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LLC 0000862124 084-01839 N N N Prime N 45 58 3071359041.11 3710163743.91 3758024315.03 4220496295.50 3879293982.48 4720062230.09 4173949060.13 4552421170.60 0.4300 0.4800 0.5300 0.5700 0.5500 0.6100 0.5900 0.6200 579.59 7482919262.09 7477792834.46 357420479.20 170561901.19 7669778419.69 7662993957.48 0.0065 1.0004 1.0003 1.0004 1.0008 C000170006 1000000.00 3490128983.59 3487101205.71 1.0004 1.0003 1.0004 1.0008 141402107.08 156983870.54 79775238.33 119995247.13 103332835.15 80842173.37 125826975.26 54550749.36 522032486.09 433013226.53 0.0047 Y Fidelity Investments, Reimbursement Fees, -140524.59; C000170007 1000000.00 15825218.97 15811194.87 1.0004 1.0003 1.0004 1.0008 16872.21 300000.00 0.00 0.00 0.00 100000.00 0.00 0.00 16872.21 100000.00 0.0032 Y Fidelity Investments, Reimbursement Fees, -689.75; C000170008 1000000.00 2088434.21 2086646.77 1.0004 1.0003 1.0004 1.0008 1391.67 0.00 0.00 0.00 0.00 0.00 75000.00 0.00 76391.67 0.00 0.0022 Y Fidelity Investments, Reimbursement Fees, -90.18; C000170009 1000000.00 11161039.24 11151223.84 1.0004 1.0003 1.0004 1.0008 4870.77 56085.41 0.00 250000.00 0.00 60000.00 0.00 159632.53 4870.77 525717.94 0.0042 Y Fidelity Investments, Reimbursement Fees, -507.74; C000170010 10000000.00 4150574743.68 4146843686.30 1.0004 1.0003 1.0004 1.0008 83407358.74 381675863.70 70877071.97 72863974.89 120493992.35 51376477.00 237046477.60 53901804.26 688560764.81 431248114.31 0.0051 Y Fidelity Investments, Reimbursement Fees, -180723.06; Bank of Montreal Bank of Montreal, 1.25% 06367BMC0 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0037 103391338.20 103391338.20 0.0135 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.25% 06417MJJ5 L3I9ZG2KFGXZ61BMYR72 0000009631 Certificate of Deposit Y N/A N/A 2020-11-10 2020-11-10 2020-11-10 N N N 0.0085 151315469.20 151315469.20 0.0197 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.25% 13606CAU8 2IGI19DL77OX0HC3ZE78 0001045520 Certificate of Deposit Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0042 61179901.20 61179901.20 0.0080 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.77% 60683BZA4 JBONEPAGQXF4QP29B387 US60683BZA42 0001462160 Certificate of Deposit Y N/A N/A 2020-05-18 2020-06-18 2020-06-18 N N N 0.0055 12003500.40 12003500.40 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.77% 60683BZB2 JBONEPAGQXF4QP29B387 US60683BZB25 0001462160 Certificate of Deposit Y N/A N/A 2020-05-19 2020-06-19 2020-06-19 N N N 0.0027 12008130.00 12008130.00 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.85% 60683BYC1 JBONEPAGQXF4QP29B387 US60683BYC17 0001462160 Certificate of Deposit Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0016 19006830.50 19006830.50 0.0025 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 0.0014 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.98% 60683BXV0 JBONEPAGQXF4QP29B387 US60683BXV07 0001462160 Certificate of Deposit Y N/A N/A 2020-05-13 2020-05-13 2020-05-13 N N N 0.0013 9002732.40 9002732.40 0.0012 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.98% 60683BXW8 JBONEPAGQXF4QP29B387 US60683BXW89 0001462160 Certificate of Deposit Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0013 16005200.00 16005200.00 0.0021 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.01% 60683BYN7 JBONEPAGQXF4QP29B387 US60683BYN71 0001462160 Certificate of Deposit Y N/A N/A 2020-05-09 2020-06-08 2020-06-08 N N N 0.0072 12003638.40 12003638.40 0.0016 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.89% 60710AKD3 RB0PEZSDGCO3JS6CEU02 US60710AKD36 Certificate of Deposit Y N/A N/A 2020-05-11 2020-06-10 2020-06-10 N N N 0.0043 59030013.30 59030013.30 0.0077 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.99% 60710AHY1 RB0PEZSDGCO3JS6CEU02 US60710AHY10 Certificate of Deposit Y N/A N/A 2020-05-13 2020-05-13 2020-05-13 N N N 0.0013 23007065.60 23007065.60 0.0030 N N N N Royal Bank of Canada Royal Bank of Canada, 1.25% 78012UUY9 ES7IP3U3RHIGC71XBU11 0001000275 Certificate of Deposit Y N/A N/A 2020-12-09 2020-12-09 2020-12-09 N N N 0.0050 207937792.80 207937792.80 0.0271 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.85% 86565B5A5 5U0XI89JRFVHWIBS4F54 US86565B5A50 0001184915 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0020 41013042.10 41013042.10 0.0053 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.92% 86565B6R7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-05-10 2020-06-10 2020-06-10 N N N 0.0067 28607859.28 28607859.28 0.0037 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.07% 86565B6A4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-05-04 2020-06-04 2020-06-04 N N N 0.0081 28607009.86 28607009.86 0.0037 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 29006693.20 29006693.20 0.0038 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.12% 86565B4F5 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0010 94021018.40 94021018.40 0.0123 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.79% 86564F5D1 5493006GGLR4BTEL8O61 US86564F5D10 0001046017 Certificate of Deposit Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0017 17006114.90 17006114.90 0.0022 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 12004132.80 12004132.80 0.0016 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 29008166.40 29008166.40 0.0038 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 0.0008 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.98% 86564F4K6 5493006GGLR4BTEL8O61 US86564F4K61 0001046017 Certificate of Deposit Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0013 18005850.00 18005850.00 0.0023 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 59563888.36 59563888.36 0.0078 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 1.25% 89114NJV8 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y N/A N/A 2020-10-28 2020-10-28 2020-10-28 N N N 0.0036 288262800.00 288262800.00 0.0376 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 16040582.40 16040582.40 0.0021 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.48% 969500TJ5KRTCJQWXH05 XS2131343704 Certificate of Deposit Y N/A N/A 2020-07-03 2020-07-03 2020-07-03 N N N 0.0038 16030844.80 16030844.80 0.0021 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 31005700.90 31005700.90 0.0040 N N Y N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.79% 969500TJ5KRTCJQWXH05 XS2106850733 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0015 31025131.70 31025131.70 0.0040 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.66% 529900HNOAA1KXQJUQ27 XS2123020583 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0008 30998843.70 30998843.70 0.0040 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.67% 529900HNOAA1KXQJUQ27 XS2125289350 Certificate of Deposit Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0006 32998765.80 32998765.80 0.0043 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.68% 529900HNOAA1KXQJUQ27 XS2121409028 Certificate of Deposit Y N/A N/A 2020-05-13 2020-05-13 2020-05-13 N N N 0.0009 30998952.20 30998952.20 0.0040 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.68% 529900HNOAA1KXQJUQ27 XS2121409614 Certificate of Deposit Y N/A N/A 2020-06-15 2020-06-15 2020-06-15 N N N 0.0011 49993270.00 49993270.00 0.0065 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.68% 529900HNOAA1KXQJUQ27 XS2125189485 Certificate of Deposit Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0014 31993532.80 31993532.80 0.0042 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.79% 529900HNOAA1KXQJUQ27 XS2106829539 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0008 30998843.70 30998843.70 0.0040 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.79% 529900HNOAA1KXQJUQ27 XS2107430576 Certificate of Deposit Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0006 49998130.00 49998130.00 0.0065 N N N N KBC Bank NV London KBC Bank NV London, 1.61% 6B2PBRV1FCJDMR45RZ53 XS2128045171 Certificate of Deposit Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0040 32978563.20 32978563.20 0.0043 N N N N KBC Bank NV London KBC Bank NV London, 1.66% 6B2PBRV1FCJDMR45RZ53 XS2123085792 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0017 61994804.40 61994804.40 0.0081 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 30997138.70 30997138.70 0.0040 N N N N KBC Bank NV London KBC Bank NV London, 1.76% 6B2PBRV1FCJDMR45RZ53 XS2108980009 Certificate of Deposit Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0019 93989603.60 93989603.60 0.0123 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 12998683.10 12998683.10 0.0017 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 24995860.00 24995860.00 0.0033 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 11998436.40 11998436.40 0.0016 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.69% RB0PEZSDGCO3JS6CEU02 XS2122999019 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0015 29997765.00 29997765.00 0.0039 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.69% RB0PEZSDGCO3JS6CEU02 XS2125048400 Certificate of Deposit Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0016 17998455.60 17998455.60 0.0023 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.73% RB0PEZSDGCO3JS6CEU02 XS2114972032 Certificate of Deposit Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0007 11999878.80 11999878.80 0.0016 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 30977221.20 30977221.20 0.0040 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 30974673.00 30974673.00 0.0040 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 24996825.00 24996825.00 0.0033 N N Y N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.75% 5493006GGLR4BTEL8O61 XS2113030857 Certificate of Deposit Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0085 19986394.00 19986394.00 0.0026 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.82% 5493006GGLR4BTEL8O61 XS2106040228 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0076 75971545.60 75971545.60 0.0099 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 21999302.60 21999302.60 0.0029 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 91698283.38 91698283.38 0.0120 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 24599863.22 24599863.22 0.0032 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796SR1 US912796SR11 U.S. Treasury Debt Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0009 74995937.25 74995937.25 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962P3 US9127962P31 U.S. Treasury Debt Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 144188123.69 144188123.69 0.0188 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 69987617.00 69987617.00 0.0091 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 70993462.32 70993462.32 0.0093 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 69978757.10 69978757.10 0.0091 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 118482554.43 118482554.43 0.0154 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 144962389.90 144962389.90 0.0189 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 74986164.00 74986164.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 9127963D9 US9127963D91 U.S. Treasury Debt Y N/A N/A 2020-07-14 2020-07-14 2020-07-14 N N N 0.0008 53290687.42 53290687.42 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 9127962V0 US9127962V09 U.S. Treasury Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0009 142429864.22 142429864.22 0.0186 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127964A4 US9127964A44 U.S. Treasury Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0012 69964766.90 69964766.90 0.0091 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 65297265.24 65297265.24 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127963X5 US9127963X55 U.S. Treasury Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0014 74963437.50 74963437.50 0.0098 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 74975709.75 74975709.75 0.0098 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 69996455.90 69996455.90 0.0091 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 69985037.50 69985037.50 0.0091 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 72076827.78 72076827.78 0.0094 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 69969365.20 69969365.20 0.0091 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 69993175.00 69993175.00 0.0091 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-05-01 2021-10-31 2021-10-31 N N N 0.0019 155547721.95 155547721.95 0.0203 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-05-15 0.168 - 4.625 27063646.00 36105943.06 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 35000000.00 35000000.00 0.0046 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 2027-08-15 2.25 - 2.25 34293900.00 38760097.10 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 38000000.00 38000000.00 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 0.0001 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 25288500.00 28560110.76 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 28000000.00 28000000.00 0.0037 N Y Y N SMBC Nikko Securities America, Inc. 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BMO Capital Markets Corp., 0.30% RUC0QBLBRPRCU4W1NE59 FJJ225000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N REINSURANCE GRP OF AMERICA INC SR NT 5%21 LORM1GNEU1DKEW527V90 2021-06-01 2021-06-01 5 - 5 2000000.00 2112388.89 Corporate Debt Securities EASTMAN CHEM CO SR GLBL BD 44 FDPVHDGJ1IQZFK9KH630 2044-10-15 2044-10-15 4.65 - 4.65 2000000.00 2270835.00 Corporate Debt Securities GEORGIA-PACIFIC LLC SR GLBL 144A 30 L2EVHWFHVAQK72TMH265 2030-04-30 2030-04-30 2.3 - 2.3 3000000.00 3004650.00 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.194%25 5493009NTB34VXE1T760 2025-04-06 2025-04-06 3.194 - 3.194 7059561.00 7404557.04 Corporate Debt Securities ABBVIE INC SR NT 4.5%35 FR5LCKFTG8054YNNRU85 2035-05-14 2035-05-14 4.5 - 4.5 1500000.00 1788675.00 Corporate Debt Securities AT&T INC SR GLBL NT 42 549300Z40J86GGSTL398 2042-03-15 2042-03-15 5.15 - 5.15 22000.00 26582.32 Corporate Debt Securities TRANSCANADA PIPELINES LTD SR GLBL NT 48 5BV01I6231JPDAPMGH09 2048-05-15 2048-05-15 4.875 - 4.875 2000000.00 2292627.50 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0030 18000000.00 18000000.00 0.0023 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 STERICYCLE INC COM B8PTJH2P0AXSWSMP2136 2500-12-31 2500-12-31 N/A 24714.00 1266592.50 Equities IONIS PHARMACEUTICALS INC COM 549300SI4ZGLG0BLUZ92 2500-12-31 2500-12-31 N/A 136962.00 7786289.70 Equities TIFFANY & CO NEW COM 549300EJG9IEYQL5XT21 2500-12-31 2500-12-31 N/A 11197.00 1426049.92 Equities NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 5493008F4ZOQFNG3WN54 2500-12-31 2500-12-31 N/A 40000.00 1953600.00 Equities RINGCENTRAL INC CL A 549300C8EH0H1614VE84 2500-12-31 2500-12-31 N/A 1609.00 362475.52 Equities RESMED INC COM 529900T3QE5253CCXF22 2500-12-31 2500-12-31 N/A 6815.00 1065252.65 Equities POLARIS INC COM 549300QJSN8UVWN1EI78 2500-12-31 2500-12-31 N/A 68440.00 5137790.80 Equities EXXON MOBIL CORP COM J3WHBG0MTS7O8ZVMDC91 2500-12-31 2500-12-31 N/A 77436.00 3675112.56 Equities ISHARES TR CHINA LG-CAP ETF 5493001YVWPO25CNKN94 2500-12-31 2500-12-31 N/A 5725.00 226881.75 Equities HUNT J B TRANS SVCS INC COM 549300XCD1MPI1C5GK90 2500-12-31 2500-12-31 N/A 6577.00 695123.13 Equities CARDLYTICS INC COM 549300JETJBH94EIPC66 2500-12-31 2500-12-31 N/A 33055.00 1613414.55 Equities ISHARES TR MSCI ACWI ETF 549300KZ2WFTI4GQ7M77 2500-12-31 2500-12-31 N/A 10928.00 762774.40 Equities TYSON FOODS INC CL A WD6L6041MNRW1JE49D58 2500-12-31 2500-12-31 N/A 3702.00 234336.60 Equities HENRY JACK & ASSOC INC COM 529900X1QS8C54W0JB21 2500-12-31 2500-12-31 N/A 3024.00 487710.72 Equities WINNEBAGO INDS INC COM 549300B7OYKYJLTE3G11 2500-12-31 2500-12-31 N/A 57428.00 2611251.16 Equities 3M CO COM LUZQVYP4VS22CLWDAR65 2500-12-31 2500-12-31 N/A 728.00 113757.28 Equities CBRE GROUP INC CL A 52990016II9MJ2OSWA10 2500-12-31 2500-12-31 N/A 10484.00 470941.28 Equities INNOVATIVE INDL PPTYS INC COM 5493008BQ0545EZXRR30 2500-12-31 2500-12-31 N/A 20321.00 1630557.04 Equities APPLE INC COM HWUPKR0MPOU8FGXBT394 2500-12-31 2500-12-31 N/A 316.00 90922.68 Equities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2042-12-15 3.5 - 3.5 10000000.00 12828850.00 Agency Debentures and Agency Strips NVIDIA CORP COM 549300S4KLFTLO7GSQ80 2500-12-31 2500-12-31 N/A 7794.00 2326197.24 Equities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0037 44000000.00 44000000.00 0.0057 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 CONSTELLATION BRANDS INC SR GLBL NT4.4%25 5493005GKEG8QCVY7037 2025-11-15 2025-11-15 4.4 - 4.4 50000.00 56124.83 Corporate Debt Securities PETROBRAS INTL FIN CO SR NT 6.75%41 549300FNENFFSMO3GT38 2041-01-27 2041-01-27 6.75 - 6.75 410000.00 385374.38 Corporate Debt Securities FORD MTR CO DEL SR GLBL NT8.5%23 20S05OYHG0MQM4VUIC57 2023-04-21 2023-04-21 8.5 - 8.5 2863150.00 2836347.73 Corporate Debt Securities PTC INC SR GLBL NT 6%24 54930050SSMU8SKDJ030 2024-05-15 2024-05-15 6 - 6 3300000.00 3492885.00 Corporate Debt Securities ANTERO RES FIN CORP SR GLBL NT 21 APVBKPOULHUX7YZLKU17 2021-11-01 2021-11-01 5.375 - 5.375 777000.00 716180.86 Corporate Debt Securities SYNOVUS FINL CORP SB GLBL NT5.9%29 549300EIUS8UN5JTLE54 2029-02-07 2029-02-07 5.9 - 5.9 1539000.00 1482984.68 Corporate Debt Securities AT&T INC SR GLBL NT 24 549300Z40J86GGSTL398 2024-04-01 2042-03-15 4.45 - 5.15 12057000.00 13211174.31 Corporate Debt Securities SPRINT NEXTEL CORP SR NT 7%20 549300JKU50UT08ZWD77 2020-08-15 2020-08-15 7 - 7 284000.00 290626.67 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 10452455.00 10482993.59 Corporate Debt Securities AUTODESK INC SR GLBL NT 25 FRKKVKAIQEF3FCSTPG55 2025-06-15 2025-06-15 4.375 - 4.375 2292000.00 2526692.20 Corporate Debt Securities CAMPBELL SOUP CO SR GLBL NT 30 5493007JDSMX8Z5Z1902 2030-04-24 2030-04-24 2.375 - 2.375 681980.00 689472.12 Corporate Debt Securities FIDELITY & GTY LIFE HLDGS INC SR GLBL 144A 25 549300WCR5QBFH98VZ75 2025-05-01 2025-05-01 5.5 - 5.5 52780.00 56862.39 Corporate Debt Securities CINCINNATI BELL INC NEW SR GLBL 144A 24 549300JYVZOCUJOHL272 2024-07-15 2024-07-15 7 - 7 5000000.00 5108333.33 Corporate Debt Securities CARRIER GLOBAL CORPORATION SR GLBL 144A 30 549300JE3W6CWY2NAN77 2030-02-15 2030-02-15 2.722 - 2.722 1428016.00 1346209.96 Corporate Debt Securities APX GROUP INC SR SEC GLBL NT22 549300OMQVKPRU98OE64 2022-12-01 2022-12-01 7.875 - 7.875 1099000.00 1079870.53 Corporate Debt Securities BOOKING HOLDINGS INC SR GLBL NT4.1%25 FXM8FAOHMYDIPD38UZ17 2025-04-13 2025-04-13 4.1 - 4.1 2527666.00 2683663.72 Corporate Debt Securities ADVANCED DISP SVCS INC DEL SR 144A NT 24 549300ML1GEF4BKIM713 2024-11-15 2024-11-15 5.625 - 5.625 485000.00 514478.91 Corporate Debt Securities HOWARD HUGHES CORP SR GLBL 144A 25 549300BVHY25JZC1KI49 2025-03-15 2025-03-15 5.375 - 5.375 2000000.00 1958437.50 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0039 46000000.00 46000000.00 0.0060 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 BARCLAYS PLC SR GLBL COCO 28 213800LBQA1Y9L22JB70 2028-01-10 2028-01-10 4.337 - 4.337 2896000.00 3156240.19 Corporate Debt Securities DEUTSCHE BK AG N Y BRH SNR NPF GLBL 21 7LTWFZYICNSX8D621K86 2021-10-14 2021-10-14 4.25 - 4.25 2373731.00 2392006.09 Corporate Debt Securities TELEFONICA EMISIONES S A U SR GLBL NT 49 549300Y5MFC4SW5Z3K71 2049-03-01 2049-03-01 5.52 - 5.52 812800.00 1022377.77 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 GOLDMAN SACHS GRP INC MTN BE FR 3.85%070824 784F5XWPLTWKTBV3E584 2024-07-08 2024-07-08 3.85 - 3.85 530000.00 570416.62 Corporate Debt Securities CVS HEALTH CORP SR GLBL FL NT 21 549300EJG376EN5NQE29 2021-03-09 2021-03-09 1.719 - 1.719 3006000.00 3006910.30 Corporate Debt Securities MORGAN STANLEY FR 4.431%012330 IGJSJL3JD5P30I6NJZ34 2030-01-23 2030-01-23 4.431 - 4.431 176.00 204.90 Corporate Debt Securities MORGAN STANLEY FR 3.875%042924 IGJSJL3JD5P30I6NJZ34 2024-04-29 2024-04-29 3.875 - 3.875 5318000.00 5729068.84 Corporate Debt Securities AMERICAN TOWER CORP NEW SR GLBL NT3.8%29 5493006ORUSIL88JOE18 2029-08-15 2029-08-15 3.8 - 3.8 141671.00 158485.46 Corporate Debt Securities STATE STR CORP ALT TIER I EXT77 549300ZFEEJ2IP5VME73 2077-06-01 2077-06-01 1.74 - 1.74 767000.00 615268.70 Corporate Debt Securities GENERAL ELECTRIC CO SR NT 2.7%22 3C7474T6CDKPR9K6YT90 2022-10-09 2022-10-09 2.7 - 2.7 15884000.00 16075005.10 Corporate Debt Securities RELIANCE HOLDINGS SR GLBL REGS 22 LW0V2CUWFIITRBI06W51 2022-02-14 2022-02-14 5.4 - 5.4 2252000.00 2363203.76 Corporate Debt Securities CARNIVAL CORP SR SEC GLBL 23 F1OF2ZSX47CR0BCWA982 2023-04-01 2023-04-01 11.5 - 11.5 76216.00 80174.49 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT FXD/FLT23 784F5XWPLTWKTBV3E584 2023-07-24 2023-07-24 2.905 - 2.905 162000.00 166896.72 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 4%22 MLU0ZO3ML4LN2LL2TL39 2022-03-30 2022-03-30 4 - 4 2355000.00 2462066.15 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0024 36000000.00 36000000.00 0.0047 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.34% 7VHWWWW4UJS7NUM3PT30 FJJ228000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CC NEUBERGER PRINCIPAL HLDNG I UNIT 2500-12-31 2500-12-31 N/A 214712.00 2160002.72 Equities BROOKFIELD PPTY REIT INC 6.375% PFD A 549300K1JD1LDRNBET48 2500-12-31 2500-12-31 6.375 - 6.375 82983.00 1302003.27 Equities FORTIVE CORP 5% PFD CNV SER A 549300MU9YQJYHDQEF63 2021-07-01 2021-07-01 5 - 5 1775.00 1521636.50 Equities ISHARES TR CORE S&P MCP ETF 549300ODQWH5PC0IUZ78 2500-12-31 2500-12-31 N/A 10373.00 1757912.31 Equities SPDR SER TR BLOOMBERG BRCLYS 549300NCLW2248PN7J24 2500-12-31 2500-12-31 N/A 14223.00 1405232.40 Equities HEALTHCARE MERGER CORP COM CL A 2500-12-31 2500-12-31 N/A 80545.00 789341.00 Equities LIV CAP ACQUISITION CORP UNIT EX 2500-12-31 2500-12-31 N/A 13801.00 135249.80 Equities SOCIAL CAP HEDSPIA HLDG CO III UNIT 2500-12-31 2500-12-31 N/A 105868.00 1070325.48 Equities GFL ENVIRONMENTAL INC SUB VTG SHS 549300FYK4MBXWIVZU26 2500-12-31 2500-12-31 N/A 323800.00 5404222.00 Equities WELLS FARGO CO NEW DEP 1/1000 PFD A PBLD0EJDB5FWOLXP3B76 2500-12-31 2500-12-31 6.625 - 7.5 67226.00 3137287.08 Equities SCE TR II TR PFD SECS 5.1% 2500-12-31 2500-12-31 5.1 - 5.1 729125.00 17389631.25 Equities AGBA ACQUISITION LTD UNIT EX 051024 5493006NA1XBERP7JE98 2500-12-31 2500-12-31 N/A 129886.00 1292365.70 Equities INTERPRIVATE ACQUISITION CORP UNIT EX 102924 2500-12-31 2500-12-31 N/A 128955.00 1272785.85 Equities TEXAS INSTRS INC COM WDJNR2L6D8RWOEB8T652 2500-12-31 2500-12-31 N/A 12153.00 1451068.20 Equities FORUM MERGER II CORP CL A 2500-12-31 2500-12-31 N/A 13385.00 138802.45 Equities SCVX CORP UNIT 2500-12-31 2500-12-31 N/A 109724.00 1114795.84 Equities GORES HLDGS IV INC UNIT EXP 020123 2500-12-31 2500-12-31 N/A 137406.00 1415281.80 Equities CMS ENERGY CORP 5.6% JRSUB NT 78 549300IA9XFBAGNIBW29 2078-03-15 2078-03-15 5.625 - 5.625 1828.00 48131.24 Equities NATIONAL RETAIL PROPERTIES INC DEP SHS PFD F 5493008JKH5SOTI0JS97 2500-12-31 2500-12-31 5.2 - 5.2 16208.00 394339.02 Equities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0034 40000000.00 40000000.00 0.0052 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 17244501.00 16100241.77 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 14000000.00 14000000.00 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 DIREXION SHS ETF TR MSCI USA ESG 5493001H4AU4SCXCTP71 2500-12-31 2500-12-31 N/A 75252.00 3610443.72 Equities STARS GROUP INC COM 54930026VVWZTYC29T51 2500-12-31 2500-12-31 N/A 13.00 343.85 Equities PROSHARES TR ULTRAPRO DOW 30 LIZENFIQJTTT2RI1UP54 2500-12-31 2500-12-31 N/A 8189.00 252057.42 Equities GLOBAL X FDS GENOMIC BIOTECH 549300YI350KRC1BQK73 2500-12-31 2500-12-31 N/A 748840.00 11172093.73 Equities DIREXION SHS ETF TR FTSE INTL OVER 549300JDSDY8O7YX0F40 2500-12-31 2500-12-31 N/A 46736.00 2021836.28 Equities INVESCO EXCH TRD SLF IDX FD TR BULSHS 2025 MUNI 54930011QS4DKWO1BK95 2500-12-31 2500-12-31 N/A 6227.00 153108.85 Equities SPDR SER TR BLOOMBERG BRCLYS 549300NCLW2248PN7J24 2500-12-31 2500-12-31 N/A 241199.00 23830461.20 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 38000000.00 38000000.00 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 ALESCO PREFERRED FDG X 2006-10 C-2 20360923 FLT 2WR5CR0FUX22SCWPNQ42 2036-09-23 2036-09-23 3.18 - 3.18 19999816.00 12730060.81 Other Instrument COLLATERALIZED DEBT OBLIGATION GSAA HEQ TR 2007-5 2A1B 20370525 FLT 2037-05-25 2037-05-25 0.627 - 0.627 7.00 0.94 Private Label Collateralized Mortgage Obligations BLUEGRASS ABS CDO LTD 2004-3 A-2 20391215 FLT 5493007UG5TJX8MX1024 2039-12-15 2039-12-15 1.34 - 1.34 1387.00 131.51 Other Instrument COLLATERALIZED DEBT OBLIGATION CITIGROUP SR GLBL G STP 30 6SHGI4ZSSLCXXQSBB395 2030-01-30 2030-01-30 2.75 - 2.75 12358.00 12257.47 Corporate Debt Securities ALESCO PREF FDG IX 2006-9 D-1 20360623 FLT 2036-06-23 2036-06-23 4.778 - 4.778 7902334.00 4365304.29 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREFERRED FDG V 2004-5 C1 20341223 4.65000 549300FHO36K27UM2Z12 2034-12-23 2034-12-23 3.578 - 3.578 404509.00 323355.84 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG III 2004-3 B-2 20340501 FLT 2034-05-01 2034-05-01 2.869 - 2.869 61298.00 23952.14 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 8653788.00 749054.69 Other Instrument COLLATERALIZED DEBT OBLIGATION WEST COAST FDG I LTD 2006-1 A-3 20411102 FLT 549300QXECZQNCECZH07 2041-11-02 2041-11-02 2.109 - 2.109 364.00 9.75 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 4943149.00 2326355.74 Other Instrument COLLATERALIZED DEBT OBLIGATION BEAR STEARNS ABS TR 2007-HE7 M-1 20371025 FLT 2037-10-25 2037-10-25 0.887 - 0.887 2.00 0.68 Asset-Backed Securities BELLE HAVEN ABS CDO 2004-1 A2 20441103 FLT 2044-11-03 2044-11-03 2.563 - 2.563 16686.00 1774.41 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 0.0025 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 KKR CLO 22 D 20310721 FLT 549300GKHET0CQ690V42 2031-07-21 2031-07-21 4.235 - 4.235 1494315.00 1155085.26 Asset-Backed Securities SALOMON BROS MORT SECS 97-HUD2 A-WAC 20271125 FLT 549300VB2N1G56GWKB41 2027-11-25 2027-11-25 N/A 5481957.00 17557.44 Private Label Collateralized Mortgage Obligations STEELE CREEK CLO 2016-1R LTD D-R 20310616 FLT 5493003PZ3HX9NW9PS65 2031-06-16 2031-06-16 3.641 - 3.641 3999999.00 3053001.74 Asset-Backed Securities DRYDEN SENIOR LN FUND 2015-41R D-R 20310415 FLT 5493000CMI5L15ZSNM78 2031-04-15 2031-04-15 3.819 - 3.819 4425.00 3505.84 Asset-Backed Securities MONROE CAPITAL MML LTD 2018-7 D 20301122 FLT 5493004UIYL54X2JJA03 2030-11-22 2030-11-22 5.733 - 5.733 11.00 7.65 Asset-Backed Securities ELEVATION CLO LTD 2018-9 D 20310715 FLT 549300BOE42FYBAXFR86 2031-07-15 2031-07-15 4.719 - 4.719 5499987.00 4410693.67 Asset-Backed Securities CIFC FUNDING LTD 2013-IIIR C 20310424 FLT 549300JZARV9CBLL1S14 2031-04-24 2031-04-24 3.92 - 3.92 94884.00 73626.51 Asset-Backed Securities STEELE CREEK CLO 2018-2 D 20310818 FLT 2031-08-18 2031-08-18 5.092 - 5.092 3369113.00 2375505.99 Asset-Backed Securities OCTAGON INVSTMNT PTRS 2018-39 D 20301021 FLT 2030-10-21 2030-10-21 4.085 - 4.085 1.00 0.80 Asset-Backed Securities KKR CLO 23 LTD 549300ULSPVDFXMNXZ65 2031-10-20 2031-10-20 4.235 - 4.235 574828.00 441166.96 Asset-Backed Securities VENTURE 33 CLO 2018 D 20310715 FLT 549300NQPL9XHZ20E278 2031-07-15 2031-07-15 4.379 - 4.379 749734.00 591078.69 Asset-Backed Securities SHACKLETON CLO 2014-V-R LTD D 20310507 FLT 2031-05-07 2031-05-07 4.892 - 4.892 1934034.00 1546159.47 Asset-Backed Securities OZLM XIX LTD 2017-19 C 20301122 FLT 5493009C40QUU66J8E83 2030-11-22 2030-11-22 4.319 - 4.319 229.00 167.15 Asset-Backed Securities CIFC FUNDING 2014-4R LTD C 20301017 FLT 5493006JGTCIL6LCS728 2030-10-17 2030-10-17 4.335 - 4.335 1.00 0.81 Asset-Backed Securities ML-CFC COML MTG TR 2007-6 X 144A 20510312 FLT 2051-03-12 2051-03-12 0.66 - 0.66 168884964.00 11473.37 Private Label Collateralized Mortgage Obligations 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 12991798.30 12991798.30 0.0017 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.07% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PUERTO RICO PUB BLDGS AUTH REV GOV FAC REV REF BDS D 2024-07-01 2033-07-01 N/A 6252504.00 5058282.69 Other Instrument MUNICIPAL DEBT US TREASURY 254900HROIFWPRGM1V77 2026-12-31 2028-11-15 1.75 - 3.125 81500.00 90578.67 U.S. Treasuries (including strips) PUERTO RICO ELEC PWR AUTH PWR SER AAA-RSA-1 2010 5493003BRB67HF8ST418 2020-07-01 2036-07-01 N/A 17322500.00 10375013.27 Other Instrument MUNICIPAL DEBT PUERTO RICO PUB FIN CORP APPROPRIATION BDS 2011 2028-08-01 2028-08-01 N/A 12686300.00 241039.70 Other Instrument MUNICIPAL DEBT PUERTO RICO COMWLTH GO BDS SERI 549300X44HXPLJU48U63 2023-07-01 2033-07-01 N/A 7358367.00 4828836.57 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-05-27 2020-05-27 2020-05-27 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0205 19000000.00 19000000.00 0.0025 N N N Y Credit AG CIB Paris Credit AG CIB Paris, 0.34% 1VUV7VQFKUOQSJ21A208 FJJ264000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N STATE GRID OVERSEAS INVT 2016 FR 4%050447 3003006V8BHG5158QO96 2021-05-18 2047-05-04 2.125 - 4 807000.00 852109.27 Corporate Debt Securities PTT GLOBAL CHEM PUB CO LTD SR REGS NT 22 5493007X3230PPPZFF40 2022-09-19 2022-09-19 4.25 - 4.25 259000.00 271362.14 Corporate Debt Securities BOC AVIATION PTE LTD FR 2.375%091521 254900H06V5RMEB3KE72 2021-09-15 2021-09-15 2.375 - 2.375 2000000.00 1993177.50 Corporate Debt Securities AIA GROUP LTD HONG KONG FR 3.6%040929 ZP5ILWVSYE4LJGMMVD57 2029-04-09 2029-04-09 3.6 - 3.6 200000.00 214662.00 Corporate Debt Securities HUTCHISON WHAMPOA INTL 12 LTD SR REGS NT 22 2549005GEGKY2Q53V676 2022-11-08 2022-11-08 3.25 - 3.25 200000.00 209481.56 Corporate Debt Securities GENERAL MLS INC SR GLBL NT3.2%21 2TGYMUGI08PO8X8L6150 2021-04-16 2021-04-16 3.2 - 3.2 2000000.00 2044188.89 Corporate Debt Securities THAI OIL PUBLIC CO LTD 4.875%43 549300HG5527UPZLTT69 2043-01-23 2043-01-23 4.875 - 4.875 200000.00 223967.08 Corporate Debt Securities KOREA GAS CORP GLBL MTN REG S FR 2.75%072022 988400TFZILHBD5M3R71 2022-07-20 2022-07-20 2.75 - 2.75 350000.00 361822.61 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV SR GLBL REGS 25 549300C6OZZ8LTVR8209 2025-09-12 2049-11-12 3.44 - 4.125 1550000.00 1675413.17 Corporate Debt Securities SINOPEC GRP OVSEAS DEV 2015 SR REGS NT4.1%45 5299002Z28NLP3WPFH36 2045-04-28 2045-04-28 4.1 - 4.1 200000.00 230843.56 Corporate Debt Securities WOORI BK GLBL MEDIUM TERM SUB FR 4.75%043024 549300VUVMRL6RE7R376 2024-04-30 2024-04-30 4.75 - 4.75 2000000.00 2109740.00 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 2%21 QEKMOTMBBKA8I816DO57 2021-04-01 2021-04-01 2 - 2 452000.00 457316.02 Corporate Debt Securities SOCIETE GENERALE LW TIER II 25 O2RNE8IBXP4R0TD8PU41 2025-11-24 2025-11-24 4.75 - 4.75 200000.00 215384.67 Corporate Debt Securities CK HUTCHINSON INTL (17) LTD SR REGS NT 22 254900TNOJOSKVTDPK87 2022-04-05 2022-04-05 2.875 - 2.875 300000.00 305551.96 Corporate Debt Securities EUROPEAN INVT BK SR GLBL BD 22 5493006YXS1U5GIHE750 2022-09-06 2022-09-06 1.375 - 1.375 5000.00 5118.56 Corporate Debt Securities CHINA CINDA FIN 2014 LTD SR REGS NT 24 2024-05-14 2024-05-14 5.625 - 5.625 1300000.00 1483127.75 Corporate Debt Securities HARVEST OPERATIONS CORP SR GLBL REGS 22 B1EEF6ML54YDWRC6ZK53 2022-09-21 2022-09-21 3 - 3 1200000.00 1243188.00 Corporate Debt Securities SHINHAN BK FR 4%042329 5493003P813VL21KG928 2029-04-23 2029-04-23 4 - 4 260000.00 266457.82 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 20 784F5XWPLTWKTBV3E584 2020-09-15 2020-09-15 2.75 - 2.75 1000000.00 1007297.50 Corporate Debt Securities STATE GRID OVERSEAS INVT 2013 SR GLBL REGS 23 529900GBH9XYPD4XZZ70 2023-05-22 2023-05-22 3.125 - 3.125 444000.00 466961.58 Corporate Debt Securities AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 2021-12-06 2021-12-06 3 - 3 993131.00 1045637.84 Other Instrument INTERNATIONAL DEBT UNILEVER CAP CORP SR GLBL NT3.5%28 MYF1DAS6G5WY7PRWCU78 2028-03-22 2028-03-22 3.5 - 3.5 1380000.00 1562524.93 Corporate Debt Securities KOREA HYDRO & NUCLEAR PWR CO FR 3%091922 9884008CRY5MLCN8OQ43 2022-09-19 2025-06-15 3 - 3.25 650000.00 691000.71 Corporate Debt Securities POSCO SR GLBL REGS 24 988400E5HRVX81AYLM04 2024-07-15 2024-07-15 2.75 - 2.75 300000.00 303420.25 Corporate Debt Securities SINOPEC CAP 2013 LTD SR GLBL REGS 43 2043-04-24 2043-04-24 4.25 - 4.25 300000.00 347216.50 Corporate Debt Securities MICROSOFT CORP SR GLBL NT 22 INR2EJN1ERAN0W5ZP974 2022-11-03 2027-02-06 2.65 - 3.3 2444000.00 2776064.16 Corporate Debt Securities ICBCIL FINANCE CO. LTD. SR GLBL REGS 26 549300ZCUURSNVTOEU07 2026-05-19 2026-05-19 3.625 - 3.625 300000.00 324771.54 Corporate Debt Securities HYUNDAI CAP SVCS INC SR GLBL REGS 23 549300MALMDAGL2ZJJ27 2023-03-05 2023-03-05 3.75 - 3.75 570000.00 570883.02 Corporate Debt Securities CREDIT SUISSE GROUP 24 549300506SI9CRFV9Z86 2024-06-12 2024-06-12 2.024 - 2.024 2798000.00 2697202.23 Corporate Debt Securities HANA BANK REG S FR 4.375%093024 6RPK2YDJN6L35AS0M510 2024-09-30 2024-09-30 4.375 - 4.375 250000.00 263601.46 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0034 25000000.00 25000000.00 0.0033 N Y Y N Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 1.66% 1V8Y6QCX6YMJ2OELII46 0000318336 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WESTLAKE AUTORECV TR 2019-3 C 20241015 2.49000 2024-10-15 2024-10-15 2.49 - 2.49 730000.00 705146.06 Asset-Backed Securities CSMC TRUST 2014-SAF1 A-X-12 20440325 FLT 2044-03-25 2044-03-25 0.093 - 0.5 209728000.00 3112.76 Private Label Collateralized Mortgage Obligations BURLINGTON NORTH SF 2002-2 CERT 20210115 5.14000 2021-01-15 2021-01-15 5.14 - 5.14 5000.00 0.87 Asset-Backed Securities VOYA CLO 2014-3 A-2A 20260727 FLT 5493000X4YEVJOIVRG48 2026-07-27 2026-07-27 2.891 - 2.891 420000.00 410831.80 Asset-Backed Securities CSMC TRUST 2017-LSTK XA-CP 20330407 FLT 2033-04-07 2033-04-07 0.316 - 0.681 7373999.00 3655.69 Private Label Collateralized Mortgage Obligations SUNTRUST ACQ CE TR 2007-1 A 20370425 FLT 2037-04-25 2037-04-25 0.807 - 0.807 1.00 0.01 Asset-Backed Securities COMM MTG TR 2015-CCRE25 X-A 20480812 FLT 2048-08-12 2048-08-12 0.991 - 0.991 151274000.00 4699056.09 Private Label Collateralized Mortgage Obligations CHASE MORTGAGE FIN TR 2005-S1 2-A3 20350525 FLT 2035-05-25 2035-05-25 6.263 - 6.263 18141990.00 176.85 Private Label Collateralized Mortgage Obligations NYT MTG TR 2019-NYT A 20351217 FLT 2035-12-17 2035-12-17 2.014 - 2.014 174981.00 167225.70 Private Label Collateralized Mortgage Obligations CSMC TRUST 2017-CHOP X-CP 20320715 FLT 2032-07-15 2032-07-15 N/A 54500000.00 1526.00 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP I 2011-C2 C 20440617 FLT 2044-06-17 2044-06-17 5.661 - 5.661 1499700.00 1408431.43 Private Label Collateralized Mortgage Obligations CSMC TRUST 2013-IVR4 A-X-16 20430725 FLT 2043-07-25 2043-07-25 0.5 - 0.5 5147010.00 4275.21 Private Label Collateralized Mortgage Obligations FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2027-12-15 2027-12-15 8 - 8 4843000.00 2158.15 Agency Debentures and Agency Strips TRINITY RAIL LEASE 2013-1 A-1 20430715 3.89800 549300YA6SS8T308KB82 2043-07-15 2043-07-15 3.898 - 3.898 1000000.00 754622.60 Asset-Backed Securities CSMC TRUST 2015-WIN1 A-X-2 20441225 FLT 2044-12-25 2044-12-25 0.5 - 0.5 64590379.00 1628.76 Private Label Collateralized Mortgage Obligations UBS COML MTG TR 2018-C9 X-A 20510317 FLT 2051-03-17 2051-03-17 1.053 - 1.053 27681996.00 1523647.40 Private Label Collateralized Mortgage Obligations FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-25 2039-08-17 0.01 - 7.5 358920193.00 5733.68 Agency Collateralized Mortgage Obligation NEUB BERMAN CLO 2018-29 D 20311020 FLT 549300BLCSV170UP8R47 2031-10-20 2031-10-20 4.235 - 4.235 4000000.00 3132825.83 Asset-Backed Securities SEQUOIA MTG TR 2013-9 A-P 20430725 0.00000 54930005PH54PMVV8351 2043-07-25 2043-07-25 N/A 1.00 0.42 Private Label Collateralized Mortgage Obligations PREFERRED TERM SEC XXII 2006-2 A-2 20360922 FLT 2036-09-22 2036-09-22 1.14 - 1.14 5634000.00 3705088.19 Other Instrument COLLATERALIZED DEBT OBLIGATION STARWOOD MTG RES TR 2018-IMC2 A-2 20481026 FLT 2048-10-26 2048-10-26 4.223 - 4.223 500000.00 317183.27 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 16028664.00 16028664.00 0.0021 N N N Y Deutsche Bank AG Deutsche Bank AG, 0.54% 7LTWFZYICNSX8D621K86 FJJ230000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DEUTSCHE BK SPEARS/LIFERS SER CTFS DB-8 2046-08-01 2048-07-01 0.36 - 0.36 29357252.00 29400441.66 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0054 28000000.00 28000000.00 0.0037 N Y Y N 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 BANK AMER CORP FR 2.456%102225 9DJT3UXIJIZJI4WXO774 2025-10-22 2025-10-22 2.456 - 2.456 155000.00 158125.70 Corporate Debt Securities ALTRIA GROUP INC 4.4%26 XSGZFLO9YTNO9VCQV219 2026-02-14 2026-02-14 4.4 - 4.4 27000.00 30167.34 Corporate Debt Securities EXELON CORP SR GLBL NT 30 3SOUA6IRML7435B56G12 2030-04-15 2030-04-15 4.05 - 4.05 3500000.00 4016048.75 Corporate Debt Securities MASTERCARD INC SR GLBL NT 29 AR5L2ODV9HN37376R084 2029-06-01 2029-06-01 2.95 - 2.95 95000.00 105416.72 Corporate Debt Securities LLOYDS BANKING GROUP PLC SR GLBL NT 23 549300PPXHEU2JF0AM85 2023-11-07 2023-11-07 2.907 - 2.907 699991.00 721858.54 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT3.9%38 51M0QTTNCGUN7KFCFZ59 2038-03-01 2038-03-01 3.9 - 3.9 85000.00 100008.59 Corporate Debt Securities RESOLUTION FUNDING CORP 2026-10-15 2026-10-15 N/A 1000.00 924.36 Agency Debentures and Agency Strips GENERAL MTRS FINL CO INC SR GLBL NT 26 5493008B6JBRUJ90QL97 2026-03-01 2026-03-01 5.25 - 5.25 3940000.00 3813463.62 Corporate Debt Securities HYATT HOTELS CORP CR SEN SR GLBL25 T27JQIMTYSH41TCD5186 2025-04-23 2025-04-23 5.375 - 5.375 1200000.00 1226154.17 Corporate Debt Securities BOC AVIATION PTE LTD FR 3.25%042925 254900H06V5RMEB3KE72 2025-04-29 2025-04-29 3.25 - 3.25 8058120.00 8096075.98 Corporate Debt Securities ONTARIO PROV CDA SR GLBL BD 2%29 C7PVKCRGLG18EBQGZV36 2029-10-02 2029-10-02 2 - 2 5910900.00 6275990.02 Corporate Debt Securities CAMPBELL SOUP CO SR GLBL NT 50 5493007JDSMX8Z5Z1902 2050-04-24 2050-04-24 3.125 - 3.125 6875300.00 6906107.07 Corporate Debt Securities APPLE INC SR GLBL NT 26 HWUPKR0MPOU8FGXBT394 2026-02-23 2027-09-12 2.9 - 3.25 45000.00 49973.42 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0039 30000000.00 30000000.00 0.0039 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 BARCLAYS PLC SR GLBL NT 25 213800LBQA1Y9L22JB70 2025-05-07 2025-05-07 3.932 - 3.932 2.00 2.12 Corporate Debt Securities EXELON CORP SR GLBL NT 46 3SOUA6IRML7435B56G12 2046-04-15 2046-04-15 4.45 - 4.45 315000.00 378486.41 Corporate Debt Securities SOUTHERN CO SR GLBL NT4.4%46 549300FC3G3YU2FBZD92 2046-07-01 2046-07-01 4.4 - 4.4 2000.00 2390.51 Corporate Debt Securities GATX CORP SR GLBL NT 27 549300IHYHCQP2PIR591 2027-03-30 2027-03-30 3.85 - 3.85 998000.00 1045682.78 Corporate Debt Securities CARDINAL HEALTH INC SR GLBL NT 47 CCU46N3GJMF4OK4N7U60 2047-06-15 2047-06-15 4.368 - 4.368 7000.00 7397.95 Corporate Debt Securities MOODYS CORP SR GLBL NT 23 549300GCEDD8YCF5WU84 2023-01-15 2023-01-15 2.625 - 2.625 9.00 9.33 Corporate Debt Securities DEERE JOHN CAP CORP MTNS BE FR 2.25%091426 E0KSF7PFQ210NWI8Z391 2026-09-14 2026-09-14 2.25 - 2.25 441000.00 459802.04 Corporate Debt Securities PERNOD RICARD SA SR GLBL REGS 22 52990097YFPX9J0H5D87 2022-01-15 2022-01-15 4.45 - 4.45 150000.00 159274.38 Corporate Debt Securities PT PERTAMINA PERSERO FR 4.7%073049 254900NDAKGNZ2IBBL45 2049-07-30 2049-07-30 4.7 - 4.7 2384.00 2221.29 Corporate Debt Securities ESSENTIAL UTILS INC SR GLBL NT 50 549300ILTEOF3E3QY357 2050-04-15 2050-04-15 3.351 - 3.351 1792.00 1879.82 Corporate Debt Securities AT&T INC SR GLBL NT 3%22 549300Z40J86GGSTL398 2022-06-30 2022-06-30 3 - 3 2000.00 2080.32 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 50 QEKMOTMBBKA8I816DO57 2050-04-15 2050-04-15 3.35 - 3.35 1.00 1.12 Corporate Debt Securities CONSOLIDATED EDISON CO N Y INC SR GLBL 2020 A30 VZFZPMWDHTQCFKYOBP05 2030-04-01 2030-04-01 3.35 - 3.35 22802.00 25098.66 Corporate Debt Securities EUROPEAN INVT BK GLBL NT 1.375%21 5493006YXS1U5GIHE750 2021-09-15 2021-09-15 1.375 - 1.375 4000.00 4060.44 Corporate Debt Securities MASTERCARD INC SR GLBL NT 50 AR5L2ODV9HN37376R084 2050-03-26 2050-03-26 3.85 - 3.85 85.00 107.58 Corporate Debt Securities WALMART INC SR GLBL NT4.3%44 Y87794H0US1R65VBXU25 2044-04-22 2044-04-22 4.3 - 4.3 2000.00 2635.03 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 4.2%040150 UE2136O97NLB5BYP9H04 2050-04-01 2050-04-01 4.2 - 4.2 2599.00 3133.33 Corporate Debt Securities PEPSICO INC SR GLBL NT 49 FJSUNZKFNQ5YPJ5OT455 2049-07-29 2049-07-29 3.375 - 3.375 905425.00 1051552.67 Corporate Debt Securities AMAZON COM INC SR GLBL NT 57 ZXTILKJKG63JELOEG630 2057-08-22 2057-08-22 4.25 - 4.25 3036.00 4210.38 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0029 3000000.00 3000000.00 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 CORPORATE OFFICE PPTYS TR SH BEN INT YY1J47X6LF9TYY8JY420 2500-12-31 2500-12-31 N/A 71208.00 1903389.84 Equities CITIGROUP INC COM NEW 6SHGI4ZSSLCXXQSBB395 2500-12-31 2500-12-31 N/A 91060.00 4576675.60 Equities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0030 6000000.00 6000000.00 0.0008 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.32% KBVRJ5K57JZ3E2AVWX40 FHF809000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GRANITE CONSTR INC COM 549300OM4BWMCIXVCZ39 2500-12-31 2500-12-31 N/A 4.00 72.08 Equities OUTFRONT MEDIA INC COM 549300RZWDYU5722I639 2500-12-31 2500-12-31 N/A 9.00 144.00 Equities SMITH MICRO SOFTWARE INC COM NEW 549300YR8UTB5CX2B814 2500-12-31 2500-12-31 N/A 34.00 165.58 Equities MID AMER APT CMNTYS INC COM 549300FQZKFR5YNSHZ21 2500-12-31 2500-12-31 N/A 7.00 788.76 Equities PHILLIPS 66 PARTNERS LP COM UNIT REP INT 549300TL5L4IG0H4FX64 2500-12-31 2500-12-31 N/A 26087.00 1210436.80 Equities RINGCENTRAL INC CL A 549300C8EH0H1614VE84 2500-12-31 2500-12-31 N/A 47.00 10588.16 Equities SPDR SER TR S&P METALS MNG 5493008LMBT3IECLIE27 2500-12-31 2500-12-31 N/A 11.00 222.53 Equities VANGUARD INDEX FDS REAL ESTATE ETF 2500-12-31 2500-12-31 N/A 18.00 1386.00 Equities GLOBAL X FDS GB MSCI AR ETF 5493002TMUWISFBTZV19 2500-12-31 2500-12-31 N/A 30.00 562.80 Equities INTEL CORP COM KNX4USFCNGPY45LOCE31 2500-12-31 2500-12-31 N/A 102.00 6303.60 Equities NATIONAL HEALTHCARE CORP COM 2500-12-31 2500-12-31 N/A 24.00 1775.28 Equities SELECT SECTOR SPDR TR SBI CONS DISCR 549300HQI51T8KP6U325 2500-12-31 2500-12-31 N/A 2270.00 148759.52 Equities ALIBABA GROUP HLDG LTD SPONSORED ADS 5493001NTNQJDH60PM02 2500-12-31 2500-12-31 N/A 92717.00 19164603.90 Equities ISHARES INC MSCI MEXICO ETF 549300SQ92O6OZ19G545 2500-12-31 2500-12-31 N/A 1.00 30.33 Equities ISHARES TR CORE S&P SCP ETF 549300G3FWQPUM47D181 2500-12-31 2500-12-31 N/A 101.00 16768.97 Equities COLUMBIA PPTY TR INC COM NEW 549300J5GYF2C9BGCC39 2500-12-31 2500-12-31 N/A 5.00 71.95 Equities EQUITY COMWLTH COM SH BEN INT 549300YPGVU9PR4L0606 2500-12-31 2500-12-31 N/A 1.00 33.85 Equities VEREIT INC COM 5493002H54FNIBW75H44 2500-12-31 2500-12-31 N/A 32.00 182.72 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 19000000.00 19000000.00 0.0025 N N Y N J.P. 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Morgan Securities, LLC, 0.44% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPDR SER TR BLMBRG BRC CNVRT 549300IXKU3G7R6DMX93 2500-12-31 2500-12-31 N/A 208812.00 11179794.48 Equities ETF SER SOLUTIONS NATIONWIDE RSK 549300RZ0R6ICXS2BB16 2500-12-31 2500-12-31 N/A 26250.00 589685.25 Equities PROSHARES TR II ULSHT BLOOMB OIL 4PKM6KFN002N7WVKNN49 2500-12-31 2500-12-31 N/A 362347.00 19726170.68 Equities ADAMS RES & ENERGY INC COM NEW UP28TXL7K8XSRNNC7V02 2500-12-31 2500-12-31 N/A 1.00 28.58 Equities FRANKLIN TEMPLETON ETF TR FTSE ITALY ETF 549300T5L554E5PCQL49 2500-12-31 2500-12-31 N/A 3674.00 67234.20 Equities POWERSHARES DB MULTI-SECTOR OIL FD 549300GRR2RRZLHQIY24 2500-12-31 2500-12-31 N/A 6201.00 137504.92 Equities ITAU UNIBANCO HLDG S A SPON ADR REP PFD 5493002W2IVG62O3ZJ94 2500-12-31 2500-12-31 N/A 1.00 4.47 Equities ISHARES TR CORE US AGGBD ET 549300F7VSXTKBGHJE47 2500-12-31 2500-12-31 N/A 236172.00 27717145.92 Equities OSPREY TECHNLGY AQUISTION CORP COM CL A 2500-12-31 2500-12-31 N/A 2.00 19.34 Equities ALIBABA GROUP HLDG LTD SPONSORED ADS 5493001NTNQJDH60PM02 2500-12-31 2500-12-31 N/A 4.00 826.80 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 55000000.00 55000000.00 0.0072 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.29% K5HU16E3LMSVCCJJJ255 FJJ240000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GALILEO ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 10700.00 105930.00 Equities GIGCAPITAL2 INC COM 549300OSKGXG2OH2XE50 2500-12-31 2500-12-31 N/A 513400.00 5295512.00 Equities FLYING EAGLE ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 100000.00 1035000.00 Equities PIVOTAL INVT CORP II COM CL A 549300W71XJ8DIF9RQ35 2500-12-31 2500-12-31 N/A 88300.00 881234.00 Equities INTERPRIVATE ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 150000.00 1438500.00 Equities EXPERIENCE INVT CORP UNIT EX 090126 2500-12-31 2500-12-31 N/A 104300.00 1043000.00 Equities FINTECH ACQUISITION CORP III UNIT EX 120123 2500-12-31 2500-12-31 N/A 75000.00 778500.00 Equities STABLE RD ACQUISITION CORP UNIT EXP 051526 2500-12-31 2500-12-31 N/A 20000.00 198000.00 Equities SC HEALTH CORP COM CL A 2500-12-31 2500-12-31 N/A 100000.00 997000.00 Equities JD COM INC SPON ADR CL A 549300HVTWB0GJZ16V92 2500-12-31 2500-12-31 N/A 100.00 4434.00 Equities OSPREY TECHNLGY AQUISTION CORP COM CL A 2500-12-31 2500-12-31 N/A 95000.00 918650.00 Equities GX ACQUISITION CORP UNIT EX 052426 2500-12-31 2500-12-31 N/A 94800.00 971700.00 Equities JUNIPER INDL HLDGS INC COM CL A 2500-12-31 2500-12-31 N/A 72407.00 695831.27 Equities SUNOCO LP/SUNOCO FIN CORP COM UT REP LP 54930001NJU8E40NQ561 2500-12-31 2500-12-31 N/A 204420.00 5067571.80 Equities ISHARES SILVER TRUST ISHARES 549300K2C2CG14B0ZA09 2500-12-31 2500-12-31 N/A 45000.00 642600.00 Equities ALUSSA ENERGY ACQUISITION CORP UNIT EX 103126 2500-12-31 2500-12-31 N/A 50000.00 487500.00 Equities TRINE ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 147700.00 1477000.00 Equities EAST STONE ACQUISITION CORP UNIT EX 123126 2500-12-31 2500-12-31 N/A 65400.00 642228.00 Equities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0029 21000000.00 21000000.00 0.0027 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.59% K5HU16E3LMSVCCJJJ255 FJJ239000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SNAP INC SR GLBL COCO 25 549300JNC0L6VP8A2Q35 2025-05-01 2025-05-01 0.25 - 0.25 1022964.00 1080018.68 Equities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0059 1000000.00 1000000.00 0.0001 N Y Y N Mizuho Securities U.S.A., Inc. 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Mizuho Securities U.S.A., Inc., 1.04% 7TK5RJIZDFROZCA6XF66 FJJ236000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2023-02-28 2026-10-31 1.625 - 2.625 16158400.00 17340570.02 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0103 17000000.00 17000000.00 0.0022 N Y Y N Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 2.08% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INVESCO CURRENCYSHARES BRIT PO BRIT POUN STRL 549300QKM404ILG3V824 2500-12-31 2500-12-31 N/A 2.00 241.42 Equities INVESCO EXCH TRD SLF IDX FD TR BULSHS 2022 HY 549300O1N10GTRVVNI93 2500-12-31 2500-12-31 N/A 5.00 111.96 Equities DIAMOND OFFSHORE DRILLING INC SR NT 3.45%23 F14FQJ2EEHW5VPYUHL14 2023-11-01 2023-11-01 N/A 116000.00 11600.00 Corporate Debt Securities PROSHARES TR II ULTRASHRT EURO FLD563LR4L0K4REZX771 2500-12-31 2500-12-31 N/A 23.00 658.03 Equities PROSHARES TR PSHS SH MSCI EAF E9YLGGCRV6TSIDLNI588 2500-12-31 2500-12-31 N/A 5.00 119.49 Equities CWABS INC 2007-BC3 2-A-3 20370925 FLT 2037-09-25 2037-09-25 0.667 - 0.667 1000000.00 363736.70 Asset-Backed Securities ISHARES TR BRAZIL SM-CP ETF 5493004LUWWHLLHWFK32 2500-12-31 2500-12-31 N/A 104.00 1313.10 Equities VANECK MERK GOLD TRUST GOLD TRUST 2500-12-31 2500-12-31 N/A 34.00 570.18 Equities ISHARES INC JP MORGAN EM ETF 549300ZZ765YKMMG3526 2500-12-31 2500-12-31 N/A 51.00 1948.71 Equities PROSHARES TR SHRT 20+YR TRE LYB0BLOHQZOQ1IGGW139 2500-12-31 2500-12-31 N/A 215.00 3476.10 Equities NOMURA CRE CDO 2007-2 H 144A 20420521 FLT 549300U9HYZNUTPVJA78 2042-05-21 2042-05-21 3.151 - 3.151 7325050.00 2208403.83 Other Instrument COLLATERALIZED DEBT OBLIGATION ISHARES TR IBONDS DEC24 ETF 549300R93OGRBVTV2G26 2500-12-31 2500-12-31 N/A 9.00 292.90 Equities CHINA INDEX HLDGS LTD SPNSRD ADS A 2500-12-31 2500-12-31 N/A 7.00 7.84 Equities UNITED STS NAT GAS FD LP UNIT PAR 549300OG34E313WTTY71 2500-12-31 2500-12-31 N/A 347.00 4511.00 Equities AMERIQUEST MTG SECS 2005-R11 M-3 20360125 FLT 2036-01-25 2036-01-25 0.987 - 0.987 500000.00 445124.64 Asset-Backed Securities ISHARES TR ESG MSCI EAFE 549300HD4TSTWEGNNR73 2500-12-31 2500-12-31 N/A 15.00 362.02 Equities PROSHARES TR ULT MSCIBZL CAPP YOJN1DKAU7JWI16N8H58 2500-12-31 2500-12-31 N/A 33.00 716.46 Equities SPDR INDEX SHS FDS PORTFLO EURP ETF 549300467Z0Q11ETZB77 2500-12-31 2500-12-31 N/A 4.00 164.14 Equities BANK 2019-BNK22 J 20621117 FLT 2062-11-17 2062-11-17 1.961 - 1.961 263250.00 224925.76 Private Label Collateralized Mortgage Obligations JOHN HANCOCK ETF TRUST MLTFCTR LRG CAP 549300ZWPF7X6FT4WZ30 2500-12-31 2500-12-31 N/A 7.00 256.97 Equities J P MORGAN EXCHANGE-TRADED FD DIV RTN EM EQT 549300NS45W7QLW1VU64 2500-12-31 2500-12-31 N/A 2.00 87.52 Equities SPDR SER TR MSCI USA STRTGIC 5493000KV6EWZ4X3E691 2500-12-31 2500-12-31 N/A 15.00 1180.92 Equities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0206 3000000.00 3000000.00 0.0004 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.35% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL FARM CREDIT 2032-02-02 2036-03-05 2.03 - 3.3 12280000.00 14280180.52 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0035 14000000.00 14000000.00 0.0018 N Y Y N Societe Generale Societe Generale, 0.35% O2RNE8IBXP4R0TD8PU41 FJJ290000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N KIMBERLY CLARK CORP SR GLBL NT3.1%30 MP3J6QPYPGN75NVW2S34 2030-03-26 2030-03-26 3.1 - 3.1 280676.00 314179.67 Corporate Debt Securities ORACLE CORP SR GLBL NT 60 1Z4GXXU7ZHVWFCD8TV52 2060-04-01 2060-04-01 3.85 - 3.85 182999.00 211043.85 Corporate Debt Securities POWER FIN LTD FR 3.95%042330 3358003Q6D9LIJJZ1614 2030-04-23 2030-04-23 3.95 - 3.95 1.00 0.88 Corporate Debt Securities US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2041-11-15 0.375 - 3.125 1514200.00 2094691.67 U.S. Treasuries (including strips) GENERAL MTRS CO SR GLBL NT4.2%27 54930070NSV60J38I987 2027-10-01 2027-10-01 4.2 - 4.2 1237000.00 1110261.10 Corporate Debt Securities NORTHROP GRUMMAN CORP SR GLBL NT 40 RIMU48P07456QXSO0R61 2040-05-01 2040-05-01 5.15 - 5.15 1.00 1.35 Corporate Debt Securities BK OF AMERICA CORP PERP SUB GLBL -U 9DJT3UXIJIZJI4WXO774 2500-12-31 2500-12-31 5.2 - 5.2 2000.00 2007.06 Corporate Debt Securities APPLE INC SR GLBL NT 3%27 HWUPKR0MPOU8FGXBT394 2027-11-13 2027-11-13 3 - 3 2414870.00 2709790.02 Corporate Debt Securities CIGNA CORP NEW SR GLBL NT4.8%38 549300VIWYMSIGT1U456 2038-08-15 2038-08-15 4.8 - 4.8 14857000.00 18336955.11 Corporate Debt Securities WELLS FARGO CO MTN BE FR 3.45%021323 PBLD0EJDB5FWOLXP3B76 2023-02-13 2023-02-13 3.45 - 3.45 63000.00 66012.61 Corporate Debt Securities JP MORGAN CHASE BANK NA SR GLBL NT 24 8I5DZWZKVSZI1NUHU748 2024-04-23 2024-04-23 3.559 - 3.559 2000.00 2116.50 Corporate Debt Securities BANK AMER CORP FR 4.45%030326 9DJT3UXIJIZJI4WXO774 2026-03-03 2026-03-03 4.45 - 4.45 15000.00 16644.54 Corporate Debt Securities 3M CO SR GLBL NT3.7%50 LUZQVYP4VS22CLWDAR65 2050-04-15 2050-04-15 3.7 - 3.7 315000.00 376957.88 Corporate Debt Securities SINOPEC GRP OVSEAS DEV 2012 SR GLBL REGS 22 2022-05-17 2022-05-17 3.9 - 3.9 203000.00 213439.95 Corporate Debt Securities DELTA AIR LINES INC DEL SR SEC GLBL 25 Q2CCMS6R0AS67HJMBN42 2025-05-01 2025-05-01 7 - 7 154900.00 159911.70 Corporate Debt Securities PFIZER INC SR GLBL NT 4%49 765LHXWGK1KXCLTFYQ30 2049-03-15 2049-03-15 4 - 4 250000.00 327297.50 Corporate Debt Securities POWER FIN LTD 6.15%28 3358003Q6D9LIJJZ1614 2028-12-06 2028-12-06 6.15 - 6.15 19934.00 21268.98 Corporate Debt Securities MORGAN STANLEY FR 5.597%032451 IGJSJL3JD5P30I6NJZ34 2051-03-24 2051-03-24 5.597 - 5.597 1.00 1.46 Corporate Debt Securities CROWN CASTLE INTL CORP NEW SR GLBL NT5.2%49 54930012H97VSM0I2R19 2049-02-15 2049-02-15 5.2 - 5.2 28999.00 38308.94 Corporate Debt Securities CITIGROUP INC SUB GLBL D NT 26 6SHGI4ZSSLCXXQSBB395 2026-11-20 2027-09-29 4.3 - 4.45 4538000.00 5013552.89 Corporate Debt Securities BANK CHINA HONG KONG LTD FR 5.9% KNPC1X7GHDZW8U2ZSF89 2500-12-31 2500-12-31 5.9 - 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5.125 2524532.00 2494110.08 Corporate Debt Securities AMKOR TECHNOLOGY INC 6.625%27 529900VHLRTKPWZJBM84 2027-09-15 2027-09-15 6.625 - 6.625 40.00 41.53 Corporate Debt Securities BX TRUST 2017-APPL F 20340717 FLT 2034-07-17 2034-07-17 5.064 - 5.064 504971.00 297270.75 Private Label Collateralized Mortgage Obligations BEAR STEARNS CMBS 2005-PWR10 C 20401211 FLT 2040-12-11 2040-12-11 5.792 - 5.792 14.00 10.34 Private Label Collateralized Mortgage Obligations BANC AMERICA FDG 2007-B A-1 20470420 FLT 2047-04-20 2047-04-20 0.928 - 0.928 318.00 27.45 Private Label Collateralized Mortgage Obligations ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 24 2024-06-15 2024-06-15 6.625 - 6.625 341943.00 357277.01 Corporate Debt Securities NEMAK S A B DE C V 4.75%25 5493000MY3DAIB0BP706 2025-01-23 2025-01-23 4.75 - 4.75 276630.00 242133.85 Corporate Debt Securities MS HEQ LN TR 2007-2 A-3 20370425 FLT 549300C5U61AIRK1S645 2037-04-25 2037-04-25 0.717 - 0.717 3164560.00 1186161.74 Asset-Backed Securities RASC SERIES TRUST 2006-EMX9 A-II 20361125 FLT 2036-11-25 2036-11-25 0.617 - 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5.375 130.00 139.51 Corporate Debt Securities MAGNACHIP SEMICONDUCTOR CORP N SR NT 6.625%21 529900P54J1ATLRBUV29 2021-07-15 2021-07-15 6.625 - 6.625 1554000.00 1541292.81 Corporate Debt Securities CITGO HOLDING INC SR SEC GLBL 24 549300NYHOALWZ2BSL72 2024-08-01 2024-08-01 9.25 - 9.25 2140800.00 1943563.93 Corporate Debt Securities BHARTI AIRTEL LIMITED SR REGS NT 25 335800KQ1FPKOQ84OR26 2025-06-10 2025-06-10 4.375 - 4.375 200000.00 202764.78 Corporate Debt Securities RIO OIL FIN TR SR SEC GLBL 24 549300V5D1W52HY8NO65 2024-07-06 2024-07-06 9.25 - 9.25 1498000.00 765171.94 Corporate Debt Securities ODEBRECHT OFFSHORE DRILLING FR 6.72%120122 549300L7LF2PIRAWID66 2022-12-01 2022-12-01 6.72 - 6.72 8126567.00 4087573.71 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 1100000.00 1079308.54 Corporate Debt Securities TENET HEALTHCARE CORP SR NT 8.125%22 0W9AIBT6U6ADJ2I8HK17 2022-04-01 2022-04-01 8.125 - 8.125 117000.00 118350.78 Corporate Debt Securities GLOBO COMMUNICACOESPARTICIPACO SR SEC REGS NT25 52990054HEKS017PVR75 2025-06-08 2025-06-08 4.843 - 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4.625 2870779.00 3605191.65 Corporate Debt Securities BATTALION CLO VII LTD 2014-7RR D-RR 20280717 FLT 5493000R542V1ZNEEG67 2028-07-17 2028-07-17 7.445 - 7.445 1699798.00 1049996.55 Asset-Backed Securities SPRINT NEXTEL CORP SR NT 7%20 549300JKU50UT08ZWD77 2020-08-15 2020-08-15 7 - 7 28000.00 28653.33 Corporate Debt Securities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0055 5000000.00 5000000.00 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 2021-01-05 2021-01-05 N/A 11460160.00 11330075.72 Money Market Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0024 11000000.00 11000000.00 0.0014 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 YY INC SR COCO 26 549300N6CHVU5CQZPW24 2026-06-15 2026-06-15 1.375 - 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1.25 12006958.00 9731902.94 Equities Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0065 16000000.00 16000000.00 0.0021 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.18% G5GSEF7VJP5I7OUK5573 FJJ108000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0018 365000000.00 365000000.00 0.0476 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 64999785.50 64999785.50 0.0085 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 FJG955000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0017 10999993.40 10999993.40 0.0014 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 FJH493000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0017 25999942.80 25999942.80 0.0034 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 15999937.60 15999937.60 0.0021 N N Y N Mizuho Bank Ltd. 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In a joint trading account with Bank Of America, N.A. at 0.05%, dated 4/30/2020 due 05/01/2020 B4TYDEB6GKMZO031MB27 FJJ339000_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 133907224.17 36994379.68 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 36167000.00 36167000.00 0.0047 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 2941291.00 2060004.02 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 2000000.00 2000000.00 0.0003 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.05%, dated 4/30/2020 due 05/01/2020 R0MUWSFPU8MPRO8K5P83 FJJ339000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-07 2050-02-15 0 - 8.75 3229953.85 3762416.73 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 83.04 83.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2046-07-01 0 - 6.5 14650.77 725.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-12-20 2050-04-20 2.5 - 5.5 53368.53 36255.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2050-04-01 2.286 - 8 205707.73 76186.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-25 2048-10-25 2.5 - 2.5 0.78 0.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 1590.21 1646.34 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 3786000.00 3786000.00 0.0005 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.05%, dated 4/30/2020 due 05/01/2020 VJW2DOOHGDT6PR0ZRO63 FJJ339000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 167.33 1.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 6275.00 12.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 21335.92 87.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 7028.00 15.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 10235.11 91.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 786.80 28.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 4183.33 14.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 418.33 33.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 140.04 5.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 179047.62 186243.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 1204.80 20.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 1004.00 48.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 156323.03 164028.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 43757.67 35113.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 451.80 8.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 804.25 395.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-02-01 2.5 - 4 293648.56 305743.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 2043.71 628.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 3 - 6.5 29199.21 1243.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3 - 3 543.03 399.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 2695.02 666.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 130610.59 83460.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2032-05-01 3 - 4 299845.00 166271.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 30471.40 10168.49 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2031-06-15 0 - 3.875 384.87 346.55 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2035-01-01 3 - 3.5 234.27 234.76 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-01-25 2050-02-03 0.2 - 5.625 3710248.53 3771915.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 3 - 4 135054.73 142933.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-05-25 2050-04-01 0.14 - 9.5 9606179.82 6799161.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2048-12-01 2.5 - 5 432305.16 240909.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 6051.21 83.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 627.50 9.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 284.47 224.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 660.36 566.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 485.40 443.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 6067.27 3803.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 4618.40 178.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-04-20 2 - 9.5 3752803.53 2735111.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 51.35 27.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 257944.33 39.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 100.53 52.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 234.27 130.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 173514.17 5522.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-05-01 2027-03-22 0 - 5.365 9677723.33 9752660.92 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-05-01 2049-06-01 1.125 - 7.5 2451398.09 1412318.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 14983.33 47.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 234.27 5.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 317.93 23.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 71771.69 74642.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 1188.07 719.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 42445.69 165.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2050-04-01 2.5 - 4 6040828.14 6374769.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 4459.77 453.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 3.5 - 3.5 100.40 38.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 16.73 3.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 7931.60 4979.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 20261.32 584.71 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-05 2050-02-15 0 - 8.75 18603845.58 18910918.67 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 16733.33 17220.05 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 16.73 14.46 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 50200000.00 50200000.00 0.0065 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 FJJ339000_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 1977416.77 2252424.14 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2058-08-20 2070-03-20 2.059 - 5.237 2932292.57 3062751.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2033-01-01 2.5 - 3 5649000.11 3652894.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 4 - 4 1591746.04 1166878.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-03-01 2.5 - 3.5 2389406.73 2242940.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-06-01 2050-04-01 2.5 - 5 12966773.57 12596233.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 24478000.00 24478000.00 0.0032 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 FJJ339000_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 13380.79 86.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 279.83 3.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-07-27 2040-03-26 0 - 5.625 402009.88 414084.91 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-04-20 2.5 - 10.5 1628731.01 34321.77 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 8098006.40 8485863.36 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-05-08 2029-10-03 0.97 - 3.5 82645.26 84599.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 4859.02 5140.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 3.42 - 3.42 5.84 6.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 116.52 112.58 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 109757.49 96071.97 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-05-01 2045-12-01 0 - 8 580478.51 578446.55 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2050-03-01 1.25 - 8.5 570189.01 525167.82 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 22637.34 25454.81 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 10046000.00 10046000.00 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 FJJ339000_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 2043-05-01 2043-05-01 3.5 - 3.5 25373.44 9405.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 5.5 - 5.5 3161.00 998.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-08-01 2048-04-01 2.5 - 7 19474348.42 8636386.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2048-02-01 3.5 - 4 125029.99 103327.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-03-01 3.5 - 4.5 106309.84 84617.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2048-03-01 3.5 - 3.5 40215.31 40356.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4 - 4 33024.00 6087.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-09-01 2038-09-01 4 - 4 2695.54 1884.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5.5 - 5.5 58701.24 5137.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-01-01 2046-01-01 4 - 4 12070.27 6692.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-07-01 5.5 - 5.5 125869.10 21050.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2048-02-01 3.5 - 6.5 1157271.77 974349.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-01-01 2045-02-01 4 - 6.5 190245.55 65653.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-02-01 2048-03-01 3 - 5 381596.61 282493.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-06-01 2040-08-01 5 - 5.5 35952.62 4053.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2048-02-01 3 - 5 120769.08 105263.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-11-01 2039-07-01 5.5 - 5.5 500401.52 29864.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2040-04-01 4 - 5.5 284539.89 38836.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-09-01 2040-03-01 2.5 - 4 431813.16 445039.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2038-09-01 5.5 - 5.5 44781.08 4528.52 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2028-11-15 0.425 - 3.125 6853722.80 7569011.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2040-04-01 2.5 - 4 205840.67 210192.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-10-01 3.5 - 4 187683.50 153348.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 532534.85 437888.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-12-01 4 - 4 18269.15 8357.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2046-08-01 3.5 - 3.5 130387.25 92860.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2046-06-01 3 - 3.5 27896.07 18632.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 4 - 4 63422.80 42721.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-09-01 2042-04-01 4 - 6.5 1288952.94 99647.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2039-01-01 5.5 - 7 821368.55 22604.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 465211.77 332462.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-02-01 2044-02-01 4 - 4 250762.24 109479.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-11-01 2044-04-01 4 - 4 30270.11 29488.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2048-04-01 2.5 - 7 6452499.69 2392489.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 4 - 4 56664.04 56135.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2044-12-01 4 - 4 13760.00 6029.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-03-01 2045-06-01 3.5 - 4 17550.00 8975.77 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 22016000.00 22016000.00 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 0.05%, dated 4/30/2020 due 05/01/2020 1VUV7VQFKUOQSJ21A208 FJJ339000_02102 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 2025-02-20 2025-02-20 2 - 2 150049.97 150774.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 94726.68 73382.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2050-01-20 2.5 - 5 9082582.96 4567656.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-12-01 2050-04-01 3 - 4.5 3042802.57 2007131.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 341994.44 358473.89 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-11 2047-08-15 0 - 6.5 12340143.21 13499178.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-02-06 2047-08-01 1.2 - 4 1065354.81 877768.52 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 21097000.00 21097000.00 0.0028 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 7996019.00 8240014.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 8000000.00 8000000.00 0.0010 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 2048-10-01 2048-10-01 4.5 - 4.5 40542180.00 35701344.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-02-15 2042-02-15 3.5 - 3.5 19998500.00 5098712.29 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 40000000.00 40000000.00 0.0052 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 FJJ339000_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 23143.16 27043.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3.5 - 3.5 3155.78 3303.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 3.5 - 3.5 5531.12 5573.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5 - 5 14599.33 13366.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2049-12-20 2.5 - 5 980191.42 830093.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 133867.73 106477.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 71243.57 70291.61 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2048-08-15 0 - 8.75 8482800.99 9869560.49 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-06-01 2039-06-01 3.37 - 3.37 58483.26 68604.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 2033-11-01 3.69 - 4.03 26452.96 32075.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2031-01-01 3.93 - 3.955 6948.51 8278.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 28034.65 29592.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 630449.51 563454.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2050-03-01 2.5 - 5.5 700693.66 397669.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 2645.06 2848.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 2.02 - 2.02 12866.32 13652.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2.5 - 3 85680.30 82621.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2045-03-01 3 - 4 11196.05 5013.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 23790.50 25132.39 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 0 60801.74 53260.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 2.5 - 2.5 16676.41 12385.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-08-01 3.79 - 4.28 6971.67 8305.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 3050.39 3451.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 11992000.00 11992000.00 0.0016 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 FJJ339000_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 653192.64 756225.62 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2043-06-01 3 - 5.5 135757.71 47776.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 10.23 10.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-08-01 2058-05-01 3 - 4.5 5765380.31 3083606.48 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 3810000.00 3810000.00 0.0005 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 FJJ339000_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 542647.86 574293.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2028-09-01 3.5 - 3.5 2336.74 514.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 6 - 6 46231.30 36523.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2045-01-01 3.5 - 6 12009.38 6857.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 2.5 - 4 854002.86 900894.99 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2039-08-15 1.125 - 4.5 43814119.01 50580829.03 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2035-07-01 5 - 5 23050.00 942.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 119.86 125.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 4.5 77238.18 81802.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3 242.82 254.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3 - 3.5 673995.03 704422.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.8 - 1.8 1986.22 2074.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2039-10-01 2.5 - 2.5 428.90 418.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 7952.15 8566.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 22299.53 21002.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3.5 - 3.5 752.85 770.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4 - 4 14890.30 10260.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3.5 - 3.5 31518.06 31623.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 488101.86 439021.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-02-01 4 - 4.5 22856.72 24343.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-05-01 2040-05-01 6 - 6 40568.01 3033.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-04-01 2.5 - 3 70839.24 74702.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 5.5 - 5.5 19586.23 366.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 1844.00 1430.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 456390.07 391166.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 92158.06 76330.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 4 2212548.05 2182692.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2050-01-01 2.5 - 8 1152543.49 260700.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 3 - 3 3826808.94 4014340.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2022-03-20 2050-03-20 3 - 8 5588400.67 1262616.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 871.04 691.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-05-01 2057-02-01 2.5 - 7 27510305.46 20573336.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-04-01 3 - 4.5 7216035.34 7310771.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 3 - 3.5 33200.26 34016.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-09-01 2038-08-01 3 - 6 179367.11 61657.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 25911.08 24431.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2042-07-01 3.5 - 3.5 8633.85 2750.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-10-01 3 - 4.5 6008.90 6429.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2033-05-01 3 - 3 11701.68 8441.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2036-04-01 3 - 5 7772.04 3835.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2048-08-01 3 - 4.5 773026.94 618485.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3.5 - 3.5 9156.63 3064.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2044-06-01 5 - 5.5 1671.36 680.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 3 - 3 281170.51 118176.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2029-09-01 2.5 - 4.5 53559.31 18004.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 3 - 3 2120.60 1508.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-06-01 2033-02-01 2.5 - 3 135479.02 70388.96 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 88774000.00 88774000.00 0.0116 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 FJJ339000_76664 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 2042-08-01 2042-08-01 3.5 - 3.5 476820.35 217278.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 181838.25 197137.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 42286.31 45842.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 106423.28 115235.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2048-10-01 3 - 5.5 3800724.17 2034409.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2049-12-20 3 - 5 15918404.77 2366947.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 29070.77 31675.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2056-06-01 3.5 - 6 10445909.63 6871447.29 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 4.5 13165325.24 13842397.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 17134.14 17829.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2041-10-01 4.5 - 6 2978690.02 307559.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 22710.42 23580.92 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 25560000.00 25560000.00 0.0033 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 FJJ339000_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 1434159.66 1291810.73 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2037-02-15 0.625 - 6.125 555718.02 752242.61 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-23 2028-04-21 2.4 - 5.66 24965.00 27041.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-10-30 2029-09-15 0 - 0.75 209258.94 191011.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-11 2024-03-08 1.875 - 5.25 131501.52 138637.76 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 177056.75 154643.40 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-04-19 2021-04-19 2.65 - 2.65 7377.36 7548.44 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 2512000.00 2512000.00 0.0003 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 FJJ339000_08126 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 2048-10-01 2048-10-01 4 - 4.5 5030000.33 3180032.93 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 11134186.32 13368240.07 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2049-03-20 3.5 - 4 3109177.03 1943490.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 18083000.00 18083000.00 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 2023-08-01 2023-08-01 2 - 2 953300.00 152028.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-04-01 2037-04-01 5.5 - 5.5 5000.00 95.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2029-01-01 2 - 2 1448760.00 648819.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 376380.00 370485.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-05-01 2046-07-01 3.5 - 3.5 792000.00 543997.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2047-10-01 3.5 - 3.5 508921.00 389783.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-03-01 2049-02-01 3.5 - 6 23102160.00 21354822.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 23000000.00 23000000.00 0.0030 N Y Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 FJJ159000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2028-08-01 6.423 - 6.423 74517512.00 17108489.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-06-20 2049-06-20 1.168 - 1.168 6097786.00 5383818.08 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 22000000.00 22000000.00 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 FJJ339000_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 19368616.09 23700618.16 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 23117000.00 23117000.00 0.0030 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.05%, dated 4/30/2020 due 05/01/2020 5U0XI89JRFVHWIBS4F54 FJJ339000_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 20728677.97 17884320.24 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2050-02-15 1.375 - 3.75 15166472.01 17033788.81 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 34125000.00 34125000.00 0.0044 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 FJJ339000_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 133880634.43 119297514.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 116685000.00 116685000.00 0.0152 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 FJJ339000_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 176017.60 176180.52 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.797 - 3.797 48224.00 33098.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-04-25 2050-04-25 2.5 - 2.5 173819.83 173179.81 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2020-07-29 2036-03-25 0 - 1.011 1178990.62 1170237.40 Agency Collateralized Mortgage Obligation US TREASURY 254900HROIFWPRGM1V77 2022-07-15 2045-02-15 0.125 - 2.375 3087618.96 4193490.85 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-12 2036-07-15 0 - 5.625 7963490.33 8127520.37 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2020-05-01 2022-01-28 1.73 - 1.9 3204.89 3289.92 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 13563000.00 13563000.00 0.0018 N Y 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 21994253.60 21994253.60 0.0029 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 44928180.00 44928180.00 0.0059 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 19983744.00 19983744.00 0.0026 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 29974779.00 29974779.00 0.0039 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 19965226.00 19965226.00 0.0026 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 4990833.50 4990833.50 0.0007 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.61% 31428FEV3 549300B2Q47IR0CR5B54 FHA716000 Financial Company Commercial Paper Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0024 5998830.60 5998830.60 0.0008 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.05% 5148X0E19 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0010 103999720.24 103999720.24 0.0136 N Y Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.69% 60682YEJ9 JBONEPAGQXF4QP29B387 FGF098000 Financial Company Commercial Paper Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0021 11998734.00 11998734.00 0.0016 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 0.0014 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.71% 60682YEE0 JBONEPAGQXF4QP29B387 FGE105000 Financial Company Commercial Paper Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0018 10999238.80 10999238.80 0.0014 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 63986214.40 63986214.40 0.0083 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 0.0039 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 11999841.60 11999841.60 0.0016 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 0.0065 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 21999656.80 21999656.80 0.0029 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 60928343.30 60928343.30 0.0079 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 0.0014 N N N 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 28927500.00 28927500.00 0.0038 N N Y N Fidelity Colchester Street Trust: Prime Reserves Portfolio 2020-05-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer