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LLC 0000862124 084-01839 N N N Prime Y 35 55 16578403100.81 17621079038.04 23326477369.76 19020641290.16 32967235206.52 31986545768.77 27490061712.48 25385664871.56 0.2000 0.2300 0.3400 0.2900 0.4100 0.4200 0.4000 0.3900 640.53 62115601269.50 62132911787.38 85982750.07 177636403.04 62041258774.94 62020410413.89 1.0000 0.0111 1.0006 1.0003 0.9998 0.9999 C000013041 1000000.00 25765604804.97 25757339964.67 1.0006 1.0003 0.9998 0.9999 1131788381.94 1030744590.33 783851651.21 1355211465.60 718917510.52 3263895824.21 864407603.05 2220229546.21 3798770379.08 8262918461.40 0.0093 Y Fidelity Investments, Reimbursement Fees, -90674.77; C000013086 1000000.00 394141023.37 394050910.21 1.0005 1.0002 0.9997 0.9998 14962413.26 9484145.23 10159837.55 58255664.69 19781714.56 61724512.72 1927683.50 45548862.88 48060313.48 192964262.31 0.0078 Y Fidelity Investments, Reimbursement Fees, -1870.66; C000013087 1000000.00 12525853.43 12528517.70 1.0001 0.9998 0.9993 0.9994 34394.33 1270000.00 0.00 914000.00 0.00 0.00 0.00 14250332.47 34394.33 16434332.47 0.0068 Y Fidelity Investments, Reimbursement Fees, -143.07; C000013088 1000000.00 59378851.14 59364577.39 1.0005 1.0002 0.9997 0.9998 3342608.32 75999.33 158390.70 498783.59 983388.42 2801580.35 260589.18 1206100.84 10940733.27 5177715.61 0.0088 N C000056571 10000000.00 35809608242.03 35797126443.92 1.0006 1.0003 0.9998 0.9999 1413267471.29 1981758514.44 1301684324.16 2482503757.96 1516076504.35 7032991690.48 884938256.20 4618370992.96 5504609189.90 16951761596.59 0.0097 Y Fidelity Investments, Reimbursement Fees, -558037.06; Bank of Montreal Bank of Montreal, 0.85% 06367BHU6 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0143 396028183.70 396028183.70 0.0064 N N N N Bank of Montreal Bank of Montreal, 0.99% 06370RS75 NQQ6HPCNCCU6TUTQYE16 US06370RS759 0000927971 Certificate of Deposit Y N/A N/A 2020-04-17 2020-04-17 2020-04-17 N N N 0.0066 515078743.50 515078743.50 0.0083 N N N N Bank of Montreal Bank of Montreal, 1.05% 06367BJK6 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0157 532401792.65 532401792.65 0.0086 N N N N Bank of Montreal Bank of Montreal, 1.32% 06367BEC9 NQQ6HPCNCCU6TUTQYE16 US06367BEC90 0000927971 Certificate of Deposit Y N/A N/A 2020-06-25 2020-09-25 2020-09-25 N N N 0.0187 288237329.00 288237329.00 0.0046 N N N N Bank of Montreal Bank of Montreal, 1.67% 06367BAC3 NQQ6HPCNCCU6TUTQYE16 US06367BAC37 0000927971 Certificate of Deposit Y N/A N/A 2020-05-04 2020-09-02 2020-09-02 N N N 0.0223 260390565.00 260390565.00 0.0042 N N N N Bank of Montreal Bank of Montreal, 1.73% 06370RM55 NQQ6HPCNCCU6TUTQYE16 US06370RM554 0000927971 Certificate of Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0050 278009285.20 278009285.20 0.0045 N Y Y N 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 0.0223 184622082.00 184622082.00 0.0030 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 0.0251 246822421.60 246822421.60 0.0040 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 0.0228 131732158.80 131732158.80 0.0021 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.55% 06417MFJ9 L3I9ZG2KFGXZ61BMYR72 US06417MFJ99 0000009631 Certificate of Deposit Y N/A N/A 2020-06-03 2020-09-03 2020-09-03 N N N 0.0211 249412425.00 249412425.00 0.0040 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.00% 55380TBC3 C3GTMMZIHMY46P4OIX74 FHF233000 Certificate of Deposit Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0181 497817769.20 497817769.20 0.0080 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 0.0148 260984340.00 260984340.00 0.0042 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 0.0150 106024199.80 106024199.80 0.0017 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 0.0148 106034174.40 106034174.40 0.0017 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 0.0115 180099612.00 180099612.00 0.0029 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.66% 60683BZA4 JBONEPAGQXF4QP29B387 US60683BZA42 0001462160 Certificate of Deposit Y N/A N/A 2020-04-18 2020-06-18 2020-06-18 N N N 0.0093 96943235.60 96943235.60 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.80% 60683BZB2 JBONEPAGQXF4QP29B387 US60683BZB25 0001462160 Certificate of Deposit Y N/A N/A 2020-04-20 2020-06-19 2020-06-19 N N N 0.0124 96906821.80 96906821.80 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.85% 60683BXW8 JBONEPAGQXF4QP29B387 US60683BXW89 0001462160 Certificate of Deposit Y N/A N/A 2020-04-14 2020-05-14 2020-05-14 N N N 0.0070 122022496.80 122022496.80 0.0020 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.87% 60683BYV9 JBONEPAGQXF4QP29B387 US60683BYV97 0001462160 Certificate of Deposit Y N/A N/A 2020-04-12 2020-06-12 2020-06-12 N N N 0.0101 90573943.44 90573943.44 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.88% 60683BYC1 JBONEPAGQXF4QP29B387 US60683BYC17 0001462160 Certificate of Deposit Y N/A N/A 2020-04-20 2020-05-19 2020-05-19 N N N 0.0079 146016790.00 146016790.00 0.0024 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.95% 60683BXV0 JBONEPAGQXF4QP29B387 US60683BXV07 0001462160 Certificate of Deposit Y N/A N/A 2020-04-13 2020-05-13 2020-05-13 N N N 0.0075 73016673.20 73016673.20 0.0012 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.03% 60683BZL0 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0146 135842675.20 135842675.20 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.03% 60683BZM8 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0146 136840806.00 136840806.00 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.10% 60683BYN7 JBONEPAGQXF4QP29B387 US60683BYN71 0001462160 Certificate of Deposit Y N/A N/A 2020-04-09 2020-06-08 2020-06-08 N N N 0.0113 97992160.00 97992160.00 0.0016 N N N 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 0.0121 52032541.60 52032541.60 0.0008 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 0.0121 52032624.80 52032624.80 0.0008 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.92% 60710AKD3 RB0PEZSDGCO3JS6CEU02 US60710AKD36 Certificate of Deposit Y N/A N/A 2020-04-10 2020-06-10 2020-06-10 N N N 0.0063 465858454.56 465858454.56 0.0075 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.96% 60710AHY1 RB0PEZSDGCO3JS6CEU02 US60710AHY10 Certificate of Deposit Y N/A N/A 2020-04-13 2020-05-13 2020-05-13 N N N 0.0075 179043031.60 179043031.60 0.0029 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 0.0121 805503366.50 805503366.50 0.0130 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.06% 63873QEX8 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0109 779956008.00 779956008.00 0.0126 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 0.0114 720309528.00 720309528.00 0.0116 N N N N Royal Bank of Canada Royal Bank of Canada, 0.98% 78012URZ0 ES7IP3U3RHIGC71XBU11 US78012URZ02 0001000275 Certificate of Deposit Y N/A N/A 2020-06-10 2020-09-10 2020-09-10 N N N 0.0154 224437162.50 224437162.50 0.0036 N N N 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 0.0223 160664669.20 160664669.20 0.0026 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.74% 86565B5A5 5U0XI89JRFVHWIBS4F54 US86565B5A50 0001184915 Certificate of Deposit Y N/A N/A 2020-04-18 2020-05-18 2020-05-18 N N N 0.0069 315018774.00 315018774.00 0.0051 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.92% 86565B6R7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-04-10 2020-06-10 2020-06-10 N N N 0.0104 225947229.00 225947229.00 0.0036 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.03% 86565CAD1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0109 287950032.00 287950032.00 0.0046 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.03% 86565CAE9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0109 287948131.20 287948131.20 0.0046 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.21% 86565B4E8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-04-07 2020-05-07 2020-05-07 N N N 0.0084 500182350.00 500182350.00 0.0081 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.45% 86565B6A4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-04-06 2020-06-04 2020-06-04 N N N 0.0142 226005763.00 226005763.00 0.0036 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.47% 86565B6B2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-04-06 2020-06-05 2020-06-05 N N N 0.0145 226002305.20 226002305.20 0.0036 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.85% 86564F4K6 5493006GGLR4BTEL8O61 US86564F4K61 0001046017 Certificate of Deposit Y N/A N/A 2020-04-14 2020-05-14 2020-05-14 N N N 0.0070 140525908.20 140525908.20 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.87% 86564F4H3 5493006GGLR4BTEL8O61 US86564F4H33 0001046017 Certificate of Deposit Y N/A N/A 2020-04-11 2020-05-11 2020-05-11 N N N 0.0067 49010976.00 49010976.00 0.0008 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.96% 86564F4J9 5493006GGLR4BTEL8O61 US86564F4J98 0001046017 Certificate of Deposit Y N/A N/A 2020-04-01 2020-05-12 2020-05-12 N N N 0.0075 224654420.58 224654420.58 0.0036 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.03% 86564GAA9 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0089 500179550.00 500179550.00 0.0081 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.04% 86564F5D1 5493006GGLR4BTEL8O61 US86564F5D10 0001046017 Certificate of Deposit Y N/A N/A 2020-04-21 2020-05-21 2020-05-21 N N N 0.0094 134619665.06 134619665.06 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.04% 86564F5C3 5493006GGLR4BTEL8O61 US86564F5C37 0001046017 Certificate of Deposit Y N/A N/A 2020-04-24 2020-05-22 2020-05-22 N N N 0.0095 90011574.00 90011574.00 0.0015 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 0.0018 120016920.00 120016920.00 0.0019 N N Y 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 0.0054 113757998.37 113757998.37 0.0018 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 0.0090 113076094.20 113076094.20 0.0018 N N N N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.77% 86959RFH8 NHBDILHZTYCNBV5UYZ31 US86959RFH84 0001448613 Certificate of Deposit Y N/A N/A 2020-04-13 2020-08-11 2020-08-11 N N N 0.0107 463503659.20 463503659.20 0.0075 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 123042668.70 123042668.70 0.0020 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 0.0146 124003509.20 124003509.20 0.0020 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 0.0135 243085438.80 243085438.80 0.0039 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 0.0140 243121208.40 243121208.40 0.0039 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 0.0109 245645784.60 245645784.60 0.0040 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 0.0112 254600160.00 254600160.00 0.0041 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 0.0105 243698342.80 243698342.80 0.0039 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 0.0131 389941602.10 389941602.10 0.0063 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 0.0135 249237100.00 249237100.00 0.0040 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 0.0091 394714652.00 394714652.00 0.0064 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 0.0093 291776561.60 291776561.60 0.0047 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 0.0109 242650104.30 242650104.30 0.0039 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 0.0112 388390048.00 388390048.00 0.0063 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.90% 529900HNOAA1KXQJUQ27 XS2091601612 Certificate of Deposit Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0041 243983676.40 243983676.40 0.0039 N N Y 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 0.0031 486975016.90 486975016.90 0.0078 N N Y 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 0.0150 260039572.20 260039572.20 0.0042 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 0.0143 487084268.00 487084268.00 0.0079 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 0.0143 243531520.00 243531520.00 0.0039 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 0.0125 728476213.50 728476213.50 0.0117 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 0.0144 727536459.60 727536459.60 0.0117 N N N N Landesbank Hessen-Thueringen London Branch Landesbank Hessen-Thueringen London Branch, 0.70% DIZES5CFO5K3I5R58746 XS2151951048 Certificate of Deposit Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0059 979019286.30 979019286.30 0.0158 N N Y 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 0.0143 97807557.40 97807557.40 0.0016 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 0.0129 196565004.30 196565004.30 0.0032 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 0.0124 97810252.40 97810252.40 0.0016 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 0.0117 243624166.80 243624166.80 0.0039 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 0.0119 147759440.80 147759440.80 0.0024 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 0.0107 97899256.00 97899256.00 0.0016 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 0.0143 243237646.40 243237646.40 0.0039 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 0.0145 244195591.50 244195591.50 0.0039 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 0.0159 196681391.90 196681391.90 0.0032 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 0.0178 157545449.80 157545449.80 0.0025 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 0.0169 78824659.50 78824659.50 0.0013 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 0.0092 240164232.00 240164232.00 0.0039 N N N N HSBC Bank U.S.A. NA HSBC Bank U.S.A. 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Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.90% 46590DDT4 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0121 218804542.50 218804542.50 0.0035 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.05% 5148X0D10 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0000 975000000.00 975000000.00 0.0157 N Y Y 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 0.0123 93848349.80 93848349.80 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. 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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 0.0103 165995335.40 165995335.40 0.0027 N Y Y 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 0.0124 238690447.20 238690447.20 0.0038 N N N N Nationwide Building Society Nationwide Building Society, 1.63% 6385E0D18 549300XFX12G42QIKN82 FHD070000 Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0006 82999858.90 82999858.90 0.0013 N Y Y N Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.05% 21687AD18 DG3RU1DBUFHT4ZF9WN62 0001098062 Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0000 234000000.00 234000000.00 0.0038 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.88% 78014XDF1 ES7IP3U3RHIGC71XBU11 US78014XDF15 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0079 403014306.50 403014306.50 0.0065 N N N N Royal Bank of Canada Royal Bank of Canada, 0.91% 78013VHX3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0142 560692140.00 560692140.00 0.0090 N N N N Royal Bank of Canada Royal Bank of Canada, 0.91% 78013VJ45 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0142 481087142.80 481087142.80 0.0078 N N N N Royal Bank of Canada Royal Bank of Canada, 1.01% 78013VJE3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0142 532568688.80 532568688.80 0.0086 N N N N Royal Bank of Canada Royal Bank of Canada, 1.34% 78014XFA0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-06-04 2020-09-04 2020-09-04 N N N 0.0190 428583695.28 428583695.28 0.0069 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 0.0223 255466803.20 255466803.20 0.0041 N N N N Royal Bank of Canada Royal Bank of Canada, 1.73% 78014XEY9 ES7IP3U3RHIGC71XBU11 US78014XEY94 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-05-26 2020-08-26 2020-08-26 N N N 0.0224 54886227.00 54886227.00 0.0009 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 0.0228 270435479.90 270435479.90 0.0044 N N N N Societe Generale Societe Generale, 0.24% 83369BD78 O2RNE8IBXP4R0TD8PU41 FIG563000 Financial Company Commercial Paper Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0016 666979256.30 666979256.30 0.0108 N N Y N Societe Generale Societe Generale, 0.29% 83369BD78 O2RNE8IBXP4R0TD8PU41 FIG544000 Financial Company Commercial Paper Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0016 445986129.40 445986129.40 0.0072 N N Y N Societe Generale Societe Generale, 0.49% 83369BD37 O2RNE8IBXP4R0TD8PU41 FIF312000 Financial Company Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0001 898999101.00 898999101.00 0.0145 N N Y 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 0.0106 141901693.40 141901693.40 0.0023 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 0.0114 62841102.47 62841102.47 0.0010 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 0.0117 170807146.20 170807146.20 0.0028 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 0.0013 225998440.60 225998440.60 0.0036 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 86564YD90 5493006GGLR4BTEL8O61 FEC010000 Financial Company Commercial Paper Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0039 281972928.00 281972928.00 0.0045 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.92% 86960JJ48 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0132 481283453.20 481283453.20 0.0078 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.94% 89120DR43 PT3QB789TSUIDF371261 US89120DR438 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-06-16 2020-09-16 2020-09-16 N N N 0.0149 247379008.00 247379008.00 0.0040 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.20% 89120DPQ6 PT3QB789TSUIDF371261 US89120DPQ69 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-04-23 2020-07-23 2020-07-23 N N N 0.0134 645711948.60 645711948.60 0.0104 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.74% 89120DQW2 PT3QB789TSUIDF371261 US89120DQW29 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-05-26 2020-08-26 2020-08-26 N N N 0.0224 232527289.60 232527289.60 0.0037 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.75% 89120DRK7 PT3QB789TSUIDF371261 US89120DRK71 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-05-11 2020-11-10 2020-11-10 N N N 0.0254 263748246.00 263748246.00 0.0043 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.78% 89120DQT9 PT3QB789TSUIDF371261 US89120DQT99 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-05-15 2020-08-17 2020-08-17 N N N 0.0229 644752638.60 644752638.60 0.0104 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.93% 89120DR92 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-04-09 2020-10-09 2020-10-09 N N N 0.0258 223249734.40 223249734.40 0.0036 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.08% 89119AE46 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0128 599282040.00 599282040.00 0.0097 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.08% 89119AE53 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0128 75906307.20 75906307.20 0.0012 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.96% 89233A6K0 Z2VZBHUMB7PWWJ63I008 US89233A6K02 0000834071 Financial Company Commercial Paper Y N/A N/A 2020-04-02 2020-07-02 2020-07-02 N N N 0.0271 86431242.58 86431242.58 0.0014 N N N N UBS AG London Branch UBS AG London Branch, 2.02% 90351WDP7 BFM8T61CT2L1QCEMIK50 US90351WDP77 Financial Company Commercial Paper Y N/A N/A 2020-04-23 2020-04-23 2020-04-23 N N N 0.0115 182868240.00 182868240.00 0.0029 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.07% 04821TD10 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0000 47000000.00 47000000.00 0.0008 N Y Y N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.90% 04821TD36 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0036 122996408.40 122996408.40 0.0020 N N Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 1.60% 0527M0D12 FHE070000 Asset Backed Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0078 18999597.20 18999597.20 0.0003 N Y Y N Gotham Funding Corp. Gotham Funding Corp., 2.00% 38346LD37 549300Z2ZR7VTUMRPR17 FIF201000 Asset Backed Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0000 45000018.00 45000018.00 0.0007 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC, 2.07% 53127TD26 549300F33VRHM10B9391 FBC125000 Asset Backed Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0083 25998817.00 25998817.00 0.0004 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC, 2.07% 53127TD26 549300F33VRHM10B9391 FBC161000 Asset Backed Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0083 25998817.00 25998817.00 0.0004 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC, 2.07% 53127TD34 549300F33VRHM10B9391 FBC124000 Asset Backed Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0089 53996063.40 53996063.40 0.0009 N N Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 1.60% 56274LE75 549300S0NSJYSOB32S63 FHC883000 Asset Backed Commercial Paper Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0153 25959650.60 25959650.60 0.0004 N N N 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 0.0184 42910869.60 42910869.60 0.0007 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 1.69% 82124LEB4 549300MYF6MOTU9T3G29 FGF100000 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 0.0184 86819666.40 86819666.40 0.0014 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 2.00% 82124LD25 549300MYF6MOTU9T3G29 FIE647000 Asset Backed Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0058 199993680.00 199993680.00 0.0032 N N Y N Sheffield Receivables Corp. Sheffield Receivables Corp., 2.50% 82124LD17 549300MYF6MOTU9T3G29 FIE209000 Asset Backed Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0050 99998630.00 99998630.00 0.0016 N Y Y N Sheffield Receivables Corp. Sheffield Receivables Corp., 2.50% 82124LD17 549300MYF6MOTU9T3G29 FIE120000 Asset Backed Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0050 219996986.00 219996986.00 0.0035 N Y Y N American Electric Power Co., Inc. American Electric Power Co., Inc., 1.75% 0255E2D15 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0250 55996169.60 55996169.60 0.0009 N Y Y N American Electric Power Co., Inc. American Electric Power Co., Inc., 1.75% 0255E2D23 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0256 97986289.80 97986289.80 0.0016 N N Y N American Electric Power Co., Inc. American Electric Power Co., Inc., 1.75% 0255E2D80 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-08 2020-04-08 2020-04-08 N N N 0.0291 49968265.00 49968265.00 0.0008 N N N N American Electric Power Co., Inc. American Electric Power Co., Inc., 1.76% 0255E2D31 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0262 23994849.60 23994849.60 0.0004 N N Y N Dominion Energy, Inc. Dominion Energy, Inc., 1.45% 2574P0DT8 ILUL7B6Z54MRYCF6H308 0000715957 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0333 32919143.40 32919143.40 0.0005 N N N N Dominion Energy, Inc. Dominion Energy, Inc., 1.45% 2574P0DT8 ILUL7B6Z54MRYCF6H308 0000715957 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0333 59852988.00 59852988.00 0.0010 N N N N Dominion Energy, Inc. Dominion Energy, Inc., 1.75% 2574P0D68 ILUL7B6Z54MRYCF6H308 0000715957 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0279 18991311.30 18991311.30 0.0003 N N Y N Dominion Energy, Inc. Dominion Energy, Inc., 1.75% 2574P0D76 ILUL7B6Z54MRYCF6H308 0000715957 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0285 24986390.00 24986390.00 0.0004 N N Y N Dominion Energy, Inc. Dominion Energy, Inc., 1.75% 2574P0D92 ILUL7B6Z54MRYCF6H308 0000715957 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0296 39970880.00 39970880.00 0.0006 N N N N Dominion Energy, Inc. Dominion Energy, Inc., 1.76% 2574P0D19 ILUL7B6Z54MRYCF6H308 0000715957 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0250 48896655.24 48896655.24 0.0008 N Y Y N Duke Energy Corp. Duke Energy Corp., 1.75% 26244HD83 I1BZKREC126H0VB1BL91 0001326160 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-08 2020-04-08 2020-04-08 N N N 0.0291 23634989.35 23634989.35 0.0004 N N N N Sempra Global Sempra Global, 1.78% 81685LD93 PBBKGKLRK5S5C0Y4T545 FGH693000 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0296 23632782.80 23632782.80 0.0004 N N N N Sempra Global Sempra Global, 1.86% 81685LD28 PBBKGKLRK5S5C0Y4T545 FGA819000 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0256 32995383.30 32995383.30 0.0005 N N Y N Sempra Global Sempra Global, 1.86% 81685LD36 PBBKGKLRK5S5C0Y4T545 FGA860000 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0262 22995064.20 22995064.20 0.0004 N N Y N Sempra Global Sempra Global, 1.86% 81685LD77 PBBKGKLRK5S5C0Y4T545 FGA861000 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0285 22987478.80 22987478.80 0.0004 N N Y N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 1.75% 89355PD21 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0256 28226050.62 28226050.62 0.0005 N N Y N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 1.75% 89355PDD7 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0319 24746924.97 24746924.97 0.0004 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 1.81% 89355PD21 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0256 31995523.20 31995523.20 0.0005 N N Y N Abn Amro Bank NV(TD) Abn Amro Bank NV(TD), 0.08% BFXS5XCH7N0Y05NIXW11 FIG538000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0008 438000000.00 438000000.00 0.0071 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.05% JHE42UYNWWTJB8YTTU19 FIG545000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0005 488000000.00 488000000.00 0.0079 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 0.08% L3I9ZG2KFGXZ61BMYR72 FIG543000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0008 702000000.00 702000000.00 0.0113 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.25% G5GSEF7VJP5I7OUK5573 FIG555000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0025 2559000000.00 2559000000.00 0.0412 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.06% 1VUV7VQFKUOQSJ21A208 FIG720000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0006 815000000.00 815000000.00 0.0131 N Y Y N Credit Industriel et Commercial Credit Industriel et Commercial, 0.04% N4JDFKKH2FTD8RKFXO39 FIG643000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 174000000.00 174000000.00 0.0028 N Y Y N Credit Suisse AG Credit Suisse AG, 0.10% ANGGYXNX0JLX3X63JN86 FIG584000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0010 955000000.00 955000000.00 0.0154 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.50% DIZES5CFO5K3I5R58746 FIF457000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0052 462999212.90 462999212.90 0.0075 N N Y N Mizuho Bank Ltd. Mizuho Bank Ltd., 0.03% RB0PEZSDGCO3JS6CEU02 FIG620000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 194000000.00 194000000.00 0.0031 N Y Y N Societe Generale Societe Generale, 0.06% O2RNE8IBXP4R0TD8PU41 FIG623000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0006 45000000.00 45000000.00 0.0007 N Y Y N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.03% NHBDILHZTYCNBV5UYZ31 FIG551000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 2170000000.00 2170000000.00 0.0350 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.43% RUC0QBLBRPRCU4W1NE59 FIG683000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VALE OVERSEAS LTD SR GLBL NT 26 254900BA3U6G5DNV5V04 2026-08-10 2026-08-10 6.25 - 6.25 1917000.00 2046532.76 Corporate Debt Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2039-09-15 2039-09-15 5.25 - 5.25 13000000.00 19628444.33 Agency Debentures and Agency Strips DISH DBS CORP SR GLBL NT 20 2020-05-01 2020-05-01 5.125 - 5.125 1721000.00 1745462.58 Corporate Debt Securities NIELSEN COMPANY SR NT 144A 21 549300MFMRJBOPHHM352 2021-10-01 2021-10-01 5.5 - 5.5 1525000.00 1505937.50 Corporate Debt Securities BANCO SANTANDER SA SNR NPF GLBL 5493006QMFDDMYWIAM13 2022-04-11 2022-04-11 3.5 - 3.5 7800000.00 7845378.67 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 27 549300GHBMY8T5GXDE41 2027-04-15 2027-04-15 3.375 - 3.375 3000000.00 3192187.50 Corporate Debt Securities WPX ENERGY INC SR GLBL NT 23 ZXZE9GCS2BB547GJW219 2023-08-01 2023-08-01 8.25 - 8.25 98000.00 71663.48 Corporate Debt Securities FIDELITY NATL INFORMATION SVCS SR NT 3.5%23 6WQI0GK1PRFVBA061U48 2023-04-15 2023-04-15 3.5 - 3.5 4300000.00 4338093.22 Corporate Debt Securities CARRIER GLOBAL CORPORATION SR GLBL 144A 50 549300JE3W6CWY2NAN77 2050-04-05 2050-04-05 3.577 - 3.577 2499690.00 2158503.01 Corporate Debt Securities ABBOTT LABS SR GLBL NT 36 HQD377W2YR662HK5JX27 2036-11-30 2036-11-30 4.75 - 4.75 5000000.00 6471416.67 Corporate Debt Securities ERP OPER LTD PARTNERSHIP SR GLBL NT 3%29 DX5HQV5MLU50FEWZ5072 2029-07-01 2029-07-01 3 - 3 2512280.00 2411562.69 Corporate Debt Securities CALUMET SPECIALTY PRODS PARTNE SR GLBL 144A 25 2025-04-15 2025-04-15 11 - 11 2500000.00 1905011.11 Corporate Debt Securities E M C CORP MASS SR GLBL NT 20 KDMDXRWU7UTJ30FC8R59 2020-06-01 2020-06-01 2.65 - 2.65 1611000.00 1616047.80 Corporate Debt Securities ELDORADO RESORTS INC SR GLBL NT 6%26 5299000BKFWWVND5L441 2026-09-15 2026-09-15 6 - 6 1769320.00 1610376.09 Corporate Debt Securities WELLTOWER INC SR GLBL NT 28 T6IZ0MBEG5ACZDTR7D06 2028-04-15 2028-04-15 4.25 - 4.25 1869214.00 1922668.33 Corporate Debt Securities BOEING CO 3.625%48 RVHJWBXLJ1RFUBSY1F30 2048-03-01 2048-03-01 3.625 - 3.625 2365000.00 2079475.52 Corporate Debt Securities UNITED TECHNOLOGIES CORP 4.125%28 I07WOS4YJ0N7YRFE7309 2028-11-16 2028-11-16 4.125 - 4.125 2514000.00 2812484.08 Corporate Debt Securities COMMONWEALTH EDISON CO 1M GLBL 124 BD48 D8YOXB8L2ZDC8P7Q0771 2048-03-01 2048-03-01 4 - 4 2791085.00 3084353.60 Corporate Debt Securities PETROBRAS GLOB FIN SR GLBL REGS 30 549300FNENFFSMO3GT38 2030-01-15 2030-01-15 5.093 - 5.093 4912639.00 4467359.45 Corporate Debt Securities BEST BUY INC SR GLBL NT 28 HL5XPTVRV0O8TUN5LL90 2028-10-01 2028-10-01 4.45 - 4.45 3500000.00 3633770.00 Corporate Debt Securities ENTERPRISE PRODS OPER LLC SR GLBL NT4.8%49 5493004LGN656HWLDA30 2049-02-01 2049-02-01 4.8 - 4.8 2000000.00 2013740.00 Corporate Debt Securities ENJOY SA SR SEC GLBL 22 2022-05-16 2022-05-16 10.5 - 10.5 5500000.00 5068708.33 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT3.9%38 51M0QTTNCGUN7KFCFZ59 2038-03-01 2038-03-01 3.9 - 3.9 1800000.00 2044026.00 Corporate Debt Securities OI SA GLBL PIK NT10%25 254900YEMWCRRAGD4978 2025-07-27 2025-07-27 10 - 10 1604999.00 1113913.89 Corporate Debt Securities BANCO MERCANTILE DEL NORTE SA TIER I PERP GLBL 549300QTVYRPFHS0J362 2500-12-31 2500-12-31 7.5 - 7.5 3700000.00 2777312.50 Corporate Debt Securities JP MORGAN CHASE BANK NA GLBL NT 2.739%30 8I5DZWZKVSZI1NUHU748 2030-10-15 2030-10-15 2.739 - 2.739 60724.00 61153.96 Corporate Debt Securities UNION PAC CORP 4.3% SNR 49 549300LMMRSZZCZ8CL11 2049-03-01 2049-03-01 4.3 - 4.3 3999310.00 4603019.18 Corporate Debt Securities ASTRAZENECA PLC NT 3.125%27 PY6ZZQWO2IZFZC3IOL08 2027-06-12 2027-06-12 3.125 - 3.125 1660000.00 1679109.60 Corporate Debt Securities AUTOZONE INC SR GLBL NT 27 GA3JGKJ41LJKXDN23E90 2027-06-01 2027-06-01 3.75 - 3.75 2200000.00 2235640.00 Corporate Debt Securities LOWES COS INC SR GLBL NT 45 WAFCR4OKGSC504WU3E95 2045-09-15 2045-09-15 4.375 - 4.375 3100000.00 3245620.78 Corporate Debt Securities ODEBRECHT OFFSHORE DRILLING FR 6.72%120122 549300L7LF2PIRAWID66 2022-12-01 2022-12-01 6.72 - 6.72 11705518.00 6272385.31 Corporate Debt Securities WALGREENS BOOTS ALLIANCE INC SR GLBL NT 46 549300RPTUOIXG4LIH86 2046-06-01 2046-06-01 4.65 - 4.65 2942000.00 2886837.50 Corporate Debt Securities FINANCIAL & RISK US HLDGS INC 8.25%26 549300NF240HXJO7N016 2026-11-15 2026-11-15 8.25 - 8.25 589000.00 642873.87 Corporate Debt Securities MEDTRONIC INC SR GLBL NT 35 D56MRZY2INAN94ZONZ37 2035-03-15 2035-03-15 4.375 - 4.375 3200000.00 3932494.22 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO 144A NT 3.95%20 HLYYNH7UQUORYSJQCN42 2020-10-15 2020-10-15 3.95 - 3.95 7000000.00 7195677.22 Corporate Debt Securities FIFTH THIRD BANCORP SR GLBL NT 25 THRNG6BD57P9QWTQLG42 2025-01-28 2025-01-28 2.375 - 2.375 3000.00 2909.69 Corporate Debt Securities UNITED RENTALS NORTH AMER INC SR NT 5.5%25 NGIZXNT70J2LYT3FBI09 2025-07-15 2025-07-15 5.5 - 5.5 4859000.00 4721058.39 Corporate Debt Securities UNISYS CORP SR SEC GLBL 22 549300T21W22FIJJOW08 2022-04-15 2022-04-15 10.75 - 10.75 28725591.00 31585782.14 Corporate Debt Securities CSX CORP SR GLBL NT4.3%48 549300JVQR4N1MMP3Q88 2048-03-01 2048-03-01 4.3 - 4.3 2300000.00 2585621.67 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 27 2027-02-15 2027-02-15 3.75 - 3.75 2000000.00 1861986.67 Corporate Debt Securities CENTENE CORP DEL SR GLBL NT 22 549300Z7JJ4TQSQGT333 2022-05-15 2022-05-15 4.75 - 4.75 2001000.00 2021899.33 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0043 154000000.00 154000000.00 0.0025 N Y Y N BNP Paribas BNP Paribas, 0.33% R0MUWSFPU8MPRO8K5P83 FIG684000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2021-01-22 2500-12-31 0 - 8.1 730173913.00 271928785.41 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0033 259000000.00 259000000.00 0.0042 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 0.58% 549300HN4UKV1E2R3U73 FIG680000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FHLMCT SLSTT SERIES 2019-3 SUB 20591025 3.63722 2059-10-25 2059-10-25 3.637 - 3.637 144906037.00 135702186.97 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0058 118000000.00 118000000.00 0.0019 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.01% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US CAP FDG V LTD 2006-5 B-1 20401010 FLT 549300HZ17SG4CLTJH14 2040-10-10 2040-10-10 3.084 - 3.084 5500000.00 1847706.42 Other Instrument COLLATERALIZED DEBT OBLIGATION SOLSTICE ABS CBO III 2003 C1 144 20390315 FLT 2549007REAZ0INSSYS43 2039-03-15 2039-03-15 5.394 - 5.394 11700000.00 4109383.64 Other Instrument COLLATERALIZED DEBT OBLIGATION MULBERRY STR CDO 2003-1 A-2 20371214 FLT 549300CMTAIF2252UI57 2037-12-14 2037-12-14 2.779 - 2.779 5000000.00 1145196.29 Other Instrument COLLATERALIZED DEBT OBLIGATION MULBERRY STR CDO 2003-2 B-F 20380812 7.10000 549300FYTB7QK2YV2Q61 2038-08-12 2038-08-12 7.1 - 7.1 4000000.00 1932610.58 Other Instrument COLLATERALIZED DEBT OBLIGATION ORION LTD 2006-1 C 144A 20460910 FLT 549300MLMUOPMGCXUV63 2046-09-10 2046-09-10 3.277 - 3.277 7225453.00 2457845.00 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SECURITIES 3-10 B-3 20330705 FLT 2033-07-05 2033-07-05 3.628 - 3.628 100000.00 73386.78 Asset-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2042-02-15 2042-02-15 3.125 - 3.125 9000.00 12346.97 U.S. Treasuries (including strips) E TRADE ABS CDO III 2004 C 20400110 FLT 549300VW38SMR8ZDK981 2040-01-10 2040-01-10 5.181 - 5.181 250000.00 83763.21 Other Instrument COLLATERALIZED DEBT OBLIGATION BUCKINGHAM CDO II LTD 549300DM0V5WSWPRUZ90 2041-03-05 2041-03-05 4.734 - 4.734 2500000.00 915448.23 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 23500000.00 7025329.46 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG XVI 2007-16 C 20380323 FLT 84EC1ANEM6KOUNEN8Q82 2038-03-23 2038-03-23 3.028 - 3.028 4300000.00 2475393.18 Other Instrument COLLATERALIZED DEBT OBLIGATION JER CRE CDO 2006-2 G-FL 20450325 FLT 549300HX6FUK9WBH2U64 2045-03-25 2045-03-25 2.947 - 2.947 14000000.00 4398815.47 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG XV 2007-15 C1 144 20371223 FLT KCKD405PLZO8BUQUCM05 2037-12-23 2037-12-23 2.345 - 2.345 1800000.00 282510.08 Other Instrument COLLATERALIZED DEBT OBLIGATION SOUTH COAST FDG III 2003-3 A-2 20380810 FLT 549300JPS4LRS1YTBK56 2038-08-10 2038-08-10 3.101 - 5.551 26019000.00 9055543.19 Other Instrument COLLATERALIZED DEBT OBLIGATION WEST COAST FDG I LTD 2006-1 B 20411102 FLT 549300QXECZQNCECZH07 2041-11-02 2041-11-02 2.208 - 2.208 41600000.00 373795.40 Other Instrument COLLATERALIZED DEBT OBLIGATION STONE TOWER CDO II 2005-2 B-1L 20401117 FLT 549300JEPJKB8PS6CQ68 2040-11-17 2040-11-17 4.754 - 4.754 6000000.00 821416.66 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 - 1.65 3772161.00 1194992.06 Other Instrument COLLATERALIZED DEBT OBLIGATION TROPIC CDO V 2006-5 A3L 14 20360715 FLT 54930035IX0Y8SG8GI72 2036-07-15 2036-07-15 3.111 - 3.111 15000000.00 2423522.92 Other Instrument COLLATERALIZED DEBT OBLIGATION ORIENT PT CDO LTD 2005-1 E 20451003 FLT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 4.608 - 4.608 12499998.00 5182230.90 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 9000000.00 3517604.01 Other Instrument COLLATERALIZED DEBT OBLIGATION STRAITS GLOBAL ABS CDO I 2004 B1 144 20401108 FLT 2040-11-08 2040-11-08 3.49 - 3.49 4000000.00 1040536.89 Other Instrument COLLATERALIZED DEBT OBLIGATION MKP CDO IV LTD 2040-07-12 2040-07-12 2.839 - 2.839 34000000.00 700034.50 Other Instrument COLLATERALIZED DEBT OBLIGATION TRIAXX PRIME CDO 2006-2 B 20391002 FLT 549300PJ36ZA8Z1O4T73 2039-10-02 2039-10-02 2.708 - 2.708 36860000.00 25544190.74 Other Instrument COLLATERALIZED DEBT OBLIGATION TRIAXX PRIME CDO 2007-1 B 20391002 FLT 549300WY5UHP1STS3E35 2039-10-02 2039-10-02 2.709 - 2.709 4115000.00 259402.15 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 13099976.00 4329041.03 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 3686475.00 258205.51 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 910000.00 73273.66 Other Instrument COLLATERALIZED DEBT OBLIGATION PALISADES CDO LTD 254900GFQ1EE6QUMSF58 2039-07-22 2039-07-22 5.052 - 5.052 4950000.00 939254.32 Other Instrument COLLATERALIZED DEBT OBLIGATION DUKE FDG X 2006-10 A1 20460409 FLT 549300K75EIHG4JT8034 2046-04-09 2046-04-09 2.338 - 2.338 8305299.00 410667.51 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREFERRED FDG V 2004-5 D 20341223 0.00000 549300FHO36K27UM2Z12 2034-12-23 2034-12-23 5.159 - 5.159 4134021.00 7527917.04 Other Instrument COLLATERALIZED DEBT OBLIGATION C-BASS CBO XV 2006-15 B 20410219 FLT 549300O3L5CM8RMPEM21 2041-02-19 2041-02-19 2.638 - 2.638 6491201.00 495240.40 Other Instrument COLLATERALIZED DEBT OBLIGATION SOLOSO CDO 2005-1 B1L 14 20351015 FLT 5493004VM7PVX1R2TQ34 2035-10-15 2035-10-15 4.531 - 4.531 9625000.00 1415866.11 Other Instrument COLLATERALIZED DEBT OBLIGATION RIVER NORTH CDO 2005 A2 144 20400206 FLT 549300A7ILGCZF1XWW54 2040-02-06 2040-02-06 2.287 - 4.987 23372349.00 6714986.83 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 21846155.00 5301788.34 Other Instrument COLLATERALIZED DEBT OBLIGATION ANTHRACITE CDO III 2004-3 G 20390323 FLT 0LSNAYXEQMR50BFJ7Q43 2039-03-23 2039-03-23 4.735 - 4.735 2100000.00 596061.91 Other Instrument COLLATERALIZED DEBT OBLIGATION MONTTAUK POINT CDO II LTD 54930046COUSLUSBKU90 2046-04-06 2046-04-06 1.74 - 1.74 1494435.00 388191.34 Other Instrument COLLATERALIZED DEBT OBLIGATION TRAPEZA CDO V 2003-5 D 20340715 FLT 2034-07-15 2034-07-15 4.523 - 4.523 844685.00 557624.55 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 Y CITIGROUP INC 1.0000 15 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0101 98000000.00 98000000.00 0.0016 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.21% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MONROE HARBOR CDO 2005-01 A-2 20401205 FLT 2040-12-05 2040-12-05 2.694 - 2.694 5822499.00 535354.10 Other Instrument COLLATERALIZED DEBT OBLIGATION C-BASS TRUST 2007-CB2 A1 20370225 FLT 2037-02-25 2037-02-25 1.082 - 1.082 170801000.00 30643364.48 Asset-Backed Securities NOVASTAR MTG FDG TR 2007-1 A-2C 20370325 FLT 2037-03-25 2037-03-25 1.127 - 1.127 3.00 0.82 Asset-Backed Securities RESIDENTIAL ASSET 2005-EFC4 M-7 20350925 FLT 2035-09-25 2035-09-25 2.097 - 2.097 1999681.00 106352.65 Asset-Backed Securities ATTENUS CDO I 2006-1 B 20360510 FLT 549300K5UF09SNNJUL07 2036-05-10 2036-05-10 2.514 - 2.514 609501.00 370876.39 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SECURITIES 3-10 B-2 20330705 FLT 2033-07-05 2033-07-05 3.628 - 3.628 10888000.00 7990352.97 Asset-Backed Securities US CAP FDG III LTD 2004-3 B-2 20351201 FLT 2035-12-01 2035-12-01 3.11 - 3.11 17878000.00 13721464.83 Asset-Backed Securities RESIDENTIAL ASSET 2006-A9CB A-1 20360925 FLT 2036-09-25 2036-09-25 1.317 - 1.317 28895000.00 1689590.99 Private Label Collateralized Mortgage Obligations E TRADE ABS CDO III 2004 A-2 20400110 FLT 549300VW38SMR8ZDK981 2040-01-10 2040-01-10 2.921 - 2.921 5900000.00 1093842.43 Other Instrument COLLATERALIZED DEBT OBLIGATION JP MORGAN CHASE CMBS 2011-C5 G 20460817 FLT 2046-08-17 2046-08-17 4 - 4 4366000.00 3417902.73 Private Label Collateralized Mortgage Obligations RENAISSANCE HEQ 2005-3 M-1 20351125 FLT 2035-11-25 2035-11-25 5.256 - 5.256 3685000.00 1472334.38 Asset-Backed Securities CWALT INC 2006-OA18 A-2 20461225 FLT 5493004SLAYUFMHIS127 2046-12-25 2046-12-25 1.187 - 1.187 4162000.00 337907.78 Private Label Collateralized Mortgage Obligations ATTENTUS CDO III 2007-3 D 20421011 FLT 5493004RJP3DQLC3SN92 2042-10-11 2042-10-11 3.983 - 3.983 7200000.00 4275730.08 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG II 2005-2 A2 144 20351105 FLT 8Z9UQTNXEECO8ECQHB85 2035-11-05 2035-11-05 2.54 - 2.54 43000.00 27471.90 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SEC XV 2004-15 C 144 20340926 FLT 2034-09-26 2034-09-26 3.616 - 3.616 1000000.00 689296.83 Asset-Backed Securities ML ALT NT ASSET TR 2007-OAR2 A-2 20370425 FLT 2037-04-25 2037-04-25 1.157 - 1.157 130000.00 50057.10 Private Label Collateralized Mortgage Obligations KODIAK CDO II LTD 2007-2 C-1 20421107 FLT 2042-11-07 2042-11-07 3.293 - 3.293 1500000.00 1039004.47 Other Instrument COLLATERALIZED DEBT OBLIGATION SOUTH COAST FDG III 2003-3 A-1A 20380810 FLT 549300JPS4LRS1YTBK56 2038-08-10 2038-08-10 2.501 - 2.501 7001000.00 417204.82 Other Instrument COLLATERALIZED DEBT OBLIGATION GS MTG SECS TR 2014-GC18 F 20470111 3.72200 2047-01-11 2047-01-11 3.722 - 3.722 1597000.00 863626.72 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG 2006-6 A2 144 20361205 FLT BUHFNQJBNOAUZ24NY591 2036-12-05 2036-12-05 2.391 - 2.391 10040724.00 5006828.64 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG I 2005-1 C-1 20350705 FLT 549300UVUFF52P87TF20 2035-07-05 2035-07-05 3.7 - 4.079 3670.00 2185.92 Other Instrument COLLATERALIZED DEBT OBLIGATION BAYVIEW COML TR 2006-1 B2 144 20360425 FLT 2036-04-25 2036-04-25 2.647 - 2.647 2200000.00 160677.73 Private Label Collateralized Mortgage Obligations MORGAN STANLEY ABS 2006-HE8 A-2B 20361025 FLT 2036-10-25 2036-10-25 1.047 - 1.047 20760000.00 2920039.06 Asset-Backed Securities ORIENT PT CDO LTD 2005-1 A-1NVB 20451003 FLT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 2.178 - 2.178 250000.00 87266.73 Other Instrument COLLATERALIZED DEBT OBLIGATION CWABS INC 2007-2 M-1 20360425 FLT 2036-04-25 2036-04-25 1.167 - 1.167 15060299.00 1569045.00 Asset-Backed Securities WAMU MTG CERT 2005-AR13 B-1 20451025 FLT 2045-10-25 2045-10-25 1.547 - 1.547 7598500.00 3096685.79 Private Label Collateralized Mortgage Obligations ELLINGTON LN ACQ TR 2007-2 M-2B 20370525 FLT 2037-05-25 2037-05-25 2.647 - 2.647 7500000.00 722172.83 Asset-Backed Securities RALI SERIES TRUST 2006-QS3 II-A-V 20360325 FLT 2036-03-25 2036-03-25 0.256 - 0.256 542001170.00 394700.30 Private Label Collateralized Mortgage Obligations ML MTG INV TR 2006-RM2 A-1A 20370525 FLT 2037-05-25 2037-05-25 1.317 - 1.317 12.00 0.93 Asset-Backed Securities MASTR SPEC LN TR 2007-01 A 20370125 FLT 2037-01-25 2037-01-25 1.317 - 1.317 76.00 11.25 Asset-Backed Securities DSLA MTG LN TR 2004-AR2 A-2B 20441119 FLT 2044-11-19 2044-11-19 1.55 - 1.55 15425000.00 461742.92 Private Label Collateralized Mortgage Obligations FREMONT HM LN TR 2006-2 M-1 20360225 FLT 2036-02-25 2036-02-25 1.267 - 1.267 22836720.00 4094712.84 Asset-Backed Securities CWABS, INC 2002-BC3 B-1 20320825 FLT 2032-08-25 2032-08-25 3.617 - 3.617 12400000.00 153382.40 Asset-Backed Securities HUNTINGTON CDO LTD 2005-1 A-2 20401105 FLT 549300EZEV0J075U3O12 2040-11-05 2040-11-05 2.391 - 2.391 25000000.00 18099570.90 Other Instrument COLLATERALIZED DEBT OBLIGATION PACIFIC COAST CDO 2001 B 20361025 FLT 2036-10-25 2036-10-25 1.794 - 1.794 37000000.00 3907676.22 Other Instrument COLLATERALIZED DEBT OBLIGATION RALI SERIES TRUST 2006-QS7 A-5 20360625 FLT 2036-06-25 2036-06-25 4.653 - 4.653 117700000.00 603222.58 Private Label Collateralized Mortgage Obligations MMCAPS FDG XVIII 2006-18 D 144A 20391227 FLT 2039-12-27 2039-12-27 3.032 - 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0.257 67788032.00 1468992.92 Private Label Collateralized Mortgage Obligations EXETER AUTO RECV TR 2018-4 D 20240916 4.35000 2024-09-16 2024-09-16 4.35 - 4.35 8189000.00 7514245.51 Asset-Backed Securities FLAGSHIP CR AUTO TR 2017-4 C 20231115 2.92000 2023-11-15 2023-11-15 2.92 - 2.92 1240000.00 1193730.36 Asset-Backed Securities CD 2019-CD8 MTG TR X-A 20570817 FLT 2057-08-17 2057-08-17 1.412 - 1.412 30826000.00 3177835.13 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2015-C22 A-4 20480417 3.30600 2048-04-17 2048-04-17 3.306 - 3.306 321000.00 333281.46 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-06-04 2020-06-04 2020-07-30 Y CREDIT SUISSE AG 1.0000 65 N N/A N/A Y CREDIT SUISSE AG 1.0000 N/A N/A N 0.0114 126214376.40 126214376.40 0.0020 N N N Y Deutsche Bank AG Deutsche Bank AG, 0.58% 7LTWFZYICNSX8D621K86 FIG664000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TENDER OPT BD TR RCPTS / CTFS CTFS 2017 2022-01-01 2022-01-01 3.14 - 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Mizuho Securities U.S.A., Inc., 0.53% 7TK5RJIZDFROZCA6XF66 FIG692000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2050-03-20 3 - 6 1235613854.00 72006881.36 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0053 70000000.00 70000000.00 0.0011 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.58% 7TK5RJIZDFROZCA6XF66 FIG690000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-05-01 2500-12-31 0 - 7.125 42563349.00 406962235.64 Equities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0058 377000000.00 377000000.00 0.0061 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.58% 7TK5RJIZDFROZCA6XF66 FIG689000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 11250328.00 10733659.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 13881810.00 12726719.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0058 23000000.00 23000000.00 0.0004 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 MIZUHO FLOATER / RESIDUAL TR V CTFS 2019 2046-09-01 2046-09-01 3.51 - 3.51 56057510.00 56218790.21 Other Instrument MUNICIPAL DEBT CALIFORNIA STATEWIDE CMNTYS DE CUSTODIAL RCPTS-SER 1908 549300KTNI2GCJNX2U48 2045-09-02 2045-09-02 5.95 - 5.95 23335178.00 24856439.74 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0206 75000000.00 75000000.00 0.0012 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 51-100 2020-08-01 2500-12-31 0 - 9.851 62423711.00 27090663.66 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0079 25030747.50 25030747.50 0.0004 N N N Y RBS Securities, Inc. RBS Securities, Inc., 0.35% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DIAGEO INVT CORP SR GLBL NT 22 S4G8DPIPDVCF6CB81Z61 2022-05-11 2042-05-11 2.875 - 4.25 859000.00 873004.86 Corporate Debt Securities MASSMUTUAL GLBL FDG II MTN144A FR 2%041521 549300K1IE3K7YU6VG29 2021-04-15 2025-01-11 2 - 2.95 1280000.00 1297327.10 Corporate Debt Securities TELEFONICA EMISIONES S A U FR 4.665%030638 549300Y5MFC4SW5Z3K71 2021-02-16 2038-03-06 4.103 - 5.462 1962000.00 2040809.74 Corporate Debt Securities BANQUE FED DU CRED MUTUEL FR 2.375%112124 VBHFXSYT7OG62HNT8T76 2022-07-20 2024-11-21 2.375 - 2.7 17539000.00 16870633.44 Corporate Debt Securities AIR LIQUIDE FIN S A SR GLBL 144A 23 549300YGXL5Z3R14K812 2023-09-27 2023-09-27 2.25 - 2.25 5500000.00 5437286.25 Corporate Debt Securities NEW YORK LIFE GBL FDG MTN 144A FR 2.3%061022 635400DPNHEAUHB7ZI15 2021-01-28 2022-06-10 2.3 - 2.95 1425000.00 1419911.65 Corporate Debt Securities BANQUE FED DU CRED MUTUEL FR 2.375%112124 VBHFXSYT7OG62HNT8T76 2024-11-21 2024-11-21 2.375 - 2.375 2000000.00 1919420.83 Corporate Debt Securities BPCE S A FR 2.75%011123 9695005MSX1OYEMGDF46 2023-01-11 2023-01-11 2.75 - 2.75 900000.00 892876.25 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 3%22 784F5XWPLTWKTBV3E584 2022-04-26 2030-02-07 2.6 - 3 696000.00 692633.48 Corporate Debt Securities BPCE SA FR 2.65%020321 9695005MSX1OYEMGDF46 2021-02-03 2021-12-02 2.65 - 2.75 18506000.00 18420594.05 Corporate Debt Securities COOPERATIEVE CNT RAIFFEISEN NY FR 2.5%011921 DG3RU1DBUFHT4ZF9WN62 2021-01-19 2021-04-26 2.5 - 3.125 7500000.00 7600297.01 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 1.95%111822 EDBQKYOPJUCJKLOJDE72 2020-12-07 2024-11-08 1.95 - 3.35 4190000.00 4196093.06 Corporate Debt Securities SVENSKA HANDELSBANKEN AB FR 3.35%052421 NHBDILHZTYCNBV5UYZ31 2021-05-24 2021-05-24 3.35 - 3.35 4006000.00 4079622.49 Corporate Debt Securities LLOYDS BKG GROUP PLC SR GLBL NT 3%22 549300PPXHEU2JF0AM85 2022-01-11 2022-01-11 3 - 3 2309000.00 2307306.73 Corporate Debt Securities SANTANDER UK PLC GLBL COCO 23 PTCQB104N23FMNK2RZ28 2023-01-13 2023-01-13 2.1 - 2.1 200000.00 191252.00 Corporate Debt Securities WALMART INC SR GLBL NT 24 Y87794H0US1R65VBXU25 2024-12-15 2029-07-08 2.65 - 3.7 1021000.00 1068154.96 Corporate Debt Securities PRINCIPAL LIFE GLOBAL FDG II FR 2.2%040820 635400WSLKBQWSOIIT41 2020-04-08 2020-04-08 2.2 - 2.2 4401000.00 4444711.71 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT2.9%25 5493008B6JBRUJ90QL97 2025-02-26 2025-02-26 2.9 - 2.9 35000.00 29960.89 Corporate Debt Securities TOYOTA MOTOR CREDIT CORP FR 2.15%021330 Z2VZBHUMB7PWWJ63I008 2030-02-13 2030-02-13 2.15 - 2.15 5750000.00 5370078.33 Corporate Debt Securities ROYAL BK CDA FR 2.5%011921 ES7IP3U3RHIGC71XBU11 2021-01-19 2021-01-19 2.5 - 2.5 595000.00 604698.50 Corporate Debt Securities UNILEVER CAP CORP SR GLBL NT 2%26 MYF1DAS6G5WY7PRWCU78 2024-05-05 2026-07-28 2 - 2.6 3731000.00 3804879.15 Corporate Debt Securities BP CAP MKTS AMER INC SR GLBL NT 28 5493009NTB34VXE1T760 2028-09-21 2028-11-06 3.937 - 4.234 8005000.00 8379090.86 Corporate Debt Securities FEDERAL FARM CREDIT 2023-02-21 2023-02-21 0.994 - 0.994 573000.00 570688.52 Agency Debentures and Agency Strips GUARDIAN LIFE GLBL FDG REG S FR 2%042621 635400NHILJ5JEKILC36 2021-04-26 2021-04-26 2 - 2 780000.00 782734.33 Corporate Debt Securities NOMURA HLDGS INC SR GLBL NT 30 549300B3CEAHYG7K8164 2030-01-16 2030-01-16 3.103 - 3.103 7900000.00 7363942.21 Corporate Debt Securities GUARDIAN LIFE GLBL FDG 144A FR 2%042621 635400NHILJ5JEKILC36 2021-04-26 2021-04-26 2 - 2 1555000.00 1560537.53 Corporate Debt Securities WELLS FARGO CO MTN BE FR 3%012221 PBLD0EJDB5FWOLXP3B76 2021-01-22 2021-01-22 3 - 3 2776000.00 2817390.16 Corporate Debt Securities USAA CAP CORP MTN BE 144A FR 2%060121 2021-06-01 2021-06-01 2 - 2 1050000.00 1064266.00 Corporate Debt Securities BANK NOVA SCOTIA B C SR GLBL NT2.5%21 L3I9ZG2KFGXZ61BMYR72 2021-01-08 2021-01-08 2.5 - 2.5 325000.00 326730.26 Corporate Debt Securities WESTPAC BKG CORP SR GLBL NT2.1%21 EN5TNI6CI43VEPAMHL14 2021-05-13 2021-05-13 2.1 - 2.1 4000000.00 4029520.00 Corporate Debt Securities JP MORGAN CHASE BANK NA GLBL NT 2.739%30 8I5DZWZKVSZI1NUHU748 2029-12-05 2030-10-15 2.739 - 4.452 2064000.00 2314183.82 Corporate Debt Securities VODAFONE GROUP PLC NEW SR GLBL NT 28 213800TB53ELEUKM7Q61 2028-05-30 2028-05-30 4.375 - 4.375 85000.00 89781.53 Corporate Debt Securities SOCIETE GENERALE MTN 144A FR 2.5%040821 O2RNE8IBXP4R0TD8PU41 2021-04-08 2021-04-08 2.5 - 2.5 3850000.00 3828685.97 Corporate Debt Securities CNH INDUSTRIAL N.V. 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12 79633800.00 50671863.08 Asset-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0065 47000000.00 47000000.00 0.0008 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WORLD BANK ZTMSNXROF84AHWJNKQ93 2020-08-21 2025-07-29 0.23 - 7.625 80826000.00 82910621.99 Other Instrument INTERNATIONAL DEBT WELLS FARGO & CO FR 2.164%021126 PBLD0EJDB5FWOLXP3B76 2025-10-30 2030-10-30 2.164 - 2.879 32432000.00 31464715.93 Corporate Debt Securities WELLS FARGO & CO SR -K STEP 26 PBLD0EJDB5FWOLXP3B76 2026-05-26 2030-10-30 2 - 3 554000.00 539706.80 Corporate Debt Securities WELLS FARGO CO MTN BE FR 2.6%072220 PBLD0EJDB5FWOLXP3B76 2020-07-22 2046-06-14 2.6 - 5.375 21322000.00 21608642.76 Corporate Debt Securities WELLS FARGO & CO SR GLBL T STP 21 PBLD0EJDB5FWOLXP3B76 2021-08-31 2031-02-28 3 - 4 1150000.00 1124597.46 Corporate Debt Securities ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2020-05-05 2023-01-24 1.625 - 1.625 2045000.00 2060322.47 Other Instrument INTERNATIONAL DEBT INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 2020-07-15 2044-01-24 1.375 - 4.375 66408000.00 75545499.39 Other Instrument INTERNATIONAL DEBT WELLS FARGO BANK NATL ASSN FR 3.625%102221 KB1H1DSPRFMYMCUFXT09 2021-10-22 2021-10-22 3.625 - 3.625 26839000.00 27828833.50 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0055 236000000.00 236000000.00 0.0038 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CENOVUS ENERGY INC SR GLBL NT 27 549300EIRQ0Z2B9C1W06 2027-04-15 2027-04-15 4.25 - 4.25 398000.00 214333.83 Corporate Debt Securities WRIGLEY WM JR CO SR NT 144A 20 Z88M4EWU0NI3QVOOIZ80 2020-10-21 2020-10-21 3.375 - 3.375 200000.00 201740.00 Corporate Debt Securities MARSH & MCLENNAN COS INC 3.5%20 549300XMP3KDCKJXIU47 2020-12-29 2020-12-29 3.5 - 3.5 6675000.00 6767812.17 Corporate Debt Securities ALABAMA PWR CO SR GLBL 2017A 22 0RL818ELFOHP5JHOFU19 2022-03-30 2022-03-30 2.45 - 2.45 4000.00 4049.44 Corporate Debt Securities EXELON GENERATION CO LLC SR NT 4.25%22 S2PEWKCZFFECR4533P43 2022-06-15 2022-06-15 4.25 - 4.25 25000.00 25320.85 Corporate Debt Securities HEINZ H J FIN CO GTD SR NT 144A39 5493003STKEZ2S0RNU91 2039-08-01 2039-08-01 7.125 - 7.125 2345000.00 2724010.62 Corporate Debt Securities DUKE ENERGY INDIANA INC 1M BD-PPP3.75%20 6URPHM2EAWGJ2C6ISB97 2020-07-15 2020-07-15 3.75 - 3.75 200000.00 202031.33 Corporate Debt Securities OASIS PETROLEUM INC SR NT 6.5%21 529900FA4V2YNIKZ0M71 2021-11-01 2021-11-01 6.5 - 6.5 894000.00 274532.50 Corporate Debt Securities ARIZONA PUB SVC CO SR GLBL NT3.5%49 YG6VT0TPHRH4TFVAQV64 2049-12-01 2049-12-01 3.5 - 3.5 1695000.00 1711214.56 Corporate Debt Securities INDIANA MICH PWR CO SR GLBL -L NT 47 JHR9V15J0ZRG02MIRD06 2047-07-01 2047-07-01 3.75 - 3.75 3436000.00 3392483.06 Corporate Debt Securities COLONIAL PIPELINE CO SR NT 144A 20 549300Y8RLCD6IQXIT35 2020-10-15 2020-10-15 3.5 - 3.5 3000000.00 3036476.67 Corporate Debt Securities HCA INC SR SEC GLBL NT26 L3CJ6J7LJ2DX62FTXD46 2026-06-15 2029-06-15 4.125 - 5.25 16303000.00 16752461.83 Corporate Debt Securities VIDEOTRON LTEE SR 144A NT 27 549300LW4GNJRBECSD81 2027-04-15 2027-04-15 5.125 - 5.125 360000.00 375815.50 Corporate Debt Securities BROOKFIELD ASSET MGMT INC SR NT 4%25 C6J3FGIWG6MBDGTE8F80 2025-01-15 2025-01-15 4 - 4 195000.00 195977.82 Corporate Debt Securities CAPITAL ONE FINL CORP SR GLBL NT2.4%20 ZUE8T73ROZOF6FLBAR73 2020-10-30 2020-10-30 2.4 - 2.4 561000.00 564652.11 Corporate Debt Securities MEAD JOHNSON NUTRITION CO SR GLBL NT 3%20 E4BJRFT3MF4GJDY1SC50 2020-11-15 2020-11-15 3 - 3 14000.00 14129.41 Corporate Debt Securities BROOKFIELD FIN LLC SR NT GLBL 4% 24 2024-04-01 2024-04-01 4 - 4 214000.00 213409.36 Corporate Debt Securities AMERICAN INTL GROUP INC SR GLBL NT4.5%44 ODVCVCQG2BP6VHV36M30 2025-07-10 2044-07-16 3.75 - 4.5 7662000.00 7738256.44 Corporate Debt Securities WILLIS GROUP HLDGS PUBLIC LTD SR NT 5.75%21 549300WHC56FF48KL350 2021-03-15 2021-03-15 5.75 - 5.75 280000.00 282000.76 Corporate Debt Securities PBF LOGISTICS LP SR GLBL NT 23 2023-05-15 2023-05-15 6.875 - 6.875 799000.00 472186.81 Corporate Debt Securities VOC ESCROW LTD SR SEC GLBL 28 2028-02-15 2028-02-15 5 - 5 605000.00 445431.25 Corporate Debt Securities KRAFT FOODS GROUP INC SR GLBL NT6.5%40 5493003STKEZ2S0RNU91 2040-02-09 2040-02-09 6.5 - 6.5 2604000.00 2809973.51 Corporate Debt Securities FRESENIUS MED CARE US FIN II SR 144A NT 20 5493008GJ5TVVTY4UM62 2020-10-15 2020-10-15 4.125 - 4.125 406000.00 411034.74 Corporate Debt Securities UBER TECHNOLOGIES INC SR GLBL 144A 27 549300B2FTG34FILDR98 2027-09-15 2027-09-15 7.5 - 7.5 3678312.00 3662985.70 Corporate Debt Securities B.A.T. INT FIN PLC SR 144A NT 25 21380041YBGOQDFAC823 2025-06-15 2025-06-15 3.95 - 3.95 465000.00 469385.21 Corporate Debt Securities ESSEX PORTFOLIO L P SR NT 5.2%21 5493003GN3O58H286O74 2021-03-15 2021-03-15 5.2 - 5.2 188000.00 190464.89 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 22 2022-03-15 2022-03-15 3.05 - 3.05 2746000.00 2782372.30 Corporate Debt Securities TEXAS EASTN TRANSMISSION LP SR GLBL 144A 20 549300SIOULUXXIDGA69 2020-12-01 2020-12-01 4.125 - 4.125 500000.00 507135.00 Corporate Debt Securities BRUIN E&P PARTNERS LLC SR GLBL 144A 23 549300NZ4QCWC7W8KP34 2023-08-01 2023-08-01 8.875 - 8.875 2.00 0.21 Corporate Debt Securities BACARDI LTD 5.3%48 549300R32WTQNHNN5055 2048-05-15 2048-05-15 5.3 - 5.3 32.00 35.69 Corporate Debt Securities PRECISION CASTPARTS CORP SR GLBL NT 20 0XOOAY5P5J7Q734SEC89 2020-06-15 2025-06-15 2.25 - 3.25 4030000.00 4052800.66 Corporate Debt Securities TOTAL CAPITAL SR GLBL NT 22 549300U37G2I8G4RUG09 2022-02-17 2022-02-17 2.875 - 2.875 5000.00 5067.02 Corporate Debt Securities HEINZ H J CO SR SEC 144A NT25 5493003STKEZ2S0RNU91 2025-02-15 2025-02-15 4.875 - 4.875 13510000.00 13594156.04 Corporate Debt Securities ACE INA HLDGS INC SR GLBL NT2.3%20 CZCBJZWDMLTHWJDXU843 2020-11-03 2020-11-03 2.3 - 2.3 7449000.00 7506324.19 Corporate Debt Securities PUGET ENERGY INC NEW SR SEC GLBL NT22 SYBSJ96YIDMIUY7WDR33 2022-07-15 2022-07-15 5.625 - 5.625 415000.00 419322.22 Corporate Debt Securities BLOCK FINL CORP CR SEN SR GLBL20 2020-10-01 2020-10-01 4.125 - 4.125 4129000.00 4182945.38 Corporate Debt Securities VIKING CRUISES LTD SR 144A NT 27 549300IJP90T4MV2GL84 2027-09-15 2027-09-15 5.875 - 5.875 20316000.00 12239331.88 Corporate Debt Securities VOC ESCROW LTD SR SEC GLBL 28 2028-02-15 2028-02-15 5 - 5 1756000.00 1292855.00 Corporate Debt Securities SIMON PPTY GROUP LP 2.75%23 MR92GTD0MJTTTTQDVG45 2020-09-01 2042-03-15 2.35 - 4.75 39251000.00 39295183.07 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 3%26 5493003STKEZ2S0RNU91 2026-06-01 2046-06-01 3 - 4.375 6354000.00 5821203.74 Corporate Debt Securities AETNA INC SR GLBL NT 22 549300QKBENKLBXQ8968 2022-11-15 2022-11-15 2.75 - 2.75 527000.00 530324.78 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT2.2%20 R4PP93JZOLY261QX3811 2020-10-30 2020-10-30 2.2 - 2.2 4456000.00 4483879.71 Corporate Debt Securities NGL ENERGY PARTNERS LP SR GLBL NT7.5%23 2023-11-01 2023-11-01 7.5 - 7.5 586000.00 223412.50 Corporate Debt Securities LEUCADIA NATL CORP SR NT 5.5%23 549300HOF34RGOJ5YL07 2023-10-18 2023-10-18 5.5 - 5.5 325000.00 329359.15 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0075 142000000.00 142000000.00 0.0023 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2021-06-01 2058-05-15 2.625 - 6.02 450310000.00 493510327.60 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0075 470000000.00 470000000.00 0.0076 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-12-15 2061-08-17 0 - 8.625 237984628.00 150292855.59 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0075 142000000.00 142000000.00 0.0023 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.80% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-05-15 2068-04-08 0.25 - 9.25 242970000.00 247811872.70 Corporate Debt Securities Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0080 236000000.00 236000000.00 0.0038 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 2020-10-31 2049-11-15 0.045 - 7.5 243958200.00 280016486.56 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 273000000.00 273000000.00 0.0044 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.02% 1VUV7VQFKUOQSJ21A208 FIG628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2029-02-15 1.375 - 5.25 174350000.00 196318776.72 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 192000000.00 192000000.00 0.0031 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.01% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2024-08-31 1.875 - 1.875 114149000.00 121641966.79 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 119000000.00 119000000.00 0.0019 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.01% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2021-12-31 1.625 - 1.625 239400000.00 246090392.24 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 241000000.00 241000000.00 0.0039 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.01% RB0PEZSDGCO3JS6CEU02 FIG585000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 116500000.00 134961763.57 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 132000000.00 132000000.00 0.0021 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2046-08-15 1.375 - 2.75 192914900.00 205873270.85 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 201000000.00 201000000.00 0.0032 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-30 2046-08-15 2.25 - 2.875 95975800.00 104479832.36 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 102000000.00 102000000.00 0.0016 N Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.02% 6PJDTY319315T5LR2241 FIG564000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2024-11-15 1.75 - 2.75 733494000.00 788579349.86 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 770000000.00 770000000.00 0.0124 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.02%, dated 3/31/2020 due 04/01/2020 B4TYDEB6GKMZO031MB27 FIG863000_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 2046-10-20 3 - 5.25 42841081.65 12228785.74 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 11959000.00 11959000.00 0.0002 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.02%, dated 3/31/2020 due 04/01/2020 B4TYDEB6GKMZO031MB27 FIG791000_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 2046-10-20 3 - 5.25 911294539.38 260124750.43 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 254386000.00 254386000.00 0.0041 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.02%, dated 3/31/2020 due 04/01/2020 R0MUWSFPU8MPRO8K5P83 FIG791000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2049-11-15 0 - 8.75 28996051.57 33711936.37 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 552.29 560.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2049-04-01 0 - 6.5 92899.08 1135.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-05-20 2048-08-20 3 - 8 220248.84 155496.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-25 2049-10-25 3 - 8 123130.54 36789.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 33119000.00 33119000.00 0.0005 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.02%, dated 3/31/2020 due 04/01/2020 8NAV47T0Y26Q87Y0QP81 FIG863000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2044-03-01 3.83 - 3.83 305798.98 356605.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 331355.01 322350.15 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2048-02-15 1.5 - 3 3607030.11 4108186.26 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 295892.64 295466.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-11-01 2025-11-01 3.73 - 3.73 244242.20 273668.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2049-06-01 3 - 4 2967318.92 1924766.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-01-01 2058-05-01 0 - 5 15569226.34 8690338.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0002 15646000.00 15646000.00 0.0003 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.02%, dated 3/31/2020 due 04/01/2020 E57ODZWZ7FF32TWEFA76 FIG863000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-09-01 2030-03-11 0.46 - 3.5 750603.81 752614.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2046-04-01 0 - 8 86492.02 30119.49 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-04-15 2049-09-15 2.5 - 10.5 4090605.66 82627.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2028-09-01 2 - 2 412.43 158.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-30 2050-03-01 1.25 - 7.5 1302858.94 1100190.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-12-01 3 - 4 289.93 284.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 31623.03 200.04 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2030-01-15 0 - 0 259308.78 222803.40 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2050-02-15 0 - 8.125 19610909.24 21173538.32 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.26 - 3.26 14.99 17.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 11483.39 12185.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-01-08 2036-03-14 1.125 - 5.625 118043.34 137816.90 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 4.875 55224.96 58559.52 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 13.81 15.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 23094000.00 23094000.00 0.0004 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.02%, dated 3/31/2020 due 04/01/2020 MBNUM2BPBDO7JBLYG310 FIG863000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2050-02-15 0.22 - 3.875 15345170.42 18067686.87 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0002 17629000.00 17629000.00 0.0003 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.02%, dated 3/31/2020 due 04/01/2020 KBVRJ5K57JZ3E2AVWX40 FIG863000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2050-02-15 0 - 3 5931503.45 6603846.48 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-04-01 2031-04-01 3.605 - 3.605 32736.93 37637.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2049-09-01 3.028 - 3.104 63474.54 61729.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-11-01 2058-05-01 3.5 - 5 2838312.84 2110546.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 8637000.00 8637000.00 0.0001 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.02%, dated 3/31/2020 due 04/01/2020 ZBUT11V806EZRVTWT807 FIG863000_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 2049-08-01 2049-09-01 3 - 4 158911.31 166076.86 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2039-05-15 0.375 - 5.375 42059965.17 43578424.12 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 3.5 - 4.5 1457474.86 1388025.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 28669.19 27299.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 4.5 - 5.5 113705.61 118443.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 902016.09 950155.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 4.5 1819109.21 1914451.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-02-01 4 - 4.5 23203.34 24638.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4 1184063.77 1246327.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 4.5 2387262.02 2411830.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-11-01 2048-11-01 2.624 - 4.5 791909.85 483004.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-02 2050-03-01 2.5 - 3.5 2809762.77 2951082.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 149140.77 155942.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2051-06-01 2.5 - 7.5 39796853.18 32385929.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 86080000.00 86080000.00 0.0014 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.02%, dated 3/31/2020 due 04/01/2020 ZBUT11V806EZRVTWT807 FIG791000_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 2049-08-01 2049-09-01 3 - 4 45317.78 47361.23 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2039-05-15 0.375 - 5.375 11994517.02 12427545.95 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 3.5 - 4.5 415637.70 395832.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 8175.78 7785.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 4.5 - 5.5 32426.18 33777.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 257233.86 270962.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 4.5 518767.34 545956.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-02-01 4 - 4.5 6617.05 7026.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4 337667.26 355423.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 4.5 680791.22 687797.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-11-01 2048-11-01 2.624 - 4.5 225834.14 137741.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-02 2050-03-01 2.5 - 3.5 801278.54 841579.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 42531.45 44471.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2051-06-01 2.5 - 7.5 11349130.48 9235708.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 24548000.00 24548000.00 0.0004 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.02%, dated 3/31/2020 due 04/01/2020 ZOMOLU8CGIZRYZ7PFU34 FIG863000_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 2020-08-31 2046-08-15 0.5 - 3.125 18423628.38 19498504.36 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 9.71 4.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2041-09-01 4.5 - 4.5 3226733.11 379438.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2048-09-01 4 - 5.5 1606026.77 1190769.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-07-20 2049-10-20 3.5 - 4.5 1047121.26 504430.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-03-01 2050-01-01 3 - 5.5 7688727.41 6153529.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 27183000.00 27183000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.02%, dated 3/31/2020 due 04/01/2020 7TK5RJIZDFROZCA6XF66 FIG863000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3 - 3.5 150086.51 158226.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 2.6 - 2.6 129088.64 137033.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3.5 - 3.5 29312.01 31196.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-11-01 2026-11-01 3.354 - 3.354 9159.51 9827.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 2084889.58 2191628.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 4.04 - 4.04 18509.84 21973.04 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2050-02-15 0.033 - 8.125 12890986.17 16401611.10 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2031-07-01 2.98 - 3.225 495243.13 567490.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.59 - 4.59 15075.02 18569.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-25 2050-02-25 3 - 3 184010.69 201309.91 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-02-01 2039-02-01 4.27 - 4.27 23852.88 27843.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 4177971.13 4394039.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.76 - 3.76 57246.92 69030.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3 586230.40 617828.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2033-03-01 2.31 - 2.365 230056.30 244070.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2030-01-01 2.55 - 2.73 273640.29 297292.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 24807000.00 24807000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.02%, dated 3/31/2020 due 04/01/2020 OXTKY6Q8X53C9ILVV871 FIG863000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2023-02-10 2023-02-10 1.6 - 1.6 39266.51 39631.01 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 2.5 - 2.5 983.50 1028.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-09-01 4.5 - 5 129224.25 112985.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-05-01 0 - 9 4121902.69 372347.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 3 - 4 603408.97 634906.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-08-15 2070-02-20 2.378 - 7.5 5915198.59 4746089.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-03-01 3.5 - 4.5 50568.58 44464.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 3.5 939538.60 722449.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 92161.99 61839.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 945209.29 22058.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-05-01 2057-02-01 1.25 - 8.5 16249322.01 12038652.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 145.03 129.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-01-01 3 - 4.5 83068.59 86041.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 2031-05-01 3.49 - 3.49 1667.83 1896.22 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2047-08-15 0 - 6.875 45067075.63 50828811.13 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-07-01 2031-07-01 3.02 - 3.25 29709.12 33383.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2026-06-01 6 - 6 190978.85 4604.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2031-01-01 3.575 - 3.94 107333.39 122222.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4.5 - 4.5 17370.65 19242.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3.5 123613.70 129531.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2034-06-01 4.5 - 4.5 32223.45 26313.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2024-02-13 1.875 - 2.5 4205.83 4463.84 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-02-01 2032-02-01 2.55 - 2.55 125902.74 137662.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 17633.79 19233.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.74 - 3.74 90458.63 101207.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2032-01-01 2.6 - 2.6 101028.70 110663.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 69032000.00 69032000.00 0.0011 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.02%, dated 3/31/2020 due 04/01/2020 VYVVCKR63DVZZN70PB21 FIG863000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2035-04-01 2.5 - 2.5 197667.81 206770.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 5 - 5 139562.49 153542.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 102673.43 107379.34 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2048-11-15 0.115 - 6.25 77114606.83 95541087.99 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-08 2020-06-08 4.55 - 4.55 121.12 123.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-01-01 2.5 - 2.5 2506.46 2621.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-10-25 2049-10-25 1.67 - 5.515 1115264.29 948563.92 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 4 1588615.50 1730393.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-10-15 2050-03-20 1.5 - 8.5 43371395.21 44165213.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 1389340.71 1451940.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 4 1586761.82 1666104.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2036-03-25 1.757 - 2.625 23507.32 3423.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 2.5 - 3.5 10196383.72 10642966.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 153393000.00 153393000.00 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.31% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-04-01 2021-07-31 2021-07-31 N N N 0.0017 193351258.07 193351258.07 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-04-01 2021-10-31 2021-10-31 N N N 0.0021 117328089.06 117328089.06 0.0019 N Y Y N Chicago O'Hare Int'l. Arpt. Rev. Chicago O'Hare Int'l. Arpt. Rev., 5.03% Series 2005 D, LOC Barclays Bank PLC VRDN 1675927A6 US1675927A61 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2035-01-01 Y BARCLAYS BANK PLC 1.0000 7 N N/A N/A Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0503 41600000.00 41600000.00 0.0007 N N Y N Illinois Dev. Fin. Auth. Rev. Illinois Dev. Fin. Auth. Rev., 5.10% (Lyric Opera of Chicago Proj.) LOC BMO Harris Bank NA, LOC Northern Trust Co. VRDN 451908PR2 US451908PR26 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2028-12-01 Y BMO HARRIS BANK NA 0.6300 7 N N/A N/A NORTHERN TRUST CO CHICAGO 0.3700 7 N N/A N/A N N 0.0510 21400000.00 21400000.00 0.0003 N N Y N New York City Gen. Oblig. New York City Gen. Oblig., 4.50% Series D5, LOC PNC Bank NA VRDN 64966LCN9 549300ABYZD2SFD5JB29 US64966LCN91 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2041-08-01 Y PNC BANK NA PITTSBURGH PA 1.0000 7 N N/A N/A Y PNC BANK NA PITTSBURGH PA 1.0000 N/A N/A N 0.0450 11900000.00 11900000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Mtg. Rev. New York City Hsg. Dev. Corp. Multi-family Mtg. Rev., 4.75% (Related-Upper East Proj.) Series A, LOC Landesbank Baden-Wurttemberg VRDN 64970VBR3 US64970VBR33 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2036-12-01 Y LANDESBANK BADEN-WUERT (UNGTD) 1.0000 7 N N/A N/A Y LANDESBANK BADEN-WUERT (UNGTD) 1.0000 N/A N/A N 0.0475 23500000.00 23500000.00 0.0004 N N Y N California Health Facilities Financing Auth. Rev. California Health Facilities Financing Auth. Rev., 5.35% (Catholic Healthcare West Proj.) Series 2005 H, LOC Sumitomo Mitsui Banking Corp. VRDN 13033FF54 US13033FF541 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2035-07-01 Y SUMITOMO MITSUI BKG CORP 1.0000 7 N N/A N/A Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0535 32900000.00 32900000.00 0.0005 N N Y N Clark County Arpt. Rev. Clark County Arpt. Rev., 3.70% Series 2008 D 2A, LOC Wells Fargo Bank NA VRDN 18085PMX9 US18085PMX95 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2040-07-01 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0370 10900000.00 10900000.00 0.0002 N N Y N Clark County Arpt. Rev. Clark County Arpt. Rev., 5.20% Series 2008 B2, LOC State Street Bank & Trust Co., Boston VRDN 18085PNY6 US18085PNY69 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2022-07-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 N N/A N/A Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0520 14285000.00 14285000.00 0.0002 N N Y N Green Bay Redev. Auth. Green Bay Redev. Auth., 3.80% (Green Bay Packaging, Inc. Proj.) LOC Wells Fargo Bank NA VRDN 39269DAA3 US39269DAA37 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2047-07-01 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0380 18700000.00 18700000.00 0.0003 N N Y N Louisiana Offshore Term. Auth. Deepwater Port Rev. Louisiana Offshore Term. Auth. Deepwater Port Rev., 5.01% (LOOP LLC Proj.) Series 2013 B, LOC JPMorgan Chase Bank VRDN 546510FH6 US546510FH68 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2033-09-01 Y JPMORGAN CHASE BANK NA 1.0000 7 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0501 13900000.00 13900000.00 0.0002 N N Y N Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 4.75% (Catholic Healthcare West Proj.) Series 2008 B, LOC Barclays Bank PLC VRDN 040507JU0 US040507JU09 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2035-07-01 Y BARCLAYS BANK PLC 1.0000 7 N N/A N/A Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0475 13795000.00 13795000.00 0.0002 N N Y N Philadelphia Gas Works Rev. Philadelphia Gas Works Rev., 4.50% (1998 Gen. Ordinance Proj.) Eighth Series C, LOC Barclays Bank PLC VRDN 7178232R8 US7178232R87 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2031-08-01 Y BARCLAYS BANK PLC 1.0000 7 N N/A N/A Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0450 11300000.00 11300000.00 0.0002 N N Y N Atlanta Arpt. Rev. Atlanta Arpt. Rev., 4.13% Series K2, LOC PNC Bank NA, CP FIE798000 Other Municipal Security Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y PNC BANK NA PITTSBURGH PA 1.0000 N/A N/A N 0.0296 14000421.40 14000421.40 0.0002 N Y Y N Atlanta Arpt. Rev. Atlanta Arpt. Rev., 4.13% Series K1, LOC PNC Bank NA, CP FIE793000 Other Municipal Security Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y PNC BANK NA PITTSBURGH PA 1.0000 N/A N/A N 0.0296 21000632.10 21000632.10 0.0003 N Y Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.93% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-04-01 2020-04-07 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0093 228000000.00 228000000.00 0.0037 N N Y N Credit AG CIB Paris Credit AG CIB Paris, 0.80% 1VUV7VQFKUOQSJ21A208 FIG739000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0080 94000000.00 94000000.00 0.0015 N N Y N 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 Fidelity Colchester Street Trust: Money Market Portfolio 2020-04-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer