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Mitsubishi UFJ Trust & Banking Corp., 0.26% 60683BYV9 JBONEPAGQXF4QP29B387 US60683BYV97 0001462160 Certificate of Deposit Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0015 11000462.00 11000462.00 0.0018 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 12000559.20 12000559.20 0.0020 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 57002559.30 57002559.30 0.0095 N N N N Royal Bank of Canada Royal Bank of Canada, 1.35% 78012UUP8 ES7IP3U3RHIGC71XBU11 0001000275 Certificate of Deposit Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0011 100426010.00 100426010.00 0.0168 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 28001022.00 28001022.00 0.0047 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 27001468.80 27001468.80 0.0045 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 27001285.20 27001285.20 0.0045 N N Y 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 56996762.40 56996762.40 0.0095 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 1.25% 89114NJK2 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y N/A N/A 2020-09-16 2020-09-16 2020-09-16 N N N 0.0019 145460302.50 145460302.50 0.0244 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 1.25% 89114NJL0 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y N/A N/A 2020-11-10 2020-11-10 2020-11-10 N N N 0.0022 60275934.00 60275934.00 0.0101 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 22999765.40 22999765.40 0.0039 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 29996919.00 29996919.00 0.0050 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 29996256.00 29996256.00 0.0050 N N N N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.07%, dated 5/29/2020 due 06/01/2020 B4TYDEB6GKMZO031MB27 GBA803000_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 2045-07-20 3 - 5.25 129680224.47 28911059.98 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 28266000.00 28266000.00 0.0047 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.07% 3Y4U8VZURTYWI1W2K376 GBA521000 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 2033-01-15 2043-05-01 2.25 - 4 4643927.00 938023.42 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-05-06 2021-05-06 1.25 - 1.25 87000.00 87926.17 Agency Debentures and Agency Strips Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 1000000.00 1000000.00 0.0002 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 5/29/2020 due 06/01/2020 8NAV47T0Y26Q87Y0QP81 GBA942000_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 2040-05-15 2048-05-15 3.125 - 4.375 115721.13 164115.90 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5 - 5 249738.06 152187.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 3 - 3.5 457693.58 488846.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 2.5 - 2.5 184097.38 192871.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2048-08-01 4 - 4.5 992663.91 735385.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3.5 - 3.5 165703.07 179478.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2 - 5 4922441.17 4305865.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-05-01 2 - 5 380410.75 362663.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 6451000.00 6451000.00 0.0011 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.07%, dated 5/29/2020 due 06/01/2020 8NAV47T0Y26Q87Y0QP81 GBA803000_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 2040-05-15 2048-05-15 3.125 - 4.375 453520.62 643183.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5 - 5 978744.03 596435.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2048-08-01 4 - 4.5 3890331.56 2882035.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-05-01 2 - 5 1490861.03 1421307.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 3 - 3.5 1793738.80 1915830.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 2.5 - 2.5 721492.80 755880.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3.5 - 3.5 649403.97 703389.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2 - 5 19291452.11 16875042.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0007 25282000.00 25282000.00 0.0042 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.05%, dated 5/29/2020 due 06/01/2020 E57ODZWZ7FF32TWEFA76 GBA942000_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 2023-02-01 2023-05-01 4.5 - 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6 51908.36 157.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 3689.34 4113.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 11116.11 71.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 249.62 2.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 4 4757.88 5152.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 291.19 294.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 13648.70 14612.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-11-18 2036-07-15 1.125 - 5.625 86119.37 107450.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2021-01-05 2029-10-03 0.17 - 3.5 29633.41 30734.68 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2048-08-15 2.5 - 10 1318027.05 28072.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2057-09-01 0 - 10.5 1068425.38 711854.68 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 91428.73 80245.28 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2029-02-01 5.5 - 6.5 27650.58 236.09 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 136883.45 203490.92 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2022-10-01 8.5 - 8.5 22802.87 76.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-10-01 2024-10-01 5.5 - 5.5 1604.01 35.44 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2050-02-15 0 - 8.75 5047500.91 6214810.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-08-24 2046-09-01 0 - 10 1511256.10 590085.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 96.80 90.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2029-07-01 5 - 5.5 4028.12 202.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2024-02-01 5.5 - 6 7495.77 112.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2023-05-01 4.5 - 5 39795.82 495.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 4.5 - 4.5 5726.73 219.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.2 - 4.2 18.81 21.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 3 - 3 215.74 224.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 3 47578.06 49605.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-03-01 4.5 - 4.5 4853.16 108.29 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 7869000.00 7869000.00 0.0013 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 5/29/2020 due 06/01/2020 MBNUM2BPBDO7JBLYG310 GBA942000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2022-01-31 1.5 - 2.75 147586.28 152772.38 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-09-01 4 - 4 3598.25 2942.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 105962.87 84675.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-06-01 3 - 4.5 6009.61 4558.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2047-02-01 3.5 - 4 25695.98 19453.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 444.23 204.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 114418.29 75074.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 4 - 4 15400.18 12802.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2044-05-01 4 - 5 66451.56 28420.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 4747.52 5253.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-10-01 2045-01-01 4 - 4 6292.25 2540.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-03-01 3 - 3.5 23544.11 7473.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2044-07-01 4 - 5 2221.14 952.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-06-01 2048-09-01 2.5 - 6 4161418.56 2536853.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 3800.71 3572.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 2367.51 613.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-03-01 3 - 4.5 13257.71 7946.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2048-08-01 3 - 4.5 42913.48 32514.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2047-02-01 3.5 - 5 97174.23 65492.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-12-01 3.5 - 4 19750.88 13083.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2046-08-01 3.5 - 4 37117.76 26343.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2048-07-01 4 - 4.5 43559.65 36854.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2048-09-01 2.5 - 5 1267656.06 755011.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-08-01 3.5 - 5 18584.13 14625.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 5.5 - 5.5 2233.55 1232.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-06-01 3.5 - 4 10712.45 4921.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 4 - 4 2172.73 547.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-01 2047-07-01 3 - 4 15917.55 12071.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 777.40 554.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 4 - 4.5 14373.02 5995.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2048-08-01 3 - 5 51714.00 28184.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.04 - 4.04 19435.00 21225.32 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 0.0005 3887000.00 3887000.00 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 GBA803000_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 294447.68 198449.38 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2022-01-31 1.5 - 2.75 447201.24 462915.63 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-12-01 3.5 - 4 59847.15 39643.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2046-08-01 3.5 - 4 112470.52 79823.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2047-02-01 3.5 - 4 77861.41 58944.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 1346.06 618.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 346698.91 227484.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 4 - 4 46664.10 38793.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2044-05-01 4 - 5 201354.90 86116.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 14385.47 15919.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2048-09-01 2.5 - 5 3841125.05 2287760.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-10-01 2045-01-01 4 - 4 19066.15 7698.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-06-01 3.5 - 4 32459.80 14912.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 4 - 4 6583.60 1659.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-06-01 2048-09-01 2.5 - 6 12609515.76 7686919.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-01 2047-07-01 3 - 4 48231.78 36576.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 7173.80 1857.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-03-01 3 - 4.5 40172.19 24077.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 4 - 4.5 43551.68 18165.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2048-08-01 3 - 5 156698.60 85400.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-09-01 4 - 4 10903.06 8915.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-06-01 3 - 4.5 18209.73 13813.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-08-01 3.5 - 5 56311.78 44315.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 5.5 - 5.5 6767.88 3734.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-03-01 3 - 3.5 71341.03 22646.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 11516.53 10826.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 2355.60 1680.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2048-08-01 3 - 4.5 130032.16 98521.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.04 - 4.04 58890.00 64314.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 321078.13 256576.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2048-07-01 4 - 4.5 131990.12 111671.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2044-07-01 4 - 5 6730.29 2887.37 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 11778000.00 11778000.00 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 0.05%, dated 5/29/2020 due 06/01/2020 1VUV7VQFKUOQSJ21A208 GBA942000_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 5474.22 5343.90 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2050-05-15 0 - 8.75 1672526.87 1805561.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-21 2025-02-21 1.95 - 1.95 5864.36 5916.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-03-12 2047-08-01 1.2 - 5.5 178659.87 126562.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 15588.10 11460.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-15 2050-01-20 3 - 5 1541366.59 615363.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 8346.75 4773.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2050-05-01 2 - 5.5 874276.62 543250.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 10086.69 9595.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 3065000.00 3065000.00 0.0005 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.07%, dated 5/29/2020 due 06/01/2020 1VUV7VQFKUOQSJ21A208 GBA803000_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 29514.37 28811.72 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2050-05-15 0 - 8.75 9017457.24 9734716.85 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-03-12 2047-08-01 1.2 - 5.5 963247.74 682365.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-15 2050-01-20 3 - 5 8310304.39 3317740.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2050-05-01 2 - 5.5 4713677.40 2928946.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 54382.58 51732.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-21 2025-02-21 1.95 - 1.95 31617.78 31896.98 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 84043.51 61790.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 45001.67 25733.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 16525000.00 16525000.00 0.0028 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.07% 7LTWFZYICNSX8D621K86 GBA672000 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 6928073.00 7210042.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 7000000.00 7000000.00 0.0012 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.07% 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 2050-06-01 2050-06-01 3.5 - 3.5 2294250.00 2425171.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-07-20 2054-12-15 2 - 6 127294952.00 36335054.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 38000000.00 38000000.00 0.0064 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 5/29/2020 due 06/01/2020 CYYGQCGNHMHPSMRL3R97 GBA942000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2039-05-15 0.43 - 6.625 2443087.34 2672412.04 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 2620000.00 2620000.00 0.0004 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 5/29/2020 due 06/01/2020 ZBUT11V806EZRVTWT807 GBA942000_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 306838493.98 365980075.37 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2058-05-01 2 - 7.5 219183185.41 184480981.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 539665000.00 539665000.00 0.0904 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 GBA803000_00267 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 2025-11-01 2058-05-01 2 - 7.5 8035613.43 6763373.99 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2040-05-15 0 - 4.75 11249200.16 13417427.09 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 19785000.00 19785000.00 0.0033 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 5/29/2020 due 06/01/2020 ZOMOLU8CGIZRYZ7PFU34 GBA942000_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 2317422.14 2479595.51 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 3651.81 3502.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 3.5 24718.22 26975.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-10-01 4 - 4.5 33219.33 29872.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 6195.88 6799.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 38755.35 42202.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 4840.29 4988.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-11-01 2056-06-01 3.5 - 6 2282736.75 1469761.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 3984000.00 3984000.00 0.0007 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 GBA803000_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 2049-12-01 2050-01-01 3.5 - 3.5 75674.74 82586.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-10-01 4 - 4.5 101700.83 91455.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 14818.53 15272.81 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-09-08 2050-02-15 0 - 4.5 7094778.57 7591271.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 118649.35 129203.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 18968.66 20816.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 11180.02 10722.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-11-01 2056-06-01 3.5 - 6 6988589.38 4499669.01 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 12197000.00 12197000.00 0.0020 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.07%, dated 5/29/2020 due 06/01/2020 K5HU16E3LMSVCCJJJ255 GBA803000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2046-08-15 2046-08-15 2.25 - 2.25 131216.00 155392.23 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4.5 - 4.5 238176.90 176815.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-03-15 2029-09-15 0 - 0 188800.00 166520.18 Agency Debentures and Agency Strips RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 1835136.00 1662195.22 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2035-05-01 0 - 2.5 273468.92 247797.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 2360000.00 2360000.00 0.0004 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 GBA803000_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 8953858.02 10443629.16 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3.5 - 3.5 895.66 573.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-20 2049-06-15 3.5 - 4 6438439.55 3965583.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-08-01 2049-03-01 2.5 - 5 66124.15 40766.46 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 14142000.00 14142000.00 0.0024 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.07% 9R7GPTSO7KV3UQJZQ078 0000068136 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 2022-04-01 2048-08-01 3 - 5.5 16011989.00 14884075.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4 - 4 1958567.00 2125874.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 4 - 4 466171.00 429190.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2035-04-01 2 - 2 1829898.00 1877545.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 960000.00 1008911.06 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2023-01-03 2023-01-03 1.625 - 1.625 4000.00 4159.77 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 2.5 - 2.5 750608.00 786383.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-07-01 2047-02-01 3 - 5.5 910991.00 732515.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 4 - 4 2254929.00 2562206.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2023-11-01 4 - 4 2795899.00 69281.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 24000000.00 24000000.00 0.0040 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 5/29/2020 due 06/01/2020 OXTKY6Q8X53C9ILVV871 GBA942000_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 2048-11-01 2048-11-01 4.5 - 4.5 391.66 415.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-05-01 3 - 4 11997.40 12841.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-10-20 2070-02-20 2 - 5.5 131289.83 137836.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3 - 4 11140.21 11725.57 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2040-02-15 0 - 8.75 347873.30 395785.20 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 99.65 105.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2030-04-01 3 - 3 564.18 591.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4.5 1260.46 1363.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3.5 - 5 3808.44 3995.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.83 - 1.83 728.38 758.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-11-01 2.6 - 2.7 46.46 50.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 0.73 0.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 181.05 193.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-04-01 4.126 - 4.126 1936.46 1114.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 4 - 4 127.52 138.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-10-01 2050-06-01 2.5 - 6 109817.71 115610.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-05-01 3 - 4.5 11314.96 11875.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 4 388.94 415.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3.5 - 4 765.58 824.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 682000.00 682000.00 0.0001 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 GBA803000_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 2043-04-01 2043-04-01 4.126 - 4.126 81992.91 47181.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-05-01 3 - 4 507989.58 543746.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-10-20 2070-02-20 2 - 5.5 5559027.02 5836203.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3 - 4 471694.82 496479.97 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2040-02-15 0 - 8.75 14729526.88 16758195.23 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3.5 - 5 161255.42 169175.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.83 - 1.83 30840.70 32126.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 31.12 32.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 7666.11 8207.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 16583.44 17612.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-10-01 2050-06-01 2.5 - 6 4649861.99 4895119.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 4 16468.53 17598.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3.5 - 4 32415.70 34893.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4.5 53369.84 57748.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-11-01 2.6 - 2.7 1967.02 2143.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 4 - 4 5399.29 5882.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-05-01 3 - 4.5 479093.98 502828.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 4219.22 4464.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2030-04-01 3 - 3 23888.49 25039.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 28877000.00 28877000.00 0.0048 N Y Y N RBC Financial Group RBC Financial Group, 0.07% ES7IP3U3RHIGC71XBU11 GBA674000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2048-07-01 3.5 - 4.5 2770784.00 1902350.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-08-20 2050-05-20 3.5 - 5.5 17635775.00 15370052.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-01-01 2050-05-01 0.668 - 5.5 63682487.00 32773521.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 4 - 4 4769.00 2377.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 2207.00 2036.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 18503.00 15308.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 49000000.00 49000000.00 0.0082 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.07%, dated 5/29/2020 due 06/01/2020 O2RNE8IBXP4R0TD8PU41 GBA803000_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 2020-09-17 2049-02-15 0 - 7.5 17798975.63 20286654.77 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 19822000.00 19822000.00 0.0033 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 5/29/2020 due 06/01/2020 5U0XI89JRFVHWIBS4F54 GBA942000_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 1494875.98 1232170.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 1208000.00 1208000.00 0.0002 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 GBA803000_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 68635597.06 56573782.87 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 55464000.00 55464000.00 0.0093 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.05%, dated 5/29/2020 due 06/01/2020 VYVVCKR63DVZZN70PB21 GBA942000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.675 - 3.675 24503.33 16862.14 Agency Collateralized Mortgage Obligation US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2047-11-15 1.375 - 7.5 7418471.69 9355362.42 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 9116000.00 9116000.00 0.0015 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 GBA803000_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 5271704.65 6648095.41 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.675 - 3.675 17412.52 11982.55 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 6478000.00 6478000.00 0.0011 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.18% G5GSEF7VJP5I7OUK5573 GBA667000 Non-Negotiable Time Deposit Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0018 289000000.00 289000000.00 0.0484 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GAJ293000 Non-Negotiable Time Deposit Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0012 137999613.60 137999613.60 0.0231 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GBA697000 Non-Negotiable Time Deposit Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0010 151000000.00 151000000.00 0.0253 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.12% DIZES5CFO5K3I5R58746 GAJ256000 Non-Negotiable Time Deposit Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0014 19999944.00 19999944.00 0.0033 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.12% DIZES5CFO5K3I5R58746 GAJ787000 Non-Negotiable Time Deposit Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0014 39999868.00 39999868.00 0.0067 N N Y N Mizuho Bank Ltd. Mizuho Bank Ltd., 0.06% RB0PEZSDGCO3JS6CEU02 GBA768000 Non-Negotiable Time Deposit Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 182000000.00 182000000.00 0.0305 N Y Y 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 40980221.60 40980221.60 0.0069 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 0.0015 24893426.40 24893426.40 0.0042 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 0.0014 26992758.60 26992758.60 0.0045 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 0.0022 17990539.20 17990539.20 0.0030 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 3997755.20 3997755.20 0.0007 N N N N National Bank of Canada National Bank of Canada, 0.41% 63307NEX1 BSGEFEIOM18Y80CKCV46 US63307NEX12 Financial Company Commercial Paper Y N/A N/A 2020-06-03 2020-08-03 2020-08-03 N N N 0.0035 61006112.20 61006112.20 0.0102 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 49989245.00 49989245.00 0.0084 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 60978772.00 60978772.00 0.0102 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 52965804.40 52965804.40 0.0089 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 11000112.20 11000112.20 0.0018 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.07% 04821TF18 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0000 29414823.51 29414823.51 0.0049 N Y Y N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.10% 04821TF34 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0008 8999900.01 8999900.01 0.0015 N N Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.10% 0527M0F28 GAI793000 Asset Backed Commercial Paper Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0012 7999893.60 7999893.60 0.0013 N N Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.10% 0527M0F36 GAJ306000 Asset Backed Commercial Paper Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0012 6999883.10 6999883.10 0.0012 N N Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.10% 0527M0F51 GBA717000 Asset Backed Commercial Paper Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0012 21999486.74 21999486.74 0.0037 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC, 0.07% 53127TF16 549300F33VRHM10B9391 GBA790000 Asset Backed Commercial Paper Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0007 26265842.40 26265842.40 0.0044 N Y Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.07% 56274LF17 549300S0NSJYSOB32S63 GBA758000 Asset Backed Commercial Paper Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0000 6999958.00 6999958.00 0.0012 N Y Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.12% 56274LF33 549300S0NSJYSOB32S63 GAJ912000 Asset Backed Commercial Paper Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0012 8999849.70 8999849.70 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313384ZT9 2549001DPIFGXC1TOL40 US313384ZT92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-23 2020-07-23 2020-07-23 N N N 0.0012 199962444.00 199962444.00 0.0335 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384A33 2549001DPIFGXC1TOL40 US313384A338 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0013 53663370.24 53663370.24 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384A82 2549001DPIFGXC1TOL40 US313384A825 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0015 59983750.20 59983750.20 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384B24 2549001DPIFGXC1TOL40 US313384B245 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0015 114967895.45 114967895.45 0.0192 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 UNILEVER CAP CORP SR GLBL NT 29 MYF1DAS6G5WY7PRWCU78 2028-03-22 2029-09-06 2.125 - 3.5 12706000.00 13712118.26 Corporate Debt Securities MARS INC DEL 3.95%44 54930073HKEO6GZBSS03 2044-04-01 2044-04-01 3.95 - 3.95 446148.00 507062.32 Corporate Debt Securities VMWARE INC CR SEN SR GLBL25 549300BUDHS3LRWBE814 2025-05-15 2025-05-15 4.5 - 4.5 383761.00 413172.44 Corporate Debt Securities AT&T INC SR GLBL NT 24 549300Z40J86GGSTL398 2024-04-01 2024-04-01 4.45 - 4.45 62000.00 68909.25 Corporate Debt Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0031 14000000.00 14000000.00 0.0023 N Y Y N BMO Capital Markets Corp. 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HSBC Securities, Inc., 0.30% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N T MOBILE USA INC SR SEC GLBL 30 549300V2JRLO5DIFGE82 2030-04-15 2030-04-15 3.875 - 3.875 11132400.00 12058414.68 Corporate Debt Securities DIGITAL RLTY TR LP SR GLBL NT3.6%29 CD4SPTZ3YBTHY0C1AH38 2029-07-01 2029-07-01 3.6 - 3.6 9995000.00 11050472.00 Corporate Debt Securities INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 2025-04-03 2025-04-03 0.875 - 0.875 996000.00 1012016.79 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0030 23000000.00 23000000.00 0.0039 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.25% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EUROPEAN INVT BK GLBL NT 1.375%21 5493006YXS1U5GIHE750 2020-09-15 2021-09-15 1.375 - 2.875 740000.00 750684.25 Corporate Debt Securities BOC AVIATION PTE LTD FR 3.5%101024 254900H06V5RMEB3KE72 2024-10-10 2024-10-10 3.5 - 3.5 86418.00 89114.58 Corporate Debt Securities SINOPEC GRP OVSEAS DEV 2012 SR GLBL REGS 22 2022-05-17 2022-05-17 3.9 - 3.9 201000.00 210223.89 Corporate Debt Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0025 1000000.00 1000000.00 0.0002 N Y Y N J.P. 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Morgan Securities, LLC, 0.40% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GENERAL ELECTRIC CO SR GLBL NT 40 3C7474T6CDKPR9K6YT90 2040-05-01 2040-05-01 4.25 - 4.25 3707290.00 3643888.13 Corporate Debt Securities AMERICAN WTR CAP CORP SR GLBL NT4.2%48 5IDHQUFVC8Q2KIBBFF06 2048-09-01 2048-09-01 4.2 - 4.2 644000.00 806086.21 Corporate Debt Securities AIR PRODS & CHEMS INC GLBL NT 2.8%50 7QEON6Y1RL5XR3R1W237 2050-05-15 2050-05-15 2.8 - 2.8 46999.00 48864.18 Corporate Debt Securities ADOBE SYSTEMS INCORPORATED SR GLBL NT1.7%23 FU4LY2G4933NH2E1CP29 2023-02-01 2023-02-01 1.7 - 1.7 1.00 1.04 Corporate Debt Securities RYDER SYS MTN BE FR 2.9%120126 ZXJ6Y2OSPZXIVGRILD15 2026-12-01 2026-12-01 2.9 - 2.9 239000.00 243124.74 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 1.45%051525 EDBQKYOPJUCJKLOJDE72 2025-05-15 2025-05-15 1.45 - 1.45 5760000.00 5899932.80 Corporate Debt Securities AMERISOURCEBERGEN CORP GLBL NT 2.8%30 AI8GXW8LG5WK7E9UD086 2030-05-15 2030-05-15 2.8 - 2.8 1700000.00 1726431.22 Corporate Debt Securities MID-ATLANTIC INTERSTATE TRANS 4.1%28 2028-05-15 2028-05-15 4.1 - 4.1 203000.00 229277.22 Corporate Debt Securities AEP TRANSMISSION CO LLC SR GLBL -M NT 50 549300X123Z1I0LA3Y84 2050-04-01 2050-04-01 3.65 - 3.65 1067990.00 1218224.75 Corporate Debt Securities CK HUTCHISON INTL 19 II LTD SR GLBL 144A 29 2549000ZHWNMHC09DR77 2029-09-06 2029-09-06 2.75 - 2.75 350000.00 367608.60 Corporate Debt Securities MONDELEZ INTL INC SR GLBL NT 30 549300DV9GIB88LZ5P30 2030-04-13 2030-04-13 2.75 - 2.75 503999.00 531030.43 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT6.8%27 54930070NSV60J38I987 2027-10-01 2027-10-01 6.8 - 6.8 10.00 11.40 Corporate Debt Securities FEDEX CORP SR GLBL NT3.8%25 549300E707U7WNPZN687 2025-05-15 2025-05-15 3.8 - 3.8 3832880.00 4218540.13 Corporate Debt Securities BOEING CO 3.45%28 RVHJWBXLJ1RFUBSY1F30 2028-11-01 2028-11-01 3.45 - 3.45 1761200.00 1650479.23 Corporate Debt Securities HONEYWELL INTL INC SR GLBL NT 30 ISRPG12PN4EIEOEMW547 2030-06-01 2030-06-01 1.95 - 1.95 7259990.00 7417937.13 Corporate Debt Securities LYB INTERNATIONAL FIN III LLC SR GLBL NT 25 2025-05-01 2025-05-01 2.875 - 2.875 891000.00 926804.46 Corporate Debt Securities ARIZONA PUB SVC CO SR GLBL NT 50 YG6VT0TPHRH4TFVAQV64 2050-05-15 2050-05-15 3.35 - 3.35 4400000.00 4460110.11 Corporate Debt Securities OTIS WORLDWIDE CORP SR GLBL 144A 23 549300ZLBKR8VSU25153 2023-04-05 2023-04-05 2.088 - 2.088 200000.00 198337.01 Corporate Debt Securities BANCO SANTANDER S.A. 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Morgan Securities, LLC, 0.40% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PIMCO EQUITY SER RAFI DYN EMERG 2500-12-31 2500-12-31 N/A 74486.00 1454927.59 Equities BANK OF MONTREAL NT LKD 39 2500-12-31 2500-12-31 N/A 952.00 48817.89 Equities VANECK VECTORS ETF TR CHINAAMC SME CHI 549300LFEDMMLSNKP649 2500-12-31 2500-12-31 N/A 85069.00 2170327.15 Equities KRANESHARES TR MSCI EMG EX CH 5493009BC3HOYHW2UH32 2500-12-31 2500-12-31 N/A 10931.00 222407.59 Equities FLEXSHARES TR REAL ASST IDX 549300QLIWGHPBR23021 2500-12-31 2500-12-31 N/A 41206.00 1061524.25 Equities INVESCO EXCH TRD SLF IDX FD TR BULSHS 2020 HY 549300X8T112S828HF92 2500-12-31 2500-12-31 N/A 291559.00 6790409.11 Equities CHURCHILL CAP CORP II CL A 2500-12-31 2500-12-31 N/A 6.00 62.28 Equities WISDOMTREE TR BLMBG US BULL 549300INNPS8UK4A8998 2500-12-31 2500-12-31 N/A 91050.00 2084049.45 Equities WISDOMTREE TR EUR HDG SMLCAP 549300GCKQISYMO32P15 2500-12-31 2500-12-31 N/A 137795.00 3470997.25 Equities GLOBAL X FDS MSCI CHINA FINCL 549300RRWYGJISZN0M78 2500-12-31 2500-12-31 N/A 3036.00 40712.15 Equities ADVISORSHARES TR NEWFLT MULSINC 549300TXPL8N66JNJ546 2500-12-31 2500-12-31 N/A 27196.00 1295617.44 Equities BP PLC SPONSORED ADR 213800LH1BZH3DI6G760 2500-12-31 2500-12-31 N/A 547.00 12723.22 Equities SPDR SER TR PORTFLI TIPS ETF 5493005MJ79DAO7AOD07 2500-12-31 2500-12-31 N/A 38670.00 1151979.30 Equities ISHARES TR IBONDS DEC2022 5493007FV3TUIV4WU687 2500-12-31 2500-12-31 N/A 103575.00 2731977.94 Equities PROSHARES TR ULT FTSE EUROPE SFWTKM6PLSKL9V982C20 2500-12-31 2500-12-31 N/A 329.00 11517.43 Equities VALE S A SPONSORED ADS 254900SMTWBX7RU2SR20 2500-12-31 2500-12-31 N/A 849622.00 7909980.82 Equities ETF SER SOLUTIONS LONCAR CHINA BIO 549300S2BTS54P9J7P47 2500-12-31 2500-12-31 N/A 1.00 25.62 Equities ISHARES TR IBONDS DEC 29 2500-12-31 2500-12-31 N/A 528900.00 13798048.98 Equities BROOKFIELD RENEWABLE PARTNERS 5.25% PFD CL A VA8DFMRI2GY8Y7V79H93 2500-12-31 2500-12-31 5.25 - 5.25 1432.00 36687.84 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 41000000.00 41000000.00 0.0069 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.30% K5HU16E3LMSVCCJJJ255 GBA732000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LANDCADIA HLDGS II INC UNIT EX 050926 2500-12-31 2500-12-31 N/A 506930.00 5074369.30 Equities HENNESSY CAP ACQUSTION CORP IV UNIT 2500-12-31 2500-12-31 N/A 99601.00 1042822.47 Equities INTERPRIVATE ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 150000.00 1443000.00 Equities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0030 7000000.00 7000000.00 0.0012 N Y Y N Mizuho Securities U.S.A., Inc. 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Mizuho Securities U.S.A., Inc., 0.60% 7TK5RJIZDFROZCA6XF66 GBA731000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2027-01-31 2027-01-31 1.5 - 1.5 1904400.00 2040114.87 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0060 2000000.00 2000000.00 0.0003 N Y Y N Societe Generale Societe Generale, 0.25% O2RNE8IBXP4R0TD8PU41 GBA736000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NORTHWESTERN MUT LIFE INS CO SR GLBL 144A 47 1DU7IM20QESYGDO4HO54 2047-09-30 2047-09-30 3.85 - 3.85 252.00 282.53 Corporate Debt Securities BARCLAYS BK PLC GLBL MTN 144A VR 111419-111620 G5GSEF7VJP5I7OUK5573 2020-11-16 2020-11-16 0.65 - 0.65 7067720.00 7141491.25 Corporate Debt Securities APPLIED MATLS INC SR GLBL NT 30 41BNNE1AFPNAZELZ6K07 2030-06-01 2030-06-01 1.75 - 1.75 6600.00 6579.87 Corporate Debt Securities JP MORGAN CHASE BANK NA SR GLBL NT 24 8I5DZWZKVSZI1NUHU748 2024-12-05 2024-12-05 4.023 - 4.023 44.00 48.77 Corporate Debt Securities WEYERHAEUSER CO MTN BE GLBL NT 4%30 08IRJODWFYBI7QWRGS31 2030-04-15 2030-04-15 4 - 4 436220.00 477144.22 Corporate Debt Securities BANK CHINA HONG KONG LTD FR 5.9% KNPC1X7GHDZW8U2ZSF89 2500-12-31 2500-12-31 5.9 - 5.9 104559.00 111649.32 Corporate Debt Securities PERUSAHAAN LISTRIK NEGARA PT FR 6.15%052148 254900OYVDRYS9J51J61 2048-05-21 2048-05-21 6.15 - 6.15 1453.00 1722.05 Corporate Debt Securities MITSUBISHI UFJ FINL GROUP INC SR GLBL NT 24 353800V2V8PUY9TK3E06 2024-03-07 2024-03-07 3.407 - 3.407 139.00 148.79 Corporate Debt Securities BOEING CO SR GLBL NT 20 RVHJWBXLJ1RFUBSY1F30 2020-10-30 2020-10-30 1.65 - 1.65 2000.00 2000.74 Corporate Debt Securities EXELON CORP SR GLBL NT3.4%26 3SOUA6IRML7435B56G12 2026-04-15 2026-04-15 3.4 - 3.4 79000.00 87827.11 Corporate Debt Securities WESTPAC BANKING CORP LW TIER II GLBL EN5TNI6CI43VEPAMHL14 2030-02-04 2030-02-04 2.894 - 2.894 6.00 6.08 Corporate Debt Securities BANK AMER CORP FR 3.458%031525 9DJT3UXIJIZJI4WXO774 2025-03-15 2025-03-15 3.458 - 3.458 149000.00 161463.57 Corporate Debt Securities SEVEN & I HLDGS CO LTD SR GLBL 144A 21 52990037G8JRM3TWGY86 2021-09-17 2021-09-17 3.35 - 3.35 201232.00 208162.43 Corporate Debt Securities POWER FIN LTD 6.15%28 3358003Q6D9LIJJZ1614 2028-12-06 2030-04-23 3.95 - 6.15 181750.00 201648.59 Corporate Debt Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0025 8000000.00 8000000.00 0.0013 N Y Y N Societe Generale Societe Generale, 0.35% O2RNE8IBXP4R0TD8PU41 GBA737000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BARCLAYS PLC SR GLBL COCO 24 213800LBQA1Y9L22JB70 2024-05-16 2024-05-16 4.338 - 4.338 1423000.00 1518535.24 Corporate Debt Securities BARCLAYS BK PLC GLBL MTN 144A VR 111419-111620 G5GSEF7VJP5I7OUK5573 2020-11-16 2020-11-16 0.65 - 0.65 829276.00 837915.26 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 29 2029-06-01 2030-08-15 4.5 - 5.375 927932.00 1029295.56 Corporate Debt Securities BHARTI AIRTEL INTERNATIONAL SR GLBL REGS 23 724500ULW6PWKDAI7I46 2023-03-11 2023-03-11 5.125 - 5.125 200000.00 212174.83 Corporate Debt Securities SCIENTIFIC GAMES INTL INC. SR GLBL 144A 28 RLTHESQ0RNFQJWPBJN60 2028-05-15 2028-05-15 7 - 7 1390437.00 1215203.31 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV2013 SR GLBL REGS 23 529900F9XKMFEV9DNO17 2023-10-17 2023-10-17 4.375 - 4.375 5125000.00 5611486.35 Corporate Debt Securities CSC HLDGS INC SR NT 6.75%21 3HG2WD2W22M120IUNG49 2021-11-15 2026-05-15 5.5 - 6.75 55079.00 58188.46 Corporate Debt Securities CITGO HOLDING INC SR SEC GLBL 24 549300NYHOALWZ2BSL72 2024-08-01 2024-08-01 9.25 - 9.25 311293.00 309057.74 Corporate Debt Securities CHENIERE CORPUS CHRISTI HLDGS SR SEC NT 27 549300I7CIEWU1BBLQ53 2027-06-30 2027-06-30 5.125 - 5.125 462646.00 504775.38 Corporate Debt Securities SPRINT CORPORATION SR GLBL NT 23 549300ZTTY7CXOLJ6539 2023-09-15 2023-09-15 7.875 - 7.875 2000.00 2307.38 Corporate Debt Securities CYDSA S A SR GLBL REGS 27 4469000001BNTACN9916 2027-10-04 2027-10-04 6.25 - 6.25 352386.00 339456.47 Corporate Debt Securities SIRIUS XM RADIO INC SR GLBL 144A 27 WP5O65E6BMU84LNO4227 2027-08-01 2027-08-01 5 - 5 2000.00 2132.78 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL 144A 27 5493003STKEZ2S0RNU91 2027-05-15 2031-03-01 3.875 - 4.25 4580860.00 4881490.29 Corporate Debt Securities GOL FINANCE SR REGS NT 7%25 5299007RH8MA67ZC6J07 2025-01-31 2025-01-31 7 - 7 12297.00 6002.64 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 30 2030-08-15 2030-08-15 4.125 - 4.125 586752.00 569884.35 Corporate Debt Securities MOTOROLA SOLUTIONS INC 4.6%29 6S552MUG6KGJVEBSEC55 2029-05-23 2029-05-23 4.6 - 4.6 453097.00 504263.73 Corporate Debt Securities GAP INC SR NT 5.95%21 T2ZG1WRWZ4BUCMQL9224 2021-04-12 2025-05-15 5.95 - 8.625 2701151.00 2827911.90 Corporate Debt Securities ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30 2030-02-15 2030-02-15 4.875 - 4.875 2150684.00 2269912.54 Corporate Debt Securities RELIANCE INDS LTD SR REGS NT 25 5493003UOETFYRONLG31 2025-01-28 2025-01-28 4.125 - 4.125 1814000.00 1943310.23 Corporate Debt Securities GTT COMMUNICATIONS INC SR GLBL 144A 24 549300ETSL7K1ZX05H30 2024-12-31 2024-12-31 7.875 - 7.875 2000.00 1180.19 Corporate Debt Securities US FOODS INC SR 144A NT 24 5493000JOOFAOUY1JZ87 2024-06-15 2024-06-15 5.875 - 5.875 1114000.00 1110161.03 Corporate Debt Securities TRANSOCEAN POSEIDON LTD SR SEC GLBL 27 2027-02-01 2027-02-01 6.875 - 6.875 550.00 508.43 Corporate Debt Securities ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 25 2025-03-15 2025-03-15 5.75 - 5.75 700000.00 731023.61 Corporate Debt Securities POWER FIN LTD 6.15%28 3358003Q6D9LIJJZ1614 2028-12-06 2028-12-06 6.15 - 6.15 1.00 1.11 Corporate Debt Securities TRUCK HERO INC SR SEC GLBL 24 54930007KT5CX7XNSD31 2024-04-21 2024-04-21 8.5 - 8.5 880.00 798.03 Corporate Debt Securities AVON INTL CAP P L C SR SEC GLBL 22 2022-08-15 2022-08-15 6.5 - 6.5 1.00 0.99 Corporate Debt Securities SPRINGLEAF FINANCE CORPORATION SR GLBL NT 22 5493008I795YYBFWFU90 2022-05-15 2023-03-15 5.625 - 6.125 245071.00 244218.69 Corporate Debt Securities GAZ CAP SA LUXEMBOURG SR GLBL 2 144A34 213800568PRHV2JR9650 2034-04-28 2034-04-28 8.625 - 8.625 261000.00 401370.26 Corporate Debt Securities MAGELLAN HEALTH INC CR SEN SR GLBL24 2024-09-22 2024-09-22 4.9 - 4.9 408000.00 412740.73 Corporate Debt Securities GENERAL ELECTRIC CO PERP JR SB GLBL 3C7474T6CDKPR9K6YT90 2099-12-31 2099-12-31 5 - 5 423000.00 335345.00 Corporate Debt Securities CIT GROUP INC SR NT 5%22 N8O96ZZJQRFYQUJY7K79 2022-08-15 2022-08-15 5 - 5 126000.00 128224.46 Corporate Debt Securities HCA INC SR NT 5.875%23 L3CJ6J7LJ2DX62FTXD46 2023-05-01 2023-05-01 5.875 - 5.875 4173000.00 4566761.96 Corporate Debt Securities COSAN LUXEMBOURG S A SR GLBL REGS 27 222100ZY943WERK7RZ38 2027-01-20 2027-01-20 7 - 7 470000.00 493915.17 Corporate Debt Securities ELDORADO RESORTS INC SR GLBL NT 6%26 5299000BKFWWVND5L441 2026-09-15 2026-09-15 6 - 6 294080.00 310940.59 Corporate Debt Securities L3HARRIS TECHNOLOGIES INC SR GLBL NT 23 549300UTE50ZMDBG8A20 2023-06-15 2023-06-15 3.85 - 3.85 80.00 86.38 Corporate Debt Securities TMX FIN LLC/TITLEMAX FIN CORP SR SEC GLBL 23 2023-04-01 2023-04-01 11.125 - 11.125 1335000.00 1078578.02 Corporate Debt Securities AT&T INC GLBL NT 3.85%60 549300Z40J86GGSTL398 2060-06-01 2060-06-01 3.85 - 3.85 592.00 596.78 Corporate Debt Securities CARVANA CO SR GLBL 144A 23 5493003WEAK2PJ5WS063 2023-10-01 2023-10-01 8.875 - 8.875 24920.00 25463.22 Corporate Debt Securities SHRIRAM TRANSPORT FINANCE CO FR 5.1%071623 335800TM2YO24B76XL26 2023-07-16 2023-07-16 5.1 - 5.1 19.00 15.65 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC GLBL NT49 2028-02-15 2049-07-01 3.75 - 5.125 31222.00 36602.35 Corporate Debt Securities BOEING CO SR GLBL NT 20 RVHJWBXLJ1RFUBSY1F30 2020-10-30 2020-10-30 1.65 - 1.65 2000.00 2000.74 Corporate Debt Securities AES ANDRES DOMINICANA LTD. 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13 101998.00 108633.54 Corporate Debt Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0035 37000000.00 37000000.00 0.0062 N Y Y N Societe Generale Societe Generale, 0.37% O2RNE8IBXP4R0TD8PU41 GAI820000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N IHEARTCOMMUNICATIONS INC 8.375%27 54930076J6KDZL504O62 2027-05-01 2027-05-01 8.375 - 8.375 326740.00 307630.25 Corporate Debt Securities SLM CORP FR 5.5%012523 54930067J0ZNOEBRW338 2023-01-25 2023-01-25 5.5 - 5.5 2000.00 1927.89 Corporate Debt Securities PEABODY SECS FIN CORP SR SEC GLBL 22 EJCO258LNNVSKAR2JX59 2022-03-31 2022-03-31 6 - 6 2000.00 1379.67 Corporate Debt Securities SPRINGLEAF FINANCE CORPORATION SR GLBL NT 23 5493008I795YYBFWFU90 2023-03-15 2023-03-15 5.625 - 5.625 4795.00 4754.54 Corporate Debt Securities ALCOA INC SR NT 5.9%27 549300HO5WFZUT5N2T22 2027-02-01 2027-02-01 5.9 - 5.9 1015000.00 1044007.57 Corporate Debt Securities RUMO LUXEMBOURG S A R L GLBL REGS NT 24 222100HOIQFT7YOSPB46 2024-02-09 2024-02-09 7.375 - 7.375 170932.00 183294.61 Corporate Debt Securities CHS / CMNTY HEALTH SYS INC SR SEC GLBL 24 5493007X5NC5XI1BB106 2024-01-15 2024-01-15 8.625 - 8.625 9000.00 9336.64 Corporate Debt Securities INTREPID AVIATION GROUP HLDGS SR GLBL 144A 21 2021-08-15 2021-08-15 8.5 - 8.5 948379.00 760652.65 Corporate Debt Securities GMR HYDERABAD INTL ARPT LTD SR SEC GLBL 27 335800NSPGIN89SVOU83 2027-10-27 2027-10-27 4.25 - 4.25 64.00 52.90 Corporate Debt Securities DRIVETIME AUTOMOTIVE GROUP INC SR SEC 144A NT21 2021-06-01 2021-06-01 8 - 8 3000.00 2901.41 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR NT 4.5%20 2020-10-01 2020-10-01 4.5 - 4.5 7887000.00 7926040.65 Corporate Debt Securities VIKING CRUISES LTD SR SEC GLBL 25 549300IJP90T4MV2GL84 2025-05-15 2025-05-15 13 - 13 129615.00 138047.18 Corporate Debt Securities ULTRAPAR INTL S A SR GLBL REGS 26 222100CXHWBP3H3SK244 2026-10-06 2026-10-06 5.25 - 5.25 200000.00 197047.83 Corporate Debt Securities ELDORADO RESORTS INC SR GLBL NT 6%26 5299000BKFWWVND5L441 2026-09-15 2026-09-15 6 - 6 14.00 14.80 Corporate Debt Securities UBER TECHNOLOGIES INC SR GLBL 144A 27 549300B2FTG34FILDR98 2027-09-15 2027-09-15 7.5 - 7.5 1735.00 1806.81 Corporate Debt Securities STENA INTL SA SR SEC 144A NT24 213800A4LTGG4W55QP46 2024-03-01 2024-03-01 5.75 - 5.75 1164000.00 1069780.67 Corporate Debt Securities PETROBRAS GLBL FIN B V SR GLBL NT 15 549300FNENFFSMO3GT38 2115-06-05 2115-06-05 6.85 - 6.85 125000.00 122576.04 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 2025-02-15 7.875 - 7.875 436243.00 454278.92 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC GLBL NT49 2049-07-01 2049-07-01 5.125 - 5.125 561000.00 659500.07 Corporate Debt Securities CHENIERE CORPUS CHRISTI HLDGS SR SEC GLBL 29 549300I7CIEWU1BBLQ53 2029-11-15 2029-11-15 3.7 - 3.7 1.00 1.00 Corporate Debt Securities GOLDEN NUGGET INC SR GLBL 144A 24 91D14OD6M4H1RVBN7R43 2024-10-15 2024-10-15 6.75 - 6.75 27.00 22.09 Corporate Debt Securities SPRINT NEXTEL CORP SR NT 6%22 549300JKU50UT08ZWD77 2022-11-15 2022-11-15 6 - 6 71000.00 75745.17 Corporate Debt Securities Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0037 12000000.00 12000000.00 0.0020 N N Y N Societe Generale Societe Generale, 0.45% O2RNE8IBXP4R0TD8PU41 GBA738000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WELLS FARGO COML TR 2015-NXS1 E 20480515 FLT 5493002S7XBI8CVRR075 2048-05-15 2048-05-15 2.881 - 2.881 2596.00 1568.17 Private Label Collateralized Mortgage Obligations MADISON PARK FDG XV 2014-15R D-R 20260127 FLT 2026-01-27 2026-01-27 6.431 - 6.431 128.00 98.22 Asset-Backed Securities GMR HYDERABAD INTL ARPT LTD SR SEC GLBL 27 335800NSPGIN89SVOU83 2027-10-27 2027-10-27 4.25 - 4.25 11.00 9.09 Corporate Debt Securities ONEMAIN FINL TR 2018-1 E 20290314 5.52000 549300I1P51W2UFIED29 2029-03-14 2029-03-14 5.52 - 5.52 101371.00 83344.40 Asset-Backed Securities WOORI BK KOREA FR 4.25% 549300VUVMRL6RE7R376 2500-12-31 2500-12-31 4.25 - 4.25 941512.00 927919.44 Corporate Debt Securities CWABS INC 2006-15 A-5A 20461025 FLT 2046-10-25 2046-10-25 4.553 - 4.553 5490.00 3739.51 Asset-Backed Securities UNITED AIRLINES PT CERT 2007-1 A 20240102 6.63600 2024-01-02 2024-01-02 6.636 - 6.636 2.00 0.67 Asset-Backed Securities UBER TECHNOLOGIES INC SR GLBL 144A 27 549300B2FTG34FILDR98 2027-09-15 2027-09-15 7.5 - 7.5 21.00 21.87 Corporate Debt Securities CWABS INC 2007-4 A-3 20321025 FLT 2032-10-25 2032-10-25 4.72 - 4.72 5504400.00 2475656.64 Asset-Backed Securities SPRINT NEXTEL CORP SR NT 7%20 549300JKU50UT08ZWD77 2020-08-15 2020-08-15 7 - 7 27000.00 27738.24 Corporate Debt Securities MAGNETITE VIII LTD 2014-8R2 E-R2 20310415 FLT 549300NJNSVWVLHGRY73 2031-04-15 2031-04-15 6.869 - 6.869 130.00 99.42 Asset-Backed Securities CSC HLDGS INC SR SEC GLBL 26 3HG2WD2W22M120IUNG49 2026-05-15 2026-05-15 5.5 - 5.5 12.00 12.59 Corporate Debt Securities CENTURYLINK INC SR NT-S 6.45%21 8M3THTGWLTYZVE6BBY25 2021-06-15 2021-06-15 6.45 - 6.45 2000.00 2116.27 Corporate Debt Securities MAGNACHIP SEMICONDUCTOR CORP N SR NT 6.625%21 529900P54J1ATLRBUV29 2021-07-15 2021-07-15 6.625 - 6.625 790000.00 801581.18 Corporate Debt Securities SPRINGLEAF FDG TR 2017-A D 20300715 5.02000 2030-07-15 2030-07-15 5.02 - 5.02 10.00 8.57 Asset-Backed Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL REGS 26 2026-05-01 2026-05-01 5.5 - 5.5 303.00 319.07 Corporate Debt Securities AVON INTL CAP P L C SR SEC GLBL 22 2022-08-15 2022-08-15 6.5 - 6.5 10.00 9.89 Corporate Debt Securities JP MORGAN ALT LN TR 2007-A2 1-2-A4 20370625 FLT 2037-06-25 2037-06-25 0.448 - 0.448 48803.00 20754.82 Private Label Collateralized Mortgage Obligations OPTION ONE MTG LN TR 2007-1 II-A-3 20370125 FLT 2037-01-25 2037-01-25 0.308 - 0.308 15688508.00 6772580.04 Asset-Backed Securities AMKOR TECHNOLOGY INC 6.625%27 529900VHLRTKPWZJBM84 2027-09-15 2027-09-15 6.625 - 6.625 430.00 459.51 Corporate Debt Securities CWABS INC 2006-BC5 1-A 20370325 FLT 2037-03-25 2037-03-25 0.308 - 0.308 14.00 1.48 Asset-Backed Securities JP MRGAN CHASE COM TR 2019-MFP F 20360715 FLT 2036-07-15 2036-07-15 3.184 - 3.184 215700.00 171836.99 Private Label Collateralized Mortgage Obligations KRAFT HEINZ FOODS CO SR GLBL 144A 27 5493003STKEZ2S0RNU91 2027-05-15 2027-05-15 3.875 - 3.875 452282.00 478742.32 Corporate Debt Securities ACE CASH EXPRESS INC SR SEC GLBL 22 2022-12-15 2022-12-15 12 - 12 439000.00 353248.67 Corporate Debt Securities MAGELLAN HEALTH INC CR SEN SR GLBL24 2024-09-22 2024-09-22 4.9 - 4.9 1179000.00 1192699.32 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 2025-02-15 7.875 - 7.875 1058205.00 1101955.16 Corporate Debt Securities ONEMAIN FINL ISSUE TR 2015-3 D 20281118 6.94000 2028-11-18 2028-11-18 6.94 - 6.94 389.00 355.18 Asset-Backed Securities DELTA AIR LINES INC DEL SR GLBL NT2.6%20 Q2CCMS6R0AS67HJMBN42 2020-12-04 2020-12-04 2.6 - 2.6 1141756.00 1148479.67 Corporate Debt Securities WFRBS COML MTG TR 2013-C14 E 20460615 3.25000 549300GADFYEKC4OLM57 2046-06-15 2046-06-15 3.25 - 3.25 1940.00 1385.47 Private Label Collateralized Mortgage Obligations NORTHWOOD CAPITAL 2019-20 E 20300125 FLT 2030-01-25 2030-01-25 9.751 - 9.751 246503.00 207452.14 Asset-Backed Securities CITIGROUP MTG LN TR 2007-AMC1 A1 144 20361225 FLT 2036-12-25 2036-12-25 0.328 - 0.328 2.00 0.34 Asset-Backed Securities ADJUSTABLE RATE MTG 2006-3 4-A3-3 20360825 FLT 2036-08-25 2036-08-25 0.448 - 0.448 116960.00 49295.64 Private Label Collateralized Mortgage Obligations NEWCASTLE MTG SECS TR 2007-1 2-A-3 20370425 FLT 2037-04-25 2037-04-25 0.398 - 0.398 1.00 0.75 Asset-Backed Securities CWALT INC ALT LN TR 2006-OA9 2-A-1A 20460720 FLT 2046-07-20 2046-07-20 0.381 - 0.381 292.00 29.22 Private Label Collateralized Mortgage Obligations FIRST QUANTUM MINERALS LTD SR GLBL 144A 24 549300I7UVBGWRYMYZ18 2024-03-01 2024-03-01 6.5 - 6.5 200000.00 184177.78 Corporate Debt Securities PT CHANDRA ASRI PETROCHEMICAL SR REGS NT 24 2024-11-08 2024-11-08 4.95 - 4.95 82.00 75.69 Corporate Debt Securities WASHINGTON PRIME GROUP LP CR SEN SR GLBL24 549300K4BNOIQ154O537 2024-08-15 2024-08-15 6.45 - 6.45 2.00 1.19 Corporate Debt Securities COMM MTG TR 2014-CCRE20 E 20471113 3.22000 2047-11-13 2047-11-13 3.22 - 3.22 8.00 4.63 Private Label Collateralized Mortgage Obligations ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30 2030-02-15 2030-02-15 4.875 - 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9.25 8930.00 8865.88 Corporate Debt Securities ALTICE FINANCING S.A. SR SEC 144A NT26 549300DIYGW8HVDF7Q17 2026-05-15 2026-05-15 7.5 - 7.5 246000.00 267502.04 Corporate Debt Securities FIRST QUANTUM MINERALS LTD SR GLBL 144A 24 549300I7UVBGWRYMYZ18 2024-03-01 2024-03-01 6.5 - 6.5 200000.00 184177.78 Corporate Debt Securities MEREDITH CORP SR GLBL NT 26 549300YC8BC386CCTS24 2026-02-01 2026-02-01 6.875 - 6.875 3214.00 3045.38 Corporate Debt Securities ENOVA INTL INC 8.5%25 549300O8XOCQSB49UO63 2025-09-15 2025-09-15 8.5 - 8.5 208000.00 182119.02 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL 144A 27 5493003STKEZ2S0RNU91 2027-05-15 2027-05-15 3.875 - 3.875 413307.00 437487.12 Corporate Debt Securities Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0045 4000000.00 4000000.00 0.0007 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.25% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WORLD BANK ZTMSNXROF84AHWJNKQ93 2021-03-09 2022-01-26 1.625 - 2 3971000.00 4065866.43 Other Instrument INTERNATIONAL DEBT DOMINION RES INC VA 2020-11-03 2020-11-03 N/A 14445.00 14358.88 Money Market Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0025 4000000.00 4000000.00 0.0007 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LIBERTY MEDIA CORP SR EXC DB3.75%30 549300SZUIU7Z32Q0664 2030-02-15 2030-02-15 3.75 - 3.75 6393000.00 4320602.50 Equities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0055 4000000.00 4000000.00 0.0007 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.65% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LIBERTY MEDIA CORP SR EXC DB3.75%30 549300SZUIU7Z32Q0664 2029-11-15 2030-02-15 3.75 - 4 20763000.00 14041622.50 Equities Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0065 13000000.00 13000000.00 0.0022 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.65% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LIBERTY MEDIA CORP SR EXC DB3.75%30 549300SZUIU7Z32Q0664 2030-02-15 2030-02-15 3.75 - 3.75 6393000.00 4320602.50 Equities Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0065 4000000.00 4000000.00 0.0007 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 GBA670000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2046-05-15 2046-05-15 2.5 - 2.5 30916600.00 38110215.34 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 37000000.00 37000000.00 0.0062 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.06% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-16 2020-07-16 N/A 2040400.00 2040030.69 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 2000000.00 2000000.00 0.0003 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 GBA630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2022-12-15 1.625 - 1.625 11731000.00 12240010.65 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 12000000.00 12000000.00 0.0020 N Y Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.22% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2024-09-03 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0022 25155000.00 25155000.00 0.0042 N N Y 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 27000000.00 27000000.00 0.0045 N N Y N Fidelity Colchester Street Trust: Prime Money Market Portfolio 2020-06-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer