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Bank of Tokyo-Mitsubishi UFJ Ltd., 1.90% 55379W5R3 C3GTMMZIHMY46P4OIX74 FCJ648000 Certificate of Deposit Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0160 60017820.00 60017820.00 0.0066 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. 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 100032760.00 100032760.00 0.0109 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 22001830.40 22001830.40 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 28011068.40 28011068.40 0.0031 N N N 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 45010602.00 45010602.00 0.0049 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LH73 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0165 60015966.00 60015966.00 0.0066 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 31008627.30 31008627.30 0.0034 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 31008701.70 31008701.70 0.0034 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 38010795.80 38010795.80 0.0042 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.80% 60683BYC1 JBONEPAGQXF4QP29B387 US60683BYC17 0001462160 Certificate of Deposit Y N/A N/A 2020-02-19 2020-05-19 2020-05-19 N N N 0.0177 18000977.40 18000977.40 0.0020 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.83% 60683BXV0 JBONEPAGQXF4QP29B387 US60683BXV07 0001462160 Certificate of Deposit Y N/A N/A 2020-02-13 2020-05-13 2020-05-13 N N N 0.0179 9000806.40 9000806.40 0.0010 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.83% 60683BXW8 JBONEPAGQXF4QP29B387 US60683BXW89 0001462160 Certificate of Deposit Y N/A N/A 2020-02-14 2020-05-14 2020-05-14 N N N 0.0179 15001450.50 15001450.50 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. 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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 40004660.00 40004660.00 0.0044 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 40612244.96 40612244.96 0.0044 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 29001481.90 29001481.90 0.0032 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 32002032.00 32002032.00 0.0035 N N Y 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 16999962.60 16999962.60 0.0019 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 11000008.80 11000008.80 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 6000307.80 6000307.80 0.0007 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 28001537.20 28001537.20 0.0031 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 17001110.10 17001110.10 0.0019 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 15008998.50 15008998.50 0.0016 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 15010018.50 15010018.50 0.0016 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 25010185.00 25010185.00 0.0027 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 63980531.20 63980531.20 0.0070 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 14003914.40 14003914.40 0.0015 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 14003914.40 14003914.40 0.0015 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 17006230.50 17006230.50 0.0019 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 29999148.00 29999148.00 0.0033 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 30003468.00 30003468.00 0.0033 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 64016710.40 64016710.40 0.0070 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 48798546.30 48798546.30 0.0053 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 35850308.40 35850308.40 0.0039 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 29850444.00 29850444.00 0.0033 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 48748977.90 48748977.90 0.0053 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 31952140.80 31952140.80 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 16973789.40 16973789.40 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 30905834.40 30905834.40 0.0034 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 61810081.60 61810081.60 0.0068 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 91640178.80 91640178.80 0.0100 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 91506291.20 91506291.20 0.0100 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.95% JBONEPAGQXF4QP29B387 XS2084095145 Certificate of Deposit Y N/A N/A 2020-03-23 2020-03-23 2020-03-23 N N N 0.0173 69827275.00 69827275.00 0.0076 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 6997797.10 6997797.10 0.0008 N N 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 12985417.90 12985417.90 0.0014 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 36942638.90 36942638.90 0.0040 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 18969645.60 18969645.60 0.0021 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 17967835.80 17967835.80 0.0020 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 13988725.80 13988725.80 0.0015 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.96% RB0PEZSDGCO3JS6CEU02 XS2082892097 Certificate of Deposit Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0166 99782080.00 99782080.00 0.0109 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 30983393.30 30983393.30 0.0034 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 19884692.00 19884692.00 0.0022 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 73614238.00 73614238.00 0.0081 N N N 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 33026251.50 33026251.50 0.0036 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 20999449.80 20999449.80 0.0023 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 26001840.80 26001840.80 0.0028 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 23001439.80 23001439.80 0.0025 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 5000365.00 5000365.00 0.0005 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 50005490.00 50005490.00 0.0055 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 23001306.40 23001306.40 0.0025 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 31019238.60 31019238.60 0.0034 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 120049452.00 120049452.00 0.0131 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 29953674.00 29953674.00 0.0033 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 114789918.00 114789918.00 0.0126 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 74796502.50 74796502.50 0.0082 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 49883145.00 49883145.00 0.0055 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 33027267.90 33027267.90 0.0036 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 62021867.40 62021867.40 0.0068 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 84896274.50 84896274.50 0.0093 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 35937079.20 35937079.20 0.0039 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 33933064.20 33933064.20 0.0037 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 53886529.80 53886529.80 0.0059 N N N N Citigroup Global Markets, Inc. 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 8996087.70 8996087.70 0.0010 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 30946301.80 30946301.80 0.0034 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 27948760.00 27948760.00 0.0031 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 24903195.00 24903195.00 0.0027 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 24901942.50 24901942.50 0.0027 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 43992300.00 43992300.00 0.0048 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 44958474.00 44958474.00 0.0049 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 48939480.10 48939480.10 0.0054 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 31956160.00 31956160.00 0.0035 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.01% 60682YB78 JBONEPAGQXF4QP29B387 FBF630000 Financial Company Commercial Paper Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0167 12995880.30 12995880.30 0.0014 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.01% 60682YB78 JBONEPAGQXF4QP29B387 FBG142000 Financial Company Commercial Paper Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0167 12995880.30 12995880.30 0.0014 N N Y N National Australia Bank Ltd. National Australia Bank Ltd., 2.05% 63254ED15 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0159 21941772.60 21941772.60 0.0024 N N N N National Bank of Canada National Bank of Canada, 1.90% 63307LE80 BSGEFEIOM18Y80CKCV46 FCJ599000 Financial Company Commercial Paper Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0168 29864841.00 29864841.00 0.0033 N N N N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust, 1.99% 68328GE10 635400ZZE5J8OXXBBY26 EJD000000 Financial Company Commercial Paper Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0168 12945779.60 12945779.60 0.0014 N N N N Royal Bank of Canada Royal Bank of Canada, 1.83% 78014XCM7 ES7IP3U3RHIGC71XBU11 US78014XCM74 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-02-10 2020-03-09 2020-03-09 N N N 0.0173 67005808.90 67005808.90 0.0073 N N N N Royal Bank of Canada Royal Bank of Canada, 1.86% 78014XDF1 ES7IP3U3RHIGC71XBU11 US78014XDF15 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-02-18 2020-04-15 2020-04-15 N N N 0.0175 36007066.80 36007066.80 0.0039 N N N N Royal Bank of Canada Royal Bank of Canada, 1.99% 78014XEX1 ES7IP3U3RHIGC71XBU11 US78014XEX12 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-02-25 2020-08-25 2020-08-25 N N N 0.0193 35011574.50 35011574.50 0.0038 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.85% 86564YDV1 5493006GGLR4BTEL8O61 FFA970000 Financial Company Commercial Paper Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0171 7966792.80 7966792.80 0.0009 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.85% 86564YE57 5493006GGLR4BTEL8O61 FFB054000 Financial Company Commercial Paper Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0171 20906900.70 20906900.70 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 86564YD25 5493006GGLR4BTEL8O61 FDJ174000 Financial Company Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0169 28917042.60 28917042.60 0.0032 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.02% 86564YBA9 5493006GGLR4BTEL8O61 FBH520000 Financial Company Commercial Paper Y N/A N/A 2020-02-10 2020-02-10 2020-02-10 N N N 0.0160 59973852.00 59973852.00 0.0066 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.00% 86960JBM6 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0162 64939862.00 64939862.00 0.0071 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.01% 86960JBC8 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0162 67964143.60 67964143.60 0.0074 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.02% 86960JCG8 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0166 69856941.00 69856941.00 0.0076 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.93% 89120DR92 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-04-09 2020-10-09 2020-10-09 N N N 0.0192 27701808.81 27701808.81 0.0030 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.94% 89120DMQ9 PT3QB789TSUIDF371261 US89120DMQ96 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0187 50600379.50 50600379.50 0.0055 N N Y N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.00% 89120DQU6 PT3QB789TSUIDF371261 US89120DQU62 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-02-18 2020-08-18 2020-08-18 N N N 0.0193 101037683.10 101037683.10 0.0111 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.03% 89120DR43 PT3QB789TSUIDF371261 US89120DR438 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-03-16 2020-09-16 2020-09-16 N N N 0.0196 45019102.50 45019102.50 0.0049 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.96% 89233A6K0 Z2VZBHUMB7PWWJ63I008 US89233A6K02 0000834071 Financial Company Commercial Paper Y N/A N/A 2020-04-02 2020-07-02 2020-07-02 N N N 0.0192 11001772.10 11001772.10 0.0012 N N N N UBS AG London Branch UBS AG London Branch, 1.99% 90276JJD9 BFM8T61CT2L1QCEMIK50 US90276JJD90 Financial Company Commercial Paper Y N/A N/A 2020-03-05 2020-06-05 2020-06-05 N N N 0.0166 10002961.00 10002961.00 0.0011 N N N N UBS AG London Branch UBS AG London Branch, 2.00% 90276JJC1 BFM8T61CT2L1QCEMIK50 US90276JJC18 Financial Company Commercial Paper Y N/A N/A 2020-03-04 2020-06-04 2020-06-04 N N N 0.0166 11003230.70 11003230.70 0.0012 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.90% 04821TD36 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0174 16949306.00 16949306.00 0.0019 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.90% 04821TD77 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0174 75670554.29 75670554.29 0.0083 N N N N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 1.60% 0527M0B30 FGA924000 Asset Backed Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0000 999866.00 999866.00 0.0001 N Y Y N Gotham Funding Corp. Gotham Funding Corp., 1.60% 38346LB47 549300Z2ZR7VTUMRPR17 FFJ135000 Asset Backed Commercial Paper Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0159 3999308.80 3999308.80 0.0004 N N Y N Gotham Funding Corp. Gotham Funding Corp., 1.90% 38346LCC8 549300Z2ZR7VTUMRPR17 FEA711000 Asset Backed Commercial Paper Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0171 29942430.00 29942430.00 0.0033 N N N 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 999865.00 999865.00 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 999865.00 999865.00 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 999865.00 999865.00 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 3999460.00 3999460.00 0.0004 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 3999460.00 3999460.00 0.0004 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 3999460.00 3999460.00 0.0004 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 3999460.00 3999460.00 0.0004 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.59%, dated 1/31/2020 due 02/03/2020 B4TYDEB6GKMZO031MB27 FGB025000_00352 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 2039-12-20 2045-02-20 3 - 5.25 363885304.11 63394586.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 61987000.00 61987000.00 0.0068 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEH855000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2048-11-15 0 - 5.25 943576.47 713929.47 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 5856000.00 6040147.13 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-02-20 2044-02-20 4 - 4 10483922.00 899355.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-10-01 2049-12-01 3.5 - 5 5811494.00 5636666.96 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 13000000.00 13000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEF607000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2048-08-15 0 - 5 13072312.44 14315728.84 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 13900000.00 13900000.00 0.0015 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.58%, dated 1/31/2020 due 02/03/2020 E57ODZWZ7FF32TWEFA76 FGB129000_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 23297.87 163.97 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2028-01-15 2030-04-15 0 - 8.875 203645.11 168999.95 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-08-15 0 - 8.75 10121877.35 11362924.93 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2023-12-20 2029-08-27 2.59 - 3.5 20587.27 20863.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 7637.76 743.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 78829.71 89061.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2045-12-01 0 - 8 683111.16 321002.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-02-15 2049-10-20 2.5 - 10.5 8360050.04 167042.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 213.16 1.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 10.17 11.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-28 2049-12-01 1.375 - 9.5 1474874.53 950287.19 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 37502.60 40900.83 Agency Debentures and Agency Strips Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 12839000.00 12839000.00 0.0014 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 FGB025000_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 123795.01 871.28 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2028-01-15 2030-04-15 0 - 8.875 1082083.75 897994.06 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-08-15 0 - 8.75 53783362.78 60377763.19 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2023-12-20 2029-08-27 2.59 - 3.5 109392.01 110858.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 40583.84 3948.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 418867.64 473236.52 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2045-12-01 0 - 8 3629762.96 1705673.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-02-15 2049-10-20 2.5 - 10.5 44421759.79 887592.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 1132.62 5.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 54.05 58.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-28 2049-12-01 1.375 - 9.5 7836857.67 5049423.02 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 199272.90 217329.67 Agency Debentures and Agency Strips Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 68221000.00 68221000.00 0.0075 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 1.58%, dated 1/31/2020 due 02/03/2020 MBNUM2BPBDO7JBLYG310 FGB129000_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 5477645.14 5841304.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.26 - 3.26 2675241.66 2966737.78 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-04 2025-01-31 0 - 1.69 119272167.91 119099877.93 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2048-10-01 3.77 - 4.21 4783908.26 5468847.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2030-10-01 3.59 - 3.63 4780204.93 5354391.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 2034-01-01 3.55 - 4.045 6269350.61 7051242.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-08-01 2039-11-01 3.836 - 4.014 73989.85 45.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 2968072.90 3223613.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-01 2050-02-01 2.5 - 11 209087256.43 147258884.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2026-05-01 2.35 - 2.35 924696.40 953379.86 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 0.0157 291352000.00 291352000.00 0.0319 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 FGB025000_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 284249.01 303120.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.26 - 3.26 138825.13 153951.61 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-04 2025-01-31 0 - 1.69 6189337.66 6180397.10 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2048-10-01 3.77 - 4.21 248249.23 283792.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2030-10-01 3.59 - 3.63 248057.05 277853.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 2034-01-01 3.55 - 4.045 325332.63 365907.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-08-01 2039-11-01 3.836 - 4.014 3839.52 2.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 154020.89 167281.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-01 2050-02-01 2.5 - 11 10850072.18 7641639.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2026-05-01 2.35 - 2.35 47984.86 49473.32 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 15119000.00 15119000.00 0.0017 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.58%, dated 1/31/2020 due 02/03/2020 1VUV7VQFKUOQSJ21A208 FGB129000_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 28868871.58 30189312.64 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2048-03-01 3 - 4 3173826.08 2028530.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2049-12-20 3 - 5 6037579.32 3138091.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-10-01 2049-08-01 3 - 4.5 5385440.71 3981837.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 119517.98 120428.62 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 38642000.00 38642000.00 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 FGB025000_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 51075983.22 53412161.30 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2048-03-01 3 - 4 5615262.34 3588958.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2049-12-20 3 - 5 10681931.21 5552039.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-10-01 2049-08-01 3 - 4.5 9528141.01 7044829.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 211456.08 213067.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 68367000.00 68367000.00 0.0075 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 2046-11-15 2046-11-15 3.75 - 3.75 9992333.00 10301374.21 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 10000000.00 10000000.00 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 HOME LOAN MORTGAGE CORP 2044-02-01 2044-02-01 3.5 - 3.5 48499900.00 42350817.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 26167240.00 27018373.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 68000000.00 68000000.00 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 FGB025000_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 93136.73 108909.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2031-01-01 3.93 - 3.93 30237.33 34870.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 2.5 - 2.5 38094.38 38134.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 421157.67 437670.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2048-09-01 3.5 - 6.5 2324366.72 1307369.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4.5 - 4.5 39811.14 41477.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-12-15 2045-12-15 4 - 4 19945.09 13740.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.24 - 4.24 22678.00 26450.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 3.775 - 3.775 12336.83 14202.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2050-01-01 3 - 4.564 12027051.96 9314039.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 141486.29 148740.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 75920.26 81706.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 11339000.00 11339000.00 0.0012 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.58%, dated 1/31/2020 due 02/03/2020 KBVRJ5K57JZ3E2AVWX40 FGB129000_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 24.94 25.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 3.5 - 3.5 58.00 56.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 2.5 - 3.5 11881.32 12164.99 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2028-08-15 0 - 2.875 37769.09 38151.34 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 3.5 14202.00 15010.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 4065.04 4108.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2049-04-01 2.309 - 7 132823.04 81097.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 11736.03 9329.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-05-20 2048-11-20 3.875 - 5 76.82 42.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 17935.21 18379.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-01 2057-09-01 2.35 - 5 1798311.83 860130.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 1018000.00 1018000.00 0.0001 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 FGB025000_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 - 3 163.75 164.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 3.5 - 3.5 380.76 368.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 2.5 - 3.5 77998.89 79861.14 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2028-08-15 0 - 2.875 247947.76 250457.19 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 3.5 93233.75 98541.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 26686.34 26974.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2049-04-01 2.309 - 7 871961.07 532394.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 77045.07 61249.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-05-20 2048-11-20 3.875 - 5 504.28 279.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 117741.64 120661.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-01 2057-09-01 2.35 - 5 11805616.83 5646611.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 6683000.00 6683000.00 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 FGB025000_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 8748.19 990.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-09-01 2040-09-01 5 - 5 8748.19 580.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-11-01 2021-11-01 6 - 6 48797.75 251.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-04-01 5 - 5 11590.28 8671.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2049-02-01 4 - 6 317035.52 247101.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2027-11-01 6 - 6 25457.23 777.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 84787.60 2091.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-02-01 2038-08-01 5 - 5.5 130894.20 3338.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-08-01 2036-08-01 6 - 7 101743.85 1776.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 7 - 7 5650.53 223.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3 - 3 399043.55 411689.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2034-03-01 5 - 5 13634.06 259.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 5.5 - 5.5 2806.05 104.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3 141285.44 144627.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 3.5 - 4 23796.90 21348.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4.5 - 4.5 69616.91 70143.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-08-01 4 - 4.5 450230.28 478192.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 4.5 - 4.5 19597.83 14781.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 3 - 5.5 95203.99 89672.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 5 - 5 39043.17 7551.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2048-12-01 5 - 5.5 60171.03 49428.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 2.64 - 2.64 160231.85 167631.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 31416.08 28279.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 923019.41 888917.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 12857.25 8797.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-05-20 2059-06-15 2.5 - 7 9716902.20 8968782.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-10-01 4 - 4 174084.25 173217.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-03-01 2043-03-01 3 - 3 615.71 313.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 2.5 - 4.5 4077391.05 4122427.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2033-02-01 6 - 7 49648.43 195.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2030-03-01 5 - 6 797294.80 17364.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 47940.08 470.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2042-02-01 4 - 4 218.70 74.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2045-01-01 3.5 - 5.5 354461.72 207321.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-04-01 2033-07-01 4 - 4 24033.41 20200.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-05-01 2041-07-01 5 - 5 68728.46 7705.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 3.5 - 3.5 464931.16 406933.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-06-01 5.5 - 5.5 2734.19 719.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2029-11-01 2.5 - 2.5 8808.85 3746.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 4 - 4 227.18 141.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-02-01 3.5 - 3.5 18371.20 7476.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2033-06-01 2.5 - 6 189410.97 13942.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3.5 - 3.5 46324.90 48426.17 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2039-08-15 1.75 - 4.5 33500341.66 36376035.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 4.5 - 4.5 13048.89 13333.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 72.85 53.49 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2026-10-20 2026-10-20 1.75 - 1.75 67684.75 68398.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2050-01-01 2.344 - 7.5 7241824.28 1932035.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-02-01 2058-01-01 2 - 7.5 35330573.28 25915325.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 49170.29 45847.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 79399000.00 79399000.00 0.0087 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 FGB025000_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 - 3.5 706.99 700.12 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2046-08-15 1.125 - 3.125 13522247.47 14192944.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2049-04-01 4 - 4.5 493341.30 462039.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2048-04-20 3 - 3 65596.95 55768.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-02-01 2050-01-01 3 - 5.5 5542193.76 5338260.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 19654000.00 19654000.00 0.0022 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 1.58%, dated 1/31/2020 due 02/03/2020 K5HU16E3LMSVCCJJJ255 FGB129000_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 9803363.33 8504419.62 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-01-28 2030-01-28 2.4 - 2.4 333795.50 336455.29 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-05-20 2046-05-20 3 - 3 149484.09 85939.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2069-12-20 2 - 7.5 16315421.72 8997520.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-01-07 2025-01-07 1.625 - 1.625 477237.35 481948.53 Agency Debentures and Agency Strips Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 18043000.00 18043000.00 0.0020 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 FGB025000_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 8950873.33 7764884.37 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-01-28 2030-01-28 2.4 - 2.4 304769.00 307197.50 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-05-20 2046-05-20 3 - 3 136485.11 78466.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2069-12-20 2 - 7.5 14896650.08 8215105.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-01-07 2025-01-07 1.625 - 1.625 435737.30 440038.80 Agency Debentures and Agency Strips Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 16474000.00 16474000.00 0.0018 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 FGB025000_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 19993137.11 20049595.02 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-02-20 2049-12-20 3 - 4 9046122.83 7711378.06 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 27213000.00 27213000.00 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 US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2048-11-15 0 - 7.5 41170700.00 44583713.43 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2046-04-01 3.5 - 3.5 18909592.00 11924639.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-06-01 2026-10-01 2.5 - 3.5 7517838.00 1309144.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-08-01 2046-06-01 3.5 - 4 512140.00 330211.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 57000000.00 57000000.00 0.0062 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 FGB025000_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 6257978.74 469706.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 5 - 5 395.69 391.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 152528.01 152018.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-05-20 2069-03-20 2.5 - 7.5 4616515.54 3935764.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4 184490.87 130249.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-25 2055-09-01 2.86 - 8.5 10082723.81 8196936.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 3 - 4.5 4265642.43 4301761.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 281.48 253.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 2031-05-01 3.21 - 3.21 90043.09 98195.02 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2025-01-15 1.375 - 2.875 1568752.58 1697519.55 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 794.11 795.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2029-07-01 2.65 - 2.95 40111.35 42692.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2026-02-01 3.575 - 3.575 171676.59 186040.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 193372.19 201172.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 4834303.31 3552804.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 14545.29 15346.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 22527000.00 22527000.00 0.0025 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.65% 549300QJJX6CVVUXLE15 FEB392000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2025-07-31 1.375 - 2.875 9800.00 10034.70 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-07-20 2047-07-20 3.5 - 3.5 13851717.00 10194435.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-09-01 2049-08-01 3 - 5 100267.00 20605.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 1113.00 1110.10 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 10000000.00 10000000.00 0.0011 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.58%, dated 1/31/2020 due 02/03/2020 549300QJJX6CVVUXLE15 FGB129000_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 74992033.06 80732824.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 237178.20 161218.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 151.95 105.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2050-01-20 2.5 - 5 189719892.20 124972119.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 822729.44 614155.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 343930.38 229563.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2033-07-01 4 - 4 2875469.28 2391864.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2033-08-01 4 - 4 2323897.02 2015554.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-05-01 2049-08-01 3 - 5.5 14194215.15 5008215.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 515431.97 526245.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 212147000.00 212147000.00 0.0232 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 FGB025000_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 4809950.62 5178162.03 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 15212.49 10340.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 9.75 6.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2050-01-20 2.5 - 5 12168536.78 8015647.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 52769.45 39391.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 22059.52 14724.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2033-07-01 4 - 4 184431.13 153412.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2033-08-01 4 - 4 149053.57 129276.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-05-01 2049-08-01 3 - 5.5 910409.70 321224.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 33059.54 33753.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 13607000.00 13607000.00 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 1.58%, dated 1/31/2020 due 02/03/2020 5U0XI89JRFVHWIBS4F54 FGB129000_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 8876496.54 9523888.69 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2049-11-20 3 - 4.5 11149874.11 7256316.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2049-11-01 2.5 - 4 6242088.57 5360832.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 21631000.00 21631000.00 0.0024 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 FGB025000_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 26146906.30 28053886.36 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2049-11-20 3 - 4.5 32843443.62 21374449.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2049-11-01 2.5 - 4 18386905.71 15791049.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 63717000.00 63717000.00 0.0070 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 FGB025000_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 12157859.68 12345929.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2050-01-01 2.5 - 3.5 140222835.70 133828846.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 7559393.94 7604838.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 149676000.00 149676000.00 0.0164 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.58%, dated 1/31/2020 due 02/03/2020 VYVVCKR63DVZZN70PB21 FGB129000_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 2149.49 2224.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-01-01 3 - 3.5 80147.88 82241.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 1398.07 1436.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 3.5 - 3.5 6146.55 6354.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3 - 3 15243.00 15635.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-11-01 3.5 - 4.5 85747.82 88644.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-10-27 2049-10-25 3.361 - 3.912 11007.09 9738.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-01-01 3 - 4 2801977.21 2877860.45 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2029-11-15 1.75 - 3.125 982031.67 1007257.42 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2049-10-01 3.5 - 3.5 4474.73 4627.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 11979.89 12395.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 36759.60 37975.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 14466.80 14836.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 3 - 3.5 52163.15 54011.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3 - 3 1893.22 1952.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 4 - 4 1426.66 1462.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 5618.62 5816.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 4141000.00 4141000.00 0.0005 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 FGB025000_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 20796.73 21525.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-01-01 3 - 3.5 775446.73 795705.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 13526.56 13896.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 3.5 - 3.5 59469.08 61476.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3 - 3 147479.07 151273.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-11-01 3.5 - 4.5 829627.27 857656.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-10-27 2049-10-25 3.361 - 3.912 106495.80 94226.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-01-01 3 - 4 27109687.72 27843873.19 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2029-11-15 1.75 - 3.125 9501352.01 9745416.20 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2049-10-01 3.5 - 3.5 43293.86 44772.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 115907.80 119927.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 355656.47 367421.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 139969.16 143549.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 3 - 3.5 504688.88 522576.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3 - 3 18317.29 18892.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 4 - 4 13803.24 14153.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 54361.30 56278.38 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 40065000.00 40065000.00 0.0044 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 FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-03-26 2030-09-13 3.5 - 3.6 26395000.00 30609090.48 Agency Debentures and Agency Strips Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0159 30000000.00 30000000.00 0.0033 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.58% G5GSEF7VJP5I7OUK5573 FGA766000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-15 2044-11-15 1.5 - 3 186602400.00 205059244.50 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 200000000.00 200000000.00 0.0219 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEF606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2043-11-15 0 - 7.5 45733900.00 45997125.35 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 45000000.00 45000000.00 0.0049 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-31 2041-11-15 1.375 - 6.125 30528500.00 32697372.98 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 32000000.00 32000000.00 0.0035 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 2025-08-15 2025-08-15 2 - 2 71502200.00 74469883.27 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 73000000.00 73000000.00 0.0080 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.59% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2027-11-15 2.25 - 2.25 1921600.00 2040283.04 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 2000000.00 2000000.00 0.0002 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 2023-03-31 2023-03-31 2.5 - 2.5 299115200.00 312120022.79 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 306000000.00 306000000.00 0.0335 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 2023-01-15 2023-01-15 1.5 - 1.5 460925000.00 462651292.34 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 454000000.00 454000000.00 0.0497 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 1.59% RB0PEZSDGCO3JS6CEU02 FGA895000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-01-31 2027-01-31 1.5 - 1.5 12300000.00 12323062.50 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 12000000.00 12000000.00 0.0013 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 2020-10-31 2045-08-15 1.125 - 6 13229800.00 14364728.27 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 14000000.00 14000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.64% 549300QJJX6CVVUXLE15 FEB960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-06 2042-11-15 0 - 2.875 8945400.00 9203509.84 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 9000000.00 9000000.00 0.0010 N N 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 2027-01-31 2028-02-15 1.5 - 2.75 14234900.00 14281955.00 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0158 14000000.00 14000000.00 0.0015 N N 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 SUB NT 5.5%25 6SHGI4ZSSLCXXQSBB395 2025-09-13 2025-09-13 5.5 - 5.5 1980000.00 2340242.30 Corporate Debt Securities CAPITAL ONE FINL CORP SR GLBL NT 21 ZUE8T73ROZOF6FLBAR73 2021-04-30 2021-04-30 3.45 - 3.45 1020440.00 1048599.04 Corporate Debt Securities BROADRIDGE FINL SOLUTIONS INC SR GLBL NT2.9%29 2029-12-01 2029-12-01 2.9 - 2.9 2642000.00 2711612.30 Corporate Debt Securities WALGREENS BOOTS ALLIANCE INC SR GLBL NT 46 549300RPTUOIXG4LIH86 2046-06-01 2046-06-01 4.65 - 4.65 2989000.00 3112507.97 Corporate Debt Securities DISNEY WALT CO SR GLBL NT 2%29 549300GZKULIZ0WOW665 2029-09-01 2049-09-01 2 - 2.75 4993000.00 4960854.94 Corporate Debt Securities BANK OF NOVA SCOTIA GLBL COCO 23 L3I9ZG2KFGXZ61BMYR72 2023-02-01 2025-02-03 1.95 - 2.2 1518182.00 1527033.61 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 2318697.00 2387286.63 Corporate Debt Securities CISCO SYS INC SR GLBL NT2.2%23 8E6NF1YAL0WT6CWXXV93 2023-09-20 2023-09-20 2.2 - 2.2 793000.00 814557.26 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0170 18000000.00 18000000.00 0.0020 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.78% RUC0QBLBRPRCU4W1NE59 FGA815000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AGNC INVT CORP COM 5TRACI5HRMELWV32OF39 2500-12-31 2500-12-31 N/A 8577.00 158502.96 Equities FS KKR CAPITAL CORP COM 549300TYRSI1T21B1360 2500-12-31 2500-12-31 N/A 1.00 6.23 Equities EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 549300NELT611CL6XM83 2500-12-31 2500-12-31 N/A 50595.00 1194042.00 Equities ENERGY TRANSFER LP COM UT LTD PTN MTLVN9N7JE8MIBIJ1H73 2500-12-31 2500-12-31 N/A 2746086.00 35094979.08 Equities CHUBB LIMITED COM E0JAN6VLUDI1HITHT809 2500-12-31 2500-12-31 N/A 2100.00 323694.00 Equities TC PIPELINES LP UT COM LTD PRT 6HL0C5LCIE4TN8UZHL06 2500-12-31 2500-12-31 N/A 114174.00 4717669.68 Equities BAIDU INC SPON ADR REP A 254900AL64IANZYI1E02 2500-12-31 2500-12-31 N/A 90973.00 11438945.02 Equities WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT 2500-12-31 2500-12-31 N/A 1.00 16.96 Equities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0176 49000000.00 49000000.00 0.0054 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.80% RUC0QBLBRPRCU4W1NE59 FGA816000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP INC SUB NT 5.5%25 6SHGI4ZSSLCXXQSBB395 2025-09-13 2025-09-13 5.5 - 5.5 441000.00 521235.78 Corporate Debt Securities USIMINAS INTL S A R L SR GLBL 144A 26 529900KLYX6QPXVIVP43 2026-07-18 2026-07-18 5.875 - 5.875 7219564.00 7721022.88 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT3.7%25 549300GHBMY8T5GXDE41 2025-12-15 2025-12-15 3.7 - 3.7 2000000.00 2198870.00 Corporate Debt Securities FIDELITY NATL INFORMATION SVCS SR NT 3.5%23 6WQI0GK1PRFVBA061U48 2023-04-15 2023-04-15 3.5 - 3.5 3200000.00 3386234.67 Corporate Debt Securities FORD MOTOR CREDIT CO LLC SR GLBL NT 21 UDSQCVRUX5BONN0VY111 2021-08-02 2021-08-02 5.875 - 5.875 630000.00 678956.42 Corporate Debt Securities BANK OF NOVA SCOTIA GLBL COCO 23 L3I9ZG2KFGXZ61BMYR72 2023-02-01 2025-02-03 1.95 - 2.2 8060058.00 8130472.86 Corporate Debt Securities LAS VEGAS SANDS CORP GLBL NT 2.9%25 549300DUOO1KXOHPM605 2025-06-25 2025-06-25 2.9 - 2.9 1064292.00 1087340.43 Corporate Debt Securities ERP OPER LTD PARTNERSHIP SR GLBL NT 3%29 DX5HQV5MLU50FEWZ5072 2029-07-01 2029-07-01 3 - 3 21684.00 23019.66 Corporate Debt Securities FISERV INC SR GLBL NT3.8%23 GI7UBEJLXYLGR2C7GV83 2023-10-01 2023-10-01 3.8 - 3.8 21602.00 23232.76 Corporate Debt Securities REYNOLDS AMERICAN INC SR GLBL NT 25 02S2RPPVO9RP4NEU2740 2025-06-12 2025-06-12 4.45 - 4.45 1000000.00 1100823.33 Corporate Debt Securities HOLLY ENERGY PARTNERS L P / SR 144A NT 6%24 2024-08-01 2024-08-01 6 - 6 2127000.00 2286595.90 Corporate Debt Securities WESTERN GAS PARTNERS LP SR GLBL NT5.3%48 L6D8A6MLSY454J2JXJ60 2048-03-01 2048-03-01 5.3 - 5.3 1276000.00 1152810.00 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR NT 4.5%20 2020-10-01 2020-10-01 4.5 - 4.5 5127000.00 5209672.88 Corporate Debt Securities CVS HEALTH CORP 4.3%28 549300EJG376EN5NQE29 2028-03-25 2028-03-25 4.3 - 4.3 26440.00 29656.44 Corporate Debt Securities WALGREENS BOOTS ALLIANCE INC SR GLBL NT 46 549300RPTUOIXG4LIH86 2046-06-01 2046-06-01 4.65 - 4.65 511000.00 532114.95 Corporate Debt Securities TRANSOCEAN INC SR 144A NT 9%23 DOL4HJ22ADYSIWES4H94 2023-07-15 2023-07-15 9 - 9 916000.00 988409.80 Corporate Debt Securities ARES CAP CORP SR GLBL NT 25 WEQ82666OJYSI5GUAB47 2025-07-15 2025-07-15 3.25 - 3.25 20892.00 21098.50 Corporate Debt Securities WELLTOWER INC SR GLBL NT 28 T6IZ0MBEG5ACZDTR7D06 2028-04-15 2028-04-15 4.25 - 4.25 1497302.00 1694280.81 Corporate Debt Securities SEALED AIR CORP NEW SR 144A NT6.5%20 Q0M0CZB4YN6JZ65WXI09 2020-12-01 2020-12-01 6.5 - 6.5 324000.00 335146.50 Corporate Debt Securities AMAZON COM INC SR GLBL NT2.4%23 ZXTILKJKG63JELOEG630 2023-02-22 2023-02-22 2.4 - 2.4 220000.00 226952.73 Corporate Debt Securities METLIFE INC SR NT 4.875%43 C4BXATY60WC6XEOZDX54 2043-11-13 2043-11-13 4.875 - 4.875 2000000.00 2617114.17 Corporate Debt Securities ENTERPRISE PRODS OPER LLC SR GLBL NT 60 5493004LGN656HWLDA30 2060-01-31 2060-01-31 3.95 - 3.95 15000000.00 15153687.50 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0178 52000000.00 52000000.00 0.0057 N Y Y N BNP Paribas BNP Paribas, 1.71% R0MUWSFPU8MPRO8K5P83 FGA817000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALTRIA GROUP INC SR GLBL NT 49 XSGZFLO9YTNO9VCQV219 2049-02-14 2049-02-14 5.95 - 5.95 498381.00 637138.30 Corporate Debt Securities TORONTO DOMINION BANK FR 3.25%031124 PT3QB789TSUIDF371261 2024-03-11 2024-03-11 3.25 - 3.25 8.00 8.56 Corporate Debt Securities MORGAN STANLEY VR 102416-102423 IGJSJL3JD5P30I6NJZ34 2023-10-24 2023-10-24 3.201 - 3.201 8205000.00 8405795.99 Corporate Debt Securities SOUTHERN CO JR SB GLBL 57 549300FC3G3YU2FBZD92 2057-03-15 2057-03-15 5.5 - 5.5 234000.00 249819.57 Corporate Debt Securities INTESA SANPAOLO S P A SR 144A NT 28 2W8N8UU78PMDQKZENC08 2028-01-12 2048-01-12 3.875 - 4.375 1062.00 1100.18 Corporate Debt Securities HEINZ H J FIN CO GTD SR NT 144A39 5493003STKEZ2S0RNU91 2039-08-01 2039-08-01 7.125 - 7.125 2000.00 2724.07 Corporate Debt Securities DEUTSCHE BK AG N Y BRH SNR NPF GLBL 21 7LTWFZYICNSX8D621K86 2021-10-14 2021-10-14 4.25 - 4.25 600000.00 624812.33 Corporate Debt Securities AIB GROUP PLC SR GLBL 144A 25 635400AKJBGNS5WNQL34 2025-04-10 2025-04-10 4.263 - 4.263 2002.00 2169.94 Corporate Debt Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-25 2045-05-25 0.15 - 0.15 5348018.00 11927.74 Agency Collateralized Mortgage Obligation AMERICAN HONDA FIN CORP MTN FR 1.95%052022 B6Q2VFHD1797Q7NZ3E43 2022-05-20 2022-05-20 1.95 - 1.95 2304095.00 2322890.66 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 3.96%071830 549300XFX12G42QIKN82 2030-07-18 2030-07-18 3.96 - 3.96 1094889.00 1207213.66 Corporate Debt Securities FEDERAL NATIONAL MORTGAGE ASSOC 2040-01-25 2040-01-25 3.742 - 3.742 3394045.00 3437188.69 Agency Collateralized Mortgage Obligation GOLDMAN SACHS GRP INC MTN BE FR 3.85%070824 784F5XWPLTWKTBV3E584 2024-07-08 2024-07-08 3.85 - 3.85 4324000.00 4640917.97 Corporate Debt Securities DELL INTL LLC/EMC CORP 5.3%29 2029-10-01 2029-10-01 5.3 - 5.3 947000.00 1099665.34 Corporate Debt Securities SOUTHERN COPPER CORP SR GLBL NT 45 2549007U6NAP46Q9TU15 2045-04-23 2045-04-23 5.875 - 5.875 500000.00 642379.93 Corporate Debt Securities JPMORGAN CHASE & CO ALT TIER I PERP 8I5DZWZKVSZI1NUHU748 2099-12-31 2099-12-31 5.3 - 5.3 235000.00 239811.10 Corporate Debt Securities FEDEX CORP SR NT 5.1%44 549300E707U7WNPZN687 2044-01-15 2044-01-15 5.1 - 5.1 600000.00 691815.00 Corporate Debt Securities AT&T INC 5.3%58 549300Z40J86GGSTL398 2058-08-15 2058-08-15 5.3 - 5.3 89.00 115.58 Corporate Debt Securities BANCO SANTANDER CHILE NEW SR GLBL 9 144A25 3YJP8HORPAEXJ80D6368 2025-01-10 2025-01-10 2.7 - 2.7 468673.00 470313.36 Corporate Debt Securities ROCKWELL COLLINS INC SR NT 3.7%23 XO75O7GICH1NPWLBRL05 2023-12-15 2023-12-15 3.7 - 3.7 77000.00 82184.02 Corporate Debt Securities CROWN CASTLE INTL CORP NEW SR GLBL NT3.8%28 54930012H97VSM0I2R19 2028-02-15 2028-02-15 3.8 - 3.8 332000.00 366626.49 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0170 24000000.00 24000000.00 0.0026 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.73% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TERNIUM SA SPONSORED ADS 529900QG4KU23TEI2E46 2500-12-31 2500-12-31 N/A 54380.00 1169713.80 Equities TELECOM ARGENTINA S A SPON ADR REP B 549300MKPIRSJD8SB782 2500-12-31 2500-12-31 N/A 7641.00 86648.94 Equities SEMPRA ENERGY 6.75% CNV PFD B PBBKGKLRK5S5C0Y4T545 2021-07-15 2021-07-15 6.75 - 6.75 100.00 12466.00 Equities ISHARES TR CORE US AGGBD ET 549300F7VSXTKBGHJE47 2500-12-31 2500-12-31 N/A 474378.00 54226149.18 Equities PETROCHINA CO LTD SPONSORED ADR 529900RPY4YG47TRSV05 2500-12-31 2500-12-31 N/A 1.00 45.36 Equities SELECT SECTOR SPDR TR SBI CONS STPLS 549300ERQDM80PRYUH21 2500-12-31 2500-12-31 N/A 100.00 6885.88 Equities MELCO RESORTS AND ENTMT LTD ADR 529900NRV6LBR3T6B421 2500-12-31 2500-12-31 N/A 1.00 20.65 Equities ALIBABA GROUP HLDG LTD SPONSORED ADS 5493001NTNQJDH60PM02 2500-12-31 2500-12-31 N/A 75705.00 15790548.90 Equities 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 0.0172 66000000.00 66000000.00 0.0072 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.05% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BUCKINGHAM CDO III LTD 2007-3 D 144A 20510905 FLT 549300FCUVTC1FF6CX37 2051-09-05 2051-09-05 3.317 - 3.317 8178579.00 1950403.06 Other Instrument COLLATERALIZED DEBT OBLIGATION WORLD BANK ZTMSNXROF84AHWJNKQ93 2021-12-17 2021-12-17 1.9 - 1.9 9819.00 9837.41 Other Instrument INTERNATIONAL DEBT C-BASS CBO XIX 2007-19 A-1 20471007 FLT 54930094XNV6HLQUTZ27 2047-10-07 2047-10-07 2.25 - 4.2 39449747.00 4042591.15 Other Instrument COLLATERALIZED DEBT OBLIGATION PYXIS 2006-1A C 5493008NHAXUFFL0HW88 2046-11-10 2046-11-10 2.197 - 3.077 80.00 23.18 Asset-Backed Securities CWCAPITAL COBALT II 2006-2 K 20500426 FLT 2050-04-26 2050-04-26 5.436 - 5.436 949477.00 272694.23 Other Instrument COLLATERALIZED DEBT OBLIGATION C-BASS CBO XVIII 2007-18 C 20470313 FLT 549300OSC26SNVVNAA28 2047-03-13 2047-03-13 3.887 - 6.637 20087.00 4231.84 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CDO 11 2007-11 C 20470315 FLT 2047-03-15 2047-03-15 3.368 - 3.368 178774.00 53190.52 Other Instrument COLLATERALIZED DEBT OBLIGATION DUKE FDG HIGH GR III 2005-3 C-1 20490802 FLT 5493002WNDT27IQSJY17 2049-08-02 2049-08-02 3.152 - 3.152 20497014.00 7383455.27 Other Instrument COLLATERALIZED DEBT OBLIGATION CENTRE SQUARE CDO LT A-2A 20511119 FLT 2051-11-19 2051-11-19 1.673 - 1.673 3003349.00 333410.41 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO V 2006-5 C 20461006 FLT 549300LSG1AJYQVQCE38 2046-10-06 2046-10-06 7.4 - 7.4 3.00 0.99 Other Instrument COLLATERALIZED DEBT OBLIGATION 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 13000000.00 13000000.00 0.0014 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.08% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP MTG LN TR 2005-2 I-B1 20350525 FLT 549300R1KUK063S4I339 2035-02-25 2035-05-25 2.801 - 4.412 179932.00 90417.41 Private Label Collateralized Mortgage Obligations SALOMON BROS MORT SECS 97-HUD2 A-WAC 20271125 FLT 549300VB2N1G56GWKB41 2027-11-25 2027-11-25 N/A 6656388.00 23759.98 Private Label Collateralized Mortgage Obligations JP MORGAN COM MTG 2006-LDP9 A-JS 20470515 FLT 2047-05-15 2047-05-15 5.386 - 5.386 29300000.00 4075475.61 Private Label Collateralized Mortgage Obligations N-STAR REAL EST CDO IX 2007-9 A-3 20520807 FLT 2052-08-07 2052-08-07 2.523 - 2.523 19419.00 6697.26 Other Instrument COLLATERALIZED DEBT OBLIGATION MORGAN STANLEY CAP 2007-TOP27 D 20420611 FLT 2042-06-11 2042-06-11 6.143 - 6.143 20416000.00 4191302.47 Private Label Collateralized Mortgage Obligations DEUTSCHE MTG RE-REMIC 2007-RS8 2-A-2 20360928 FLT 2036-09-28 2036-09-28 1.958 - 1.958 4459076.00 2193300.60 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2007-FS1 A-2A 20371025 FLT 2037-10-25 2037-10-25 2.911 - 2.911 12000000.00 1986161.17 Asset-Backed Securities CITICORP MTG SEC REMIC 2006-2 B-1 20360425 FLT 2036-04-25 2036-04-25 5.618 - 5.618 6953545.00 1172.78 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 2007-C2 G 144A 20490115 FLT 2049-01-15 2049-01-15 5.81 - 5.81 2000000.00 509306.59 Private Label Collateralized Mortgage Obligations GS MTG COML 2007-GG10 A-J 20450810 FLT 2045-08-10 2045-08-10 6.012 - 6.012 1154000.00 255640.96 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG VII 2006-7 A1LB 1 20370205 FLT O6FH5MIKN9JCILM69649 2037-02-05 2037-02-05 2.391 - 2.391 5.00 2.87 Other Instrument COLLATERALIZED DEBT OBLIGATION COBALT CMBS MTG TR 2007-C3 C 20460517 FLT 2046-05-17 2046-05-17 5.802 - 5.802 7000000.00 1601918.69 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG IX 2007-9 A-1LB 20380505 FLT 549300CT01X2OUNHMJ08 2038-05-05 2038-05-05 2.54 - 2.54 54.00 36.11 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG III 2005-3 B-1 20360205 FLT U03UUQ0VYFBPHFC9G558 2036-02-05 2036-02-05 2.691 - 2.691 2.00 0.76 Other Instrument COLLATERALIZED DEBT OBLIGATION CSFB COML MTG PTC 2007-C5 A-1-AJ 20400917 FLT 2040-09-17 2040-09-17 6.312 - 6.312 61181500.00 2849828.65 Private Label Collateralized Mortgage Obligations HARBORVIEW MTG LN TR 2005-9 B-8 20350620 FLT 2035-06-20 2035-06-20 3.408 - 3.408 11930000.00 77821.32 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE 2007-LDP10 A-JS 20490115 FLT 2049-01-15 2049-01-15 5.395 - 5.395 23000000.00 1781716.41 Private Label Collateralized Mortgage Obligations SALOMON BROS MTG 7 2000-C3 X 144A 20331218 FLT 549300VB2N1G56GWKB41 2033-12-18 2033-12-18 1.926 - 1.926 35000000.00 0.56 Private Label Collateralized Mortgage Obligations ML-CFC COML MTG TR 2006-4 C 20491212 FLT 2049-12-12 2049-12-12 5.324 - 5.324 498000.00 106944.38 Private Label Collateralized Mortgage Obligations ML-CFC COML MTG TR 2007-6 AJ 20510312 FLT 2051-03-12 2051-03-12 5.556 - 5.556 5000000.00 792940.14 Private Label Collateralized Mortgage Obligations LNR CDO IV LTD 2006-1 A 144A 20430528 FLT 549300FIVXZ33M229N06 2043-05-28 2043-05-28 2.01 - 2.01 67859.00 496.32 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-03-06 2020-03-06 2020-05-11 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0207 19000000.00 19000000.00 0.0021 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.35% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PUERTO RICO ELEC PWR AUTH PWR SER 2012A-RSA-1 2012 5493003BRB67HF8ST418 2024-07-01 2042-07-01 N/A 13307662.00 11150496.34 Other Instrument MUNICIPAL DEBT PUERTO RICO PUB BLDGS AUTH REV GOVT FACS REV BDS SERI 2028-07-01 2041-07-01 N/A 3482311.00 3208078.94 Other Instrument MUNICIPAL DEBT US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2021-10-31 1.5 - 1.5 88100.00 88584.04 U.S. Treasuries (including strips) DEUTSCHE BK AG FR 1%050123 7LTWFZYICNSX8D621K86 2023-05-01 2023-05-01 1 - 1 2975000.00 3228008.61 Corporate Debt Securities PUERTO RICO COMWLTH GO BDS 2014 549300X44HXPLJU48U63 2035-07-01 2037-07-01 N/A 3828792.00 2841187.42 Other Instrument MUNICIPAL DEBT 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 19000000.00 19000000.00 0.0021 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 3M CO SR GLBL NT 29 LUZQVYP4VS22CLWDAR65 2029-08-26 2029-08-26 2.375 - 2.375 14435128.00 14704916.53 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0171 14000000.00 14000000.00 0.0015 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 3M CO SR GLBL NT 29 LUZQVYP4VS22CLWDAR65 2029-08-26 2029-08-26 2.375 - 2.375 23713721.00 24156923.86 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0171 23000000.00 23000000.00 0.0025 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 3M CO SR GLBL NT 29 LUZQVYP4VS22CLWDAR65 2029-08-26 2029-08-26 2.375 - 2.375 1070658.00 1090668.30 Corporate Debt Securities SANOFI-AVENTIS SR GLBL NT 28 549300E9PC51EN656011 2028-06-19 2028-06-19 3.625 - 3.625 20355000.00 23066254.90 Corporate Debt Securities Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0171 23000000.00 23000000.00 0.0025 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 3M CO SR GLBL NT 29 LUZQVYP4VS22CLWDAR65 2029-08-26 2029-08-26 2.375 - 2.375 15464753.00 15753784.94 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0172 15000000.00 15000000.00 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 3M CO SR GLBL NT 29 LUZQVYP4VS22CLWDAR65 2029-08-26 2029-08-26 2.375 - 2.375 17525917.00 17853471.52 Corporate Debt Securities Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0174 17000000.00 17000000.00 0.0019 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 MICROSOFT CORP SR GLBL NT3.3%27 INR2EJN1ERAN0W5ZP974 2027-02-06 2027-02-06 3.3 - 3.3 28427000.00 31506212.64 Corporate Debt Securities Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0174 30000000.00 30000000.00 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 MICROSOFT CORP SR GLBL NT3.3%27 INR2EJN1ERAN0W5ZP974 2027-02-06 2027-02-06 3.3 - 3.3 16167000.00 17918209.44 Corporate Debt Securities SANOFI-AVENTIS SR GLBL NT 28 549300E9PC51EN656011 2028-06-19 2028-06-19 3.625 - 3.625 11990000.00 13587049.68 Corporate Debt Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0175 30000000.00 30000000.00 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 ALTRIA GROUP INC SR GLBL NT5.8%39 XSGZFLO9YTNO9VCQV219 2039-02-14 2039-02-14 5.8 - 5.8 702670.00 870231.81 Corporate Debt Securities CITIGROUP INC FR 3.3%042725 6SHGI4ZSSLCXXQSBB395 2025-04-27 2025-04-27 3.3 - 3.3 250000.00 267161.25 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 2.6%020722 WFLLPEPC7FZXENRZV188 2022-02-07 2022-02-07 2.6 - 2.6 684000.00 704680.36 Corporate Debt Securities SUMITOMO MITSUI FINL GROUP INC SR GLBL NT 24 35380028MYWPB6AUO129 2024-07-16 2024-07-16 2.696 - 2.696 1974990.00 2026613.17 Corporate Debt Securities UNION PACIFIC CORP SR GLBL NT 70 549300LMMRSZZCZ8CL11 2070-02-05 2070-02-05 3.75 - 3.75 2396800.00 2432248.67 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0176 6000000.00 6000000.00 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 EUROPEAN INVT BK FR 1.375%061520 5493006YXS1U5GIHE750 2020-03-16 2022-03-15 1.375 - 2.25 2147000.00 2171226.46 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M BD-2013D 43 9R1Z5I36FERIBVKW4P77 2043-10-01 2043-10-01 4.65 - 4.65 209000.00 254246.58 Corporate Debt Securities PACCAR FINL CORP SR MTNS BK EN FR 1.9%020723 PH3S12DWZBHHQKVYZ297 2023-02-07 2024-08-15 1.9 - 2.15 157605.00 159485.33 Corporate Debt Securities TOTAL CAPITAL SR GLBL NT 24 549300U37G2I8G4RUG09 2024-04-10 2024-04-10 3.75 - 3.75 4000.00 4349.35 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 STEEL DYNAMICS INC SR GLBL NT 25 549300HGGKEL4FYTTQ83 2025-09-15 2025-09-15 4.125 - 4.125 30.00 31.33 Corporate Debt Securities 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 SOCIETE GENERALE MTN REG S FR 4.25%091423 O2RNE8IBXP4R0TD8PU41 2023-09-14 2023-09-14 4.25 - 4.25 251.00 271.55 Corporate Debt Securities UNION PACIFIC CORP SR GLBL NT 70 549300LMMRSZZCZ8CL11 2070-02-05 2070-02-05 3.75 - 3.75 3.00 3.04 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP SR GLBL NT 26 32SXKSJ72K64GM3HOU64 2026-10-15 2026-10-15 3.25 - 3.25 1000.00 1053.65 Corporate Debt Securities LILLY ELI & CO SR GLBL NT 49 FRDRIPF3EKNDJ2CQJL29 2049-03-15 2049-03-15 3.95 - 3.95 681656.00 825187.19 Corporate Debt Securities MARS INC DEL SR GLBL 144A 30 54930073HKEO6GZBSS03 2030-04-01 2030-04-01 3.2 - 3.2 1.00 1.10 Corporate Debt Securities MASTERCARD INC SR GLBL NT 29 AR5L2ODV9HN37376R084 2029-06-01 2029-06-01 2.95 - 2.95 17000.00 18200.11 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 ING GROEP N V SR GLBL COCO 29 549300NYKK9MWM7GGW15 2029-04-09 2029-04-09 4.05 - 4.05 2476480.00 2819193.88 Corporate Debt Securities HERSHEY CO GLBL NT 3.125%49 21X2CX66SU2BR6QTAD08 2049-11-15 2049-11-15 3.125 - 3.125 3.00 3.13 Corporate Debt Securities PEPSICO INC SR GLBL NT 49 FJSUNZKFNQ5YPJ5OT455 2049-07-29 2049-07-29 3.375 - 3.375 4.00 4.40 Corporate Debt Securities HUMANA INC SR GLBL NT 29 529900YLDW34GJAO4J06 2029-08-15 2029-08-15 3.125 - 3.125 38843.00 40806.63 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0167 6000000.00 6000000.00 0.0007 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 ATLASSIAN CORP PLC CL A 549300AGBII4MWBVJY22 2500-12-31 2500-12-31 N/A 14788.00 2211989.04 Equities ISHARES INC MSCI BRAZIL ETF F6BK0XM2JFWYXJ2MDK09 2500-12-31 2500-12-31 N/A 22947.00 1028255.07 Equities ALPS ETF TR ALERIAN MLP 549300WPBLCQJSVVVV61 2500-12-31 2500-12-31 N/A 39.00 316.68 Equities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0172 3000000.00 3000000.00 0.0003 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 ALTRIA GROUP INC COM XSGZFLO9YTNO9VCQV219 2500-12-31 2500-12-31 N/A 3156.00 151488.00 Equities ISHARES INC MSCI BRAZIL ETF F6BK0XM2JFWYXJ2MDK09 2500-12-31 2500-12-31 N/A 1644.00 73667.64 Equities ALLIANCE DATA SYSTEMS CORP COM 549300G8S4PO686J7H97 2500-12-31 2500-12-31 N/A 12598.00 1350253.64 Equities ALAMOS GOLD INC NEW COM CL A 549300TDOX73YGYXE959 2500-12-31 2500-12-31 N/A 199235.00 1251195.80 Equities ITURAN LOCATION AND CONTROL SHS 2500-12-31 2500-12-31 N/A 16810.00 413862.20 Equities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0172 3000000.00 3000000.00 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 REGENERON PHARMACEUTICALS COM 549300RCBFWIRX3HYQ56 2500-12-31 2500-12-31 N/A 258.00 86734.44 Equities STATE STR CORP COM 549300ZFEEJ2IP5VME73 2500-12-31 2500-12-31 N/A 49838.00 3867927.18 Equities PHILIP MORRIS INTL INC COM HL3H1H2BGXWVG3BSWR90 2500-12-31 2500-12-31 N/A 29.00 2445.57 Equities AGILENT TECHNOLOGIES INC COM QUIX8Y7A2WP0XRMW7G29 2500-12-31 2500-12-31 N/A 23.00 1940.74 Equities JOHNSON & JOHNSON COM 549300G0CFPGEF6X2043 2500-12-31 2500-12-31 N/A 34319.00 5160204.84 Equities MEDTRONIC PLC SHS 549300GX3ZBSQWUXY261 2500-12-31 2500-12-31 N/A 3.00 354.45 Equities TRANSUNION COM 549300ZS772LUNUMRB03 2500-12-31 2500-12-31 N/A 378.00 35267.40 Equities MOSAIC CO NEW COM 2YD5STGSJNMUB7H76907 2500-12-31 2500-12-31 N/A 1.00 20.17 Equities ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2500-12-31 2500-12-31 N/A 202405.00 5369804.65 Equities ISHARES INC MSCI BRAZIL ETF F6BK0XM2JFWYXJ2MDK09 2500-12-31 2500-12-31 N/A 127892.00 5730840.52 Equities MASTERCARD INC CL A AR5L2ODV9HN37376R084 2500-12-31 2500-12-31 N/A 13.00 4217.98 Equities AMEREN CORP COM XRZQ5S7HYJFPHJ78L959 2500-12-31 2500-12-31 N/A 934.00 76494.60 Equities IQVIA HLDGS INC COM 549300W3R20NM4KQPH86 2500-12-31 2500-12-31 N/A 1362.00 213834.00 Equities TEMPUR SEALY INTL INC COM 549300HFEKVR3US71V91 2500-12-31 2500-12-31 N/A 1.00 93.33 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 19000000.00 19000000.00 0.0021 N N N Y J.P. 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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 46999816.70 46999816.70 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 374000000.00 374000000.00 0.0409 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 28999886.90 28999886.90 0.0032 N N 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 32999769.00 32999769.00 0.0036 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 80999684.10 80999684.10 0.0089 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 100156385.00 100156385.00 0.0110 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 307933451.92 307933451.92 0.0337 N Y Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 1.65% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2020-02-07 2020-02-07 2024-09-03 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0165 25155000.00 25155000.00 0.0028 N N 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 87000000.00 87000000.00 0.0095 N N Y N Fidelity Colchester Street Trust: Prime Money Market Portfolio 2020-02-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer