 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0169 242072721.00 242072721.00 0.0032 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LR72 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0169 259078425.20 259078425.20 0.0034 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.61% 51501GQN4 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0160 387999806.00 387999806.00 0.0051 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.62% 51501GQP9 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0161 775000155.00 775000155.00 0.0101 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.62% 51501GQQ7 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0161 388000000.00 388000000.00 0.0051 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.63% 51501GQT1 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0162 648000000.00 648000000.00 0.0085 N N Y N Mitsubishi UFJ Trust & Banking Corp. 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Mitsubishi UFJ Trust & Banking Corp., 1.91% 60683BVY6 JBONEPAGQXF4QP29B387 US60683BVY63 0001462160 Certificate of Deposit Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0190 115000207.00 115000207.00 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.92% 60683BWA7 JBONEPAGQXF4QP29B387 US60683BWA78 0001462160 Certificate of Deposit Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0190 115000034.50 115000034.50 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.00% 60683BVU4 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-02-13 2020-02-13 2020-02-13 N N N 0.0161 115015076.50 115015076.50 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.00% 60683BVV2 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-02-14 2020-02-14 2020-02-14 N N N 0.0162 115016146.00 115016146.00 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.00% 60683BVW0 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0162 57010146.00 57010146.00 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.01% 60683BVJ9 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0160 98006232.80 98006232.80 0.0013 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.01% 60683BVQ3 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0161 101762688.23 101762688.23 0.0013 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.06% 60683BVE0 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0160 52001887.60 52001887.60 0.0007 N Y Y N Mizuho Corporate Bank Ltd. 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Mizuho Corporate Bank Ltd., 2.00% 60710AF72 RB0PEZSDGCO3JS6CEU02 FBF626000 Certificate of Deposit Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0159 156019843.20 156019843.20 0.0020 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.81% 63873QCY8 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0165 720251424.00 720251424.00 0.0094 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.89% 63873QAB0 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0163 665156474.50 665156474.50 0.0087 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 2.00% 63873N7D7 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0160 344064706.40 344064706.40 0.0045 N N N N Royal Bank of Canada Royal Bank of Canada, 1.97% 78012URZ0 ES7IP3U3RHIGC71XBU11 US78012URZ02 0001000275 Certificate of Deposit Y N/A N/A 2020-03-10 2020-09-10 2020-09-10 N N N 0.0192 225066127.50 225066127.50 0.0029 N N N N Royal Bank of Canada Royal Bank of Canada, 2.00% 78012URR8 ES7IP3U3RHIGC71XBU11 US78012URR85 0001000275 Certificate of Deposit Y N/A N/A 2020-02-27 2020-08-27 2020-08-27 N N N 0.0195 161044741.90 161044741.90 0.0021 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.80% 86565B5A5 5U0XI89JRFVHWIBS4F54 US86565B5A50 0001184915 Certificate of Deposit Y N/A N/A 2020-02-18 2020-05-18 2020-05-18 N N N 0.0175 315036697.50 315036697.50 0.0041 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.90% 86565BW64 5U0XI89JRFVHWIBS4F54 US86565BW647 0001184915 Certificate of Deposit Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0167 265028010.50 265028010.50 0.0035 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.90% 86565BW80 5U0XI89JRFVHWIBS4F54 US86565BW803 0001184915 Certificate of Deposit Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0170 279027900.00 279027900.00 0.0036 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.90% 86565BW49 5U0XI89JRFVHWIBS4F54 US86565BW498 0001184915 Certificate of Deposit Y N/A N/A 2020-02-20 2020-02-20 2020-02-20 N N N 0.0172 168015741.60 168015741.60 0.0022 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.98% 86565B4E8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-02-07 2020-05-07 2020-05-07 N N N 0.0186 500150800.00 500150800.00 0.0065 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.05% 86565BT68 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0156 223611425.96 223611425.96 0.0029 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.05% 86565BT92 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0157 241015303.50 241015303.50 0.0031 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.05% 86565BU33 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-02-10 2020-02-10 2020-02-10 N N N 0.0158 279034596.00 279034596.00 0.0036 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.78% 86564F5D1 5493006GGLR4BTEL8O61 US86564F5D10 0001046017 Certificate of Deposit Y N/A N/A 2020-02-21 2020-05-21 2020-05-21 N N N 0.0177 134599703.88 134599703.88 0.0018 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.78% 86564F5C3 5493006GGLR4BTEL8O61 US86564F5C37 0001046017 Certificate of Deposit Y N/A N/A 2020-02-24 2020-05-22 2020-05-22 N N N 0.0177 90000072.00 90000072.00 0.0012 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.83% 86564F4H3 5493006GGLR4BTEL8O61 US86564F4H33 0001046017 Certificate of Deposit Y N/A N/A 2020-02-11 2020-05-11 2020-05-11 N N N 0.0180 49002513.70 49002513.70 0.0006 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.83% 86564F4J9 5493006GGLR4BTEL8O61 US86564F4J98 0001046017 Certificate of Deposit Y N/A N/A 2020-02-12 2020-05-12 2020-05-12 N N N 0.0180 224612330.54 224612330.54 0.0029 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.83% 86564F4K6 5493006GGLR4BTEL8O61 US86564F4K61 0001046017 Certificate of Deposit Y N/A N/A 2020-02-14 2020-05-14 2020-05-14 N N N 0.0180 140509174.65 140509174.65 0.0018 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 86564F2Y8 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0166 119641178.28 119641178.28 0.0016 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 86564F2X0 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0166 72025135.20 72025135.20 0.0009 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 86564F3A9 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0166 120046500.00 120046500.00 0.0016 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.98% 86564F3P6 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0167 113768208.63 113768208.63 0.0015 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.98% 86564F3Q4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-04-23 2020-04-23 2020-04-23 N N N 0.0168 113075472.70 113075472.70 0.0015 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 2.00% 89114M5N3 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y N/A N/A 2020-03-11 2020-03-11 2020-03-11 N N N 0.0162 368149923.20 368149923.20 0.0048 N N N N CIC London Branch CIC London Branch, 2.05% N4JDFKKH2FTD8RKFXO39 XS2064491280 Certificate of Deposit Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0160 486851854.60 486851854.60 0.0064 N N Y N Commonwealth Bank of Australia London Branch Commonwealth Bank of Australia London Branch, 2.00% MSFSBD3QN1GSN7Q6C537 XS2053331265 Certificate of Deposit Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0162 94026282.40 94026282.40 0.0012 N N N N Commonwealth Bank of Australia London Branch Commonwealth Bank of Australia London Branch, 2.00% MSFSBD3QN1GSN7Q6C537 XS2053331000 Certificate of Deposit Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0162 95026562.00 95026562.00 0.0012 N N N N Commonwealth Bank of Australia London Branch Commonwealth Bank of Australia London Branch, 2.00% MSFSBD3QN1GSN7Q6C537 XS2052341281 Certificate of Deposit Y N/A N/A 2020-03-10 2020-03-10 2020-03-10 N N N 0.0164 119043613.50 119043613.50 0.0016 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.74% 969500TJ5KRTCJQWXH05 XS2113772086 Certificate of Deposit Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0174 242993098.80 242993098.80 0.0032 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.79% 969500TJ5KRTCJQWXH05 XS2106850733 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0174 243028090.80 243028090.80 0.0032 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.90% 969500TJ5KRTCJQWXH05 XS2082471405 Certificate of Deposit Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0165 369214305.00 369214305.00 0.0048 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.90% 969500TJ5KRTCJQWXH05 XS2082816666 Certificate of Deposit Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0165 315314722.40 315314722.40 0.0041 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.90% 969500TJ5KRTCJQWXH05 XS2084840797 Certificate of Deposit Y N/A N/A 2020-03-23 2020-03-23 2020-03-23 N N N 0.0171 488127416.80 488127416.80 0.0064 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.90% 969500TJ5KRTCJQWXH05 XS2087758806 Certificate of Deposit Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0160 247108877.60 247108877.60 0.0032 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.90% 969500TJ5KRTCJQWXH05 XS2088760744 Certificate of Deposit Y N/A N/A 2020-03-30 2020-03-30 2020-03-30 N N N 0.0160 228105997.20 228105997.20 0.0030 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.74% 529900HNOAA1KXQJUQ27 XS2112989525 Certificate of Deposit Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0170 393376036.50 393376036.50 0.0051 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.74% 529900HNOAA1KXQJUQ27 XS2113679380 Certificate of Deposit Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0169 290785834.80 290785834.80 0.0038 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.79% 529900HNOAA1KXQJUQ27 XS2106829539 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0169 241788596.40 241788596.40 0.0032 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.79% 529900HNOAA1KXQJUQ27 XS2107430576 Certificate of Deposit Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0169 387007191.90 387007191.90 0.0051 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.90% 529900HNOAA1KXQJUQ27 XS2077593767 Certificate of Deposit Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0165 266600674.80 266600674.80 0.0035 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.90% 529900HNOAA1KXQJUQ27 XS2078381287 Certificate of Deposit Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0165 144776439.00 144776439.00 0.0019 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.90% 529900HNOAA1KXQJUQ27 XS2091601612 Certificate of Deposit Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0169 243258825.60 243258825.60 0.0032 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.91% 529900HNOAA1KXQJUQ27 XS2091113816 Certificate of Deposit Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0170 485508221.60 485508221.60 0.0063 N N N N KBC Bank NV London KBC Bank NV London, 1.76% 6B2PBRV1FCJDMR45RZ53 XS2108980181 Certificate of Deposit Y N/A N/A 2020-04-21 2020-04-21 2020-04-21 N N N 0.0177 726148808.10 726148808.10 0.0095 N N N N KBC Bank NV London KBC Bank NV London, 1.76% 6B2PBRV1FCJDMR45RZ53 XS2108980009 Certificate of Deposit Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0177 725087894.40 725087894.40 0.0095 N N N N KBC Bank NV London KBC Bank NV London, 1.94% 6B2PBRV1FCJDMR45RZ53 XS2075960356 Certificate of Deposit Y N/A N/A 2020-02-27 2020-02-27 2020-02-27 N N N 0.0169 678159533.80 678159533.80 0.0089 N N N N KBC Bank NV London KBC Bank NV London, 1.94% 6B2PBRV1FCJDMR45RZ53 XS2075339395 Certificate of Deposit Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0165 624215437.50 624215437.50 0.0081 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.95% JBONEPAGQXF4QP29B387 XS2083276662 Certificate of Deposit Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0171 57866576.80 57866576.80 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.00% JBONEPAGQXF4QP29B387 XS2075332895 Certificate of Deposit Y N/A N/A 2020-02-20 2020-02-20 2020-02-20 N N N 0.0167 57947301.20 57947301.20 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.00% JBONEPAGQXF4QP29B387 XS2075335997 Certificate of Deposit Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0167 57944633.20 57944633.20 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.00% JBONEPAGQXF4QP29B387 XS2075325170 Certificate of Deposit Y N/A N/A 2020-02-26 2020-02-26 2020-02-26 N N N 0.0168 57931177.20 57931177.20 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.00% JBONEPAGQXF4QP29B387 XS2074585626 Certificate of Deposit Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0169 115850824.00 115850824.00 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.18% JBONEPAGQXF4QP29B387 XS2059876222 Certificate of Deposit Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0165 47485051.75 47485051.75 0.0006 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.20% JBONEPAGQXF4QP29B387 XS2060771826 Certificate of Deposit Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0160 67003202.60 67003202.60 0.0009 N Y Y N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.95% RB0PEZSDGCO3JS6CEU02 XS2085867005 Certificate of Deposit Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0165 97890073.40 97890073.40 0.0013 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.95% RB0PEZSDGCO3JS6CEU02 XS2088734822 Certificate of Deposit Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0165 130835254.40 130835254.40 0.0017 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.95% RB0PEZSDGCO3JS6CEU02 XS2091158753 Certificate of Deposit Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0171 291547312.40 291547312.40 0.0038 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.95% RB0PEZSDGCO3JS6CEU02 XS2091653332 Certificate of Deposit Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0171 146765152.80 146765152.80 0.0019 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.95% RB0PEZSDGCO3JS6CEU02 XS2092442503 Certificate of Deposit Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0171 131764129.20 131764129.20 0.0017 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.96% RB0PEZSDGCO3JS6CEU02 XS2081569852 Certificate of Deposit Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0165 106913832.90 106913832.90 0.0014 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.96% RB0PEZSDGCO3JS6CEU02 XS2083199146 Certificate of Deposit Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0166 210530335.10 210530335.10 0.0027 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.97% RB0PEZSDGCO3JS6CEU02 XS2079821133 Certificate of Deposit Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0164 248866610.70 248866610.70 0.0032 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.00% RB0PEZSDGCO3JS6CEU02 XS2076841399 Certificate of Deposit Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0164 86878730.70 86878730.70 0.0011 N N N N National Australia Bank Ltd. London Branch National Australia Bank Ltd. London Branch, 1.90% F8SB4JFBSYQFRQEH3Z21 XS2088637389 Certificate of Deposit Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0153 782429083.40 782429083.40 0.0102 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.75% 5493006GGLR4BTEL8O61 XS2113030857 Certificate of Deposit Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0177 157089066.80 157089066.80 0.0021 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.82% 5493006GGLR4BTEL8O61 XS2106040228 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0177 78588173.00 78588173.00 0.0010 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.19% 5493006GGLR4BTEL8O61 XS2061935735 Certificate of Deposit Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0162 208935565.30 208935565.30 0.0027 N N Y N HSBC Bank U.S.A. NA HSBC Bank U.S.A. NA, 2.02% 40435RGA3 1IE8VN30JCEQV1H4R804 US40435RGA32 Certificate of Deposit Y N/A N/A 2020-04-23 2020-04-23 2020-04-23 N N N 0.0166 240190920.00 240190920.00 0.0031 N N N N HSBC Bank U.S.A. NA HSBC Bank U.S.A. NA, 2.02% 40435RGB1 1IE8VN30JCEQV1H4R804 US40435RGB15 Certificate of Deposit Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0166 104082773.60 104082773.60 0.0014 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.76% 95001KGQ1 KB1H1DSPRFMYMCUFXT09 US95001KGQ13 Certificate of Deposit Y N/A N/A 2020-02-27 2020-07-27 2020-07-27 N N N 0.0177 169995546.00 169995546.00 0.0022 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 1.95% 05253ADL1 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0176 384524630.80 384524630.80 0.0050 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.79% 06417LLJ4 L3I9ZG2KFGXZ61BMYR72 US06417LLJ43 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0163 187013239.60 187013239.60 0.0024 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.81% 06417LLB1 L3I9ZG2KFGXZ61BMYR72 US06417LLB17 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-02-10 2020-02-10 2020-02-10 N N N 0.0156 139008701.40 139008701.40 0.0018 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.81% 06417LLC9 L3I9ZG2KFGXZ61BMYR72 US06417LLC99 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-02-13 2020-02-13 2020-02-13 N N N 0.0159 149010877.00 149010877.00 0.0019 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.81% 06417LLZ8 L3I9ZG2KFGXZ61BMYR72 US06417LLZ84 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-02-20 2020-03-20 2020-03-20 N N N 0.0171 267029316.60 267029316.60 0.0035 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.84% 06417LKY2 L3I9ZG2KFGXZ61BMYR72 US06417LKY29 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0153 264014995.20 264014995.20 0.0034 N N Y N Bank of Nova Scotia Bank of Nova Scotia, 1.93% 06417LNW3 L3I9ZG2KFGXZ61BMYR72 US06417LNW36 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-02-13 2020-08-13 2020-08-13 N N N 0.0181 239148323.40 239148323.40 0.0031 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.93% 06417LNK9 L3I9ZG2KFGXZ61BMYR72 US06417LNK97 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-02-21 2020-07-21 2020-07-21 N N N 0.0177 131099546.90 131099546.90 0.0017 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.94% 06417LNL7 L3I9ZG2KFGXZ61BMYR72 US06417LNL70 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-02-24 2020-07-24 2020-07-24 N N N 0.0178 256194944.00 256194944.00 0.0033 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.96% 06417LNJ2 L3I9ZG2KFGXZ61BMYR72 US06417LNJ25 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-02-18 2020-07-15 2020-07-15 N N N 0.0178 700543060.00 700543060.00 0.0091 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.98% 06417LPD3 L3I9ZG2KFGXZ61BMYR72 US06417LPD37 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-03-09 2020-09-08 2020-09-08 N N N 0.0191 119049039.90 119049039.90 0.0016 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.99% 06417LPB7 L3I9ZG2KFGXZ61BMYR72 US06417LPB70 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-02-20 2020-08-20 2020-08-20 N N N 0.0192 484182903.60 484182903.60 0.0063 N N N N BNP Paribas SA BNP Paribas SA, 1.89% 09660EC58 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0166 239629392.00 239629392.00 0.0031 N N N N BPCE SA BPCE SA, 1.89% 05571BCC5 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0162 748629900.00 748629900.00 0.0098 N N N N BPCE SA BPCE SA, 1.90% 05571BCX9 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0166 738989444.70 738989444.70 0.0096 N N N N BPCE SA BPCE SA, 2.01% 05571BCP6 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-03-23 2020-03-23 2020-03-23 N N N 0.0164 517787045.10 517787045.10 0.0068 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.93% 13608CJB9 2IGI19DL77OX0HC3ZE78 US13608CJB90 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-02-20 2020-07-20 2020-07-20 N N N 0.0175 271225797.20 271225797.20 0.0035 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.96% 13608CHZ8 2IGI19DL77OX0HC3ZE78 US13608CHZ86 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-02-18 2020-07-15 2020-07-15 N N N 0.0177 247204096.10 247204096.10 0.0032 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.98% 13608CJK9 2IGI19DL77OX0HC3ZE78 US13608CJK99 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-03-09 2020-09-08 2020-09-08 N N N 0.0192 487171764.90 487171764.90 0.0064 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.99% 13608ABU9 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0161 619243414.00 619243414.00 0.0081 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.02% 13608ACB0 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-03-11 2020-03-11 2020-03-11 N N N 0.0159 234589267.00 234589267.00 0.0031 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.05% 13608ACG9 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0160 222560979.90 222560979.90 0.0029 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.08% 13608ACK0 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0160 359243532.00 359243532.00 0.0047 N N N N Citigroup Global Markets, Inc. 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Citigroup Global Markets, Inc., 2.03% 17327ABA4 MBNUM2BPBDO7JBLYG310 EJH015000 Financial Company Commercial Paper Y N/A N/A 2020-02-10 2020-02-10 2020-02-10 N N N 0.0160 61973048.60 61973048.60 0.0008 N N N N Credit Suisse AG Credit Suisse AG, 1.89% 2254EAC92 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0166 240582539.80 240582539.80 0.0031 N N N N Credit Suisse AG Credit Suisse AG, 1.89% 2254EACB7 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2020-03-11 2020-03-11 2020-03-11 N N N 0.0167 223290629.00 223290629.00 0.0029 N N N N Credit Suisse AG Credit Suisse AG, 2.03% 2254EADM2 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2020-04-21 2020-04-21 2020-04-21 N N N 0.0176 185279770.80 185279770.80 0.0024 N N N N Credit Suisse AG Credit Suisse AG, 2.03% 2254EADN0 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2020-04-22 2020-04-22 2020-04-22 N N N 0.0176 175309675.20 175309675.20 0.0023 N N N N Credit Suisse AG Credit Suisse AG, 2.04% 2254EAB44 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0161 334941375.00 334941375.00 0.0044 N N Y N DNB Bank ASA DNB Bank ASA, 2.00% 2332K0BM3 549300GKFG0RYRRQ1414 EJG010000 Financial Company Commercial Paper Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0162 636412176.40 636412176.40 0.0083 N N N N DNB Bank ASA DNB Bank ASA, 2.00% 2332K0BU5 549300GKFG0RYRRQ1414 EJJ002000 Financial Company Commercial Paper Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0163 358556599.10 358556599.10 0.0047 N N N N DNB Bank ASA DNB Bank ASA, 2.00% 2332K0C26 549300GKFG0RYRRQ1414 EJJ008000 Financial Company Commercial Paper Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 232680790.00 232680790.00 0.0030 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.89% 31428FEM3 549300B2Q47IR0CR5B54 FDD386000 Financial Company Commercial Paper Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0169 99486930.00 99486930.00 0.0013 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.90% 31428FEM3 549300B2Q47IR0CR5B54 FDD383000 Financial Company Commercial Paper Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0169 99486930.00 99486930.00 0.0013 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.93% 31428FDQ5 549300B2Q47IR0CR5B54 FCB043000 Financial Company Commercial Paper Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0167 156399208.10 156399208.10 0.0020 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.95% 31428FDF9 549300B2Q47IR0CR5B54 FBI285000 Financial Company Commercial Paper Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0166 156468492.20 156468492.20 0.0020 N N N N J.P. 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Suncor Energy, Inc., 1.96% 86723AB76 549300W70ZOQDVLCHY06 0000311337 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0174 13745454.25 13745454.25 0.0002 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.61% 91058TB39 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0000 36000000.00 36000000.00 0.0005 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.61% 91058TB39 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0000 36000000.00 36000000.00 0.0005 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.61% 91058TB39 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0000 36000000.00 36000000.00 0.0005 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.61% 91058TB39 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0000 36000000.00 36000000.00 0.0005 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.61% 91058TB39 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0000 11000000.00 11000000.00 0.0001 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.61% 91058TB39 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0000 11000000.00 11000000.00 0.0001 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.61% 91058TB39 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0000 11000000.00 11000000.00 0.0001 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.71% RUC0QBLBRPRCU4W1NE59 FGA814000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP INC SR GLBL NT 22 6SHGI4ZSSLCXXQSBB395 2022-04-25 2025-09-13 2.75 - 5.5 10900000.00 12347231.78 Corporate Debt Securities JABIL INC SR GLBL NT3.6%30 5493000CGCQY2OQU7669 2030-01-15 2030-01-15 3.6 - 3.6 6120673.00 6289848.40 Corporate Debt Securities MICROSOFT CORP SR GLBL NT 21 INR2EJN1ERAN0W5ZP974 2021-08-08 2021-08-08 1.55 - 1.55 4000000.00 4030062.22 Corporate Debt Securities TARGET CORP SR GLBL NT 30 8WDDFXB5T1Z6J0XC1L66 2030-02-15 2030-02-15 2.35 - 2.35 1000000.00 1010310.56 Corporate Debt Securities BANK OF NOVA SCOTIA GLBL COCO 23 L3I9ZG2KFGXZ61BMYR72 2023-02-01 2025-02-03 1.95 - 2.2 11352782.00 11436756.52 Corporate Debt Securities DISNEY WALT CO SR GLBL NT 2%29 549300GZKULIZ0WOW665 2029-09-01 2029-09-01 2 - 2 29515000.00 29410516.90 Corporate Debt Securities CARDINAL HEALTH INC SR GLBL NT 27 CCU46N3GJMF4OK4N7U60 2027-06-15 2027-06-15 3.41 - 3.41 6000000.00 6281955.00 Corporate Debt Securities ERP OPER LTD PARTNERSHIP SR GLBL NT3.5%28 DX5HQV5MLU50FEWZ5072 2028-03-01 2028-03-01 3.5 - 3.5 2500000.00 2759640.28 Corporate Debt Securities FISERV INC SR GLBL NT3.8%23 GI7UBEJLXYLGR2C7GV83 2023-10-01 2023-10-01 3.8 - 3.8 4000000.00 4301964.44 Corporate Debt Securities UNION PACIFIC CORP 4.3% SNR 49 549300LMMRSZZCZ8CL11 2049-03-01 2049-03-01 4.3 - 4.3 4000000.00 4842908.89 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 2.15%110824 EDBQKYOPJUCJKLOJDE72 2024-11-08 2024-11-08 2.15 - 2.15 7000000.00 7127940.56 Corporate Debt Securities BANK AMER CORP FR 3.3%011123 9DJT3UXIJIZJI4WXO774 2023-01-11 2023-01-11 3.3 - 3.3 5000000.00 5224108.33 Corporate Debt Securities FLORIDA PWR & LT CO 1M GLBL BD 48 A89MY1K3YLIGJMYWVX50 2048-03-01 2048-03-01 3.95 - 3.95 4000000.00 4822394.44 Corporate Debt Securities ARES CAP CORP SR GLBL NT 25 WEQ82666OJYSI5GUAB47 2025-07-15 2025-07-15 3.25 - 3.25 4559156.00 4604219.46 Corporate Debt Securities MORGAN STANLEY FR 3.125%012323 IGJSJL3JD5P30I6NJZ34 2023-01-23 2023-01-23 3.125 - 3.125 4000000.00 4146590.56 Corporate Debt Securities MOODYS CORP SR NT 4.5%22 549300GCEDD8YCF5WU84 2022-09-01 2022-09-01 4.5 - 4.5 2093000.00 2255699.36 Corporate Debt Securities WELLTOWER INC SR GLBL NT 28 T6IZ0MBEG5ACZDTR7D06 2028-04-15 2028-04-15 4.25 - 4.25 6502698.00 7358165.85 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT2.9%25 5493008B6JBRUJ90QL97 2025-02-26 2025-02-26 2.9 - 2.9 2531042.00 2560406.31 Corporate Debt Securities UNILEVER CAP CORP SR GLBL NT2.6%24 MYF1DAS6G5WY7PRWCU78 2024-05-05 2024-05-05 2.6 - 2.6 15490000.00 16089755.59 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 3.625%090149 UE2136O97NLB5BYP9H04 2049-09-01 2049-09-01 3.625 - 3.625 7300000.00 7845650.67 Corporate Debt Securities COCA COLA FEMSA S A B DE C V SR NT 2.75%30 5493008KEVFYPMGTXO33 2030-01-22 2030-01-22 2.75 - 2.75 2500000.00 2573952.78 Corporate Debt Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2042-12-15 3.5 - 3.5 10000000.00 11951160.00 Agency Debentures and Agency Strips Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0170 152000000.00 152000000.00 0.0020 N Y Y N BMO Capital Markets Corp. 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Citigroup Global Markets, Inc., 2.05% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TABERNA PREF FDG V 2006-5 A-1LB 20360805 FLT VZLY0S8U2GEIK6ZPGP62 2036-08-05 2036-08-05 2.391 - 2.391 23553617.00 11147386.17 Other Instrument COLLATERALIZED DEBT OBLIGATION CARRINGTON MTG LN 2006-NC2 M-1 20360625 FLT 2036-06-25 2036-06-25 1.931 - 1.931 5621422.00 4403864.39 Asset-Backed Securities JP MORGAN MTG ACQ 2006-WMC4 A-1B 20361225 FLT 2036-12-25 2036-12-25 1.891 - 1.891 41853000.00 6847988.64 Asset-Backed Securities LEHMAN MTG TR 2006-8 4-A2 20361225 FLT 2036-12-25 2036-12-25 6.089 - 6.089 21651000.00 805831.72 Private Label Collateralized Mortgage Obligations RESI FINANCE LTD 2005-B B3 20370610 FLT 2037-06-10 2037-06-10 2.257 - 2.257 38453000.00 497519.70 Asset-Backed Securities BANC AMER CMBS 2006-3 A-M 20440710 FLT 2044-07-10 2044-07-10 5.857 - 5.857 4755000.00 542175.86 Private Label Collateralized Mortgage Obligations FIRST FRANKLIN MTG 2006-FF7 II-A-4 20360525 FLT 2036-05-25 2036-05-25 1.901 - 1.901 6376192.00 4891968.86 Asset-Backed Securities FIRST FRANKLIN MTG 2006-FF9 II-A-4 20360625 FLT 2036-06-25 2036-06-25 1.911 - 1.911 20000000.00 18075726.40 Asset-Backed Securities WAMU MTG CERT 2005-AR11 B-2 20450825 FLT 2045-08-25 2045-08-25 2.291 - 2.291 29999983.00 1714751.45 Private Label Collateralized Mortgage Obligations GS MTG COML 2005-GG4 E 20390710 FLT 2039-07-10 2039-07-10 5.078 - 5.078 27008000.00 5263513.50 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SEC 2007-A1 A-3 20370325 FLT 2037-03-25 2037-03-25 2.261 - 2.261 120605000.00 11620375.69 Private Label Collateralized Mortgage Obligations ML MTG INV TR 2006-WMC1 M-1 20370125 FLT 2037-01-25 2037-01-25 2.051 - 2.051 32563000.00 1280644.45 Asset-Backed Securities NOMURA ASSET ACCEPT 2004-AP1 M-2 20340325 FLT 2034-03-25 2034-03-25 5.654 - 5.654 29529.00 710.02 Private Label Collateralized Mortgage Obligations BEAR STEARNS ABS TR 2006-HE5 M-2 20360625 FLT 2036-06-25 2036-06-25 1.981 - 1.981 5000000.00 2779567.71 Asset-Backed Securities DSLA MTG LN TR 2006-AR2 2A-1B3 20361019 FLT 2036-10-19 2036-10-19 1.964 - 1.964 30546000.00 10462772.29 Private Label Collateralized Mortgage Obligations GREENWICH CAP CMBS 2005-GG3 F 144A 20420812 FLT 2042-08-12 2042-08-12 5.287 - 5.287 17899000.00 3971318.73 Private Label Collateralized Mortgage Obligations CENTRE SQUARE CDO LT A-2A 20511119 FLT 2051-11-19 2051-11-19 1.673 - 1.673 35.00 3.89 Other Instrument COLLATERALIZED DEBT OBLIGATION BUCKINGHAM CDO III LTD 2007-3 D 144A 20510905 FLT 549300FCUVTC1FF6CX37 2051-09-05 2051-09-05 3.317 - 3.317 4.00 0.95 Other Instrument COLLATERALIZED DEBT OBLIGATION WORLD BANK ZTMSNXROF84AHWJNKQ93 2021-12-17 2021-12-17 1.9 - 1.9 39064.00 39137.23 Other Instrument INTERNATIONAL DEBT LB SMALL BAL COML 2007-2 M3 20370625 FLT 2037-06-25 2037-06-25 2.561 - 2.561 12517000.00 3207913.62 Asset-Backed Securities HIGHLAND PARK CDO I 2006-1 C 20511125 FLT 549300EPZBP5YZALJQ09 2051-11-25 2051-11-25 3.501 - 3.501 430.00 52.59 Other Instrument COLLATERALIZED DEBT OBLIGATION HOME EQUITY ASSET TR 2006-6 2-A-4 20361125 FLT 2036-11-25 2036-11-25 1.901 - 1.901 17500000.00 5758588.66 Asset-Backed Securities HARBORVIEW MTG LN TR 2005-1 2-A1B 20350319 FLT 2035-03-19 2035-03-19 2.318 - 2.318 600492.00 9585.19 Private Label Collateralized Mortgage Obligations LUMINENT MTG TR 2006-6 A-2B 20461025 FLT 2046-10-25 2046-10-25 1.901 - 1.901 48406937.00 2287110.36 Private Label Collateralized Mortgage Obligations CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 22 82VOJDD5PTRDMVVMGV31 2022-08-04 2022-08-04 N/A 36373.00 36049.28 Corporate Debt Securities OPTION ONE MTG LN TR 2005-4 M-4 20351125 FLT 2035-11-25 2035-11-25 2.261 - 2.261 11092155.00 2281299.95 Asset-Backed Securities ML-CFC COML MTG TR 2006-4 D 20491212 FLT 2049-12-12 2049-12-12 5.354 - 5.354 973915.00 260423.22 Private Label Collateralized Mortgage Obligations CWALT INC 2005-62 2-A-3 20351225 FLT 2035-12-25 2035-12-25 3.8 - 3.8 41889540.00 251610.01 Private Label Collateralized Mortgage Obligations ARGENT SECS INC 2005-W3 M-2 20351125 FLT 2035-11-25 2035-11-25 2.121 - 2.121 144773.00 129396.18 Asset-Backed Securities CWALT INC 2007-OH2 A-2-A 20470825 FLT 549300QKXMAFE33VN106 2047-08-25 2047-08-25 1.901 - 1.901 20995914.00 2655704.83 Private Label Collateralized Mortgage Obligations LEHMAN XS TRUST 2007-4N 1-A3 20470325 FLT 2047-03-25 2047-03-25 1.901 - 1.901 7999935.00 4692195.46 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-03-06 2020-03-06 2020-04-15 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0204 98000000.00 98000000.00 0.0013 N N N Y Citigroup Global Markets, Inc. 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Citigroup Global Markets, Inc., 2.35% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-02-15 2049-08-01 0 - 9.12 153005087.00 155708725.41 Other Instrument MUNICIPAL Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0233 150000000.00 150000000.00 0.0020 N N N Y Credit AG CIB Paris Credit AG CIB Paris, 1.72% 1VUV7VQFKUOQSJ21A208 FFI662000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BRISTOL-MYERS SQUIBB CO SR GLBL REGS 26 HLYYNH7UQUORYSJQCN42 2026-06-15 2026-06-15 3.2 - 3.2 44316172.00 47206915.90 Corporate Debt Securities ABBVIE INC SR GLBL NT 23 FR5LCKFTG8054YNNRU85 2023-11-14 2023-11-14 3.75 - 3.75 62852952.00 67281361.49 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0171 109000000.00 109000000.00 0.0014 N Y Y N Credit AG CIB Paris Credit AG CIB Paris, 1.72% 1VUV7VQFKUOQSJ21A208 FFJ090000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MIZUHO BANK LTD. SR REGS NT 24 RB0PEZSDGCO3JS6CEU02 2024-04-16 2024-04-16 3.75 - 3.75 22000000.00 23734553.33 Corporate Debt Securities SUMITOMO MITSUI FINL GROUP INC VR 101618-101623 35380028MYWPB6AUO129 2023-10-16 2023-10-16 2.643 - 2.643 23000000.00 23189545.20 Corporate Debt Securities BP CAP MKTS P L C SR GLBL NT 27 549300CRVT18MXX0AG93 2027-01-16 2027-01-16 3.017 - 3.017 3152000.00 3231755.93 Corporate Debt Securities BANK OF NOVA SCOTIA SR GLBL NT2.8%21 L3I9ZG2KFGXZ61BMYR72 2021-07-21 2021-07-21 2.8 - 2.8 25000000.00 25422750.00 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 3.8%040128 UE2136O97NLB5BYP9H04 2028-04-01 2028-04-01 3.8 - 3.8 21300000.00 23834084.67 Corporate Debt Securities JP MORGAN CHASE BANK NA SR NT FXD/FLT 23 8I5DZWZKVSZI1NUHU748 2023-04-25 2023-04-25 2.776 - 2.776 735000.00 755062.23 Corporate Debt Securities ICBCIL FINANCE CO. LTD. FR 2.5%092921 549300ZCUURSNVTOEU07 2020-11-10 2021-09-29 2.5 - 3.2 47500000.00 47960869.44 Corporate Debt Securities CLOROX CO DEL SR GLBL NT3.9%28 54930044KVSC06Z79I06 2028-05-15 2028-05-15 3.9 - 3.9 20000000.00 22721700.00 Corporate Debt Securities ANZ NEW ZEALAND INTL LTD REGS FR 2.875%012522 213800VD256NU2D97H12 2022-01-25 2022-01-25 2.875 - 2.875 24000000.00 24505903.33 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0171 186000000.00 186000000.00 0.0024 N Y Y N Credit AG CIB Paris Credit AG CIB Paris, 1.72% 1VUV7VQFKUOQSJ21A208 FFJ089000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MITSUBISHI UFJ FINL GROUP INC SR GLBL NT 24 353800V2V8PUY9TK3E06 2024-07-18 2024-07-18 2.801 - 2.801 25000000.00 25846591.67 Corporate Debt Securities EDF S A SR GLBL REGS 28 549300X3UK4GG3FNMO06 2028-09-21 2028-09-21 4.5 - 4.5 23000000.00 26600995.00 Corporate Debt Securities TOYOTA MOTOR CORP SR GLBL NT 29 5493006W3QUS5LMH6R84 2029-07-02 2029-07-02 2.76 - 2.76 25000000.00 26478916.67 Corporate Debt Securities INTEL CORP SR GLBL NT 27 KNX4USFCNGPY45LOCE31 2027-05-11 2027-05-11 3.15 - 3.15 8843000.00 9624212.73 Corporate Debt Securities MITSUI FUDOSAN CO LTD SR REGS NT 29 353800ND4ZKNZDYKMF33 2029-01-24 2029-01-24 3.95 - 3.95 25000000.00 27804958.33 Corporate Debt Securities BP CAP MKTS P L C SR GLBL NT 27 549300CRVT18MXX0AG93 2027-01-16 2027-01-16 3.017 - 3.017 21848000.00 22400826.01 Corporate Debt Securities BANK TOKYO-MITSUBISH UFJ LTD SR GLBL REGS 20 C3GTMMZIHMY46P4OIX74 2020-09-14 2020-09-14 2.75 - 2.75 30000000.00 30489266.67 Corporate Debt Securities COCA COLA CO SR GLBL NT 25 UWJKFUJFZ02DKWI3RY53 2025-10-27 2025-10-27 2.875 - 2.875 24500000.00 26110803.54 Corporate Debt Securities Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0171 186000000.00 186000000.00 0.0024 N N Y N Credit AG CIB Paris Credit AG CIB Paris, 1.73% 1VUV7VQFKUOQSJ21A208 FFJ649000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CONOCOPHILLIPS CO SR GLBL FL NT 22 6VJJ5GQWIRDQ06DUXG89 2022-05-15 2022-05-15 2.81 - 2.81 75000000.00 76623751.58 Corporate Debt Securities KOREA GAS CORP GLBL MTN REG S FR 4.25%110220 988400TFZILHBD5M3R71 2020-11-02 2020-11-02 4.25 - 4.25 20369000.00 20922199.41 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL REGS 26 HLYYNH7UQUORYSJQCN42 2026-06-15 2026-06-15 3.2 - 3.2 30683828.00 32685334.10 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0172 124000000.00 124000000.00 0.0016 N Y Y N Credit AG CIB Paris Credit AG CIB Paris, 1.75% 1VUV7VQFKUOQSJ21A208 FGA354000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VINCI SA SR GLBL REGS 29 213800WFQ334R8UXUG83 2029-04-10 2029-04-10 3.75 - 3.75 40177741.00 45227212.53 Corporate Debt Securities SUMITOMO MITSUI FINL GROUP INC SR NT 3.784%26 35380028MYWPB6AUO129 2026-03-09 2026-03-09 3.784 - 3.784 39001000.00 42995508.42 Corporate Debt Securities PFIZER INC SR GLBL NT 3%26 765LHXWGK1KXCLTFYQ30 2026-12-15 2026-12-15 3 - 3 52206000.00 55655250.42 Corporate Debt Securities Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0174 137000000.00 137000000.00 0.0018 N N Y N Credit AG CIB Paris Credit AG CIB Paris, 1.75% 1VUV7VQFKUOQSJ21A208 FGA353000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EUROPEAN INVT BK FR 1.625%100929 5493006YXS1U5GIHE750 2029-10-09 2029-10-09 1.625 - 1.625 15443000.00 15534737.85 Corporate Debt Securities NOVARTIS CAPITAL CORP SR NT 2.4%22 5493002KF87V5RSRQS84 2022-09-21 2022-09-21 2.4 - 2.4 15000000.00 15428250.00 Corporate Debt Securities CDP FINANCIAL INC. 3.15%24 549300OXMGVYFCBFV096 2024-07-24 2024-07-24 3.15 - 3.15 14700000.00 15679240.50 Corporate Debt Securities EATON CORP PLC SR GLBL NT 27 0NZWDMRCE180888QQE14 2027-09-15 2027-09-15 3.103 - 3.103 15000000.00 16130493.75 Corporate Debt Securities DNB NORBANK ASA FR 2.375%060221 549300GKFG0RYRRQ1414 2021-06-02 2021-06-02 2.375 - 2.375 15000000.00 15153395.83 Corporate Debt Securities CREDIT SUISSE INTERNATIONAL SR GLBL REGS 23 549300506SI9CRFV9Z86 2023-12-14 2023-12-14 3.094 - 3.094 17000000.00 17273920.52 Corporate Debt Securities ADANI PORTS & SPL ECONOMIC SR GLBL REGS 29 335800QOAXP5TM7OYP69 2029-07-03 2029-07-03 4.375 - 4.375 14200000.00 15089079.75 Corporate Debt Securities MITSUBISHI UFJ FINL GROUP INC SR GLBL FL NT 23 353800V2V8PUY9TK3E06 2023-03-02 2023-03-02 2.647 - 2.647 18853000.00 19046270.90 Corporate Debt Securities NORDEA BK AB EURO MTN REG S FR 2.5%091720 529900ODI3047E2LIV03 2020-09-17 2020-09-17 2.5 - 2.5 20000000.00 20275922.22 Corporate Debt Securities HSBC HLDGS PLC SR GLBL FL NT 21 MLU0ZO3ML4LN2LL2TL39 2021-05-25 2021-05-25 3.569 - 3.569 15000000.00 15384648.54 Corporate Debt Securities MORGAN STANLEY VR 042417-050824 IGJSJL3JD5P30I6NJZ34 2024-05-08 2024-05-08 3.124 - 3.124 15000000.00 15400048.75 Corporate Debt Securities ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2029-09-19 2029-09-19 1.75 - 1.75 14037000.00 14255248.06 Other Instrument INTERNATIONAL DEBT APPLE INC SR GLBL NT 26 HWUPKR0MPOU8FGXBT394 2026-09-11 2029-09-11 2.05 - 2.2 40000000.00 40547994.44 Corporate Debt Securities CANADIAN IMPERIAL BK COMM TORO SR GLBL FL NT 23 2IGI19DL77OX0HC3ZE78 2023-09-13 2023-09-13 2.547 - 2.547 2386518.00 2420519.36 Corporate Debt Securities TOYOTA MTR CRD CORP MTN BE FR 3.4% 21 Z2VZBHUMB7PWWJ63I008 2021-09-15 2021-09-15 3.4 - 3.4 7894000.00 8212049.26 Corporate Debt Securities MARRIOTT INTL INC NEW SR -M NT3.375%20 225YDZ14ZO8E1TXUSU86 2020-10-15 2020-10-15 3.375 - 3.375 15000000.00 15250256.25 Corporate Debt Securities Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0174 249000000.00 249000000.00 0.0033 N N Y N Credit AG CIB Paris Credit AG CIB Paris, 1.76% 1VUV7VQFKUOQSJ21A208 FGA845000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HANWHA ENERGY USA HLDGS CORP SR GLBL REGS 22 549300VVIE7XDIYNIT55 2022-07-30 2022-07-30 2.375 - 2.375 3000000.00 3035880.00 Corporate Debt Securities SEMPRA ENERGY 3.25%27 PBBKGKLRK5S5C0Y4T545 2027-06-15 2027-06-15 3.25 - 3.25 10000000.00 10564525.00 Corporate Debt Securities SP GROUP TREAS PTE LTD FR 3.375%022729 6354004HB4CUEDLMXY86 2029-02-27 2029-02-27 3.375 - 3.375 5000000.00 5567368.75 Corporate Debt Securities PT PERTAMINA PERSERO FR 4.175%012150 254900NDAKGNZ2IBBL45 2050-01-21 2050-01-21 4.175 - 4.175 270000.00 269477.21 Corporate Debt Securities NBCUNIVERSAL MEDIA LLC SR NT 4.375%21 VTBDOQJ6KOGQ6K786R46 2021-04-01 2021-04-01 4.375 - 4.375 10000000.00 10452218.06 Corporate Debt Securities MITSUBISHI UFJ FINL GROUP INC SR GLBL NT 26 353800V2V8PUY9TK3E06 2026-09-13 2026-09-13 2.757 - 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3.45 25507000.00 26625575.40 Corporate Debt Securities CBS CORP NEW SR NT 4.3%21 5KYC8KF17ROCY24M3H09 2021-02-15 2021-02-15 4.3 - 4.3 10000000.00 10403483.33 Corporate Debt Securities WPP FIN 2010 CR SEN SR NT 22 549300OJB3S151W7KN44 2022-09-07 2022-09-07 3.625 - 3.625 10000000.00 10550493.06 Corporate Debt Securities SEVEN & I HLDGS CO LTD TOKYO SR GLBL REGS 21 52990037G8JRM3TWGY86 2021-09-17 2021-09-17 3.35 - 3.35 10000000.00 10376563.89 Corporate Debt Securities CANADIAN IMP BK COMM SR GLBL COCO 24 2IGI19DL77OX0HC3ZE78 2024-04-02 2024-04-02 3.1 - 3.1 10000000.00 10547111.11 Corporate Debt Securities SANOFI SR NT 4%21 549300E9PC51EN656011 2021-03-29 2021-03-29 4 - 4 10000000.00 10404344.44 Corporate Debt Securities WORLD BANK ZTMSNXROF84AHWJNKQ93 2022-07-01 2026-10-27 1.875 - 2.125 602000.00 615694.09 Other Instrument INTERNATIONAL DEBT GLAXOSMITHKLINE CAP INC SR GLBL NT2.8%23 5493007Q8VD7Q3ZYZS59 2023-03-18 2023-03-18 2.8 - 2.8 10000000.00 10424266.67 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 2500-12-31 2500-12-31 6.5 - 6.5 1200000.00 1365516.67 Corporate Debt Securities FIFTH THIRD BANCORP SR GLBL NT 24 THRNG6BD57P9QWTQLG42 2024-01-25 2024-01-25 3.65 - 3.65 10000000.00 10623769.44 Corporate Debt Securities HOME DEPOT INC SR NT 2.7%23 QEKMOTMBBKA8I816DO57 2023-04-01 2023-04-01 2.7 - 2.7 10000000.00 10381150.00 Corporate Debt Securities BAIDU INC SR GLBL NT 24 254900AL64IANZYI1E02 2024-05-14 2024-05-14 4.375 - 4.375 9200000.00 10025480.22 Corporate Debt Securities EADS FINANCE BV SR NT 144A 2.7%2 529900M7QSB704RUUT95 2023-04-17 2023-04-17 2.7 - 2.7 10000000.00 10390150.00 Corporate Debt Securities AUSTRALIA & NEW ZEALAND BKG GR VR 060116-060121 JHE42UYNWWTJB8YTTU19 2021-06-01 2021-06-01 2.897 - 2.897 10000000.00 10164481.33 Corporate Debt Securities ASB BK LTD FR 3.75%061423 549300IBZWZL1KTPF918 2023-06-14 2024-05-23 3.125 - 3.75 20000000.00 21104176.39 Corporate Debt Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0175 252000000.00 252000000.00 0.0033 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.78% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BAT CAP CORP SR GLBL NT 47 2138005GYEXN7XRHFA84 2047-08-15 2047-08-15 4.54 - 4.54 17049000.00 18082311.48 Corporate Debt Securities TECK RESOURCES LTD SR NT 6.25%41 T8KI5SQ2JRWHL7XY0E11 2041-07-15 2041-07-15 6.25 - 6.25 2456000.00 2865720.15 Corporate Debt Securities HASBRO INC CR SEN SR GLBL26 549300NUB6D2R1ITYR45 2026-11-19 2026-11-19 3.55 - 3.55 8814200.00 9200450.49 Corporate Debt Securities AVOLON HLDGS FDG LTD SR GLBL 144A 27 635400ZRKEX9L1BKCH30 2027-02-15 2027-02-15 3.25 - 3.25 4999920.00 5069541.11 Corporate Debt Securities MACQUARIE GRP LTD SR MTN 144A SR GLBL 144A 30 ACMHD8HWFMFUIQQ8Y590 2030-01-15 2030-01-15 5.033 - 5.033 4033000.00 4751507.52 Corporate Debt Securities AON PLC SR GLBL NT 45 VVT2B79I2Z4U3R6BY589 2045-05-15 2045-05-15 4.75 - 4.75 10000000.00 12538258.33 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0176 50000000.00 50000000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.68% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MID-AMERICA APTS LP 3.95%29 549300FXWGE3QSYCUJ38 2029-03-15 2029-03-15 3.95 - 3.95 2000.00 2259.98 Corporate Debt Securities VIACOM INC SR GLBL DEB 36 5KYC8KF17ROCY24M3H09 2036-04-30 2036-04-30 6.875 - 6.875 4996000.00 6983845.95 Corporate Debt Securities HYUNDAI CAP SVCS INC SR GLBL REGS 23 549300MALMDAGL2ZJJ27 2023-03-05 2023-03-05 3.75 - 3.75 3418000.00 3606824.56 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP SR GLBL NT 26 32SXKSJ72K64GM3HOU64 2026-10-15 2026-10-15 3.25 - 3.25 957000.00 1008342.25 Corporate Debt Securities LILLY ELI & CO SR GLBL NT 49 FRDRIPF3EKNDJ2CQJL29 2049-03-15 2049-03-15 3.95 - 3.95 896072.00 1084751.16 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT3.6%23 MLU0ZO3ML4LN2LL2TL39 2023-05-25 2023-05-25 3.6 - 3.6 748000.00 790995.04 Corporate Debt Securities HYUNDAI CAP AMER INC FR 3.95%020122 549300RIPPWJB5Z0FK07 2022-02-01 2022-02-01 3.95 - 3.95 5998000.00 6320034.29 Corporate Debt Securities WALMART INC 3.95%38 Y87794H0US1R65VBXU25 2038-06-28 2038-06-28 3.95 - 3.95 2000.00 2395.16 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 23 5493008B6JBRUJ90QL97 2023-05-15 2023-05-15 4.25 - 4.25 2000.00 2132.57 Corporate Debt Securities ING GROEP N V SR GLBL COCO 23 549300NYKK9MWM7GGW15 2023-10-02 2029-04-09 4.05 - 4.1 4305752.00 4685507.29 Corporate Debt Securities UNITED TECHNOLOGIES CORP SR GLBL NT 46 I07WOS4YJ0N7YRFE7309 2046-11-01 2046-11-01 3.75 - 3.75 496000.00 571630.49 Corporate Debt Securities NOBLE ENERGY INC SR GLBL NT 28 02VFQXG2D1LR5ZH3K186 2028-01-15 2028-01-15 3.85 - 3.85 2000.00 2111.25 Corporate Debt Securities POSCO SR GLBL REGS 24 988400E5HRVX81AYLM04 2024-07-15 2024-07-15 2.75 - 2.75 2368.00 2412.46 Corporate Debt Securities CONSTELLATION BRANDS INC SR GLBL NT3.5%27 5493005GKEG8QCVY7037 2027-05-09 2027-05-09 3.5 - 3.5 35000.00 37563.22 Corporate Debt Securities STRYKER CORP SR GLBL NT 25 5493002F0SC4JTBU5137 2025-11-01 2025-11-01 3.375 - 3.375 4498000.00 4879672.17 Corporate Debt Securities EUROPEAN INVT BK SR NT 1.625%20 5493006YXS1U5GIHE750 2020-03-16 2020-03-16 1.625 - 1.625 3555000.00 3576538.36 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M BD-2013D 43 9R1Z5I36FERIBVKW4P77 2043-10-01 2043-10-01 4.65 - 4.65 950000.00 1155666.29 Corporate Debt Securities INTEL CORP SR GLBL NT 24 KNX4USFCNGPY45LOCE31 2024-05-11 2024-05-11 2.875 - 2.875 4000000.00 4211636.11 Corporate Debt Securities KEURIG DR PEPPER INC SR GLBL NT 38 DYTQ8KRTKO7Y2BVU5K74 2038-05-25 2038-05-25 4.985 - 4.985 104.00 127.87 Corporate Debt Securities TOTAL CAPITAL SR GLBL NT 24 549300U37G2I8G4RUG09 2024-04-10 2024-04-10 3.75 - 3.75 2000.00 2174.68 Corporate Debt Securities REGIONS FINL CORP NEW SR GLBL NT3.8%23 CW05CS5KW59QTC0DG824 2023-08-14 2023-08-14 3.8 - 3.8 2000.00 2163.46 Corporate Debt Securities ING BANK NV FR 2.75%032221 3TK20IVIUJ8J3ZU0QE75 2021-03-22 2021-03-22 2.75 - 2.75 200000.00 204307.56 Corporate Debt Securities VISA INC SR GLBL NT 25 549300JZ4OKEHW3DPJ59 2025-12-14 2025-12-14 3.15 - 3.15 2000.00 2151.21 Corporate Debt Securities O REILLY AUTOMOTIVE INC NEW SR GLBL NT3.6%27 549300K2RLMQL149Q332 2027-09-01 2027-09-01 3.6 - 3.6 2000000.00 2206620.00 Corporate Debt Securities NATIONWIDE FINL SVCS INC SR 144A NT3.9%49 5493001H7AZNDS6BKJ36 2049-11-30 2049-11-30 3.9 - 3.9 422295.00 463796.04 Corporate Debt Securities ORACLE CORP SR GLBL NT2.5%22 1Z4GXXU7ZHVWFCD8TV52 2022-05-15 2022-05-15 2.5 - 2.5 4500000.00 4599262.50 Corporate Debt Securities SOCIETE GENERALE MTN REG S FR 4.25%091423 O2RNE8IBXP4R0TD8PU41 2023-09-14 2023-09-14 4.25 - 4.25 5640656.00 6102431.44 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0167 50000000.00 50000000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.73% KBVRJ5K57JZ3E2AVWX40 FGA882000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HOLLY ENERGY PARTNERS L P COM UT LTD PTN 529900NVV7ODCT0QCG29 2500-12-31 2500-12-31 N/A 47000.00 1116720.00 Equities ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2500-12-31 2500-12-31 N/A 48999.00 1299943.47 Equities ISHARES INC MSCI BRAZIL ETF F6BK0XM2JFWYXJ2MDK09 2500-12-31 2500-12-31 N/A 90357.00 4048897.17 Equities UNIVERSAL DISPLAY CORP COM 2500-12-31 2500-12-31 N/A 6891.00 1263947.22 Equities SBA COMMUNICATIONS CORP NEW CL A 5299001HX8ZN8Y8QIT49 2500-12-31 2500-12-31 N/A 10947.00 2777691.78 Equities F5 NETWORKS INC COM 2500-12-31 2500-12-31 N/A 45580.00 5702969.60 Equities PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 5521FA2ITF25TVH63740 2500-12-31 2500-12-31 N/A 11317.00 192275.83 Equities JOHNSON & JOHNSON COM 549300G0CFPGEF6X2043 2500-12-31 2500-12-31 N/A 27449.00 4127231.64 Equities MPLX LP COM UNIT REP LTD 5493000CZJ19CK4P3G36 2500-12-31 2500-12-31 N/A 50000.00 1191500.00 Equities LAM RESEARCH CORP COM 549300I4GMO6D34U1T02 2500-12-31 2500-12-31 N/A 16989.00 5282729.55 Equities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0172 25000000.00 25000000.00 0.0003 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.73% KBVRJ5K57JZ3E2AVWX40 FGA820000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALTRIA GROUP INC COM XSGZFLO9YTNO9VCQV219 2500-12-31 2500-12-31 N/A 33925.00 1628400.00 Equities TRUIST FINL CORP COM 549300DRQQI75D2JP341 2500-12-31 2500-12-31 N/A 1.00 52.13 Equities ALPHABET INC CAP STK CL A 5493006MHB84DD0ZWV18 2500-12-31 2500-12-31 N/A 1751.00 2546391.75 Equities EXPEDIA GROUP INC COM NEW 2500-12-31 2500-12-31 N/A 242.00 26402.20 Equities KINDER MORGAN INC DEL COM 549300WR7IX8XE0TBO16 2500-12-31 2500-12-31 N/A 80226.00 1718440.92 Equities QUANTA SVCS INC COM SHVRXXEACT60MMH07S24 2500-12-31 2500-12-31 N/A 29652.00 1184300.88 Equities SELECT SECTOR SPDR TR SBI INT-FINL 549300Y12KQ6ZG08NY28 2500-12-31 2500-12-31 N/A 4023.00 123103.80 Equities WILLIAMS COS INC DEL COM D71FAKCBLFS2O0RBPG08 2500-12-31 2500-12-31 N/A 41423.00 881067.21 Equities US BANCORP DEL COM NEW N1GZ7BBF3NP8GI976H15 2500-12-31 2500-12-31 N/A 34799.00 1887845.75 Equities INTERNATIONAL BUSINESS MACHS COM VGRQXHF3J8VDLUA7XE92 2500-12-31 2500-12-31 N/A 53987.00 7383801.99 Equities TRANSUNION COM 549300ZS772LUNUMRB03 2500-12-31 2500-12-31 N/A 1.00 93.30 Equities 3M CO COM LUZQVYP4VS22CLWDAR65 2500-12-31 2500-12-31 N/A 1730.00 281142.30 Equities AMEREN CORP COM XRZQ5S7HYJFPHJ78L959 2500-12-31 2500-12-31 N/A 25185.00 2062651.50 Equities THERMO FISHER SCIENTIFIC INC COM HCHV7422L5HDJZCRFL38 2500-12-31 2500-12-31 N/A 6967.00 2228464.62 Equities POST HLDGS INC COM JM1I5YUAURL6DC8N1468 2500-12-31 2500-12-31 N/A 10542.00 1121247.12 Equities PAYPAL HLDGS INC COM 5493005X2GO78EFZ3E94 2500-12-31 2500-12-31 N/A 18801.00 2201973.12 Equities PATTERSON UTI ENERGY INC COM 254900XGFBKIXD6G0697 2500-12-31 2500-12-31 N/A 13.00 104.52 Equities CINCINNATI FINL CORP COM 254900Q4WEDMZBOZ0002 2500-12-31 2500-12-31 N/A 16184.00 1728451.20 Equities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0172 25000000.00 25000000.00 0.0003 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.96% KBVRJ5K57JZ3E2AVWX40 FFB007000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2500-12-31 2500-12-31 N/A 4497936.00 160074975.96 Equities Y N/A N/A 2020-03-06 2020-03-06 2020-03-09 Y ING FINL MKTS LLC(NNGV RP BNY) 1.0000 35 N N/A N/A N N 0.0194 148000000.00 148000000.00 0.0019 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.74% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DISNEY WALT CO NEW 2020-06-26 2020-06-26 N/A 37449800.00 37192856.92 Money Market KELLS FUNDING, LLC (EX 2020-05-20 2020-05-20 N/A 47634000.00 47395830.00 Money Market MIZUHO CORP BK 2020-04-21 2020-04-21 N/A 2500000.00 2490495.00 Money Market GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2057-12-16 2059-11-16 0.696 - 0.909 419086592.00 28948158.90 Agency Collateralized Mortgage Obligation TOYOTA CR DE PUERTO CORP 2020-05-15 2020-05-15 N/A 2692000.00 2678714.98 Money Market FEDERAL NATIONAL MORTGAGE ASSOC 2034-09-25 2058-08-25 1.914 - 6.439 2992800575.00 135777723.10 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0173 247000000.00 247000000.00 0.0032 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.84% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-05-21 2500-12-31 0 - 6.875 47550389.00 1102154472.00 Equities Y N/A N/A 2020-02-07 2020-02-07 2020-02-26 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 1020000000.00 1020000000.00 0.0133 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.88% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-03-30 2500-12-31 1.449 - 9.25 255350511.00 264971101.27 Corporate Debt Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0186 248000000.00 248000000.00 0.0032 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.75% K5HU16E3LMSVCCJJJ255 FGA824000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-02-03 2500-12-31 0 - 8.5 201989032.00 277323304.98 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0174 262000000.00 262000000.00 0.0034 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.73% 7TK5RJIZDFROZCA6XF66 FGA822000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2023-05-15 1.75 - 1.75 47708700.00 48519267.14 U.S. Treasuries (including strips) MORGAN STANLEY VR 102416-102423 IGJSJL3JD5P30I6NJZ34 2023-10-24 2023-10-24 3.201 - 3.201 2141000.00 2193395.39 Corporate Debt Securities HBOS PLC MEDIUM TERM SUB NT FR 6%110133 213800RS21X7UUH5QU25 2033-11-01 2033-11-01 6 - 6 4000000.00 5256013.33 Corporate Debt Securities GENERAL ELEC CAP CORP MTN BE FR 6.75%031532 3C7474T6CDKPR9K6YT90 2032-03-15 2032-03-15 6.75 - 6.75 4306000.00 5844200.08 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE VR 112913-112923 784F5XWPLTWKTBV3E584 2023-11-29 2023-11-29 3.514 - 3.514 14875000.00 15521453.55 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0172 75000000.00 75000000.00 0.0010 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.77% 7TK5RJIZDFROZCA6XF66 FFI650000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2032-05-01 2500-12-31 0 - 3.125 15351933.00 107834824.60 Equities Y N/A N/A 2020-02-07 2020-02-07 2020-02-10 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 100000000.00 100000000.00 0.0013 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.77% 7TK5RJIZDFROZCA6XF66 FFJ083000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N STANLEY BLACK & DECKER INC CORP UNIT 2017 549300DJ09SMTO561131 2500-12-31 2500-12-31 N/A 1200.00 128316.00 Equities SPDR DOW JONES INDL AVRG ETF UT SER 1 54930039F2SG3UG2OZ18 2500-12-31 2500-12-31 N/A 73483.00 21202784.82 Equities ISHARES TR 3 7 YR TREAS BD 549300BUGBHWMFPSNL42 2500-12-31 2500-12-31 N/A 7448.00 950886.16 Equities VANGUARD SCOTTSDALE FDS VNG RUS3000IDX 2500-12-31 2500-12-31 N/A 100.00 14898.08 Equities HENNESSY CAP ACQUSTION CORP IV UNIT 2500-12-31 2500-12-31 N/A 162500.00 1771250.00 Equities DIREXION SHS ETF TR DAILY S&P BIOTEC 5493001EXBWSNYPRLT71 2500-12-31 2500-12-31 N/A 135600.00 1921452.00 Equities LGL SYS ACQUISITION CORP UNIT EX 102424 2500-12-31 2500-12-31 N/A 100000.00 1035000.00 Equities CONYERS PK II ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 43800.00 459900.00 Equities UBS AG LONDON BRH ETRACS MTH2XRE 2500-12-31 2500-12-31 N/A 7600.00 111872.00 Equities MICRON TECHNOLOGY INC SR COCO 32 B3DXGBC8GAIYWI2Z0172 2032-05-01 2032-05-01 3.125 - 3.125 748000.00 4129054.02 Equities DANAHER CORPORATION 4.75 MND CV PFD S4BKK9OTCEWQ3YHPFM11 2022-04-15 2022-04-15 4.75 - 4.75 1605.00 2031368.25 Equities CARNIVAL CORP PAIRED CTF F1OF2ZSX47CR0BCWA982 2500-12-31 2500-12-31 N/A 80.00 3580.00 Equities GX ACQUISITION CORP UNIT EX 052426 2500-12-31 2500-12-31 N/A 225200.00 2360096.00 Equities CREDIT SUISSE NASSAU BRH INVRS VIX MDTERM 2033-02-02 2500-12-31 N/A 74800.00 1352378.00 Equities FINTECH ACQUISITION CORP III UNIT EX 120123 2500-12-31 2500-12-31 N/A 188715.00 2047557.75 Equities SPDR S&P 500 ETF TR TR UNIT 549300NZAMSJ8FXPQQ63 2500-12-31 2500-12-31 N/A 67595.00 22149529.60 Equities THUNDER BRDG ACQUISTION II LTD UNIT EX 2500-12-31 2500-12-31 N/A 313700.00 3312672.00 Equities BARCLAYS BK PLC IPATH B COPPER 2500-12-31 2500-12-31 N/A 6000.00 236400.00 Equities CENTERPOINT ENERGY INC DEP RP PFD CV B 21TPXMRRHFKOBHDC8J74 2021-09-01 2021-09-01 7 - 7 37056.00 1791027.65 Equities FINSERV ACQUISITION CORP UNIT EX 123126 2500-12-31 2500-12-31 N/A 103800.00 1086786.00 Equities LANDCADIA HLDGS II INC UNIT EX 050926 2500-12-31 2500-12-31 N/A 53000.00 541130.00 Equities CHURCHILL CAP CORP II UNIT 2500-12-31 2500-12-31 N/A 174000.00 1987080.00 Equities VANGUARD ADMIRAL FDS INC SMLLCP 600 IDX 2500-12-31 2500-12-31 N/A 700.00 104783.00 Equities SCVX CORP UNIT 2500-12-31 2500-12-31 N/A 154100.00 1594935.00 Equities VANGUARD INDEX FDS S&P 500 ETF SHS 549300D8V8ZP5GRJOC71 2500-12-31 2500-12-31 N/A 100.00 30109.00 Equities GORES HLDGS IV INC UNIT EXP 020123 2500-12-31 2500-12-31 N/A 33000.00 346170.00 Equities VISTRA ENERGY CORP WT EXP 020224 549300KP43CPCUJOOG15 2024-02-02 2024-02-02 N/A 166300.00 313342.46 Equities INSURANCE ACQUISITION CORP UNIT EX 033124 5493000DBZBX1I1QVY71 2500-12-31 2500-12-31 N/A 148700.00 1576220.00 Equities VANECK VECTORS ETF TRUST BIOTECH ETF 549300PGHG6VYS4R2K51 2500-12-31 2500-12-31 N/A 16800.00 2257584.00 Equities SOUTHERN CO CORP UNIT 19 A 549300FC3G3YU2FBZD92 2500-12-31 2500-12-31 N/A 152900.00 8719887.00 Equities GIGCAPITAL2 INC UNIT EX 022826 549300OSKGXG2OH2XE50 2500-12-31 2500-12-31 N/A 100000.00 1060000.00 Equities ACT II GLOBAL ACQUISITION CORP UNIT EX 043026 2500-12-31 2500-12-31 N/A 271500.00 2877900.00 Equities LIV CAP ACQUISITION CORP UNIT EX 2500-12-31 2500-12-31 N/A 98600.00 995860.00 Equities SELECT SECTOR SPDR TR SBI CONS DISCR 549300EJNY3KKJHPOY44 2500-12-31 2500-12-31 N/A 79800.00 8118369.00 Equities NEXTERA ENERGY INC 4.872 CORP UNITS 2500-12-31 2500-12-31 N/A 99943.00 5486870.70 Equities APEX TECHNOLOGY ACQUISITN CORP UNIT EX 061126 2500-12-31 2500-12-31 N/A 277700.00 2971390.00 Equities DEUTSCHE BK AG LDN BRH DB GOLD DBL LNG 2500-12-31 2500-12-31 N/A 134100.00 4399700.31 Equities NETFIN ACQUISITION CORP UNIT EX 080124 549300VSCB4W9C87OM18 2500-12-31 2500-12-31 N/A 250000.00 2587500.00 Equities AVANTOR INC 6.25 PFD CNV SR 5493003VM0XB4U8YD238 2022-05-15 2022-05-15 6.25 - 6.25 67038.00 4262946.42 Equities ISHARES TR 20 YR TR BD ETF 549300C3N3XQBDOFN604 2500-12-31 2500-12-31 N/A 57506.00 6610202.48 Equities DEUTSCHE BK AG LONDON BRH DB CRUDE OIL DBL 2500-12-31 2500-12-31 N/A 7100.00 405774.94 Equities COLLIER CREEK HOLDINGS UNIT EX 2500-12-31 2500-12-31 N/A 140700.00 1603980.00 Equities PROSHARES TR II ULTRASHORT YEN N 7S6X03X7JRP1HQPIL686 2500-12-31 2500-12-31 N/A 19166.00 1473290.42 Equities TRINE ACQUISITION CORP UNIT EX 033121 2500-12-31 2500-12-31 N/A 273300.00 2801325.00 Equities GORES METROPOULOS INC UNIT 2500-12-31 2500-12-31 N/A 234600.00 2622828.00 Equities Y N/A N/A 2020-02-07 2020-02-07 2020-02-11 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 124000000.00 124000000.00 0.0016 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.89% 7TK5RJIZDFROZCA6XF66 FFI649000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGRP COML MTG TR 2013-GC17 D 20461113 FLT 2046-11-13 2046-11-13 5.262 - 5.262 1378468.00 1461656.40 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2016-C1 D-1 20490317 FLT 2049-03-17 2049-03-17 4.395 - 4.395 13138511.00 13721960.45 Private Label Collateralized Mortgage Obligations MS BOFAML TRUST 2014-C14 D 20470215 FLT 2047-02-15 2047-02-15 5.099 - 5.099 9519237.00 10025644.75 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-02-07 2020-02-07 2020-02-10 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0187 24000000.00 24000000.00 0.0003 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.25% 7TK5RJIZDFROZCA6XF66 FFB001000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2026-02-25 2028-11-25 2.322 - 7.762 25705200.00 25160767.17 Agency Collateralized Mortgage Obligation LOS ANGELES CALIF CMNTY REDEV CUSTODIAL RCPTS-HOLLYWOO 2042-04-15 2042-04-15 4.95 - 4.95 55932249.00 57151488.13 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0223 74000000.00 74000000.00 0.0010 N N N Y Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 2.25% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-12-31 2500-12-31 0 - 9 257143700.00 805016363.58 Equities Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0223 745000000.00 745000000.00 0.0097 N N N Y RBS Securities, Inc. 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5.52 1112000.00 1244297.98 Corporate Debt Securities CREDIT AGRICOLE S A FR 2.375%070121 969500TJ5KRTCJQWXH05 2021-07-01 2024-04-15 2.375 - 3.875 5700000.00 6138282.65 Corporate Debt Securities NEW YORK LIFE GBL FDG MTN 144A SR SEC GLBL 22 635400DPNHEAUHB7ZI15 2022-07-12 2024-04-10 2.25 - 2.875 4215000.00 4420962.96 Corporate Debt Securities BANQUE FED DU CRED MUTUEL FR 2.5%041321 VBHFXSYT7OG62HNT8T76 2021-04-13 2021-04-13 2.5 - 2.5 530000.00 538962.59 Corporate Debt Securities AVOLON HLDGS FDG LTD SR GLBL 144A 27 635400ZRKEX9L1BKCH30 2027-02-15 2027-02-15 3.25 - 3.25 4170000.00 4228064.93 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 3.766%030824 549300XFX12G42QIKN82 2024-03-08 2030-07-18 3.766 - 4.302 9300000.00 10491954.57 Corporate Debt Securities BPCE S A FR 2.75%011123 9695005MSX1OYEMGDF46 2023-01-11 2023-01-11 2.75 - 2.75 3100000.00 3176295.31 Corporate Debt Securities BPCE SA FR 2.65%020321 9695005MSX1OYEMGDF46 2021-02-03 2021-12-02 2.65 - 2.75 2335000.00 2385212.50 Corporate Debt Securities COOPERATIEVE CNT RAIFFEISEN NY FR 2.5%011921 DG3RU1DBUFHT4ZF9WN62 2021-01-19 2021-01-19 2.5 - 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12 154302800.00 161373429.73 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0189 150000000.00 150000000.00 0.0020 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.68% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WORLD BANK ZTMSNXROF84AHWJNKQ93 2020-04-01 2025-07-29 0 - 7.625 6459000.00 6584452.15 Other Instrument INTERNATIONAL DEBT NEXTERA ENERGY CAP HLDGS INC 2020-04-16 2020-04-16 N/A 12640445.00 12591475.92 Money Market AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 2021-03-22 2021-03-22 2.625 - 2.625 612576.00 625736.17 Other Instrument INTERNATIONAL DEBT ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2022-07-19 2028-01-19 1.625 - 2.75 28854000.00 29743528.68 Other Instrument INTERNATIONAL DEBT INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 2021-01-01 2028-09-18 2.375 - 3.125 1515000.00 1584195.20 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0167 50000000.00 50000000.00 0.0007 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.69% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WORLD BANK ZTMSNXROF84AHWJNKQ93 2021-09-20 2021-09-20 1.375 - 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6.5 44961.41 1771.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-05-15 2050-01-20 2.5 - 9.5 57747259.78 46886178.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-12-01 3.5 - 3.5 4031581.32 2024956.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 162.90 31.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 7829.64 3841.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 499.95 263.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2029-09-01 3.5 - 3.5 309497.74 313480.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-01-01 2.5 - 4.5 19477698.76 19929784.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 2511160.02 421.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 19896.08 6265.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 978.73 518.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2045-02-01 3 - 6.5 387752.27 21283.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 81451.83 52112.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 2280.65 1299.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-12-01 3 - 3 540750.90 419098.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 1689208.88 53066.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 26236.78 6616.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 400870.25 185432.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 197249.62 6268.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 267162.01 177050.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 296647.58 102571.23 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 651.61 678.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 2.5 - 2.5 9069823.89 9184261.73 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-02-04 2049-11-15 0 - 7.625 162768495.19 164644640.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-02-03 2026-03-13 0 - 5.375 62000158.11 62853270.15 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2030-05-01 2030-05-01 2.5 - 2.5 6630936.08 6237103.76 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-03 2045-01-30 1.576 - 5.05 19733987.28 20051658.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 6074099.58 6163283.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-02-15 2049-06-01 1.375 - 7.5 14556324.74 7117048.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-25 2050-02-01 1.2 - 9.5 125297087.40 108876621.44 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 488711000.00 488711000.00 0.0064 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.59%, dated 1/31/2020 due 02/03/2020 E57ODZWZ7FF32TWEFA76 FGB028000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 227807.06 1603.32 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2028-01-15 2030-04-15 0 - 8.875 1991246.01 1652484.94 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-08-15 0 - 8.75 98971920.13 111106908.30 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2023-12-20 2029-08-27 2.59 - 3.5 201302.73 204000.98 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 74682.22 7266.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 770798.49 870847.88 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2045-12-01 0 - 8 6679474.67 3138772.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-02-15 2049-10-20 2.5 - 10.5 81744737.31 1633344.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 2084.24 10.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 99.46 108.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-28 2049-12-01 1.375 - 9.5 14421352.84 9291927.21 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 366701.17 399929.15 Agency Debentures and Agency Strips Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 125540000.00 125540000.00 0.0016 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 MBNUM2BPBDO7JBLYG310 FGB028000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2029-07-01 2.88 - 3.13 2360250.05 2516946.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.26 - 3.26 1152728.79 1278330.89 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-04 2025-01-31 0 - 1.69 51392912.90 51318675.26 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2048-10-01 3.77 - 4.21 2061327.34 2356459.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2030-10-01 3.59 - 3.63 2059731.62 2307141.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 2034-01-01 3.55 - 4.045 2701386.21 3038294.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-08-01 2039-11-01 3.836 - 4.014 31881.32 19.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 1278906.17 1389015.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-01 2050-02-01 2.5 - 11 90093131.92 63452045.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2026-05-01 2.35 - 2.35 398440.33 410799.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0158 125540000.00 125540000.00 0.0016 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.59%, dated 1/31/2020 due 02/03/2020 1VUV7VQFKUOQSJ21A208 FGB123000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-30 2045-08-15 0 - 4.25 239714283.68 250678639.52 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2048-03-01 3 - 4 26354041.66 16844014.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2049-12-20 3 - 5 50133376.31 26057317.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-10-01 2049-08-01 3 - 4.5 44718306.97 33063411.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 992424.22 999985.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 320866000.00 320866000.00 0.0042 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.59%, dated 1/31/2020 due 02/03/2020 1VUV7VQFKUOQSJ21A208 FGB028000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-30 2045-08-15 0 - 4.25 140684386.86 147119187.72 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2048-03-01 3 - 4 15466755.40 9885476.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2049-12-20 3 - 5 29422457.43 15292613.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-10-01 2049-08-01 3 - 4.5 26244441.93 19404374.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 582437.52 586875.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 188311000.00 188311000.00 0.0025 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.60% 7LTWFZYICNSX8D621K86 FGA799000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-06-15 2024-06-15 3.35 - 3.35 79875054.00 83441124.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 81000000.00 81000000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.59% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 2034-06-01 3.35 - 3.42 47010900.00 52611211.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2034-07-01 3.255 - 3.32 98856900.00 109899059.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2030-10-01 4.5 - 6 5350000.00 306481.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-02-01 2030-12-01 3.69 - 3.95 56557680.00 64570958.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-09-01 2033-09-01 3.73 - 3.73 11150000.00 12907176.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 4 - 4 1527272.00 1640378.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2046-10-01 2.316 - 4 18718176.00 7810237.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2049-10-01 2.29 - 3 164693352.00 172243984.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-05-01 2050-02-01 3.5 - 7.5 61893658.00 65962489.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2034-10-01 2.32 - 2.63 85286848.00 88424382.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 565000000.00 565000000.00 0.0074 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 CYYGQCGNHMHPSMRL3R97 FGB028000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2033-10-01 4.03 - 4.18 773374.11 904346.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2031-01-01 3.93 - 3.93 251080.00 289550.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 2.5 - 2.5 316322.13 316652.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 3497142.67 3634260.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2048-09-01 3.5 - 6.5 19300709.79 10855925.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4.5 - 4.5 330577.45 344416.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-12-15 2045-12-15 4 - 4 165616.89 114098.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.24 - 4.24 188310.00 219637.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 3.775 - 3.775 102440.64 117936.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2050-01-01 3 - 4.564 99868337.33 77340454.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 1174851.53 1235086.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 630414.68 678460.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 94155000.00 94155000.00 0.0012 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.59%, dated 1/31/2020 due 02/03/2020 KBVRJ5K57JZ3E2AVWX40 FGB028000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 1359.60 1363.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 3.5 - 3.5 3161.44 3059.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 2.5 - 3.5 647625.42 663087.68 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2028-08-15 0 - 2.875 2058712.12 2079547.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 3.5 774120.51 818191.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 221576.89 223970.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2049-04-01 2.309 - 7 7239899.45 4420473.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 639705.79 508553.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-05-20 2048-11-20 3.875 - 5 4187.04 2321.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 977609.72 1001851.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-01 2057-09-01 2.35 - 5 98022126.61 46883854.37 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 55489000.00 55489000.00 0.0007 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.59%, dated 1/31/2020 due 02/03/2020 ZBUT11V806EZRVTWT807 FGB028000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2023-01-01 2 - 2 72641.41 8224.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-09-01 2040-09-01 5 - 5 72641.41 4820.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-11-01 2021-11-01 6 - 6 405196.69 2085.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-04-01 5 - 5 96241.01 72001.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2049-02-01 4 - 6 2632534.01 2051826.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2027-11-01 6 - 6 211386.50 6457.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 704041.71 17365.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-02-01 2038-08-01 5 - 5.5 1086892.16 27720.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-08-01 2036-08-01 6 - 7 844839.51 14747.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 7 - 7 46919.67 1859.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3 - 3 3313495.37 3418500.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2034-03-01 5 - 5 113211.71 2152.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 5.5 - 5.5 23300.31 865.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3 1173176.79 1200932.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 3.5 - 4 197599.75 177269.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4.5 - 4.5 578070.46 582442.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-08-01 4 - 4.5 3738529.12 3970718.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 4.5 - 4.5 162732.45 122742.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 3 - 5.5 790535.19 744600.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 5 - 5 324198.61 62708.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2048-12-01 5 - 5.5 499635.76 410433.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 2.64 - 2.64 1330500.07 1391942.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 260866.35 234824.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 7664377.77 7381207.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 106761.37 73049.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-05-20 2059-06-15 2.5 - 7 80685203.46 74473123.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-10-01 4 - 4 1445524.84 1438326.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-03-01 2043-03-01 3 - 3 5112.58 2601.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 2.5 - 4.5 33856996.79 34230959.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2033-02-01 6 - 7 412260.34 1623.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2030-03-01 5 - 6 6620411.75 144183.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 398074.93 3905.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2042-02-01 4 - 4 1816.04 617.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2045-01-01 3.5 - 5.5 2943305.95 1721512.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-04-01 2033-07-01 4 - 4 199563.68 167737.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-05-01 2041-07-01 5 - 5 570693.15 63985.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 3.5 - 3.5 3860599.23 3379009.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-06-01 5.5 - 5.5 22703.56 5971.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2029-11-01 2.5 - 2.5 73145.11 31105.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 4 - 4 1886.42 1172.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-02-01 3.5 - 3.5 152546.96 62081.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2033-06-01 2.5 - 6 1572791.65 115771.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3.5 - 3.5 384663.15 402111.25 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2039-08-15 1.75 - 4.5 278173210.71 302051799.55 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 4.5 - 4.5 108352.65 110717.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 604.89 444.12 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2026-10-20 2026-10-20 1.75 - 1.75 562026.59 567955.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2050-01-01 2.344 - 7.5 60133163.16 16042839.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-02-01 2058-01-01 2 - 7.5 293370709.61 215190323.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 408290.05 380701.20 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 659297000.00 659297000.00 0.0086 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 1.59%, dated 1/31/2020 due 02/03/2020 ZOMOLU8CGIZRYZ7PFU34 FGB028000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 5870.69 5813.65 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2046-08-15 1.125 - 3.125 112285429.53 117854734.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2049-04-01 4 - 4.5 4096585.26 3836659.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2048-04-20 3 - 3 544701.01 463089.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-02-01 2050-01-01 3 - 5.5 46021018.96 44327605.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 163202000.00 163202000.00 0.0021 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 1.59%, dated 1/31/2020 due 02/03/2020 K5HU16E3LMSVCCJJJ255 FGB123000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 2322206.67 2014514.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-01-28 2030-01-28 2.4 - 2.4 79069.00 79699.05 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-05-20 2046-05-20 3 - 3 35409.58 20357.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2069-12-20 2 - 7.5 3864773.73 2131319.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-01-07 2025-01-07 1.625 - 1.625 113047.30 114163.28 Agency Debentures and Agency Strips Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 4274000.00 4274000.00 0.0001 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 7TK5RJIZDFROZCA6XF66 FGB028000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2023-08-15 0 - 2.5 166019519.33 166488335.90 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-02-20 2049-12-20 3 - 4 75117424.31 64033936.85 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 225972000.00 225972000.00 0.0030 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.59% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 13000.00 12193.93 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2024-06-19 2044-08-01 2.16 - 3.93 682000.00 856697.66 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-12-01 2020-12-01 3.5 - 3.5 1700.00 22.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-12-01 2027-12-01 8.5 - 8.5 15000.00 32.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2027-02-01 3 - 3 500000.00 88413.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2027-08-01 3.32 - 3.32 4350000.00 4709517.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-02-01 2025-02-01 4 - 4 1169793.00 46487.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-06-30 2048-03-01 1.5 - 5.5 47657801.00 14767991.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 23014423.00 23819851.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 459000.00 443050.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4.5 - 4.5 442000.00 368208.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-05-01 2039-05-01 4 - 4 1542153.00 1404578.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-01 2050-01-01 2.5 - 8.5 448898471.00 216924356.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 130058.00 132294.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-06-01 2034-06-01 3.31 - 3.31 5930000.00 6612295.92 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2039-11-15 0 - 5.25 103706700.00 146979043.84 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 5638384.00 5806806.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2044-08-01 3.5 - 3.5 434000.00 372432.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-02-24 2036-03-14 1.125 - 5.125 28895000.00 29537269.92 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2047-12-01 4 - 4 8612000.00 6595821.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 2244175.00 2382927.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-07-01 2028-05-01 3.5 - 4 17915750.00 1488221.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2030-03-01 2.5 - 3.5 8027530.00 4482655.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 4 - 4 4155741.00 4082252.23 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2030-01-10 2032-10-18 2.11 - 3.14 5220000.00 5405307.93 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2024-06-15 2035-06-15 0 - 4.65 889000.00 1124656.25 Agency Debentures and Agency Strips Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 469000000.00 469000000.00 0.0061 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.59%, dated 1/31/2020 due 02/03/2020 OXTKY6Q8X53C9ILVV871 FGB028000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-04-01 2.5 - 9 51963697.46 3900249.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 5 - 5 3285.69 3248.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 1266530.22 1262299.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-05-20 2069-03-20 2.5 - 7.5 38333658.02 32680982.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4 1531936.78 1081534.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-25 2055-09-01 2.86 - 8.5 83722817.14 68064006.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 3 - 4.5 35420151.11 35720071.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 2337.32 2100.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 2031-05-01 3.21 - 3.21 747681.01 815371.31 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2025-01-15 1.375 - 2.875 13026280.20 14095508.44 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 6593.93 6607.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2029-07-01 2.65 - 2.95 333068.28 354500.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2026-02-01 3.575 - 3.575 1425532.22 1544802.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 1605683.59 1670454.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 40142078.64 29501039.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 120778.15 127429.19 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 187055000.00 187055000.00 0.0024 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 549300QJJX6CVVUXLE15 FGB028000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-20 2049-02-15 0 - 6.5 39939522.35 42996973.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 126317.21 85862.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 80.93 55.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2050-01-20 2.5 - 5 101041691.56 66558093.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 438172.16 327089.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 183171.66 122261.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2033-07-01 4 - 4 1531427.61 1273867.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2033-08-01 4 - 4 1237669.30 1073451.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-05-01 2049-08-01 3 - 5.5 7559605.34 2667292.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 274510.58 280269.45 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 112986000.00 112986000.00 0.0015 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.59%, dated 1/31/2020 due 02/03/2020 5U0XI89JRFVHWIBS4F54 FGB028000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2044-08-15 1.75 - 3.75 119146376.26 127836114.20 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2049-11-20 3 - 4.5 149661196.88 97399216.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2049-11-01 2.5 - 4 83785560.00 71956746.29 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 290346000.00 290346000.00 0.0038 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.59%, dated 1/31/2020 due 02/03/2020 5U0XI89JRFVHWIBS4F54 FGB123000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2044-08-15 1.75 - 3.75 73708037.35 79083807.46 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2049-11-20 3 - 4.5 92585552.62 60254498.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2049-11-01 2.5 - 4 51832622.86 44514912.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 179618000.00 179618000.00 0.0023 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.59%, dated 1/31/2020 due 02/03/2020 5U0XI89JRFVHWIBS4F54 FGB028000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-08-20 2049-10-20 2.5 - 3 100953952.14 102515604.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2050-01-01 2.5 - 3.5 1164353744.95 1111260639.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 62770151.52 63147500.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 1242849000.00 1242849000.00 0.0162 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.59%, dated 1/31/2020 due 02/03/2020 VYVVCKR63DVZZN70PB21 FGB123000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 17847.35 18473.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-01-01 3 - 3.5 665473.23 682858.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 11608.23 11925.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 3.5 - 3.5 51035.21 52757.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3 - 3 126563.65 129819.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-11-01 3.5 - 4.5 711969.91 736024.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-10-27 2049-10-25 3.361 - 3.912 91392.62 80863.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-01-01 3 - 4 23265004.19 23895067.81 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2029-11-15 1.75 - 3.125 8153874.61 8363325.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2049-10-01 3.5 - 3.5 37153.95 38422.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 99469.81 102919.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 305217.43 315313.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 120118.80 123191.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 3 - 3.5 433114.13 448465.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3 - 3 15719.54 16213.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 4 - 4 11845.67 12146.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 46651.81 48297.01 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 34383000.00 34383000.00 0.0004 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.59%, dated 1/31/2020 due 02/03/2020 VYVVCKR63DVZZN70PB21 FGB028000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 172686.87 178741.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-01-01 3 - 3.5 6438965.92 6607185.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 112318.54 115390.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 3.5 - 3.5 493804.91 510472.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3 - 3 1224600.80 1256104.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-11-01 3.5 - 4.5 6888857.11 7121599.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-10-27 2049-10-25 3.361 - 3.912 884293.95 782412.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-01-01 3 - 4 225106829.69 231203180.36 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2029-11-15 1.75 - 3.125 78895015.31 80921616.18 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2049-10-01 3.5 - 3.5 359493.05 371766.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 962446.98 995822.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 2953213.63 3050901.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 1162241.85 1191968.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 3 - 3.5 4190712.70 4339244.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3 - 3 152098.63 156874.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 4 - 4 114615.98 117526.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 451392.15 467310.75 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 332682000.00 332682000.00 0.0043 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.60% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 N/A 4005000.00 3624790.25 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-02-06 2048-08-15 0 - 3 5094800.00 5151572.55 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-08-16 2029-11-27 1.55 - 2.2 150967000.00 152219043.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2026-10-25 2026-11-25 2.097 - 3.301 13935000.00 15236765.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2023-01-13 2028-08-10 1.7 - 3.65 24280000.00 24314129.16 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-07-15 2026-07-15 0 - 1.875 34884000.00 31344192.44 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-20 2026-05-15 0 - 7.93 19443000.00 23291953.74 Agency Debentures and Agency Strips Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0159 250000000.00 250000000.00 0.0033 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.58% 549300IMBXQ8SGH3HJ31 FFJ036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2027-11-15 1.5 - 2.875 308931500.00 317303617.03 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0157 311000000.00 311000000.00 0.0041 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.59% 549300IMBXQ8SGH3HJ31 FFJ609000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2025-11-30 2.25 - 2.875 73585200.00 78557443.76 U.S. Treasuries (including strips) Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0158 77000000.00 77000000.00 0.0010 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.60% 549300IMBXQ8SGH3HJ31 FGA786000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2029-11-15 1.375 - 3.125 751490500.00 780404138.48 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 765000000.00 765000000.00 0.0100 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.62% 549300IMBXQ8SGH3HJ31 FGA793000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2025-03-31 1.125 - 2.75 307636400.00 319303170.24 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0161 313000000.00 313000000.00 0.0041 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.59% 7LTWFZYICNSX8D621K86 FGA798000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2039-08-15 2045-11-15 3 - 4.5 477229000.00 621602209.91 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 606000000.00 606000000.00 0.0079 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.59% 549300H47WTHXPU08X20 FGA775000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2026-05-31 2.125 - 2.875 1365215700.00 1428000096.54 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 1400000000.00 1400000000.00 0.0183 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.59% 549300H47WTHXPU08X20 FGA684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2022-03-15 2.375 - 2.375 2219145000.00 2283769405.88 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 2240000000.00 2240000000.00 0.0292 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FDI482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2046-08-15 0 - 3 107806700.00 114565903.62 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 112000000.00 112000000.00 0.0015 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.59% 6PJDTY319315T5LR2241 FGA700000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2027-11-15 2 - 2.875 756314000.00 785237406.74 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 770000000.00 770000000.00 0.0101 N Y Y N Societe Generale Societe Generale, 1.59% O2RNE8IBXP4R0TD8PU41 FGA807000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2027-02-15 1.375 - 2.25 114498500.00 116295495.18 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0158 114000000.00 114000000.00 0.0015 N N Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 1.63% JHE42UYNWWTJB8YTTU19 FGA676000 Non-Negotiable Time Deposit Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0164 390998475.10 390998475.10 0.0051 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FGA875000 Non-Negotiable Time Deposit Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 2927000000.00 2927000000.00 0.0382 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 1.63% DIZES5CFO5K3I5R58746 FGA755000 Non-Negotiable Time Deposit Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0164 243999048.40 243999048.40 0.0032 N N Y N Regions Bank of Alabama(TD) Regions Bank of Alabama(TD), 1.59% EQTWLK1G7ODGC2MGLV11 FGB039000 Non-Negotiable Time Deposit Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 174000000.00 174000000.00 0.0023 N Y Y N Societe Generale Societe Generale, 1.61% O2RNE8IBXP4R0TD8PU41 FFJ641000 Non-Negotiable Time Deposit Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0165 266998131.00 266998131.00 0.0035 N N Y N Societe Generale Societe Generale, 1.64% O2RNE8IBXP4R0TD8PU41 FGA785000 Non-Negotiable Time Deposit Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0165 668997390.90 668997390.90 0.0087 N N Y N U.S. Treasury Notes U.S. Treasury Notes, 1.76% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-02-03 2021-07-31 2021-07-31 N N N 0.0165 193301823.05 193301823.05 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.84% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-02-03 2021-10-31 2021-10-31 N N N 0.0166 117355745.52 117355745.52 0.0015 N Y Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.86% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-02-05 2020-02-07 2020-02-28 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0185 567000000.00 567000000.00 0.0074 N N Y N Fidelity Colchester Street Trust: Money Market Portfolio 2020-02-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer