N-MFP2 0000356173 XXXXXXXX 2020-02-29 0000356173 549300L6Y0PMNIGY0428 S000054090 5 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 26 53 3146035858.72 3431520612.22 2890215234.90 3428250898.08 4939984585.65 5106523426.94 5050090619.20 4747536324.12 0.3200 0.3300 0.2800 0.3400 0.5000 0.5000 0.5000 0.4700 764.21 9902618768.25 9900594613.98 132409667.77 218207760.88 9816821439.35 9812386533.31 0.0178 1.0004 1.0004 1.0004 1.0005 C000170006 1000000.00 4366410433.32 4364503479.94 1.0004 1.0004 1.0004 1.0005 108592690.49 63595556.88 104801396.24 56921387.61 97823367.77 57027768.10 68503304.13 154079341.91 379720758.63 331624054.50 0.0160 Y Fidelity Investments, Reimbursement Fees, -161182.51; C000170007 1000000.00 21333190.16 21323543.98 1.0004 1.0004 1.0004 1.0005 20732.87 0.00 0.00 0.00 0.00 540000.00 5500000.00 0.00 5520732.87 540000.00 0.0145 Y Fidelity Investments, Reimbursement Fees, -668.08; C000170008 1000000.00 2010658.86 2009814.96 1.0004 1.0004 1.0004 1.0005 501298.40 0.00 340000.00 0.00 70000.00 0.00 0.00 0.00 911298.40 0.00 0.0135 Y Fidelity Investments, Reimbursement Fees, -81.93; C000170009 1000000.00 5621481.49 5619034.65 1.0004 1.0004 1.0004 1.0005 2331.07 0.00 0.00 0.00 1000000.00 0.00 2069020.75 500000.00 3071351.82 500000.00 0.0155 Y Fidelity Investments, Reimbursement Fees, -139.14; C000170010 10000000.00 5421445675.52 5418930659.78 1.0004 1.0004 1.0004 1.0005 176255474.24 151391631.40 197103145.86 78888037.34 78145279.28 37273538.83 55551867.67 129215882.69 507055767.05 396769090.26 0.0164 Y Fidelity Investments, Reimbursement Fees, -234922.75; Bank of Montreal Bank of Montreal, 1.73% 06367BAQ2 NQQ6HPCNCCU6TUTQYE16 US06367BAQ23 0000927971 Certificate of Deposit Y N/A N/A 2020-05-27 2020-08-27 2020-08-27 N N N 0.0162 23012224.50 23012224.50 0.0023 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 31999952.00 31999952.00 0.0033 N N N N Bank of Montreal Bank of Montreal, 1.77% 06367BAM1 NQQ6HPCNCCU6TUTQYE16 US06367BAM19 0000927971 Certificate of Deposit Y N/A N/A 2020-05-26 2020-08-24 2020-08-24 N N N 0.0166 16008449.60 16008449.60 0.0016 N N N N Bank of Montreal Bank of Montreal, 1.85% 06370RS75 NQQ6HPCNCCU6TUTQYE16 US06370RS759 0000927971 Certificate of Deposit Y N/A N/A 2020-03-17 2020-04-17 2020-04-17 N N N 0.0164 65017452.50 65017452.50 0.0066 N N N N Bank of Montreal Bank of Montreal, 2.00% 06367BAC3 NQQ6HPCNCCU6TUTQYE16 US06367BAC37 0000927971 Certificate of Deposit Y N/A N/A 2020-03-20 2020-09-02 2020-09-02 N N N 0.0190 32015993.60 32015993.60 0.0033 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 60025020.00 60025020.00 0.0061 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.99% 06417MBD6 L3I9ZG2KFGXZ61BMYR72 0000009631 Certificate of Deposit Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0155 33001151.70 33001151.70 0.0034 N Y Y 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 12002654.40 12002654.40 0.0012 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 15003459.00 15003459.00 0.0015 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.46% 55380TAZ3 C3GTMMZIHMY46P4OIX74 FHC956000 Certificate of Deposit Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0146 33000000.00 33000000.00 0.0034 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.60% 55380TAT7 C3GTMMZIHMY46P4OIX74 FHA720000 Certificate of Deposit Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0137 14010512.60 14010512.60 0.0014 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.60% 55380TAU4 C3GTMMZIHMY46P4OIX74 FHA727000 Certificate of Deposit Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0137 14011345.60 14011345.60 0.0014 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 0.0061 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 45005818.50 45005818.50 0.0046 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 23007226.60 23007226.60 0.0023 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 29008122.90 29008122.90 0.0030 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 0.0046 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 27003296.70 27003296.70 0.0028 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LJ30 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-13 2020-03-13 2020-03-13 N N N 0.0154 32004230.40 32004230.40 0.0033 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 0.0032 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LL37 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-17 2020-03-17 2020-03-17 N N N 0.0154 31005347.50 31005347.50 0.0032 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LL78 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0154 28005115.60 28005115.60 0.0029 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LR31 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0153 30008055.00 30008055.00 0.0031 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LR72 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0152 32008937.60 32008937.60 0.0033 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 62001810.40 62001810.40 0.0063 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.62% 51501GSC6 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0157 50000170.00 50000170.00 0.0051 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.62% 51501GSA0 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0157 10000017.00 10000017.00 0.0010 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.62% 51501GSF9 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0156 50000250.00 50000250.00 0.0051 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.62% 51501GSH5 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0156 33000221.10 33000221.10 0.0034 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.62% 51501GSK8 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0156 33000287.10 33000287.10 0.0034 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.62% 51501GSP7 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0161 33000000.00 33000000.00 0.0034 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.46% 60683BZJ5 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0146 7000000.00 7000000.00 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.46% 60683BZK2 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0146 7000000.00 7000000.00 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.71% 60683BZA4 JBONEPAGQXF4QP29B387 US60683BZA42 0001462160 Certificate of Deposit Y N/A N/A 2020-03-18 2020-06-18 2020-06-18 N N N 0.0169 12000466.80 12000466.80 0.0012 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.71% 60683BZB2 JBONEPAGQXF4QP29B387 US60683BZB25 0001462160 Certificate of Deposit Y N/A N/A 2020-03-19 2020-06-19 2020-06-19 N N N 0.0169 12000510.00 12000510.00 0.0012 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 0.0011 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 0.0012 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 19004759.50 19004759.50 0.0019 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 0.0009 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 16004337.60 16004337.60 0.0016 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 1.46% 60710AL67 RB0PEZSDGCO3JS6CEU02 FHC888000 Certificate of Deposit Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0146 100000000.00 100000000.00 0.0102 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 1.65% 60710AEC2 RB0PEZSDGCO3JS6CEU02 FHC106000 Certificate of Deposit Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0155 12002770.80 12002770.80 0.0012 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 59030467.60 59030467.60 0.0060 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 23009264.40 23009264.40 0.0023 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 0.0102 N N N N Norinchukin Bank New York Brh Norinchukin Bank New York Brh, 1.62% 65602VVV5 5493007VSMFZCPV1NB83 FHC061000 Certificate of Deposit Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0157 13000621.40 13000621.40 0.0013 N N Y N Royal Bank of Canada Royal Bank of Canada, 1.72% 78012URR8 ES7IP3U3RHIGC71XBU11 US78012URR85 0001000275 Certificate of Deposit Y N/A N/A 2020-05-27 2020-08-27 2020-08-27 N N N 0.0164 20007728.00 20007728.00 0.0020 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 28010108.00 28010108.00 0.0029 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 93037190.70 93037190.70 0.0095 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 28603489.20 28603489.20 0.0029 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 28605205.20 28605205.20 0.0029 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 29005228.70 29005228.70 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 41012189.30 41012189.30 0.0042 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.87% 86565B4F5 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-03-09 2020-05-08 2020-05-08 N N N 0.0167 94033755.40 94033755.40 0.0096 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 12003482.40 12003482.40 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 0.0017 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 18005486.40 18005486.40 0.0018 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 29008453.50 29008453.50 0.0030 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 0.0006 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 86564F2Y8 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0153 15003867.00 15003867.00 0.0015 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 86564F2X0 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0153 9002415.60 9002415.60 0.0009 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 86564F3A9 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0152 15005275.50 15005275.50 0.0015 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 14007753.20 14007753.20 0.0014 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 14009471.00 14009471.00 0.0014 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 59603021.72 59603021.72 0.0061 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 48506988.85 48506988.85 0.0049 N N N N 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 16007156.80 16007156.80 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 15001893.00 15001893.00 0.0015 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 16002337.60 16002337.60 0.0016 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.74% 969500TJ5KRTCJQWXH05 XS2113772086 Certificate of Deposit Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0149 31013798.10 31013798.10 0.0032 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.79% 969500TJ5KRTCJQWXH05 XS2106850733 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0147 31021346.60 31021346.60 0.0032 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.90% 969500TJ5KRTCJQWXH05 XS2082471405 Certificate of Deposit Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0159 45961939.60 45961939.60 0.0047 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.90% 969500TJ5KRTCJQWXH05 XS2082816666 Certificate of Deposit Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0158 39965208.00 39965208.00 0.0041 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.90% 969500TJ5KRTCJQWXH05 XS2084840797 Certificate of Deposit Y N/A N/A 2020-03-23 2020-03-23 2020-03-23 N N N 0.0152 61014749.80 61014749.80 0.0062 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.90% 969500TJ5KRTCJQWXH05 XS2087758806 Certificate of Deposit Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0152 27007700.40 27007700.40 0.0028 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 30903968.20 30903968.20 0.0031 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 32894324.10 32894324.10 0.0034 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 30909421.10 30909421.10 0.0031 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 49795375.00 49795375.00 0.0051 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 31861065.60 31861065.60 0.0032 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 49879155.00 49879155.00 0.0051 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.74% 529900HNOAA1KXQJUQ27 XS2113679380 Certificate of Deposit Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0144 36909216.80 36909216.80 0.0038 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.79% 529900HNOAA1KXQJUQ27 XS2106829539 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0141 30903968.20 30903968.20 0.0031 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 49839885.00 49839885.00 0.0051 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.90% 529900HNOAA1KXQJUQ27 XS2077593767 Certificate of Deposit Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0161 32992713.60 32992713.60 0.0034 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 17995237.20 17995237.20 0.0018 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 0.0032 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.91% 529900HNOAA1KXQJUQ27 XS2091113816 Certificate of Deposit Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0155 60901838.80 60901838.80 0.0062 N N N N KBC Bank NV London KBC Bank NV London, 1.61% 6B2PBRV1FCJDMR45RZ53 XS2128045171 Certificate of Deposit Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0146 32839788.30 32839788.30 0.0033 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 61797303.40 61797303.40 0.0063 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 30897479.90 30897479.90 0.0031 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 93792119.00 93792119.00 0.0096 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 93682054.40 93682054.40 0.0095 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 12956517.60 12956517.60 0.0013 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 24909462.50 24909462.50 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 11957766.00 11957766.00 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 0.0030 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 0.0018 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 0.0012 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 0.0038 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 17995208.40 17995208.40 0.0018 N N Y N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.96% RB0PEZSDGCO3JS6CEU02 XS2083199146 Certificate of Deposit Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0157 25976542.80 25976542.80 0.0026 N N N N National Australia Bank Ltd. London Branch National Australia Bank Ltd. London Branch, 1.90% F8SB4JFBSYQFRQEH3Z21 XS2088637389 Certificate of Deposit Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0146 97031922.70 97031922.70 0.0099 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 30859117.40 30859117.40 0.0031 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 30855580.30 30855580.30 0.0031 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 24929472.50 24929472.50 0.0025 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 0.0020 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 75753638.40 75753638.40 0.0077 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 30026646.00 30026646.00 0.0031 N N N N HSBC Bank U.S.A. NA HSBC Bank U.S.A. NA, 2.02% 40435RGB1 1IE8VN30JCEQV1H4R804 US40435RGB15 Certificate of Deposit Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0141 13011939.20 13011939.20 0.0013 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 22008533.80 22008533.80 0.0022 N N N N Amphenol Corp. Amphenol Corp., 1.65% 03209LC38 549300D3L3G0R4U4VT04 0000820313 Financial Company Commercial Paper Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0171 5998873.80 5998873.80 0.0006 N N Y N ASB Finance Ltd. (London) ASB Finance Ltd. (London), 1.86% 0020P2CC8 549300A8V0FZJN79NH08 FCI996000 Financial Company Commercial Paper Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0157 58966936.40 58966936.40 0.0060 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 29999967.00 29999967.00 0.0031 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 30024486.00 30024486.00 0.0031 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.91% 06417LNL7 L3I9ZG2KFGXZ61BMYR72 US06417LNL70 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-03-24 2020-07-24 2020-07-24 N N N 0.0169 31027307.90 31027307.90 0.0032 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 0.0012 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 0.0031 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 21896826.60 21896826.60 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 79954936.00 79954936.00 0.0081 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 89875440.00 89875440.00 0.0092 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 94901200.00 94901200.00 0.0097 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 61025168.60 61025168.60 0.0062 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 29984331.00 29984331.00 0.0031 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.05% 13608ACG9 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0157 27979453.60 27979453.60 0.0029 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.08% 13608ACK0 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0156 45960490.60 45960490.60 0.0047 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 0.0032 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 0.0029 N N N N Credit Suisse AG Credit Suisse AG, 2.03% 2254EADM2 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2020-04-21 2020-04-21 2020-04-21 N N N 0.0151 23947636.80 23947636.80 0.0024 N N N N Credit Suisse AG Credit Suisse AG, 2.03% 2254EADN0 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2020-04-22 2020-04-22 2020-04-22 N N N 0.0151 19955600.00 19955600.00 0.0020 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 28996160.40 28996160.40 0.0030 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 19858788.00 19858788.00 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 4964105.50 4964105.50 0.0005 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.61% 31428FEV3 549300B2Q47IR0CR5B54 FHA716000 Financial Company Commercial Paper Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0149 5977720.20 5977720.20 0.0006 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 0.0012 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 0.0011 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 0.0011 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 26878905.00 26878905.00 0.0027 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 25000000.00 25000000.00 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 20970894.00 20970894.00 0.0021 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 64010220.80 64010220.80 0.0065 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 0.0030 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 11967765.60 11967765.60 0.0012 N N N N Royal Bank of Canada Royal Bank of Canada, 1.72% 78014XEZ6 ES7IP3U3RHIGC71XBU11 US78014XEZ69 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-05-27 2020-08-27 2020-08-27 N N N 0.0164 32012364.80 32012364.80 0.0033 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 34013127.40 34013127.40 0.0035 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 57003505.50 57003505.50 0.0058 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 75017865.00 75017865.00 0.0076 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 17956812.60 17956812.60 0.0018 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 0.0008 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 21938133.80 21938133.80 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 86564YCQ3 5493006GGLR4BTEL8O61 FDG675000 Financial Company Commercial Paper Y N/A N/A 2020-03-24 2020-03-24 2020-03-24 N N N 0.0155 30967084.20 30967084.20 0.0032 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 27959803.20 27959803.20 0.0028 N N N N Sumitomo Mitsui Trust Bank Ltd. 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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 22996895.00 22996895.00 0.0023 N Y Y 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 13537218.00 13537218.00 0.0014 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 5581933.28 5581933.28 0.0006 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 0.0011 N N N 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 2020-10-31 2049-11-15 1.665 - 4.375 19016300.00 19384333.69 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 19000000.00 19000000.00 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 2047-08-15 1.665 - 4.625 31933600.00 35734281.88 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 35000000.00 35000000.00 0.0036 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.60% 549300IMBXQ8SGH3HJ31 FHC693000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-15 2022-10-31 1.75 - 2 94663500.00 97933132.39 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 96000000.00 96000000.00 0.0098 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.62% 549300IMBXQ8SGH3HJ31 FHC719000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2024-01-31 1.25 - 2.75 38805400.00 39785433.70 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0161 39000000.00 39000000.00 0.0040 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FHA741000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2024-11-30 1.25 - 2.75 38892500.00 40811166.33 U.S. Treasuries (including strips) Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0162 40000000.00 40000000.00 0.0041 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FHB266000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2024-02-29 1.25 - 2.75 9624200.00 10202314.35 U.S. Treasuries (including strips) Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0162 10000000.00 10000000.00 0.0010 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FHB924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2024-02-29 1.125 - 2.375 10070200.00 10201866.02 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0162 10000000.00 10000000.00 0.0010 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 11976100.00 15457577.08 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 15000000.00 15000000.00 0.0015 N N 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 53894900.00 55087489.88 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 54000000.00 54000000.00 0.0055 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 2022-06-15 2022-06-15 1.75 - 1.75 100167100.00 102000064.33 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 100000000.00 100000000.00 0.0102 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 2023-04-30 2023-04-30 2.75 - 2.75 310770000.00 329914984.78 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 323000000.00 323000000.00 0.0329 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 1.61% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2021-05-31 2 - 2 10039400.00 10202791.56 U.S. Treasuries (including strips) Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 10000000.00 10000000.00 0.0010 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.60% 6PJDTY319315T5LR2241 FHC642000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-08-15 1.5 - 3.125 762261000.00 785278184.55 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 770000000.00 770000000.00 0.0784 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.61%, dated 2/28/2020 due 03/02/2020 B4TYDEB6GKMZO031MB27 FHD133000_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 286599624.72 66572237.01 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 65095000.00 65095000.00 0.0066 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 26520917.00 16325077.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 16000000.00 16000000.00 0.0016 N Y 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 NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 2049-04-01 4.87 - 4.87 1000.00 1049.71 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2048-08-15 0 - 4.375 6847602.05 6344982.67 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-03-20 2046-04-20 3 - 3.5 148008.00 43096.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4 - 4 2000.00 1292.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2047-02-01 0 - 6.625 4312780.00 4894693.01 Agency Debentures and Agency Strips 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 11000000.00 11000000.00 0.0011 N N 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 US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2048-02-15 0 - 1.811 6844892.45 4698475.22 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 302000.00 313098.03 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2035-07-20 2049-11-20 3.25 - 6 15878683.00 5175953.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-10-01 2040-10-01 4.5 - 4.5 259240.00 63976.97 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 0.0010 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 2021-04-15 2030-02-15 0.125 - 1.5 6925100.00 7140989.02 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 0.0163 6999883.10 6999883.10 0.0007 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.61%, dated 2/28/2020 due 03/02/2020 VJW2DOOHGDT6PR0ZRO63 FHD133000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 205.11 2.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 7691.50 15.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 26152.23 107.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 20539.65 1774.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 8614.48 18.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 18365.62 59.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 287.15 6.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 4 - 5 1239049.05 753611.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 12545.55 117.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 389.70 29.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 964.41 34.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 5127.67 18.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 7417.19 102.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 769.15 12.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 512.77 39.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 87973.22 89514.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 171.65 7.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 3 472047.93 487222.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 1476.77 24.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 1230.64 59.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 53635.39 45574.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 348.68 286.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 809.43 700.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 1456.26 893.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 553.79 10.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 52027.25 206.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 7436.88 4741.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 3 - 3.5 7713107.50 8019866.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 5466.50 571.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 5660.94 222.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2049-12-20 2.5 - 9.5 5287244.62 4001649.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-12-01 3.5 - 3.5 507603.19 253224.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 20.51 3.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 985.80 482.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 62.95 33.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-02-01 2.5 - 4.5 4689434.90 4741360.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 82802.28 82757.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 316171.93 52.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2036-09-01 3 - 5 70733.72 48739.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 123.23 65.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 3 - 6.5 35790.56 1565.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 9722.06 6222.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 287.15 161.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 212682.75 6708.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3 - 3 665.61 499.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 3303.39 827.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 33446.11 17984.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 24835.05 762.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 33637.49 22146.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 37349.92 12636.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 2 - 2 51276.67 51735.54 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-03-03 2050-02-15 0 - 8.75 10471265.21 10583611.45 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-04 2024-12-13 0 - 4.125 10967607.25 11048044.80 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-03-04 2050-02-03 1.375 - 5.05 3923034.19 4002047.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-04-01 2049-06-01 1.375 - 7.5 2838053.30 1781797.22 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-04 2050-02-01 1.3 - 9.5 19221892.28 16600972.71 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 0 - 0 102553.33 102053.59 Agency Debentures and Agency Strips Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 61532000.00 61532000.00 0.0063 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.61%, dated 2/28/2020 due 03/02/2020 E57ODZWZ7FF32TWEFA76 FHD133000_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 9.58 10.74 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-06-24 2037-01-29 1.9 - 3.5 118127.01 121385.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 170.65 184.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 7192.73 627.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2045-12-01 0 - 8 379252.35 34502.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-03-15 2049-10-20 2.5 - 10.5 7335620.94 154712.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-27 2050-02-01 1.375 - 9.5 1221878.03 698339.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 21940.36 155.51 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 191807.92 163503.60 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-03-03 2049-11-15 0 - 8.75 13620486.96 14879123.08 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 9.70 10.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 122705.72 137411.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 200.84 0.89 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 35307.83 40224.78 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 9.58 10.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 15877000.00 15877000.00 0.0016 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 2020-04-14 2028-02-15 0 - 8.125 22310800.00 22981238.25 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2027-04-01 2037-01-29 2.43 - 3.22 390000.00 411781.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 998236.00 1037606.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2032-07-15 6.25 - 6.25 1000.00 1545.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-12-10 2021-12-10 2.875 - 2.875 50000.00 51941.51 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2042-12-15 N/A 4000.00 2312.69 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-10-01 2038-10-01 6 - 6.5 6518.00 145.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 24000000.00 24000000.00 0.0024 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 1.61%, dated 2/28/2020 due 03/02/2020 MBNUM2BPBDO7JBLYG310 FHD133000_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 2032-06-01 2032-08-01 7 - 7 413621.90 10050.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-12-01 2033-02-01 5.5 - 5.5 622034.05 7670.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2028-09-01 2 - 2 5133.89 1855.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-05-01 2031-10-01 5.5 - 6 271992.33 3629.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-10-01 2025-07-01 4 - 5 232589.61 8964.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-07-01 2029-07-01 4 - 4 6457.05 5208.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2046-02-01 3 - 6 149052.83 49925.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-09-01 2024-10-01 4 - 4.5 27984.74 5584.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2029-07-01 2.88 - 3.77 436871.52 470173.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-10-01 2030-11-01 3.65 - 3.94 176718.39 202012.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 2029-01-01 3.57 - 4.2 9237.28 10211.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 4.19 - 4.19 17529.31 18666.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2032-02-01 2.45 - 2.88 517760.41 549982.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-09-01 2029-10-01 2.38 - 2.71 132316.67 140228.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-12-01 2030-02-01 2.44 - 2.57 289848.76 305862.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 4 - 4 155074.16 159346.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-01-01 2046-01-01 4.5 - 4.5 17366.99 4773.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-07-01 2029-10-01 3 - 3 32849.19 16467.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2043-01-01 3 - 4 96196.97 45386.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2032-12-01 6.5 - 7 3457585.00 17916.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 3.5 - 3.5 10314.87 10529.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2032-08-01 8 - 8.5 28580.40 5506.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 6 - 6 2598.33 2347.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-04-20 2069-12-20 1.5 - 10.5 22194264.46 18442794.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-09-01 2027-05-01 5.5 - 5.5 8945.06 5757.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2027-05-01 3 - 4.5 72168.75 8120.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2042-09-01 2.5 - 4 25904.97 9251.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-08-01 2032-02-01 2 - 2.5 10001.23 6160.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-12-01 2032-12-01 4 - 4 46880.91 10911.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-08-01 2030-03-01 3.5 - 3.5 37411.93 37948.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-08-01 3.5 - 4.5 440579.40 413697.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 6 - 6 349316.00 2094.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2029-08-01 5 - 6.5 622202.97 14727.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 4 - 4 4270.01 2012.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 11282.89 3083.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-02-01 2033-02-01 3 - 3 5292.67 1798.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2031-11-01 5 - 5.5 18545.50 6763.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2032-12-01 3 - 4 62610.85 53829.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-02-01 3 - 3 5035.07 5230.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-12-01 2030-06-01 3 - 3.5 16531.05 8323.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 3.5 - 3.5 6561.12 2567.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 3 - 3 3069.75 2443.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2032-09-01 3.5 - 3.5 100750.56 61373.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2025-08-01 4.5 - 4.5 369620.00 7671.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-06-01 2025-06-01 4 - 4 42410.14 6444.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2030-07-01 2 - 3.5 7836.14 4445.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2032-12-01 2.5 - 4.5 36332.07 20864.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-01-01 2032-12-01 2 - 6 334905.29 29560.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 2.5 - 2.5 113885.65 116606.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-11-01 2024-11-01 4 - 4 42337.10 44468.14 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2020-04-15 0.125 - 0.125 3079613.26 3387435.27 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-21 2025-02-21 1.95 - 1.95 321635.35 322437.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2029-05-01 2029-05-01 3 - 3 14446.40 9206.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 2.5 - 3 4254.81 4377.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2033-11-01 4 - 4.5 285575.35 300081.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2030-10-01 3.49 - 3.73 205856.53 234430.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-12-01 2032-12-01 3 - 3 1044.24 1061.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2049-06-01 2 - 8.5 8406186.58 1629014.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-12-01 2049-08-01 2 - 9 27733946.63 5038802.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 109983.73 120229.56 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 0.0160 31756000.00 31756000.00 0.0032 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.61%, dated 2/28/2020 due 03/02/2020 1VUV7VQFKUOQSJ21A208 FHD133000_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 17481203.49 19018830.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 300318.95 302883.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 4 - 4 329938.46 258444.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-06-20 2050-02-20 2.5 - 4.5 4481968.45 2693502.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-03-01 2049-04-01 3 - 4.5 2350299.54 2059632.48 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 23815000.00 23815000.00 0.0024 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 9902903.00 10301390.87 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 10000000.00 10000000.00 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 FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 6597848.00 6742659.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 7500000.00 7708428.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 25446880.00 25664204.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-08-01 2049-03-01 3 - 4.5 62200176.00 10983346.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-04-01 5 - 5 868352.00 629578.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 8985760.00 94274.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-08-01 2048-09-01 2 - 6 15324712.00 7505592.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 5921340.00 5960618.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 64000000.00 64000000.00 0.0065 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 2026-10-01 2027-11-01 5.5 - 6 2550000.00 51797.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-11-01 2031-11-01 7.5 - 7.5 5775360.00 15568.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-10-01 2045-10-01 4 - 4 1028708.00 513696.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-03-01 2048-05-01 3 - 3.5 3183770.00 2441676.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-06-15 2049-10-15 3.5 - 3.5 45809190.00 46689542.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2037-09-01 6.5 - 6.5 1319338.00 11638.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-09-01 2046-03-01 4 - 5.5 2290749.00 271629.71 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 49000000.00 49000000.00 0.0050 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.61%, dated 2/28/2020 due 03/02/2020 CYYGQCGNHMHPSMRL3R97 FHD133000_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 8472264.60 9581247.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2048-09-01 3.5 - 4.5 214120.42 181227.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 544660.14 567542.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-02-01 2049-05-01 2.5 - 4.5 2551482.37 1817756.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 11908000.00 11908000.00 0.0012 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 2042-11-01 2042-11-01 3.835 - 3.835 2645000.00 193134.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-02-01 2049-10-01 2.5 - 4 26404865.00 16131244.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 16000000.00 16000000.00 0.0016 N N 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 2049-01-01 2049-01-01 3.5 - 3.5 1465000.00 1113750.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-09-01 2040-09-01 5 - 5 510542.00 73973.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5.5 - 5.5 5139848.00 214387.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-01-01 2039-01-01 5.5 - 5.5 1385300.00 32557.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 4.5 - 4.5 1475000.00 688120.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-06-01 2042-02-01 5 - 5.5 27768512.00 2873216.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 3.5 - 3.5 43101.00 32040.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2038-12-01 5.5 - 5.5 289864.00 5221.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-09-01 2047-10-01 2 - 6 21991496.00 7210540.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 12000000.00 12000000.00 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 2049-06-01 2049-06-01 3.5 - 3.5 1700864.00 1442615.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-06-01 2050-01-01 4 - 4.5 7043200.00 6719574.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 8000000.00 8000000.00 0.0008 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.61%, dated 2/28/2020 due 03/02/2020 ZBUT11V806EZRVTWT807 FHD133000_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 4085.03 3477.73 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2040-02-15 1.375 - 6.125 31948216.59 37085816.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5.5 - 5.5 14808.05 135.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 95067.26 97809.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 3.5 - 3.5 32427.08 23119.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 5.5 - 5.5 139321.59 11279.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2047-10-01 4 - 4.5 19751.61 12140.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 3155404.81 2676307.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 20893.89 278.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2038-10-01 4.5 - 4.5 35325.12 26026.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-01-01 2033-01-01 2.5 - 2.5 9299.92 7052.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-01 2056-08-01 2 - 7 19068088.56 16089948.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 4.5 - 4.5 149.35 139.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 2553.48 2563.21 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 54930000.00 54930000.00 0.0056 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 1.61%, dated 2/28/2020 due 03/02/2020 ZOMOLU8CGIZRYZ7PFU34 FHD133000_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 11093939.89 11654325.42 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2050-02-01 3 - 4.5 5337120.61 5352358.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 16671000.00 16671000.00 0.0017 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.61%, dated 2/28/2020 due 03/02/2020 7TK5RJIZDFROZCA6XF66 FHD133000_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 25921557.41 25872177.64 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 3 - 3 653176.94 660562.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-02-01 2049-05-01 2 - 4 2597914.78 2620764.90 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 28578000.00 28578000.00 0.0029 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 US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2025-11-30 0 - 8.125 10900.00 11145.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2032-02-01 2032-02-01 6 - 6 7206540.00 29716.08 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2026-11-12 2042-10-23 1.8 - 3.93 14409000.00 17919625.18 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-09-01 2022-09-01 9 - 9 2600000.00 95.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-12-01 2040-12-01 4 - 4 5000000.00 789505.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2048-02-01 3 - 5 16987272.00 2259577.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-07-15 2036-07-15 5.5 - 5.5 500000.00 767768.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 900000.00 562095.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2026-11-01 3 - 3 6601105.00 1010541.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2033-08-01 4 - 4 41097.00 25548.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-01-01 2050-01-01 2.5 - 8.5 66831579.00 12978468.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 2.5 - 2.5 46098043.00 48317202.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 83000000.00 83000000.00 0.0085 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.61%, dated 2/28/2020 due 03/02/2020 OXTKY6Q8X53C9ILVV871 FHD133000_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 15.23 15.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-04-01 0 - 9 8235609.51 744816.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 5 - 5 393.58 376.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 24685.92 25664.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-03-20 2069-03-20 2.5 - 7.5 7101768.25 4697411.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-05-01 3.5 - 4.5 157152.09 155894.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4 192155.08 131891.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-25 2055-09-01 2.86 - 8.5 12298738.56 10193190.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 279.98 251.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-01-01 3 - 4.5 793913.15 809057.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2029-07-01 2.65 - 2.95 39896.63 42663.28 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2029-07-15 0.25 - 2.75 3249938.66 3442268.72 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2026-06-01 6 - 6 368682.69 8989.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2026-02-01 3.575 - 3.575 170757.56 186461.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 192337.02 200448.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2021-11-29 1.875 - 1.875 63204.66 64481.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 4769928.96 3415162.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 14467.43 15332.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-11-01 2044-11-01 3.17 - 3.17 14.08 15.78 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 23658000.00 23658000.00 0.0024 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.61% OXTKY6Q8X53C9ILVV871 FHA677000 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 2049-03-01 2049-03-01 4 - 4 15919.00 13264.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2050-02-20 3 - 5 17293851.00 18007071.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-01-01 2049-06-01 3.5 - 7.5 11578528.00 5445960.06 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 23000000.00 23000000.00 0.0023 N N 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 2047-08-01 2047-08-01 3.5 - 3.5 316087.00 299258.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 669465.00 688369.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.54 - 3.54 318931.00 359210.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 3092202.00 1600589.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-11-01 3 - 3.5 486772.00 490838.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2049-12-01 2.109 - 4.5 36022415.00 22532798.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-08-15 2050-01-20 1.947 - 6.5 24393729.00 20998699.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 1059347.00 1031626.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 100000.00 75471.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2050-02-01 1.927 - 6 86722611.00 33241327.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 4 - 4 4790000.00 4994133.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-02-01 2029-02-01 3.54 - 3.54 1811489.00 2043549.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 1601.00 1666.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3.5 414262.00 429350.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 963163.00 862345.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2044-08-01 4 - 4 1966.00 1001.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 601933.00 404175.69 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 88000000.00 88000000.00 0.0090 N N Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.61%, dated 2/28/2020 due 03/02/2020 5U0XI89JRFVHWIBS4F54 FHD133000_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 9314676.35 9452396.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2050-03-01 2.5 - 3.5 121386546.49 115633124.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 5907037.04 5930781.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 127592000.00 127592000.00 0.0130 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 52989187.00 41831222.01 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 41000000.00 41000000.00 0.0042 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.61%, dated 2/28/2020 due 03/02/2020 VYVVCKR63DVZZN70PB21 FHD133000_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 17488298.74 18087350.56 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-12-20 3 - 5 24717569.13 20625169.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-01 2057-01-01 2 - 5.5 37737836.03 36602114.06 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 73828000.00 73828000.00 0.0075 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 2050-02-01 2050-02-01 2.5 - 2.5 32181960.00 32648759.33 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 32000000.00 32000000.00 0.0033 N N 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 VERIZON COMMUNICATIONS INC SR GLBL NT 29 2S72QS2UO2OESLG6Y829 2029-12-03 2029-12-03 4.016 - 4.016 249.00 288.98 Corporate Debt Securities POSCO SR GLBL 144A 25 988400E5HRVX81AYLM04 2025-01-17 2025-01-17 2.5 - 2.5 994331.00 1006856.81 Corporate Debt Securities UNION ELEC CO 1M GLBL BD 4%48 QMPJLLDULY5C1M8PNY21 2048-04-01 2048-04-01 4 - 4 6231.00 7606.83 Corporate Debt Securities AT&T INC SR GLBL NT 26 549300Z40J86GGSTL398 2026-01-15 2026-01-15 3.875 - 3.875 6000.00 6563.57 Corporate Debt Securities TOTAL SYS SVCS INC SR GLBL NT 28 549300NOMHGVQBX6S778 2028-06-01 2028-06-01 4.45 - 4.45 368.00 421.94 Corporate Debt Securities JP MORGAN CHASE BANK NA GLBL NT 2.739%30 8I5DZWZKVSZI1NUHU748 2030-10-15 2030-10-15 2.739 - 2.739 1733.00 1809.15 Corporate Debt Securities ERP OPER LTD PARTNERSHIP SR GLBL NT 3%29 DX5HQV5MLU50FEWZ5072 2029-07-01 2029-07-01 3 - 3 2978316.00 3198770.95 Corporate Debt Securities FISERV INC SR GLBL NT3.8%23 GI7UBEJLXYLGR2C7GV83 2023-10-01 2023-10-01 3.8 - 3.8 1907775.00 2065789.64 Corporate Debt Securities APPLE INC SR GLBL NT 3%24 HWUPKR0MPOU8FGXBT394 2024-02-09 2024-02-09 3 - 3 12000.00 12646.60 Corporate Debt Securities POWER FIN LTD 6.15%28 3358003Q6D9LIJJZ1614 2028-12-06 2028-12-06 6.15 - 6.15 488.00 581.43 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 0.0006 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 ALPHABET INC CAP STK CL A 5493006MHB84DD0ZWV18 2500-12-31 2500-12-31 N/A 2466.00 3242666.70 Equities MICRON TECHNOLOGY INC COM B3DXGBC8GAIYWI2Z0172 2500-12-31 2500-12-31 N/A 18100.00 915498.00 Equities FS KKR CAPITAL CORP COM 549300TYRSI1T21B1360 2500-12-31 2500-12-31 N/A 3126899.00 17979669.25 Equities ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 2500-12-31 2500-12-31 N/A 1605.00 48968.55 Equities MOMO INC ADR 549300YMGLID32W48529 2500-12-31 2500-12-31 N/A 300000.00 8313000.00 Equities ADVANCED MICRO DEVICES INC COM R2I72C950HOYXII45366 2500-12-31 2500-12-31 N/A 83800.00 3688038.00 Equities AMICUS THERAPEUTICS INC COM 549300MRD1SMUTNBPQ53 2500-12-31 2500-12-31 N/A 448136.00 4183349.56 Equities HP INC COM WHKXQACZ14C5XRO8LW03 2500-12-31 2500-12-31 N/A 341413.00 7470116.44 Equities ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2500-12-31 2500-12-31 N/A 1171.00 26804.19 Equities DIEBOLD NXDF INC COM 549300XZK6EWDBAZSY16 2500-12-31 2500-12-31 N/A 1.00 7.13 Equities FACEBOOK INC CL A BQ4BKCS1HXDV9HN80Z93 2500-12-31 2500-12-31 N/A 30710.00 5827222.50 Equities GENERAL MTRS CO COM 54930070NSV60J38I987 2500-12-31 2500-12-31 N/A 1390.00 42686.90 Equities TWITTER INC COM 549300I8RX485XMK6836 2500-12-31 2500-12-31 N/A 99209.00 3274889.09 Equities SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 529900YZVDXMTV4XGE96 2500-12-31 2500-12-31 N/A 80278.00 1308531.40 Equities ADOBE INC COM FU4LY2G4933NH2E1CP29 2500-12-31 2500-12-31 N/A 14054.00 4743506.08 Equities APPLE INC COM HWUPKR0MPOU8FGXBT394 2500-12-31 2500-12-31 N/A 24498.00 6700692.96 Equities ALLIANT ENERGY CORP COM 5493009ML300G373MZ12 2500-12-31 2500-12-31 N/A 7758.00 426302.10 Equities ALLERGAN PLC SHS 635400FWJZQC1IPYUH69 2500-12-31 2500-12-31 N/A 4950.00 938124.00 Equities ALLEGRO MERGER CORP COM 5493009YVGQK5AKMLC79 2500-12-31 2500-12-31 N/A 28.00 288.12 Equities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0176 64000000.00 64000000.00 0.0065 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 NIELSEN COMPANY SR NT 144A 21 549300MFMRJBOPHHM352 2021-10-01 2021-10-01 5.5 - 5.5 2000000.00 2040476.67 Corporate Debt Securities FORD MOTOR CREDIT CO LLC SR GLBL -B NT 22 UDSQCVRUX5BONN0VY111 2022-08-03 2022-08-03 2.979 - 2.979 194218.00 195639.43 Corporate Debt Securities UNION ELEC CO 1M GLBL BD 4%48 QMPJLLDULY5C1M8PNY21 2048-04-01 2048-04-01 4 - 4 74662.00 91147.62 Corporate Debt Securities FISERV INC SR GLBL NT3.8%23 GI7UBEJLXYLGR2C7GV83 2023-10-01 2023-10-01 3.8 - 3.8 2885194.00 3124165.00 Corporate Debt Securities MEREDITH CORP SR GLBL NT 26 549300YC8BC386CCTS24 2026-02-01 2026-02-01 6.875 - 6.875 2629401.00 2702120.37 Corporate Debt Securities NOVA CHEMICALS CORP SR 144A NT 5%25 5493007M1XGU5E55ZJ25 2025-05-01 2025-05-01 5 - 5 3000000.00 2973750.00 Corporate Debt Securities HECLA MNG CO SR NT 6.875%21 5493009Y6HOBZD1QD537 2021-05-01 2021-05-01 6.875 - 6.875 5783000.00 5924936.51 Corporate Debt Securities POWER FIN LTD 6.15%28 3358003Q6D9LIJJZ1614 2028-12-06 2028-12-06 6.15 - 6.15 6499512.00 7743832.74 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR NT 4.5%20 2020-10-01 2020-10-01 4.5 - 4.5 378000.00 385418.25 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 25 5493003STKEZ2S0RNU91 2025-07-15 2025-07-15 3.95 - 3.95 124000.00 129244.96 Corporate Debt Securities HYUNDAI CAP AMER INC SR 144A NT 3%27 549300RIPPWJB5Z0FK07 2027-02-10 2027-02-10 3 - 3 15503.00 15812.44 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 3.625%090149 UE2136O97NLB5BYP9H04 2049-09-01 2049-09-01 3.625 - 3.625 7300000.00 8097496.61 Corporate Debt Securities UNITED TECHNOLOGIES CORP 4.125%28 I07WOS4YJ0N7YRFE7309 2028-11-16 2028-11-16 4.125 - 4.125 4000.00 4693.91 Corporate Debt Securities PETROBRAS GLOB FIN SR GLBL REGS 30 549300FNENFFSMO3GT38 2030-01-15 2030-01-15 5.093 - 5.093 537203.00 580761.20 Corporate Debt Securities CISCO SYS INC SR GLBL NT2.2%23 8E6NF1YAL0WT6CWXXV93 2023-09-20 2023-09-20 2.2 - 2.2 10000.00 10332.06 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0178 32000000.00 32000000.00 0.0033 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 KOREA GAS CORP GLBL MTN REG S FR 2.75%072022 988400TFZILHBD5M3R71 2022-07-20 2022-07-20 2.75 - 2.75 2919.00 2997.65 Corporate Debt Securities AUSTRALIA & NEW ZEALA BKG 144A ALT TIER I COCO JHE42UYNWWTJB8YTTU19 2099-12-31 2099-12-31 6.75 - 6.75 295000.00 341626.96 Corporate Debt Securities INTESA SANPAOLO S P A SR GLBL-X 144A27 2W8N8UU78PMDQKZENC08 2027-07-14 2027-07-14 3.875 - 3.875 5598000.00 5878382.05 Corporate Debt Securities ROYAL BK SCOTLAND GROUP PLC FXD/FLTG SRNT 25 2138005O9XJIJN4JPN90 2025-03-22 2025-03-22 4.269 - 4.269 126572.00 138388.64 Corporate Debt Securities JPMORGAN CHASE & CO PERP SUB GLBL -X 8I5DZWZKVSZI1NUHU748 2500-12-31 2500-12-31 6.1 - 6.1 33000.00 36278.82 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT 26 IM7X0T3ECJW4C1T7ON55 2026-03-15 2026-03-15 5.55 - 5.55 4580677.00 5324941.58 Corporate Debt Securities ROCKWELL COLLINS INC SR GLBL NT2.8%22 XO75O7GICH1NPWLBRL05 2022-03-15 2024-03-15 2.8 - 3.2 12588000.00 13306399.71 Corporate Debt Securities BAYER US FIN II LLC GLBL 144A NT 28 529900XWNEXYNJ3X6T40 2028-12-15 2028-12-15 4.375 - 4.375 200000.00 228394.31 Corporate Debt Securities CREDIT AGRICOLE S A ALT TIER I PERP 969500TJ5KRTCJQWXH05 2099-12-31 2099-12-31 8.125 - 8.125 283995.00 343543.11 Corporate Debt Securities METLIFE INC EXT SB 144A NT68 C4BXATY60WC6XEOZDX54 2068-04-08 2068-04-08 9.25 - 9.25 425000.00 652788.19 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0170 25000000.00 25000000.00 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 ORIENT PT CDO LTD 2005-1 E 20451003 FLT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 4.608 - 4.608 6667176.00 2719600.99 Other Instrument COLLATERALIZED DEBT OBLIGATION DUKE FDG X 2006-10 A1 20460409 FLT 549300K75EIHG4JT8034 2046-04-09 2046-04-09 2.338 - 2.338 8699922.00 421382.66 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO IV 2005-4 C 20421205 FLT 549300NYV3IPIKFFCG84 2042-12-05 2042-12-05 4.1 - 4.1 2773.00 1105.43 Other Instrument COLLATERALIZED DEBT OBLIGATION ELANCO ANIMAL HEALTH INC 5% TNGBL EQTY UT 549300SHPNDCE059M934 2500-12-31 2500-12-31 N/A 432.00 22312.80 Equities PYXIS ABS CDO 2006-1 LTD / LLC 5493008NHAXUFFL0HW88 2046-11-10 2046-11-10 2.197 - 2.197 6445687.00 1612031.29 Asset-Backed Securities DUKE FDG HIGH GR I 2005-1 C-1 20450127 FLT 549300MJOVGFV8KHRW69 2045-01-27 2045-01-27 4.023 - 4.023 49190.00 14922.29 Other Instrument COLLATERALIZED DEBT OBLIGATION JER CRE CDO 2006-2 G-FL 20450325 FLT 549300HX6FUK9WBH2U64 2045-03-25 2045-03-25 3.627 - 3.627 639491.00 201451.96 Other Instrument COLLATERALIZED DEBT OBLIGATION SUMMER STR LTD 2005-HG1 D 144A 20451208 FLT 549300120I6CQ40Z0039 2045-12-08 2045-12-08 4.685 - 4.685 13100000.00 4483655.24 Other Instrument COLLATERALIZED DEBT OBLIGATION JUPITER HGH-GRD CDO III 2005-3 B 20420608 FLT 2042-06-08 2042-06-08 2.702 - 2.702 488.00 81.94 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CRE CDO 1 2006-1 B 20460107 FLT 5493002EBTUBMFFXYD63 2046-01-07 2046-01-07 2.493 - 2.493 3688005.00 250471.55 Other Instrument COLLATERALIZED DEBT OBLIGATION NOMURA CRE CDO 2007-2 H 144A 20420521 FLT 549300U9HYZNUTPVJA78 2042-05-21 2042-05-21 3.151 - 3.352 26.00 6.83 Other Instrument COLLATERALIZED DEBT OBLIGATION ORION LTD 2006-1 C 144A 20460910 FLT 549300MLMUOPMGCXUV63 2046-09-10 2046-09-10 3.277 - 3.277 7999856.00 2733366.37 Other Instrument COLLATERALIZED DEBT OBLIGATION MONTTAUK POINT CDO II LTD 54930046COUSLUSBKU90 2046-04-06 2046-04-06 1.74 - 1.74 1499997.00 385408.35 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO V 2006-5 A-2 20461006 FLT 549300LSG1AJYQVQCE38 2046-10-06 2046-10-06 1.65 - 7.4 27586082.00 7696515.24 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 0.0019 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 ORIENT PT CDO LTD 2005-1 E 20451003 FLT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 4.608 - 4.608 5832824.00 2379261.32 Other Instrument COLLATERALIZED DEBT OBLIGATION BUCKINGHAM CDO II LTD 549300DM0V5WSWPRUZ90 2041-03-05 2041-03-05 4.734 - 4.734 2.00 0.73 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO IV 2005-4 C 20421205 FLT 549300NYV3IPIKFFCG84 2042-12-05 2042-12-05 4.1 - 4.1 1096305.00 437031.59 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 19448585.00 5899927.11 Other Instrument COLLATERALIZED DEBT OBLIGATION JER CRE CDO 2006-2 G-FL 20450325 FLT 549300HX6FUK9WBH2U64 2045-03-25 2045-03-25 3.627 - 3.627 13360509.00 4208817.25 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 192804.00 32372.86 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 9958.00 2588.73 Other Instrument COLLATERALIZED DEBT OBLIGATION CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 22 82VOJDD5PTRDMVVMGV31 2022-08-04 2022-08-04 N/A 9567.00 9365.14 Corporate Debt Securities WEST COAST FDG I LTD 2006-1 B 20411102 FLT 549300QXECZQNCECZH07 2041-11-02 2041-11-02 2.208 - 2.208 101.00 1.01 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 12000000.00 12000000.00 0.0012 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 7600.00 7899.63 U.S. Treasuries (including strips) UNITED OVERSEAS BK LTD DISC CO 2020-05-14 2020-05-14 N/A 19064629.00 18999999.91 Money Market KOREA DEV BK N Y BRH 2020-05-07 2020-05-12 N/A 271876.00 270991.61 Money Market BANCO DE CHILE DISC COML PAPER 2020-04-09 2020-04-09 N/A 254.00 253.54 Money Market CNPC FIN HONG KONG LTD DISC CO 2020-03-20 2020-04-07 N/A 9.00 8.99 Money Market DBS BANK LTD 2020-05-11 2020-05-11 N/A 299733.00 298746.58 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 19000000.00 19000000.00 0.0019 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 25462000.00 26256527.56 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0174 25000000.00 25000000.00 0.0025 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 PANASONIC CORP SR GLBL REGS 22 254900GE1G59KGWPHX32 2022-07-19 2022-07-19 2.536 - 2.536 25655445.00 26235959.31 Corporate Debt Securities APPLE INC SR GLBL NT 3%27 HWUPKR0MPOU8FGXBT394 2027-11-13 2027-11-13 3 - 3 14542167.00 15776360.71 Corporate Debt Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0174 40000000.00 40000000.00 0.0041 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 10695541.00 11552824.26 Corporate Debt Securities Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0175 11000000.00 11000000.00 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 KOREA GAS CORP GLBL MTN REG S FR 4.25%110220 988400TFZILHBD5M3R71 2020-11-02 2020-11-02 4.25 - 4.25 9822000.00 10128490.05 Corporate Debt Securities APPLE INC SR GLBL NT 3%27 HWUPKR0MPOU8FGXBT394 2027-11-13 2027-11-13 3 - 3 16800728.00 18226605.79 Corporate Debt Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0175 27000000.00 27000000.00 0.0028 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 CITIGROUP INC SB GLBL NT4.4%25 6SHGI4ZSSLCXXQSBB395 2025-06-10 2025-06-10 4.4 - 4.4 8000.00 8942.43 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 3.85%042828 WFLLPEPC7FZXENRZV188 2028-04-28 2028-04-28 3.85 - 3.85 65000.00 74694.32 Corporate Debt Securities CHEVRON CORP NEW SR GLBL NT 25 2025-11-17 2025-11-17 3.326 - 3.326 56000.00 61453.91 Corporate Debt Securities BP CAP MKTS P L C SR GLBL NT 27 549300CRVT18MXX0AG93 2027-09-19 2027-09-19 3.279 - 3.279 85000.00 91978.69 Corporate Debt Securities TELEFONICA EUROPE B V SR GLBL NT 30 7245007FZS0M65WUGP67 2030-09-15 2030-09-15 8.25 - 8.25 184000.00 278663.25 Corporate Debt Securities AMERICAN TOWER CORP NEW SR GLBL NT 5%24 5493006ORUSIL88JOE18 2024-02-15 2024-02-15 5 - 5 96000.00 107434.13 Corporate Debt Securities COOPERATIEVE CNT RAIFFEISEN NY FR 3.375%052125 DG3RU1DBUFHT4ZF9WN62 2025-05-21 2025-05-21 3.375 - 3.375 3000000.00 3286841.25 Corporate Debt Securities MPLX LP SR GLBL NT 27 5493000CZJ19CK4P3G36 2027-03-01 2027-03-01 4.125 - 4.125 65000.00 70825.38 Corporate Debt Securities GILEAD SCIENCES INC SR GLBL NT3.5%25 549300WTZWR07K8MNV44 2025-02-01 2025-02-01 3.5 - 3.5 88000.00 95070.36 Corporate Debt Securities BANK AMER CORP FR 2.738%012322 9DJT3UXIJIZJI4WXO774 2022-01-23 2028-07-21 2.738 - 3.593 348000.00 361383.99 Corporate Debt Securities MORGAN STANLEY FR 4.875%110122 IGJSJL3JD5P30I6NJZ34 2022-11-01 2022-11-01 4.875 - 4.875 19000.00 20815.71 Corporate Debt Securities WORLD BANK ZTMSNXROF84AHWJNKQ93 2030-05-01 2030-05-01 N/A 187000.00 155933.69 Other Instrument INTERNATIONAL DEBT CVS HEALTH CORP SR GLBL NT 25 549300EJG376EN5NQE29 2025-07-20 2025-07-20 3.875 - 3.875 79000.00 85719.76 Corporate Debt Securities JPMORGAN CHASE & CO SUB GLBL NT 23 8I5DZWZKVSZI1NUHU748 2023-05-01 2023-05-01 3.375 - 3.375 14000.00 14793.64 Corporate Debt Securities AT&T INC SR GLBL NT 24 549300Z40J86GGSTL398 2024-04-01 2027-03-01 4.25 - 4.45 54000.00 61091.76 Corporate Debt Securities AON CORP SR GLBL NT 29 LTS3U8DGK38SETRUWX71 2029-05-02 2029-05-02 3.75 - 3.75 75000.00 84325.75 Corporate Debt Securities ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2022-09-13 2022-09-13 1.75 - 1.75 1000000.00 1022520.83 Other Instrument INTERNATIONAL DEBT AMAZON COM INC SR GLBL NT 27 ZXTILKJKG63JELOEG630 2027-08-22 2027-08-22 3.15 - 3.15 43000.00 46897.30 Corporate Debt Securities ANZ NEW ZEALAND INTL LTD 144A FR 2.75%020321 213800VD256NU2D97H12 2021-02-03 2021-02-03 2.75 - 2.75 230000.00 232870.34 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT 28 51M0QTTNCGUN7KFCFZ59 2028-02-15 2028-02-15 3.15 - 3.15 97000.00 104659.85 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0176 6000000.00 6000000.00 0.0006 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 DEERE JOHN CAP CORP MTNS BE FR 2.25%091426 E0KSF7PFQ210NWI8Z391 2026-09-14 2026-09-14 2.25 - 2.25 27000.00 28126.84 Corporate Debt Securities EUROPEAN INVT BK SR NT 1.625%20 5493006YXS1U5GIHE750 2020-03-16 2020-03-16 1.625 - 1.625 1043000.00 1050637.37 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 25 2S72QS2UO2OESLG6Y829 2025-02-15 2025-02-15 3.376 - 3.376 668.00 717.83 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 29 549300CRGMZK3K53BF92 2029-01-23 2029-01-23 4.75 - 4.75 1760808.00 2075320.10 Corporate Debt Securities SALESFORCE COM INC SR NT 3.7%28 RCGZFPDMRW58VJ54VR07 2028-04-11 2028-04-11 3.7 - 3.7 925000.00 1045787.01 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0167 4000000.00 4000000.00 0.0004 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 65403.00 5892810.30 Equities SELECT SECTOR SPDR TR ENERGY 549300EJNY3KKJHPOY44 2500-12-31 2500-12-31 N/A 2425.00 118013.66 Equities MICRON TECHNOLOGY INC COM B3DXGBC8GAIYWI2Z0172 2500-12-31 2500-12-31 N/A 3006.00 152043.48 Equities SNAP INC CL A 549300JNC0L6VP8A2Q35 2500-12-31 2500-12-31 N/A 19021.00 278847.86 Equities MGM GROWTH PPTYS LLC CL A COM 549300E2UGIBHWE12262 2500-12-31 2500-12-31 N/A 1358.00 39246.20 Equities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0172 6000000.00 6000000.00 0.0006 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 633.00 43917.54 Equities ANAPLAN INC COM 2500-12-31 2500-12-31 N/A 1.00 44.03 Equities INTEL CORP COM KNX4USFCNGPY45LOCE31 2500-12-31 2500-12-31 N/A 606.00 33832.98 Equities FIDELITY NATL INFORMATION SVCS COM 6WQI0GK1PRFVBA061U48 2500-12-31 2500-12-31 N/A 5028.00 698238.36 Equities MICRON TECHNOLOGY INC COM B3DXGBC8GAIYWI2Z0172 2500-12-31 2500-12-31 N/A 13823.00 699167.34 Equities F5 NETWORKS INC COM 2500-12-31 2500-12-31 N/A 2365.00 290422.00 Equities SNAP INC CL A 549300JNC0L6VP8A2Q35 2500-12-31 2500-12-31 N/A 57026.00 836001.16 Equities TECHNIPFMC PLC COM 549300D5I93QWCJTCK36 2500-12-31 2500-12-31 N/A 3.00 45.90 Equities MGM GROWTH PPTYS LLC CL A COM 549300E2UGIBHWE12262 2500-12-31 2500-12-31 N/A 3458.00 99936.20 Equities TRANSUNION COM 549300ZS772LUNUMRB03 2500-12-31 2500-12-31 N/A 2201.00 198310.10 Equities FACEBOOK INC CL A BQ4BKCS1HXDV9HN80Z93 2500-12-31 2500-12-31 N/A 16.00 3036.00 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 17.00 1412.19 Equities PROGRESSIVE CORP OHIO COM 529900TACNVLY9DCR586 2500-12-31 2500-12-31 N/A 1900.00 144932.00 Equities AUTOLIV INC COM A23RUXWKASG834LTMK28 2500-12-31 2500-12-31 N/A 1407.00 94986.57 Equities RANGE RES CORP COM H3Y3WLYCX0BTO1TRW162 2500-12-31 2500-12-31 N/A 2.00 5.50 Equities SELECT SECTOR SPDR TR SBI CONS STPLS 549300EJNY3KKJHPOY44 2500-12-31 2500-12-31 N/A 18759.00 1178963.80 Equities COLGATE PALMOLIVE CO COM YMEGZFW4SBUSS5BQXF88 2500-12-31 2500-12-31 N/A 9296.00 652114.40 Equities JOHNSON & JOHNSON COM 549300G0CFPGEF6X2043 2500-12-31 2500-12-31 N/A 922.00 128268.64 Equities MOSAIC CO NEW COM 2YD5STGSJNMUB7H76907 2500-12-31 2500-12-31 N/A 2.00 33.10 Equities ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2500-12-31 2500-12-31 N/A 506140.00 11585544.60 Equities ISHARES INC MSCI BRAZIL ETF F6BK0XM2JFWYXJ2MDK09 2500-12-31 2500-12-31 N/A 22787.00 860892.86 Equities BOSTON SCIENTIFIC CORP COM Y6ZDD9FP4P8JSSJMW954 2500-12-31 2500-12-31 N/A 20681.00 784223.52 Equities ANTHEM INC COM 8MYN82XMYQH89CTMTH67 2500-12-31 2500-12-31 N/A 539.00 138986.54 Equities HOME DEPOT INC COM QEKMOTMBBKA8I816DO57 2500-12-31 2500-12-31 N/A 97.00 21798.81 Equities PROLOGIS INC COM 529900DFH19P073LZ636 2500-12-31 2500-12-31 N/A 11600.00 1005836.00 Equities CISCO SYS INC COM 8E6NF1YAL0WT6CWXXV93 2500-12-31 2500-12-31 N/A 17.00 680.68 Equities NVIDIA CORP COM 549300S4KLFTLO7GSQ80 2500-12-31 2500-12-31 N/A 4144.00 1046774.40 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 19000000.00 19000000.00 0.0019 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 DISNEY WALT CO NEW 2020-05-22 2020-05-22 N/A 33095000.00 32970529.70 Money Market Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0176 32000000.00 32000000.00 0.0033 N N Y N J.P. Morgan Securities, LLC J.P. 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Morgan Securities, LLC J.P. 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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 2020-08-27 2048-11-15 0 - 3.375 7158400.00 9253245.18 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 0.0009 N Y Y N Mizuho Securities U.S.A., Inc. 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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 ALTRIA GROUP INC SR GLBL NT6.2%59 XSGZFLO9YTNO9VCQV219 2059-02-14 2059-02-14 6.2 - 6.2 3313000.00 4286363.08 Corporate Debt Securities MARATHON PETE CORP SR NT 6.5%41 3BNYRYQHD39K4LCKQF12 2041-03-01 2041-03-01 6.5 - 6.5 851000.00 1168132.24 Corporate Debt Securities NUCOR CORP SR NT 5.2%43 549300GGJCRSI2TIEJ46 2043-08-01 2043-08-01 5.2 - 5.2 3847000.00 5050380.07 Corporate Debt Securities Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0207 10000000.00 10000000.00 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 PROFIRE ENERGY INC COM 5299000Z8I499RSMID74 2500-12-31 2500-12-31 N/A 6.00 7.20 Equities GENERAL MTRS FINL CO INC SR GLBL NT3.7%23 5493008B6JBRUJ90QL97 2023-05-09 2023-05-09 3.7 - 3.7 2000.00 2102.31 Corporate Debt Securities LEISURE ACQUISITION CORP UNIT EXP 000022 2500-12-31 2500-12-31 N/A 63902.00 655634.52 Equities STONEMOR INC COM 2500-12-31 2500-12-31 N/A 2515554.00 2577185.07 Equities CREDIT SUISSE AG NASSAU BRH VELOCITY SHS NEW 2500-12-31 2500-12-31 N/A 63.00 6114.15 Equities ASSURANT INC SR NT 6.75%34 H3F39CAXWQRVWURFXL38 2034-02-15 2034-02-15 6.75 - 6.75 2000.00 2596.42 Corporate Debt Securities UBS AG LONDON BRH ETRAC 2X LEV LNG 2500-12-31 2500-12-31 N/A 92.00 1166.56 Equities ENERGY TRANSFER OPERATING L P 5.5%27 5493008K8W3OKZE54J59 2027-06-01 2027-06-01 5.5 - 5.5 1.00 1.15 Corporate Debt Securities 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 RBS Securities, Inc. RBS Securities, Inc., 1.75% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2023-01-15 2023-01-15 1.5 - 1.5 2511300.00 2556184.93 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-02-24 2023-02-21 1.5 - 1.709 17863000.00 17846860.97 Agency Debentures and Agency Strips Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0174 20000000.00 20000000.00 0.0020 N Y Y N Societe Generale Societe Generale, 1.68% O2RNE8IBXP4R0TD8PU41 FHC917000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EUROPEAN INVT BK GLBL NT 2.875%23 5493006YXS1U5GIHE750 2023-08-15 2023-08-15 2.875 - 2.875 10.00 10.59 Corporate Debt Securities CHEVRON CORP NEW SR GLBL NT2.1%21 2021-05-16 2021-05-16 2.1 - 2.1 4000.00 4051.36 Corporate Debt Securities MASSMUTUAL GLBL FDG II MTN144A FR 2.5%041322 549300K1IE3K7YU6VG29 2022-04-13 2022-04-13 2.5 - 2.5 94.00 96.46 Corporate Debt Securities NORTHWESTERN MUT LIFE INS CO 144A NT 3.625%59 1DU7IM20QESYGDO4HO54 2059-09-30 2059-09-30 3.625 - 3.625 1047420.00 1160425.85 Corporate Debt Securities PT PELABUHAN INDONESIA III 4.5%23 254900Y6SH3NRN1A8R64 2023-05-02 2023-05-02 4.5 - 4.5 97.00 103.74 Corporate Debt Securities STATE GRID OVERSEAS INVT 2016 SR GLBL REGS 21 3003006V8BHG5158QO96 2021-05-18 2021-05-18 2.125 - 2.125 20.00 20.18 Corporate Debt Securities BAHIA SUL HLDGS GMBH SR GLBL REGS 26 254900287ZNSGVP1R341 2026-07-14 2026-07-14 5.75 - 5.75 10.00 11.35 Corporate Debt Securities BARCLAYS BK PLC GLBL MTN 144A FR 2%022221 G5GSEF7VJP5I7OUK5573 2020-11-16 2021-02-22 2 - 2.18 30294734.00 30682132.27 Corporate Debt Securities AMGEN INC SR GLBL NT 50 62QBXGPJ34PQ72Z12S66 2050-02-21 2050-02-21 3.375 - 3.375 30.00 29.99 Corporate Debt Securities GOLDMAN SACHS GROUP INC SUB NT 6.75%37 784F5XWPLTWKTBV3E584 2037-10-01 2037-10-01 6.75 - 6.75 25000.00 36353.56 Corporate Debt Securities PNC BK N A PITTSBURGH PA SR GLBL FL NT 23 AD6GFRVSDT01YPT1CS68 2023-02-24 2023-02-24 2.004 - 2.004 16.00 16.00 Corporate Debt Securities MITSUBISHI UFJ FINL GROUP INC SR FLT NT 23 353800V2V8PUY9TK3E06 2023-07-26 2025-02-25 2.193 - 2.654 26010.00 26388.87 Corporate Debt Securities SUMITOMO LIFE INS CO SUB GLBL REGS 73 549300I5OQCDADQSPI57 2073-09-20 2077-09-14 4 - 6.5 2287000.00 2559108.64 Corporate Debt Securities LLOYDS BKG GROUP PLC SUB GLBL NT 48 549300PPXHEU2JF0AM85 2048-01-09 2048-01-09 4.344 - 4.344 4928752.00 5658959.75 Corporate Debt Securities VEREIT OPERATING PRTNERSHIP LP SR GLBL NT 25 5493005TQOUJE1LCS698 2025-11-01 2025-11-01 4.625 - 4.625 3099.00 3517.43 Corporate Debt Securities SANTANDER UK PLC SR GLBL NT 20 PTCQB104N23FMNK2RZ28 2020-11-03 2020-11-03 2.125 - 2.125 1.00 1.01 Corporate Debt Securities BANCO BILBAO VIZCAYA ARGENTARI LW TIER II 25 5493009W53901OCHI065 2025-04-21 2025-04-21 4.875 - 4.875 1007000.00 1101112.12 Corporate Debt Securities NIPPON LIFE INSURANCE COMPANY LW TIER II 50 549300Y0HHMFW3EVWY08 2050-01-23 2050-01-23 3.4 - 3.4 1.00 1.03 Corporate Debt Securities UNILEVER CAP CORP 2.75%21 MYF1DAS6G5WY7PRWCU78 2021-03-22 2029-09-06 2.125 - 2.75 400001.00 405646.14 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 24 I1BZKREC126H0VB1BL91 2024-04-15 2024-04-15 3.75 - 3.75 86000.00 93457.42 Corporate Debt Securities XCEL ENERGY INC SR GLBL NT2.4%21 LGJNMI9GH8XIDG5RCM61 2021-03-15 2021-03-15 2.4 - 2.4 7000.00 7116.46 Corporate Debt Securities PEPSICO INC SR GLBL NT 49 FJSUNZKFNQ5YPJ5OT455 2049-07-29 2049-07-29 3.375 - 3.375 460750.00 515191.64 Corporate Debt Securities NUTRIEN LTD SR GLBL NT 3%25 5493002QQ7GD21OWF963 2025-04-01 2025-04-01 3 - 3 830000.00 880414.20 Corporate Debt Securities POSCO SR GLBL REGS 22 988400E5HRVX81AYLM04 2022-11-12 2022-11-12 2.375 - 2.375 407039.00 414053.53 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT3.7%24 51M0QTTNCGUN7KFCFZ59 2024-04-15 2024-04-15 3.7 - 3.7 22000.00 24021.57 Corporate Debt Securities VOLKSWAGEN GROUP AMER FIN LLC SR GLBL 144A 26 5493002SQ1AVQBY41K40 2026-09-26 2026-09-26 3.2 - 3.2 744147.00 784294.56 Corporate Debt Securities INVERSIONES CMPC SR GLBL REGS 30 549300G475ACIABB4385 2030-01-13 2030-01-13 3.85 - 3.85 1994710.00 2094071.49 Corporate Debt Securities DEUTSCHE BK AG N Y BRH SNR NPF GLBL 7LTWFZYICNSX8D621K86 2025-11-26 2025-11-26 3.961 - 3.961 96.00 101.35 Corporate Debt Securities MICROSOFT CORP SR GLBL NT2.4%22 INR2EJN1ERAN0W5ZP974 2022-02-06 2022-02-06 2.4 - 2.4 36000.00 36735.36 Corporate Debt Securities TENCENT HLDGS LTD FR 3.595%011928 254900N4SLUMW4XUYY11 2028-01-19 2028-01-19 3.595 - 3.595 1531400.00 1639401.35 Corporate Debt Securities NONGHYUP BANK SR REGS BD 23 988400GSDJCW3LKJBD20 2023-07-30 2023-07-30 3.875 - 3.875 846.00 905.92 Corporate Debt Securities CENCOSUD S A SR GLBL REGS 27 549300NLTGCFV7482429 2027-07-17 2027-07-17 4.375 - 4.375 320000.00 329405.64 Corporate Debt Securities WELLS FARGO CO MTN BE FR 3.3%090924 PBLD0EJDB5FWOLXP3B76 2024-09-09 2046-12-07 3.3 - 4.75 1103000.00 1369485.25 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 1.95%051023 B6Q2VFHD1797Q7NZ3E43 2023-05-10 2023-05-10 1.95 - 1.95 10.00 10.12 Corporate Debt Securities BANK NEW ZEALAND FR 3.5%022024 N7LGVZM7X4UQ66T7LT74 2024-02-20 2024-02-20 3.5 - 3.5 1387900.00 1484730.70 Corporate Debt Securities TRUST F/1401 SR GLBL REGS 50 2050-01-15 2050-01-15 6.39 - 6.39 1377.00 1642.61 Corporate Debt Securities BANK CHINA HONG KONG LTD FR 5.9% KNPC1X7GHDZW8U2ZSF89 2500-12-31 2500-12-31 5.9 - 5.9 113.00 125.17 Corporate Debt Securities DAIMLER FINANCE NORTH AMER LLC SR GLBL 144A 22 549300423Z16BB673J12 2022-08-15 2022-08-15 2.55 - 2.55 9.00 9.13 Corporate Debt Securities EXXON MOBIL CORP SR GLBL NT 29 J3WHBG0MTS7O8ZVMDC91 2029-08-16 2029-08-16 2.44 - 2.44 1940980.00 2004553.56 Corporate Debt Securities MARATHON PETE CORP SR NT 6.5%41 3BNYRYQHD39K4LCKQF12 2041-03-01 2041-03-01 6.5 - 6.5 1237000.00 1697978.36 Corporate Debt Securities SPARC EM LTD SR SEC GLBL 22 2022-12-05 2022-12-05 N/A 1509000.00 912642.09 Corporate Debt Securities JD COM INC SR GLBL NT 50 549300HVTWB0GJZ16V92 2050-01-14 2050-01-14 4.125 - 4.125 699252.00 779604.21 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0167 54000000.00 54000000.00 0.0055 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 2020-03-23 2500-12-31 0 - 10.75 46572601.00 47519940.96 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0174 44000000.00 44000000.00 0.0045 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 2020-03-31 2500-12-31 0 - 12 6142257.00 6476111.45 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 0.0006 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 BX TRUST 2019-CALM F 20321115 FLT 2032-11-15 2032-11-15 4.359 - 4.359 6465676.00 6479912.79 Private Label Collateralized Mortgage Obligations STRUCTURED ASSET INV 2005-HE1 M2 20350725 FLT 2035-07-25 2035-07-25 2.107 - 2.107 1097.00 1086.53 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 0.0006 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 COMCAST CORP NEW SR NT 2.35%27 51M0QTTNCGUN7KFCFZ59 2027-01-15 2027-01-15 2.35 - 2.35 101000.00 103703.46 Corporate Debt Securities BANCO DO BRASIL S A SR NT 3.875%22 QE0Q0253K88YAGNPE356 2022-10-10 2022-10-10 3.875 - 3.875 19590000.00 20272793.12 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 72117.00 60159.85 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 24 I1BZKREC126H0VB1BL91 2024-04-15 2024-04-15 3.75 - 3.75 22000.00 23907.71 Corporate Debt Securities ASBURY AUTOMOTIVE GROUP INC SR GLBL 144A 30 549300JH4DTA7U42GL91 2030-03-01 2030-03-01 4.75 - 4.75 33936.00 34614.30 Corporate Debt Securities MEDCO BELL PTE LTD SR GLBL REGS 27 2549003PNDCWIWGKC768 2027-01-30 2027-01-30 6.375 - 6.375 1.00 0.94 Corporate Debt Securities PAR PHARMACEUTICAL INC SR SEC GLBL 27 549300KK5WR4MGN4YT97 2027-04-01 2027-04-01 7.5 - 7.5 8.00 8.76 Corporate Debt Securities VALVOLINE INC SR GLBL NT5.5%24 549300CMHPBEY6VPOT75 2024-07-15 2024-07-15 5.5 - 5.5 50680.00 53121.23 Corporate Debt Securities CSC HLDGS INC SR GLBL 144A 30 3HG2WD2W22M120IUNG49 2030-01-15 2030-01-15 5.75 - 5.75 6.00 6.40 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 19000000.00 19000000.00 0.0019 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 TRANSCANADA CORP SR GLBL NT2.5%22 5BV01I6231JPDAPMGH09 2022-08-01 2022-08-01 2.5 - 2.5 820000.00 835329.90 Corporate Debt Securities EUROPEAN INVT BK SR GLBL NT 21 5493006YXS1U5GIHE750 2020-03-16 2021-10-15 1.625 - 2.125 59066000.00 60300145.47 Corporate Debt Securities CITIGROUP INC SR GLBL -N FL 24 6SHGI4ZSSLCXXQSBB395 2021-08-02 2024-05-17 2.35 - 2.792 18915000.00 19191201.55 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1ST MTG BDS 2022 9R1Z5I36FERIBVKW4P77 2022-02-01 2022-02-01 2.4 - 2.4 247000.00 250018.34 Corporate Debt Securities TOTAL CAPITAL SR GLBL NT 20 529900QI55ZLJVCMPA71 2020-06-24 2020-06-24 4.45 - 4.45 1544000.00 1569060.84 Corporate Debt Securities SANTANDER UK PLC 2.375% MTN 20 PTCQB104N23FMNK2RZ28 2020-03-16 2020-03-16 2.375 - 2.375 826000.00 834943.52 Corporate Debt Securities JPMORGAN CHASE & CO ALT TIER I PERP 8I5DZWZKVSZI1NUHU748 2099-12-31 2099-12-31 5.3 - 5.3 1101000.00 1121616.22 Corporate Debt Securities JPMORGAN CHASE AND CO ALT TIER I PERP 8I5DZWZKVSZI1NUHU748 2099-12-31 2099-12-31 4.625 - 4.625 9764000.00 9840659.60 Corporate Debt Securities DIAGEO CAP PLC SR NT 4.828%20 213800L23DJLALFC4O95 2020-07-15 2020-07-15 4.828 - 4.828 2342000.00 2381244.37 Corporate Debt Securities COOPER US INC GTD SR 3.875%20 5493004SYEPWK96UXQ46 2020-12-15 2020-12-15 3.875 - 3.875 1380000.00 1406037.34 Corporate Debt Securities SHELL INTERNATIONAL FIN BV SR GLBL NT 20 213800ITMMKU4Z7I4F78 2020-03-25 2021-05-10 1.875 - 4.375 3924000.00 3983629.35 Corporate Debt Securities ENTERGY ARKANSAS LLC 1MTG BD 3.75%21 549300A0I5ONUIFMLP35 2021-02-15 2021-02-15 3.75 - 3.75 5315000.00 5401390.90 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0167 102000000.00 102000000.00 0.0104 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 VIPSHOP HLDGS LTD SPONSORED ADS A 549300I9F52K06HPZX60 2500-12-31 2500-12-31 N/A 793584.00 9721404.00 Equities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0172 9000000.00 9000000.00 0.0009 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 EUROPEAN INVT BK SR NT 1.625%20 5493006YXS1U5GIHE750 2020-03-16 2020-03-16 1.625 - 1.625 6257000.00 6302816.88 Corporate Debt Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0172 6000000.00 6000000.00 0.0006 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 VIPSHOP HLDGS LTD SPONSORED ADS A 549300I9F52K06HPZX60 2500-12-31 2500-12-31 N/A 793588.00 9721453.00 Equities Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0176 9000000.00 9000000.00 0.0009 N N Y 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 10000000.00 10000000.00 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 430000000.00 430000000.00 0.0438 N Y 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 95000104.50 95000104.50 0.0097 N N 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 155561208.50 155561208.50 0.0158 N Y 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 19000000.00 19000000.00 0.0019 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 Reserves Portfolio 2020-03-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer