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LLC 0000862124 084-01839 N N N Prime Y 43 58 20484317352.02 19964048611.66 26740193928.62 28958863213.09 27037186144.52 28954199674.74 32097218564.28 32061854719.57 0.3200 0.3100 0.4200 0.4500 0.4200 0.4500 0.5000 0.5000 980.41 64856968843.77 64830728973.82 37497306.37 1308660852.68 63559566407.92 63538715806.76 1.0000 0.0080 1.0003 1.0003 1.0004 1.0006 C000013041 1000000.00 26956983464.80 26948489683.06 1.0003 1.0003 1.0004 1.0006 764371221.77 827698653.38 769519276.26 614731124.83 655165901.44 514800506.29 858470222.56 462722686.73 3536146735.16 2344997016.78 0.0062 Y Fidelity Investments, Reimbursement Fees, -660962.67; C000013086 1000000.00 385763920.31 385678963.18 1.0002 1.0002 1.0003 1.0005 6372710.87 23013129.82 3045682.77 2837425.02 3488661.19 2598219.86 3464258.98 5514132.68 16645686.50 25017633.53 0.0047 Y Fidelity Investments, Reimbursement Fees, -10380.73; C000013087 1000000.00 14282791.40 14285889.99 0.9997 0.9997 0.9999 1.0000 7789.47 1343180.67 0.00 20000.00 1700000.00 13341.10 0.00 0.00 3231927.28 1474554.99 0.0037 Y Fidelity Investments, Reimbursement Fees, -221.44; C000013088 1000000.00 55621039.54 55608041.28 1.0002 1.0002 1.0003 1.0005 6349364.52 805942.89 41997.01 3611605.72 31393.75 1012613.88 1265548.56 1528153.42 2662785.19 6419321.30 0.0057 Y Fidelity Investments, Reimbursement Fees, -1454.93; C000056571 10000000.00 36146915191.87 36134653229.25 1.0003 1.0003 1.0004 1.0006 1009258456.07 1688812871.88 786503840.44 1042176497.46 750644248.53 812592999.60 1067584270.03 499511259.50 4054721738.76 3717194953.45 0.0066 Y Fidelity Investments, Reimbursement Fees, -1181208.77; 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 0.0050 397474415.00 397474415.00 0.0063 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 0.0031 535111453.89 535111453.89 0.0084 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 0.0136 288943009.20 288943009.20 0.0045 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 0.0168 260991308.70 260991308.70 0.0041 N N N 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 0.0173 184994154.00 184994154.00 0.0029 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 0.0185 247852588.80 247852588.80 0.0039 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 0.0178 131995868.40 131995868.40 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 0.0156 249991600.00 249991600.00 0.0039 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 0.0042 499613021.50 499613021.50 0.0079 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.09% 55380TCY4 C3GTMMZIHMY46P4OIX74 FJE855000 Certificate of Deposit Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0051 234308692.80 234308692.80 0.0037 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.09% 55380TCZ1 C3GTMMZIHMY46P4OIX74 FJE856000 Certificate of Deposit Y N/A N/A 2020-07-23 2020-07-23 2020-07-23 N N N 0.0051 240320976.00 240320976.00 0.0038 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 0.0052 261463588.20 261463588.20 0.0041 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 0.0053 106190111.00 106190111.00 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 0.0052 106216653.40 106216653.40 0.0017 N N N N Barclays Bank PLC Barclays Bank PLC, 0.57% 06742TSK3 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0057 254000000.00 254000000.00 0.0040 N N N N Barclays Bank PLC Barclays Bank PLC, 0.70% 06742TSJ6 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2020-08-12 2020-08-12 2020-08-12 N N N 0.0078 253939217.80 253939217.80 0.0040 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 0.0027 180029196.00 180029196.00 0.0028 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.77% 60683BZA4 JBONEPAGQXF4QP29B387 US60683BZA42 0001462160 Certificate of Deposit Y N/A N/A 2020-05-18 2020-06-18 2020-06-18 N N N 0.0055 97028294.90 97028294.90 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.77% 60683BZB2 JBONEPAGQXF4QP29B387 US60683BZB25 0001462160 Certificate of Deposit Y N/A N/A 2020-05-19 2020-06-19 2020-06-19 N N N 0.0027 97065717.50 97065717.50 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.85% 60683BYC1 JBONEPAGQXF4QP29B387 US60683BYC17 0001462160 Certificate of Deposit Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0016 146052487.00 146052487.00 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.89% 60683BYV9 JBONEPAGQXF4QP29B387 US60683BYV97 0001462160 Certificate of Deposit Y N/A N/A 2020-05-12 2020-06-12 2020-06-12 N N N 0.0063 90626935.38 90626935.38 0.0014 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.98% 60683BXV0 JBONEPAGQXF4QP29B387 US60683BXV07 0001462160 Certificate of Deposit Y N/A N/A 2020-05-13 2020-05-13 2020-05-13 N N N 0.0013 73022162.80 73022162.80 0.0011 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.98% 60683BXW8 JBONEPAGQXF4QP29B387 US60683BXW89 0001462160 Certificate of Deposit Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0013 122039650.00 122039650.00 0.0019 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.01% 60683BYN7 JBONEPAGQXF4QP29B387 US60683BYN71 0001462160 Certificate of Deposit Y N/A N/A 2020-05-09 2020-06-08 2020-06-08 N N N 0.0072 98029713.60 98029713.60 0.0015 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 0.0039 136159976.80 136159976.80 0.0021 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 0.0039 137163304.00 137163304.00 0.0022 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 0.0040 52093610.40 52093610.40 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 0.0040 52094936.40 52094936.40 0.0008 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.89% 60710AKD3 RB0PEZSDGCO3JS6CEU02 US60710AKD36 Certificate of Deposit Y N/A N/A 2020-05-11 2020-06-10 2020-06-10 N N N 0.0043 465836850.72 465836850.72 0.0073 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.99% 60710AHY1 RB0PEZSDGCO3JS6CEU02 US60710AHY10 Certificate of Deposit Y N/A N/A 2020-05-13 2020-05-13 2020-05-13 N N N 0.0013 179054988.80 179054988.80 0.0028 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 0.0055 806248796.50 806248796.50 0.0127 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.67% 63873QGM0 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-07-24 2020-07-24 2020-07-24 N N N 0.0039 628407320.80 628407320.80 0.0099 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.85% 63873QGH1 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0037 235251332.50 235251332.50 0.0037 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 0.0018 780678210.00 780678210.00 0.0123 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 0.0099 224984070.00 224984070.00 0.0035 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 0.0173 160989873.10 160989873.10 0.0025 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86565CCT4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0039 204062750.40 204062750.40 0.0032 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86565CCV9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0039 177052091.10 177052091.10 0.0028 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.85% 86565B5A5 5U0XI89JRFVHWIBS4F54 US86565B5A50 0001184915 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0020 315100201.50 315100201.50 0.0050 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 2020-05-10 2020-06-10 2020-06-10 N N N 0.0067 226062104.80 226062104.80 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 0.0043 288315590.40 288315590.40 0.0045 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 0.0043 288325008.00 288325008.00 0.0045 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.07% 86565B6A4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-05-04 2020-06-04 2020-06-04 N N N 0.0081 226055392.60 226055392.60 0.0036 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.07% 86565B6B2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-05-05 2020-06-05 2020-06-05 N N N 0.0083 226052160.80 226052160.80 0.0036 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.19% 86565B4E8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0010 500104500.00 500104500.00 0.0079 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.49% 86564GCG4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0038 263077059.00 263077059.00 0.0041 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.49% 86564GCH2 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0038 300087210.00 300087210.00 0.0047 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.49% 86564GCF6 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0040 199051740.00 199051740.00 0.0031 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.50% 86564GCB5 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0036 153052907.40 153052907.40 0.0024 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.50% 86564GCC3 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0038 254082346.80 254082346.80 0.0040 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.68% 86564GBR1 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0036 111088011.90 111088011.90 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.79% 86564F5D1 5493006GGLR4BTEL8O61 US86564F5D10 0001046017 Certificate of Deposit Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0017 134648415.62 134648415.62 0.0021 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.79% 86564F5C3 5493006GGLR4BTEL8O61 US86564F5C37 0001046017 Certificate of Deposit Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0022 90030996.00 90030996.00 0.0014 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.98% 86564F4J9 5493006GGLR4BTEL8O61 US86564F4J98 0001046017 Certificate of Deposit Y N/A N/A 2020-05-01 2020-05-12 2020-05-12 N N N 0.0012 224663247.36 224663247.36 0.0035 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.98% 86564F4H3 5493006GGLR4BTEL8O61 US86564F4H33 0001046017 Certificate of Deposit Y N/A N/A 2020-05-11 2020-05-11 2020-05-11 N N N 0.0012 49012725.30 49012725.30 0.0008 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.98% 86564F4K6 5493006GGLR4BTEL8O61 US86564F4K61 0001046017 Certificate of Deposit Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0013 140545662.50 140545662.50 0.0022 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 0.0028 500648500.00 500648500.00 0.0079 N N N N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.88% 86959RFH8 NHBDILHZTYCNBV5UYZ31 US86959RFH84 0001448613 Certificate of Deposit Y N/A N/A 2020-05-11 2020-08-11 2020-08-11 N N N 0.0109 463718862.40 463718862.40 0.0073 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 0.0040 123311977.20 123311977.20 0.0019 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.48% 969500TJ5KRTCJQWXH05 XS2131343704 Certificate of Deposit Y N/A N/A 2020-07-03 2020-07-03 2020-07-03 N N N 0.0038 124239047.20 124239047.20 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 0.0007 243044687.70 243044687.70 0.0038 N N Y 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 0.0015 243197000.10 243197000.10 0.0038 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 0.0008 245990824.20 245990824.20 0.0039 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 0.0006 254990463.00 254990463.00 0.0040 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 0.0009 243991752.80 243991752.80 0.0038 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 0.0011 390947371.40 390947371.40 0.0062 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 0.0014 249949475.00 249949475.00 0.0039 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.79% 529900HNOAA1KXQJUQ27 XS2106829539 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0008 242990936.10 242990936.10 0.0038 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 0.0006 388985451.40 388985451.40 0.0061 N N N N KBC Bank NV London KBC Bank NV London, 1.61% 6B2PBRV1FCJDMR45RZ53 XS2128045171 Certificate of Deposit Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0040 260830454.40 260830454.40 0.0041 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 0.0017 487959105.60 487959105.60 0.0077 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 0.0018 243977478.80 243977478.80 0.0038 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 0.0019 728919372.60 728919372.60 0.0115 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.69% JBONEPAGQXF4QP29B387 XS2124965612 Certificate of Deposit Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0018 97990072.60 97990072.60 0.0015 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 0.0018 196967376.80 196967376.80 0.0031 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 0.0018 97987230.60 97987230.60 0.0015 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 0.0015 243981822.00 243981822.00 0.0038 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 0.0016 147987301.60 147987301.60 0.0023 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 0.0007 97999010.20 97999010.20 0.0015 N N Y 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 0.0054 243820708.80 243820708.80 0.0038 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 0.0056 244799835.00 244799835.00 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 0.0066 196974981.00 196974981.00 0.0031 N N Y 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 0.0085 157892512.60 157892512.60 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 0.0076 78970422.40 78970422.40 0.0012 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.59% 95001KGQ1 KB1H1DSPRFMYMCUFXT09 US95001KGQ13 Certificate of Deposit Y N/A N/A 2020-05-27 2020-07-27 2020-07-27 N N N 0.0060 169994611.00 169994611.00 0.0027 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.08% to 0.19% 9127962L2 US9127962L27 U.S. Treasury Debt Y N/A N/A 2020-05-12 2020-05-12 2020-05-12 N N N 0.0006 799285037.10 799285037.10 0.0126 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127962K4 US9127962K44 U.S. Treasury Debt Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0004 202345474.95 202345474.95 0.0032 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796SR1 US912796SR11 U.S. Treasury Debt Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0009 619966414.60 619966414.60 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962P3 US9127962P31 U.S. Treasury Debt Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 1242897626.52 1242897626.52 0.0196 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962X6 US9127962X64 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0011 629888553.00 629888553.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.12% 912796TX7 US912796TX79 U.S. Treasury Debt Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0010 628942081.68 628942081.68 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127963M9 US9127963M90 U.S. Treasury Debt Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0012 619811848.60 619811848.60 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.27% 9127962W8 US9127962W81 U.S. Treasury Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0010 1035351053.17 1035351053.17 0.0163 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.13% 912796WY1 US912796WY16 U.S. Treasury Debt Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0010 1239678368.80 1239678368.80 0.0195 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127963N7 US9127963N73 U.S. Treasury Debt Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0011 629812575.00 629812575.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796WW5 US912796WW59 U.S. Treasury Debt Y N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N N 0.0010 619885622.40 619885622.40 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 9127963D9 US9127963D91 U.S. Treasury Debt Y N/A N/A 2020-07-14 2020-07-14 2020-07-14 N N N 0.0008 440523018.37 440523018.37 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 9127962V0 US9127962V09 U.S. Treasury Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0009 1202457864.71 1202457864.71 0.0189 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127964A4 US9127964A44 U.S. Treasury Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0012 619687935.40 619687935.40 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127962M0 US9127962M00 U.S. Treasury Debt Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0008 573375986.01 573375986.01 0.0090 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127963X5 US9127963X55 U.S. Treasury Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0014 299853750.00 299853750.00 0.0047 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796WZ8 US912796WZ80 U.S. Treasury Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0012 609802439.30 609802439.30 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 912796TW9 US912796TW96 U.S. Treasury Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0007 609969115.70 609969115.70 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127963Z0 US9127963Z04 U.S. Treasury Debt Y N/A N/A 2020-09-22 2020-09-22 2020-09-22 N N N 0.0016 614618700.00 614618700.00 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127963F4 US9127963F40 U.S. Treasury Debt Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0009 619867475.00 619867475.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.22% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0011 624659176.24 624659176.24 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.25% 9127963Y3 US9127963Y39 U.S. Treasury Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0012 619728663.20 619728663.20 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.29% 9127962U2 US9127962U26 U.S. Treasury Debt Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0009 619939550.00 619939550.00 0.0098 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.35% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-05-01 2021-07-31 2021-07-31 N N N 0.0019 193378451.77 193378451.77 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-05-01 2021-10-31 2021-10-31 N N N 0.0019 117413441.73 117413441.73 0.0018 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 0.85% 06417LNL7 L3I9ZG2KFGXZ61BMYR72 US06417LNL70 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-05-26 2020-07-24 2020-07-24 N N N 0.0073 256070937.60 256070937.60 0.0040 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.95% 06417LNK9 L3I9ZG2KFGXZ61BMYR72 US06417LNK97 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-05-21 2020-07-21 2020-07-21 N N N 0.0079 131048155.60 131048155.60 0.0021 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.08% 06417LNW3 L3I9ZG2KFGXZ61BMYR72 US06417LNW36 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-05-13 2020-08-13 2020-08-13 N N N 0.0107 239001027.70 239001027.70 0.0038 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.09% 06417LNJ2 L3I9ZG2KFGXZ61BMYR72 US06417LNJ25 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-05-15 2020-07-15 2020-07-15 N N N 0.0087 700320810.00 700320810.00 0.0110 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.09% 06417LPD3 L3I9ZG2KFGXZ61BMYR72 US06417LPD37 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-06-08 2020-09-08 2020-09-08 N N N 0.0110 118995763.60 118995763.60 0.0019 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.73% 06417LPR2 L3I9ZG2KFGXZ61BMYR72 US06417LPR23 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-05-13 2020-11-13 2020-11-13 N N N 0.0173 235999976.40 235999976.40 0.0037 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.78% 06417LPB7 L3I9ZG2KFGXZ61BMYR72 US06417LPB70 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-05-20 2020-08-20 2020-08-20 N N N 0.0179 483984270.00 483984270.00 0.0076 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.66% 06742QSL7 G5GSEF7VJP5I7OUK5573 FGG373000 Financial Company Commercial Paper Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0008 93999219.80 93999219.80 0.0015 N N Y N BPCE SA BPCE SA, 1.61% 05571BFQ1 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0017 169955596.00 169955596.00 0.0027 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.85% 13608AJA5 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0044 360423844.00 360423844.00 0.0057 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.85% 13608AJE7 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0045 553076592.80 553076592.80 0.0087 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.00% 13608CJB9 2IGI19DL77OX0HC3ZE78 US13608CJB90 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-05-20 2020-07-20 2020-07-20 N N N 0.0070 271181353.20 271181353.20 0.0043 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.09% 13608CHZ8 2IGI19DL77OX0HC3ZE78 US13608CHZ86 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-05-15 2020-07-15 2020-07-15 N N N 0.0077 247167416.60 247167416.60 0.0039 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.09% 13608CJK9 2IGI19DL77OX0HC3ZE78 US13608CJK99 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-06-08 2020-09-08 2020-09-08 N N N 0.0110 486982955.00 486982955.00 0.0077 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.86% 17327AH34 MBNUM2BPBDO7JBLYG310 FHG621000 Financial Company Commercial Paper Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0031 219821184.00 219821184.00 0.0035 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.86% 17327AH59 MBNUM2BPBDO7JBLYG310 FHG630000 Financial Company Commercial Paper Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0032 240797391.30 240797391.30 0.0038 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.59% 31428FHT5 549300B2Q47IR0CR5B54 FHA295000 Financial Company Commercial Paper Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0055 74864887.50 74864887.50 0.0012 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.59% 31428FHU2 549300B2Q47IR0CR5B54 FHA294000 Financial Company Commercial Paper Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0056 69871669.00 69871669.00 0.0011 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.60% 31428FHU2 549300B2Q47IR0CR5B54 FHA293000 Financial Company Commercial Paper Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0056 36932167.90 36932167.90 0.0006 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.61% 31428FEV3 549300B2Q47IR0CR5B54 FHA716000 Financial Company Commercial Paper Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0024 49990255.00 49990255.00 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.89% 31428FEM3 549300B2Q47IR0CR5B54 FDD386000 Financial Company Commercial Paper Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0018 99989620.00 99989620.00 0.0016 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.90% 31428FEM3 549300B2Q47IR0CR5B54 FDD383000 Financial Company Commercial Paper Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0018 99989620.00 99989620.00 0.0016 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.05% 5148X0E19 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0010 904589566.65 904589566.65 0.0142 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 0.0021 93990083.00 93990083.00 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.71% 60682YEB6 JBONEPAGQXF4QP29B387 FGE104000 Financial Company Commercial Paper Y N/A N/A 2020-05-11 2020-05-11 2020-05-11 N N N 0.0015 86995937.10 86995937.10 0.0014 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.71% 60682YEE0 JBONEPAGQXF4QP29B387 FGE105000 Financial Company Commercial Paper Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0018 86993979.60 86993979.60 0.0014 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.61% 63873JFQ8 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0025 215320043.52 215320043.52 0.0034 N N N N National Bank of Canada National Bank of Canada, 1.90% 63307LE80 BSGEFEIOM18Y80CKCV46 FCJ599000 Financial Company Commercial Paper Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0010 238994957.10 238994957.10 0.0038 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 0.0045 563152138.80 563152138.80 0.0089 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 0.0046 483226519.60 483226519.60 0.0076 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 0.0050 535006631.20 535006631.20 0.0084 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 0.0135 429585436.56 429585436.56 0.0068 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 0.0173 255983897.60 255983897.60 0.0040 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 0.0174 54996573.50 54996573.50 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 0.0177 270982954.10 270982954.10 0.0043 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 0.0011 170997332.40 170997332.40 0.0027 N N Y N Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.68% 86563GGN6 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0044 48950632.50 48950632.50 0.0008 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 0.0034 483431445.20 483431445.20 0.0076 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.90% 89120DPQ6 PT3QB789TSUIDF371261 US89120DPQ69 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-05-26 2020-07-23 2020-07-23 N N N 0.0070 646298839.60 646298839.60 0.0102 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 0.0094 247999900.80 247999900.80 0.0039 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.37% 89120DR92 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-07-09 2020-10-09 2020-10-09 N N N 0.0147 223903097.60 223903097.60 0.0035 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 0.0174 232992707.10 232992707.10 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 0.0188 264820568.50 264820568.50 0.0042 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 0.0193 645699028.60 645699028.60 0.0102 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 0.0011 599992800.00 599992800.00 0.0094 N N Y 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 0.0011 75998814.40 75998814.40 0.0012 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.50% 89233A6K0 Z2VZBHUMB7PWWJ63I008 US89233A6K02 0000834071 Financial Company Commercial Paper Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0202 86520215.42 86520215.42 0.0014 N N N 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 0.0015 25999240.80 25999240.80 0.0004 N N Y 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 0.0015 86996015.40 86996015.40 0.0014 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 0.0015 42998030.60 42998030.60 0.0007 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.30% RUC0QBLBRPRCU4W1NE59 FJJ225000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HYATT HOTELS CORP CR SEN SR GLBL30 T27JQIMTYSH41TCD5186 2030-04-23 2030-04-23 5.75 - 5.75 3000000.00 3133704.17 Corporate Debt Securities UDR INC MEDIUM TERM NTS BK ENT FR 3.5%011528 P3CH2EG5X6Z1XWU1OO74 2028-01-15 2028-01-15 3.5 - 3.5 1500000.00 1552272.50 Corporate Debt Securities ERP OPER LTD PARTNERSHIP SR GLBL NT 3%29 DX5HQV5MLU50FEWZ5072 2029-07-01 2029-07-01 3 - 3 2319927.00 2441622.64 Corporate Debt Securities COSTCO WHSL CORP NEW GLBL NT 1.375%27 29DX7H14B9S6O3FD6V18 2027-06-20 2027-06-20 1.375 - 1.375 500000.00 501475.97 Corporate Debt Securities ARIZONA PUB SVC CO SR GLBL NT3.5%49 YG6VT0TPHRH4TFVAQV64 2049-12-01 2049-12-01 3.5 - 3.5 6000000.00 6760113.33 Corporate Debt Securities UNILEVER CAP CORP SR GLBL NT3.5%28 MYF1DAS6G5WY7PRWCU78 2028-03-22 2028-03-22 3.5 - 3.5 4725000.00 5349949.50 Corporate Debt Securities THERMO FISHER SCIENTIFIC INC SR GLBL NT 3%23 HCHV7422L5HDJZCRFL38 2023-04-15 2023-04-15 3 - 3 7500000.00 7895100.00 Corporate Debt Securities CITIGROUP SR GLBL NT 30 6SHGI4ZSSLCXXQSBB395 2030-11-05 2030-11-05 2.976 - 2.976 5709861.00 5945602.13 Corporate Debt Securities APPLE INC SR GLBL NT 24 HWUPKR0MPOU8FGXBT394 2024-05-11 2024-05-11 2.85 - 2.85 4000000.00 4338436.67 Corporate Debt Securities CREDIT SUISSE GROUP GLBL COCO 31 549300506SI9CRFV9Z86 2031-04-01 2031-04-01 4.194 - 4.194 2001625.00 2180807.47 Corporate Debt Securities CITIGROUP INC SR GLBL NT 31 6SHGI4ZSSLCXXQSBB395 2026-10-21 2031-01-29 2.666 - 3.2 14282000.00 14651422.98 Corporate Debt Securities SPECTRA ENERGY PARTNERS LP SR GLBL NT4.5%45 2HKVXE7U4NF5B6UGSU72 2045-03-15 2045-03-15 4.5 - 4.5 3000000.00 2949135.00 Corporate Debt Securities MICROSOFT CORP SR GLBL NT 2%23 INR2EJN1ERAN0W5ZP974 2023-08-08 2046-08-08 2 - 3.7 9890000.00 11780766.67 Corporate Debt Securities TARGET CORP SR GLBL NT 46 8WDDFXB5T1Z6J0XC1L66 2046-04-15 2046-04-15 3.625 - 3.625 8500000.00 10248028.54 Corporate Debt Securities DOLLAR GEN CORP NEW SR GLBL NT3.5%30 OPX52SQVOZI8IVSWYU66 2030-04-03 2030-04-03 3.5 - 3.5 6000000.00 6614190.00 Corporate Debt Securities MORGAN STANLEY FXD/FLTG 29 IGJSJL3JD5P30I6NJZ34 2029-01-24 2029-01-24 3.772 - 3.772 11574983.00 12790919.53 Corporate Debt Securities HYUNDAI CAP AMER INC FR 2.45%061521 549300RIPPWJB5Z0FK07 2021-06-15 2021-06-15 2.45 - 2.45 1090000.00 1088078.88 Corporate Debt Securities MASTERCARD INC SR GLBL NT 50 AR5L2ODV9HN37376R084 2050-03-26 2050-03-26 3.85 - 3.85 3238442.00 4098559.60 Corporate Debt Securities UNITED TECHNOLOGIES CORP SR NT 4.5%42 I07WOS4YJ0N7YRFE7309 2042-06-01 2042-06-01 4.5 - 4.5 2500000.00 3244237.50 Corporate Debt Securities PHILLIPS 66 SR GLBL NT3.7%23 5493005JBO5YSIGK1814 2023-04-06 2023-04-06 3.7 - 3.7 31022.00 32070.49 Corporate Debt Securities EOG RES INC SR GLBL NT 30 XWTZDRYZPBUHIQBKDB46 2030-04-15 2030-04-15 4.375 - 4.375 1000000.00 1086734.44 Corporate Debt Securities EXXON MOBIL CORP SR GLBL NT 25 J3WHBG0MTS7O8ZVMDC91 2025-03-06 2040-03-19 2.709 - 4.227 1100000.00 1298327.43 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 96285.00 96566.31 Corporate Debt Securities BP CAP MKTS P L C SR NT 3.814%24 549300CRVT18MXX0AG93 2024-02-10 2024-02-10 3.814 - 3.814 3000000.00 3232456.67 Corporate Debt Securities CARRIER GLOBAL CORPORATION SR GLBL 144A 30 549300JE3W6CWY2NAN77 2030-02-15 2030-02-15 2.722 - 2.722 4371984.00 4121528.34 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC SR GLBL NT2.8%20 L2Z2MO2EQURH3BREWI15 2020-06-15 2020-06-15 2.8 - 2.8 4500000.00 4549860.00 Corporate Debt Securities ORACLE CORP SR GLBL NT2.8%27 1Z4GXXU7ZHVWFCD8TV52 2027-04-01 2040-04-01 2.8 - 3.6 2000000.00 2193395.56 Corporate Debt Securities MEDSTAR HEALTH INC SR GLBL SINK 49 549300ICFOCGDEPVJE31 2049-08-15 2049-08-15 3.626 - 3.626 6700000.00 7059556.24 Corporate Debt Securities MORGAN STANLEY FR 2.699%012231 IGJSJL3JD5P30I6NJZ34 2031-01-22 2031-01-22 2.699 - 2.699 2378814.00 2454406.23 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.543%27 5493009NTB34VXE1T760 2027-04-06 2027-04-06 3.543 - 3.543 1701591.00 1785789.13 Corporate Debt Securities MORGAN STANLEY FR 3.875%012726 IGJSJL3JD5P30I6NJZ34 2026-01-27 2026-01-27 3.875 - 3.875 12278000.00 13619744.96 Corporate Debt Securities OMNICOM GROUP INC SR GLBL NT 24 2024-11-01 2024-11-01 3.65 - 3.65 3800000.00 4105286.72 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC 1MTG BD 4.25%41 MWIUSDMN17TCR56VW396 2041-12-15 2041-12-15 4.25 - 4.25 3000000.00 3788932.50 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN VR 011020-051023 B6Q2VFHD1797Q7NZ3E43 2023-05-10 2023-05-10 2.104 - 2.104 2998060.00 2854680.31 Corporate Debt Securities JP MORGAN CHASE BANK NA GLBL NT 2.739%30 8I5DZWZKVSZI1NUHU748 2030-10-15 2030-10-15 2.739 - 2.739 3700000.00 3830799.62 Corporate Debt Securities CONSOLIDATED EDISON CO N Y INC SR -2013 A DB 43 VZFZPMWDHTQCFKYOBP05 2043-03-01 2043-03-01 3.95 - 3.95 109000.00 126807.72 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0030 156000000.00 156000000.00 0.0025 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.37% RUC0QBLBRPRCU4W1NE59 FJJ226000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-08-01 2500-12-31 0 - 6.875 14101547.00 414724282.06 Equities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0037 384000000.00 384000000.00 0.0060 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.39% RUC0QBLBRPRCU4W1NE59 FJJ227000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-06-01 2500-12-31 2.5 - 10.5 441114191.00 433463084.92 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0039 399000000.00 399000000.00 0.0063 N Y Y N BNP Paribas BNP Paribas, 0.24% R0MUWSFPU8MPRO8K5P83 FJJ205000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-06-23 2500-12-31 0 - 11.5 310317797.00 327601621.12 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0024 312000000.00 312000000.00 0.0049 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.34% 7VHWWWW4UJS7NUM3PT30 FJJ228000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2021-01-15 2500-12-31 0 - 8.25 18210632.00 378003570.72 Equities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0034 350000000.00 350000000.00 0.0055 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 0.54% 549300HN4UKV1E2R3U73 FJJ224000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CIM TRUST 2017-5 A3 20570525 FLT 2057-05-25 2057-05-25 4 - 4 53198564.00 47464994.19 Private Label Collateralized Mortgage Obligations FHLMCT SLSTT SERIES 2019-3 SUB 20591025 3.63722 2059-10-25 2059-10-25 3.637 - 3.637 94508131.00 88237041.96 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0054 118000000.00 118000000.00 0.0019 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.30% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UNITED STS NAT GAS FD LP UNIT PAR 549300OG34E313WTTY71 2500-12-31 2500-12-31 N/A 20846.00 270998.00 Equities CHUNGHWA TELECOM CO LTD SPON ADR NEW11 2500-12-31 2500-12-31 N/A 1.00 37.24 Equities DBV TECHNOLOGIES S A SPONSORED ADR 969500PVBQFWQKVDMD80 2500-12-31 2500-12-31 N/A 2553554.00 15321324.00 Equities VANECK VECTORS ETF TR OIL SVCS ETF 549300WSDUDKDJCJOV22 2500-12-31 2500-12-31 N/A 4899.00 558094.08 Equities JD COM INC SPON ADR CL A 549300HVTWB0GJZ16V92 2500-12-31 2500-12-31 N/A 132397.00 5870482.98 Equities CITIGROUP INC CTRAKS ETN MILLR 2500-12-31 2500-12-31 N/A 311.00 2382.26 Equities DIREXION SHS ETF TR 20YR TRES BEAR RTQMOZUC67LKMUTT8D34 2500-12-31 2500-12-31 N/A 1102.00 53931.88 Equities DIREXION SHS ETF TR DAILY S&P BIOTEC 549300ZTTC42S5600N69 2500-12-31 2500-12-31 N/A 1079400.00 6987770.61 Equities DOMINION ENERGY INC CORP UNITS ILUL7B6Z54MRYCF6H308 2500-12-31 2500-12-31 7.25 - 7.25 232409.00 23394289.94 Equities CREDIT SUISSE AG NASSAU BRH VELOCITY SHS NEW 2500-12-31 2500-12-31 N/A 2100.00 384090.00 Equities WEIBO CORP SPONSORED ADR 549300Q9ID4640FE0422 2500-12-31 2500-12-31 N/A 11797.00 434837.42 Equities SPDR GOLD TRUST GOLD SHS 2500-12-31 2500-12-31 N/A 238465.00 38566944.45 Equities PROSHARES TR PSHS SHORT DOW30 2M4TNNGAB88L4FX7KA15 2500-12-31 2500-12-31 N/A 1310.00 67032.70 Equities ISHARES TR CORE US AGGBD ET 549300F7VSXTKBGHJE47 2500-12-31 2500-12-31 N/A 740664.00 94418660.34 Equities WPP PLC NEW ADR 549300LSGBXPYHXGDT93 2500-12-31 2500-12-31 N/A 4.00 159.64 Equities STANLEY BLACK & DECKER INC CORP UNIT 2017 549300DJ09SMTO561131 2500-12-31 2500-12-31 N/A 25397.00 2291317.34 Equities ALIBABA GROUP HLDG LTD SPONSORED ADS 5493001NTNQJDH60PM02 2500-12-31 2500-12-31 N/A 383407.00 79250226.90 Equities SPDR SER TR S&P OILGAS EXP 5493001H1FSSB667C124 2500-12-31 2500-12-31 N/A 3999.00 214866.27 Equities SOUTHERN CO CORP UNIT 19 A 549300FC3G3YU2FBZD92 2500-12-31 2500-12-31 N/A 128019.00 6116747.82 Equities VANECK VECTORS ETF TR GOLD MINERS ETF 54930031TORTKAM9TJ98 2500-12-31 2500-12-31 N/A 464301.00 15800163.03 Equities STARS GROUP INC COM 54930026VVWZTYC29T51 2500-12-31 2500-12-31 N/A 110.00 2909.50 Equities PROSHARES TR ULTRAPRO DOW 30 LIZENFIQJTTT2RI1UP54 2500-12-31 2500-12-31 N/A 1872.00 57620.16 Equities VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 549300I9F52K06HPZX60 2500-12-31 2500-12-31 N/A 2.00 33.40 Equities NEXTERA ENERGY INC 4.872 CORP UNITS 2500-12-31 2500-12-31 N/A 1130244.00 54508500.68 Equities MOMO INC ADR 549300YMGLID32W48529 2500-12-31 2500-12-31 N/A 204473.00 4897128.35 Equities ISHARES GOLD TRUST ISHARES 5493006UOY7GXQW0IP42 2500-12-31 2500-12-31 N/A 157040.00 2580167.20 Equities AMBEV SA SPONSORED ADR 549300TH5Q6VRP8OT012 2500-12-31 2500-12-31 N/A 14715.00 32225.85 Equities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0030 326000000.00 326000000.00 0.0051 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.17% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL N STP 36 82VOJDD5PTRDMVVMGV31 2036-03-31 2036-03-31 4 - 4 25000.00 24946.08 Corporate Debt Securities INTERNATIONAL FINANCE CORP QKL54NQY28TCDAI75F60 2024-10-16 2024-10-16 1.375 - 1.375 1000000.00 1034044.72 Other Instrument INTERNATIONAL DEBT WORLD BANK ZTMSNXROF84AHWJNKQ93 2021-05-24 2024-11-27 1.375 - 2.5 39633000.00 40704948.49 Other Instrument INTERNATIONAL DEBT IAFR 10/25/21 VKU1UKDS9E7LYLMACP54 2021-10-25 2021-10-25 0.971 - 0.971 2000000.00 1995161.90 Other Instrument INTERNATIONAL DEBT ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2021-06-16 2021-12-15 0.751 - 0.93 26294000.00 26261346.35 Other Instrument INTERNATIONAL DEBT AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 2021-09-23 2021-09-23 2.375 - 2.375 1200000.00 1234657.17 Other Instrument INTERNATIONAL DEBT CITIGROUP FR 3%123127 6SHGI4ZSSLCXXQSBB395 2027-12-31 2030-01-30 2.75 - 3 6256.00 6255.95 Corporate Debt Securities ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2021-06-08 2024-10-18 1.5 - 2 32626000.00 33830260.89 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0116 103000000.00 103000000.00 0.0016 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.23% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-10-13 2051-11-25 0 - 7.4 1586623891.00 161016129.69 Other Instrument MORTGAGE Y N/A N/A 2020-05-11 2020-05-11 2020-05-11 Y CITIGROUP INC 1.0000 11 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0122 149000000.00 149000000.00 0.0023 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.43% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COMM MTG TR 2014-UBS6 D 20471212 FLT 2047-12-12 2047-12-12 4.095 - 4.095 3.00 1.23 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2017-P7 D 20500415 3.25000 2050-04-15 2050-04-15 3.25 - 3.25 13159000.00 6687009.76 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE21 D 20471212 FLT 2047-12-12 2047-12-12 4.074 - 4.074 1.00 0.69 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2015-GC34 D 20481013 2.97900 54930070360RBP384M53 2048-10-13 2048-10-13 2.979 - 2.979 8020161.00 3439580.38 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2016-C32 D 20491217 FLT 2049-12-17 2049-12-17 3.396 - 3.396 5627000.00 3393236.68 Private Label Collateralized Mortgage Obligations DBJPM MTG TR 2016-C1 D 20490512 FLT 2049-05-12 2049-05-12 3.501 - 3.501 21116000.00 12504621.48 Private Label Collateralized Mortgage Obligations CF MORTGAGE TR 2019-CF2 E 20521118 FLT 2052-11-18 2052-11-18 2.5 - 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HSBC Securities, Inc., 0.39% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-06-15 2068-04-08 0.875 - 9.625 238935064.00 277022633.77 Other Instrument CORPORATE Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0039 264000000.00 264000000.00 0.0042 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.29% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AT&T BROADBAND CORP SR GLBL NT 22 2022-11-15 2022-11-15 9.455 - 9.455 2000.00 2511.91 Corporate Debt Securities ING BANK NV SR NT REG S 21 3TK20IVIUJ8J3ZU0QE75 2021-06-09 2021-06-09 5 - 5 248000.00 263163.55 Corporate Debt Securities CAPITAL ONE NATL ASSN VA SR GLBL FL NT 22 207ALC1P1YM0OVDV0K75 2022-08-08 2022-08-08 2.554 - 2.554 2454711.00 2407820.47 Corporate Debt Securities BMW US CAP LLC 3.1%21 KK5MZM9DIXLXZL9DZL15 2021-04-12 2021-04-12 3.1 - 3.1 300000.00 301803.00 Corporate Debt Securities IBM CREDIT LLC SR NT 2.2%22 549300ZNLJL43AQTG067 2022-09-08 2022-09-08 2.2 - 2.2 109000.00 112340.61 Corporate Debt Securities GENERAL MTRS CO SR GLBL FL NT 21 54930070NSV60J38I987 2021-09-10 2021-09-10 1.796 - 1.796 10993000.00 10513423.05 Corporate Debt Securities VISA INC SR GLBL NT2.8%22 549300JZ4OKEHW3DPJ59 2022-12-14 2022-12-14 2.8 - 2.8 298000.00 316379.98 Corporate Debt Securities APPLE INC SR GLBL NT 24 HWUPKR0MPOU8FGXBT394 2024-05-11 2024-05-11 2.85 - 2.85 861000.00 933848.49 Corporate Debt Securities EUROPEAN INVT BK GLBL NT 1.375%21 5493006YXS1U5GIHE750 2020-09-15 2022-06-15 1.375 - 2.875 7002000.00 7191439.41 Corporate Debt Securities BANK NOVA SCOTIA B C SR GLBL COCO 24 L3I9ZG2KFGXZ61BMYR72 2024-02-11 2024-02-11 3.4 - 3.4 9774.00 10431.70 Corporate Debt Securities AMERICAN TOWER CORP NEW SR GLBL NT 3%23 5493006ORUSIL88JOE18 2023-06-15 2023-06-15 3 - 3 2289000.00 2417023.77 Corporate Debt Securities EASTMAN CHEM CO SR NT 3.6%22 FDPVHDGJ1IQZFK9KH630 2022-08-15 2022-08-15 3.6 - 3.6 700000.00 730415.00 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0029 24000000.00 24000000.00 0.0004 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.30% KBVRJ5K57JZ3E2AVWX40 FJJ243000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP INC COM NEW 6SHGI4ZSSLCXXQSBB395 2500-12-31 2500-12-31 N/A 14827.00 745205.02 Equities INTEL CORP COM KNX4USFCNGPY45LOCE31 2500-12-31 2500-12-31 N/A 85101.00 5259241.80 Equities INTERNATIONAL BUSINESS MACHS COM VGRQXHF3J8VDLUA7XE92 2500-12-31 2500-12-31 N/A 52288.00 6728942.72 Equities CORESITE RLTY CORP COM 549300H0YYORITFM2B74 2500-12-31 2500-12-31 N/A 2238.00 278631.00 Equities MASTERCARD INC CL A AR5L2ODV9HN37376R084 2500-12-31 2500-12-31 N/A 18895.00 5360322.55 Equities CISCO SYS INC COM 8E6NF1YAL0WT6CWXXV93 2500-12-31 2500-12-31 N/A 67282.00 2916001.88 Equities PHILLIPS 66 PARTNERS LP COM UNIT REP INT 549300TL5L4IG0H4FX64 2500-12-31 2500-12-31 N/A 63808.00 2960691.20 Equities EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 549300NELT611CL6XM83 2500-12-31 2500-12-31 N/A 98423.00 2027513.80 Equities CANADIAN IMP BK COMM COM 2IGI19DL77OX0HC3ZE78 2500-12-31 2500-12-31 N/A 43000.00 2642780.00 Equities AMEREN CORP COM XRZQ5S7HYJFPHJ78L959 2500-12-31 2500-12-31 N/A 67339.00 5024836.18 Equities BOEING CO COM RVHJWBXLJ1RFUBSY1F30 2500-12-31 2500-12-31 N/A 15600.00 2168400.00 Equities BK OF AMERICA CORP COM 9DJT3UXIJIZJI4WXO774 2500-12-31 2500-12-31 N/A 29300.00 726054.00 Equities TEXAS INSTRS INC COM WDJNR2L6D8RWOEB8T652 2500-12-31 2500-12-31 N/A 1900.00 226860.00 Equities HOLLY ENERGY PARTNERS L P COM UT LTD PTN 529900NVV7ODCT0QCG29 2500-12-31 2500-12-31 N/A 202997.00 3142393.56 Equities NUSTAR ENERGY LP UNIT COM 5493003BMLTUIEG2LG44 2500-12-31 2500-12-31 N/A 250000.00 3110000.00 Equities HOME DEPOT INC COM QEKMOTMBBKA8I816DO57 2500-12-31 2500-12-31 N/A 10000.00 2218100.00 Equities APPLE INC COM HWUPKR0MPOU8FGXBT394 2500-12-31 2500-12-31 N/A 17947.00 5163890.31 Equities BANK NEW YORK MELLON CORP COM WFLLPEPC7FZXENRZV188 2500-12-31 2500-12-31 N/A 30000.00 1140600.00 Equities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0030 48000000.00 48000000.00 0.0008 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.32% KBVRJ5K57JZ3E2AVWX40 FHF809000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2500-12-31 2500-12-31 N/A 5808336.00 163420846.04 Equities Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y ING FINL MKTS LLC(NNGV RP BNY) 1.0000 4 N N/A N/A N N 0.0131 151000000.00 151000000.00 0.0024 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.44% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ARROW INVTS TR DWA COUNTRY ETF 5493008G29ZK0CM7X861 2500-12-31 2500-12-31 N/A 10888.00 228648.00 Equities SPDR SER TR BLOOMBERG BRCLYS 549300NCLW2248PN7J24 2500-12-31 2500-12-31 N/A 719344.00 71071187.20 Equities PIMCO ETF TR ENHAN SHRT MA AC VOYE9Z80GB9431LFS645 2500-12-31 2500-12-31 N/A 797992.00 80238095.60 Equities ADVISORSHARES TR SAGE CORE ETF 2500-12-31 2500-12-31 N/A 23165.00 2257498.74 Equities ISHARES TR AGENCY BOND ETF 54930076RN5EDP4FSR30 2500-12-31 2500-12-31 N/A 66013.00 7975690.66 Equities PGIM ETF TR ULTRA SHORT 549300GB8HES91GNEF23 2500-12-31 2500-12-31 N/A 1.00 49.23 Equities SCHWAB STRATEGIC TR SCHWB FDT INT LG 2500-12-31 2500-12-31 N/A 466298.00 10571606.70 Equities SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 529900YZVDXMTV4XGE96 2500-12-31 2500-12-31 N/A 1341502.00 20457905.50 Equities CREDIT SUISSE NASSAU BRANCH ETN LKD 32 2500-12-31 2500-12-31 N/A 25203.00 664099.05 Equities FRANKLIN TEMPLETON ETF TR FTSE JAPAN HDG 549300EBZY7Y36672039 2500-12-31 2500-12-31 N/A 2.00 42.04 Equities ISHARES TR CORE US AGGBD ET 549300F7VSXTKBGHJE47 2500-12-31 2500-12-31 N/A 1264849.00 150993169.74 Equities GLOBAL X FDS MSCI CHINA MATRL 5493008RA051OH1BOB06 2500-12-31 2500-12-31 N/A 3185.00 48220.90 Equities NOVO-NORDISK A S ADR 549300DAQ1CVT6CXN342 2500-12-31 2500-12-31 N/A 486608.00 30675768.32 Equities VANGUARD SCOTTSDALE FDS TOTAL WLD BD ETF 549300XM64W8RMO6ZH82 2500-12-31 2500-12-31 N/A 8672.00 700695.00 Equities FLEXSHARES TR READY ACC VARI 549300731Y7GX2UDFY78 2500-12-31 2500-12-31 N/A 80529.00 6077000.19 Equities CREDIT SUISSE AG NASSAU BRH ETN LKD 32 2500-12-31 2500-12-31 N/A 28000.00 6440840.00 Equities CHUNGHWA TELECOM CO LTD SPON ADR NEW11 2500-12-31 2500-12-31 N/A 413563.00 15401086.12 Equities WELLS FARGO CO NEW DEP SHS 1/1000 A PBLD0EJDB5FWOLXP3B76 2500-12-31 2500-12-31 5.85 - 5.85 124053.00 3110008.71 Equities LEGG MASON ETF INVT TR GLOBAL INFSTRU 549300NT2YJ3S0V4MG78 2500-12-31 2500-12-31 N/A 16808.00 447344.92 Equities JPMORGAN CHASE & CO 6 DEP NCM PFD EE 8I5DZWZKVSZI1NUHU748 2500-12-31 2500-12-31 6 - 6 27035.00 735081.65 Equities LOMA NEGRA CORP SPONSORED ADS 529900VKOQQJ8U9DDK92 2500-12-31 2500-12-31 N/A 14816.00 53930.24 Equities POWERSHARES DB MULTI-SECTOR SILVER FD 549300QQYW4FIIEL0V75 2500-12-31 2500-12-31 N/A 1.00 22.20 Equities PHILLIPS 66 PARTNERS LP COM UNIT REP INT 549300TL5L4IG0H4FX64 2500-12-31 2500-12-31 N/A 27244.00 1264121.60 Equities VANECK VECTORS ETF TR CHINAAMC CHINA B 5493002JDT4N68B3AU73 2500-12-31 2500-12-31 N/A 2.00 44.90 Equities EQUITY LIFESTYLE PPTYS INC COM 529900PEQG66LENB6798 2500-12-31 2500-12-31 N/A 2.00 122.56 Equities ALLIANCEBERNSTEIN HLDG L P UNIT LTD PARTN 2500-12-31 2500-12-31 N/A 139239.00 3216420.90 Equities EXCHANGE TRADED CONCEPTS TR INNOVATION SHS 2500-12-31 2500-12-31 N/A 1293.00 35298.51 Equities GLAXOSMITHKLINE PLC SPONSORED ADR 5493000HZTVUYLO1D793 2500-12-31 2500-12-31 N/A 1733472.00 72545803.20 Equities BRISTOL-MYERS SQUIBB CO CONTNGNT VAL RT HLYYNH7UQUORYSJQCN42 2500-12-31 2500-12-31 N/A 1039372.00 4666780.28 Equities ORIX CORP SPONSORED ADR 35380016EMHNBOVYE123 2500-12-31 2500-12-31 N/A 31674.00 1888087.14 Equities WABCO HLDGS INC COM 549300SNE3FOSCV7FY94 2500-12-31 2500-12-31 N/A 1.00 134.00 Equities FIRST TR EXCHANGE-TRADED FD IV FIRST TR ENH NEW 5493001UCOPQLKO3TS73 2500-12-31 2500-12-31 N/A 702776.00 41920588.40 Equities Y N/A N/A 2020-05-07 2020-05-07 2020-05-13 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0044 494000000.00 494000000.00 0.0078 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. 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FR 3.85%111527 549300WGC2HZ5J67V817 2027-11-15 2027-11-15 3.85 - 3.85 657000.00 654296.99 Corporate Debt Securities MASSMUTUAL GLBL FDG II MTN144A FR 2%041521 549300K1IE3K7YU6VG29 2021-04-15 2025-01-11 2 - 2.95 5260000.00 5324794.30 Corporate Debt Securities UNILEVER CAP CORP SR GLBL NT 2%26 MYF1DAS6G5WY7PRWCU78 2024-05-05 2027-05-05 2 - 2.9 6081000.00 6396422.88 Corporate Debt Securities CITIGROUP INC SR GLBL NT 31 6SHGI4ZSSLCXXQSBB395 2026-05-01 2031-03-31 3.4 - 4.412 9434000.00 10626786.94 Corporate Debt Securities WELLS FARGO BANK NATL ASSN FR 3.625%102221 KB1H1DSPRFMYMCUFXT09 2021-10-22 2021-10-22 3.625 - 3.625 4000000.00 4131662.22 Corporate Debt Securities BANK AMER CORP FR 3.366%012326 9DJT3UXIJIZJI4WXO774 2021-07-21 2030-02-07 2.369 - 3.974 3236000.00 3360209.67 Corporate Debt Securities NEW YORK LIFE GBL FDG MTN REGS FR 3.25%080621 635400DPNHEAUHB7ZI15 2021-01-28 2021-08-06 2.95 - 3.25 375000.00 386151.47 Corporate Debt Securities UNICREDIT SPA VR 011519-011422 549300TRUWO2CD2G5692 2022-01-14 2022-01-14 5.211 - 5.211 2000000.00 1987352.34 Corporate Debt Securities MORGAN STANLEY FXD/FLTG 29 IGJSJL3JD5P30I6NJZ34 2029-01-24 2029-01-24 3.772 - 3.772 10000.00 11050.49 Corporate Debt Securities DIAGEO CAP PLC SR GLBL NT 29 213800L23DJLALFC4O95 2023-04-29 2029-10-24 2.375 - 2.625 3486000.00 3597073.56 Corporate Debt Securities CNH INDUSTRIAL CAPITAL LLC SR GLBL NT 21 549300PNSJ5B81UMVO28 2021-10-15 2021-10-15 3.875 - 3.875 560000.00 568648.97 Corporate Debt Securities BP CAP MKTS P L C SR GLBL NT 28 549300CRVT18MXX0AG93 2028-11-28 2028-11-28 3.723 - 3.723 51000.00 55131.48 Corporate Debt Securities AIB GROUP PLC SR GLBL 144A 25 635400AKJBGNS5WNQL34 2025-04-10 2025-04-10 4.263 - 4.263 560745.00 569009.45 Corporate Debt Securities ROYAL BK OF CDA BD CDS FR 3.2%043021 ES7IP3U3RHIGC71XBU11 2021-04-30 2021-04-30 3.2 - 3.2 2000.00 2045.14 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 4.302%030829 549300XFX12G42QIKN82 2024-08-01 2029-03-08 4.302 - 4.363 209000.00 221310.09 Corporate Debt Securities NATIONWIDE BLDG SOC SR GLBL 144A 25 549300XFX12G42QIKN82 2025-07-21 2025-07-21 3.9 - 3.9 550000.00 601471.75 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 3.96%071830 549300XFX12G42QIKN82 2030-07-18 2030-07-18 3.96 - 3.96 175000.00 188490.75 Corporate Debt Securities MORGAN STANLEY FR 2.188%042826 IGJSJL3JD5P30I6NJZ34 2026-04-28 2026-04-28 2.188 - 2.188 1465000.00 1478919.78 Corporate Debt Securities XSTRATA FIN CDA LTD SR REGS NT 21 5493005TTO0UJ33KCK70 2021-11-15 2021-11-15 4.95 - 4.95 935000.00 982196.46 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 31714.26 Corporate Debt Securities XSTRATA FIN CDA LTD SR GLBL 144A 21 5493005TTO0UJ33KCK70 2021-11-15 2021-11-15 4.95 - 4.95 35000.00 36766.71 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3%50 5493009NTB34VXE1T760 2027-04-06 2050-02-24 3 - 3.937 8954000.00 9664722.92 Corporate Debt Securities WELLS FARGO & CO FR 2.164%021126 PBLD0EJDB5FWOLXP3B76 2026-02-11 2051-04-04 2.164 - 5.013 10082314.00 11634131.39 Corporate Debt Securities FEDERAL FARM CREDIT 2036-03-05 2036-03-05 2.03 - 2.03 8650000.00 9293572.01 Agency Debentures and Agency Strips BANK NOVA SCOTIA B C SR GLBL COCO 23 L3I9ZG2KFGXZ61BMYR72 2023-05-01 2023-05-01 1.625 - 1.625 3000000.00 3000995.83 Corporate Debt Securities WESTPAC BKG CORP SR GLBL NT2.1%21 EN5TNI6CI43VEPAMHL14 2021-05-13 2021-05-13 2.1 - 2.1 4000000.00 4086406.67 Corporate Debt Securities JP MORGAN CHASE BANK NA SR GLBL NT 26 8I5DZWZKVSZI1NUHU748 2026-03-13 2029-12-05 2.005 - 4.452 1709000.00 1968478.68 Corporate Debt Securities VODAFONE GROUP PLC NEW SR GLBL NT 28 213800TB53ELEUKM7Q61 2028-05-30 2038-05-30 4.375 - 5 1020000.00 1247540.72 Corporate Debt Securities EXXON MOBIL CORP SR GLBL NT 25 J3WHBG0MTS7O8ZVMDC91 2025-03-19 2025-03-19 2.992 - 2.992 10000.00 10668.58 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 2.55%20 8I5DZWZKVSZI1NUHU748 2020-10-29 2021-08-15 2.55 - 4.35 4475000.00 4530667.10 Corporate Debt Securities CATERPILLAR INC DEL SR GLBL NT2.6%30 WRJR7GS4GTRECRRTVX92 2030-04-09 2030-04-09 2.6 - 2.6 10000.00 10606.87 Corporate Debt Securities AIR LEASE CORP FR 3%020130 5493004NW4M4P8TMMK63 2029-10-01 2030-02-01 3 - 3.25 2887000.00 2319206.05 Corporate Debt Securities JACKSON NATL LIFE GBL FDG 144A FR 2.25%042921 635400PQXLYXWJI5QD78 2021-04-29 2022-02-01 2.25 - 3.3 3100000.00 3184702.71 Corporate Debt Securities U S BANCORP MTNS BK ENT SR NT 4.125%21 N1GZ7BBF3NP8GI976H15 2021-05-24 2021-05-24 4.125 - 4.125 313000.00 328313.52 Corporate Debt Securities COMMONWEALTH BK AUSTRALIA REGS VR 030419-060424 MSFSBD3QN1GSN7Q6C537 2024-06-04 2024-06-04 2.074 - 2.074 871.00 851.20 Corporate Debt Securities NVIDIA CORP SR GLBL NT3.5%50 549300S4KLFTLO7GSQ80 2050-04-01 2050-04-01 3.5 - 3.5 5000000.00 5751533.33 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0035 125000000.00 125000000.00 0.0020 N Y Y N Societe Generale Societe Generale, 0.35% O2RNE8IBXP4R0TD8PU41 FJJ290000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-11-10 2500-12-31 0.125 - 8.35 259974932.00 277114178.78 Other Instrument CORPORATE Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0035 264000000.00 264000000.00 0.0042 N Y Y N Societe Generale Societe Generale, 0.40% O2RNE8IBXP4R0TD8PU41 FJJ293000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-11-16 2500-12-31 0.64 - 11.125 487551199.00 462689053.78 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0040 432000000.00 432000000.00 0.0068 N Y Y N Societe Generale Societe Generale, 0.45% O2RNE8IBXP4R0TD8PU41 FJJ291000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-06-18 2500-12-31 0.617 - 12 456922192.00 203442120.58 Asset-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0045 189000000.00 189000000.00 0.0030 N Y Y N Societe Generale Societe Generale, 0.50% O2RNE8IBXP4R0TD8PU41 FJI174000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-08-15 2500-12-31 0.64 - 12 169523475.00 153103828.99 Corporate Debt Securities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0050 142000000.00 142000000.00 0.0022 N N Y N Societe Generale Societe Generale, 0.55% O2RNE8IBXP4R0TD8PU41 FJI175000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-10-01 2093-10-15 0.617 - 12 59562928.00 50732043.10 Asset-Backed Securities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0055 47000000.00 47000000.00 0.0007 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.24% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2021-03-16 2026-04-24 1.625 - 2.75 6484000.00 6601185.06 Other Instrument INTERNATIONAL DEBT AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 2021-03-22 2021-03-22 2.625 - 2.625 270000.00 275910.52 Other Instrument INTERNATIONAL DEBT WORLD BANK ZTMSNXROF84AHWJNKQ93 2021-03-09 2024-11-25 1.375 - 7.625 55780201.00 57699835.52 Other Instrument INTERNATIONAL DEBT STARBUCKS CORP 2021-01-15 2021-01-15 N/A 799619.00 790111.53 Money Market INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 2020-07-15 2042-08-07 0.378 - 3.2 28569597.00 32562234.37 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0024 96000000.00 96000000.00 0.0015 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.54% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ARBOR RLTY TR INC SR GLBL COCO 22 549300ASFUWYQO0RW077 2022-11-01 2022-11-01 4.75 - 4.75 4034624.00 3479244.56 Equities IQIYI INC SR COCO 25 222100XL8T2Q5B8MS302 2025-04-01 2025-04-01 2 - 2 35781703.00 30449911.19 Equities NUTANIX INC SR GLBL COCO 23 549300X7J6E8TKVIXW09 2023-01-15 2023-01-15 N/A 19703373.00 16831606.39 Equities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0054 47000000.00 47000000.00 0.0007 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.65% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PLURALSIGHT INC SR GLBL COCO 24 254900B3VHPCKNREOX50 2024-03-01 2024-03-01 0.375 - 0.375 47171840.00 39346719.67 Equities MOMO INC SR CV NT 1.25%25 549300YMGLID32W48529 2025-07-01 2025-07-01 1.25 - 1.25 11316042.00 9171900.37 Equities HC2 HLDGS INC SR GLBL 144A 22 549300S6O246JWQQ1K58 2022-06-01 2022-06-01 7.5 - 7.5 2705000.00 2245046.31 Equities Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0065 47000000.00 47000000.00 0.0007 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.65% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BLACKROCK CAP INVT CORP SR CONV NT 5%22 H88PPRS67HRMQX6CRF26 2022-06-15 2022-06-15 5 - 5 220000.00 175038.60 Equities NEUROCRINE BIOSCIENCES INC SR COCO 24 549300FECER0XBN49756 2024-05-15 2024-05-15 2.25 - 2.25 3117000.00 4481661.56 Equities HORIZON PHARMA INVT LTD SR EXCH NT2.5%22 2022-03-15 2022-03-15 2.5 - 2.5 3877000.00 5037095.32 Equities LUCKIN COFFEE INC SR CV 144A NT 25 549300FO16ASCVSMYI15 2025-01-15 2025-01-15 0.75 - 0.75 18312000.00 6541199.00 Equities SEA LTD SR COCO 23 529900OM6JLLW44YKI15 2023-07-01 2023-07-01 2.25 - 2.25 1775110.00 5010012.77 Equities TILRAY INC SR GLBL COCO 23 549300Y4V60733TO1478 2023-10-01 2023-10-01 5 - 5 32106500.00 10884995.35 Equities TRANSOCEAN INC SR GLBL EXC BD23 DOL4HJ22ADYSIWES4H94 2023-01-30 2023-01-30 0.5 - 0.5 40331000.00 8116613.75 Equities NIO INC SR CONV NT4.5%24 549300JBU4TV5OCKJV96 2024-02-01 2024-02-01 4.5 - 4.5 7010759.00 3921012.35 Equities TEVA PHARMACEUTICAL FIN LLC 0.25%26 5493006PITD7MU7WW480 2026-02-01 2026-02-01 0.25 - 0.25 4546000.00 4306326.04 Equities AURORA CANNABIS INC SR GLBL CV NT 24 549300F6VHCLKCUWDT34 2024-02-28 2024-02-28 5.5 - 5.5 61726000.00 19141369.77 Equities LIBERTY MEDIA CORP SR EXC DB3.75%30 549300SZUIU7Z32Q0664 2029-11-15 2030-02-15 3.75 - 4 70258000.00 46236788.54 Equities CTRIP COM INTL LTD SR CONV NT 1%20 2549004RMYDSRQL4KW41 2020-07-01 2025-07-01 1 - 1.99 17689000.00 17558306.02 Equities LIBERTY MEDIA CORP DEL SR COCO 23 549300ZKUTPIBZLWLL89 2023-10-15 2023-10-15 1.375 - 1.375 18777000.00 19832322.17 Equities BLACKROCK TCP CAPITAL CORP SR COCO 22 549300JU1XG1HF56J989 2022-03-01 2022-03-01 4.625 - 4.625 350000.00 328901.95 Equities ARES CAPITAL CORP SR GLBL COCO 22 WEQ82666OJYSI5GUAB47 2022-02-01 2022-02-01 3.75 - 3.75 1789000.00 1732236.52 Equities Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0065 142000000.00 142000000.00 0.0022 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.18% G5GSEF7VJP5I7OUK5573 FJJ108000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0018 2391000000.00 2391000000.00 0.0376 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.05% 1VUV7VQFKUOQSJ21A208 FJJ382000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 274000000.00 274000000.00 0.0043 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 FJI631000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0017 563998138.80 563998138.80 0.0089 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 FJG955000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0017 91999944.80 91999944.80 0.0014 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 FJH493000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0017 230999491.80 230999491.80 0.0036 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 FJJ115000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0017 139999454.00 139999454.00 0.0022 N N Y N Mizuho Bank Ltd. Mizuho Bank Ltd., 0.06% RB0PEZSDGCO3JS6CEU02 FJJ148000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 415000000.00 415000000.00 0.0065 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.05%, dated 4/30/2020 due 05/01/2020 B4TYDEB6GKMZO031MB27 FJJ336000_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 1163427075.83 321418528.67 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 314230000.00 314230000.00 0.0049 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 FJJ111000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-02-25 2050-02-25 3 - 3 16426560.00 16080695.72 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2069-07-20 2069-07-20 2.53 - 2.53 1531355.00 1429333.88 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 17000000.00 17000000.00 0.0003 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.05%, dated 4/30/2020 due 05/01/2020 R0MUWSFPU8MPRO8K5P83 FJJ336000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-10-25 2048-10-25 2.5 - 2.5 6.81 6.51 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-07 2050-02-15 0 - 8.75 28065449.51 32692082.23 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 721.51 726.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 13817.54 14305.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2046-07-01 0 - 6.5 127302.28 6300.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-12-20 2050-04-20 2.5 - 5.5 463725.44 315027.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2050-04-01 2.286 - 8 1787418.71 661989.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 32897000.00 32897000.00 0.0005 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.05%, dated 4/30/2020 due 05/01/2020 VJW2DOOHGDT6PR0ZRO63 FJJ384000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 426.63 0.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 1450.59 5.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 1018.69 3.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 15.93 0.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2048-12-01 2.5 - 5 29391.58 16378.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 695.87 6.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 53.49 1.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 284.42 1.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 28.44 2.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 4879.62 5074.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 12173.10 12662.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 68.26 3.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 10628.10 11151.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 2975.00 2387.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 19.34 15.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 44.90 38.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 33.00 30.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 30.72 0.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 2885.80 11.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 412.50 258.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2050-04-01 2.5 - 4 410704.11 433408.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 303.21 30.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 314.00 12.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 3.5 - 3.5 6.83 2.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-04-20 2 - 9.5 255145.79 185954.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 1.14 0.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 54.68 26.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 3.49 1.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-02-01 2.5 - 4 19964.59 20786.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 17537.13 2.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 138.95 42.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 6.84 3.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 3 - 6.5 1985.20 84.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 15.93 8.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3 - 3 36.92 27.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 11796.89 375.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 183.23 45.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 8879.96 5674.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 1377.53 39.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2032-05-01 3 - 4 20385.88 11304.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 2071.69 691.34 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2031-06-15 0 - 3.875 26.17 23.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2035-01-01 3 - 3.5 15.93 15.96 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-05 2050-02-15 0 - 8.75 1264839.14 1285716.44 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-05-01 2027-03-22 0 - 5.365 657969.52 663064.38 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2021-01-25 2050-02-03 0.2 - 5.625 252252.55 256445.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 1137.67 1170.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-05-01 2049-06-01 1.125 - 7.5 166665.77 96020.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 3 - 4 9182.11 9717.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-05-25 2050-04-01 0.14 - 9.5 653105.41 462261.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 11.38 0.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 477.82 1.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 21.62 1.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 411.41 5.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 42.66 0.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 9.52 0.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 81.91 1.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 80.77 48.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 539.25 338.56 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 1.14 0.98 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 3413000.00 3413000.00 0.0001 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 4/30/2020 due 05/01/2020 8NAV47T0Y26Q87Y0QP81 FJJ384000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2047-02-15 0.625 - 3 57517.80 65517.04 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2058-08-20 2070-03-20 2.059 - 5.237 85292.60 89087.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 4 - 4 46299.66 33941.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-03-01 2.5 - 3.5 69501.50 65241.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2033-01-01 2.5 - 3 164314.41 106252.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-06-01 2050-04-01 2.5 - 5 377169.00 366390.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 712000.00 712000.00 0.0000 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.05%, dated 4/30/2020 due 05/01/2020 E57ODZWZ7FF32TWEFA76 FJJ384000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 4146.37 26.77 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 34011.06 29770.26 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 2509366.31 2629553.32 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 86.71 1.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 1505.69 1592.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-07-27 2040-03-26 0 - 5.625 124572.64 128314.39 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-05-01 2045-12-01 0 - 8 179875.53 179245.88 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-04-20 2.5 - 10.5 504702.33 10635.44 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 7014.73 7887.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 36.11 34.89 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-08 2029-10-03 0.97 - 3.5 25609.67 26215.34 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 3.42 - 3.42 1.81 2.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2050-03-01 1.25 - 8.5 176687.08 162736.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 3113000.00 3113000.00 0.0000 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.05%, dated 4/30/2020 due 05/01/2020 E57ODZWZ7FF32TWEFA76 FJJ336000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 74165.73 478.92 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 608353.23 532498.45 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 44884848.93 47034625.09 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 1551.03 18.59 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-08 2029-10-03 0.97 - 3.5 458078.20 468911.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 26932.10 28489.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-07-27 2040-03-26 0 - 5.625 2228221.61 2295149.92 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-05-01 2045-12-01 0 - 8 3217420.31 3206157.75 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-04-20 2.5 - 10.5 9027573.19 190235.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 3.42 - 3.42 32.38 36.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2050-03-01 1.25 - 8.5 3160388.65 2910849.57 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 125472.04 141088.46 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 645.85 624.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 55682000.00 55682000.00 0.0009 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.05%, dated 4/30/2020 due 05/01/2020 1VUV7VQFKUOQSJ21A208 FJJ384000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-11 2047-08-15 0 - 6.5 18972012.38 20753939.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-02-06 2047-08-01 1.2 - 4 1637900.33 1349500.97 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2050-01-20 2.5 - 5 13963766.34 7022417.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-12-01 2050-04-01 3 - 4.5 4678072.77 3085808.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 525789.91 551125.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-20 2025-02-20 2 - 2 230690.19 231803.93 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 145634.92 112819.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 32435000.00 32435000.00 0.0005 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 FJJ105000 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 2045-04-15 2045-04-15 3.05 - 3.05 71823552.00 71070118.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 69000000.00 69000000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.05% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2032-10-01 2032-10-01 3 - 3 159634000.00 110234376.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2048-10-01 3.5 - 4 153875100.00 88341800.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-02-20 2054-12-15 2.5 - 3.5 71828824.00 39333829.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-12-01 2049-09-01 2 - 5.5 207542079.00 118070488.07 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 349000000.00 349000000.00 0.0055 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 4/30/2020 due 05/01/2020 CYYGQCGNHMHPSMRL3R97 FJJ384000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-10-01 3.69 - 3.75 31497.62 36806.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2.5 - 3 116610.09 112447.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3.5 - 3.5 4294.99 4496.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5 - 5 19869.55 18192.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2045-03-01 3 - 4 15237.72 6822.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 182192.73 144914.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2050-03-01 2.5 - 5.5 953637.52 541224.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 96961.83 95666.22 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2048-08-15 0 - 8.75 11545012.93 13432379.65 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-06-01 2039-06-01 3.37 - 3.37 79595.17 93369.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2031-01-01 3.93 - 3.955 9456.85 11267.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 3599.91 3876.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 38154.89 40274.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 2.5 - 2.5 22696.44 16856.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 4151.56 4697.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 3.5 - 3.5 7527.81 7585.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2049-12-20 2.5 - 5 1334031.36 1129748.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 858035.90 766855.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 32378.65 34204.95 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 0 82750.60 72486.50 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 2033-11-01 3.69 - 4.03 36002.23 43654.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-08-01 3.79 - 4.28 9488.37 11303.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 2.02 - 2.02 17510.94 18580.75 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 16321000.00 16321000.00 0.0003 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 4/30/2020 due 05/01/2020 KBVRJ5K57JZ3E2AVWX40 FJJ384000_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 2020-05-31 2047-08-15 0 - 4.625 1115399.29 1291339.61 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2043-06-01 3 - 5.5 231821.43 81583.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 17.47 18.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-08-01 2058-05-01 3 - 4.5 9845029.99 5265602.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 6506000.00 6506000.00 0.0001 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 4/30/2020 due 05/01/2020 ZBUT11V806EZRVTWT807 FJJ384000_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 2035-04-01 2035-04-01 3 - 3 774917.82 820108.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2028-09-01 3.5 - 3.5 3336.94 734.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 6 - 6 66019.72 52156.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 2.5 - 4 1219542.33 1286505.73 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2039-08-15 1.125 - 4.5 62567908.34 72230978.18 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2035-07-01 5 - 5 32916.11 1346.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 171.16 178.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 4.5 110298.50 116816.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3 346.75 363.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3 - 3.5 962485.61 1005937.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.8 - 1.8 2836.38 2963.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2039-10-01 2.5 - 2.5 612.48 596.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 11355.91 12233.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 31844.42 29992.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3.5 - 3.5 1075.09 1099.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4 - 4 21263.81 14651.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3.5 - 3.5 45008.76 45158.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-02-01 4 - 4.5 32640.09 34762.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-05-01 2040-05-01 6 - 6 57932.36 4332.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-04-01 2.5 - 3 101160.62 106677.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 5.5 - 5.5 27969.74 522.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 651739.05 558597.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 131604.55 109002.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 4 3159586.60 3116952.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2050-01-01 2.5 - 8 1645867.53 372287.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 3 - 3 5464800.77 5732601.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-05-01 2057-02-01 2.5 - 7 39285561.58 29379356.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-04-01 3 - 4.5 10304720.21 10440006.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 3 - 3.5 47410.99 48576.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 37001.82 34888.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2042-07-01 3.5 - 3.5 12329.40 3927.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-10-01 3 - 4.5 8580.89 9181.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2033-05-01 3 - 3 16710.35 12054.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2036-04-01 3 - 5 11098.71 5476.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3.5 - 3.5 13075.95 4376.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2044-06-01 5 - 5.5 2386.75 971.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 3 - 3 401520.13 168759.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2029-09-01 2.5 - 4.5 76484.34 25711.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 3 - 3 3028.28 2154.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-06-01 2033-02-01 2.5 - 3 193468.21 100517.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2045-01-01 3.5 - 6 17149.77 9793.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 697024.45 626936.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 2633.29 2043.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2022-03-20 2050-03-20 3 - 8 7980407.89 1803055.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 1243.87 988.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-09-01 2038-08-01 3 - 6 256141.74 88048.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2048-08-01 3 - 4.5 1103906.22 883215.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 126772000.00 126772000.00 0.0020 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 4/30/2020 due 05/01/2020 ZOMOLU8CGIZRYZ7PFU34 FJJ384000_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 2020-10-15 2050-02-15 0 - 4.5 4823680.39 5071754.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 6277.83 6532.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 174703.55 79609.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 66624.23 72229.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 15493.40 16796.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2041-10-01 4.5 - 6 1091370.58 112687.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 38992.72 42221.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2048-10-01 3 - 5.5 1392557.98 745393.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2049-12-20 3 - 5 5832388.92 867232.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 10651.32 11605.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 8320.93 8639.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2056-06-01 3.5 - 6 3827306.09 2517648.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 9365000.00 9365000.00 0.0001 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 4/30/2020 due 05/01/2020 ZOMOLU8CGIZRYZ7PFU34 FJJ336000_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 2020-10-15 2050-02-15 0 - 4.5 114383806.95 120266386.67 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 148865.91 154908.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 4142740.60 1887775.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 1579858.55 1712782.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 367394.58 398295.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2041-10-01 4.5 - 6 25879641.98 2672155.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 924633.41 1001196.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2048-10-01 3 - 5.5 33021690.84 17675487.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2049-12-20 3 - 5 138303285.78 20564665.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 252574.46 275206.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 197314.09 204877.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2056-06-01 3.5 - 6 90756809.18 59700940.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 222072000.00 222072000.00 0.0035 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.05%, dated 4/30/2020 due 05/01/2020 K5HU16E3LMSVCCJJJ255 FJJ384000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 3102968.86 2794980.61 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2037-02-15 0.625 - 6.125 1202359.65 1627563.12 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-23 2028-04-21 2.4 - 5.66 54014.64 58507.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-10-30 2029-09-15 0 - 0.75 452755.72 413274.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-11 2024-03-08 1.875 - 5.25 284518.62 299958.68 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-04-19 2021-04-19 2.65 - 2.65 15961.77 16331.91 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 383082.58 334588.73 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 5435000.00 5435000.00 0.0001 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 4/30/2020 due 05/01/2020 7TK5RJIZDFROZCA6XF66 FJJ384000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 2646393.45 3177387.37 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2049-03-20 3.5 - 4 738994.79 461932.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4.5 1195539.54 755835.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 4298000.00 4298000.00 0.0001 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 4/30/2020 due 05/01/2020 7TK5RJIZDFROZCA6XF66 FJJ336000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 69867742.62 83886575.05 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2049-03-20 3.5 - 4 19510287.87 12195531.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4.5 31563578.92 19954913.26 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 113472000.00 113472000.00 0.0018 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.05% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-10-01 2024-10-01 8.5 - 8.5 25000.00 40.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2031-06-01 3 - 3 167410.00 86970.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-06-01 2050-04-01 2 - 8.5 177497911.00 178112392.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2042-05-01 3.5 - 3.5 3120000.00 1403773.55 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2024-11-05 2024-11-05 2 - 2 20000000.00 20316924.44 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 2034-10-01 2.72 - 2.72 1000.00 1090.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 196000000.00 196000000.00 0.0031 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 4/30/2020 due 05/01/2020 OXTKY6Q8X53C9ILVV871 FJJ384000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.86 - 3.94 503.98 601.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.76 - 3.76 20910.02 24816.31 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-05 2022-10-13 0.875 - 2.22 25235.62 25309.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2024-02-13 1.875 - 2.5 345.57 368.31 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-03-01 2049-03-01 0 - 7.5 339351.43 173391.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-06-15 2070-02-20 2.45 - 9 1304806.38 854162.43 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2039-09-15 0 - 5.5 2505.39 2227.52 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-09-12 2047-07-01 0 - 6.625 311.29 271.76 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 4453168.86 4878855.76 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 5833000.00 5833000.00 0.0001 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.05%, dated 4/30/2020 due 05/01/2020 549300QJJX6CVVUXLE15 FJJ384000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2050-02-15 0 - 7.25 1056282.80 1197098.24 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 1171000.00 1171000.00 0.0000 N Y Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 FJJ159000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 9383.00 8742.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 4 - 4 17328302.00 7204669.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3 - 3 4000000.00 4149058.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-20 2050-04-20 1.018 - 5 33070603.00 18762872.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 5259794.00 5016864.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 125623.00 108930.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-25 2049-11-25 6.5 - 6.5 7388806.00 7659574.88 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-06-25 2034-06-25 2.5 - 2.5 8100000.00 7862243.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 7780290.00 8127983.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-05-01 3 - 3 5166275.00 5343210.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 52330.00 33545.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-25 2048-10-25 2.5 - 2.5 2785000.00 2665024.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-07-15 2054-12-15 1.931 - 6.5 216247891.00 45324680.44 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2058-05-01 1.931 - 6.5 147985715.00 80291535.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3 - 3 1221972.00 1292852.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-07-01 2029-07-01 4 - 4 9185000.00 3897266.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 193000000.00 193000000.00 0.0030 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.05%, dated 4/30/2020 due 05/01/2020 5U0XI89JRFVHWIBS4F54 FJJ384000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2050-02-15 1.375 - 3.75 6142587.83 6898871.65 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2050-04-01 2.5 - 4 8395342.36 7243346.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 13821000.00 13821000.00 0.0002 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.05%, dated 4/30/2020 due 05/01/2020 VYVVCKR63DVZZN70PB21 FJJ336000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-15 2045-02-15 0.125 - 2.375 26825382.86 36433251.31 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-04-08 2022-12-12 0.375 - 0.4 1529249.42 1530664.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.797 - 3.797 418972.44 287561.34 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-12 2036-07-15 0 - 5.625 69187189.19 70612290.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-04-25 2050-04-25 2.5 - 2.5 1510155.10 1504594.54 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2020-05-01 2022-01-28 1.73 - 1.9 27844.21 28582.97 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2020-07-29 2036-03-25 0 - 1.011 10243127.53 10167079.14 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 117836000.00 117836000.00 0.0019 N Y 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 2021-03-25 2050-02-15 0 - 7.625 232742500.00 280008516.86 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 273000000.00 273000000.00 0.0043 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 FJJ106000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2025-01-31 1.75 - 2.5 307355800.00 333540507.89 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 327000000.00 327000000.00 0.0051 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2042-05-15 2.625 - 3 9711400.00 10213968.60 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 10000000.00 10000000.00 0.0002 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.05% 549300H47WTHXPU08X20 FJJ172000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-02-15 2028-02-15 2.75 - 2.75 214018700.00 250920062.96 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 246000000.00 246000000.00 0.0039 N Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.05% 6PJDTY319315T5LR2241 FJJ126000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2024-11-15 2.125 - 3.125 733910000.00 784970447.10 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 770000000.00 770000000.00 0.0121 N Y Y N Chicago O'Hare Int'l. Arpt. Rev. Chicago O'Hare Int'l. Arpt. Rev., 0.23% Series 2005 D, LOC Barclays Bank PLC VRDN 1675927A6 US1675927A61 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0023 41600000.00 41600000.00 0.0007 N N Y N Illinois Dev. Fin. Auth. Rev. Illinois Dev. Fin. Auth. Rev., 0.24% (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 2020-05-07 2020-05-07 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 0.0024 21400000.00 21400000.00 0.0003 N N Y N New York City Gen. Oblig. New York City Gen. Oblig., 0.25% Series D5, LOC PNC Bank NA VRDN 64966LCN9 549300ABYZD2SFD5JB29 US64966LCN91 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0025 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., 0.20% (Related-Upper East Proj.) Series A, LOC Landesbank Baden-Wurttemberg VRDN 64970VBR3 US64970VBR33 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0020 23500000.00 23500000.00 0.0004 N N Y N California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.20% (Catholic Healthcare West Proj.) Series 2005 H, LOC Sumitomo Mitsui Banking Corp. VRDN 13033FF54 US13033FF541 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0020 32900000.00 32900000.00 0.0005 N N Y N Clark County Arpt. Rev. Clark County Arpt. Rev., 0.20% Series 2008 D 2A, LOC Wells Fargo Bank NA VRDN 18085PMX9 US18085PMX95 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0020 10900000.00 10900000.00 0.0002 N N Y N Clark County Arpt. Rev. Clark County Arpt. Rev., 0.23% Series 2008 B2, LOC State Street Bank & Trust Co., Boston VRDN 18085PNY6 US18085PNY69 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0023 14285000.00 14285000.00 0.0002 N N Y N Green Bay Redev. Auth. Green Bay Redev. Auth., 0.30% (Green Bay Packaging, Inc. Proj.) LOC Wells Fargo Bank NA VRDN 39269DAA3 US39269DAA37 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0030 18700000.00 18700000.00 0.0003 N N Y N Louisiana Offshore Term. Auth. Deepwater Port Rev. Louisiana Offshore Term. Auth. Deepwater Port Rev., 0.26% (LOOP LLC Proj.) Series 2013 B, LOC JPMorgan Chase Bank VRDN 546510FH6 US546510FH68 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0026 13900000.00 13900000.00 0.0002 N N Y N Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.25% (Catholic Healthcare West Proj.) Series 2008 B, LOC Barclays Bank PLC VRDN 040507JU0 US040507JU09 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0025 13795000.00 13795000.00 0.0002 N N Y N Philadelphia Gas Works Rev. Philadelphia Gas Works Rev., 0.20% (1998 Gen. Ordinance Proj.) Eighth Series C, LOC Barclays Bank PLC VRDN 7178232R8 US7178232R87 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0020 11300000.00 11300000.00 0.0002 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.39% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-05-06 2020-05-07 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0084 227430000.00 227430000.00 0.0036 N N Y N Fidelity Colchester Street Trust: Money Market Portfolio 2020-05-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer