N-MFP2 0000356173 XXXXXXXX 2020-02-29 0000356173 549300AM8302AG11MH61 S000004821 6 N N 002-74808 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Prime N 23 68 3434403637.53 3376311327.84 2861159425.01 3284411066.05 5005419747.13 4764203352.26 4674772917.18 4517049557.10 0.3600 0.3500 0.3000 0.3500 0.5300 0.5000 0.4900 0.4900 729.08 9174666337.16 9171979781.98 9159569.86 83618851.62 9100207784.48 9095188824.71 0.0178 1.0005 1.0005 1.0005 1.0006 C000013040 1000000.00 431295995.36 431023740.81 1.0006 1.0006 1.0006 1.0006 18577664.40 9819164.96 4542226.82 25685591.35 95513123.34 19128220.17 5135760.39 57195370.52 123768774.95 111828347.00 0.0160 Y Fidelity Investments, Reimbursement Fees, -13457.13; C000013085 1000000.00 12812846.22 12803911.55 1.0007 1.0007 1.0006 1.0007 16940.40 0.00 0.00 0.00 0.00 0.00 0.00 0.00 16940.40 0.00 0.0155 Y Fidelity Investments, Reimbursement Fees, -434.26; C000056570 10000000.00 8632116751.71 8627392298.28 1.0005 1.0005 1.0005 1.0006 1103035019.31 823179174.20 688012228.59 784003558.51 1173258304.10 1215929925.86 1233485624.43 1420707570.04 4197791176.43 4243820228.61 0.0164 Y Fidelity Investments, Reimbursement Fees, -343106.12; C000056569 1000000.00 20799.49 20770.48 1.0014 1.0013 1.0013 1.0014 20.51 0.00 0.00 0.00 0.00 0.00 0.00 0.00 20.51 0.00 0.0111 Y Fidelity Investments, Reimbursement Fees, -1.28; C000013084 1000000.00 8809534.50 8804472.54 1.0005 1.0005 1.0005 1.0006 12946.04 0.02 22.55 0.00 0.00 43000.00 0.00 0.00 12968.59 43000.02 0.0135 Y Fidelity Investments, Reimbursement Fees, -353.98; C000013083 1000000.00 15151857.20 15143631.05 1.0005 1.0005 1.0005 1.0006 912020.14 129009.90 40634.14 989004.41 766766.50 997374.27 260282.79 2151926.50 1979703.57 4267315.08 0.0145 Y Fidelity Investments, Reimbursement Fees, -712.73; Bank of Montreal London Branch Bank of Montreal London Branch, 1.54% NQQ6HPCNCCU6TUTQYE16 XS2130246395 Certificate of Deposit Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0142 15006709.50 15006709.50 0.0016 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 0.0157 17002145.40 17002145.40 0.0019 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.48% 969500TJ5KRTCJQWXH05 XS2131343704 Certificate of Deposit Y N/A N/A 2020-07-03 2020-07-03 2020-07-03 N N N 0.0143 14002045.40 14002045.40 0.0015 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 0.0149 30013353.00 30013353.00 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 0.0147 30020658.00 30020658.00 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 0.0152 64015475.20 64015475.20 0.0070 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.66% 529900HNOAA1KXQJUQ27 XS2123020583 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0141 29907066.00 29907066.00 0.0033 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.67% 529900HNOAA1KXQJUQ27 XS2125289350 Certificate of Deposit Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0141 24919942.50 24919942.50 0.0027 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.68% 529900HNOAA1KXQJUQ27 XS2121409028 Certificate of Deposit Y N/A N/A 2020-05-13 2020-05-13 2020-05-13 N N N 0.0142 29912343.00 29912343.00 0.0033 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.68% 529900HNOAA1KXQJUQ27 XS2121409614 Certificate of Deposit Y N/A N/A 2020-06-15 2020-06-15 2020-06-15 N N N 0.0139 47803560.00 47803560.00 0.0053 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.68% 529900HNOAA1KXQJUQ27 XS2125189485 Certificate of Deposit Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0139 29869749.00 29869749.00 0.0033 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 0.0145 48881571.90 48881571.90 0.0054 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 0.0144 35911670.40 35911670.40 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 0.0141 29907066.00 29907066.00 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 0.0141 48843087.30 48843087.30 0.0054 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 0.0161 31992934.40 31992934.40 0.0035 N N Y 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 0.0161 16995501.80 16995501.80 0.0019 N N Y 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 0.0146 30952994.70 30952994.70 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 0.0155 61900229.60 61900229.60 0.0068 N N N N KBC Bank NV London KBC Bank NV London, 1.66% 6B2PBRV1FCJDMR45RZ53 XS2123085792 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0149 59803842.00 59803842.00 0.0066 N N N N KBC Bank NV London KBC Bank NV London, 1.66% 6B2PBRV1FCJDMR45RZ53 XS2123635885 Certificate of Deposit Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0149 29900787.00 29900787.00 0.0033 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 0.0153 91796542.00 91796542.00 0.0101 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 0.0149 91688819.20 91688819.20 0.0101 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.69% JBONEPAGQXF4QP29B387 XS2124965612 Certificate of Deposit Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0149 11959862.40 11959862.40 0.0013 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 0.0155 69928719.00 69928719.00 0.0077 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.62% RB0PEZSDGCO3JS6CEU02 XS2130065332 Certificate of Deposit Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0140 22916705.50 22916705.50 0.0025 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.65% RB0PEZSDGCO3JS6CEU02 XS2128009615 Certificate of Deposit Y N/A N/A 2020-05-27 2020-05-27 2020-05-27 N N N 0.0144 10961285.50 10961285.50 0.0012 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.69% RB0PEZSDGCO3JS6CEU02 XS2122999019 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0146 29903805.00 29903805.00 0.0033 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.69% RB0PEZSDGCO3JS6CEU02 XS2125048400 Certificate of Deposit Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0146 17941015.80 17941015.80 0.0020 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.73% RB0PEZSDGCO3JS6CEU02 XS2114972032 Certificate of Deposit Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0149 11967151.20 11967151.20 0.0013 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 0.0162 36991793.40 36991793.40 0.0041 N N Y 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 0.0162 18994942.20 18994942.20 0.0021 N N Y 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 0.0161 17992051.20 17992051.20 0.0020 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 0.0157 99913960.00 99913960.00 0.0110 N N N N Rabobank Nederland London Branch Rabobank Nederland London Branch, 1.66% DG3RU1DBUFHT4ZF9WN62 XS2123401460 Certificate of Deposit Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0149 29863662.00 29863662.00 0.0033 N N N N Rabobank Nederland London Branch Rabobank Nederland London Branch, 1.66% DG3RU1DBUFHT4ZF9WN62 XS2125225461 Certificate of Deposit Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0149 29860239.00 29860239.00 0.0033 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.74% 5493006GGLR4BTEL8O61 XS2115358819 Certificate of Deposit Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0149 23932293.60 23932293.60 0.0026 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 0.0147 19926862.00 19926862.00 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 0.0148 73760121.60 73760121.60 0.0081 N N N N Bank of Montreal Bank of Montreal, 1.74% 06367BGR4 NQQ6HPCNCCU6TUTQYE16 US06367BGR42 0000927971 Certificate of Deposit Y N/A N/A 2020-05-18 2020-11-17 2020-11-17 N N N 0.0174 29999955.00 29999955.00 0.0033 N N N N Bank of Montreal Bank of Montreal, 1.80% 06370RD71 NQQ6HPCNCCU6TUTQYE16 US06370RD710 0000927971 Certificate of Deposit Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0156 58003567.00 58003567.00 0.0064 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.78% 06417MFC4 L3I9ZG2KFGXZ61BMYR72 US06417MFC47 0000009631 Certificate of Deposit Y N/A N/A 2020-05-20 2020-08-20 2020-08-20 N N N 0.0170 63026271.00 63026271.00 0.0069 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.00% 06417MFJ9 L3I9ZG2KFGXZ61BMYR72 US06417MFJ99 0000009631 Certificate of Deposit Y N/A N/A 2020-03-03 2020-09-03 2020-09-03 N N N 0.0192 48634543.23 48634543.23 0.0053 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.02% 06417MBU8 L3I9ZG2KFGXZ61BMYR72 0000009631 Certificate of Deposit Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0153 15003318.00 15003318.00 0.0016 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.04% 06417MBX2 L3I9ZG2KFGXZ61BMYR72 0000009631 Certificate of Deposit Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0153 18004150.80 18004150.80 0.0020 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. 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 0.0154 60005730.00 60005730.00 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 0.0153 100012930.00 100012930.00 0.0110 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 0.0157 22006912.40 22006912.40 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 0.0157 28007842.80 28007842.80 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 0.0159 45002358.00 45002358.00 0.0049 N N Y 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 0.0154 60007326.00 60007326.00 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 0.0154 31005037.50 31005037.50 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 0.0154 31005347.50 31005347.50 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 0.0154 38006942.60 38006942.60 0.0042 N N N N HSBC Bank U.S.A. NA HSBC Bank U.S.A. NA, 1.69% 40435RGN5 1IE8VN30JCEQV1H4R804 US40435RGN52 Certificate of Deposit Y N/A N/A 2020-03-13 2020-03-13 2020-03-13 N N N 0.0160 58001693.60 58001693.60 0.0064 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.73% 60683BYV9 JBONEPAGQXF4QP29B387 US60683BYV97 0001462160 Certificate of Deposit Y N/A N/A 2020-03-12 2020-06-12 2020-06-12 N N N 0.0170 11000620.40 11000620.40 0.0012 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.76% 60683BYN7 JBONEPAGQXF4QP29B387 US60683BYN71 0001462160 Certificate of Deposit Y N/A N/A 2020-03-09 2020-06-08 2020-06-08 N N N 0.0170 12001496.40 12001496.40 0.0013 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.78% 60683BYC1 JBONEPAGQXF4QP29B387 US60683BYC17 0001462160 Certificate of Deposit Y N/A N/A 2020-03-19 2020-05-19 2020-05-19 N N N 0.0166 18004509.00 18004509.00 0.0020 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.80% 60683BXV0 JBONEPAGQXF4QP29B387 US60683BXV07 0001462160 Certificate of Deposit Y N/A N/A 2020-03-13 2020-05-13 2020-05-13 N N N 0.0166 9002389.50 9002389.50 0.0010 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.80% 60683BXW8 JBONEPAGQXF4QP29B387 US60683BXW89 0001462160 Certificate of Deposit Y N/A N/A 2020-03-16 2020-05-14 2020-05-14 N N N 0.0166 15004066.50 15004066.50 0.0016 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 1.73% 60710AKD3 RB0PEZSDGCO3JS6CEU02 US60710AKD36 Certificate of Deposit Y N/A N/A 2020-03-10 2020-06-10 2020-06-10 N N N 0.0154 57029434.80 57029434.80 0.0063 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 1.81% 60710AHY1 RB0PEZSDGCO3JS6CEU02 US60710AHY10 Certificate of Deposit Y N/A N/A 2020-03-13 2020-05-13 2020-05-13 N N N 0.0161 22008861.60 22008861.60 0.0024 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.81% 63873QCY8 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0161 100028860.00 100028860.00 0.0110 N N N N Royal Bank of Canada Royal Bank of Canada, 1.97% 78012URZ0 ES7IP3U3RHIGC71XBU11 US78012URZ02 0001000275 Certificate of Deposit Y N/A N/A 2020-03-10 2020-09-10 2020-09-10 N N N 0.0190 30010830.00 30010830.00 0.0033 N N N N Royal Bank of Canada Royal Bank of Canada, 1.99% 78012URT4 ES7IP3U3RHIGC71XBU11 US78012URT42 0001000275 Certificate of Deposit Y N/A N/A 2020-03-04 2020-09-04 2020-09-04 N N N 0.0191 92036790.80 92036790.80 0.0101 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.73% 86565B6R7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-03-10 2020-06-10 2020-06-10 N N N 0.0168 28003416.00 28003416.00 0.0031 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.75% 86565B6A4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-03-04 2020-06-04 2020-06-04 N N N 0.0168 27004914.00 27004914.00 0.0030 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.76% 86565B6B2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-03-05 2020-06-05 2020-06-05 N N N 0.0168 27004868.10 27004868.10 0.0030 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.79% 86565B5A5 5U0XI89JRFVHWIBS4F54 US86565B5A50 0001184915 Certificate of Deposit Y N/A N/A 2020-03-18 2020-05-18 2020-05-18 N N N 0.0164 40011892.00 40011892.00 0.0044 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.87% 86565B4E8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-03-09 2020-05-07 2020-05-07 N N N 0.0168 40614132.86 40614132.86 0.0045 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.75% 86564F5C3 5493006GGLR4BTEL8O61 US86564F5C37 0001046017 Certificate of Deposit Y N/A N/A 2020-03-24 2020-05-22 2020-05-22 N N N 0.0162 11003192.20 11003192.20 0.0012 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.76% 86564F5D1 5493006GGLR4BTEL8O61 US86564F5D10 0001046017 Certificate of Deposit Y N/A N/A 2020-03-23 2020-05-21 2020-05-21 N N N 0.0163 17004889.20 17004889.20 0.0019 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.80% 86564F4K6 5493006GGLR4BTEL8O61 US86564F4K61 0001046017 Certificate of Deposit Y N/A N/A 2020-03-16 2020-05-14 2020-05-14 N N N 0.0165 17005181.60 17005181.60 0.0019 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.82% 86564F4J9 5493006GGLR4BTEL8O61 US86564F4J98 0001046017 Certificate of Deposit Y N/A N/A 2020-03-02 2020-05-12 2020-05-12 N N N 0.0167 28008162.00 28008162.00 0.0031 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.82% 86564F4H3 5493006GGLR4BTEL8O61 US86564F4H33 0001046017 Certificate of Deposit Y N/A N/A 2020-03-11 2020-05-11 2020-05-11 N N N 0.0166 6001708.80 6001708.80 0.0007 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 0.0152 15008307.00 15008307.00 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 0.0152 15010147.50 15010147.50 0.0016 N N N N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 1.72% 86959RFH8 NHBDILHZTYCNBV5UYZ31 US86959RFH84 0001448613 Certificate of Deposit Y N/A N/A 2020-03-11 2020-08-11 2020-08-11 N N N 0.0170 57002889.90 57002889.90 0.0063 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 0.0155 25003602.50 25003602.50 0.0027 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 0.0142 33029310.60 33029310.60 0.0036 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.71% 95001KGQ1 KB1H1DSPRFMYMCUFXT09 US95001KGQ13 Certificate of Deposit Y N/A N/A 2020-03-27 2020-07-27 2020-07-27 N N N 0.0162 21008145.90 21008145.90 0.0023 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.73% 06417LPR2 L3I9ZG2KFGXZ61BMYR72 US06417LPR23 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-05-13 2020-11-13 2020-11-13 N N N 0.0173 28999968.10 28999968.10 0.0032 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.80% 06417LLZ8 L3I9ZG2KFGXZ61BMYR72 US06417LLZ84 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0156 50006510.00 50006510.00 0.0055 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.90% 06417LNW3 L3I9ZG2KFGXZ61BMYR72 US06417LNW36 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-03-13 2020-08-13 2020-08-13 N N N 0.0172 31025302.20 31025302.20 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 0.0190 120049524.00 120049524.00 0.0132 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.66% 06742VAQ4 G5GSEF7VJP5I7OUK5573 FGG347000 Financial Company Commercial Paper Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0155 11967915.60 11967915.60 0.0013 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 0.0159 29992140.00 29992140.00 0.0033 N N Y N BPCE SA BPCE SA, 1.61% 05571BFQ1 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0147 19906206.00 19906206.00 0.0022 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 0.0158 114935220.50 114935220.50 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 0.0159 74896200.00 74896200.00 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 0.0158 49948000.00 49948000.00 0.0055 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.94% 13608CHZ8 2IGI19DL77OX0HC3ZE78 US13608CHZ86 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-03-16 2020-07-15 2020-07-15 N N N 0.0167 33032996.70 33032996.70 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 0.0190 62025581.20 62025581.20 0.0068 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 35981197.20 35981197.20 0.0040 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 0.0157 33975050.80 33975050.80 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 0.0156 53953619.40 53953619.40 0.0059 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 0.0158 30986533.60 30986533.60 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 0.0158 27985448.40 27985448.40 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 0.0151 24945455.00 24945455.00 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 0.0151 24944500.00 24944500.00 0.0027 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 31995763.20 31995763.20 0.0035 N Y Y N Federation des caisses Desjardin Federation des caisses Desjardin, 1.59% 31428FHR9 549300B2Q47IR0CR5B54 FHA297000 Financial Company Commercial Paper Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0145 17872909.20 17872909.20 0.0020 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.60% 31428FHU2 549300B2Q47IR0CR5B54 FHA293000 Financial Company Commercial Paper Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0145 3971284.40 3971284.40 0.0004 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.69% 60682YEJ9 JBONEPAGQXF4QP29B387 FGF098000 Financial Company Commercial Paper Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0148 11961146.40 11961146.40 0.0013 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.71% 60682YEB6 JBONEPAGQXF4QP29B387 FGE104000 Financial Company Commercial Paper Y N/A N/A 2020-05-11 2020-05-11 2020-05-11 N N N 0.0148 10967411.40 10967411.40 0.0012 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.71% 60682YEE0 JBONEPAGQXF4QP29B387 FGE105000 Financial Company Commercial Paper Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0148 10966118.90 10966118.90 0.0012 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.61% 63873JFQ8 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0141 24887875.00 24887875.00 0.0027 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.72% 63873JE48 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0147 53856252.00 53856252.00 0.0059 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 1.61% 63254EC24 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0000 22996895.00 22996895.00 0.0025 N Y 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 0.0154 21969508.00 21969508.00 0.0024 N N N N National Bank of Canada National Bank of Canada, 1.74% 63307NEX1 BSGEFEIOM18Y80CKCV46 US63307NEX12 Financial Company Commercial Paper Y N/A N/A 2020-03-03 2020-08-03 2020-08-03 N N N 0.0170 61009741.70 61009741.70 0.0067 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 0.0152 29912676.00 29912676.00 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 0.0156 12965079.40 12965079.40 0.0014 N N N N Royal Bank of Canada Royal Bank of Canada, 1.76% 78014XEX1 ES7IP3U3RHIGC71XBU11 US78014XEX12 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-05-26 2020-08-25 2020-08-25 N N N 0.0168 35013513.50 35013513.50 0.0038 N N N N Royal Bank of Canada Royal Bank of Canada, 1.80% 78014XCM7 ES7IP3U3RHIGC71XBU11 US78014XCM74 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0156 67004120.50 67004120.50 0.0074 N N N N Royal Bank of Canada Royal Bank of Canada, 1.84% 78014XDF1 ES7IP3U3RHIGC71XBU11 US78014XDF15 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-03-16 2020-04-15 2020-04-15 N N N 0.0164 36008575.20 36008575.20 0.0040 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.64% 86564YDQ2 5493006GGLR4BTEL8O61 FGJ695000 Financial Company Commercial Paper Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0157 16959211.90 16959211.90 0.0019 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 0.0155 7979408.80 7979408.80 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 0.0153 20940945.90 20940945.90 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 0.0155 28958367.60 28958367.60 0.0032 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 0.0154 69949691.00 69949691.00 0.0077 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.75% 89120DRK7 PT3QB789TSUIDF371261 US89120DRK71 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-05-11 2020-11-10 2020-11-10 N N N 0.0174 32002163.20 32002163.20 0.0035 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.78% 89120DQU6 PT3QB789TSUIDF371261 US89120DQU62 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-05-18 2020-08-18 2020-08-18 N N N 0.0169 101041601.90 101041601.90 0.0111 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 0.0188 27708249.06 27708249.06 0.0030 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 0.0193 45023953.50 45023953.50 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 0.0190 11002173.60 11002173.60 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 0.0186 10003309.00 10003309.00 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 0.0187 11003601.40 11003601.40 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 0.0160 16974001.90 16974001.90 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 0.0160 75783048.29 75783048.29 0.0083 N N N N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 1.62% 0527M0C21 FHD075000 Asset Backed Commercial Paper Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0000 20435240.87 20435240.87 0.0022 N Y 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 0.0164 29982450.00 29982450.00 0.0033 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 1.62% 56274LC51 549300S0NSJYSOB32S63 FHD077000 Asset Backed Commercial Paper Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0169 11996648.40 11996648.40 0.0013 N N Y N Sheffield Receivables Corp. Sheffield Receivables Corp., 1.69% 82124LEB4 549300MYF6MOTU9T3G29 FGF101000 Asset Backed Commercial Paper Y N/A N/A 2020-05-11 2020-05-11 2020-05-11 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0161 4983869.00 4983869.00 0.0005 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 1.69% 82124LEC2 549300MYF6MOTU9T3G29 FGF117000 Asset Backed Commercial Paper Y N/A N/A 2020-05-12 2020-05-12 2020-05-12 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0161 10964025.60 10964025.60 0.0012 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.63% 91058TC38 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0169 30994230.90 30994230.90 0.0034 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.66% 91058TCR5 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0164 8989482.60 8989482.60 0.0010 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.66% 91058TCR5 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0164 1997662.80 1997662.80 0.0002 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.66% 91058TCR5 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0164 9988314.00 9988314.00 0.0011 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.66% 91058TCR5 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0164 7990651.20 7990651.20 0.0009 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.66% 91058TCR5 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0164 7990651.20 7990651.20 0.0009 N N N N Abn Amro Bank NV(TD) Abn Amro Bank NV(TD), 1.61% BFXS5XCH7N0Y05NIXW11 FHD069000 Non-Negotiable Time Deposit Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 9000000.00 9000000.00 0.0010 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.63% G5GSEF7VJP5I7OUK5573 FHC897000 Non-Negotiable Time Deposit Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0162 381000000.00 381000000.00 0.0419 N Y Y N Credit Agricole CIB Credit Agricole CIB, 1.66% 1VUV7VQFKUOQSJ21A208 FHA662000 Non-Negotiable Time Deposit Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0167 23523948.25 23523948.25 0.0026 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.66% 1VUV7VQFKUOQSJ21A208 FHB373000 Non-Negotiable Time Deposit Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0167 164999538.00 164999538.00 0.0181 N N Y N ING Bank NV ING Bank NV, 1.62% 3TK20IVIUJ8J3ZU0QE75 FHA684000 Non-Negotiable Time Deposit Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 82000090.20 82000090.20 0.0090 N N Y N Royal Bank of Canada Royal Bank of Canada, 1.60% ES7IP3U3RHIGC71XBU11 FHC924000 Non-Negotiable Time Deposit Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 127000000.00 127000000.00 0.0140 N Y Y N Societe Generale Societe Generale, 1.62% O2RNE8IBXP4R0TD8PU41 FHB208000 Non-Negotiable Time Deposit Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0163 78999778.80 78999778.80 0.0087 N N Y N Societe Generale Societe Generale, 1.62% O2RNE8IBXP4R0TD8PU41 FHC807000 Non-Negotiable Time Deposit Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0163 75999703.60 75999703.60 0.0084 N N Y N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.60% PT3QB789TSUIDF371261 0000947263 Non-Negotiable Time Deposit Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 213000000.00 213000000.00 0.0234 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.59%, dated 2/28/2020 due 03/02/2020 B4TYDEB6GKMZO031MB27 FHD275000_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 2045-07-20 3 - 5.25 4231081.33 982808.51 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 961000.00 961000.00 0.0001 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.59%, dated 2/28/2020 due 03/02/2020 L3I9ZG2KFGXZ61BMYR72 FHD275000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-15 2026-08-15 1.5 - 2.75 1914051.55 2003545.43 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 1964000.00 1964000.00 0.0002 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FHA195000 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 2049-01-20 2049-01-20 4 - 4 24863360.00 15304760.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 15000000.00 15000000.00 0.0016 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.59%, dated 2/28/2020 due 03/02/2020 R0MUWSFPU8MPRO8K5P83 FHD275000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-17 2047-08-15 0 - 6.25 207880.23 223910.30 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 219000.00 219000.00 0.0000 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH723000 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 2049-04-01 2049-04-01 4.87 - 4.87 1020.00 1070.71 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2048-08-15 0 - 2.125 9724558.37 10016735.68 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-08-02 2038-08-02 4.14 - 4.14 196000.00 212704.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2031-03-15 N/A 1000.00 823.96 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-03-20 2044-03-20 3.5 - 3.5 1024.00 296.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2040-10-01 4.5 - 6.625 237850.00 71549.26 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 10000000.00 10000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FHC191000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2029-11-15 2030-02-15 1.5 - 1.75 6899100.00 7139490.44 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2030-11-15 6.625 - 6.625 1000.00 1531.89 Agency Debentures and Agency Strips Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 6999883.10 6999883.10 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGJ665000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 3608000.00 3740588.39 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2031-03-15 N/A 1000.00 823.96 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-02-20 2044-02-20 4 - 4 10475143.00 898884.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2049-12-25 2.127 - 6.625 5841610.00 5568424.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 10000000.00 10000000.00 0.0011 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 1.59%, dated 2/28/2020 due 03/02/2020 8NAV47T0Y26Q87Y0QP81 FHD275000_00431 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 2044-03-01 2044-03-01 3.83 - 3.83 10091332.40 11264919.64 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2022-12-15 1.625 - 1.625 30659279.27 31346903.07 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2048-03-01 3 - 3.5 48912330.62 33562957.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-11-01 2056-06-01 2.5 - 5 312521766.28 168849275.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0158 240188000.00 240188000.00 0.0264 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.59%, dated 2/28/2020 due 03/02/2020 E57ODZWZ7FF32TWEFA76 FHD275000_00276 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 2028-10-01 2028-10-01 3.59 - 3.59 3.56 3.99 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-06-24 2037-01-29 1.9 - 3.5 43904.23 45115.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 63.42 68.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 2673.32 233.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2045-12-01 0 - 8 140956.61 12823.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-03-15 2049-10-20 2.5 - 10.5 2726428.11 57501.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-27 2050-02-01 1.375 - 9.5 454135.05 259551.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 8154.57 57.80 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 71289.19 60769.33 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-03-03 2049-11-15 0 - 8.75 5062322.45 5530119.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 3.61 3.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 45606.00 51071.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 74.65 0.33 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 13122.85 14950.33 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 3.56 3.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 5901000.00 5901000.00 0.0006 N Y Y N Citibank NA Citibank NA, 1.61% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-15 2049-02-15 0.125 - 3 15456500.00 16698056.28 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2043-06-22 2043-06-22 3.625 - 3.625 4450000.00 5745865.96 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-10-20 2049-10-20 4 - 4 3331.00 3409.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 22000000.00 22000000.00 0.0024 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 1.59%, dated 2/28/2020 due 03/02/2020 MBNUM2BPBDO7JBLYG310 FHD275000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 6 - 6 94.34 85.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-04-20 2069-12-20 1.5 - 10.5 805831.56 669622.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-09-01 2027-05-01 5.5 - 5.5 324.78 209.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2027-05-01 3 - 4.5 2620.31 294.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2042-09-01 2.5 - 4 940.56 335.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-08-01 2032-02-01 2 - 2.5 363.13 223.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-12-01 2032-12-01 4 - 4 1702.16 396.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-08-01 2030-03-01 3.5 - 3.5 1358.36 1377.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-08-01 3.5 - 4.5 15996.60 15020.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 6 - 6 12683.00 76.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2029-08-01 5 - 6.5 22591.01 534.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 4 - 4 155.04 73.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 409.66 111.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-02-01 2033-02-01 3 - 3 192.17 65.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2031-11-01 5 - 5.5 673.35 245.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2032-12-01 3 - 4 2273.28 1954.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-02-01 3 - 3 182.81 189.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-12-01 2030-06-01 3 - 3.5 600.21 302.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 3.5 - 3.5 238.22 93.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 3 - 3 111.46 88.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2032-09-01 3.5 - 3.5 3658.06 2228.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2025-08-01 4.5 - 4.5 13420.20 278.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-06-01 2025-06-01 4 - 4 1539.83 233.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2030-07-01 2 - 3.5 284.52 161.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2032-12-01 2.5 - 4.5 1319.15 757.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-01-01 2032-12-01 2 - 6 12159.77 1073.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 2.5 - 2.5 4134.97 4233.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-11-01 2024-11-01 4 - 4 1537.18 1614.55 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2020-04-15 0.125 - 0.125 111814.90 122991.34 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-21 2025-02-21 1.95 - 1.95 11677.97 11707.08 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2029-05-01 2029-05-01 3 - 3 524.52 334.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 2.5 - 3 154.48 158.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2033-11-01 4 - 4.5 10368.70 10895.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2030-10-01 3.49 - 3.73 7474.26 8511.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-12-01 2032-12-01 3 - 3 37.91 38.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2049-06-01 2 - 8.5 305212.66 59146.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-12-01 2049-08-01 2 - 9 1006966.89 182949.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 3993.30 4365.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-06-01 2032-08-01 7 - 7 15017.82 364.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-12-01 2033-02-01 5.5 - 5.5 22584.87 278.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2028-09-01 2 - 2 186.40 67.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-05-01 2031-10-01 5.5 - 6 9875.52 131.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-10-01 2025-07-01 4 - 5 8444.89 325.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-07-01 2029-07-01 4 - 4 234.44 189.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2046-02-01 3 - 6 5411.82 1812.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-09-01 2024-10-01 4 - 4.5 1016.07 202.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2029-07-01 2.88 - 3.77 15861.97 17071.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-10-01 2030-11-01 3.65 - 3.94 6416.31 7334.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 2029-01-01 3.57 - 4.2 335.39 370.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 4.19 - 4.19 636.46 677.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2032-02-01 2.45 - 2.88 18798.90 19968.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-09-01 2029-10-01 2.38 - 2.71 4804.17 5091.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-12-01 2030-02-01 2.44 - 2.57 10523.86 11105.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 4 - 4 5630.45 5785.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-01-01 2046-01-01 4.5 - 4.5 630.56 173.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-07-01 2029-10-01 3 - 3 1192.69 597.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2043-01-01 3 - 4 3492.73 1647.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2032-12-01 6.5 - 7 125538.34 650.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 3.5 - 3.5 374.51 382.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2032-08-01 8 - 8.5 1037.70 199.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0158 1153000.00 1153000.00 0.0001 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 2/28/2020 due 03/02/2020 1VUV7VQFKUOQSJ21A208 FHD275000_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 2020-03-12 2048-08-15 0 - 4.75 52580142.24 57205031.35 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 903302.40 911016.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 4 - 4 992392.28 777352.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-06-20 2050-02-20 2.5 - 4.5 13480910.45 8101544.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-03-01 2049-04-01 3 - 4.5 7069254.95 6194983.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 71631000.00 71631000.00 0.0079 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.62% 7LTWFZYICNSX8D621K86 FHC565000 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 8912613.00 9271252.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 9000000.00 9000000.00 0.0010 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.60% FOR8UP27PHTHYVLBNG30 0000769993 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 2049-06-20 2049-06-20 3.5 - 3.5 49014786.00 46934598.28 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 46000000.00 46000000.00 0.0051 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.60% 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 2050-02-01 2050-02-01 4 - 4 4182008.00 4640422.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-12-01 2033-12-01 4.5 - 4.5 621980.00 181617.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-07-01 2041-07-01 4.5 - 4.5 48987200.00 12406166.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 4.5 - 4.5 9506832.00 7302181.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2048-05-01 4.5 - 4.5 5325800.00 4873387.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2035-05-01 3 - 5.5 4090575.00 113746.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 26000.00 13026.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-11-01 2022-11-01 6 - 6 255000.00 8100.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-08-01 2022-08-01 6 - 6 3000180.00 7300.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2025-07-01 4.5 - 4.5 71041920.00 6504781.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-04-01 2047-11-01 3.5 - 7.5 50972291.00 22097020.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 57000000.00 57000000.00 0.0063 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.59%, dated 2/28/2020 due 03/02/2020 CYYGQCGNHMHPSMRL3R97 FHD275000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2040-02-15 1.375 - 6.25 31402447.33 35512892.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2048-09-01 3.5 - 4.5 793637.31 671718.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 2018782.73 2103597.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-02-01 2049-05-01 2.5 - 4.5 9457068.98 6737513.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 44137000.00 44137000.00 0.0049 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.61% CYYGQCGNHMHPSMRL3R97 0000853784 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 2035-02-01 2035-02-01 3 - 3 6378410.00 6606878.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2047-07-01 4 - 4.5 6986986.00 4927084.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-01-01 2041-02-01 3.76 - 4.5 15506006.00 3770142.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 15000000.00 15000000.00 0.0016 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.59%, dated 2/28/2020 due 03/02/2020 KBVRJ5K57JZ3E2AVWX40 FHD275000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-21 2026-02-15 0 - 2.75 4349789.11 4727308.76 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 4634000.00 4634000.00 0.0005 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.60% ZBUT11V806EZRVTWT807 0001287279 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 2039-09-01 2039-09-01 4.5 - 4.5 82655.00 20072.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 5 - 5 1479698.00 36676.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3.5 - 3.5 6836888.00 7071056.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 200692.00 210473.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-04-01 2048-07-01 3.5 - 3.5 1189492.00 619440.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 1200000.00 965253.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-01-20 2034-01-20 6.5 - 6.5 2563310.00 100028.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 2165440.00 2200487.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 11000000.00 11000000.00 0.0012 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.61% ZBUT11V806EZRVTWT807 0001287279 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 2049-04-01 2049-04-01 3.5 - 3.5 5606650.00 5232893.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2039-10-01 3.82 - 3.82 14808384.00 874380.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-09-01 2045-01-01 3.39 - 4 11346576.00 1034642.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 7000000.00 7000000.00 0.0008 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.59%, dated 2/28/2020 due 03/02/2020 ZBUT11V806EZRVTWT807 FHD275000_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 2047-08-01 2047-08-01 4.5 - 4.5 13952.31 11878.10 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2040-02-15 1.375 - 6.125 109118310.77 126665651.63 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5.5 - 5.5 50576.50 463.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 324699.78 334066.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 3.5 - 3.5 110753.87 78965.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 5.5 - 5.5 475849.32 38526.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2047-10-01 4 - 4.5 67461.13 41465.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 10777203.85 9140859.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 71362.55 950.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2038-10-01 4.5 - 4.5 120652.04 88891.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-01-01 2033-01-01 2.5 - 2.5 31763.64 24087.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-01 2056-08-01 2 - 7 65126565.30 54954805.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 4.5 - 4.5 510.11 476.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 8721.33 8754.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 187612000.00 187612000.00 0.0206 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.63%, dated 2/28/2020 due 03/02/2020 ZBUT11V806EZRVTWT807 FHD127000_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 2047-08-01 2047-08-01 4.5 - 4.5 71.84 61.16 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2040-02-15 1.375 - 6.125 561841.93 652191.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5.5 - 5.5 260.41 2.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 1671.85 1720.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 3.5 - 3.5 570.26 406.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 5.5 - 5.5 2450.11 198.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2047-10-01 4 - 4.5 347.35 213.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 55491.01 47065.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 367.44 4.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2038-10-01 4.5 - 4.5 621.23 457.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-01-01 2033-01-01 2.5 - 2.5 163.55 124.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-01 2056-08-01 2 - 7 335331.76 282958.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 4.5 - 4.5 2.63 2.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 44.91 45.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0162 966000.00 966000.00 0.0001 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 1.59%, dated 2/28/2020 due 03/02/2020 ZOMOLU8CGIZRYZ7PFU34 FHD275000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2029-11-15 0 - 3.125 7776604.98 8169422.76 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2050-02-01 3 - 4.5 3741202.78 3751884.26 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 11686000.00 11686000.00 0.0013 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 1.59%, dated 2/28/2020 due 03/02/2020 K5HU16E3LMSVCCJJJ255 FHD275000_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 3676531.06 3155224.28 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-04-15 2040-02-15 1.375 - 4.625 3812700.00 4076189.65 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-03-15 2029-09-15 0 - 0 175064.15 148539.94 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 210069.98 177211.36 Agency Debentures and Agency Strips Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 7408000.00 7408000.00 0.0008 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.59%, dated 2/28/2020 due 03/02/2020 7TK5RJIZDFROZCA6XF66 FHD275000_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 2020-03-24 2024-12-31 0 - 1.75 537878.21 536853.57 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 3 - 3 13553.57 13706.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-02-01 2049-05-01 2 - 4 53907.32 54381.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 593000.00 593000.00 0.0001 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.60% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2043-01-26 2043-01-26 3.38 - 3.38 5177000.00 6342489.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2031-11-01 2047-02-01 3 - 7 129000.00 71531.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-10-01 3.5 - 5 6519446.00 6853051.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 4000000.00 1993109.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-09-01 2050-03-01 3 - 6.5 37681793.00 30365861.44 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2021-04-15 0 - 2.375 9900.00 10053.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 1009472.00 1091829.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 3.5 - 3.5 20561569.00 13972846.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-02-15 2036-03-14 5.625 - 7.125 2740000.00 4215187.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 3.5 - 3.5 29764.00 6621.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3 - 4 7111842.00 5724702.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-02-01 2030-02-01 2.03 - 2.03 4917000.00 5012731.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2039-08-01 4 - 4 133476.00 131771.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-08-01 2030-08-01 2.5 - 2.5 1430000.00 718412.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 75000000.00 75000000.00 0.0082 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.59%, dated 2/28/2020 due 03/02/2020 OXTKY6Q8X53C9ILVV871 FHD275000_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 2049-08-01 2049-08-01 3 - 3 0.55 0.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-04-01 0 - 9 299027.33 27043.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 5 - 5 14.29 13.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 896.32 931.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-03-20 2069-03-20 2.5 - 7.5 257858.61 170558.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-05-01 3.5 - 4.5 5706.05 5660.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4 6976.97 4788.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-25 2055-09-01 2.86 - 8.5 446555.77 370105.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 10.17 9.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-01-01 3 - 4.5 28826.25 29376.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2029-07-01 2.65 - 2.95 1448.61 1549.06 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2029-07-15 0.25 - 2.75 118002.25 124985.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2026-06-01 6 - 6 13386.53 326.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2026-02-01 3.575 - 3.575 6200.05 6770.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 6983.58 7278.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2021-11-29 1.875 - 1.875 2294.90 2341.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 173191.69 124001.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 525.30 556.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-11-01 2044-11-01 3.17 - 3.17 0.51 0.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 859000.00 859000.00 0.0001 N Y Y N RBC Financial Group RBC Financial Group, 1.61% ES7IP3U3RHIGC71XBU11 FGG914000 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 - 3 870082.00 894652.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 7063422.00 7385673.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 11437026.00 5920048.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 627348.00 649807.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 534416.00 396742.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-12-15 2049-03-01 2.692 - 4.5 27207098.00 16702505.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 2727960.00 1831724.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 294232.00 286532.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-05-20 2049-12-20 3.5 - 5.5 22143737.00 18109137.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 38663.00 39460.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2059-01-01 2.5 - 4.5 29845444.00 23788459.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-01-01 3 - 3.5 8637129.00 8809642.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0160 83000000.00 83000000.00 0.0091 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.59%, dated 2/28/2020 due 03/02/2020 5U0XI89JRFVHWIBS4F54 FHD275000_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 1.375 - 3.75 1035381.99 1118864.66 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2049-11-20 3 - 4.5 504514.89 384225.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-11-01 2.5 - 3.5 317028.36 297589.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 1763000.00 1763000.00 0.0002 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.59%, dated 2/28/2020 due 03/02/2020 5U0XI89JRFVHWIBS4F54 FHD275000_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 457148.59 463907.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2050-03-01 2.5 - 3.5 5957446.82 5675078.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 289907.41 291072.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 6262000.00 6262000.00 0.0007 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.61% SUVUFHICNZMP2WKHG940 FHA687000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-03-01 2049-03-01 4 - 4 47819510.00 37750127.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 37000000.00 37000000.00 0.0041 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.59%, dated 2/28/2020 due 03/02/2020 VYVVCKR63DVZZN70PB21 FHD275000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2043-05-15 1.625 - 3.125 14388500.87 14881370.86 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-12-20 3 - 5 20336384.35 16969361.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-01 2057-01-01 2 - 5.5 31048811.23 30114395.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 60742000.00 60742000.00 0.0067 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.61% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-10-15 2024-10-15 1.625 - 1.625 29698000.00 30609047.20 Agency Debentures and Agency Strips Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 30000000.00 30000000.00 0.0033 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FHD197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2022-09-30 1.875 - 1.875 16806200.00 17342362.41 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 17000000.00 17000000.00 0.0019 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FHA941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2043-08-15 1.125 - 4.625 16668900.00 17343921.09 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 17000000.00 17000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2043-08-15 1.665 - 5.5 28238300.00 33679638.61 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 33000000.00 33000000.00 0.0036 N N Y N Credit AG Credit AG, 1.60% 1VUV7VQFKUOQSJ21A208 FGI959000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-08-15 2044-08-15 3.125 - 3.125 11177700.00 14427080.54 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 Y CREDIT AG CIB (GOV REPO) 1.0000 6 N N/A N/A N N 0.0159 14000000.00 14000000.00 0.0015 N N Y N Credit Suisse AG, New York Credit Suisse AG, New York, 1.60% ANGGYXNX0JLX3X63JN86 FHD205000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-10-31 2028-02-15 1.5 - 2.875 35236400.00 38765276.71 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 38000000.00 38000000.00 0.0042 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.61% 7LTWFZYICNSX8D621K86 FHC564000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-15 2022-06-15 1.75 - 1.75 47906500.00 48966578.17 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 48000000.00 48000000.00 0.0053 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.61% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2020-03-31 2.25 - 2.25 2020600.00 2040350.93 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 2000000.00 2000000.00 0.0002 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.59% 549300H47WTHXPU08X20 FHC561000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-15 2023-02-15 1.375 - 1.375 408545700.00 412080058.03 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 404000000.00 404000000.00 0.0444 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.60% 549300H47WTHXPU08X20 FHC546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2023-08-31 2.75 - 2.75 276445000.00 296218008.68 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 290000000.00 290000000.00 0.0319 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.71% RUC0QBLBRPRCU4W1NE59 FHC907000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CAPITAL ONE NATL ASSN VA SR NT 2.95%21 207ALC1P1YM0OVDV0K75 2021-07-23 2021-07-23 2.95 - 2.95 750000.00 764016.04 Corporate Debt Securities WELLTOWER INC SR GLBL NT 28 T6IZ0MBEG5ACZDTR7D06 2028-04-15 2028-04-15 4.25 - 4.25 1503353.00 1731308.50 Corporate Debt Securities UNION ELEC CO 1M GLBL BD 4%48 QMPJLLDULY5C1M8PNY21 2048-04-01 2048-04-01 4 - 4 6501.00 7936.44 Corporate Debt Securities SYSCO CORP SR GLBL NT3.3%50 5RGWIFLMGH3YS7KWI652 2050-02-15 2050-02-15 3.3 - 3.3 1894720.00 1914510.35 Corporate Debt Securities HYUNDAI CAP AMER INC SR 144A NT 3%27 549300RIPPWJB5Z0FK07 2027-02-10 2027-02-10 3 - 3 7314.00 7459.99 Corporate Debt Securities AT&T INC SR GLBL NT 26 549300Z40J86GGSTL398 2026-01-15 2026-01-15 3.875 - 3.875 302000.00 330366.40 Corporate Debt Securities CATERPILLAR INC DEL SR GLBL NT2.6%29 WRJR7GS4GTRECRRTVX92 2029-09-19 2029-09-19 2.6 - 2.6 1004000.00 1054072.83 Corporate Debt Securities COMMONWEALTH EDISON CO 1M GLBL 124 BD48 D8YOXB8L2ZDC8P7Q0771 2048-03-01 2048-03-01 4 - 4 258691.00 313535.22 Corporate Debt Securities APPLE INC SR GLBL NT 3%24 HWUPKR0MPOU8FGXBT394 2024-02-09 2024-02-09 3 - 3 169000.00 178106.28 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0170 6000000.00 6000000.00 0.0007 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.78% RUC0QBLBRPRCU4W1NE59 FHC906000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BUNGE LIMITED COM 5493007M0RIN8HY3MM77 2500-12-31 2500-12-31 N/A 49200.00 2354220.00 Equities DONNELLEY FINL SOLUTIONS INC COM 549300O1NPY4J56QCU04 2500-12-31 2500-12-31 N/A 214600.00 1828392.00 Equities JOHNSON CTLS INTL PLC SHS 549300XQ6S1GYKGBL205 2500-12-31 2500-12-31 N/A 11438.00 433500.20 Equities AMERICAN TOWER CORP NEW COM 5493006ORUSIL88JOE18 2500-12-31 2500-12-31 N/A 33453.00 7792207.29 Equities ADVANCED MICRO DEVICES INC COM R2I72C950HOYXII45366 2500-12-31 2500-12-31 N/A 33911.00 1492423.11 Equities REALTY INCOME CORP COM 549300CUWDAUZSH43859 2500-12-31 2500-12-31 N/A 16631.00 1212233.59 Equities IAA INC COM 549300PZCOPC5178W747 2500-12-31 2500-12-31 N/A 59700.00 2609487.00 Equities GENERAL MTRS CO COM 54930070NSV60J38I987 2500-12-31 2500-12-31 N/A 33918.00 1041621.78 Equities BK OF AMERICA CORP COM 9DJT3UXIJIZJI4WXO774 2500-12-31 2500-12-31 N/A 24686.00 719103.18 Equities TENABLE HLDGS INC COM 5493004S5OMPESF0EF83 2500-12-31 2500-12-31 N/A 100000.00 2471000.00 Equities INSMED INC COM PAR $.01 529900Q55QAG41CCAC11 2500-12-31 2500-12-31 N/A 7949.00 192365.80 Equities ALLIANT ENERGY CORP COM 5493009ML300G373MZ12 2500-12-31 2500-12-31 N/A 7442.00 408937.90 Equities ALLERGAN PLC SHS 635400FWJZQC1IPYUH69 2500-12-31 2500-12-31 N/A 4950.00 938124.00 Equities TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 549300ZLMVP4X0OGR454 2500-12-31 2500-12-31 N/A 145900.00 2572217.00 Equities INOGEN INC COM 549300J8WJIVTOJ8IH97 2500-12-31 2500-12-31 N/A 61500.00 2947695.00 Equities EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 549300NELT611CL6XM83 2500-12-31 2500-12-31 N/A 47621.00 870035.67 Equities ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 2500-12-31 2500-12-31 N/A 18.00 549.18 Equities AMKOR TECHNOLOGY INC COM 529900VHLRTKPWZJBM84 2500-12-31 2500-12-31 N/A 177300.00 1771227.00 Equities WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT 2500-12-31 2500-12-31 N/A 25575.00 322500.75 Equities ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2500-12-31 2500-12-31 N/A 58087.00 1329611.43 Equities EXXON MOBIL CORP COM J3WHBG0MTS7O8ZVMDC91 2500-12-31 2500-12-31 N/A 140000.00 6974800.00 Equities CARLYLE GROUP INC COM 2500-12-31 2500-12-31 N/A 25265.00 729400.55 Equities BOSTON SCIENTIFIC CORP COM Y6ZDD9FP4P8JSSJMW954 2500-12-31 2500-12-31 N/A 4600.00 174432.00 Equities ANTHEM INC COM 8MYN82XMYQH89CTMTH67 2500-12-31 2500-12-31 N/A 11396.00 2938572.56 Equities CSX CORP COM 549300JVQR4N1MMP3Q88 2500-12-31 2500-12-31 N/A 116849.00 8444677.23 Equities BLACK STONE MINERALS L P COM UNIT 2500-12-31 2500-12-31 N/A 13800.00 119232.00 Equities BAIDU INC SPON ADR REP A 254900AL64IANZYI1E02 2500-12-31 2500-12-31 N/A 74371.00 8917826.61 Equities PAYPAL HLDGS INC COM 5493005X2GO78EFZ3E94 2500-12-31 2500-12-31 N/A 9671.00 1042920.64 Equities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0176 58000000.00 58000000.00 0.0064 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.80% RUC0QBLBRPRCU4W1NE59 FHC908000 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 525737.42 Corporate Debt Securities BROADRIDGE FINL SOLUTIONS INC SR GLBL NT2.9%29 2029-12-01 2029-12-01 2.9 - 2.9 209000.00 217473.67 Corporate Debt Securities PUBLIC SVC ELEC GAS CO MTN BE FR 2.45%011530 549300RUHPVD434XUK18 2030-01-15 2030-01-15 2.45 - 2.45 385470.00 401206.71 Corporate Debt Securities UNION ELEC CO 1M GLBL BD 4%48 QMPJLLDULY5C1M8PNY21 2048-04-01 2048-04-01 4 - 4 41494.00 50656.01 Corporate Debt Securities AMGEN INC SR GLBL NT 40 62QBXGPJ34PQ72Z12S66 2040-02-21 2040-02-21 3.15 - 3.15 4000000.00 4027930.00 Corporate Debt Securities BANK NOVA SCOTIA B C GLBL COCO 23 L3I9ZG2KFGXZ61BMYR72 2023-02-01 2023-02-01 1.95 - 1.95 176898.00 179339.19 Corporate Debt Securities ERP OPER LTD PARTNERSHIP SR GLBL NT 3%29 DX5HQV5MLU50FEWZ5072 2029-07-01 2029-07-01 3 - 3 21684.00 23289.05 Corporate Debt Securities JP MORGAN CHASE BANK NA GLBL NT 2.739%30 8I5DZWZKVSZI1NUHU748 2030-10-15 2030-10-15 2.739 - 2.739 3272.00 3415.77 Corporate Debt Securities FISERV INC SR GLBL NT3.8%23 GI7UBEJLXYLGR2C7GV83 2023-10-01 2023-10-01 3.8 - 3.8 21602.00 23391.22 Corporate Debt Securities REYNOLDS AMERICAN INC SR GLBL NT 25 02S2RPPVO9RP4NEU2740 2025-06-12 2025-06-12 4.45 - 4.45 1000000.00 1112414.44 Corporate Debt Securities CONCHO RES INC SR GLBL NT 48 SYHS7HRDXLL4I0IQ8776 2048-08-15 2048-08-15 4.85 - 4.85 5345000.00 6288720.62 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR NT 4.5%20 2020-10-01 2020-10-01 4.5 - 4.5 2539000.00 2588827.88 Corporate Debt Securities WALGREENS BOOTS ALLIANCE INC SR GLBL NT 46 549300RPTUOIXG4LIH86 2046-06-01 2046-06-01 4.65 - 4.65 58000.00 62655.52 Corporate Debt Securities MASTERCARD INC SR GLBL NT 2%25 AR5L2ODV9HN37376R084 2025-03-03 2025-03-03 2 - 2 6000000.00 6159673.33 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 25 5493003STKEZ2S0RNU91 2025-07-15 2025-07-15 3.95 - 3.95 1687000.00 1758356.82 Corporate Debt Securities WELLTOWER INC SR GLBL NT 28 T6IZ0MBEG5ACZDTR7D06 2028-04-15 2028-04-15 4.25 - 4.25 1495569.00 1722344.20 Corporate Debt Securities AT&T INC SR GLBL NT 26 549300Z40J86GGSTL398 2026-01-15 2026-01-15 3.875 - 3.875 117000.00 127989.63 Corporate Debt Securities UNITED TECHNOLOGIES CORP 4.125%28 I07WOS4YJ0N7YRFE7309 2028-11-16 2028-11-16 4.125 - 4.125 4135000.00 4852329.46 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 334759.50 Corporate Debt Securities PETROBRAS GLOB FIN SR GLBL REGS 30 549300FNENFFSMO3GT38 2030-01-15 2030-01-15 5.093 - 5.093 4.00 4.32 Corporate Debt Securities APPLE INC SR GLBL NT 3%24 HWUPKR0MPOU8FGXBT394 2024-02-09 2024-02-09 3 - 3 118000.00 124358.23 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0178 29000000.00 29000000.00 0.0032 N Y Y N BNP Paribas BNP Paribas, 1.71% R0MUWSFPU8MPRO8K5P83 FHC909000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALTRIA GROUP INC GTD SR NT 4.5%43 XSGZFLO9YTNO9VCQV219 2043-05-02 2043-05-02 4.5 - 4.5 84000.00 87840.48 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 25 213800LBQA1Y9L22JB70 2025-05-07 2025-05-07 3.932 - 3.932 614611.00 660580.01 Corporate Debt Securities DOVER CORP SR NT 6.6%38 549300FMC2ALGA7N9E80 2038-03-15 2038-03-15 6.6 - 6.6 9000.00 13224.72 Corporate Debt Securities JPMORGAN CHASE & CO PERP SUB GLBL -X 8I5DZWZKVSZI1NUHU748 2500-12-31 2500-12-31 6.1 - 6.1 7000.00 7695.51 Corporate Debt Securities AETNA INC NEW SR NT 2.8%23 549300QKBENKLBXQ8968 2023-06-15 2023-06-15 2.8 - 2.8 2000.00 2066.14 Corporate Debt Securities CARRIER GLOBAL CORPORATION SR GLBL 144A 40 549300JE3W6CWY2NAN77 2040-04-05 2040-04-05 3.377 - 3.377 1.00 1.02 Corporate Debt Securities SYNCHRONY FINL SR NT 4.5%25 549300RS7EWPM9MA6C78 2025-07-23 2025-07-23 4.5 - 4.5 459000.00 505650.46 Corporate Debt Securities CORPORATE OFFICE PPTYS L P SR NT 3.6%23 H0TWO5VRNEP6CQAWPX27 2023-05-15 2023-05-15 3.6 - 3.6 5000.00 5259.05 Corporate Debt Securities ABBVIE INC SR GLBL 144A 39 FR5LCKFTG8054YNNRU85 2039-11-21 2039-11-21 4.05 - 4.05 575000.00 635203.94 Corporate Debt Securities BNP PARIBAS / BNP PARIBAS US FR 3.25%030323 R0MUWSFPU8MPRO8K5P83 2023-03-03 2023-03-03 3.25 - 3.25 3000.00 3201.90 Corporate Debt Securities AMERICAN TOWER CORP NEW SR GLBL NT 25 5493006ORUSIL88JOE18 2025-01-15 2026-10-15 2.95 - 3.375 606000.00 650105.65 Corporate Debt Securities ARCELORMITTAL SA LUXEMBOURG SR GLBL NT 29 2EULGUTUI56JI9SAL165 2029-07-16 2029-07-16 4.25 - 4.25 1024722.00 1065914.12 Corporate Debt Securities CARLISLE COS INC SR GLBL NT 30 XR64VGX1ZPX6G7ZN7Z11 2030-03-01 2030-03-01 2.75 - 2.75 1.00 1.00 Corporate Debt Securities GENERAL ELEC CAP CORP MTN BE FR 6.75%031532 3C7474T6CDKPR9K6YT90 2032-03-15 2032-03-15 6.75 - 6.75 8000.00 11069.62 Corporate Debt Securities CENTERPOINT ENERGY INC SR GLBL NT 30 21TPXMRRHFKOBHDC8J74 2030-03-01 2030-03-01 2.95 - 2.95 580.00 615.05 Corporate Debt Securities AMPHENOL CORP NEW SR GLBL NT 25 549300D3L3G0R4U4VT04 2025-03-01 2025-03-01 2.05 - 2.05 1006586.00 1019143.72 Corporate Debt Securities ATHENE GLOBAL FUNDING SR SEC 144A NT25 549300LM1QSI4MSIL320 2025-01-14 2025-01-14 2.5 - 2.5 328.00 334.58 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT4.5%44 IM7X0T3ECJW4C1T7ON55 2044-07-15 2044-07-15 4.5 - 4.5 612000.00 609395.94 Corporate Debt Securities BOEING CO 3.2%29 RVHJWBXLJ1RFUBSY1F30 2029-03-01 2029-03-01 3.2 - 3.2 12000.00 13041.16 Corporate Debt Securities BANKUNITED INC SR GLBL NT 25 96OVUWEW5D4YX6PFXD91 2025-11-17 2025-11-17 4.875 - 4.875 4858000.00 5564533.35 Corporate Debt Securities JPMORGAN CHASE AND CO PERP SUB GLBL HH 8I5DZWZKVSZI1NUHU748 2500-12-31 2500-12-31 4.6 - 4.6 42300.00 42933.32 Corporate Debt Securities MIZUHO FINL GROUP INC SR GLBL NT 26 353800CI5L6DDAN5XZ33 2026-05-25 2026-05-25 2.226 - 2.226 1.00 1.01 Corporate Debt Securities JPMORGAN CHASE & CO PERP JR SB GLBL 8I5DZWZKVSZI1NUHU748 2500-12-31 2500-12-31 5.229 - 5.229 1142000.00 1140172.63 Corporate Debt Securities BAT CAP CORP 4.39%37 2138005GYEXN7XRHFA84 2037-08-15 2037-08-15 4.39 - 4.39 21000.00 22148.60 Corporate Debt Securities BARRICK NORTH AMERICA FIN LLC SR NT REGS 43 2043-05-01 2043-05-01 5.75 - 5.75 67000.00 94155.60 Corporate Debt Securities INTESA SANPAOLO S P A FR 4.7%092349 2W8N8UU78PMDQKZENC08 2049-09-23 2049-09-23 4.7 - 4.7 200000.00 226943.22 Corporate Debt Securities NV ENERGY INC SR NT 6.25%20 549300WSWTEW6DURBO45 2020-11-15 2020-11-15 6.25 - 6.25 3492000.00 3665943.31 Corporate Debt Securities BAYER US FIN II LLC 3.5%21 529900XWNEXYNJ3X6T40 2021-06-25 2038-04-15 3.5 - 5.875 720345.00 739959.54 Corporate Debt Securities MYLAN NV SR GLBL NT 26 549300A0CD4KNFGIIS89 2026-06-15 2026-06-15 3.95 - 3.95 2000.00 2167.98 Corporate Debt Securities ANHEUSER BUSCH INBEV FIN INC SR GLBL NT3.3%23 5493000EYEKDT0FBSQ91 2023-02-01 2023-02-01 3.3 - 3.3 347000.00 363057.42 Corporate Debt Securities ROYAL KPN NV SR GLBL NT 30 549300YO0JZHAL7FVP81 2030-10-01 2030-10-01 8.375 - 8.375 2113000.00 3095033.48 Corporate Debt Securities DAIMLER FINANCE NORTH AMER LLC SR 144A NT 20 549300423Z16BB673J12 2020-05-18 2020-05-18 2.45 - 2.45 309000.00 311622.04 Corporate Debt Securities PRUDENTIAL FINL INC 5.7%48 5PRBRS5FEH7NREC8OR45 2048-09-15 2048-09-15 5.7 - 5.7 1.00 1.18 Corporate Debt Securities BROADCOM INC SR GLBL 144A 26 549300WV6GIDOZJTV909 2026-04-15 2026-04-15 4.25 - 4.25 70.00 76.43 Corporate Debt Securities CVS HEALTH CORP 4.3%28 549300EJG376EN5NQE29 2028-03-25 2028-03-25 4.3 - 4.3 93545.00 105341.49 Corporate Debt Securities AUSTRALIA & NEW ZEALA BKG 144A ALT TIER I COCO JHE42UYNWWTJB8YTTU19 2099-12-31 2099-12-31 6.75 - 6.75 278000.00 321939.98 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I COCO MLU0ZO3ML4LN2LL2TL39 2099-12-31 2500-12-31 6 - 6.5 339019.00 381273.68 Corporate Debt Securities SYSCO CORP SR GLBL NT3.3%50 5RGWIFLMGH3YS7KWI652 2050-02-15 2050-02-15 3.3 - 3.3 10.00 10.10 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO GLBL 144A NT 48 HLYYNH7UQUORYSJQCN42 2048-02-20 2048-02-20 4.55 - 4.55 160000.00 206798.58 Corporate Debt Securities EDISON INTL SR GLBL NT 24 549300I7ROF15MAEVP56 2024-11-15 2024-11-15 3.55 - 3.55 1000.00 1066.27 Corporate Debt Securities ANALOG DEVICES INC SR GLBL NT2.5%21 GYVOE5EZ4GDAVTU4CQ61 2021-12-05 2021-12-05 2.5 - 2.5 2000.00 2042.23 Corporate Debt Securities METLIFE CAPITAL TRUST IV 7.875%67 2067-12-15 2067-12-15 7.875 - 7.875 1865000.00 2556856.72 Corporate Debt Securities AMERICAN ELEC PWR CO INC -H 3.2%27 1B4S6S7G0TW5EE83BO58 2027-11-13 2027-11-13 3.2 - 3.2 8000.00 8590.91 Corporate Debt Securities ERAC USA FINANCE COMPANY SR 144A NT4.5%45 LTKX5ODQW6Z7BQ2K1V47 2045-02-15 2045-02-15 4.5 - 4.5 1000.00 1173.46 Corporate Debt Securities CREDIT AGRICOLE S A ALT TIER I PERP 969500TJ5KRTCJQWXH05 2099-12-31 2099-12-31 8.125 - 8.125 8094.00 9791.15 Corporate Debt Securities ASB BK LTD SR GLBL REGS 24 549300IBZWZL1KTPF918 2024-05-23 2024-05-23 3.125 - 3.125 496.00 526.45 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0170 23000000.00 23000000.00 0.0025 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.06% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N E TRADE ABS CDO IV 2005-4 C 20421205 FLT 549300NYV3IPIKFFCG84 2042-12-05 2042-12-05 4.1 - 4.1 7900922.00 3149627.62 Other Instrument COLLATERALIZED DEBT OBLIGATION STRAITS GLOBAL ABS CDO I 2004 B1 144 20401108 FLT 2040-11-08 2040-11-08 3.49 - 3.49 4000000.00 1038028.00 Other Instrument COLLATERALIZED DEBT OBLIGATION US CAP FDG V LTD 2006-5 B-1 20401010 FLT 549300HZ17SG4CLTJH14 2040-10-10 2040-10-10 3.084 - 3.084 1994954.00 659248.49 Other Instrument COLLATERALIZED DEBT OBLIGATION MKP CDO IV LTD 2040-07-12 2040-07-12 2.839 - 2.839 2690802.00 48833.35 Other Instrument COLLATERALIZED DEBT OBLIGATION JUPITER HGH-GRD CDO III 2005-3 B 20420608 FLT 2042-06-08 2042-06-08 2.702 - 2.702 716708.00 120339.25 Other Instrument COLLATERALIZED DEBT OBLIGATION BUCKINGHAM CDO II LTD 549300DM0V5WSWPRUZ90 2041-03-05 2041-03-05 4.734 - 4.734 2499998.00 913003.51 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO III 2004 C 20400110 FLT 549300VW38SMR8ZDK981 2040-01-10 2040-01-10 5.181 - 5.181 250000.00 81635.25 Other Instrument COLLATERALIZED DEBT OBLIGATION C-BASS CBO XV 2006-15 B 20410219 FLT 549300O3L5CM8RMPEM21 2041-02-19 2041-02-19 2.638 - 2.638 6491201.00 482743.37 Other Instrument COLLATERALIZED DEBT OBLIGATION RIVER NORTH CDO 2005 A2 144 20400206 FLT 549300A7ILGCZF1XWW54 2040-02-06 2040-02-06 2.287 - 4.987 15228.00 3904.87 Other Instrument COLLATERALIZED DEBT OBLIGATION DUKE FDG HIGH GR I 2005-1 C-1 20450127 FLT 549300MJOVGFV8KHRW69 2045-01-27 2045-01-27 4.023 - 4.023 4002225.00 1214115.87 Other Instrument COLLATERALIZED DEBT OBLIGATION NOMURA CRE CDO 2007-2 G 144A 20420521 FLT 549300U9HYZNUTPVJA78 2042-05-21 2042-05-21 2.951 - 3.352 21836171.00 5191216.28 Other Instrument COLLATERALIZED DEBT OBLIGATION WEST COAST FDG I LTD 2006-1 B 20411102 FLT 549300QXECZQNCECZH07 2041-11-02 2041-11-02 2.208 - 2.208 41599899.00 415844.96 Other Instrument COLLATERALIZED DEBT OBLIGATION STONE TOWER CDO II 2005-2 B-1L 20401117 FLT 549300JEPJKB8PS6CQ68 2040-11-17 2040-11-17 4.754 - 4.754 6000000.00 803092.58 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-04-03 2020-04-03 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., 2.06% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP GLOBAL MKTS HLDGS IN SR -N STEP 24 82VOJDD5PTRDMVVMGV31 2024-05-26 2024-05-26 2.25 - 2.25 1319.00 1320.24 Corporate Debt Securities JP MORGAN COM MTG 2006-LDP9 A-JS 20470515 FLT 2047-05-15 2047-05-15 5.386 - 5.386 29300000.00 4069349.50 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 286820.00 98887.43 Other Instrument COLLATERALIZED DEBT OBLIGATION MORGAN STANLEY CAP 2007-TOP27 D 20420611 FLT 2042-06-11 2042-06-11 5.945 - 5.945 20416000.00 4173283.30 Private Label Collateralized Mortgage Obligations DEUTSCHE MTG RE-REMIC 2007-RS8 2-A-2 20360928 FLT 2036-09-28 2036-09-28 2.042 - 2.042 4901051.00 2415415.53 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2007-FS1 A-2A 20371025 FLT 2037-10-25 2037-10-25 2.877 - 2.877 12000000.00 1976012.75 Asset-Backed Securities CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 21 82VOJDD5PTRDMVVMGV31 2021-11-15 2021-11-18 N/A 6000.00 6426.30 Corporate Debt Securities CSFB COML MTG PTC 2007-C2 G 144A 20490115 FLT 2049-01-15 2049-01-15 5.683 - 5.683 2000000.00 499437.03 Private Label Collateralized Mortgage Obligations GS MTG COML 2007-GG10 A-J 20450810 FLT 2045-08-10 2045-08-10 5.817 - 5.817 1154000.00 250333.62 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 70.00 40.10 Other Instrument COLLATERALIZED DEBT OBLIGATION COBALT CMBS MTG TR 2007-C3 C 20460517 FLT 2046-05-17 2046-05-17 5.614 - 5.614 7000000.00 1600995.51 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG IX 2007-9 A-1LB 20380505 FLT 549300CT01X2OUNHMJ08 2038-05-05 2038-05-05 2.54 - 2.54 820.00 542.53 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 8.00 2.99 Other Instrument COLLATERALIZED DEBT OBLIGATION LNR CDO III 2005-3 LTD B 20430302 FLT 549300E7M5RWOTY1BF30 2043-03-02 2043-03-02 2.938 - 2.938 61.00 1.00 Other Instrument COLLATERALIZED DEBT OBLIGATION JP MORGAN CHASE 2007-LDP10 A-JS 20490115 FLT 2049-01-15 2049-01-15 5.395 - 5.395 23000000.00 1585571.33 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 2007-C5 A-1-AJ 20400917 FLT 2040-09-17 2040-09-17 6.255 - 6.255 61181500.00 2857732.74 Private Label Collateralized Mortgage Obligations HARBORVIEW MTG LN TR 2005-9 B-8 20350620 FLT 2035-06-20 2035-06-20 3.397 - 3.397 11930000.00 86435.05 Private Label Collateralized Mortgage Obligations CITIGROUP SR GLBL G STP 30 6SHGI4ZSSLCXXQSBB395 2022-08-31 2030-01-30 0 - 2.75 6708.00 7041.01 Corporate Debt Securities CITIGROUP GLOBAL MKTS HLDGS IN FR 2%082523 82VOJDD5PTRDMVVMGV31 2023-08-25 2023-08-25 2 - 2 7000.00 6971.35 Corporate Debt Securities ML-CFC COML MTG TR 2006-4 C 20491212 FLT 2049-12-12 2049-12-12 5.324 - 5.324 498000.00 106674.19 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 791960.85 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 3598181.00 7325.09 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-04-03 2020-04-03 2020-05-11 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0205 19000000.00 19000000.00 0.0021 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.07% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2022-03-15 2.375 - 2.375 7200.00 7483.86 U.S. Treasuries (including strips) UNITED OVERSEAS BK LTD DISC CO 2020-05-14 2020-05-14 N/A 17099803.00 17041834.67 Money Market BANK CHINA LTD HONG KONG BRH D 2020-03-16 2020-03-16 N/A 1.00 1.00 Money Market KOREA DEV BK N Y BRH 2020-05-07 2020-05-07 N/A 14501.00 14456.93 Money Market BANCO DE CHILE DISC COML PAPER 2020-04-09 2020-04-09 N/A 422.00 421.23 Money Market CNPC FIN HONG KONG LTD DISC CO 2020-03-20 2020-04-07 N/A 13.00 12.98 Money Market DEUTSCHE BK AG FR 1%050123 7LTWFZYICNSX8D621K86 2023-05-01 2023-05-01 1 - 1 975000.00 1006073.25 Corporate Debt Securities DBS BANK LTD 2020-05-11 2020-05-11 N/A 498003.00 496364.07 Money Market Y N/A N/A 2020-05-27 2020-05-27 2020-05-27 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0206 18000000.00 18000000.00 0.0020 N N N Y Credit AG CIB Paris Credit AG CIB Paris, 1.76% 1VUV7VQFKUOQSJ21A208 FHB363000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N KOREA GAS CORP GLBL MTN REG S FR 4.25%110220 988400TFZILHBD5M3R71 2020-11-02 2020-11-02 4.25 - 4.25 14260000.00 14704975.38 Corporate Debt Securities ABBVIE INC SR GLBL NT 23 FR5LCKFTG8054YNNRU85 2023-11-14 2023-11-14 3.75 - 3.75 9721939.00 10501184.82 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0174 24000000.00 24000000.00 0.0026 N Y Y N Credit AG CIB Paris Credit AG CIB Paris, 1.76% 1VUV7VQFKUOQSJ21A208 FHA747000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N APPLE INC SR GLBL NT 3%27 HWUPKR0MPOU8FGXBT394 2027-11-13 2027-11-13 3 - 3 34853105.00 37811088.02 Corporate Debt Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0174 36000000.00 36000000.00 0.0040 N N Y N Credit AG CIB Paris Credit AG CIB Paris, 1.76% 1VUV7VQFKUOQSJ21A208 FHB360000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ABBVIE INC SR GLBL NT 23 FR5LCKFTG8054YNNRU85 2023-11-14 2023-11-14 3.75 - 3.75 9723219.00 10502567.41 Corporate Debt Securities Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0175 10000000.00 10000000.00 0.0011 N N Y N Credit AG CIB Paris Credit AG CIB Paris, 1.76% 1VUV7VQFKUOQSJ21A208 FHC942000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ABBVIE INC SR GLBL NT 23 FR5LCKFTG8054YNNRU85 2023-11-14 2023-11-14 3.75 - 3.75 1944454.00 2100308.47 Corporate Debt Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0175 2000000.00 2000000.00 0.0002 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 COMCAST CORP NEW GLBL NT 3.45%50 51M0QTTNCGUN7KFCFZ59 2050-02-01 2050-02-01 3.45 - 3.45 910000.00 991988.72 Corporate Debt Securities WORLD BANK ZTMSNXROF84AHWJNKQ93 2021-06-24 2021-06-24 2.25 - 2.25 1158000.00 1177512.30 Other Instrument INTERNATIONAL DEBT ABBOTT LABS SR GLBL NT4.9%46 HQD377W2YR662HK5JX27 2046-11-30 2046-11-30 4.9 - 4.9 105000.00 145276.72 Corporate Debt Securities FRANCE TELECOM SA CR SEN SR GLBL31 969500MCOONR8990S771 2031-03-01 2031-03-01 9 - 9 204000.00 334704.84 Corporate Debt Securities INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 2022-09-14 2025-01-15 1.75 - 2.125 3405000.00 3514463.28 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 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 VERIZON COMMUNICATIONS INC SR GLBL NT 25 2S72QS2UO2OESLG6Y829 2025-02-15 2025-02-15 3.376 - 3.376 340996.00 366430.59 Corporate Debt Securities PERNOD RICARD SA SR NT REGS 21 52990097YFPX9J0H5D87 2021-04-07 2021-04-07 5.75 - 5.75 575000.00 613214.98 Corporate Debt Securities WALMART INC SR NT 5.625%40 Y87794H0US1R65VBXU25 2040-04-01 2040-04-01 5.625 - 5.625 2488000.00 3719507.13 Corporate Debt Securities AIR LEASE CORP FR 3%020130 5493004NW4M4P8TMMK63 2030-02-01 2030-02-01 3 - 3 3.00 2.97 Corporate Debt Securities NATIONWIDE FINL SVCS INC SR 144A NT3.9%49 5493001H7AZNDS6BKJ36 2049-11-30 2049-11-30 3.9 - 3.9 889.00 1016.62 Corporate Debt Securities ORACLE CORP SR GLBL NT 24 1Z4GXXU7ZHVWFCD8TV52 2024-11-15 2024-11-15 2.95 - 2.95 2491000.00 2650574.15 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 29 549300CRGMZK3K53BF92 2029-01-23 2029-01-23 4.75 - 4.75 240.00 282.87 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0167 7000000.00 7000000.00 0.0008 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 VERIZON COMMUNICATIONS INC SR GLBL NT 25 2S72QS2UO2OESLG6Y829 2025-02-15 2025-02-15 3.376 - 3.376 34356.00 36918.58 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 29 549300CRGMZK3K53BF92 2029-01-23 2029-01-23 4.75 - 4.75 2641673.00 3113523.49 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0167 3000000.00 3000000.00 0.0003 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.73% KBVRJ5K57JZ3E2AVWX40 FHC922000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRANSUNION COM 549300ZS772LUNUMRB03 2500-12-31 2500-12-31 N/A 1761.00 158666.10 Equities TEXAS INSTRS INC COM WDJNR2L6D8RWOEB8T652 2500-12-31 2500-12-31 N/A 3590.00 406136.70 Equities ATLASSIAN CORP PLC CL A 549300AGBII4MWBVJY22 2500-12-31 2500-12-31 N/A 14788.00 2114684.00 Equities ALLEGHANY CORP DEL COM 549300DCJE6AYX159479 2500-12-31 2500-12-31 N/A 1500.00 1057305.00 Equities AMERICAN CAMPUS CMNTYS INC COM 529900MR3ZXRO3W6UX26 2500-12-31 2500-12-31 N/A 21666.00 977569.92 Equities SELECT SECTOR SPDR TR SBI INT-INDS 549300HQI51T8KP6U325 2500-12-31 2500-12-31 N/A 875.00 65135.00 Equities MICRON TECHNOLOGY INC COM B3DXGBC8GAIYWI2Z0172 2500-12-31 2500-12-31 N/A 1599.00 80877.42 Equities PG&E CORP COM 8YQ2GSDWYZXO2EDN3511 2500-12-31 2500-12-31 N/A 81535.00 1331466.55 Equities SNAP INC CL A 549300JNC0L6VP8A2Q35 2500-12-31 2500-12-31 N/A 16114.00 236231.24 Equities MGM GROWTH PPTYS LLC CL A COM 549300E2UGIBHWE12262 2500-12-31 2500-12-31 N/A 1822.00 52655.80 Equities ALPS ETF TR ALERIAN MLP 549300WPBLCQJSVVVV61 2500-12-31 2500-12-31 N/A 32.00 212.16 Equities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0172 6000000.00 6000000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.92% KBVRJ5K57JZ3E2AVWX40 FGD004000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N STATE STR CORP COM 549300ZFEEJ2IP5VME73 2500-12-31 2500-12-31 N/A 7466.00 517991.08 Equities FIDELITY NATL INFORMATION SVCS COM 6WQI0GK1PRFVBA061U48 2500-12-31 2500-12-31 N/A 3145.00 436746.15 Equities MICRON TECHNOLOGY INC COM B3DXGBC8GAIYWI2Z0172 2500-12-31 2500-12-31 N/A 7000.00 354060.00 Equities PFIZER INC COM 765LHXWGK1KXCLTFYQ30 2500-12-31 2500-12-31 N/A 2.00 68.20 Equities SNAP INC CL A 549300JNC0L6VP8A2Q35 2500-12-31 2500-12-31 N/A 46659.00 684020.94 Equities SPDR SER TR S&P RETAIL ETF 549300HHG63HQV071458 2500-12-31 2500-12-31 N/A 14055.00 569789.70 Equities TECHNIPFMC PLC COM 549300D5I93QWCJTCK36 2500-12-31 2500-12-31 N/A 1.00 15.30 Equities CITIZENS FINANCIAL GROUP INC COM 2138004JDDA4ZQUPFW65 2500-12-31 2500-12-31 N/A 18639.00 604649.16 Equities MGM GROWTH PPTYS LLC CL A COM 549300E2UGIBHWE12262 2500-12-31 2500-12-31 N/A 5181.00 149730.90 Equities TRANSUNION COM 549300ZS772LUNUMRB03 2500-12-31 2500-12-31 N/A 15413.00 1388711.30 Equities MASTERCARD INC CL A AR5L2ODV9HN37376R084 2500-12-31 2500-12-31 N/A 13.00 3715.66 Equities AMEREN CORP COM XRZQ5S7HYJFPHJ78L959 2500-12-31 2500-12-31 N/A 934.00 76186.38 Equities IQVIA HLDGS INC COM 549300W3R20NM4KQPH86 2500-12-31 2500-12-31 N/A 1363.00 194554.62 Equities TEMPUR SEALY INTL INC COM 549300HFEKVR3US71V91 2500-12-31 2500-12-31 N/A 1.00 77.48 Equities ALLIANT ENERGY CORP COM 5493009ML300G373MZ12 2500-12-31 2500-12-31 N/A 1.00 54.95 Equities ACTIVISION BLIZZARD INC COM 549300TPQQDBP9GNOF40 2500-12-31 2500-12-31 N/A 1.00 58.33 Equities PHILIP MORRIS INTL INC COM HL3H1H2BGXWVG3BSWR90 2500-12-31 2500-12-31 N/A 29.00 2409.03 Equities AUTOLIV INC COM A23RUXWKASG834LTMK28 2500-12-31 2500-12-31 N/A 2575.00 173838.25 Equities RANGE RES CORP COM H3Y3WLYCX0BTO1TRW162 2500-12-31 2500-12-31 N/A 1.00 2.75 Equities BIOGEN INC COM W8J5WZB5IY3K0NDQT671 2500-12-31 2500-12-31 N/A 3261.00 1011170.88 Equities SELECT SECTOR SPDR TR SBI CONS STPLS 549300Z52QUV3UXHLA68 2500-12-31 2500-12-31 N/A 8618.00 509840.88 Equities JOHNSON & JOHNSON COM 549300G0CFPGEF6X2043 2500-12-31 2500-12-31 N/A 52949.00 7366264.88 Equities MEDTRONIC PLC SHS 549300GX3ZBSQWUXY261 2500-12-31 2500-12-31 N/A 3.00 302.94 Equities ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2500-12-31 2500-12-31 N/A 79208.00 1813071.12 Equities ISHARES INC MSCI BRAZIL ETF F6BK0XM2JFWYXJ2MDK09 2500-12-31 2500-12-31 N/A 54199.00 2047638.22 Equities AT&T INC COM 549300Z40J86GGSTL398 2500-12-31 2500-12-31 N/A 1.00 35.73 Equities NETFLIX INC COM 549300Y7VHGU0I7CE873 2500-12-31 2500-12-31 N/A 2.00 743.42 Equities AMERICAN ELEC PWR CO INC COM 1B4S6S7G0TW5EE83BO58 2500-12-31 2500-12-31 N/A 4238.00 389302.68 Equities ADOBE INC COM FU4LY2G4933NH2E1CP29 2500-12-31 2500-12-31 N/A 2969.00 1002096.88 Equities PROLOGIS INC COM 529900DFH19P073LZ636 2500-12-31 2500-12-31 N/A 1959.00 169864.89 Equities Y N/A N/A 2020-04-03 2020-04-03 2020-04-06 Y ING FINL MKTS LLC(NNGV RP BNY) 1.0000 35 N N/A N/A N N 0.0191 18000000.00 18000000.00 0.0020 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.78% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANCO SANTANDER SA 2020-03-17 2020-03-17 N/A 19184300.00 19168396.22 Money Market KELLS FDG LTD / KELLS FDG LLC 2020-06-23 2020-06-23 N/A 8297000.00 8254934.21 Money Market NATL SEC CLEARING CORP 2020-05-26 2020-05-26 N/A 2464920.00 2455536.05 Money Market Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0176 29000000.00 29000000.00 0.0032 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.84% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FRANKS INTL N V COM 724500LJYA8QIT73H017 2500-12-31 2500-12-31 N/A 1.00 3.61 Equities NOVO-NORDISK A S ADR 549300DAQ1CVT6CXN342 2500-12-31 2500-12-31 N/A 13520.00 804304.80 Equities VALE S A SPONSORED ADS 254900SMTWBX7RU2SR20 2500-12-31 2500-12-31 N/A 618814.00 6138634.88 Equities SOHU COM LTD SPONSORED ADS 2500-12-31 2500-12-31 N/A 5979.00 55245.96 Equities INDEXIQ ETF TR IQ ENCH COR PL 549300YC1NNWP55FZZ62 2500-12-31 2500-12-31 N/A 1.00 19.82 Equities DCP MIDSTREAM LP COM UT LTD PTN 52990024YYS3MLGW0E91 2500-12-31 2500-12-31 N/A 3563.00 54905.83 Equities PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 5521FA2ITF25TVH63740 2500-12-31 2500-12-31 N/A 1064896.00 14418691.84 Equities INVESCO ACTIVLY MANGD ETC FD T MSCI GBL TIMBR 549300EVYFD47KRVXK49 2500-12-31 2500-12-31 N/A 6614.00 164225.62 Equities MORGAN STANLEY SHRT EUR ETN20 2500-12-31 2500-12-31 N/A 1.00 64.67 Equities BARCLAYS BK PLC IPATH B SFTS SUB 2500-12-31 2500-12-31 N/A 1071.00 43062.55 Equities SPDR INDEX SHS FDS SOLACTIVE JAPAN 549300MAIT1ZK2GG7K48 2500-12-31 2500-12-31 N/A 1282.00 89889.22 Equities ETFIS SER TR I VIRTUS NEWFLEET 549300GEZPD8IV08PZ43 2500-12-31 2500-12-31 N/A 1.00 24.91 Equities WISDOMTREE TR CHINESE YUAN FD 549300YYQOPWWOHHKF54 2500-12-31 2500-12-31 N/A 1718.00 42993.91 Equities LEGG MASON ETF INVT TR GLOBAL INFSTRU 549300NT2YJ3S0V4MG78 2500-12-31 2500-12-31 N/A 3256.00 101052.24 Equities UBS AG JERSEY BRH CMCI AGRI ETN 2500-12-31 2500-12-31 N/A 5424.00 82326.01 Equities HERSHEY CO COM 21X2CX66SU2BR6QTAD08 2500-12-31 2500-12-31 N/A 38594.00 5864744.24 Equities INVESCO EXCHNG TRAD SLF INDEXE INVT GRAD VALU 2500-12-31 2500-12-31 N/A 11623.00 321960.59 Equities J P MORGAN EXCHANGE-TRADED FD DIV RTN EU ETF 549300R7DVI60C533332 2500-12-31 2500-12-31 N/A 103137.00 5667275.01 Equities UNITED MICROELECTRONICS CORP SPON ADR NEW 391200YJCAGH9LF96P73 2500-12-31 2500-12-31 N/A 63099.00 157116.51 Equities ENLINK MIDSTREAM LLC COM UNIT REP LTD 54930000GY1H533OBE23 2500-12-31 2500-12-31 N/A 8.00 29.44 Equities ANGLOGOLD ASHANTI LTD SPONSORED ADR 378900EF3BA9A5F42A59 2500-12-31 2500-12-31 N/A 8.00 155.36 Equities FLY LEASING LTD SPONSORED ADR 549300LI58A0MHGHTZ98 2500-12-31 2500-12-31 N/A 43552.00 759546.88 Equities MIMECAST LTD ORD SHS 254900ELSYFSTT9X2740 2500-12-31 2500-12-31 N/A 14077.00 576593.92 Equities GUANGSHEN RY LTD SPONSORED ADR 529900YIR2NSEPF1UU41 2500-12-31 2500-12-31 N/A 41155.00 522668.50 Equities AMERICAN CENTY ETF TR QUALITY DIVRSFED 54930009FSGCE7VMCM67 2500-12-31 2500-12-31 N/A 152.00 5812.08 Equities VANECK VECTORS ETF TR RARE EARTH STRAT 549300CC0W53Y8C5LO70 2500-12-31 2500-12-31 N/A 33375.00 386148.75 Equities TIDAL ETF TR SOFI GIG ETF 54930051Z2X8NYMMOR29 2500-12-31 2500-12-31 N/A 1.00 18.45 Equities ISHARES TR JPX NIKKEI 400 5493000DAYJO38DHX894 2500-12-31 2500-12-31 N/A 1487.00 40243.13 Equities MIX TELEMATICS LTD SPONSORED ADR 529900S6HHR7CK7BU646 2500-12-31 2500-12-31 N/A 15411.00 200343.00 Equities ENERGY TRANSFER OPERATING L P CUM PFD UNIT E 5493008K8W3OKZE54J59 2500-12-31 2500-12-31 7.6 - 7.6 30.00 721.50 Equities DEUTSCHE BANK AG DB GOLD SHORT 2500-12-31 2500-12-31 N/A 1.00 11.67 Equities FIRST TR EXCHANGE-TRADED FD II AUTO INDEX FD 549300BBNYFIGYUTII47 2500-12-31 2500-12-31 N/A 5066.00 158969.05 Equities BIGLARI HLDGS INC COM STK CL A 2500-12-31 2500-12-31 N/A 833.00 530179.51 Equities GLAXOSMITHKLINE PLC SPONSORED ADR 5493000HZTVUYLO1D793 2500-12-31 2500-12-31 N/A 2090040.00 86924763.60 Equities ISHARES INC MSCI BRAZIL ETF F6BK0XM2JFWYXJ2MDK09 2500-12-31 2500-12-31 N/A 1390.00 52514.20 Equities SCE TRUST VI 5% TR PREF SECS 2500-12-31 2500-12-31 5 - 5 1.00 23.44 Equities CARLYLE GROUP INC COM 2500-12-31 2500-12-31 N/A 8187.00 236358.69 Equities BRISTOL-MYERS SQUIBB CO CONTNGNT VAL RT HLYYNH7UQUORYSJQCN42 2500-12-31 2500-12-31 N/A 644.00 2176.72 Equities PROSHARES TR II PSH ULTRA EURO EMD8IXVDQ2JF0TKU2114 2500-12-31 2500-12-31 N/A 1.00 13.17 Equities PIMCO ETF TR ENHANCD SHORT 549300JGT4E7RMYY6Q26 2500-12-31 2500-12-31 N/A 72767.00 7314451.52 Equities PACIFIC GAS & ELEC CO PFD 1ST 6% 1HNPXZSMMB7HMBMVBS46 2500-12-31 2500-12-31 6 - 6 3984.00 115735.20 Equities BEST INC SPONSORED ADS 529900DFGEHZGJ3B9M87 2500-12-31 2500-12-31 N/A 11.00 58.41 Equities Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 122000000.00 122000000.00 0.0134 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.88% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VANATAGE DRILLING INTL SR SEC GLBL 23 549300T9QN1134QR7185 2023-11-15 2023-11-15 9.25 - 9.25 33072590.00 32432148.48 Corporate Debt Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-12 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0186 30000000.00 30000000.00 0.0033 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.75% K5HU16E3LMSVCCJJJ255 FHC912000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DCP MIDSTREAM LLC SR REGS NT 20 549300Y6CTBSE0QIPL28 2020-03-15 2020-03-15 5.35 - 5.35 174999.00 179456.86 Corporate Debt Securities MERIDA MERGER CORP I COM 2500-12-31 2500-12-31 N/A 106088.00 1044966.80 Equities BECTON DICKINSON & CO SR GLBL FL NT 22 ICE2EP6D98PQUILVRZ91 2022-06-06 2022-06-06 2.917 - 2.917 9833000.00 10007011.03 Corporate Debt Securities SPRINGLEAF FINANCE CORPORATION SR GLBL NT 24 5493008I795YYBFWFU90 2024-03-15 2024-03-15 6.125 - 6.125 4820000.00 5282395.32 Corporate Debt Securities NII HLDGS INC SR GLBL COCO 23 5493008M1YG2GODK3P05 2023-08-15 2023-08-15 4.25 - 4.25 850000.00 926784.51 Equities WESTERN GAS PARTNERS L P CR SEN SR GLBL25 L6D8A6MLSY454J2JXJ60 2025-02-01 2025-02-01 3.1 - 3.1 3815400.00 3835869.62 Corporate Debt Securities MONOCLE ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 500000.00 5115000.00 Equities CENTENE CORP DEL SR GLBL 144A 27 549300Z7JJ4TQSQGT333 2027-12-15 2027-12-15 4.25 - 4.25 1135000.00 1185769.18 Corporate Debt Securities ANDINA ACQUISITION CORP III UNIT EX 092420 2500-12-31 2500-12-31 N/A 150000.00 1587000.00 Equities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0174 27000000.00 27000000.00 0.0030 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.73% 7TK5RJIZDFROZCA6XF66 FHC911000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2048-11-15 2048-11-15 3.375 - 3.375 6633900.00 9271336.82 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0172 9000000.00 9000000.00 0.0010 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.81% 7TK5RJIZDFROZCA6XF66 FHA766000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LEAR CORP COM NEW 549300UPNBTXA1SYTQ33 2500-12-31 2500-12-31 N/A 100.00 11042.00 Equities LIFE STORAGE INC COM W9EE01AFDDF9DQCQZC68 2500-12-31 2500-12-31 N/A 4555.00 510478.85 Equities JAZZ PHARMACEUTICALS PLC SHS USD 635400GAUMJCLEZRRV50 2500-12-31 2500-12-31 N/A 92.00 10405.20 Equities SEATTLE GENETICS INC COM 2500-12-31 2500-12-31 N/A 3100.00 335761.00 Equities TAKE-TWO INTERACTIVE SOFTWARE COM BOMSTHHJK882EWYX3334 2500-12-31 2500-12-31 N/A 2.00 215.68 Equities FISERV INC COM GI7UBEJLXYLGR2C7GV83 2500-12-31 2500-12-31 N/A 187.00 20296.98 Equities ROKU INC COM CL A 549300KR6ITU0YIR1T71 2500-12-31 2500-12-31 N/A 32.00 3520.96 Equities ALNYLAM PHARMACEUTICALS INC COM 529900S3ZI14OWRJII50 2500-12-31 2500-12-31 N/A 17.00 1912.33 Equities TEXAS INSTRS INC COM WDJNR2L6D8RWOEB8T652 2500-12-31 2500-12-31 N/A 289.00 32694.57 Equities PROCTER & GAMBLE CO COM 2572IBTT8CCZW6AU4141 2500-12-31 2500-12-31 N/A 23983.00 2722070.50 Equities WALMART INC COM Y87794H0US1R65VBXU25 2500-12-31 2500-12-31 N/A 10986.00 1212854.40 Equities ROSS STORES INC COM 549300ENZFLPGRDFZQ60 2500-12-31 2500-12-31 N/A 4400.00 492536.00 Equities ALLSTATE CORP COM OBT0W1ED8G0NWVOLOJ77 2500-12-31 2500-12-31 N/A 89.00 9782.88 Equities HOWARD HUGHES CORP COM 549300BVHY25JZC1KI49 2500-12-31 2500-12-31 N/A 300.00 33936.00 Equities UNIVERSAL HEALTH RLTY INCM TR SH BEN INT 549300L4MWZL4IH6H172 2500-12-31 2500-12-31 N/A 73.00 8183.30 Equities EHEALTH INC COM 5299003O8Y5OKXUZQ421 2500-12-31 2500-12-31 N/A 100.00 11016.00 Equities AMERICAN EXPRESS CO COM R4PP93JZOLY261QX3811 2500-12-31 2500-12-31 N/A 30.00 3384.30 Equities PAYPAL HLDGS INC COM 5493005X2GO78EFZ3E94 2500-12-31 2500-12-31 N/A 99180.00 10695571.20 Equities CAMDEN PPTY TR SH BEN INT 5493002MYX22OHYJBD89 2500-12-31 2500-12-31 N/A 806.00 89272.56 Equities Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0179 15000000.00 15000000.00 0.0016 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.81% 7TK5RJIZDFROZCA6XF66 FHA248000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INTERNATIONAL FLAVORS&FRAGRANC COM BZLRL03D3GPGMOGFO832 2500-12-31 2500-12-31 N/A 187.00 22857.01 Equities KINSALE CAP GROUP INC COM 529900QTUQHNZ6HOA508 2500-12-31 2500-12-31 N/A 100.00 12322.00 Equities TRAVELERS COMPANIES INC COM 549300Y650407RU8B149 2500-12-31 2500-12-31 N/A 5996.00 743983.68 Equities MSA SAFETY INC COM 529900DVA3258XK11O39 2500-12-31 2500-12-31 N/A 9300.00 1152177.00 Equities CDW CORP COM 2500-12-31 2500-12-31 N/A 3149.00 365535.92 Equities DISNEY WALT CO COM DISNEY 549300GZKULIZ0WOW665 2500-12-31 2500-12-31 N/A 19877.00 2346281.08 Equities F5 NETWORKS INC COM 2500-12-31 2500-12-31 N/A 99.00 12157.20 Equities NXP SEMICONDUCTORS N V COM 724500M9BY5293JDF951 2500-12-31 2500-12-31 N/A 7216.00 827242.24 Equities DIGITAL RLTY TR INC COM 549300HKCZ31D08NEI41 2500-12-31 2500-12-31 N/A 8.00 985.52 Equities JPMORGAN CHASE & CO COM 8I5DZWZKVSZI1NUHU748 2500-12-31 2500-12-31 N/A 8139.00 987830.43 Equities CHINA BIOLOGIC PRODS HLDGS INC COM 529900C439Y0Z6RPYG51 2500-12-31 2500-12-31 N/A 49.00 5649.21 Equities PRICE T ROWE GROUP INC COM 549300SIV6FPS9Y7IH33 2500-12-31 2500-12-31 N/A 1800.00 215712.00 Equities CURTISS WRIGHT CORP COM TEL51ETZWP7D0ZM4X325 2500-12-31 2500-12-31 N/A 300.00 36918.00 Equities VALMONT INDS INC COM 5493009ZGZJJ8F77JN08 2500-12-31 2500-12-31 N/A 2800.00 331156.00 Equities ENTERGY CORP NEW COM 4XM3TW50JULSLG8BNC79 2500-12-31 2500-12-31 N/A 29.00 3503.20 Equities CATERPILLAR INC DEL COM WRJR7GS4GTRECRRTVX92 2500-12-31 2500-12-31 N/A 9329.00 1149985.83 Equities FEDERAL REALTY INVT TR SH BEN INT NEW 549300LI6XZ51GOCJ427 2500-12-31 2500-12-31 N/A 636.00 74361.12 Equities VULCAN MATLS CO COM 549300Q8LSNHAVWBNI21 2500-12-31 2500-12-31 N/A 2300.00 273056.00 Equities BAIDU INC SPON ADR REP A 254900AL64IANZYI1E02 2500-12-31 2500-12-31 N/A 8100.00 971271.00 Equities PIONEER NAT RES CO COM FY8JBF7CCL2VE4F1B628 2500-12-31 2500-12-31 N/A 2148.00 263495.16 Equities MARRIOTT INTL INC NEW CL A 225YDZ14ZO8E1TXUSU86 2500-12-31 2500-12-31 N/A 4200.00 502488.00 Equities EURONET WORLDWIDE INC COM YG3575C4DSHJPA5KET68 2500-12-31 2500-12-31 N/A 21900.00 2665668.00 Equities Y N/A N/A 2020-03-06 2020-03-06 2020-03-09 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0179 12000000.00 12000000.00 0.0013 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.93% 7TK5RJIZDFROZCA6XF66 FHA246000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2020-08-27 2020-08-27 N/A 3078700.00 3061172.96 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-09 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 3000000.00 3000000.00 0.0003 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.08% 7TK5RJIZDFROZCA6XF66 FHA739000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MARATHON PETE CORP SR NT 6.5%41 3BNYRYQHD39K4LCKQF12 2041-03-01 2041-03-01 6.5 - 6.5 6851000.00 9404082.24 Corporate Debt Securities AT&T INC SR GLBL NT5.7%57 549300Z40J86GGSTL398 2057-03-01 2057-03-01 5.7 - 5.7 36000.00 49632.66 Corporate Debt Securities Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0207 9000000.00 9000000.00 0.0010 N N N Y Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 2.08% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DONALDSON INC COM OZE6KXY9QQPR8EJ8WL20 2500-12-31 2500-12-31 N/A 1.00 46.38 Equities STANLEY BLACK & DECKER INC COPR UNIT 549300DJ09SMTO561131 2500-12-31 2500-12-31 N/A 16408.00 1517664.52 Equities CABLE ONE INC COM 549300648QS85T0XSH18 2500-12-31 2500-12-31 N/A 1.00 1568.17 Equities CLEAN HARBORS INC COM 5493000SJVZVZJKHJF48 2500-12-31 2500-12-31 N/A 2.00 145.54 Equities CACI INTL INC CL A SYRPI2D1O9WRTS2WX210 2500-12-31 2500-12-31 N/A 4.00 995.88 Equities CORPORATE OFFICE PPTYS TR SH BEN INT YY1J47X6LF9TYY8JY420 2500-12-31 2500-12-31 N/A 1.00 26.51 Equities CROWN HOLDINGS INC COM NYLWZIOY8PUNIT4JOE22 2500-12-31 2500-12-31 N/A 5.00 351.20 Equities GENMARK DIAGNOSTICS INC COM 2500-12-31 2500-12-31 N/A 233642.00 845784.04 Equities CARLISLE COS INC COM XR64VGX1ZPX6G7ZN7Z11 2500-12-31 2500-12-31 N/A 2.00 291.50 Equities EMPIRE ST RLTY TR INC CL A 549300VOKY1DUEQSB456 2500-12-31 2500-12-31 N/A 3.00 35.13 Equities BURLINGTON STORES INC COM 5299003Z37DVGKKC1W09 2500-12-31 2500-12-31 N/A 2.00 442.48 Equities WHEELER REAL ESTATE INVT TR CV PFD SER B 5493005TOFFG62ETJY29 2500-12-31 2500-12-31 9 - 9 37100.00 396228.00 Equities DOUGLAS EMMETT INC COM 2500-12-31 2500-12-31 N/A 1.00 39.19 Equities GIGAMEDIA LTD SHS NEW 549300Q31RWVWZKE4D67 2500-12-31 2500-12-31 N/A 126086.00 292519.52 Equities NATUZZI S P A SPON ADS 815600CD168B21C00884 2500-12-31 2500-12-31 N/A 67976.00 101284.24 Equities CHARLES RIV LABS INTL INC COM 549300BSQ0R4UZ5KX287 2500-12-31 2500-12-31 N/A 4.00 633.56 Equities WESTPORT FUEL SYSTEMS INC COM NEW 549300ZBKJ4TMPXRB502 2500-12-31 2500-12-31 N/A 44194.00 86620.24 Equities DOLBY LABORATORIES INC COM CL A 549300X04FB2QPCJ5J24 2500-12-31 2500-12-31 N/A 2.00 132.88 Equities CAMDEN PPTY TR SH BEN INT 5493002MYX22OHYJBD89 2500-12-31 2500-12-31 N/A 1.00 110.76 Equities COUNTERPATH CORP COM PAR 549300MSHK83KSD7BK48 2500-12-31 2500-12-31 N/A 3.00 6.81 Equities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0220 2999259.90 2999259.90 0.0003 N N N Y Societe Generale Societe Generale, 1.68% O2RNE8IBXP4R0TD8PU41 FHC917000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N IBM CREDIT LLC SR GLBL NT 20 549300ZNLJL43AQTG067 2020-11-30 2020-11-30 3.45 - 3.45 825000.00 843037.25 Corporate Debt Securities PT INDONESIA ASAHAN ALUMINIUM 5.23%21 2549008P48EB9SN2OI80 2021-11-15 2021-11-15 5.23 - 5.23 37.00 39.29 Corporate Debt Securities SINOPEC GRP OVSEAS DEV 2012 SR GLBL REGS 22 2022-05-17 2022-05-17 3.9 - 3.9 206000.00 217114.04 Corporate Debt Securities BARCLAYS BK PLC GLBL MTN 144A GLBL 144A 20 G5GSEF7VJP5I7OUK5573 2020-11-16 2020-11-16 2.18 - 2.18 47601726.00 48194704.34 Corporate Debt Securities WELLS FARGO CO MTN BE FR 3.3%090924 PBLD0EJDB5FWOLXP3B76 2024-09-09 2024-09-09 3.3 - 3.3 1065000.00 1152161.38 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0167 48000000.00 48000000.00 0.0053 N Y Y N Societe Generale Societe Generale, 1.76% O2RNE8IBXP4R0TD8PU41 FHC915000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-12-01 2093-10-15 4.25 - 13 43017978.00 43206785.48 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0174 40000000.00 40000000.00 0.0044 N Y Y N Societe Generale Societe Generale, 1.80% O2RNE8IBXP4R0TD8PU41 FHC918000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-10-01 2047-10-11 1.727 - 10.5 10059519.00 6480972.54 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0178 6000000.00 6000000.00 0.0007 N Y Y N Societe Generale Societe Generale, 1.85% O2RNE8IBXP4R0TD8PU41 FHC178000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TOYOTA INDUSTRIES CORP SR GLBL REGS 28 35380000WKGEAHEMW830 2028-03-16 2028-03-16 3.566 - 3.566 5651374.00 6299908.73 Corporate Debt Securities STRUCTURED ASSET INV 2005-HE1 M2 20350725 FLT 2035-07-25 2035-07-25 2.107 - 2.107 1104.00 1093.46 Asset-Backed Securities Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0214 5998398.00 5998398.00 0.0007 N N N Y Societe Generale Societe Generale, 1.90% O2RNE8IBXP4R0TD8PU41 FGA803000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ZAYO GROUP LLC/ZAYO CAP INC SR GLBL NT 6%23 2023-04-01 2023-04-01 6 - 6 2000.00 2091.50 Corporate Debt Securities BANCO DO BRASIL S A SR NT 3.875%22 QE0Q0253K88YAGNPE356 2022-10-10 2022-10-10 3.875 - 3.875 18550000.00 19196544.79 Corporate Debt Securities CENTRAIS ELETRICAS BRASILEIRAS SR GLBL 144A 30 254900I8KYDELP4B4Z08 2030-02-04 2030-02-04 4.625 - 4.625 10.00 10.15 Corporate Debt Securities PACIFIC DRILLING FIRST LIEN ES SR SEC GLBL 23 549300VEJMMZCY6OBU06 2023-10-01 2023-10-01 8.375 - 8.375 66680.00 55624.32 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 24 I1BZKREC126H0VB1BL91 2024-04-15 2024-04-15 3.75 - 3.75 111000.00 120625.27 Corporate Debt Securities ASBURY AUTOMOTIVE GROUP INC SR GLBL 144A 30 549300JH4DTA7U42GL91 2030-03-01 2030-03-01 4.75 - 4.75 32132.00 32774.24 Corporate Debt Securities VALVOLINE INC SR GLBL NT5.5%24 549300CMHPBEY6VPOT75 2024-07-15 2024-07-15 5.5 - 5.5 47970.00 50280.69 Corporate Debt Securities CSC HLDGS INC SR GLBL 144A 30 3HG2WD2W22M120IUNG49 2030-01-15 2030-01-15 5.75 - 5.75 8046.00 8581.69 Corporate Debt Securities CHS / CMNTY HEALTH SYS INC SR SEC GLBL NT23 5493007X5NC5XI1BB106 2023-03-31 2023-03-31 6.25 - 6.25 2000.00 2074.39 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0188 18000000.00 18000000.00 0.0020 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.68% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BERKLEY W R CORP SR NT 5.375%20 SQOAGCLKBDWNVYV1OV80 2020-09-15 2020-09-15 5.375 - 5.375 2760000.00 2879857.98 Corporate Debt Securities CSX TRANSN INC SR NT 9.75%20 2020-06-15 2020-06-15 9.75 - 9.75 4200000.00 4380351.50 Corporate Debt Securities STATE STR CORP ALT TIER I PERP 549300ZFEEJ2IP5VME73 2099-12-31 2099-12-31 5.25 - 5.25 3028000.00 3150061.20 Corporate Debt Securities CITIGROUP INC SR GLBL FL NT 23 6SHGI4ZSSLCXXQSBB395 2021-12-08 2023-09-01 2.75 - 3.337 15370000.00 15847145.52 Corporate Debt Securities EUROPEAN INVT BK SR GLBL NT 21 5493006YXS1U5GIHE750 2021-10-15 2022-06-15 2.125 - 2.375 24392000.00 25028708.60 Corporate Debt Securities VIRGINIA ELEC & PWR CO SR -C NT 2.75%23 CQKUMNNZVDJLRYV2PT43 2023-03-15 2023-03-15 2.75 - 2.75 1164000.00 1212458.94 Corporate Debt Securities BP CAP MKTS P L C NT 2.5%22 549300CRVT18MXX0AG93 2021-11-01 2022-11-06 2.5 - 3.561 1087000.00 1134949.32 Corporate Debt Securities PENSKE TRUCK LEASING CO L P SR 144A NT 22 2022-02-01 2022-02-01 3.375 - 3.375 480000.00 495072.60 Corporate Debt Securities ERP OPER LTD PARTNERSHIP SR GLBL NT2.5%30 DX5HQV5MLU50FEWZ5072 2030-02-15 2030-02-15 2.5 - 2.5 13688000.00 14046663.62 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS SR NT 3.5%21 549300PDHUGWPWGOT525 2021-03-01 2021-03-01 3.5 - 3.5 176000.00 181327.23 Corporate Debt Securities BOSTON PPTYS LTD PARTNERSHIP SR NT 4.125%21 BVHHEFJI6SHNOKQT2572 2021-05-15 2021-05-15 4.125 - 4.125 2541000.00 2631973.09 Corporate Debt Securities WISCONSIN ELEC PWR CO SR DEB 2.95%21 AENKIFMULUAWOUU8Q584 2021-09-15 2021-09-15 2.95 - 2.95 606000.00 624438.73 Corporate Debt Securities MANITOBA PROV CDA SR GLBL GP DB 26 5493003QILFOB3JRKE30 2026-06-22 2026-06-22 2.125 - 2.125 5541000.00 5771094.64 Corporate Debt Securities UNITED PARCEL SVC AMER INC SR DEB 8.375%20 1T2XGWDXQ30WC74GIJ96 2020-04-01 2020-04-01 8.375 - 8.375 7850000.00 8159823.15 Corporate Debt Securities BK OF AMERICA CORP ALT TIER I PERP 9DJT3UXIJIZJI4WXO774 2500-12-31 2500-12-31 5.125 - 5.125 748000.00 779551.06 Corporate Debt Securities NORFOLK SOUTHN RY CO SR NT 9.75%20 2020-06-15 2020-06-15 9.75 - 9.75 1140000.00 1188747.35 Corporate Debt Securities COX COMMUNICATIONS INC NEW SR GLBL 144A 23 5493001NEDZNIFRP2R92 2023-06-30 2023-06-30 2.95 - 2.95 280000.00 290231.98 Corporate Debt Securities LLOYDS TSB BK PLC GTDSR NT6.375%21 H7FNTJ4851HG0EXQ1Z70 2021-01-21 2021-01-21 6.375 - 6.375 358000.00 375821.99 Corporate Debt Securities ENTERPRISE PRODS OPER LLC SR GLBL NT 21 5493004LGN656HWLDA30 2020-09-01 2021-04-15 2.85 - 5.2 7184000.00 7385206.12 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0167 91000000.00 91000000.00 0.0100 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.73% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INVESCO QQQ TR UNIT SER 1 549300VY6FEJBCIMET58 2500-12-31 2500-12-31 N/A 12340.00 2537597.60 Equities VIPSHOP HLDGS LTD SPONSORED ADS A 549300I9F52K06HPZX60 2500-12-31 2500-12-31 N/A 586433.00 7183804.25 Equities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0172 9000000.00 9000000.00 0.0010 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.73% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CANADIAN PAC RY CO NEW 2020-03-26 2020-03-26 N/A 5744040.00 5736153.43 Money Market EXPERIAN FINANCE PLC 2020-03-31 2020-03-31 N/A 446373.00 445628.90 Money Market Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0172 6000000.00 6000000.00 0.0007 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.78% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INVESCO QQQ TR UNIT SER 1 549300VY6FEJBCIMET58 2500-12-31 2500-12-31 N/A 47275.00 9721631.00 Equities Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0176 9000000.00 9000000.00 0.0010 N N Y N U.S. Treasury Notes U.S. Treasury Notes, 1.73% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-03-02 2021-07-31 2021-07-31 N N N 0.0159 100191883.00 100191883.00 0.0110 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.81% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-03-02 2021-10-31 2021-10-31 N N N 0.0159 308111554.90 308111554.90 0.0339 N Y Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 1.63% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2020-03-06 2020-03-06 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 0.0163 25155000.00 25155000.00 0.0028 N N Y N Societe Generale Societe Generale, 1.80% O2RNE8IBXP4R0TD8PU41 FHC179000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0179 18000000.00 18000000.00 0.0020 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. Fidelity Colchester Street Trust: Prime Money Market Portfolio 2020-03-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer