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US912796WY16 U.S. Treasury Debt Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0014 1239710410.40 1239710410.40 0.0187 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127963N7 US9127963N73 U.S. Treasury Debt Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0014 576840684.53 576840684.53 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127963P2 US9127963P22 U.S. Treasury Debt Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0015 547322062.50 547322062.50 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 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 0.0013 1274507781.68 1274507781.68 0.0192 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 912796XF1 US912796XF18 U.S. Treasury Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0015 771736230.76 771736230.76 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 9127963Q0 US9127963Q05 U.S. Treasury Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0016 649746773.00 649746773.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796XG9 US912796XG90 U.S. Treasury Debt Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0014 664770987.30 664770987.30 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796XH7 US912796XH73 U.S. Treasury Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0016 639737299.20 639737299.20 0.0096 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 0.0011 1202536105.86 1202536105.86 0.0181 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127963G2 US9127963G23 U.S. Treasury Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0013 664856539.55 664856539.55 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127963R8 US9127963R87 U.S. Treasury Debt Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0014 513009828.61 513009828.61 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 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 0.0016 959564400.00 959564400.00 0.0145 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127962G3 US9127962G32 U.S. Treasury Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0016 439482348.50 439482348.50 0.0066 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 0.0020 619586664.60 619586664.60 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912796TJ8 US912796TJ85 U.S. Treasury Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0016 649705940.00 649705940.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127964H9 US9127964H96 U.S. Treasury Debt Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0016 639618841.60 639618841.60 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127964K2 US9127964K26 U.S. Treasury Debt Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0016 659565865.20 659565865.20 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 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 0.0014 1284451382.10 1284451382.10 0.0193 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127962H1 US9127962H15 U.S. Treasury Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0017 664633558.40 664633558.40 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0017 664507860.10 664507860.10 0.0100 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 0.0014 609840637.50 609840637.50 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127963Z0 US9127963Z04 U.S. Treasury Debt Y N/A N/A 2020-09-22 2020-09-22 2020-09-22 N N N 0.0023 614556006.90 614556006.90 0.0093 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 0.0008 619985188.20 619985188.20 0.0093 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.35% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-06-01 2021-07-31 2021-07-31 N N N 0.0017 193409683.03 193409683.03 0.0029 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 2020-06-01 2021-10-31 2021-10-31 N N N 0.0020 117383665.23 117383665.23 0.0018 N Y Y N Bank of Montreal Bank of Montreal, 0.43% 06367BGR4 NQQ6HPCNCCU6TUTQYE16 US06367BGR42 0000927971 Certificate of Deposit Y N/A N/A 2020-08-18 2020-11-17 2020-11-17 N N N 0.0039 248045681.60 248045681.60 0.0037 N N N N Bank of Montreal Bank of Montreal, 0.45% 06367BAM1 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Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BB85 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0028 155006122.50 155006122.50 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BC27 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0029 53001855.00 53001855.00 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BC35 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0029 106003455.60 106003455.60 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.31% 60683BYN7 JBONEPAGQXF4QP29B387 US60683BYN71 0001462160 Certificate of Deposit Y N/A N/A 2020-06-08 2020-06-08 2020-06-08 N N N 0.0014 98004566.80 98004566.80 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.03% 60683BZL0 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0013 136127010.40 136127010.40 0.0021 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.03% 60683BZM8 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0014 137131136.40 137131136.40 0.0021 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.46% 60683BZJ5 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0019 52059966.40 52059966.40 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.46% 60683BZK2 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0019 52061786.40 52061786.40 0.0008 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60710AKD3 RB0PEZSDGCO3JS6CEU02 US60710AKD36 Certificate of Deposit Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0014 465620905.44 465620905.44 0.0070 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 1.46% 60710AL67 RB0PEZSDGCO3JS6CEU02 FHC888000 Certificate of Deposit Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 805990633.00 805990633.00 0.0121 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.67% 63873QGM0 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-07-24 2020-07-24 2020-07-24 N N N 0.0012 628527331.60 628527331.60 0.0095 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.85% 63873QGH1 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0012 235249006.00 235249006.00 0.0035 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.06% 63873QEX8 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0004 780151632.00 780151632.00 0.0118 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.45% 78012URR8 ES7IP3U3RHIGC71XBU11 US78012URR85 0001000275 Certificate of Deposit Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0032 161049958.30 161049958.30 0.0024 N N N N Royal Bank of Canada Royal Bank of Canada, 0.98% 78012URZ0 ES7IP3U3RHIGC71XBU11 US78012URZ02 0001000275 Certificate of Deposit Y N/A N/A 2020-06-10 2020-09-10 2020-09-10 N N N 0.0085 225079560.00 225079560.00 0.0034 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86565B6R7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0017 226008249.00 226008249.00 0.0034 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CED7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0025 310033139.00 310033139.00 0.0047 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CEC9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0026 363035937.00 363035937.00 0.0055 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CEK1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0028 311018006.90 311018006.90 0.0047 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CEH8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0029 39000971.10 39000971.10 0.0006 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CFJ3 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0029 350009100.00 350009100.00 0.0053 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86565CDR7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-17 2020-08-17 2020-08-17 N N N 0.0024 257038215.90 257038215.90 0.0039 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86565B6B2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0011 226012294.40 226012294.40 0.0034 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.42% 86565B6A4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0013 226010757.60 226010757.60 0.0034 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86565CCT4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0019 204120115.20 204120115.20 0.0031 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86565CCV9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0021 177103651.20 177103651.20 0.0027 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.03% 86565CAD1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0019 288251078.40 288251078.40 0.0043 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.03% 86565CAE9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0019 288264009.60 288264009.60 0.0043 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GCY5 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0027 500030700.00 500030700.00 0.0075 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GDJ7 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0030 189001814.40 189001814.40 0.0028 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GDK4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0030 110999722.50 110999722.50 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GEA5 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0031 229993859.00 229993859.00 0.0035 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GEB3 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0031 269992656.00 269992656.00 0.0041 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GEM9 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0030 177000000.00 177000000.00 0.0027 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.49% 86564GCG4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0020 263140389.40 263140389.40 0.0040 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.49% 86564GCH2 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0020 300160260.00 300160260.00 0.0045 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.49% 86564GCF6 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0023 199104216.30 199104216.30 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.50% 86564GCB5 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0017 153084104.10 153084104.10 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.50% 86564GCC3 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0019 254140538.20 254140538.20 0.0038 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.68% 86564GBR1 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0017 111095726.40 111095726.40 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.03% 86564GAA9 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0015 500410100.00 500410100.00 0.0075 N N N N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86959RFH8 NHBDILHZTYCNBV5UYZ31 US86959RFH84 0001448613 Certificate of Deposit Y N/A N/A 2020-06-11 2020-08-11 2020-08-11 N N N 0.0030 463973644.80 463973644.80 0.0070 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 0.0028 123221436.90 123221436.90 0.0019 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.48% 969500TJ5KRTCJQWXH05 XS2131343704 Certificate of Deposit Y N/A N/A 2020-07-03 2020-07-03 2020-07-03 N N N 0.0034 124135904.00 124135904.00 0.0019 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 0.0008 390984594.60 390984594.60 0.0059 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 0.0009 249984575.00 249984575.00 0.0038 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 0.0026 260942449.50 260942449.50 0.0039 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 0.0009 196997990.60 196997990.60 0.0030 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 0.0018 243974941.20 243974941.20 0.0037 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 0.0019 244969424.00 244969424.00 0.0037 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.27% 95001KGQ1 KB1H1DSPRFMYMCUFXT09 US95001KGQ13 Certificate of Deposit Y N/A N/A 2020-06-29 2020-07-27 2020-07-27 N N N 0.0020 170018989.00 170018989.00 0.0026 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.44% 06417LNW3 L3I9ZG2KFGXZ61BMYR72 US06417LNW36 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-06-15 2020-08-13 2020-08-13 N N N 0.0029 239075213.30 239075213.30 0.0036 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.45% 06417LNK9 L3I9ZG2KFGXZ61BMYR72 US06417LNK97 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-06-22 2020-07-21 2020-07-21 N N N 0.0019 131049256.00 131049256.00 0.0020 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.45% 06417LNL7 L3I9ZG2KFGXZ61BMYR72 US06417LNL70 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-06-24 2020-07-24 2020-07-24 N N N 0.0020 256099481.60 256099481.60 0.0039 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.45% 06417LPR2 L3I9ZG2KFGXZ61BMYR72 US06417LPR23 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-08-13 2020-11-13 2020-11-13 N N N 0.0043 236021192.80 236021192.80 0.0036 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.46% 06417LNJ2 L3I9ZG2KFGXZ61BMYR72 US06417LNJ25 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-06-15 2020-07-15 2020-07-15 N N N 0.0019 700245700.00 700245700.00 0.0105 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.47% 06417LPB7 L3I9ZG2KFGXZ61BMYR72 US06417LPB70 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0033 484148200.80 484148200.80 0.0073 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.09% 06417LPD3 L3I9ZG2KFGXZ61BMYR72 US06417LPD37 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-06-08 2020-09-08 2020-09-08 N N N 0.0095 119045315.20 119045315.20 0.0018 N N N 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 0.0009 169989443.00 169989443.00 0.0026 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.30% 12802VH66 969500P04DQJS4BPM574 GAB487000 Financial Company Commercial Paper Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0012 100977153.80 100977153.80 0.0015 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.30% 12802VH74 969500P04DQJS4BPM574 GAB510000 Financial Company Commercial Paper Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0012 506881716.90 506881716.90 0.0076 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.45% 13608CJB9 2IGI19DL77OX0HC3ZE78 US13608CJB90 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-06-22 2020-07-20 2020-07-20 N N N 0.0014 271120351.10 271120351.10 0.0041 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.46% 13608CHZ8 2IGI19DL77OX0HC3ZE78 US13608CHZ86 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-06-15 2020-07-15 2020-07-15 N N N 0.0014 247102826.10 247102826.10 0.0037 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.85% 13608AJA5 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0017 360825853.60 360825853.60 0.0054 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.85% 13608AJE7 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0016 553734080.00 553734080.00 0.0083 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.09% 13608CJK9 2IGI19DL77OX0HC3ZE78 US13608CJK99 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-06-08 2020-09-08 2020-09-08 N N N 0.0095 487181651.00 487181651.00 0.0073 N N N N Citigroup Global Markets, Inc. 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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 0.0014 240935363.80 240935363.80 0.0036 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.59% 31428FHT5 549300B2Q47IR0CR5B54 FHA295000 Financial Company Commercial Paper Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0022 74958750.00 74958750.00 0.0011 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.59% 31428FHU2 549300B2Q47IR0CR5B54 FHA294000 Financial Company Commercial Paper Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0022 69960716.00 69960716.00 0.0011 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.60% 31428FHU2 549300B2Q47IR0CR5B54 FHA293000 Financial Company Commercial Paper Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0022 36979235.60 36979235.60 0.0006 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.61% 63873JFQ8 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0011 215383198.80 215383198.80 0.0032 N N N N Royal Bank of Canada Royal Bank of Canada, 0.44% 78014XEX1 ES7IP3U3RHIGC71XBU11 US78014XEX12 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0031 271082140.10 271082140.10 0.0041 N N N N Royal Bank of Canada Royal Bank of Canada, 0.44% 78014XEY9 ES7IP3U3RHIGC71XBU11 US78014XEY94 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0031 55016868.50 55016868.50 0.0008 N N N N Royal Bank of Canada Royal Bank of Canada, 0.45% 78014XEZ6 ES7IP3U3RHIGC71XBU11 US78014XEZ69 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0032 256079436.80 256079436.80 0.0039 N N N N Royal Bank of Canada Royal Bank of Canada, 0.91% 78013VHX3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0007 563904289.20 563904289.20 0.0085 N N N N Royal Bank of Canada Royal Bank of Canada, 0.91% 78013VJ45 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0008 483895891.60 483895891.60 0.0073 N N N N Royal Bank of Canada Royal Bank of Canada, 1.01% 78013VJE3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0012 535813472.00 535813472.00 0.0081 N N N N Royal Bank of Canada Royal Bank of Canada, 1.34% 78014XFA0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-06-04 2020-09-04 2020-09-04 N N N 0.0121 429753582.00 429753582.00 0.0065 N N N N Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.68% 86563GGN6 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0015 48989122.00 48989122.00 0.0007 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.92% 86960JJ48 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0024 483687723.20 483687723.20 0.0073 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.45% 89120DPQ6 PT3QB789TSUIDF371261 US89120DPQ69 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-06-23 2020-07-23 2020-07-23 N N N 0.0033 646116409.20 646116409.20 0.0097 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.45% 89120DQW2 PT3QB789TSUIDF371261 US89120DQW29 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0031 233076959.90 233076959.90 0.0035 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.47% 89120DRK7 PT3QB789TSUIDF371261 US89120DRK71 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-08-10 2020-11-10 2020-11-10 N N N 0.0045 265023373.00 265023373.00 0.0040 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.48% 89120DQT9 PT3QB789TSUIDF371261 US89120DQT99 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-08-17 2020-08-17 2020-08-17 N N N 0.0035 646190763.80 646190763.80 0.0097 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.94% 89120DR43 PT3QB789TSUIDF371261 US89120DR438 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-06-16 2020-09-16 2020-09-16 N N N 0.0079 248107359.20 248107359.20 0.0037 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.37% 89120DR92 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-07-09 2020-10-09 2020-10-09 N N N 0.0130 224055238.40 224055238.40 0.0034 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 0.0148 86600883.32 86600883.32 0.0013 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.30% 38346LH74 549300Z2ZR7VTUMRPR17 GAC442000 Asset Backed Commercial Paper Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0028 72960258.80 72960258.80 0.0011 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.30% 56274LHS6 549300S0NSJYSOB32S63 GAE200000 Asset Backed Commercial Paper Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0027 51965934.80 51965934.80 0.0008 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.30% 56274LHT4 549300S0NSJYSOB32S63 GAE887000 Asset Backed Commercial Paper Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0027 57960850.00 57960850.00 0.0009 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.31% RUC0QBLBRPRCU4W1NE59 GBA723000 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 30.00 31.92 Corporate Debt Securities PPG INDS INC SR GLBL NT 30 549300BKPEP01R3V6C59 2030-06-15 2030-06-15 2.55 - 2.55 5000000.00 5058641.67 Corporate Debt Securities BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT 26 BVHHEFJI6SHNOKQT2572 2026-02-01 2026-02-01 3.65 - 3.65 32000.00 34449.40 Corporate Debt Securities TEXAS INSTRS INC SR GLBL NT 24 WDJNR2L6D8RWOEB8T652 2024-05-15 2024-05-15 2.625 - 2.625 2500000.00 2672502.08 Corporate Debt Securities MASTERCARD INCORPORATED 3.95%48 AR5L2ODV9HN37376R084 2048-02-26 2048-02-26 3.95 - 3.95 6500000.00 8114887.08 Corporate Debt Securities WALMART INC 3.95%38 Y87794H0US1R65VBXU25 2038-06-28 2043-10-02 3.95 - 4.75 12500000.00 16428640.14 Corporate Debt Securities WELLTOWER INC SR GLBL NT 28 T6IZ0MBEG5ACZDTR7D06 2028-04-15 2028-04-15 4.25 - 4.25 1929114.00 2008177.67 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.543%27 5493009NTB34VXE1T760 2027-04-06 2030-04-06 3.543 - 3.633 8207810.00 9007637.20 Corporate Debt Securities COMMONWEALTH EDISON CO -126 4%49 D8YOXB8L2ZDC8P7Q0771 2049-03-01 2049-03-01 4 - 4 4000000.00 4824351.11 Corporate Debt Securities APPLE INC SR GLBL NT 24 HWUPKR0MPOU8FGXBT394 2024-05-11 2050-05-11 2.65 - 4.25 8419667.00 10091608.74 Corporate Debt Securities PHILLIPS 66 SR GLBL NT3.7%23 5493005JBO5YSIGK1814 2023-04-06 2023-04-06 3.7 - 3.7 12706000.00 13577109.24 Corporate Debt Securities JP MORGAN CHASE BANK NA GLBL NT 2.739%30 8I5DZWZKVSZI1NUHU748 2030-10-15 2030-10-15 2.739 - 2.739 6000000.00 6228886.00 Corporate Debt Securities SABINE PASS LIQUEFACTION LLC SR SEC NT 21 549300KJYBG7C6WJYZ11 2021-02-01 2021-02-01 5.625 - 5.625 3930000.00 4081020.08 Corporate Debt Securities BOOKING HOLDINGS INC SR GLBL NT4.1%25 FXM8FAOHMYDIPD38UZ17 2025-04-13 2025-04-13 4.1 - 4.1 1371685.00 1503584.71 Corporate Debt Securities JOHNSON & JOHNSON SR GLBL NT 47 549300G0CFPGEF6X2043 2047-03-03 2047-03-03 3.75 - 3.75 2250000.00 2847506.25 Corporate Debt Securities EXXON MOBIL CORP SR GLBL COCO 51 J3WHBG0MTS7O8ZVMDC91 2040-03-19 2051-04-15 3.452 - 4.227 6500000.00 7195709.28 Corporate Debt Securities DOLLAR GEN CORP NEW SR GLBL NT 50 OPX52SQVOZI8IVSWYU66 2023-04-15 2050-04-03 3.25 - 4.125 583003.00 621238.00 Corporate Debt Securities GLAXOSMITHKLINE CAP INC SR GLBL NT 25 5493007Q8VD7Q3ZYZS59 2025-05-15 2025-05-15 3.625 - 3.625 5000000.00 5671648.61 Corporate Debt Securities WALGREENS BOOTS ALLIANCE INC SR GLBL NT 46 549300RPTUOIXG4LIH86 2046-06-01 2046-06-01 4.65 - 4.65 510000.00 535873.15 Corporate Debt Securities AT&T INC SR GLBL NT 24 549300Z40J86GGSTL398 2024-04-01 2024-04-01 4.45 - 4.45 2583000.00 2870848.08 Corporate Debt Securities CAMPBELL SOUP CO SR GLBL NT 30 5493007JDSMX8Z5Z1902 2030-04-24 2030-04-24 2.375 - 2.375 1318014.00 1331153.32 Corporate Debt Securities KELLOGG CO SR GLBL NT 23 LONOZNOJYIBXOHXWDB86 2023-12-01 2023-12-01 2.65 - 2.65 1667000.00 1778043.50 Corporate Debt Securities CHEVRON CORP NEW SR GLBL NT 25 2025-05-11 2025-05-11 1.554 - 1.554 3000000.00 3090051.00 Corporate Debt Securities UNILEVER CAP CORP SR GLBL NT3.5%28 MYF1DAS6G5WY7PRWCU78 2028-03-22 2028-03-22 3.5 - 3.5 919000.00 1054758.25 Corporate Debt Securities BANNER HEALTH SR GLBL 2020B 50 PLD0E0WJKFN8IZJ2WD85 2050-01-01 2050-01-01 3.181 - 3.181 7000000.00 7047077.92 Corporate Debt Securities PRUDENTIAL FINL INC SR GLBL NT 47 5PRBRS5FEH7NREC8OR45 2047-12-07 2047-12-07 3.905 - 3.905 3412700.00 3668984.29 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 20831875.00 22841896.33 Corporate Debt Securities ORACLE CORP SR GLBL NT3.6%40 1Z4GXXU7ZHVWFCD8TV52 2040-04-01 2040-04-01 3.6 - 3.6 1000000.00 1109650.00 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT6.8%27 54930070NSV60J38I987 2027-10-01 2027-10-01 6.8 - 6.8 3000000.00 3421173.33 Corporate Debt Securities BOEING CO CR SEN SR GLBL50 RVHJWBXLJ1RFUBSY1F30 2050-05-01 2050-05-01 5.805 - 5.805 6000000.00 6721867.50 Corporate Debt Securities OMNICOM GROUP INC SR GLBL NT 24 2024-11-01 2024-11-01 3.65 - 3.65 3800000.00 4119081.78 Corporate Debt Securities CSX CORP SR GLBL NT 29 549300JVQR4N1MMP3Q88 2029-03-15 2029-03-15 4.25 - 4.25 1000000.00 1182246.11 Corporate Debt Securities PAYPAL HLDGS INC SR GLBL NT 25 5493005X2GO78EFZ3E94 2025-06-01 2025-06-01 1.65 - 1.65 3000000.00 3064542.50 Corporate Debt Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0031 156000000.00 156000000.00 0.0024 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.38% RUC0QBLBRPRCU4W1NE59 GBA722000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-08-01 2500-12-31 0 - 6.875 24651608.00 415813285.73 Equities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0038 385000000.00 385000000.00 0.0058 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.40% RUC0QBLBRPRCU4W1NE59 GBA719000 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 428033.00 455381.26 Corporate Debt Securities DEVON ENERGY CORP NEW SR GLBL NT 25 54930042348RKR3ZPN35 2025-12-15 2025-12-15 5.85 - 5.85 7000000.00 7731430.00 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC SR GLBL NT2.8%20 L2Z2MO2EQURH3BREWI15 2020-06-15 2020-06-15 2.8 - 2.8 4500000.00 4561000.00 Corporate Debt Securities STAPLES INC SR SEC 144A NT26 XQM2JINI1UL7642TU573 2026-04-15 2026-04-15 7.5 - 7.5 1500000.00 1333150.00 Corporate Debt Securities GLOBAL A&T ELECTRONICS LTD SR SEC NT 8.5%23 54930083GODGBHODQ153 2023-01-12 2023-01-12 8.5 - 8.5 6450000.00 5648913.58 Corporate Debt Securities GENERAL MLS INC SR GLBL NT 30 2TGYMUGI08PO8X8L6150 2030-04-15 2030-04-15 2.875 - 2.875 500000.00 540241.11 Corporate Debt Securities GOODYEAR TIRE & RUBR CO SR GLBL NT 23 5493002BI0S2ZQUY3437 2023-11-15 2023-11-15 5.125 - 5.125 4000000.00 3897972.22 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR NT 4.5%20 2020-10-01 2020-10-01 4.5 - 4.5 15436000.00 15512408.20 Corporate Debt Securities ENCANA CORP SR NT 3.9%21 2021-11-15 2021-11-15 3.9 - 3.9 17680000.00 17029847.47 Corporate Debt Securities PEPSICO INC SR GLBL NT 30 FJSUNZKFNQ5YPJ5OT455 2030-03-19 2030-03-19 2.75 - 2.75 1000000.00 1107467.22 Corporate Debt Securities XPLORNET COMMUNICATIONS INC 9.625%22 2138007ZVGYYNWEGU394 2022-06-01 2022-06-01 9.625 - 9.625 19500000.00 20915510.42 Corporate Debt Securities QUALCOMM INC FR 2.9%052024 H1J8DDZKZP6H7RWC0H53 2024-05-20 2024-05-20 2.9 - 2.9 4500000.00 4846117.50 Corporate Debt Securities CINCINNATI BELL INC NEW SR GLBL 144A 24 549300JYVZOCUJOHL272 2024-07-15 2024-07-15 7 - 7 26294000.00 27965129.78 Corporate Debt Securities BANCO MERCANTILE DEL NORTE SA TIER I PERP GLBL 549300QTVYRPFHS0J362 2500-12-31 2500-12-31 7.5 - 7.5 1277806.00 1240004.24 Corporate Debt Securities FORD MTR CO DEL SR GLBL NT 9%25 20S05OYHG0MQM4VUIC57 2023-04-21 2025-04-22 8.5 - 9 8268620.00 8693675.23 Corporate Debt Securities DOLLAR GEN CORP NEW SR GLBL NT3.5%30 OPX52SQVOZI8IVSWYU66 2030-04-03 2030-04-03 3.5 - 3.5 6000000.00 6687686.67 Corporate Debt Securities WALGREENS BOOTS ALLIANCE INC SR GLBL NT 46 549300RPTUOIXG4LIH86 2046-06-01 2046-06-01 4.65 - 4.65 1390000.00 1460517.02 Corporate Debt Securities FINANCIAL & RISK US HLDGS INC 8.25%26 549300NF240HXJO7N016 2026-11-15 2026-11-15 8.25 - 8.25 20115733.00 22242133.61 Corporate Debt Securities HONEYWELL INTL INC SR GLBL NT 25 ISRPG12PN4EIEOEMW547 2025-06-01 2025-06-01 1.35 - 1.35 5000000.00 5095312.50 Corporate Debt Securities PETROBRAS GLBL FIN B V SR GLBL NT 15 549300FNENFFSMO3GT38 2115-06-05 2115-06-05 6.85 - 6.85 11500000.00 11276995.83 Corporate Debt Securities GAP INC SR NT 5.95%21 T2ZG1WRWZ4BUCMQL9224 2021-04-12 2021-04-12 5.95 - 5.95 36351000.00 37851135.09 Corporate Debt Securities REGENCY ENERGY PARTNERS LP SR NT 4.5%23 2023-11-01 2023-11-01 4.5 - 4.5 6000000.00 6262920.00 Corporate Debt Securities SOUTHERN STAR CENT CORP SR 144A NT 22 549300D3EOQ0YB6QHA13 2022-07-15 2022-07-15 5.125 - 5.125 1410000.00 1437616.81 Corporate Debt Securities ORACLE CORP SR GLBL NT2.5%25 1Z4GXXU7ZHVWFCD8TV52 2025-04-01 2025-04-01 2.5 - 2.5 5000000.00 5347038.89 Corporate Debt Securities BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT 26 BVHHEFJI6SHNOKQT2572 2026-02-01 2026-02-01 3.65 - 3.65 2408000.00 2592317.68 Corporate Debt Securities AMERICAN TOWER CORP NEW SR GLBL NT 24 5493006ORUSIL88JOE18 2024-05-15 2024-05-15 3.375 - 3.375 3500000.00 3763453.75 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP SR GLBL NT 26 32SXKSJ72K64GM3HOU64 2026-01-15 2026-01-15 4.125 - 4.125 2600000.00 2649150.83 Corporate Debt Securities BOEING CO CR SEN SR GLBL25 RVHJWBXLJ1RFUBSY1F30 2025-05-01 2025-05-01 4.875 - 4.875 3500000.00 3695283.96 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.543%27 5493009NTB34VXE1T760 2027-04-06 2027-04-06 3.543 - 3.543 400608.00 439645.68 Corporate Debt Securities SPRINT NEXTEL CORP SR NT 7%20 549300JKU50UT08ZWD77 2020-08-15 2020-08-15 7 - 7 284000.00 291765.19 Corporate Debt Securities FIDELITY & GTY LIFE HLDGS INC SR GLBL 144A 25 549300WCR5QBFH98VZ75 2025-05-01 2025-05-01 5.5 - 5.5 17721841.00 19038179.97 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 23 2S72QS2UO2OESLG6Y829 2023-09-15 2023-09-15 5.15 - 5.15 4000000.00 4598384.44 Corporate Debt Securities CARNIVAL CORP SR SEC GLBL 23 F1OF2ZSX47CR0BCWA982 2023-04-01 2023-04-01 11.5 - 11.5 234817.00 254779.18 Corporate Debt Securities CALUMET SPECIALTY PRODS PARTNE SR GLBL NT 23 2023-04-15 2023-04-15 7.75 - 7.75 5592000.00 5015868.67 Corporate Debt Securities MATCH GROUP INC SR GLBL NT 24 549300BIJKT86CPCKK96 2024-06-01 2024-06-01 6.375 - 6.375 4920000.00 5232522.50 Corporate Debt Securities YPF SOCIEDAD ANONIMA SR GLBL REGS 27 5493003N7447U18U5U53 2027-07-21 2027-07-21 6.95 - 6.95 5278000.00 3297278.02 Corporate Debt Securities TWITTER INC SR GLBL 144A 27 549300I8RX485XMK6836 2027-12-15 2027-12-15 3.875 - 3.875 6000000.00 6108051.67 Corporate Debt Securities STARS GROUP HLDGS B V / STAR G SR GLBL 144A 26 2026-07-15 2026-07-15 7 - 7 1000000.00 1086055.56 Corporate Debt Securities MGM RESORTS INTERNATIONAL SR GLBL NT 25 54930066VBP7DZEGGJ87 2025-05-01 2025-05-01 6.75 - 6.75 2000000.00 2054375.00 Corporate Debt Securities JP MORGAN CHASE BANK NA GLBL NT 2.739%30 8I5DZWZKVSZI1NUHU748 2030-10-15 2030-10-15 2.739 - 2.739 4000000.00 4152590.67 Corporate Debt Securities FISERV INC SR GLBL NT3.8%23 GI7UBEJLXYLGR2C7GV83 2023-10-01 2023-10-01 3.8 - 3.8 9000000.00 9861050.00 Corporate Debt Securities GLAXOSMITHKLINE CAP INC SR GLBL NT4.2%43 5493007Q8VD7Q3ZYZS59 2043-03-18 2043-03-18 4.2 - 4.2 3500000.00 4466116.67 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 21 5493003STKEZ2S0RNU91 2021-06-15 2021-06-15 3.375 - 3.375 4322000.00 4449390.95 Corporate Debt Securities AT&T INC SR GLBL NT 42 549300Z40J86GGSTL398 2042-03-15 2042-03-15 5.15 - 5.15 1200000.00 1438399.33 Corporate Debt Securities AUTODESK INC SR GLBL NT 25 FRKKVKAIQEF3FCSTPG55 2025-06-15 2025-06-15 4.375 - 4.375 2292000.00 2583291.55 Corporate Debt Securities CENTENE CORP DEL SR GLBL NT 22 549300Z7JJ4TQSQGT333 2022-05-15 2022-05-15 4.75 - 4.75 3634000.00 3686319.51 Corporate Debt Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0040 289000000.00 289000000.00 0.0044 N Y Y N BNP Paribas BNP Paribas, 0.25% R0MUWSFPU8MPRO8K5P83 GBA724000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2021-02-03 2050-08-15 0 - 8.48 257920053.00 273004255.68 Corporate Debt Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0025 260000000.00 260000000.00 0.0039 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.35% 7VHWWWW4UJS7NUM3PT30 GBA725000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2021-01-15 2500-12-31 0 - 8.875 34796965.00 479533988.45 Equities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0035 444000000.00 444000000.00 0.0067 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.78% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CWALT INC ALT LN TR 2006-OA9 2-A-1A 20460720 FLT 2046-07-20 2046-07-20 0.381 - 0.381 7649.00 765.43 Private Label Collateralized Mortgage Obligations CF MORTGAGE TR 2019-CF2 E 20521118 FLT 2052-11-18 2052-11-18 2.5 - 2.5 8324000.00 4165741.18 Private Label Collateralized Mortgage Obligations VERUS SECURITIZATION TR 2019-1 M-1 20590225 FLT 2059-02-25 2059-02-25 4.461 - 4.461 10000000.00 8400006.67 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2017-P8 D 20500916 3.00000 2050-09-16 2050-09-16 3 - 3 11113.00 4850.25 Private Label Collateralized Mortgage Obligations CWMBS CHL MTG TR 2006-OA5 2-A-2 20460425 FLT 2046-04-25 2046-04-25 0.468 - 0.468 25000000.00 2504.66 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG 2006-C5 XC 144 20491018 FLT 2049-10-18 2049-10-18 0.519 - 0.519 221500000.00 4800.87 Private Label Collateralized Mortgage Obligations CITIGRP COML MTG TR 2020-GC46 E 20530218 2.60000 2053-02-18 2053-02-18 2.6 - 2.6 10014000.00 4612460.64 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2020-RPL1 M-2 20591125 FLT 2059-11-25 2059-11-25 3.5 - 3.5 38645550.00 35982455.09 Private Label Collateralized Mortgage Obligations CWALT INC 2007-5CB 1-A-8 20370425 6.00000 2037-04-25 2037-04-25 6 - 6 38000.00 10104.24 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2017-B1 D 20500817 3.00000 2050-08-17 2050-08-17 3 - 3 19.00 10.85 Private Label Collateralized Mortgage Obligations SALOMON BROS MTG 7 2003-UP2 A-1 20181225 FLT 549300VB2N1G56GWKB41 2033-06-25 2033-06-25 7 - 7 2139935.00 1453.73 Private Label Collateralized Mortgage Obligations CWALT INC 2005-42CB A-7 20351025 FLT 2035-10-25 2035-10-25 5.5 - 5.5 82602.00 2022.76 Private Label Collateralized Mortgage Obligations CWALT INC 2006-45T1 1-A-13 20370225 6.00000 2037-02-25 2037-02-25 6 - 6 50000.00 9887.97 Private Label Collateralized Mortgage Obligations WELLS FARGO COM MTG 2019-C53 D 20521018 2.50000 2052-10-18 2052-10-18 2.5 - 2.5 4318257.00 2138929.61 Private Label Collateralized Mortgage Obligations NOMURA ASSET ALT LN 2007-2 A-4 20470425 FLT 2047-04-25 2047-04-25 0.588 - 0.588 25000.00 4983.66 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2015-LC22 D 20580917 FLT 549300XO83D3BDYP0P62 2058-09-17 2058-09-17 4.536 - 4.536 19763000.00 11716908.62 Private Label Collateralized Mortgage Obligations CSAIL COML MTG TR 2017-C8 D 20500617 FLT 2050-06-17 2050-06-17 4.47 - 4.47 1.00 0.73 Private Label Collateralized Mortgage Obligations BANK 2018-BNK10 D 20610217 2.60000 549300GL0Y86051URC66 2061-02-17 2061-02-17 2.6 - 2.6 10000000.00 5595592.22 Private Label Collateralized Mortgage Obligations TOWD PT MTG TR 2019-HY3 M2 20591027 FLT 2059-10-27 2059-10-27 1.868 - 1.868 300000.00 258061.11 Asset-Backed Securities WELLS FARGO COML TR 2017-C38 D 20500715 3.00000 2050-07-15 2050-07-15 3 - 3 1.00 0.60 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2019-RPL3 M2 20590725 FLT 2059-07-25 2059-07-25 3.5 - 3.5 30275900.00 28044209.59 Private Label Collateralized Mortgage Obligations CD 2007-CD4 MTG TRUST A-J 20491211 FLT 5493006ZXL5DGZK5G872 2049-12-11 2049-12-11 1.299 - 5.398 216267000.00 13464.97 Private Label Collateralized Mortgage Obligations CSAIL COML MTG TR 2017-CX9 D 20500916 FLT 2050-09-16 2050-09-16 4.152 - 4.152 405.00 230.82 Private Label Collateralized Mortgage Obligations SOUND POINT CLO XIX 2018-19 D 20310415 FLT 5493001QI7ZD0IPL4A34 2031-04-15 2031-04-15 3.869 - 3.869 2500000.00 1903271.58 Asset-Backed Securities ELEVATION CLO 2016-5R D-R 20311015 FLT 549300IH854FT1JLRT08 2031-10-15 2031-10-15 4.541 - 4.541 2500000.00 2075416.96 Asset-Backed Securities WAMU MTG CERT 2004-AR2 A 20440425 FLT 2044-04-25 2044-04-25 3.091 - 3.091 250000.00 4532.68 Private Label Collateralized Mortgage Obligations WELLS FARGO CO TR 2018-C43 D 20510317 3.00000 549300RVQJTKIK3XGD11 2051-03-17 2051-03-17 3 - 3 169397.00 101853.73 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-07-03 2020-07-03 2020-08-31 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0078 100000000.00 100000000.00 0.0015 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.03% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TABERNA PREF FDG V 2006-5 A-1LB 20360805 FLT VZLY0S8U2GEIK6ZPGP62 2036-08-05 2036-08-05 1.041 - 1.041 26239600.00 10317251.18 Other Instrument COLLATERALIZED DEBT OBLIGATION AMERICAN HOME MTG 2006-3 I-1A-2 20461225 FLT 2046-12-25 2046-12-25 0.628 - 0.628 89248000.00 4574002.18 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 2007-C2 G 144A 20490115 FLT 2049-01-15 2049-01-15 5.642 - 5.642 2000000.00 427176.46 Private Label Collateralized Mortgage Obligations JP MORGAN MTG ACQ 2006-WMC4 A-1B 20361225 FLT 2036-12-25 2036-12-25 0.398 - 0.398 7.00 0.97 Asset-Backed Securities FIELDSTONE MTG INV 2005-1 M7 20350325 FLT 2035-03-25 2036-02-25 0.843 - 2.043 17746660.00 2912465.81 Asset-Backed Securities WAMU MTG CERT 2003-AR3 B-2 20330425 FLT 2033-04-25 2033-04-25 3.777 - 3.777 7275000.00 174419.85 Private Label Collateralized Mortgage Obligations BEAR STEARNS CMBS 2007-PWR16 D 144A 20400611 FLT 2040-06-11 2040-06-11 5.737 - 5.737 4500000.00 4293222.25 Private Label Collateralized Mortgage Obligations TOWD PT MTG TR 2018-6 B4 20580325 FLT 2058-03-25 2058-03-25 N/A 3339928.00 1522623.08 Asset-Backed Securities TABERNA PREF FDG 2006-6 C 144A 20361205 FLT BUHFNQJBNOAUZ24NY591 2036-12-05 2036-12-05 1.241 - 1.241 18472839.00 1661304.04 Other Instrument COLLATERALIZED DEBT OBLIGATION KODIAK CDO I LTD 2006-1 B 144A 20370807 FLT 2037-08-07 2037-08-07 2.392 - 2.392 9517951.00 6105399.44 Other Instrument COLLATERALIZED DEBT OBLIGATION CITIGROUP MTG LN TR 2005-11 A-1A 20350525 FLT 2035-05-25 2035-05-25 2.57 - 2.57 497320.00 17182.95 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2005-AR11 B-2 20450825 FLT 2045-08-25 2045-08-25 0.798 - 0.798 30000000.00 1433912.69 Private Label Collateralized Mortgage Obligations AEGIS ABS 2005-1 M6 20350325 FLT 2035-03-25 2035-03-25 0.958 - 0.958 8499987.00 2221963.36 Asset-Backed Securities GREENWICH CAP CMBS 2005-GG3 F 144A 20420812 FLT 2042-08-12 2042-08-12 5.287 - 5.287 17899000.00 3708933.00 Private Label Collateralized Mortgage Obligations CWALT INC 2007-OA11 X-P 20471125 FLT 2047-11-25 2047-11-25 0.648 - 0.648 300000000.00 2134394.50 Private Label Collateralized Mortgage Obligations ML-CFC COML MTG TR 2006-4 D 20491212 FLT 2049-12-12 2049-12-12 5.354 - 5.354 1000000.00 242699.43 Private Label Collateralized Mortgage Obligations RENAISSANCE HEQ 2004-4 MF-3 20350225 5.41700 2035-02-25 2035-02-25 5.417 - 5.417 2679995.00 509338.25 Asset-Backed Securities CITICORP MORTGAGE SECS 2005-5 IIIA-1 20350825 5.00000 2035-08-25 2035-08-25 5 - 5 63.00 0.64 Private Label Collateralized Mortgage Obligations LEHMAN MTG TR 2008-3 A1 20370225 FLT 2037-02-25 2037-02-25 0.538 - 0.538 1173.00 96.95 Private Label Collateralized Mortgage Obligations LEHMAN MTG TR 2006-8 4-A2 20361225 FLT 2036-12-25 2036-12-25 7.582 - 7.582 188.00 7.19 Private Label Collateralized Mortgage Obligations GS MTG COML 2005-GG4 E 20390710 FLT 2039-07-10 2039-07-10 5.078 - 5.078 15886989.00 3062573.04 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SEC 2007-A1 A-3 20370325 FLT 2037-03-25 2037-03-25 0.768 - 0.768 26000.00 1239.64 Private Label Collateralized Mortgage Obligations LB-UBS CMBS 2007-C6 D 20400715 FLT 2040-07-15 2040-07-15 6.28 - 6.28 16000000.00 850238.54 Private Label Collateralized Mortgage Obligations LB SMALL BAL COML 2007-2 M3 20370625 FLT 2037-06-25 2037-06-25 1.387 - 1.387 3064993.00 226857.31 Asset-Backed Securities GSR MTG TR 2005-9F 2A-8 20360125 6.00000 2036-01-25 2036-01-25 6 - 6 7095042.00 168803.91 Private Label Collateralized Mortgage Obligations BEAR STEARNS MTG FDG 2007-AR5 I-A-2A 20370625 FLT 2037-06-25 2037-06-25 0.398 - 0.398 113582.00 16804.23 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG II 2005-2 B 144A 20351105 FLT 8Z9UQTNXEECO8ECQHB85 2035-11-05 2035-11-05 1.441 - 1.441 33843888.00 9254969.47 Other Instrument COLLATERALIZED DEBT OBLIGATION ML-CFC COML MTG TR 2007-9 AJ 20490912 FLT 2049-09-12 2049-09-12 5.991 - 5.991 4350000.00 339303.50 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0103 52000000.00 52000000.00 0.0008 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.03% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EMPLOYEES RETIREMENT SYS GOVT INSTL SR PENSION FDG BDS 2008 2038-07-01 2038-07-01 N/A 235000.00 44650.00 Other Instrument MUNICIPAL DEBT INDIANAPOLIS IND MULTIFAMILY H MULTI FAM HSGREV BDS 2009 2029-02-01 2029-02-01 6.5 - 6.5 20000.00 19069.51 Other Instrument MUNICIPAL DEBT PUERTO RICO COMWLTH GO BDS SERI 549300X44HXPLJU48U63 2033-07-01 2037-07-01 N/A 3662.00 2302.48 Other Instrument MUNICIPAL DEBT PUERTO RICO ELEC PWR AUTH PWR PWR REV BDS SERI 5493003BRB67HF8ST418 2028-07-01 2042-07-01 N/A 54962.00 33554.96 Other Instrument MUNICIPAL DEBT LOUISIANA LOC GOVT ENVIRONMENT REV BDS A 5493004WIZ1HV87IVF85 2032-03-01 2032-03-01 5 - 5 15000.00 13765.38 Other Instrument MUNICIPAL DEBT PUERTO RICO PUB BLDGS AUTH REV GOV FAC REV REF BDS D 2033-07-01 2033-07-01 N/A 7861356.00 5709309.80 Other Instrument MUNICIPAL DEBT US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 1.125 - 1.125 86610000.00 102612490.47 U.S. Treasuries (including strips) Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0103 105000000.00 105000000.00 0.0016 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.10% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2021-03-29 2050-04-26 0 - 7.83 2322128250.00 168587295.35 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0110 156000000.00 156000000.00 0.0024 N N N Y 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 51-100 2021-09-25 2073-01-17 0.143 - 7.832 2238854362.00 132855145.50 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 Y CREDIT SUISSE AG 1.0000 62 N N/A N/A Y CREDIT SUISSE AG 1.0000 N/A N/A N 0.0069 126207660.60 126207660.60 0.0019 N N N Y Deutsche Bank AG Deutsche Bank AG, 0.55% 7LTWFZYICNSX8D621K86 GBA727000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TENDER OPT BD TR RCPTS / CTFS CTFS 2017 2022-01-01 2022-01-01 0.33 - 0.33 7725000.00 7735492.77 Other Instrument MUNICIPAL DEBT PORT AUTH N Y & N J CONSOLIDATED BDS TWO 54930006MR4KZ4W74Z83 2059-11-01 2059-11-01 4 - 4 150000.00 161316.17 Other Instrument MUNICIPAL DEBT ANNE ARUNDEL CNTY MD GO CONSOLIDATED WTR SWR 2020 549300L8Q6EFVTZGWW41 2046-10-01 2046-10-01 5 - 5 3910000.00 5041493.18 Other Instrument MUNICIPAL DEBT OHIO ST WTR DEV AUTH WTR POLLU LN FD BDS 2020 2033-12-01 2033-12-01 5 - 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3 7835000.00 8626924.05 Other Instrument MUNICIPAL DEBT TENDER OPT BD TR RCPTS / CTFS CTFS 2015 2044-05-01 2053-07-01 0.26 - 0.31 9680000.00 9688489.26 Other Instrument MUNICIPAL DEBT TENDER OPT BD TR RCPTS / CTFS CTFS 2016 2025-07-01 2047-03-01 0.26 - 0.39 15155000.00 15168721.47 Other Instrument MUNICIPAL DEBT FORT MYERS FLA UTIL REV REF SYS BDS 2019 2049-10-01 2049-10-01 4 - 4 5750000.00 6520928.06 Other Instrument MUNICIPAL DEBT FAIRFIELD CALIF CTFS PARTN COPS 2007 2037-04-01 2037-04-01 N/A 980000.00 665792.40 Other Instrument MUNICIPAL DEBT DEUTSCHE BK SPEARS/LIFERS SER CTFS DBE- 2043-12-01 2048-12-01 0.41 - 0.41 13410000.00 13436576.58 Other Instrument MUNICIPAL DEBT CALIFORNIA EDL FACS AUTH REV REV BDS C 2038-03-01 2038-03-01 4.625 - 4.625 6960000.00 6412356.27 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0055 247000000.00 247000000.00 0.0037 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.30% CYYGQCGNHMHPSMRL3R97 0000853784 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 50000.00 53194.64 Corporate Debt Securities PFIZER INC SR GLBL NT2.7%50 765LHXWGK1KXCLTFYQ30 2050-05-28 2050-05-28 2.7 - 2.7 6972000.00 6972313.74 Corporate Debt Securities ABBVIE INC GLBL 144A NT 44 FR5LCKFTG8054YNNRU85 2044-06-15 2044-06-15 4.85 - 4.85 95000.00 117266.52 Corporate Debt Securities RAYTHEON TECHNOLOGIES CORP SR GLBL NT 30 I07WOS4YJ0N7YRFE7309 2030-07-01 2030-07-01 2.25 - 2.25 17500000.00 17879531.25 Corporate Debt Securities AEP TRANSMISSION CO LLC SR GLBL -I NT 47 549300X123Z1I0LA3Y84 2047-12-01 2047-12-01 3.75 - 3.75 350000.00 401160.08 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO SR GLBL NT 45 549300BX44RGX6ANDV88 2045-10-15 2045-10-15 6.35 - 6.35 3104000.00 3656205.05 Corporate Debt Securities ONEOK INC NEW SR GLBL NT 49 2T3D6M0JSY48PSZI1Q41 2049-09-01 2049-09-01 4.45 - 4.45 340000.00 316777.24 Corporate Debt Securities PUBLIC SVC ELEC GAS CO MTN BE FR 3.8%030146 549300RUHPVD434XUK18 2046-03-01 2046-03-01 3.8 - 3.8 150000.00 176906.83 Corporate Debt Securities TOTAL CAPITAL GLBL NT 3.127%50 549300U37G2I8G4RUG09 2050-05-29 2050-05-29 3.127 - 3.127 2000000.00 2013560.00 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT4.5%50 549300CRGMZK3K53BF92 2050-06-01 2050-06-01 4.5 - 4.5 1400000.00 1574034.00 Corporate Debt Securities NORTHN STS PWR CO MINN 1M GLBL BD3.6%47 3S1GHB0TEH85KX44SB51 2047-09-15 2047-09-15 3.6 - 3.6 300000.00 348204.00 Corporate Debt Securities SCHWAB CHARLES CORP PERP SUB GLBL -G 549300VSGCJ7E698NM85 2500-12-31 2500-12-31 5.375 - 5.375 3710600.00 3926927.46 Corporate Debt Securities SOCIETE GENERALE MTN 144A FR 2.625%012225 O2RNE8IBXP4R0TD8PU41 2025-01-22 2025-01-22 2.625 - 2.625 2594150.00 2635865.01 Corporate Debt Securities BANK AMER CORP FR 3.248%102127 9DJT3UXIJIZJI4WXO774 2022-05-17 2027-10-21 3.248 - 4.45 1025000.00 1099691.82 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL 144A 21 HLYYNH7UQUORYSJQCN42 2021-02-19 2021-02-19 2.875 - 2.875 84000.00 86185.35 Corporate Debt Securities AT&T INC GLBL NT 2.75%31 549300Z40J86GGSTL398 2031-06-01 2031-06-01 2.75 - 2.75 4560000.00 4579409.13 Corporate Debt Securities PAYPAL HLDGS INC SR GLBL NT 29 5493005X2GO78EFZ3E94 2029-10-01 2029-10-01 2.85 - 2.85 85000.00 92061.09 Corporate Debt Securities AMGEN INC SR GLBL NT2.2%27 62QBXGPJ34PQ72Z12S66 2027-02-21 2027-02-21 2.2 - 2.2 545000.00 568963.04 Corporate Debt Securities APPLIED MATLS INC SR GLBL NT 30 41BNNE1AFPNAZELZ6K07 2030-06-01 2050-06-01 1.75 - 2.75 2000000.00 1986640.00 Corporate Debt Securities DISNEY WALT CO SR GLBL COCO 25 549300GZKULIZ0WOW665 2025-03-24 2030-03-22 3.35 - 3.8 5513000.00 6119682.87 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC SR GLBL NT 30 L2Z2MO2EQURH3BREWI15 2030-05-15 2030-05-15 3.625 - 3.625 191000.00 200329.90 Corporate Debt Securities BPCE S A FR 3.25%011128 9695005MSX1OYEMGDF46 2028-01-11 2028-01-11 3.25 - 3.25 81000.00 87377.00 Corporate Debt Securities DELL INTL LLC/EMC CORP 5.3%29 2029-10-01 2029-10-01 5.3 - 5.3 234393.00 255220.90 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT4.2%21 5493008B6JBRUJ90QL97 2021-11-06 2024-01-17 4.2 - 5.1 14000000.00 14338593.33 Corporate Debt Securities CITIGROUP INC SR NT 4.5%22 6SHGI4ZSSLCXXQSBB395 2022-01-14 2042-01-30 3.875 - 5.875 4880000.00 5269503.34 Corporate Debt Securities AMERICAN TOWER CORP NEW SR GLBL NT3.7%49 5493006ORUSIL88JOE18 2049-10-15 2049-10-15 3.7 - 3.7 184000.00 203535.69 Corporate Debt Securities CAROLINA PWR & LT CO 1MTG BD 4.1%42 0NIFZ782LS46WOC9QK20 2042-05-15 2043-03-15 4.1 - 4.1 620000.00 734454.82 Corporate Debt Securities BOEING CO CR SEN SR GLBL50 RVHJWBXLJ1RFUBSY1F30 2050-05-01 2050-05-01 5.805 - 5.805 56500000.00 63297585.62 Corporate Debt Securities ING GROEP N.V. 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Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.40% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SSGA ACTIVE ETF TR BLKSTN GSOSRLN 549300ME4SR63Y3TRD06 2500-12-31 2500-12-31 N/A 32658.00 1414417.98 Equities INVESCO EXCH TRD SLF IDX FD TR BULSHS 2027 CB 5493004CHN912LM2Y554 2500-12-31 2500-12-31 N/A 141321.00 3022149.58 Equities CHURCHILL CAP CORP II CL A 2500-12-31 2500-12-31 N/A 2.00 20.76 Equities J P MORGAN EXCHANGE-TRADED FD DIV RTN EU ETF 549300R7DVI60C533332 2500-12-31 2500-12-31 N/A 35166.00 1897870.24 Equities UNITED STS OIL FD LP UNITS ZR7XWIN3GSRDDWZ9V446 2500-12-31 2500-12-31 N/A 1.00 25.03 Equities ISHARES TR ESG US AGR BD 5493007EK8R2RMXHMX52 2500-12-31 2500-12-31 N/A 128674.00 7137268.11 Equities PRINCIPAL EXCHANGE-TRADED FDS PRNC INVT GRAD 549300GGQ6GKHUYDQW84 2500-12-31 2500-12-31 N/A 1.00 26.08 Equities COGENT COMMUNICATIONS HLDGS IN COM NEW 2500-12-31 2500-12-31 N/A 917514.00 71052284.16 Equities FLEXSHARES TR INT QLTDVDYNAM 5493000GSXOMJAI1QP66 2500-12-31 2500-12-31 N/A 56053.00 1225156.03 Equities BP PLC SPONSORED ADR 213800LH1BZH3DI6G760 2500-12-31 2500-12-31 N/A 1645.00 38262.70 Equities SPDR SER TR PORTFOLIO SHORT 549300D2BO7L1J2SO973 2500-12-31 2500-12-31 N/A 5821.00 181440.57 Equities ISHARES TR IBNDS MAR23 ETF 54930072NH2YOKLOWY24 2500-12-31 2500-12-31 N/A 4624.00 116155.34 Equities PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 5521FA2ITF25TVH63740 2500-12-31 2500-12-31 N/A 611200.00 5940864.00 Equities PIMCO EQUITY SER RAFI DYN MULTI 2500-12-31 2500-12-31 N/A 54937.00 1222683.37 Equities WISDOMTREE TR EURO QTLY DIV GR 549300LSUB2LB4VM4S72 2500-12-31 2500-12-31 N/A 67614.00 1687577.83 Equities SPDR SER TR BLOOMBERG BRCLYS 549300NCLW2248PN7J24 2500-12-31 2500-12-31 N/A 476736.00 48393471.36 Equities ETF SER SOLUTIONS LONCAR CHINA BIO 549300S2BTS54P9J7P47 2500-12-31 2500-12-31 N/A 9437.00 241814.63 Equities ISHARES TR MSCI CHINA ETF 549300Q0IWAYMYXW0R77 2500-12-31 2500-12-31 N/A 197965.00 11727446.60 Equities ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 549300TLGDBYE711G509 2500-12-31 2500-12-31 N/A 1717440.00 7281945.60 Equities NATIONAL GRID PLC SPONSORED ADR NE 8R95QZMKZLJX5Q2XR704 2500-12-31 2500-12-31 N/A 448209.00 25592733.90 Equities ORIX CORP SPONSORED ADR 35380016EMHNBOVYE123 2500-12-31 2500-12-31 N/A 31674.00 2128809.54 Equities GLOBAL X FDS GLB X SUPERDIV 549300WHBWBK1U3N4G54 2500-12-31 2500-12-31 N/A 31592.00 337086.64 Equities JOHN HANCOCK ETF TRUST MULTFCTR EMRNG 549300US1GNMBSYP4G11 2500-12-31 2500-12-31 N/A 15430.00 330143.37 Equities PIMCO ETF TR ENHAN SHRT MA AC 549300GQB1D1UUTM2872 2500-12-31 2500-12-31 N/A 389863.00 39385293.29 Equities ISHARES TR MSCI UAE ETF 549300W8A4HMFQBPVC48 2500-12-31 2500-12-31 N/A 208544.00 2129234.24 Equities PROSHARES TR PSHS SH MSCI EAF E9YLGGCRV6TSIDLNI588 2500-12-31 2500-12-31 N/A 2881.00 75251.72 Equities ISHARES TR GLB CNSM STP ETF 549300T14S5IX7V5T008 2500-12-31 2500-12-31 N/A 849828.00 50117640.69 Equities INVESCO EXCH TRADED FD TR II FNDMNTL HY CRP 549300RRYSNQ6NV1FH31 2500-12-31 2500-12-31 N/A 441612.00 7949016.00 Equities RATTLER MIDSTREAM LP COM UNITS 549300I45NRVEEN9M219 2500-12-31 2500-12-31 N/A 230654.00 1988237.48 Equities VANECK VECTORS ETF TR AGRIBUSINESS ETF 549300PY1GVOA1FO5J32 2500-12-31 2500-12-31 N/A 64028.00 3763565.84 Equities TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 549300ZLMVP4X0OGR454 2500-12-31 2500-12-31 N/A 8073792.00 155178282.24 Equities NEW ORIENTAL ED & TECHNOLOGY G SPON ADR 529900NHZVBZQZ8EKN29 2500-12-31 2500-12-31 N/A 133624.00 15378786.16 Equities SILICON MOTION TECHNOLOGY CORP SPONSORED ADR 5299005RBVBZQJTYFC89 2500-12-31 2500-12-31 N/A 60441.00 2734955.25 Equities ISHARES TR MSCI GLOBAL IMP 549300YK9FFMOJKNA086 2500-12-31 2500-12-31 N/A 317434.00 6820849.84 Equities NOVARTIS AG SPONSORED ADR 5493007HIVTX6SY6XD66 2500-12-31 2500-12-31 N/A 675286.00 58263676.08 Equities Y N/A N/A 2020-06-05 2020-06-05 2020-06-10 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0040 495000000.00 495000000.00 0.0075 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.40% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-06-01 2120-10-01 0.75 - 8.45 464950178.00 495737666.67 Corporate Debt Securities Y N/A N/A 2020-06-05 2020-06-05 2020-06-08 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0040 472000000.00 472000000.00 0.0071 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. 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6 85901.74 1291.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2029-02-01 5.5 - 6.5 316876.58 2705.60 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 1568688.80 2332012.63 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2022-10-01 8.5 - 8.5 261321.70 875.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2023-05-01 4.5 - 5 456061.41 5676.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 4.5 - 4.5 65628.53 2512.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 127390.99 821.88 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2050-02-15 0 - 8.75 57844527.22 71221938.15 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 2860.63 34.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.2 - 4.2 215.52 251.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 3337.04 3379.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-11-18 2036-07-15 1.125 - 5.625 986930.79 1231380.57 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 3 545246.08 568478.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2057-09-01 0 - 10.5 12244190.14 8157878.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 1109.34 1040.60 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 1047776.22 919613.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2029-07-01 5 - 5.5 46162.44 2323.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-03-01 4.5 - 4.5 55617.40 1241.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 90179000.00 90179000.00 0.0014 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.07%, dated 5/29/2020 due 06/01/2020 MBNUM2BPBDO7JBLYG310 GBA948000_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 2043-07-01 2047-02-01 3.5 - 5 1113516.22 750478.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-09-01 4 - 4 41232.24 33715.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 1214224.90 970297.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-12-01 3.5 - 4 226324.68 149921.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2046-08-01 3.5 - 4 425331.10 301869.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2047-02-01 3.5 - 4 294449.40 222911.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 5090.40 2338.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2048-07-01 4 - 4.5 499148.56 422309.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 54401.72 60202.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-08-01 3.5 - 5 212954.90 167589.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 5.5 - 5.5 25594.17 14121.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-03-01 3 - 3.5 269791.20 85641.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 4 - 4 24897.27 6276.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-06-01 2048-09-01 2.5 - 6 47685552.86 29069713.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-01 2047-07-01 3 - 4 182398.70 138322.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 43552.19 40941.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-03-01 3 - 4.5 151919.63 91053.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 8908.20 6355.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.04 - 4.04 222705.00 243220.19 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2022-01-31 1.5 - 2.75 1691186.14 1750613.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-06-01 3 - 4.5 68863.95 52240.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 1311115.32 860279.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 4 - 4 176470.17 146704.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2044-05-01 4 - 5 761466.17 325666.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2048-09-01 2.5 - 5 14526027.42 8651650.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-10-01 2045-01-01 4 - 4 72102.69 29113.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-06-01 3.5 - 4 122753.60 56395.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2044-07-01 4 - 5 25452.00 10919.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 27129.24 7026.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2048-08-01 3 - 4.5 491744.14 372578.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 4 - 4.5 164699.89 68697.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2048-08-01 3 - 5 592588.91 322960.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0007 44541000.00 44541000.00 0.0007 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.07%, dated 5/29/2020 due 06/01/2020 MBNUM2BPBDO7JBLYG310 GBA806000_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 2043-07-01 2047-02-01 3.5 - 5 3374223.39 2274130.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 3679395.03 2940236.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2046-08-01 3.5 - 4 1288856.06 914738.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2047-02-01 3.5 - 4 892252.89 675476.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 15425.14 7087.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 3972996.43 2606854.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 4 - 4 534747.28 444551.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2044-05-01 4 - 5 2307426.60 986848.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2048-07-01 4 - 4.5 1512540.84 1279698.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-10-01 2045-01-01 4 - 4 218488.59 88220.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 5.5 - 5.5 77556.54 42790.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-06-01 3.5 - 4 371973.08 170891.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-03-01 3 - 3.5 817532.57 259513.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2044-07-01 4 - 5 77125.71 33087.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-06-01 2048-09-01 2.5 - 6 144498755.51 88088259.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-01 2047-07-01 3 - 4 552712.18 419150.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 82208.14 21290.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 26994.00 19257.42 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2022-01-31 1.5 - 2.75 5124702.92 5304782.07 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-09-01 4 - 4 124943.66 102164.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-12-01 3.5 - 4 685818.51 454298.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-06-01 3 - 4.5 208674.42 158300.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 164850.35 182428.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2048-09-01 2.5 - 5 44017375.46 26216593.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-08-01 3.5 - 5 645304.84 507837.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 4 - 4 75444.76 19018.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 131973.67 124063.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-03-01 3 - 4.5 460353.21 275914.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2048-08-01 3 - 4.5 1490103.66 1129001.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 4 - 4.5 499080.50 208171.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2048-08-01 3 - 5 1795687.70 978649.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.04 - 4.04 674850.00 737015.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0007 134970000.00 134970000.00 0.0020 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.07%, dated 5/29/2020 due 06/01/2020 1VUV7VQFKUOQSJ21A208 GBA806000_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 MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 172881.85 168766.08 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2050-05-15 0 - 8.75 52820199.17 57021582.57 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-21 2025-02-21 1.95 - 1.95 185202.71 186838.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-03-12 2047-08-01 1.2 - 5.5 5642271.01 3996989.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 492288.97 361941.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-15 2050-01-20 3 - 5 48678016.55 19433828.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 318548.66 303027.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 263599.48 150737.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2050-05-01 2 - 5.5 27610597.12 17156450.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 96796000.00 96796000.00 0.0015 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.07%, dated 5/29/2020 due 06/01/2020 1VUV7VQFKUOQSJ21A208 GBA948000_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 MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 42193.49 41188.99 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2050-05-15 0 - 8.75 12891280.48 13916668.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-03-12 2047-08-01 1.2 - 5.5 1377050.81 975504.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-15 2050-01-20 3 - 5 11880340.75 4743013.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 64334.00 36788.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 77744.88 73956.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-21 2025-02-21 1.95 - 1.95 45200.51 45599.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 120147.89 88335.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2050-05-01 2 - 5.5 6738633.27 4187197.78 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 23624000.00 23624000.00 0.0004 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.07%, dated 5/29/2020 due 06/01/2020 ZBUT11V806EZRVTWT807 GBA948000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2040-05-15 0 - 4.75 32709956.28 39014636.37 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2058-05-01 2 - 7.5 23365622.48 19666257.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 57530000.00 57530000.00 0.0009 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.07%, dated 5/29/2020 due 06/01/2020 ZBUT11V806EZRVTWT807 GBA806000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2040-05-15 0 - 4.75 731183.80 872115.81 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2058-05-01 2 - 7.5 522304.72 439610.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 1286000.00 1286000.00 0.0000 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.07%, dated 5/29/2020 due 06/01/2020 ZOMOLU8CGIZRYZ7PFU34 GBA948000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-08 2050-02-15 0 - 4.5 20748024.67 22199972.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 32694.92 31356.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 346979.06 377843.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 55472.09 60875.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-11-01 2056-06-01 3.5 - 6 20437484.18 13158866.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 3.5 221303.78 241517.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-10-01 4 - 4.5 297414.70 267454.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 43335.44 44663.92 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 35669000.00 35669000.00 0.0005 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.07%, dated 5/29/2020 due 06/01/2020 7TK5RJIZDFROZCA6XF66 GBA806000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 102609110.92 119681538.45 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3.5 - 3.5 10264.05 6571.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-08-01 2049-03-01 2.5 - 5 757767.24 467174.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-20 2049-06-15 3.5 - 4 73783005.76 45444655.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 162064000.00 162064000.00 0.0024 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.07%, dated 5/29/2020 due 06/01/2020 OXTKY6Q8X53C9ILVV871 GBA948000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 8.42 8.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 2073.36 2219.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-04-01 4.126 - 4.126 22175.59 12760.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-10-20 2070-02-20 2 - 5.5 1503480.31 1578444.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3 - 4 127573.38 134276.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-10-01 2050-06-01 2.5 - 6 1257589.85 1323921.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-05-01 3 - 4.5 129574.54 135993.80 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2040-02-15 0 - 8.75 3983710.39 4532378.87 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 4 4454.04 4759.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2030-04-01 3 - 3 6460.82 6772.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 4485.11 4763.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-05-01 3 - 4 137389.57 147060.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 4 - 4 1460.28 1590.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 1141.12 1207.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3.5 - 4 8767.07 9437.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4.5 14434.27 15618.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3.5 - 5 43612.73 45754.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.83 - 1.83 8341.10 8688.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-11-01 2.6 - 2.7 532.00 579.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 7810000.00 7810000.00 0.0001 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.07%, dated 5/29/2020 due 06/01/2020 5U0XI89JRFVHWIBS4F54 GBA948000_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 16051354.56 13230537.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 12971000.00 12971000.00 0.0002 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.07%, dated 5/29/2020 due 06/01/2020 VYVVCKR63DVZZN70PB21 GBA806000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2047-11-15 1.375 - 7.5 60410577.85 76183191.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.675 - 3.675 199537.09 137312.83 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 74234000.00 74234000.00 0.0011 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.07%, dated 5/29/2020 due 06/01/2020 VYVVCKR63DVZZN70PB21 GBA948000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2047-11-15 1.375 - 7.5 85012951.28 107209005.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.675 - 3.675 280799.12 193233.86 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 104466000.00 104466000.00 0.0016 N Y Y N Chicago O'Hare Int'l. Arpt. Rev. Chicago O'Hare Int'l. Arpt. Rev., 0.16% Series 2005 D, LOC Barclays Bank PLC VRDN 1675927A6 US1675927A61 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2035-01-01 Y BARCLAYS BANK PLC 1.0000 7 N N/A N/A Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0016 41600000.00 41600000.00 0.0006 N N Y N Illinois Dev. Fin. Auth. Rev. Illinois Dev. Fin. Auth. Rev., 0.13% (Lyric Opera of Chicago Proj.) LOC BMO Harris Bank NA, LOC Northern Trust Co. VRDN 451908PR2 US451908PR26 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2028-12-01 Y NORTHERN TRUST CO CHICAGO 0.3700 7 N N/A N/A BMO HARRIS BANK NA 0.6300 7 N N/A N/A N N 0.0013 21400000.00 21400000.00 0.0003 N N Y N New York City Gen. Oblig. New York City Gen. Oblig., 0.13% Series D5, LOC PNC Bank NA VRDN 64966LCN9 549300ABYZD2SFD5JB29 US64966LCN91 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2041-08-01 Y PNC BANK NA PITTSBURGH PA 1.0000 7 N N/A N/A Y PNC BANK NA PITTSBURGH PA 1.0000 N/A N/A N 0.0013 11900000.00 11900000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Mtg. Rev. New York City Hsg. Dev. Corp. Multi-family Mtg. Rev., 0.14% (Related-Upper East Proj.) Series A, LOC Landesbank Baden-Wurttemberg VRDN 64970VBR3 US64970VBR33 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2036-12-01 Y LANDESBANK BADEN-WUERT (UNGTD) 1.0000 7 N N/A N/A Y LANDESBANK BADEN-WUERT (UNGTD) 1.0000 N/A N/A N 0.0014 23500000.00 23500000.00 0.0004 N N Y N Clark County Arpt. Rev. Clark County Arpt. Rev., 0.12% Series 2008 D 2A, LOC Wells Fargo Bank NA VRDN 18085PMX9 US18085PMX95 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2040-07-01 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0012 10900000.00 10900000.00 0.0002 N N Y N Clark County Arpt. Rev. Clark County Arpt. Rev., 0.15% Series 2008 B2, LOC State Street Bank & Trust Co., Boston VRDN 18085PNY6 US18085PNY69 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2022-07-01 Y State St Bk & Tr Co Boston 1.0000 7 N N/A N/A Y State St Bk & Tr Co Boston 1.0000 N/A N/A N 0.0015 14285000.00 14285000.00 0.0002 N N Y N Green Bay Redev. Auth. Green Bay Redev. Auth., 0.19% (Green Bay Packaging, Inc. Proj.) LOC Wells Fargo Bank NA VRDN 39269DAA3 US39269DAA37 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2047-07-01 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0019 18700000.00 18700000.00 0.0003 N N Y N Louisiana Offshore Term. Auth. Deepwater Port Rev. Louisiana Offshore Term. Auth. Deepwater Port Rev., 0.15% (LOOP LLC Proj.) Series 2013 B, LOC JPMorgan Chase Bank VRDN 546510FH6 US546510FH68 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2033-09-01 Y JPMORGAN CHASE BANK NA 1.0000 7 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0015 13900000.00 13900000.00 0.0002 N N Y N Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.15% (Catholic Healthcare West Proj.) Series 2008 B, LOC Barclays Bank PLC VRDN 040507JU0 US040507JU09 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2035-07-01 Y BARCLAYS BANK PLC 1.0000 7 N N/A N/A Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0015 13795000.00 13795000.00 0.0002 N N Y N Philadelphia Gas Works Rev. Philadelphia Gas Works Rev., 0.13% (1998 Gen. Ordinance Proj.) Eighth Series C, LOC Barclays Bank PLC VRDN 7178232R8 US7178232R87 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2031-08-01 Y BARCLAYS BANK PLC 1.0000 7 N N/A N/A Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0013 11300000.00 11300000.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384ZZ5 2549001DPIFGXC1TOL40 US313384ZZ52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0013 89981150.40 89981150.40 0.0014 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.34% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-06-03 2020-06-05 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0034 228000000.00 228000000.00 0.0034 N N Y N Fidelity Colchester Street Trust: Money Market Portfolio 2020-06-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer