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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 18006471.00 18006471.00 0.0033 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 11003270.30 11003270.30 0.0020 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 9002732.40 9002732.40 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. 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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 27006617.70 27006617.70 0.0050 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 27006231.60 27006231.60 0.0050 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 40608485.40 40608485.40 0.0075 N N Y 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 17006114.90 17006114.90 0.0031 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 11003788.40 11003788.40 0.0020 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 28007884.80 28007884.80 0.0052 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 6001558.20 6001558.20 0.0011 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 17005525.00 17005525.00 0.0031 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 56965463.70 56965463.70 0.0105 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 1.25% 89114NJK2 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y N/A N/A 2020-09-16 2020-09-16 2020-09-16 N N N 0.0033 145501888.50 145501888.50 0.0268 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 1.25% 89114NJL0 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y N/A N/A 2020-11-10 2020-11-10 2020-11-10 N N N 0.0038 60271200.00 60271200.00 0.0111 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 15038046.00 15038046.00 0.0028 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 30005517.00 30005517.00 0.0055 N N Y 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 59994972.00 59994972.00 0.0111 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 29997231.00 29997231.00 0.0055 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 11998784.40 11998784.40 0.0022 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 22996191.20 22996191.20 0.0042 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 10998566.70 10998566.70 0.0020 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 29997765.00 29997765.00 0.0055 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 17998455.60 17998455.60 0.0033 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 11999878.80 11999878.80 0.0022 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 29977956.00 29977956.00 0.0055 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 29975490.00 29975490.00 0.0055 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 23996952.00 23996952.00 0.0044 N N Y 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 73972294.40 73972294.40 0.0136 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 20999334.30 20999334.30 0.0039 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 78898522.99 78898522.99 0.0145 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 15999911.04 15999911.04 0.0029 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 49997291.50 49997291.50 0.0092 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 99391813.42 99391813.42 0.0183 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 49991155.00 49991155.00 0.0092 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 50995303.92 50995303.92 0.0094 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 49984826.50 49984826.50 0.0092 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 84587545.19 84587545.19 0.0156 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 149961093.00 149961093.00 0.0276 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 49990776.00 49990776.00 0.0092 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 36193675.14 36193675.14 0.0067 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 98188393.74 98188393.74 0.0181 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 46598048.39 46598048.39 0.0086 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 49983806.50 49983806.50 0.0092 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 49997468.50 49997468.50 0.0092 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 49969000.00 49969000.00 0.0092 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 59987175.00 59987175.00 0.0111 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 51683384.14 51683384.14 0.0095 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 59973741.60 59973741.60 0.0111 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 49995125.00 49995125.00 0.0092 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 FJJ337000_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 95475587.96 26376920.09 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 25787000.00 25787000.00 0.0048 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 1.168 - 1.168 1470646.00 1030002.36 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 1000000.00 1000000.00 0.0002 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.03%, dated 4/30/2020 due 05/01/2020 R0MUWSFPU8MPRO8K5P83 FJJ386000_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 33.32 31.89 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-07 2050-02-15 0 - 8.75 137395889.53 160045814.25 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 3532.18 3558.35 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 67644.49 70031.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2046-07-01 0 - 6.5 623215.05 30846.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-12-20 2050-04-20 2.5 - 5.5 2270192.35 1542235.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2050-04-01 2.286 - 8 8750402.64 3240806.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 161049000.00 161049000.00 0.0297 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 FJJ337000_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 BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 1134.07 1174.09 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-12-20 2050-04-20 2.5 - 5.5 38059.97 25855.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2050-04-01 2.286 - 8 146701.23 54332.39 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-07 2050-02-15 0 - 8.75 2303453.62 2683181.51 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2046-07-01 0 - 6.5 10448.25 517.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-25 2048-10-25 2.5 - 2.5 0.56 0.53 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 59.22 59.66 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 2700000.00 2700000.00 0.0005 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.03%, dated 4/30/2020 due 05/01/2020 8NAV47T0Y26Q87Y0QP81 FJJ386000_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 4685.44 5337.06 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2058-08-20 2070-03-20 2.059 - 5.237 6947.99 7257.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2033-01-01 2.5 - 3 13385.16 8655.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 4 - 4 3771.60 2764.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-06-01 2050-04-01 2.5 - 5 30724.44 29846.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-03-01 2.5 - 3.5 5661.64 5314.59 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 0.0003 58000.00 58000.00 0.0000 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 FJJ337000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 4 - 4 1955835.67 1433785.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2058-08-20 2070-03-20 2.059 - 5.237 3603013.47 3763313.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2033-01-01 2.5 - 3 6941129.85 4488442.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-06-01 2050-04-01 2.5 - 5 15932741.59 15477446.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-03-01 2.5 - 3.5 2935950.09 2755982.27 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2047-02-15 0.625 - 3 2429723.19 2767634.64 U.S. Treasuries (including strips) 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 30077000.00 30077000.00 0.0055 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.03%, dated 4/30/2020 due 05/01/2020 E57ODZWZ7FF32TWEFA76 FJJ386000_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 - 5 339.65 2.19 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 2786.00 2438.62 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 205553.62 215398.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 7.10 0.09 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-08 2029-10-03 0.97 - 3.5 2097.80 2147.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 123.34 130.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-07-27 2040-03-26 0 - 5.625 10204.31 10510.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-05-01 2045-12-01 0 - 8 14734.42 14682.85 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-04-20 2.5 - 10.5 41342.47 871.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 3.42 - 3.42 0.15 0.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2050-03-01 1.25 - 8.5 14473.24 13330.46 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 574.61 646.13 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 2.96 2.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 255000.00 255000.00 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 FJJ337000_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 2036-07-01 2036-07-01 5.5 - 5.5 199.53 2.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-05-01 2045-12-01 0 - 8 413892.85 412444.02 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-04-20 2.5 - 10.5 1161317.96 24472.11 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 5774041.39 6050591.21 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2050-03-01 1.25 - 8.5 406556.23 374455.22 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 78259.30 68501.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-07-27 2040-03-26 0 - 5.625 286641.13 295250.87 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 3.42 - 3.42 4.17 4.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 9540.77 61.61 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-08 2029-10-03 0.97 - 3.5 58927.73 60321.39 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 3464.58 3664.92 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 16140.88 18149.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 83.08 80.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 7163000.00 7163000.00 0.0013 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 4/30/2020 due 05/01/2020 MBNUM2BPBDO7JBLYG310 FJJ337000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2039-09-01 2040-03-01 2.5 - 4 307874.78 317305.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2038-09-01 5.5 - 5.5 31928.08 3228.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 4 - 4 45219.28 30459.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2039-01-01 5.5 - 7 585620.55 16116.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-11-01 2044-04-01 4 - 4 21582.03 21025.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2048-04-01 2.5 - 7 4600512.70 1705800.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-03-01 3.5 - 4.5 75796.94 60330.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-09-01 2038-09-01 4 - 4 1921.87 1343.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2048-02-01 3 - 5 86106.11 75051.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2040-04-01 4 - 5.5 202871.67 27689.70 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2028-11-15 0.425 - 3.125 4886577.35 5396564.90 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2040-04-01 2.5 - 4 146760.58 149863.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 379687.48 312206.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2046-06-01 3 - 3.5 19889.38 13284.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-02-01 2044-02-01 4 - 4 178788.83 78056.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-05-01 2043-05-01 3.5 - 3.5 18090.79 6706.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4 - 4 23545.50 4340.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-01-01 2046-01-01 4 - 4 8605.88 4771.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-01-01 2045-02-01 4 - 6.5 135641.55 46809.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-02-01 2048-03-01 3 - 5 272071.31 201412.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-06-01 2040-08-01 5 - 5.5 25633.55 2889.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-11-01 2039-07-01 5.5 - 5.5 356777.01 21292.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-10-01 3.5 - 4 133814.86 109334.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-12-01 4 - 4 13025.57 5958.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2046-08-01 3.5 - 3.5 92963.69 66208.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-09-01 2042-04-01 4 - 6.5 918999.56 71046.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 4 - 4 40400.41 40023.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-08-01 2048-04-01 2.5 - 7 13884849.52 6157583.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2048-03-01 3.5 - 3.5 28672.77 28773.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5.5 - 5.5 41852.90 3663.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2048-02-01 3.5 - 6.5 825113.32 694693.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 331687.37 237039.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2044-12-01 4 - 4 9810.62 4298.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-03-01 2045-06-01 3.5 - 4 12512.82 6399.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 5.5 - 5.5 2253.74 712.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2048-02-01 3.5 - 4 89144.06 73670.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-07-01 5.5 - 5.5 89742.34 15008.27 Agency Mortgage-Backed Securities 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 0.0005 15697000.00 15697000.00 0.0029 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.03%, dated 4/30/2020 due 05/01/2020 1VUV7VQFKUOQSJ21A208 FJJ386000_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 1557067.89 1703313.92 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-20 2025-02-20 2 - 2 18933.17 19024.57 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-02-06 2047-08-01 1.2 - 4 134425.49 110756.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 11952.53 9259.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2050-01-20 2.5 - 5 1146031.94 576342.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-12-01 2050-04-01 3 - 4.5 383938.02 253257.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 43152.54 45231.90 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 2662000.00 2662000.00 0.0005 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 FJJ337000_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 19180830.27 20982370.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 531577.08 557191.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-02-06 2047-08-01 1.2 - 4 1655928.09 1364354.43 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-12-01 2050-04-01 3 - 4.5 4729562.58 3119773.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-20 2025-02-20 2 - 2 233229.31 234355.31 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 147237.87 114061.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2050-01-20 2.5 - 5 14117460.33 7099710.52 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 32792000.00 32792000.00 0.0060 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 2024-06-15 2024-06-15 3.35 - 3.35 5997014.00 6180010.55 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 6000000.00 6000000.00 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 2041-06-01 2041-06-01 5.5 - 5.5 400000.00 78120.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-07-01 2028-07-01 5.5 - 5.5 2086220.00 38599.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4 - 4 109644.00 20712.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-08-20 2047-06-20 3 - 5 128551056.00 29406211.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-02-01 2041-02-01 4 - 4 186000.00 36397.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 29000000.00 29000000.00 0.0053 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.03%, dated 4/30/2020 due 05/01/2020 CYYGQCGNHMHPSMRL3R97 FJJ386000_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 2586.04 3021.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2.5 - 3 9574.02 9232.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3.5 - 3.5 352.63 369.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 3.5 - 3.5 618.05 622.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5 - 5 1631.35 1493.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2045-03-01 3 - 4 1251.06 560.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2049-12-20 2.5 - 5 109527.73 92755.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 70447.16 62961.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 2658.38 2808.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 14958.54 11897.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2050-03-01 2.5 - 5.5 78296.32 44436.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 7960.84 7854.47 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 0 6794.06 5951.35 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2048-08-15 0 - 8.75 947878.03 1102836.15 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-06-01 2039-06-01 3.37 - 3.37 6534.99 7665.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 2033-11-01 3.69 - 4.03 2955.88 3584.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2031-01-01 3.93 - 3.955 776.43 925.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 295.56 318.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 3132.62 3306.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 2.5 - 2.5 1863.44 1383.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-08-01 3.79 - 4.28 779.02 928.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 2.02 - 2.02 1437.70 1525.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 340.85 385.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 1340000.00 1340000.00 0.0002 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 FJJ337000_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 119666.25 139834.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2049-12-20 2.5 - 5 5068272.95 4292159.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-08-01 3.79 - 4.28 36048.38 42943.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 15772.66 17846.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3.5 - 3.5 16317.58 17082.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2050-03-01 2.5 - 5.5 3623074.68 2056229.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 368378.91 363456.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-06-01 2039-06-01 3.37 - 3.37 302399.21 354732.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2031-01-01 3.93 - 3.955 35928.62 42807.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 144958.66 153012.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5 - 5 75488.71 69116.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 3259863.49 2913450.30 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 0 314387.39 275391.85 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2048-08-15 0 - 8.75 43861994.77 51032508.10 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2.5 - 3 443026.89 427212.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 3.5 - 3.5 28599.76 28817.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2045-03-01 3 - 4 57891.40 25921.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 123013.46 129951.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 692189.47 550563.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 2033-11-01 3.69 - 4.03 136780.25 165851.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 13676.83 14729.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 2.5 - 2.5 86228.69 64039.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 2.02 - 2.02 66527.83 70592.29 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 62007000.00 62007000.00 0.0114 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.03%, dated 4/30/2020 due 05/01/2020 KBVRJ5K57JZ3E2AVWX40 FJJ386000_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 91549.83 105990.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2043-06-01 3 - 5.5 19027.46 6696.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 1.43 1.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-08-01 2058-05-01 3 - 4.5 808061.18 432190.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 534000.00 534000.00 0.0001 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 FJJ337000_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 465806.93 539282.16 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2043-06-01 3 - 5.5 96811.99 34070.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 7.30 7.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-08-01 2058-05-01 3 - 4.5 4111427.37 2198991.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 2717000.00 2717000.00 0.0005 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.03%, dated 4/30/2020 due 05/01/2020 ZBUT11V806EZRVTWT807 FJJ386000_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 63596.42 67305.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2028-09-01 3.5 - 3.5 273.86 60.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 6 - 6 5418.15 4280.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2045-01-01 3.5 - 6 1407.46 803.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 2.5 - 4 100086.13 105581.72 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2039-08-15 1.125 - 4.5 5134860.37 5927894.94 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2035-07-01 5 - 5 2701.38 110.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 14.05 14.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 4.5 9052.04 9586.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3 28.46 29.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3 - 3.5 78989.84 82555.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.8 - 1.8 232.78 243.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2039-10-01 2.5 - 2.5 50.27 48.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 931.96 1003.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 2613.43 2461.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3.5 - 3.5 88.23 90.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4 - 4 1745.09 1202.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3.5 - 3.5 3693.81 3706.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 57203.82 51451.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-02-01 4 - 4.5 2678.73 2852.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-05-01 2040-05-01 6 - 6 4754.43 355.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-04-01 2.5 - 3 8302.11 8754.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 5.5 - 5.5 2295.44 42.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 216.11 167.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 53487.31 45843.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 10800.60 8945.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 4 259302.83 255803.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2050-01-01 2.5 - 8 135074.04 30553.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 3 - 3 448488.52 470466.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2022-03-20 2050-03-20 3 - 8 654940.87 147974.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 102.08 81.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-05-01 2057-02-01 2.5 - 7 3224110.87 2411122.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-04-01 3 - 4.5 845693.92 856796.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 3 - 3.5 3890.95 3986.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-09-01 2038-08-01 3 - 6 21021.19 7226.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 3036.69 2863.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2042-07-01 3.5 - 3.5 1011.86 322.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-10-01 3 - 4.5 704.22 753.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2033-05-01 3 - 3 1371.40 989.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2036-04-01 3 - 5 910.86 449.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2048-08-01 3 - 4.5 90596.03 72484.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3.5 - 3.5 1073.13 359.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2044-06-01 5 - 5.5 195.88 79.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 3 - 3 32952.19 13849.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2029-09-01 2.5 - 4.5 6276.96 2110.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 3 - 3 248.53 176.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-06-01 2033-02-01 2.5 - 3 15877.66 8249.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 10404000.00 10404000.00 0.0019 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 FJJ337000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2039-08-15 1.125 - 4.5 51170433.29 59073262.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 4.5 90206.34 95536.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4 - 4 17390.36 11982.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 570053.31 512732.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2050-01-01 2.5 - 8 1346053.54 304471.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2044-06-01 5 - 5.5 1951.98 794.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2029-09-01 2.5 - 4.5 62551.82 21027.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 3 - 3 2476.65 1762.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 6 - 6 53993.45 42655.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3 - 3.5 787157.62 822693.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.8 - 1.8 2319.70 2423.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2039-10-01 2.5 - 2.5 500.91 488.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 9287.30 10004.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3.5 - 3.5 879.25 899.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 5.5 - 5.5 22874.73 427.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 2153.60 1671.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 533017.17 456842.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2022-03-20 2050-03-20 3 - 8 6526683.41 1474607.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-05-01 2057-02-01 2.5 - 7 32129237.84 24027563.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 3 - 3.5 38774.52 39728.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-09-01 2038-08-01 3 - 6 209482.53 72009.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2042-07-01 3.5 - 3.5 10083.46 3212.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2035-04-01 3 - 3 633757.49 670715.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2028-09-01 3.5 - 3.5 2729.08 601.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2045-01-01 3.5 - 6 14025.74 8009.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 2.5 - 4 997388.46 1052153.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 139.98 146.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3 283.59 297.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 26043.58 24528.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-02-01 4 - 4.5 26694.32 28430.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-05-01 2040-05-01 6 - 6 47379.30 3543.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 107631.24 89146.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 4 2584031.01 2549163.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-04-01 3 - 4.5 8427595.10 8538237.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 30261.51 28532.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-10-01 3 - 4.5 7017.78 7509.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2036-04-01 3 - 5 9076.95 4479.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2048-08-01 3 - 4.5 902816.81 722327.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3.5 - 3.5 10694.01 3579.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 3 - 3 328378.55 138018.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-06-01 2033-02-01 2.5 - 3 158225.72 82207.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2035-07-01 5 - 5 26920.06 1101.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3.5 - 3.5 36809.89 36932.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-04-01 2.5 - 3 82733.03 87244.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 3 - 3 4469323.50 4688341.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 1017.29 808.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2033-05-01 3 - 3 13666.37 9858.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 103679000.00 103679000.00 0.0191 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.03%, dated 4/30/2020 due 05/01/2020 ZOMOLU8CGIZRYZ7PFU34 FJJ386000_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 396092.92 416463.36 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 515.50 536.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 14345.65 6537.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 5470.80 5931.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 1272.23 1379.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2041-10-01 4.5 - 6 89617.08 9253.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 3201.86 3466.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2048-10-01 3 - 5.5 114348.86 61207.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2049-12-20 3 - 5 478922.27 71212.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 874.63 952.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 683.27 709.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2056-06-01 3.5 - 6 314276.39 206734.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 769000.00 769000.00 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 FJJ337000_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 29096089.88 30592456.12 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 1053799.10 480198.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2041-10-01 4.5 - 6 6583068.09 679722.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2048-10-01 3 - 5.5 8399808.59 4496157.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 64247.99 70004.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 50191.27 52115.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 93455.06 101315.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 37867.39 39404.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 401872.50 435684.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 235201.27 254676.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2049-12-20 3 - 5 35180546.45 5231084.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2056-06-01 3.5 - 6 23086032.43 15186274.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 56489000.00 56489000.00 0.0104 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.03%, dated 4/30/2020 due 05/01/2020 K5HU16E3LMSVCCJJJ255 FJJ386000_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 254631.85 229358.11 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2037-02-15 0.625 - 6.125 98666.50 133559.00 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-23 2028-04-21 2.4 - 5.66 4432.48 4801.18 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-10-30 2029-09-15 0 - 0.75 37153.46 33913.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-11 2024-03-08 1.875 - 5.25 23347.80 24614.82 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-04-19 2021-04-19 2.65 - 2.65 1309.83 1340.21 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 31436.03 27456.59 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 446000.00 446000.00 0.0001 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 FJJ337000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2037-02-15 0.625 - 6.125 660800.05 894485.93 U.S. Treasuries (including strips) FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-04-19 2021-04-19 2.65 - 2.65 8772.37 8975.79 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 210536.83 183885.29 Agency Debentures and Agency Strips RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 1705348.30 1536082.26 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-10-23 2028-04-21 2.4 - 5.66 29685.69 32155.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-10-30 2029-09-15 0 - 0.75 248828.21 227129.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-11 2024-03-08 1.875 - 5.25 156367.46 164853.10 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 2987000.00 2987000.00 0.0006 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.03%, dated 4/30/2020 due 05/01/2020 7TK5RJIZDFROZCA6XF66 FJJ386000_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 217351.53 260962.71 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2049-03-20 3.5 - 4 60694.55 37939.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4.5 98191.13 62077.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 353000.00 353000.00 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 FJJ337000_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 7938564.63 9531422.84 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2049-03-20 3.5 - 4 2216812.44 1385689.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4.5 3586340.45 2267332.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 12893000.00 12893000.00 0.0024 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 2042-10-01 2042-10-01 3.5 - 3.5 100480.00 37843.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3.5 - 3.5 46000.00 29761.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-08-01 2025-08-01 4 - 4 398000.00 26972.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2033-11-01 4 - 4 6070.00 4414.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2044-01-01 3.5 - 3.5 53340.00 25830.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-11-01 2037-11-01 3 - 3 1093460.00 810455.62 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2045-10-23 2045-10-23 3.95 - 3.95 1246000.00 1786093.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2048-02-01 0 - 4 4871290.00 2645020.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-03-01 2024-06-01 4 - 4 38951300.00 992673.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-12-01 2050-02-01 2.5 - 8.5 12540170.00 9961034.97 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 16000000.00 16000000.00 0.0029 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.03%, dated 4/30/2020 due 05/01/2020 OXTKY6Q8X53C9ILVV871 FJJ386000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 365689.68 400646.65 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.86 - 3.94 41.39 49.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.76 - 3.76 1717.11 2037.89 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-05 2022-10-13 0.875 - 2.22 2072.32 2078.41 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2024-02-13 1.875 - 2.5 28.38 30.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-03-01 2049-03-01 0 - 7.5 27867.19 14238.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-06-15 2070-02-20 2.45 - 9 107149.37 70142.95 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2039-09-15 0 - 5.5 205.74 182.92 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-09-12 2047-07-01 0 - 6.625 25.56 22.32 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 479000.00 479000.00 0.0001 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 FJJ337000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 33154846.11 36324181.01 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2024-02-13 1.875 - 2.5 2572.85 2742.16 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-06-15 2070-02-20 2.45 - 9 9714577.62 6359431.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-09-12 2047-07-01 0 - 6.625 2317.61 2023.30 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.86 - 3.94 3752.28 4477.48 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2039-09-15 0 - 5.5 18653.19 16584.39 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.76 - 3.76 155679.84 184763.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-05 2022-10-13 0.875 - 2.22 187884.88 188436.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-03-01 2049-03-01 0 - 7.5 2526547.93 1290942.14 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 43428000.00 43428000.00 0.0080 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.03%, dated 4/30/2020 due 05/01/2020 549300QJJX6CVVUXLE15 FJJ386000_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 86595.34 98139.57 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 96000.00 96000.00 0.0000 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 FJJ337000_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 56916594.27 64504274.18 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 63098000.00 63098000.00 0.0116 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-12-01 2049-12-01 4 - 4 1984113.00 2049524.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 20504138.00 14270503.40 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 16000000.00 16000000.00 0.0029 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.05%, dated 4/30/2020 due 05/01/2020 O2RNE8IBXP4R0TD8PU41 FJJ337000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2049-08-15 0.25 - 6.75 13809470.54 16898109.12 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 16482000.00 16482000.00 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 0.03%, dated 4/30/2020 due 05/01/2020 5U0XI89JRFVHWIBS4F54 FJJ386000_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 2614188.67 2936051.16 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2050-04-01 2.5 - 4 3572925.53 3082654.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 5882000.00 5882000.00 0.0011 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 FJJ337000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2050-04-01 2.5 - 4 28623494.89 24695822.37 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2050-02-15 1.375 - 3.75 20942842.31 23521353.73 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 47122000.00 47122000.00 0.0087 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 4/30/2020 due 05/01/2020 5U0XI89JRFVHWIBS4F54 FJJ337000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-04-01 2.5 - 4 95454132.93 85056669.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 83194000.00 83194000.00 0.0153 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 FJJ337000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2022-04-08 2022-12-12 0.375 - 0.4 125495.11 125611.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.797 - 3.797 34382.22 23598.21 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-12 2036-07-15 0 - 5.625 5677722.59 5794670.94 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2022-07-15 2045-02-15 0.125 - 2.375 2201376.93 2989829.43 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-04-25 2050-04-25 2.5 - 2.5 123928.17 123471.85 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2020-05-01 2022-01-28 1.73 - 1.9 2284.99 2345.61 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2020-07-29 2036-03-25 0 - 1.011 840583.89 834343.11 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 9670000.00 9670000.00 0.0018 N Y 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 260000000.00 260000000.00 0.0479 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 22812000.00 22812000.00 0.0042 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 44999851.50 44999851.50 0.0083 N N Y N Credit Industriel et Commercial Credit Industriel et Commercial, 0.05% N4JDFKKH2FTD8RKFXO39 FJJ381000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 260000000.00 260000000.00 0.0479 N Y 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 6999995.80 6999995.80 0.0013 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 18999958.20 18999958.20 0.0035 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 11999953.20 11999953.20 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 44000000.00 44000000.00 0.0081 N Y Y 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 BP CAP MKTS AMER INC GLBL NT 3.633%30 5493009NTB34VXE1T760 2030-04-06 2030-04-06 3.633 - 3.633 5000000.00 5371710.00 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 3576260.00 3586708.64 Corporate Debt Securities MORGAN STANLEY FR 2.699%012231 IGJSJL3JD5P30I6NJZ34 2031-01-22 2031-01-22 2.699 - 2.699 4547198.00 4691695.57 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0030 13000000.00 13000000.00 0.0024 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 ANNALY CAPITAL MANAGEMENT INC COM 2DTL0G3FPRYUT58TI025 2500-12-31 2500-12-31 N/A 152219.00 971157.22 Equities ALPHABET INC CAP STK CL C 5493006MHB84DD0ZWV18 2500-12-31 2500-12-31 N/A 1000.00 1341480.00 Equities ZIMMER BIOMET HOLDINGS INC COM 2P2YLDVPES3BXQ1FRB91 2500-12-31 2500-12-31 N/A 5726.00 692044.36 Equities APPLIED MATLS INC COM 41BNNE1AFPNAZELZ6K07 2500-12-31 2500-12-31 N/A 18978.00 1031264.52 Equities EXXON MOBIL CORP COM J3WHBG0MTS7O8ZVMDC91 2500-12-31 2500-12-31 N/A 51487.00 2443573.02 Equities OLD DOMINION FREIGHT LINE INC COM 5299009TWK32WE417T96 2500-12-31 2500-12-31 N/A 7470.00 1110116.70 Equities ISHARES TR U.S. REAL ES ETF 549300SJWB2CPZFPT616 2500-12-31 2500-12-31 N/A 12559.00 965912.69 Equities CME GROUP INC COM LCZ7XYGSLJUHFXXNXD88 2500-12-31 2500-12-31 N/A 6365.00 1155056.55 Equities NVIDIA CORP COM 549300S4KLFTLO7GSQ80 2500-12-31 2500-12-31 N/A 643.00 191909.78 Equities EOG RES INC COM XWTZDRYZPBUHIQBKDB46 2500-12-31 2500-12-31 N/A 14261.00 680534.92 Equities PLURALSIGHT INC COM CL A 254900B3VHPCKNREOX50 2500-12-31 2500-12-31 N/A 74506.00 1265856.94 Equities COSTCO WHSL CORP NEW COM 29DX7H14B9S6O3FD6V18 2500-12-31 2500-12-31 N/A 1714.00 526352.26 Equities PHILLIPS 66 COM 5493005JBO5YSIGK1814 2500-12-31 2500-12-31 N/A 44424.00 3265164.00 Equities AGNC INVT CORP COM 5TRACI5HRMELWV32OF39 2500-12-31 2500-12-31 N/A 143848.00 1832623.52 Equities VANECK VECTORS ETF TR JR GOLD MINERS E 549300P2HS5GYBL1ME59 2500-12-31 2500-12-31 N/A 57830.00 2479172.10 Equities SELECT SECTOR SPDR TR COMMUNICATION 549300RPODKQJE2HDW24 2500-12-31 2500-12-31 N/A 53615.00 3046993.64 Equities AARONS INC COM PAR $0.50 529900IVEJ72I7MQ3Z14 2500-12-31 2500-12-31 N/A 31487.00 1017974.71 Equities UNION PAC CORP COM 549300LMMRSZZCZ8CL11 2500-12-31 2500-12-31 N/A 7275.00 1186188.75 Equities GFL ENVIRONMENTAL INC SUB VTG SHS 549300FYK4MBXWIVZU26 2500-12-31 2500-12-31 N/A 35700.00 595833.00 Equities CONOCOPHILLIPS COM WPTL2Z3FIYTHSP5V2253 2500-12-31 2500-12-31 N/A 139575.00 5891460.75 Equities CARDLYTICS INC COM 549300JETJBH94EIPC66 2500-12-31 2500-12-31 N/A 11057.00 539692.17 Equities TIFFANY & CO NEW COM 549300EJG9IEYQL5XT21 2500-12-31 2500-12-31 N/A 4041.00 514661.76 Equities VENTAS INC COM ORQTRC074CWLT3DKHT41 2500-12-31 2500-12-31 N/A 38702.00 1264007.32 Equities BANK NEW YORK MELLON CORP COM WFLLPEPC7FZXENRZV188 2500-12-31 2500-12-31 N/A 14501.00 551328.02 Equities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0037 32000000.00 32000000.00 0.0059 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 EXXON MOBIL CORP SR GLBL NT 25 J3WHBG0MTS7O8ZVMDC91 2025-03-06 2025-03-06 2.709 - 2.709 616000.00 646204.64 Corporate Debt Securities NGPL PIPECO LLC SR GLBL 144A 37 549300K3NT1HSQFEM073 2037-12-15 2037-12-15 7.768 - 7.768 2399000.00 2706024.02 Corporate Debt Securities CREDIT SUISSE GRP FDG GUERNSEY SR GLBL COCO 23 549300PXR5FKNXF0OH19 2023-06-09 2023-06-09 3.8 - 3.8 250000.00 265296.94 Corporate Debt Securities JP MORGAN CHASE BANK NA SR GLBL NT 29 8I5DZWZKVSZI1NUHU748 2029-04-23 2029-04-23 4.005 - 4.005 4499000.00 5035005.24 Corporate Debt Securities AES GENER S A GLBL REGS NT 79 549300IF4IFG0FS0RM26 2079-10-07 2079-10-07 6.35 - 6.35 1090000.00 1029022.07 Corporate Debt Securities DOLLAR GEN CORP NEW SR NT 3.25%23 OPX52SQVOZI8IVSWYU66 2023-04-15 2023-04-15 3.25 - 3.25 3970000.00 4189994.24 Corporate Debt Securities INGERSOL RAND LUXEMBOURG FIN SR GLBL NT3.8%29 549300GHBOWCVY92IS29 2029-03-21 2029-03-21 3.8 - 3.8 2000000.00 2175733.33 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN VR 011020-051023 B6Q2VFHD1797Q7NZ3E43 2023-05-10 2023-05-10 2.104 - 2.104 1940.00 1847.22 Corporate Debt Securities TRANSALTA CORP SR SECD NT4.5%22 GJZNVO2UY6DNFNIYH321 2022-11-15 2022-11-15 4.5 - 4.5 13125000.00 12969271.88 Corporate Debt Securities AIR PRODS & CHEMS INC GLBL NT 1.5%25 7QEON6Y1RL5XR3R1W237 2025-10-15 2025-10-15 1.5 - 1.5 4000000.00 4030880.00 Corporate Debt Securities WELLTOWER INC SR GLBL NT 28 T6IZ0MBEG5ACZDTR7D06 2028-04-15 2028-04-15 4.25 - 4.25 1.00 1.04 Corporate Debt Securities IHS MARKIT LTD SR GLBL 144A 25 549300HLPTRASHS0E726 2025-02-15 2025-02-15 4.75 - 4.75 2000000.00 2185011.67 Corporate Debt Securities PDC ENERGY INC SR GLBL NT 26 5493008W8H2T511J5Y59 2026-05-15 2026-05-15 5.75 - 5.75 2752.00 2164.05 Corporate Debt Securities UNION PAC CORP 4.3% SNR 49 549300LMMRSZZCZ8CL11 2049-03-01 2049-03-01 4.3 - 4.3 690.00 844.88 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0039 33000000.00 33000000.00 0.0061 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 CITIGROUP INC SR GLBL FL NT 22 6SHGI4ZSSLCXXQSBB395 2022-04-25 2022-04-25 1.951 - 1.951 932000.00 923698.32 Corporate Debt Securities BOC AVIATION PTE LTD FR 3%091129 254900H06V5RMEB3KE72 2029-09-11 2029-09-11 3 - 3 15879.00 15193.56 Corporate Debt Securities AMERISOURCEBERGEN CORP SR NT 4.3%47 AI8GXW8LG5WK7E9UD086 2047-12-15 2047-12-15 4.3 - 4.3 79000.00 88686.58 Corporate Debt Securities AT&T INC SR GLBL NT 46 549300Z40J86GGSTL398 2046-11-15 2046-11-15 5.15 - 5.15 1.00 1.25 Corporate Debt Securities DIAMOND 1 FIN CORP/DIAMOND 2 1LIEN SR 144A 26 2026-06-15 2026-06-15 6.02 - 6.02 315000.00 348514.42 Corporate Debt Securities CARNIVAL CORP SR SEC GLBL 23 F1OF2ZSX47CR0BCWA982 2023-04-01 2023-04-01 11.5 - 11.5 2937339.00 3089897.86 Corporate Debt Securities MITSUBISHI UFJ FINL GROUP INC SR GLBL NT 22 353800V2V8PUY9TK3E06 2022-07-18 2022-07-18 2.623 - 2.623 1384525.00 1421120.53 Corporate Debt Securities ANTHEM INC SR GLBL NT 48 8MYN82XMYQH89CTMTH67 2048-03-01 2048-03-01 4.55 - 4.55 1000.00 1248.72 Corporate Debt Securities WALGREENS BOOTS ALLIANCE INC GLBL NT 3.2%30 549300RPTUOIXG4LIH86 2030-04-15 2030-04-15 3.2 - 3.2 2069000.00 2077572.56 Corporate Debt Securities SIRIUS INTL GROUP LTD SR 144A NT4.6%26 549300PB35NLMKG2ND86 2026-11-01 2026-11-01 4.6 - 4.6 2000.00 1934.74 Corporate Debt Securities RYDER SYS MTN BE FR 2.5%090124 ZXJ6Y2OSPZXIVGRILD15 2024-09-01 2024-09-01 2.5 - 2.5 754000.00 744678.47 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 3.85%070824 784F5XWPLTWKTBV3E584 2024-07-08 2024-07-08 3.85 - 3.85 4903000.00 5276891.88 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 21 MLU0ZO3ML4LN2LL2TL39 2021-05-25 2021-05-25 2.95 - 2.95 3175000.00 3257395.66 Corporate Debt Securities JPMORGAN CHASE & CO PERP JR SB GLBL 8I5DZWZKVSZI1NUHU748 2500-12-31 2500-12-31 6.125 - 6.125 3534000.00 3639525.24 Corporate Debt Securities CREDIT SUISSE GROUP SR GLBL COCO 29 549300506SI9CRFV9Z86 2029-01-12 2029-01-12 3.869 - 3.869 5999003.00 6413996.03 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0024 26000000.00 26000000.00 0.0048 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 FHLMCT SLSTT SERIES 2019-3 SUB 20591025 3.63722 2059-10-25 2059-10-25 3.637 - 3.637 12317501.00 11500172.96 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 10000000.00 10000000.00 0.0018 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 CC NEUBERGER PRINCIPAL HLDNG I UNIT 2500-12-31 2500-12-31 N/A 25000.00 251500.00 Equities SOUTHERN CO CORP UNIT 19 A 549300FC3G3YU2FBZD92 2500-12-31 2500-12-31 N/A 12298.00 587598.44 Equities COLFAX CORP 5.75 TANGIBLE UT 635400OP2DYYYMOIYL17 2500-12-31 2500-12-31 N/A 28000.00 3330040.00 Equities SOUTH JERSEY INDS INC CORP UNITS 549300DJYWYT5VXLFA46 2500-12-31 2500-12-31 N/A 55650.00 2720728.50 Equities STANLEY BLACK & DECKER INC CORP UNIT 2017 549300DJ09SMTO561131 2500-12-31 2500-12-31 N/A 3.00 270.66 Equities DOMINION ENERGY INC CORP UNITS ILUL7B6Z54MRYCF6H308 2500-12-31 2500-12-31 7.25 - 7.25 93770.00 9438888.20 Equities STARS GROUP INC COM 54930026VVWZTYC29T51 2500-12-31 2500-12-31 N/A 9.00 238.05 Equities NEXTERA ENERGY INC 4.872 CORP UNITS 2500-12-31 2500-12-31 N/A 1078.00 46718.98 Equities GFL ENVIRONMENTAL INC TANGIBLE EQ UNIT 549300FYK4MBXWIVZU26 2500-12-31 2500-12-31 N/A 89997.00 4252358.25 Equities DTE ENERGY CO 6.25% CORP UNITS 549300IX8SD6XXD71I78 2500-12-31 2500-12-31 N/A 2850.00 120526.50 Equities LIFESCI ACQUISITION CORP UNIT EX 033125 2500-12-31 2500-12-31 N/A 800000.00 8000000.00 Equities DIREXION SHS ETF TR S&P 500 HI MIN 5493001H4AU4SCXCTP71 2500-12-31 2500-12-31 N/A 1.00 47.90 Equities ESSENTIAL UTILS INC UNIT EX 043022 549300ILTEOF3E3QY357 2500-12-31 2500-12-31 N/A 7075.00 411340.50 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 27000000.00 27000000.00 0.0050 N Y Y N 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 TABS LTD 2005-4 A 20450830 FLT 549300FHT0OQV5TANZ73 2045-08-30 2045-08-30 1.491 - 1.491 203213751.00 3045607.15 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG IX 2006-9 D-1 20360623 FLT 2036-06-23 2036-06-23 4.778 - 4.778 4.00 2.21 Other Instrument COLLATERALIZED DEBT OBLIGATION JER CRE CDO 2006-2 C-FL 20450325 FLT 549300HX6FUK9WBH2U64 2045-03-25 2045-03-25 1.137 - 2.987 27183081.00 8109483.12 Other Instrument COLLATERALIZED DEBT OBLIGATION CITIGROUP GLOBAL MKTS HLDGS IN SR IDX ZRO LKD22 82VOJDD5PTRDMVVMGV31 2022-09-01 2022-09-01 N/A 5000.00 4938.00 Corporate Debt Securities CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 21 82VOJDD5PTRDMVVMGV31 2021-11-15 2021-11-18 N/A 5091.00 5475.05 Corporate Debt Securities ALESCO PREFERRED FDG V 2004-5 C1 20341223 4.65000 549300FHO36K27UM2Z12 2034-12-23 2034-12-23 3.578 - 3.578 1.00 0.80 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREFERRED FDG X 2006-10 C-2 20360923 FLT 2WR5CR0FUX22SCWPNQ42 2036-09-23 2036-09-23 3.18 - 3.18 42.00 26.73 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO IV 2005-4 B 20421205 FLT 549300NYV3IPIKFFCG84 2042-12-05 2042-12-05 1.67 - 1.67 7999938.00 128675.97 Other Instrument COLLATERALIZED DEBT OBLIGATION DIOGENES CDO I LTD 2005-1 A-1 20431215 FLT 2043-12-15 2043-12-15 0.98 - 0.98 245499880.00 5393077.46 Other Instrument COLLATERALIZED DEBT OBLIGATION ORIENT PT CDO LTD 2005-1 A-2 20451003 FLT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 1.887 - 1.887 1091528.00 67581.82 Other Instrument COLLATERALIZED DEBT OBLIGATION JUPITER HGH-GRD CDO III 2005-3 A-2A 20420608 FLT 2042-06-08 2042-06-08 1.037 - 1.449 11043422.00 968949.86 Other Instrument COLLATERALIZED DEBT OBLIGATION CITIGROUP SR IDX ZRO LKD22 6SHGI4ZSSLCXXQSBB395 2022-08-31 2022-08-31 N/A 2000.00 2563.40 Corporate Debt Securities BELLE HAVEN ABS CDO 2004-1 A1J 20441103 FLT 2044-11-03 2044-11-03 2.363 - 2.363 36999534.00 2801278.66 Other Instrument COLLATERALIZED DEBT OBLIGATION KODIAK CDO I LTD 2006-1 D1 144 20370807 FLT 2037-08-07 2037-08-07 4.743 - 6.56 13143.00 5316.48 Other Instrument COLLATERALIZED DEBT OBLIGATION 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 19000000.00 19000000.00 0.0035 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 ALLEGRO CLO 2019-10 D 20320420 FLT 2032-04-20 2032-04-20 4.935 - 4.935 499998.00 403633.84 Asset-Backed Securities RESIDENTIAL ASSET 2006-A3CB A-X 20460125 6.00000 2046-01-25 2046-01-25 6 - 6 101.00 2.68 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE 2007-LDP10 X 20490115 FLT 2049-01-15 2049-01-15 0.128 - 0.128 197400000.00 780.37 Private Label Collateralized Mortgage Obligations ELEVATION CLO LTD 2018-10 D 20311020 FLT 5493005Q4N14IP6ASK07 2031-10-20 2031-10-20 4.585 - 4.585 68989.00 55173.52 Asset-Backed Securities KKR CLO 23 LTD 549300ULSPVDFXMNXZ65 2031-10-20 2031-10-20 4.235 - 4.235 3423.00 2627.07 Asset-Backed Securities CARLYLE GLBL MKT STRTG 2015-4R C-R 20320720 FLT 549300Q4PPEXLDSOKL32 2032-07-20 2032-07-20 4.835 - 4.835 1979942.00 1555310.03 Asset-Backed Securities STEELE CREEK CLO 2018-2 D 20310818 FLT 2031-08-18 2031-08-18 5.092 - 5.092 177.00 124.80 Asset-Backed Securities CWALT INC 2007-5CB 1-A-8 20370425 6.00000 2037-04-25 2037-04-25 6 - 6 21034.00 5586.82 Private Label Collateralized Mortgage Obligations CWALT INC 2005-42CB A-7 20351025 FLT 2035-10-25 2035-10-25 5.5 - 5.5 82602.00 2019.23 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG 2006-C5 XC 144 20491018 FLT 2049-10-18 2049-10-18 0.721 - 0.721 221500000.00 6319.96 Private Label Collateralized Mortgage Obligations KKR CLO 22 D 20310721 FLT 549300GKHET0CQ690V42 2031-07-21 2031-07-21 4.235 - 4.235 8.00 6.18 Asset-Backed Securities CARLYLE GBLMKT STRTGS 2012-4R2 D-RR 20320422 FLT 549300R4G5ROMXQ5CG20 2032-04-22 2032-04-22 4.998 - 4.998 2999956.00 2418686.28 Asset-Backed Securities BBCCRE TRUST 2015-GTP D 20330812 FLT 2033-08-12 2033-08-12 4.715 - 4.715 597395.00 538214.14 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 1998-C1 A-X 20400517 FLT 2040-05-17 2040-05-17 2.181 - 2.181 25500000.00 209.00 Private Label Collateralized Mortgage Obligations CWALT INC 2007-OA3 X 20470425 FLT 2047-04-25 2047-04-25 2 - 2 1.00 0.01 Private Label Collateralized Mortgage Obligations CD 2007-CD4 MTG TRUST XC 20491211 FLT 5493006ZXL5DGZK5G872 2049-12-11 2049-12-11 1.381 - 1.381 214557000.00 4181.56 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2004-AR2 A 20440425 FLT 2044-04-25 2044-04-25 3.27 - 3.27 250000.00 4516.00 Private Label Collateralized Mortgage Obligations VENTURE 33 CLO 2018 D 20310715 FLT 549300NQPL9XHZ20E278 2031-07-15 2031-07-15 4.379 - 4.379 1.00 0.79 Asset-Backed Securities SOUND POINT CLO XXIV LTD 2019 D 20321025 FLT 2032-10-25 2032-10-25 5.101 - 5.101 2597021.00 2132401.26 Asset-Backed Securities CITICORP MTG SEC REMIC 2006-2 B-1 20360425 FLT 2036-04-25 2036-04-25 5.5 - 5.5 6953545.00 923.63 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2007-OA5 1A 20470625 FLT 2047-06-25 2047-06-25 2.62 - 2.62 1.00 0.22 Private Label Collateralized Mortgage Obligations ML MTG INVESTORS 2003-F B-1 20281025 FLT 2028-10-25 2028-10-25 1.387 - 1.387 500.00 25.65 Private Label Collateralized Mortgage Obligations YORK CLO-5 LTD 2018-5 D 20311022 FLT 635400TYXCFIHMPETY18 2031-10-22 2031-10-22 4.448 - 4.448 1458447.00 1158646.25 Asset-Backed Securities OHA CREDIT FUNDING 2019-3 LTD D 20320720 FLT 2032-07-20 2032-07-20 4.685 - 4.685 3999087.00 3285175.82 Asset-Backed Securities Y N/A N/A 2020-06-04 2020-06-04 2020-08-31 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0162 10993060.10 10993060.10 0.0020 N N N Y Citigroup Global Markets, Inc. 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LLC, 1.66% 1V8Y6QCX6YMJ2OELII46 0000318336 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UNITED AIR PASS THRU TR 2019-2 AA 20331101 2.70000 2033-11-01 2033-11-01 2.7 - 2.7 149000.00 136119.70 Asset-Backed Securities OLYMPIC TOWER MTG TR 2017-OT D 20390512 FLT 2039-05-12 2039-05-12 4.077 - 4.077 2379600.00 2188149.41 Private Label Collateralized Mortgage Obligations NP SPE X LP 2019-2 B-1 20491119 5.07800 549300M4DFCB4G0UM882 2049-11-19 2049-11-19 5.078 - 5.078 6864000.00 7088305.99 Asset-Backed Securities MOUNTAIN VIEW CLO LTD 2017-1R C-R 20291016 FLT 2029-10-16 2029-10-16 3.526 - 3.526 2987040.00 2576045.02 Asset-Backed Securities BANK 2018-BNK15 X-A 20611117 FLT 2061-11-17 2061-11-17 0.578 - 0.578 100000000.00 2811584.46 Private Label Collateralized Mortgage Obligations CS ABS REPACK TR 2013-A B 20300725 2.50000 549300MV4IKF86LLTT11 2030-07-25 2030-07-25 2.5 - 2.5 1370000.00 166638.00 Asset-Backed Securities CSMC 2019-SKLZ X-NCP 20340117 FLT 2034-01-17 2034-01-17 0.324 - 0.324 67399795.00 12817.17 Private Label Collateralized Mortgage Obligations CSFB MTG PTC 2002-29 A-X 20321025 7.00000 2032-10-25 2032-10-25 7 - 7 24499032.00 50644.06 Private Label Collateralized Mortgage Obligations SOFI CONSUMER LN PRGRM 2018-1 B 20270225 3.65000 2027-02-25 2027-02-25 3.65 - 3.65 350000.00 339488.08 Asset-Backed Securities AMER AIRLINES PT TR 2016-1 B 20250715 5.25000 2025-07-15 2025-07-15 5.25 - 5.25 392540.00 190201.04 Asset-Backed Securities MS BOFA ML TRUST 2015-C25 X-A 20481019 FLT 2048-10-19 2048-10-19 1.239 - 1.239 5700000.00 233582.09 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-07-06 2020-07-06 2020-07-30 Y CREDIT SUISSE AG 1.0000 67 N N/A N/A Y CREDIT SUISSE AG 1.0000 N/A N/A N 0.0094 15026872.50 15026872.50 0.0028 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 0.39% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ANGLO AMERICAN CAPITAL PLC SR GLBL 144A 30 TINT358G1SSHR3L3PW36 2030-04-01 2030-04-01 5.625 - 5.625 998444.00 1104110.58 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT3.5%39 549300GHBMY8T5GXDE41 2039-08-15 2039-08-15 3.5 - 3.5 16000.00 18107.07 Corporate Debt Securities DIGITAL RLTY TR LP SR GLBL NT3.6%29 CD4SPTZ3YBTHY0C1AH38 2029-07-01 2029-07-01 3.6 - 3.6 15970000.00 17323936.60 Corporate Debt Securities AUSTRALIA & NEW ZEALA BKG FR 2.625%051922 JHE42UYNWWTJB8YTTU19 2022-05-19 2022-05-19 2.625 - 2.625 2518000.00 2611819.63 Corporate Debt Securities B.A.T. INT FIN PLC SR REGS NT3.5%22 21380041YBGOQDFAC823 2022-06-15 2022-06-15 3.5 - 3.5 950000.00 983511.25 Corporate Debt Securities BANK AMER CORP SR NT FXD/FLT 23 9DJT3UXIJIZJI4WXO774 2023-01-20 2023-01-20 3.124 - 3.124 765000.00 791390.80 Corporate Debt Securities DEUTSCHE BK AG N Y BRH SNR NPF GLBL 26 7LTWFZYICNSX8D621K86 2026-01-13 2026-01-13 4.1 - 4.1 100000.00 99405.61 Corporate Debt Securities BOC AVIATION PTE LTD FR 3.25%042925 254900H06V5RMEB3KE72 2025-04-29 2025-04-29 3.25 - 3.25 106360.00 106860.99 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC SR GLBL NT 5%37 L2Z2MO2EQURH3BREWI15 2037-09-20 2037-09-20 5 - 5 55000.00 61108.06 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0039 22000000.00 22000000.00 0.0041 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 IBM CREDIT LLC SR NT 2.2%22 549300ZNLJL43AQTG067 2022-09-08 2022-09-08 2.2 - 2.2 202000.00 208190.85 Corporate Debt Securities EUROPEAN INVT BK GLBL NT 1.375%21 5493006YXS1U5GIHE750 2020-09-15 2021-09-15 1.375 - 2.875 531000.00 538593.51 Corporate Debt Securities MOODYS CORP SR GLBL NT 23 549300GCEDD8YCF5WU84 2023-01-15 2023-01-15 2.625 - 2.625 646979.00 670565.43 Corporate Debt Securities SOUTHWESTERN PUB SVC CO 1M BD-4 3.4%46 OL6FE7QD5EQ3DOYEO258 2046-08-15 2046-08-15 3.4 - 3.4 3000.00 3337.90 Corporate Debt Securities PERUSAHAAN LISTRIK NEGARA PT FR 4.125%051527 254900OYVDRYS9J51J61 2027-05-15 2027-05-15 4.125 - 4.125 200000.00 201883.25 Corporate Debt Securities COMCAST CORP NEW SR NT 4.5%43 51M0QTTNCGUN7KFCFZ59 2043-01-15 2043-01-15 4.5 - 4.5 6000.00 7592.85 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 25 213800LBQA1Y9L22JB70 2025-05-07 2025-05-07 3.932 - 3.932 2103.00 2230.05 Corporate Debt Securities GENERAL MTRS CO SR GLBL FL NT 21 54930070NSV60J38I987 2021-09-10 2021-09-10 1.796 - 1.796 446000.00 426542.95 Corporate Debt Securities BANK NOVA SCOTIA B C SR GLBL COCO 24 L3I9ZG2KFGXZ61BMYR72 2024-02-11 2024-02-11 3.4 - 3.4 38491.00 41081.10 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0029 2000000.00 2000000.00 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 SNAP INC CL A 549300JNC0L6VP8A2Q35 2500-12-31 2500-12-31 N/A 242291.00 4320048.53 Equities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0030 4000000.00 4000000.00 0.0007 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 ALTRIA GROUP INC COM XSGZFLO9YTNO9VCQV219 2500-12-31 2500-12-31 N/A 3.00 121.41 Equities F5 NETWORKS INC COM 2500-12-31 2500-12-31 N/A 15138.00 2160041.22 Equities TERADATA CORP DEL COM 549300JU9SOUHV4U4R71 2500-12-31 2500-12-31 N/A 7.00 177.73 Equities GRAPHIC PACKAGING HLDG CO COM 2500-12-31 2500-12-31 N/A 1.00 13.70 Equities F M C CORP COM NEW CKDHZ2X64EEBQCSP7013 2500-12-31 2500-12-31 N/A 1.00 95.02 Equities PARSLEY ENERGY INC CL A 549300DMRA8DSL66G562 2500-12-31 2500-12-31 N/A 8.00 74.88 Equities UMPQUA HLDGS CORP COM 5299002ENJ7CY215BW86 2500-12-31 2500-12-31 N/A 1.00 12.86 Equities VEREIT INC COM 5493002H54FNIBW75H44 2500-12-31 2500-12-31 N/A 6.00 34.26 Equities EOG RES INC COM XWTZDRYZPBUHIQBKDB46 2500-12-31 2500-12-31 N/A 11820.00 564050.40 Equities PG&E CORP COM 8YQ2GSDWYZXO2EDN3511 2500-12-31 2500-12-31 N/A 3.00 31.53 Equities KILROY RLTY CORP COM 549300CXXI18B214UN80 2500-12-31 2500-12-31 N/A 9.00 579.60 Equities LAUDER ESTEE COS INC CL A 549300VFZ8XJ9NUPU221 2500-12-31 2500-12-31 N/A 1.00 176.86 Equities TC PIPELINES LP UT COM LTD PRT 6HL0C5LCIE4TN8UZHL06 2500-12-31 2500-12-31 N/A 120000.00 4036800.00 Equities EQUITABLE HLDGS INC COM 549300FIBAKMNHPZ4009 2500-12-31 2500-12-31 N/A 17.00 322.32 Equities HCA HEALTHCARE INC COM 529900PH4ZGUH2MNEU89 2500-12-31 2500-12-31 N/A 1.00 113.33 Equities CITIZENS FINANCIAL GROUP INC COM 2138004JDDA4ZQUPFW65 2500-12-31 2500-12-31 N/A 4497.00 104915.01 Equities DOUGLAS EMMETT INC COM 2500-12-31 2500-12-31 N/A 2.00 62.00 Equities THERMO FISHER SCIENTIFIC INC COM HCHV7422L5HDJZCRFL38 2500-12-31 2500-12-31 N/A 1.00 335.62 Equities PHILLIPS 66 PARTNERS LP COM UNIT REP INT 549300TL5L4IG0H4FX64 2500-12-31 2500-12-31 N/A 60105.00 2788872.00 Equities GRAND CANYON ED INC COM 529900XFER799IYOSW74 2500-12-31 2500-12-31 N/A 2.00 176.52 Equities QUANTA SVCS INC COM SHVRXXEACT60MMH07S24 2500-12-31 2500-12-31 N/A 1.00 36.53 Equities NEW YORK CMNTY BANCORP INC COM 529900HVXOTLY61GL030 2500-12-31 2500-12-31 N/A 1.00 11.13 Equities EURONET WORLDWIDE INC COM YG3575C4DSHJPA5KET68 2500-12-31 2500-12-31 N/A 2.00 190.86 Equities HOLOGIC INC COM 549300DYP6F5ZJL0LB74 2500-12-31 2500-12-31 N/A 6.00 293.70 Equities GAMING & LEISURE PPTYS INC COM 5493006GWRDBCZYWTM57 2500-12-31 2500-12-31 N/A 2.00 57.66 Equities FIDELITY NATL INFORMATION SVCS COM 6WQI0GK1PRFVBA061U48 2500-12-31 2500-12-31 N/A 3.00 402.87 Equities SUNOCO LP/SUNOCO FIN CORP COM UT REP LP 54930001NJU8E40NQ561 2500-12-31 2500-12-31 N/A 55600.00 1378324.00 Equities EBAY INC. COM OML71K8X303XQONU6T67 2500-12-31 2500-12-31 N/A 2.00 78.06 Equities FORTIVE CORP COM 549300MU9YQJYHDQEF63 2500-12-31 2500-12-31 N/A 267.00 17501.85 Equities PROCTER & GAMBLE CO COM 2572IBTT8CCZW6AU4141 2500-12-31 2500-12-31 N/A 61392.00 7187775.36 Equities AMEREN CORP COM XRZQ5S7HYJFPHJ78L959 2500-12-31 2500-12-31 N/A 3.00 223.86 Equities WELLTOWER INC COM T6IZ0MBEG5ACZDTR7D06 2500-12-31 2500-12-31 N/A 1.00 52.54 Equities WATERS CORP COM 5T547R1474YC9HOD8Q74 2500-12-31 2500-12-31 N/A 1.00 192.65 Equities DUKE ENERGY CORP NEW COM NEW I1BZKREC126H0VB1BL91 2500-12-31 2500-12-31 N/A 1.00 86.63 Equities MICROCHIP TECHNOLOGY INC COM 5493007PTFULNYZJ1R12 2500-12-31 2500-12-31 N/A 1.00 92.27 Equities JUNIPER NETWORKS INC COM AUHIXNGG7U2U7JEHM527 2500-12-31 2500-12-31 N/A 5.00 115.35 Equities PATTERSON UTI ENERGY INC COM 254900XGFBKIXD6G0697 2500-12-31 2500-12-31 N/A 26.00 93.60 Equities MEDNAX INC COM 2500-12-31 2500-12-31 N/A 5.00 72.55 Equities ISHARES TR IBOXX INV CP ETF 549300FYCXFXG8POR355 2500-12-31 2500-12-31 N/A 1190.00 154759.50 Equities PARKER HANNIFIN CORP COM 5493002CONDB4N2HKI23 2500-12-31 2500-12-31 N/A 4.00 627.44 Equities VULCAN MATLS CO COM 549300Q8LSNHAVWBNI21 2500-12-31 2500-12-31 N/A 1.00 116.65 Equities NOBLE ENERGY INC COM 02VFQXG2D1LR5ZH3K186 2500-12-31 2500-12-31 N/A 28.00 281.40 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 17000000.00 17000000.00 0.0031 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 1.00 21.00 Equities INVESCO EXCH TRD SLF IDX FD TR BULSHS 2028 MUNI 549300W6ZUWRYMMK4R72 2500-12-31 2500-12-31 N/A 4471.00 107929.94 Equities INVESCO ACTIVELY MANAGED ETF TOTAL RETURN 549300G68D7JXKISYN27 2500-12-31 2500-12-31 N/A 86967.00 4782315.33 Equities SCHWAB STRATEGIC TR SCHWB FDT INT LG 2500-12-31 2500-12-31 N/A 1.00 22.65 Equities ISHARES TR CORE MSCI INTL 549300YPELWWCENHW155 2500-12-31 2500-12-31 N/A 167402.00 7863617.29 Equities KENON HLDGS LTD SHS 254900N5LVBX92GMVN72 2500-12-31 2500-12-31 N/A 1.00 16.56 Equities FRANKLIN TEMPLETON ETF TR FTSE JAPAN HDG 5493000IM51UNM0ZOH37 2500-12-31 2500-12-31 N/A 65668.00 1486362.35 Equities VANECK VECTORS ETF TR CHINAAMC CHINA B 5493002JDT4N68B3AU73 2500-12-31 2500-12-31 N/A 2.00 44.90 Equities RYANAIR HOLDINGS PLC SPONSORED ADS 635400BR2ROC1FVEBQ56 2500-12-31 2500-12-31 N/A 1.00 64.66 Equities J P MORGAN EXCHANGE-TRADED FD DIV RTN EU ETF 549300R7DVI60C533332 2500-12-31 2500-12-31 N/A 3211.00 159068.12 Equities BANK OF MONTREAL NT LKD 39 2500-12-31 2500-12-31 N/A 804.00 36651.79 Equities ETF SER SOLUTIONS NATIONWIDE RSK 549300RZ0R6ICXS2BB16 2500-12-31 2500-12-31 N/A 1.00 22.46 Equities ISHARES INC ASIA/PAC DIV ETF 549300N95BUB668QTS61 2500-12-31 2500-12-31 N/A 5709.00 180746.94 Equities TRANSAMERICA ETF TR DELTASHS S&P 549300CHOYI8JFLKTT86 2500-12-31 2500-12-31 N/A 31296.00 1435319.06 Equities SPDR INDEX SHS FDS SOLACTIVE GERMNY 549300BI0X10L4DIK344 2500-12-31 2500-12-31 N/A 1.00 48.88 Equities SOUTH JERSEY INDS INC CORP UNITS 549300DJYWYT5VXLFA46 2500-12-31 2500-12-31 N/A 40965.00 2002778.85 Equities ISHARES TR CORE MSCI PAC 549300Q9GRKBMCU6NO32 2500-12-31 2500-12-31 N/A 319393.00 16078243.62 Equities VEREIT INC PFD SER F 5493002H54FNIBW75H44 2500-12-31 2500-12-31 6.7 - 6.7 458995.00 11240787.55 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 42000000.00 42000000.00 0.0077 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. 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3.352 7153840.00 1881249.79 Other Instrument COLLATERALIZED DEBT OBLIGATION SECURITIZED ASSET REC 2006-CB5 A-3 20360625 FLT 2036-06-25 2036-06-25 0.627 - 0.627 1929760.00 543395.70 Asset-Backed Securities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0206 3000000.00 3000000.00 0.0006 N N 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 BARCLAYS BK PLC GLBL MTN 144A VR 111419-111620 G5GSEF7VJP5I7OUK5573 2020-11-16 2020-11-16 0.64 - 0.64 1271.00 1275.10 Corporate Debt Securities PFIZER INC SR GLBL NT 4%49 765LHXWGK1KXCLTFYQ30 2049-03-15 2049-03-15 4 - 4 32.00 41.89 Corporate Debt Securities POWER FIN LTD 6.15%28 3358003Q6D9LIJJZ1614 2028-12-06 2028-12-06 6.15 - 6.15 181826.00 194002.89 Corporate Debt Securities MITSUBISHI UFJ FINL GROUP INC SR GLBL NT 24 353800V2V8PUY9TK3E06 2024-03-07 2024-03-07 3.407 - 3.407 139.00 146.82 Corporate Debt Securities VINCI S A SR GLBL 144A 29 213800WFQ334R8UXUG83 2029-04-10 2029-04-10 3.75 - 3.75 680000.00 763152.67 Corporate Debt Securities MYRIAD INTL HLDGS B V SR GLBL REGS 27 635400Z5LQ5F9OLVT688 2027-07-06 2027-07-06 4.85 - 4.85 168.00 183.01 Corporate Debt Securities APPLE INC SR GLBL NT 25 HWUPKR0MPOU8FGXBT394 2025-01-13 2027-11-13 2.75 - 3 385328.00 419164.53 Corporate Debt Securities POSCO SR GLBL REGS 25 988400E5HRVX81AYLM04 2025-01-17 2025-01-17 2.5 - 2.5 95889.00 94015.60 Corporate Debt Securities CITIGROUP INC 4.125%28 6SHGI4ZSSLCXXQSBB395 2028-07-25 2028-07-25 4.125 - 4.125 1000.00 1098.49 Corporate Debt Securities CIGNA CORP NEW SR GLBL NT3.4%50 549300VIWYMSIGT1U456 2050-03-15 2050-03-15 3.4 - 3.4 20.00 20.93 Corporate Debt Securities WESTPAC BKG CORP LW TIER II GLBL EN5TNI6CI43VEPAMHL14 2030-02-04 2030-02-04 2.894 - 2.894 6.00 5.94 Corporate Debt Securities HASBRO INC CR SEN SR GLBL29 549300NUB6D2R1ITYR45 2029-11-19 2029-11-19 3.9 - 3.9 1027459.00 1012891.34 Corporate Debt Securities BANK CHINA HONG KONG LTD FR 5.9% KNPC1X7GHDZW8U2ZSF89 2500-12-31 2500-12-31 5.9 - 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2.633 14522.00 14971.21 Corporate Debt Securities BARCLAYS PLC SR GLBL COCO 24 213800LBQA1Y9L22JB70 2024-05-16 2024-05-16 4.338 - 4.338 1721000.00 1842833.03 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 59 549300GHBMY8T5GXDE41 2059-08-15 2059-08-15 3.875 - 3.875 424.00 522.40 Corporate Debt Securities DISNEY WALT CO SR GLBL COCO 40 549300GZKULIZ0WOW665 2040-03-23 2046-11-15 4.625 - 4.75 22202.00 27888.65 Corporate Debt Securities ORACLE CORP SR GLBL NT2.8%27 1Z4GXXU7ZHVWFCD8TV52 2027-04-01 2027-04-01 2.8 - 2.8 4911200.00 5263704.11 Corporate Debt Securities LLOYDS BKG GROUP PLC SR GLBL COCO 24 549300PPXHEU2JF0AM85 2024-03-12 2024-03-12 3.9 - 3.9 200000.00 211778.00 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT4.2%27 54930070NSV60J38I987 2027-10-01 2027-10-01 4.2 - 4.2 101000.00 90651.88 Corporate Debt Securities DIAMOND 1 FIN CORP/DIAMOND 2 CR SEN SR SEC 46 2046-07-15 2046-07-15 8.35 - 8.35 342000.00 434823.64 Corporate Debt Securities BANK OF MONTREAL FR 3.3%020524 NQQ6HPCNCCU6TUTQYE16 2024-02-05 2024-02-05 3.3 - 3.3 21.00 22.37 Corporate Debt Securities SEVEN & I HLDGS CO LTD SR GLBL 144A 21 52990037G8JRM3TWGY86 2021-09-17 2021-09-17 3.35 - 3.35 201976.00 206044.08 Corporate Debt Securities HOST HOTELS & RESORTS LP SR -H NT3.375%29 FXB7X4WXVA8QPMNOGS12 2029-12-15 2029-12-15 3.375 - 3.375 2000.00 1739.41 Corporate Debt Securities INDUSTRIAS PENOLES S A DE C V SR GLBL 144A 49 549300WA2HB7776CB324 2049-09-12 2049-09-12 5.65 - 5.65 2491000.00 2420089.53 Corporate Debt Securities EOG RES INC SR GLBL NT 30 XWTZDRYZPBUHIQBKDB46 2030-04-15 2030-04-15 4.375 - 4.375 10.00 10.87 Corporate Debt Securities KEURIG DR PEPPER INC GLBL NT 3.8%50 DYTQ8KRTKO7Y2BVU5K74 2050-05-01 2050-05-01 3.8 - 3.8 2876910.00 3097351.63 Corporate Debt Securities WEYERHAEUSER CO MTN BE GLBL NT 4%30 08IRJODWFYBI7QWRGS31 2030-04-15 2030-04-15 4 - 4 4760341.00 5124094.52 Corporate Debt Securities AT&T INC 4.9%42 549300Z40J86GGSTL398 2042-06-15 2042-06-15 4.9 - 4.9 24000.00 28213.32 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 36 QEKMOTMBBKA8I816DO57 2036-12-16 2036-12-16 5.875 - 5.875 646000.00 955788.04 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT2.2%20 R4PP93JZOLY261QX3811 2020-10-30 2020-10-30 2.2 - 2.2 2000.00 2008.44 Corporate Debt Securities U S BANCORP MTNS BK ENT FR 3%073029 N1GZ7BBF3NP8GI976H15 2029-07-30 2029-07-30 3 - 3 16742.00 17721.24 Corporate Debt Securities INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 2026-06-02 2026-06-02 2 - 2 35000.00 38072.03 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0035 22000000.00 22000000.00 0.0041 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 STANLEY BLACK & DECKER INC JR SB GLBL DB 60 549300DJ09SMTO561131 2060-03-15 2060-03-15 4 - 4 1.00 0.99 Corporate Debt Securities GTT COMMUNICATIONS INC SR GLBL 144A 24 549300ETSL7K1ZX05H30 2024-12-31 2024-12-31 7.875 - 7.875 2000.00 1222.50 Corporate Debt Securities BARCLAYS BK PLC GLBL MTN 144A ZERO 20 G5GSEF7VJP5I7OUK5573 2020-11-16 2020-11-16 0.64 - 0.64 813663.00 816945.05 Corporate Debt Securities HCA INC SR NT 5.875%23 L3CJ6J7LJ2DX62FTXD46 2023-05-01 2023-05-01 5.875 - 5.875 2799000.00 3061579.24 Corporate Debt Securities KOOKMIN BANK FR 2.875%032523 549300XXMOJSIW8P4769 2023-03-25 2023-03-25 2.875 - 2.875 3752617.00 3889043.91 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC GLBL NT49 2028-02-15 2049-07-01 3.75 - 5.125 31222.00 37417.18 Corporate Debt Securities COSAN LUXEMBOURG S A SR GLBL REGS 27 222100ZY943WERK7RZ38 2027-01-20 2027-01-20 7 - 7 470000.00 483838.89 Corporate Debt Securities CSC HLDGS INC SR NT 6.75%21 3HG2WD2W22M120IUNG49 2021-11-15 2021-11-15 6.75 - 6.75 55000.00 59259.06 Corporate Debt Securities LYB INTERNATIONAL FIN III LLC SR GLBL NT4.2%50 2050-05-01 2050-05-01 4.2 - 4.2 932791.00 949419.55 Corporate Debt Securities CAIXA ECONOMICA FEDERAL FR 3.5%110722 254900EX2KZ57WQ1PL07 2022-11-07 2022-11-07 3.5 - 3.5 2932000.00 2915344.61 Corporate Debt Securities RELIANCE INDS LTD SR REGS NT 25 5493003UOETFYRONLG31 2025-01-28 2025-01-28 4.125 - 4.125 2896000.00 3000811.07 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 29 2029-06-01 2030-08-15 4.5 - 5.375 927932.00 995843.68 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV2013 SR GLBL REGS 23 529900F9XKMFEV9DNO17 2023-10-17 2023-10-17 4.375 - 4.375 5125000.00 5519521.79 Corporate Debt Securities TRUCK HERO INC SR SEC GLBL 24 54930007KT5CX7XNSD31 2024-04-21 2024-04-21 8.5 - 8.5 880.00 730.14 Corporate Debt Securities SIRIUS XM RADIO INC SR GLBL 144A 27 WP5O65E6BMU84LNO4227 2027-08-01 2027-08-01 5 - 5 2000.00 2056.12 Corporate Debt Securities BANCO DO BRASIL S A GRAND CAYM SR GLBL 1 REGS25 QE0Q0253K88YAGNPE356 2025-01-15 2025-01-15 4.625 - 4.625 413000.00 405231.30 Corporate Debt Securities SHRIRAM TRANSPORT FINANCE CO FR 5.1%071623 335800TM2YO24B76XL26 2023-07-16 2023-07-16 5.1 - 5.1 20.00 14.84 Corporate Debt Securities BARCLAYS PLC SR GLBL COCO 24 213800LBQA1Y9L22JB70 2024-05-16 2026-01-12 4.338 - 4.375 4953000.00 5310310.26 Corporate Debt Securities ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30 2030-02-15 2030-02-15 4.875 - 4.875 2136492.00 2155742.68 Corporate Debt Securities US FOODS INC SR 144A NT 24 5493000JOOFAOUY1JZ87 2024-06-15 2024-06-15 5.875 - 5.875 1114000.00 1080280.61 Corporate Debt Securities INTREPID AVIATION GROUP HLDGS SR GLBL 144A 21 2021-08-15 2021-08-15 8.5 - 8.5 40.00 33.51 Corporate Debt Securities BHARTI AIRTEL INTERNATIONAL SR GLBL REGS 23 724500ULW6PWKDAI7I46 2023-03-11 2023-03-11 5.125 - 5.125 200000.00 205293.14 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR GLBL 144A 22 2022-04-15 2022-04-15 5 - 5 3102000.00 3073565.00 Corporate Debt Securities AES ANDRES DOMINICANA LTD. 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9.5 5649.00 5299.62 Corporate Debt Securities LINCOLN NATL CORP IND JR SB GLBL DB 66 EFQMQROEDSNBRIP7LE47 2066-05-17 2066-05-17 4.049 - 4.049 2000.00 1366.20 Corporate Debt Securities BK OF AMERICA CORP PERP SUB GLBL -U 9DJT3UXIJIZJI4WXO774 2500-12-31 2500-12-31 5.2 - 5.2 17000.00 17060.05 Corporate Debt Securities TRANSCANADA PIPELINES LTD SR GLBL NT 48 5BV01I6231JPDAPMGH09 2048-05-15 2048-05-15 4.875 - 4.875 6.00 6.88 Corporate Debt Securities ESH HOSPITALITY INC SR 144A NT 25 54930042FMK7X7SQ2896 2025-05-01 2025-05-01 5.25 - 5.25 199000.00 190682.63 Corporate Debt Securities SPRINT CORPORATION SR GLBL NT 21 549300ZTTY7CXOLJ6539 2021-09-15 2021-09-15 7.25 - 7.25 591000.00 625965.04 Corporate Debt Securities BEAR STEARNS ABS TR 2007-HE1 II-1A3 20370125 FLT 2037-01-25 2037-01-25 0.737 - 0.737 394310.00 327948.59 Asset-Backed Securities BANK AMER CORP FR 3.458%031525 9DJT3UXIJIZJI4WXO774 2025-01-22 2025-03-15 3.458 - 4 17000.00 18456.48 Corporate Debt Securities BX TRUST 2017-APPL F 20340717 FLT 2034-07-17 2034-07-17 5.064 - 5.064 19600.00 11538.30 Private Label Collateralized Mortgage Obligations MCDONALDS CORP MED TERM NT BE FR 4.2%040150 UE2136O97NLB5BYP9H04 2050-04-01 2050-04-01 4.2 - 4.2 2544.00 3067.02 Corporate Debt Securities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0055 4000000.00 4000000.00 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 STARBUCKS CORP 2021-01-15 2021-01-15 N/A 8339209.00 8240055.80 Money Market Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0024 8000000.00 8000000.00 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 IQIYI INC SR COCO 25 222100XL8T2Q5B8MS302 2025-04-01 2025-04-01 2 - 2 5076510.00 4320064.89 Equities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0054 4000000.00 4000000.00 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 IQIYI INC SR COCO 25 222100XL8T2Q5B8MS302 2025-04-01 2025-04-01 2 - 2 5076801.00 4320312.52 Equities Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0065 4000000.00 4000000.00 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 IQIYI INC SR COCO 25 222100XL8T2Q5B8MS302 2025-04-01 2025-04-01 2 - 2 5981530.00 5090228.86 Equities PLURALSIGHT INC SR GLBL COCO 24 254900B3VHPCKNREOX50 2024-03-01 2024-03-01 0.375 - 0.375 9435161.00 7870005.39 Equities Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0065 12000000.00 12000000.00 0.0022 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 19994776.00 19994776.00 0.0037 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 40934564.00 40934564.00 0.0075 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 24879761.28 24879761.28 0.0046 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 26977301.10 26977301.10 0.0050 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.59% 31428FHR9 549300B2Q47IR0CR5B54 FHA297000 Financial Company Commercial Paper Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0054 17968703.40 17968703.40 0.0033 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 3992666.80 3992666.80 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.69% 60682YEJ9 JBONEPAGQXF4QP29B387 FGF098000 Financial Company Commercial Paper Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0021 11998734.00 11998734.00 0.0022 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 10999486.30 10999486.30 0.0020 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 10999238.80 10999238.80 0.0020 N N N N National Bank of Canada National Bank of Canada, 1.10% 63307NEX1 BSGEFEIOM18Y80CKCV46 US63307NEX12 Financial Company Commercial Paper Y N/A N/A 2020-05-04 2020-08-03 2020-08-03 N N N 0.0118 60986860.60 60986860.60 0.0112 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 29999367.00 29999367.00 0.0055 N N N N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust, 1.99% 68328GE10 635400ZZE5J8OXXBBY26 EJD000000 Financial Company Commercial Paper Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0048 12999828.40 12999828.40 0.0024 N Y Y 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 49920095.00 49920095.00 0.0092 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 60886948.70 60886948.70 0.0112 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 20999672.40 20999672.40 0.0039 N N Y 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 52937740.90 52937740.90 0.0098 N N N 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 10989865.70 10989865.70 0.0020 N N N N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2049-05-15 1.375 - 4.625 24224600.00 34090420.55 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 33000000.00 33000000.00 0.0061 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 2027-08-15 2039-08-15 2.25 - 4.5 21918600.00 27540091.52 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 27000000.00 27000000.00 0.0050 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 2025-02-28 2025-02-28 2.75 - 2.75 910600.00 1020077.27 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 1000000.00 1000000.00 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 2025-06-30 2025-06-30 2.75 - 2.75 18063200.00 20400062.98 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 20000000.00 20000000.00 0.0037 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.04% 549300H47WTHXPU08X20 FJJ130000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2022-12-31 2.125 - 2.125 80095000.00 84662402.25 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 83000000.00 83000000.00 0.0153 N Y Y N Natixis SA Natixis SA, 0.04% KX1WK48MPD4Y2NCUIZ63 FJJ197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-22 2048-08-15 0 - 3.75 36931100.00 49346919.90 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 48000000.00 48000000.00 0.0088 N Y Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.60% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2024-09-03 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0060 25155000.00 25155000.00 0.0046 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 26932500.00 26932500.00 0.0050 N N Y N Fidelity Colchester Street Trust: Prime Money Market Portfolio 2020-05-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer