N-MFP2 0000803013 XXXXXXXX 2019-10-31 0000803013 549300Q17YGLGYUMKO90 S000007011 1 N N FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime N 40 52 237650941.09 311860887.71 325372289.97 286918574.56 684285010.35 707528861.42 677313446.36 673863645.18 0.1200 0.1700 0.1700 0.1500 0.3700 0.3800 0.3700 0.3700 0.00 1841444087.11 1841118988.81 7868842.59 24861595.46 1824451334.24 1824110834.32 0.0206 1.0000 1.0001 1.0001 1.0002 C000019137 1.00 1824451334.24 1824110834.32 1.0000 1.0001 1.0001 1.0002 5255947.23 2119488.10 957632.35 5284731.46 2222489.42 885747.19 1902863.76 868568.25 14370058.71 9865002.44 0.0205 N Bank of Montreal Bank of Montreal, 2.15% 06366HZP5 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2019-12-23 2019-12-23 2019-12-23 N N N 0.0176 11969524.80 11969524.80 0.0066 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.01% 06417LLJ4 L3I9ZG2KFGXZ61BMYR72 US06417LLJ43 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-11-18 2020-02-18 2020-02-18 N N N 0.0196 6000673.20 6000673.20 0.0033 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.04% 06417LLC9 L3I9ZG2KFGXZ61BMYR72 US06417LLC99 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-11-13 2020-02-13 2020-02-13 N N N 0.0198 5000749.50 5000749.50 0.0027 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.07% 06417LLB1 L3I9ZG2KFGXZ61BMYR72 US06417LLB17 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-11-10 2020-02-10 2020-02-10 N N N 0.0200 4000652.80 4000652.80 0.0022 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.10% 06417LNL7 L3I9ZG2KFGXZ61BMYR72 US06417LNL70 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-11-25 2020-07-24 2020-07-24 N N N 0.0212 6998926.20 6998926.20 0.0038 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.11% 06417LKX4 L3I9ZG2KFGXZ61BMYR72 US06417LKX46 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-11-06 2019-12-06 2019-12-06 N N N 0.0199 3000313.20 3000313.20 0.0016 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.12% 06417LKY2 L3I9ZG2KFGXZ61BMYR72 US06417LKY29 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-11-07 2020-02-07 2020-02-07 N N N 0.0204 4000714.80 4000714.80 0.0022 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.16% 06417LKL0 L3I9ZG2KFGXZ61BMYR72 US06417LKL08 0000009631 Financial Company Commercial Paper Y N/A N/A 2019-11-20 2019-11-20 2019-11-20 N N N 0.0213 4000004.00 4000004.00 0.0022 N N N N BNP Paribas Fortis BNP Paribas Fortis, 2.10% 09659KZ52 KGCEPHLVVKVRZYO1T647 FAB873000 Financial Company Commercial Paper Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0183 2994758.70 2994758.70 0.0016 N N N N BNP Paribas SA BNP Paribas SA, 2.11% 09660KZ67 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0183 5989200.00 5989200.00 0.0033 N N N N BPCE SA BPCE SA, 2.13% 05571CZ38 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0165 10983624.30 10983624.30 0.0060 N N N N BPCE SA BPCE SA, 2.13% 05571CZ95 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2019-12-09 2019-12-09 2019-12-09 N N N 0.0166 13975248.00 13975248.00 0.0077 N N N N BPCE SA BPCE SA, 2.13% 05571CZC8 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2019-12-12 2019-12-12 2019-12-12 N N N 0.0167 18963734.70 18963734.70 0.0104 N N N N BPCE SA BPCE SA, 2.35% 05571CYC9 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N N N 0.0163 17990460.00 17990460.00 0.0099 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.99% 13608ABU9 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0184 16898566.10 16898566.10 0.0093 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.00% 13608CHE5 2IGI19DL77OX0HC3ZE78 US13608CHE57 0001045520 Financial Company Commercial Paper Y N/A N/A 2019-11-18 2019-11-18 2019-11-18 N N N 0.0151 8001841.60 8001841.60 0.0044 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.02% 13608ACB0 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-03-11 2020-03-11 2020-03-11 N N N 0.0183 5960443.80 5960443.80 0.0033 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.03% 13608CHC9 2IGI19DL77OX0HC3ZE78 US13608CHC91 0001045520 Financial Company Commercial Paper Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N N N 0.0178 5000380.50 5000380.50 0.0027 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.05% 13608ACG9 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0183 5958877.20 5958877.20 0.0033 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.08% 13608ACK0 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0184 9929883.00 9929883.00 0.0054 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.13% 13608CJB9 2IGI19DL77OX0HC3ZE78 US13608CJB90 0001045520 Financial Company Commercial Paper Y N/A N/A 2019-11-20 2020-07-20 2020-07-20 N N N 0.0212 7000195.30 7000195.30 0.0038 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.17% 13608CHZ8 2IGI19DL77OX0HC3ZE78 US13608CHZ86 0001045520 Financial Company Commercial Paper Y N/A N/A 2019-11-15 2020-07-15 2020-07-15 N N N 0.0216 7000313.60 7000313.60 0.0038 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.03% 17327ABA4 MBNUM2BPBDO7JBLYG310 EJH015000 Financial Company Commercial Paper Y N/A N/A 2020-02-10 2020-02-10 2020-02-10 N N N 0.0179 1990117.40 1990117.40 0.0011 N N N N Credit Suisse AG Credit Suisse AG, 2.04% 2254EAB44 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0195 8954352.00 8954352.00 0.0049 N N N N Credit Suisse AG Credit Suisse AG, 2.07% 2254EBZX2 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2019-12-31 2019-12-31 2019-12-31 N N N 0.0195 8971025.40 8971025.40 0.0049 N N N N Credit Suisse AG Credit Suisse AG, 2.07% 2254EAAA1 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0195 8966275.20 8966275.20 0.0049 N N N N Credit Suisse AG Credit Suisse AG, 2.13% 2254EAAT0 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0195 6967489.20 6967489.20 0.0038 N N N N Credit Suisse AG Credit Suisse AG, 2.35% 2254EBY62 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0183 9997018.00 9997018.00 0.0055 N N Y N Credit Suisse AG Credit Suisse AG, 2.35% 2254EBYE5 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2019-11-14 2019-11-14 2019-11-14 N N N 0.0184 9993016.00 9993016.00 0.0055 N N N N DNB Bank ASA DNB Bank ASA, 2.00% 2332K0BM3 549300GKFG0RYRRQ1414 EJG010000 Financial Company Commercial Paper Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0193 17893780.20 17893780.20 0.0098 N N N N DNB Bank ASA DNB Bank ASA, 2.00% 2332K0BU5 549300GKFG0RYRRQ1414 EJJ002000 Financial Company Commercial Paper Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0193 9937333.00 9937333.00 0.0054 N N N N DNB Bank ASA DNB Bank ASA, 2.00% 2332K0C26 549300GKFG0RYRRQ1414 EJJ008000 Financial Company Commercial Paper Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0191 5961460.20 5961460.20 0.0033 N N N N J.P. 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Mitsubishi UFJ Trust & Banking Corp., 2.01% 60682YB78 JBONEPAGQXF4QP29B387 FBG142000 Financial Company Commercial Paper Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0198 1989385.00 1989385.00 0.0011 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.01% 60682YB78 JBONEPAGQXF4QP29B387 FBF630000 Financial Company Commercial Paper Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0198 2984077.50 2984077.50 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.01% 60682YBB9 JBONEPAGQXF4QP29B387 FBG701000 Financial Company Commercial Paper Y N/A N/A 2020-02-11 2020-02-11 2020-02-11 N N N 0.0198 994478.10 994478.10 0.0005 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.11% 60682YA79 JBONEPAGQXF4QP29B387 FAD218000 Financial Company Commercial Paper Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0197 996367.70 996367.70 0.0005 N N N N Mitsubishi UFJ Trust & Banking Corp. 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Mitsubishi UFJ Trust & Banking Corp., 2.21% 60683CY47 JBONEPAGQXF4QP29B387 EIJ663000 Financial Company Commercial Paper Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 N N N 0.0184 999800.40 999800.40 0.0005 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.31% 60683CY13 JBONEPAGQXF4QP29B387 EHH010000 Financial Company Commercial Paper Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0182 2999851.50 2999851.50 0.0016 N Y Y N Mitsubishi UFJ Trust & Banking Corp. 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PSP Capital, Inc., 2.02% 69370ABS2 EJH459000 Financial Company Commercial Paper Y N/A N/A 2020-02-26 2020-02-26 2020-02-26 N N Y PUBLIC SECTOR PENSION INV BRD OBLIGOR 1.0000 N/A N/A 0.0184 14912139.00 14912139.00 0.0082 N N N N Royal Bank of Canada Royal Bank of Canada, 2.07% 78014XCM7 ES7IP3U3RHIGC71XBU11 US78014XCM74 0001000275 Financial Company Commercial Paper Y N/A N/A 2019-11-12 2020-03-09 2020-03-09 N N N 0.0206 13000117.00 13000117.00 0.0071 N N N N Royal Bank of Canada Royal Bank of Canada, 2.09% 78014XDF1 ES7IP3U3RHIGC71XBU11 US78014XDF15 0001000275 Financial Company Commercial Paper Y N/A N/A 2019-11-15 2020-04-15 2020-04-15 N N N 0.0211 9999230.00 9999230.00 0.0055 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.91% 86562KBT0 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2020-02-27 2020-02-27 2020-02-27 N N N 0.0201 6954902.50 6954902.50 0.0038 N N N N Sumitomo Mitsui Trust Bank Ltd. 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Sumitomo Mitsui Trust Bank Ltd., 2.30% 86564XYJ7 5493006GGLR4BTEL8O61 EIA940000 Financial Company Commercial Paper Y N/A N/A 2019-11-18 2019-11-18 2019-11-18 N N N 0.0188 6993567.00 6993567.00 0.0038 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.00% 86960JBM6 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0200 12920755.90 12920755.90 0.0071 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.01% 86960JBC8 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0200 12926954.30 12926954.30 0.0071 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.02% 86960JCG8 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0198 11911406.40 11911406.40 0.0065 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.90% 89120DMV8 PT3QB789TSUIDF371261 US89120DMV81 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-11-29 2019-12-31 2019-12-31 N N N 0.0182 20002152.00 20002152.00 0.0110 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.91% 89120DMU0 PT3QB789TSUIDF371261 US89120DMU09 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-11-29 2019-12-30 2019-12-30 N N N 0.0184 10001035.00 10001035.00 0.0055 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.92% 89120DML0 PT3QB789TSUIDF371261 US89120DML00 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-11-26 2019-11-26 2019-11-26 N N N 0.0181 21001423.80 21001423.80 0.0115 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.13% 89120DPQ6 PT3QB789TSUIDF371261 US89120DPQ69 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-11-25 2020-07-23 2020-07-23 N N N 0.0212 10000448.00 10000448.00 0.0055 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.27% 89120DMQ9 PT3QB789TSUIDF371261 US89120DMQ96 0000947263 Financial Company Commercial Paper Y N/A N/A 2019-11-06 2020-02-06 2020-02-06 N N N 0.0221 10001269.00 10001269.00 0.0055 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.03% 89233AZ28 Z2VZBHUMB7PWWJ63I008 US89233AZ289 Financial Company Commercial Paper Y N/A N/A 2019-11-15 2019-12-12 2019-12-12 N N N 0.0191 3000379.20 3000379.20 0.0016 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.03% 89233AY94 Z2VZBHUMB7PWWJ63I008 US89233AY944 Financial Company Commercial Paper Y N/A N/A 2019-11-15 2019-12-11 2019-12-11 N N N 0.0191 3000377.10 3000377.10 0.0016 N N N N UBS AG London Branch UBS AG London Branch, 2.02% 90351WDP7 BFM8T61CT2L1QCEMIK50 US90351WDP77 Financial Company Commercial Paper Y N/A N/A 2020-04-23 2020-04-23 2020-04-23 N N N 0.0195 4953868.00 4953868.00 0.0027 N N N N UBS AG London Branch UBS AG London Branch, 2.02% 90351WDV4 BFM8T61CT2L1QCEMIK50 US90351WDV46 Financial Company Commercial Paper Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0197 8913074.40 8913074.40 0.0049 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.15% 04821UYK2 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-11-19 2019-11-19 2019-11-19 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0179 999077.40 999077.40 0.0005 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.15% 04821UYR7 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-11-25 2019-11-25 2019-11-25 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0179 1997573.60 1997573.60 0.0011 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.15% 04821UYS5 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-11-26 2019-11-26 2019-11-26 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0179 1997479.40 1997479.40 0.0011 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.15% 04821TAM7 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0189 995815.70 995815.70 0.0005 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.15% 04821TAN5 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-01-22 2020-01-22 2020-01-22 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0189 995762.40 995762.40 0.0005 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.15% 04821TAP0 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0189 995711.30 995711.30 0.0005 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.15% 04821TB38 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0190 995131.30 995131.30 0.0005 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 2.16% 04821UYC0 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0177 999422.30 999422.30 0.0005 N N N N Gotham Funding Corp. Gotham Funding Corp., 2.16% 38346LA63 549300Z2ZR7VTUMRPR17 FAH728000 Asset Backed Commercial Paper Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0194 2989453.20 2989453.20 0.0016 N N N N Gotham Funding Corp. Gotham Funding Corp., 2.18% 38346MZ56 549300Z2ZR7VTUMRPR17 FBB627000 Asset Backed Commercial Paper Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0184 16970166.70 16970166.70 0.0093 N N N N Gotham Funding Corp. Gotham Funding Corp., 2.18% 38346MZC1 549300Z2ZR7VTUMRPR17 FAH814000 Asset Backed Commercial Paper Y N/A N/A 2019-12-12 2019-12-12 2019-12-12 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0185 1995772.00 1995772.00 0.0011 N N N N Gotham Funding Corp. Gotham Funding Corp., 2.18% 38346MZD9 549300Z2ZR7VTUMRPR17 FAH755000 Asset Backed Commercial Paper Y N/A N/A 2019-12-13 2019-12-13 2019-12-13 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0185 2993503.50 2993503.50 0.0016 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 2.12% 53127UZ29 549300F33VRHM10B9391 EJC500000 Asset Backed Commercial Paper Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0183 2096636.22 2096636.22 0.0011 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 2.12% 53127UZK9 549300F33VRHM10B9391 EJF000000 Asset Backed Commercial Paper Y N/A N/A 2019-12-19 2019-12-19 2019-12-19 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0185 2992572.30 2992572.30 0.0016 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 2.12% 53127UZK9 549300F33VRHM10B9391 EJF007000 Asset Backed Commercial Paper Y N/A N/A 2019-12-19 2019-12-19 2019-12-19 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0185 2992572.30 2992572.30 0.0016 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 2.12% 53127UZP8 549300F33VRHM10B9391 EJF006000 Asset Backed Commercial Paper Y N/A N/A 2019-12-23 2019-12-23 2019-12-23 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0186 5983896.60 5983896.60 0.0033 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 2.09% 56274LA20 549300S0NSJYSOB32S63 FBD665000 Asset Backed Commercial Paper Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0184 2990592.00 2990592.00 0.0016 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 2.15% 56274LAH7 549300S0NSJYSOB32S63 FAG666000 Asset Backed Commercial Paper Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0185 8288512.32 8288512.32 0.0045 N N N N American Electric Power Co., Inc. American Electric Power Co., Inc., 1.85% 0255E3Y51 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0189 2999229.00 2999229.00 0.0016 N N Y N American Electric Power Co., Inc. American Electric Power Co., Inc., 2.12% 0255E3YR3 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2019-11-25 2019-11-25 2019-11-25 N N N 0.0208 2995770.90 2995770.90 0.0016 N N N N American Electric Power Co., Inc. American Electric Power Co., Inc., 2.22% 0255E3Y77 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0210 999601.40 999601.40 0.0005 N N Y N Duke Energy Corp. Duke Energy Corp., 1.85% 26244JY11 I1BZKREC126H0VB1BL91 0001326160 Non-Financial Company Commercial Paper Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0000 999948.00 999948.00 0.0005 N Y Y N ERP Operating LP ERP Operating LP, 2.09% 26885UY10 DX5HQV5MLU50FEWZ5072 FBJ761000 Non-Financial Company Commercial Paper Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0208 999943.50 999943.50 0.0005 N Y Y N Rogers Communications, Inc. 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Tyson Foods, Inc., 1.85% 90247NY72 WD6L6041MNRW1JE49D58 0000100493 Non-Financial Company Commercial Paper Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0189 2998920.00 2998920.00 0.0016 N N Y N Ventas Realty LP Ventas Realty LP, 2.11% 92276YYM5 32SXKSJ72K64GM3HOU64 FCA370000 Non-Financial Company Commercial Paper Y N/A N/A 2019-11-21 2019-11-21 2019-11-21 N N N 0.0208 2996447.40 2996447.40 0.0016 N N N N Bank of Montreal Bank of Montreal, 1.94% 06370RZE2 NQQ6HPCNCCU6TUTQYE16 US06370RZE25 0000927971 Certificate of Deposit Y N/A N/A 2019-11-25 2019-11-25 2019-11-25 N N N 0.0183 7000456.40 7000456.40 0.0038 N N N N Bank of Montreal Bank of Montreal, 1.97% 06370RZD4 NQQ6HPCNCCU6TUTQYE16 US06370RZD42 0000927971 Certificate of Deposit Y N/A N/A 2019-11-22 2019-11-22 2019-11-22 N N N 0.0181 8000680.80 8000680.80 0.0044 N N N N Bank of Montreal Bank of Montreal, 2.07% 06370RD71 NQQ6HPCNCCU6TUTQYE16 US06370RD710 0000927971 Certificate of Deposit Y N/A N/A 2019-11-09 2020-03-09 2020-03-09 N N N 0.0206 11000099.00 11000099.00 0.0060 N N N N Bank of Montreal Bank of Montreal, 2.08% 06370RS75 NQQ6HPCNCCU6TUTQYE16 US06370RS759 0000927971 Certificate of Deposit Y N/A N/A 2019-11-18 2020-04-17 2020-04-17 N N N 0.0208 14999737.50 14999737.50 0.0082 N N N N Bank of Montreal Bank of Montreal, 2.18% 06370RM55 NQQ6HPCNCCU6TUTQYE16 US06370RM554 0000927971 Certificate of Deposit Y N/A N/A 2019-11-01 2020-04-01 2020-04-01 N N N 0.0222 7998740.00 7998740.00 0.0044 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.99% 06417MBD6 L3I9ZG2KFGXZ61BMYR72 0000009631 Certificate of Deposit Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0176 7005324.90 7005324.90 0.0038 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.02% 06417MBU8 L3I9ZG2KFGXZ61BMYR72 0000009631 Certificate of Deposit Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0176 3002898.30 3002898.30 0.0016 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.04% 06417MBX2 L3I9ZG2KFGXZ61BMYR72 0000009631 Certificate of Deposit Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0176 3003124.50 3003124.50 0.0016 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.06% 06417G5A2 L3I9ZG2KFGXZ61BMYR72 US06417G5A27 0000009631 Certificate of Deposit Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N N N 0.0178 8000688.00 8000688.00 0.0044 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.16% 06417G5C8 L3I9ZG2KFGXZ61BMYR72 US06417G5C82 0000009631 Certificate of Deposit Y N/A N/A 2019-11-20 2019-11-20 2019-11-20 N N N 0.0213 16000016.00 16000016.00 0.0088 N N N N Credit Agricole CIB Credit Agricole CIB, 2.10% 22535CHH7 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2019-12-12 2019-12-12 2019-12-12 N N N 0.0179 17005676.30 17005676.30 0.0093 N N N N Credit Agricole CIB Credit Agricole CIB, 2.19% 22535CGK1 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0176 5000334.00 5000334.00 0.0027 N N Y N Credit Agricole CIB Credit Agricole CIB, 2.32% 22535CFZ9 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N N N 0.0176 5000878.00 5000878.00 0.0027 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.66% 51501GLE9 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0165 17000000.00 17000000.00 0.0093 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.73% 51501GLB5 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0177 12999883.00 12999883.00 0.0071 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.78% 51501GKZ3 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0177 13999990.20 13999990.20 0.0077 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.83% 51501GKY6 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 N N N 0.0177 20000098.00 20000098.00 0.0110 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.91% 51501GKV2 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0177 18000061.20 18000061.20 0.0099 N Y Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.01% 60683BVJ9 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0192 3000631.50 3000631.50 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.01% 60683BVQ3 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0192 3000674.70 3000674.70 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.06% 60683BVE0 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0192 1000334.40 1000334.40 0.0005 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.11% 60683BUU5 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-01-13 2020-01-13 2020-01-13 N N N 0.0191 1000367.20 1000367.20 0.0005 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.11% 60683BUV3 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-01-14 2020-01-14 2020-01-14 N N N 0.0191 3001117.80 3001117.80 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.14% 60683BUJ0 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0191 5001003.50 5001003.50 0.0027 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 1.99% 60710AFE7 RB0PEZSDGCO3JS6CEU02 FBH542000 Certificate of Deposit Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0194 6000752.40 6000752.40 0.0033 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.00% 60710AF72 RB0PEZSDGCO3JS6CEU02 FBF626000 Certificate of Deposit Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0194 4000535.60 4000535.60 0.0022 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.12% 60710AES7 RB0PEZSDGCO3JS6CEU02 FAJ440000 Certificate of Deposit Y N/A N/A 2020-01-31 2020-01-31 2020-01-31 N N N 0.0195 20007970.00 20007970.00 0.0110 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.32% 60710ABV3 RB0PEZSDGCO3JS6CEU02 EIC415000 Certificate of Deposit Y N/A N/A 2019-11-18 2019-11-18 2019-11-18 N N N 0.0178 17004346.90 17004346.90 0.0093 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 2.00% 63873N7D7 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0177 9005897.70 9005897.70 0.0049 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.05% 86565BT68 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0194 6001638.00 6001638.00 0.0033 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.05% 86565BU33 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-02-10 2020-02-10 2020-02-10 N N N 0.0194 7001959.30 7001959.30 0.0038 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.10% 86565BQ46 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-01-16 2020-01-16 2020-01-16 N N N 0.0190 8003072.80 8003072.80 0.0044 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.10% 86565BQ53 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0191 8003077.60 8003077.60 0.0044 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.10% 86565BQ95 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0191 9003489.30 9003489.30 0.0049 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.13% 86565BW64 5U0XI89JRFVHWIBS4F54 US86565BW647 0001184915 Certificate of Deposit Y N/A N/A 2019-11-18 2020-02-18 2020-02-18 N N N 0.0205 7001338.40 7001338.40 0.0038 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.13% 86565BW80 5U0XI89JRFVHWIBS4F54 US86565BW803 0001184915 Certificate of Deposit Y N/A N/A 2019-11-19 2020-02-19 2020-02-19 N N N 0.0205 7001365.70 7001365.70 0.0038 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.13% 86565BW49 5U0XI89JRFVHWIBS4F54 US86565BW498 0001184915 Certificate of Deposit Y N/A N/A 2019-11-20 2020-02-20 2020-02-20 N N N 0.0205 4000795.60 4000795.60 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.11% 86564FS87 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0193 6002289.00 6002289.00 0.0033 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.11% 86564FT29 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N N N 0.0193 12004524.00 12004524.00 0.0066 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.30% 86564FJ61 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2019-11-18 2019-11-18 2019-11-18 N N N 0.0185 9001904.40 9001904.40 0.0049 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 2.00% 89114M5N3 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y N/A N/A 2020-03-11 2020-03-11 2020-03-11 N N N 0.0178 10007715.00 10007715.00 0.0055 N N N N CIC London Branch CIC London Branch, 2.05% N4JDFKKH2FTD8RKFXO39 XS2064491280 Certificate of Deposit Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0183 12936214.20 12936214.20 0.0071 N N N N CIC London Branch CIC London Branch, 2.16% N4JDFKKH2FTD8RKFXO39 XS2059871181 Certificate of Deposit Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0183 13939042.60 13939042.60 0.0076 N N N N CIC London Branch CIC London Branch, 2.36% N4JDFKKH2FTD8RKFXO39 XS2028098395 Certificate of Deposit Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N N N 0.0179 6995914.10 6995914.10 0.0038 N N N N Commonwealth Bank of Australia London Branch Commonwealth Bank of Australia London Branch, 2.00% MSFSBD3QN1GSN7Q6C537 XS2053331265 Certificate of Deposit Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0191 3000839.40 3000839.40 0.0016 N N N N Commonwealth Bank of Australia London Branch Commonwealth Bank of Australia London Branch, 2.00% MSFSBD3QN1GSN7Q6C537 XS2053331000 Certificate of Deposit Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0191 3000839.40 3000839.40 0.0016 N N N N Commonwealth Bank of Australia London Branch Commonwealth Bank of Australia London Branch, 2.00% MSFSBD3QN1GSN7Q6C537 XS2052341281 Certificate of Deposit Y N/A N/A 2020-03-10 2020-03-10 2020-03-10 N N N 0.0191 3000960.60 3000960.60 0.0016 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.90% 529900HNOAA1KXQJUQ27 XS2077593767 Certificate of Deposit Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0185 6955697.00 6955697.00 0.0038 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.09% 529900HNOAA1KXQJUQ27 XS2052520371 Certificate of Deposit Y N/A N/A 2020-01-13 2020-01-13 2020-01-13 N N N 0.0195 5976547.80 5976547.80 0.0033 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.14% 529900HNOAA1KXQJUQ27 XS2054602680 Certificate of Deposit Y N/A N/A 2020-01-29 2020-01-29 2020-01-29 N N N 0.0197 6966387.40 6966387.40 0.0038 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.15% 529900HNOAA1KXQJUQ27 XS2050780969 Certificate of Deposit Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0187 6987869.70 6987869.70 0.0038 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.15% 529900HNOAA1KXQJUQ27 XS2051176019 Certificate of Deposit Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0187 4991071.50 4991071.50 0.0027 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.15% 529900HNOAA1KXQJUQ27 XS2043159818 Certificate of Deposit Y N/A N/A 2019-12-16 2019-12-16 2019-12-16 N N N 0.0189 3990505.60 3990505.60 0.0022 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.17% 529900HNOAA1KXQJUQ27 XS2055152081 Certificate of Deposit Y N/A N/A 2020-01-29 2020-01-29 2020-01-29 N N N 0.0197 3980792.80 3980792.80 0.0022 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.18% 529900HNOAA1KXQJUQ27 XS2056690782 Certificate of Deposit Y N/A N/A 2020-01-30 2020-01-30 2020-01-30 N N N 0.0197 10946596.10 10946596.10 0.0060 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.19% 529900HNOAA1KXQJUQ27 XS2056441053 Certificate of Deposit Y N/A N/A 2020-01-29 2020-01-29 2020-01-29 N N N 0.0197 6966387.40 6966387.40 0.0038 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.33% 529900HNOAA1KXQJUQ27 XS2035628705 Certificate of Deposit Y N/A N/A 2019-11-29 2019-11-29 2019-11-29 N N N 0.0187 3994118.40 3994118.40 0.0022 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 2.33% 529900HNOAA1KXQJUQ27 XS2035474399 Certificate of Deposit Y N/A N/A 2019-11-29 2019-11-29 2019-11-29 N N N 0.0187 5991177.60 5991177.60 0.0033 N N N N KBC Bank NV London KBC Bank NV London, 1.94% 6B2PBRV1FCJDMR45RZ53 XS2075960356 Certificate of Deposit Y N/A N/A 2020-02-27 2020-02-27 2020-02-27 N N N 0.0195 17887251.60 17887251.60 0.0098 N N N N KBC Bank NV London KBC Bank NV London, 2.08% 6B2PBRV1FCJDMR45RZ53 XS2066070256 Certificate of Deposit Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0216 12946024.00 12946024.00 0.0071 N N N N KBC Bank NV London KBC Bank NV London, 2.10% 6B2PBRV1FCJDMR45RZ53 XS2049641496 Certificate of Deposit Y N/A N/A 2019-12-30 2019-12-30 2019-12-30 N N N 0.0215 12954444.10 12954444.10 0.0071 N N N N KBC Bank NV London KBC Bank NV London, 2.15% 6B2PBRV1FCJDMR45RZ53 XS2049641579 Certificate of Deposit Y N/A N/A 2019-11-29 2019-11-29 2019-11-29 N N N 0.0192 12980320.60 12980320.60 0.0071 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.17% JBONEPAGQXF4QP29B387 XS2057987146 Certificate of Deposit Y N/A N/A 2020-01-28 2020-01-28 2020-01-28 N N N 0.0197 995251.30 995251.30 0.0005 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.18% JBONEPAGQXF4QP29B387 XS2059876222 Certificate of Deposit Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0197 994720.50 994720.50 0.0005 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.19% JBONEPAGQXF4QP29B387 XS2057267564 Certificate of Deposit Y N/A N/A 2020-01-29 2020-01-29 2020-01-29 N N N 0.0197 2985594.60 2985594.60 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.20% JBONEPAGQXF4QP29B387 XS2055774165 Certificate of Deposit Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0197 2986889.70 2986889.70 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.20% JBONEPAGQXF4QP29B387 XS2055783232 Certificate of Deposit Y N/A N/A 2020-01-22 2020-01-22 2020-01-22 N N N 0.0197 2986723.80 2986723.80 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.20% JBONEPAGQXF4QP29B387 XS2056448819 Certificate of Deposit Y N/A N/A 2020-01-31 2020-01-31 2020-01-31 N N N 0.0197 1990184.00 1990184.00 0.0011 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.20% JBONEPAGQXF4QP29B387 XS2060771826 Certificate of Deposit Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0192 2001395.40 2001395.40 0.0011 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.23% JBONEPAGQXF4QP29B387 XS2042508635 Certificate of Deposit Y N/A N/A 2019-11-14 2019-11-14 2019-11-14 N N N 0.0183 3000430.80 3000430.80 0.0016 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.15% RB0PEZSDGCO3JS6CEU02 XS2050782403 Certificate of Deposit Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0200 4981827.50 4981827.50 0.0027 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.15% RB0PEZSDGCO3JS6CEU02 XS2050782239 Certificate of Deposit Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0200 2988447.90 2988447.90 0.0016 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.16% RB0PEZSDGCO3JS6CEU02 XS2051470719 Certificate of Deposit Y N/A N/A 2020-01-16 2020-01-16 2020-01-16 N N N 0.0200 1991650.60 1991650.60 0.0011 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.18% RB0PEZSDGCO3JS6CEU02 XS2048705193 Certificate of Deposit Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0185 6987981.70 6987981.70 0.0038 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.32% RB0PEZSDGCO3JS6CEU02 XS2037398778 Certificate of Deposit Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0184 4991964.00 4991964.00 0.0027 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 2.32% RB0PEZSDGCO3JS6CEU02 XS2035413173 Certificate of Deposit Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0184 6988749.60 6988749.60 0.0038 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.15% 5493006GGLR4BTEL8O61 XS2052319782 Certificate of Deposit Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0191 3001421.40 3001421.40 0.0016 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.15% 5493006GGLR4BTEL8O61 XS2052319865 Certificate of Deposit Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0191 3001421.40 3001421.40 0.0016 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.16% 5493006GGLR4BTEL8O61 XS2051467509 Certificate of Deposit Y N/A N/A 2020-01-16 2020-01-16 2020-01-16 N N N 0.0196 2987724.00 2987724.00 0.0016 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.17% 5493006GGLR4BTEL8O61 XS2043976518 Certificate of Deposit Y N/A N/A 2019-12-19 2019-12-19 2019-12-19 N N N 0.0191 2992338.90 2992338.90 0.0016 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.18% 5493006GGLR4BTEL8O61 XS2044078868 Certificate of Deposit Y N/A N/A 2019-12-16 2019-12-16 2019-12-16 N N N 0.0192 997598.50 997598.50 0.0005 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.19% 5493006GGLR4BTEL8O61 XS2058873857 Certificate of Deposit Y N/A N/A 2020-01-30 2020-01-30 2020-01-30 N N N 0.0200 3980270.00 3980270.00 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.19% 5493006GGLR4BTEL8O61 XS2061935735 Certificate of Deposit Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0201 5967686.40 5967686.40 0.0033 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.23% 5493006GGLR4BTEL8O61 XS2042549829 Certificate of Deposit Y N/A N/A 2019-11-15 2019-11-15 2019-11-15 N N N 0.0184 3000456.60 3000456.60 0.0016 N N N N State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 2.01% 8574P1MG8 571474TGEMMWANRLN572 US8574P1MG89 0000093748 Certificate of Deposit Y N/A N/A 2019-11-01 2019-11-21 2019-11-21 N N N 0.0169 4000696.00 4000696.00 0.0022 N N N N Abn Amro Bank NV(TD) Abn Amro Bank NV(TD), 1.88% BFXS5XCH7N0Y05NIXW11 FCD163000 Non-Negotiable Time Deposit Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0188 9999994.00 9999994.00 0.0055 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 1.76% JHE42UYNWWTJB8YTTU19 FCE283000 Non-Negotiable Time Deposit Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0159 17000353.60 17000353.60 0.0093 N N Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 1.88% JHE42UYNWWTJB8YTTU19 FCD116000 Non-Negotiable Time Deposit Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0159 25000187.50 25000187.50 0.0137 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.76% G5GSEF7VJP5I7OUK5573 FCF474000 Non-Negotiable Time Deposit Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0174 75000000.00 75000000.00 0.0411 N Y Y N Credit Agricole CIB Credit Agricole CIB, 1.65% 1VUV7VQFKUOQSJ21A208 FCF466000 Non-Negotiable Time Deposit Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0164 8000000.00 8000000.00 0.0044 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.75% 1VUV7VQFKUOQSJ21A208 FCE923000 Non-Negotiable Time Deposit Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0165 12000159.60 12000159.60 0.0066 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.78% 1VUV7VQFKUOQSJ21A208 FCE460000 Non-Negotiable Time Deposit Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0165 17000260.10 17000260.10 0.0093 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.90% 1VUV7VQFKUOQSJ21A208 FCD784000 Non-Negotiable Time Deposit Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 N N N 0.0165 9000229.50 9000229.50 0.0049 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.93% RUC0QBLBRPRCU4W1NE59 FCF412000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDEX CORP SR NT 4.1%45 549300E707U7WNPZN687 2045-02-01 2045-02-01 4.1 - 4.1 1068000.00 1050341.81 Corporate Debt Securities HOST HOTELS & RESORTS LP SR -H NT3.375%29 FXB7X4WXVA8QPMNOGS12 2029-12-15 2029-12-15 3.375 - 3.375 5.00 4.98 Corporate Debt Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0191 1000000.00 1000000.00 0.0005 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.00% RUC0QBLBRPRCU4W1NE59 FCF410000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HUAZHU GROUP LTD SPONSORED ADS 549300Y5ML31FVN83730 2500-12-31 2500-12-31 N/A 85957.00 3226825.78 Equities PHILLIPS 66 PARTNERS LP COM UNIT REP INT 549300TL5L4IG0H4FX64 2500-12-31 2500-12-31 N/A 239.00 13391.17 Equities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0198 3000000.00 3000000.00 0.0016 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.02% RUC0QBLBRPRCU4W1NE59 FCF411000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VODAFONE GROUP PLC NEW SR GLBL NT 24 213800TB53ELEUKM7Q61 2024-01-16 2024-01-16 3.75 - 3.75 1000000.00 1060653.33 Corporate Debt Securities SOCIETE GENERALE MTN 144A FR 2.625%101624 O2RNE8IBXP4R0TD8PU41 2024-10-16 2024-10-16 2.625 - 2.625 6325948.00 6276927.17 Corporate Debt Securities BOMBARDIER INC SR 144A NT7.5%24 W7L3VLU8EHQY34Z36697 2024-12-01 2024-12-01 7.5 - 7.5 5401.00 5380.70 Corporate Debt Securities REYNOLDS AMERICAN INC SR GLBL NT 25 02S2RPPVO9RP4NEU2740 2025-06-12 2025-06-12 4.45 - 4.45 7000.00 7601.50 Corporate Debt Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0200 7000000.00 7000000.00 0.0038 N Y Y N BNP Paribas BNP Paribas, 1.93% R0MUWSFPU8MPRO8K5P83 FCF415000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DEUTSCHE TELEKOM INTL FIN B V SR GLBL 144A 22 529900ERDFHS6C1M4U58 2022-01-19 2022-01-19 2.82 - 2.82 467000.00 476630.32 Corporate Debt Securities CONSTELLATION BRANDS INC SR GLBL NT 25 5493005GKEG8QCVY7037 2025-12-01 2025-12-01 4.75 - 4.75 196000.00 223449.75 Corporate Debt Securities PNC FINL SVCS GROUP INC ALT TIER I PERP CFGNEKW0P8842LEUIA51 2500-12-31 2500-12-31 6.75 - 6.75 1000.00 1077.94 Corporate Debt Securities SINOPEC GRP OVSEAS DEV 2012 SR NT REGS 42 2042-05-17 2042-05-17 4.875 - 4.875 801000.00 985344.48 Corporate Debt Securities AIA GROUP LTD HONG KONG VR 092018-092021 ZP5ILWVSYE4LJGMMVD57 2021-09-20 2021-09-20 2.676 - 2.676 406177.00 406984.29 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2019C 29 9R1Z5I36FERIBVKW4P77 2029-08-01 2029-08-01 2.85 - 2.85 6645.00 6626.06 Corporate Debt Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0191 2000000.00 2000000.00 0.0011 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.28% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TABERNA PREF FDG II 2005-2 B 144A 20351105 FLT 8Z9UQTNXEECO8ECQHB85 2035-11-05 2035-11-05 3.187 - 3.187 2040.00 811.31 Other Instrument COLLATERALIZED DEBT OBLIGATION ML FF MTG LN TR 2007-H1 2-A2 20371025 FLT 2037-10-25 2037-10-25 3.573 - 3.573 3005422.00 1085689.52 Asset-Backed Securities TABERNA PREF FDG VII 2006-7 A1LB 1 20370205 FLT O6FH5MIKN9JCILM69649 2037-02-05 2037-02-05 2.787 - 2.787 249703.00 147757.92 Other Instrument COLLATERALIZED DEBT OBLIGATION CITIGROUP MTG LN TR 2005-2 I-B1 20350525 FLT 549300R1KUK063S4I339 2035-05-25 2035-05-25 4.681 - 4.681 3936215.00 1994731.60 Private Label Collateralized Mortgage Obligations BAYVIEW FINANCIAL TR 2007-B 2-A3 20370828 FLT 2037-08-28 2037-08-28 2.654 - 2.654 133.00 59.68 Asset-Backed Securities KODIAK CDO I LTD 2006-1 B 144A 20370807 FLT 2037-08-07 2037-08-07 2.859 - 2.859 13651.00 10944.69 Other Instrument COLLATERALIZED DEBT OBLIGATION AEGIS ABS 2005-1 M6 20350325 FLT 2035-03-25 2035-03-25 2.613 - 2.613 3.00 0.86 Asset-Backed Securities C-BASS TRUST 2007-CB1 AF-1B 20370125 FLT 2037-01-25 2037-01-25 3.53 - 3.53 68.00 4.84 Asset-Backed Securities UBS AG LONDON BRH SR GLBL 144A 20 BFM8T61CT2L1QCEMIK50 2020-06-08 2020-06-08 2.2 - 2.2 2763.00 2789.80 Corporate Debt Securities Y N/A N/A 2019-12-05 2019-12-05 2020-04-15 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0228 3000000.00 3000000.00 0.0016 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.61% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EVEREST ACQ LLC/FINANCE 7.75%26 2026-05-15 2026-05-15 7.75 - 7.75 2000.00 1400.00 Corporate Debt Securities WEATHERFORD INTL LTD SR GLBL NT6.5%36 549300A2JKMG5PGOGF82 2036-08-01 2039-03-01 N/A 3405000.00 1071385.00 Corporate Debt Securities INTELSAT LUXEMBOURG S A SR NT 7.75%21 54930027UF5LR7S2XC75 2021-06-01 2021-06-01 7.75 - 7.75 5000.00 4922.88 Corporate Debt Securities UBS AG LONDON BRH SR GLBL 144A 20 BFM8T61CT2L1QCEMIK50 2020-06-08 2020-06-08 2.2 - 2.2 5793.00 5849.18 Corporate Debt Securities WEATHERFORD INTL LTD BERMUDA SR NT 6.75%40 549300A2JKMG5PGOGF82 2040-09-15 2040-09-15 N/A 8000.00 2540.00 Corporate Debt Securities Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0258 1000000.00 1000000.00 0.0005 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.61% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NEW YORK ST HSG FIN AGY REV VAR REV BDS 2002 5493000LS7KCDB02O506 2033-05-15 2033-05-15 1.23 - 1.23 432.00 432.24 Other Instrument MUNICIPAL DEBT OHIO ST WTR DEV AUTH WTR POLLU LN FD REF BDS 2019 2032-12-01 2032-12-01 5 - 5 1.00 1.29 Other Instrument MUNICIPAL DEBT MARLBORO TWP N J GO REF BDS 2019 2032-12-01 2032-12-01 3 - 3 1.00 1.07 Other Instrument MUNICIPAL DEBT SAN DIEGO CALIF CMNTY COLLEGE FED TAXABLE GO REF BDS 2019 2033-08-01 2033-08-01 2.877 - 2.877 8978.00 9070.55 Other Instrument MUNICIPAL DEBT ALLEGHENY CNTY PA INDL DEV AUT REF BDS 2019 5493001680EYSTWFLS08 2024-11-01 2024-11-01 4.875 - 4.875 20271.00 20983.93 Other Instrument MUNICIPAL DEBT TEXAS WATER DEV BRD ST IMPLEMENTATION REV FD 2019 2033-10-15 2033-10-15 3 - 3 180666.00 190475.56 Other Instrument MUNICIPAL DEBT KING CNTY WASH LTD TAX GO BDS 2019 2033-01-01 2034-01-01 5 - 5 3182947.00 4000020.18 Other Instrument MUNICIPAL DEBT Y N/A N/A 2019-11-25 2019-11-25 2019-11-25 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0258 4000000.00 4000000.00 0.0022 N N N Y Credit AG Cib Paris(NON GOV RP Credit AG Cib Paris(NON GOV RP, 1.80% 1VUV7VQFKUOQSJ21A208 FCF455000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N APPLE INC 3%27 HWUPKR0MPOU8FGXBT394 2027-06-20 2027-06-20 3 - 3 2779000.00 2940830.43 Corporate Debt Securities CHINA CINDA FIN 2015 I LTD FR 3.125%042320 2020-04-23 2020-04-23 3.125 - 3.125 200000.00 200491.53 Corporate Debt Securities DISNEY WALT CO MTNS BE FR 3%021326 7260JQNI6SCF9FIV2392 2026-02-13 2026-02-13 3 - 3 9000.00 9520.89 Corporate Debt Securities Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0185 2999964.60 2999964.60 0.0016 N N Y N Credit AG Cib Paris(NON GOV RP Credit AG Cib Paris(NON GOV RP, 1.90% 1VUV7VQFKUOQSJ21A208 FCE916000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PT PERTAMINA PERSERO FR 4.3%052023 254900NDAKGNZ2IBBL45 2023-05-20 2023-05-20 4.3 - 4.3 200000.00 214472.22 Corporate Debt Securities 3M CO SR GLBL NT 29 LUZQVYP4VS22CLWDAR65 2029-08-26 2029-08-26 2.375 - 2.375 2754812.00 2735369.15 Corporate Debt Securities CHINA CINDA FIN 2015 I LTD FR 3.125%042320 2020-04-23 2020-04-23 3.125 - 3.125 200000.00 200491.53 Corporate Debt Securities Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0188 2999999.10 2999999.10 0.0016 N N Y N Credit AG Cib Paris(NON GOV RP Credit AG Cib Paris(NON GOV RP, 1.98% 1VUV7VQFKUOQSJ21A208 FCE376000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CHINA CINDA FIN 2015 I LTD FR 3.125%042320 2020-04-23 2020-04-23 3.125 - 3.125 200000.00 200491.53 Corporate Debt Securities TOYOTA MTR CRD CORP MTN BE FR 3.4% 21 Z2VZBHUMB7PWWJ63I008 2021-09-15 2021-09-15 3.4 - 3.4 22000.00 22702.24 Corporate Debt Securities QUEBEC PROV CDA SR GLBL PD DB 29 549300WN65YFEQH74Y36 2029-09-15 2029-09-15 7.5 - 7.5 4127000.00 6078885.28 Corporate Debt Securities Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0196 6000000.00 6000000.00 0.0033 N N Y N Credit AG Cib Paris(NON GOV RP Credit AG Cib Paris(NON GOV RP, 1.99% 1VUV7VQFKUOQSJ21A208 FCD807000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MIZUHO BANK LTD. SR REGS NT2.7%20 RB0PEZSDGCO3JS6CEU02 2020-10-20 2020-10-20 2.7 - 2.7 3126232.00 3150522.82 Corporate Debt Securities DNB NORBANK ASA FR 2.375%060221 549300GKFG0RYRRQ1414 2021-06-02 2021-06-02 2.375 - 2.375 172.00 174.19 Corporate Debt Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0197 3000000.00 3000000.00 0.0016 N Y Y N Credit AG Cib Paris(NON GOV RP Credit AG Cib Paris(NON GOV RP, 1.99% 1VUV7VQFKUOQSJ21A208 FCD806000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FIFTH THIRD BANCORP SR GLBL NT 24 THRNG6BD57P9QWTQLG42 2024-01-25 2024-01-25 3.65 - 3.65 2962053.00 3142062.72 Corporate Debt Securities MIZUHO BANK LTD. SR REGS NT2.7%20 RB0PEZSDGCO3JS6CEU02 2020-10-20 2020-10-20 2.7 - 2.7 100.00 100.78 Corporate Debt Securities UBS GROUP FDG SWITZ AG 23 549300SZJ9VS8SGXAN81 2023-08-15 2023-08-15 3.108 - 3.108 810.00 820.83 Corporate Debt Securities ONTARIO PROV CDA SR GLBL BD 2%29 C7PVKCRGLG18EBQGZV36 2029-10-02 2029-10-02 2 - 2 7801.00 7712.81 Corporate Debt Securities Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 N N N 0.0197 3000000.00 3000000.00 0.0016 N N Y N Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 2.40% 1V8Y6QCX6YMJ2OELII46 0000318336 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CWALT INC 2005-28CB 2-A-1 20350825 FLT 2035-08-25 2035-08-25 2.223 - 2.223 24458016.00 1152990.02 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-01-31 2020-01-31 2020-01-31 N Y CREDIT SUISSE AG 1.0000 N/A N/A N 0.0239 1000000.00 1000000.00 0.0005 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 2.00% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP INC SUB GLBL NT 32 6SHGI4ZSSLCXXQSBB395 2032-06-15 2032-06-15 6.625 - 6.625 200000.00 268608.75 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2018C 48 9R1Z5I36FERIBVKW4P77 2048-03-01 2048-03-01 4.125 - 4.125 528800.00 568920.28 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 4.302%030829 549300XFX12G42QIKN82 2029-03-08 2029-03-08 4.302 - 4.302 7000.00 7653.34 Corporate Debt Securities AT&T INC SR GLBL NT4.8%44 549300Z40J86GGSTL398 2044-06-15 2044-06-15 4.8 - 4.8 94000.00 105562.00 Corporate Debt Securities FEDEX CORP SR GLBL NT3.1%29 549300E707U7WNPZN687 2029-08-05 2029-08-05 3.1 - 3.1 99351.00 99314.90 Corporate Debt Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0198 1000000.00 1000000.00 0.0005 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.85% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AT&T INC SR GLBL FL NT 24 549300Z40J86GGSTL398 2024-06-12 2024-06-12 3.312 - 3.312 344.00 351.22 Corporate Debt Securities APPLE INC SR NT 4.375%45 HWUPKR0MPOU8FGXBT394 2045-05-13 2045-05-13 4.375 - 4.375 864000.00 1049159.64 Corporate Debt Securities THERMO FISHER SCIENTIFIC INC SR GLBL NT3.2%27 HCHV7422L5HDJZCRFL38 2027-08-15 2027-08-15 3.2 - 3.2 215.00 226.28 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 21 5299002BJODD4TLAOX51 2021-09-29 2021-09-29 2 - 2 432.00 428.72 Corporate Debt Securities DOLPHIN ENERGY LTD LLC SR SEC REGS NT21 2021-12-15 2021-12-15 5.5 - 5.5 1944000.00 2099996.28 Corporate Debt Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0183 3000000.00 3000000.00 0.0016 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.27% KBVRJ5K57JZ3E2AVWX40 FBC178000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALIBABA GROUP HLDG LTD SPONSORED ADS 5493001NTNQJDH60PM02 2500-12-31 2500-12-31 N/A 24222.00 4300131.66 Equities KKR & CO INC CL A 549300JOHU21WRN2Z451 2500-12-31 2500-12-31 N/A 985.00 28387.70 Equities Y N/A N/A 2019-11-29 2019-11-29 2019-11-29 Y ING FINL MKTS LLC(NNGV RP BNY) 1.0000 29 N N/A N/A N N 0.0225 4000000.00 4000000.00 0.0022 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.02% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EXXON CORP 2019-11-01 2019-11-01 N/A 466287.00 466240.37 Money Market GENERAL DYNAMICS CORP 2019-12-05 2019-12-05 N/A 5726300.00 5716187.35 Money Market Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0200 6000000.00 6000000.00 0.0033 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.06% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BRASKEM S A SP ADR PFD A 549300RPMQUFGBB7EY44 2500-12-31 2500-12-31 N/A 185.00 2560.40 Equities VANECK VECTORS ETF TR NAT RES ETF 5493001Y68MF5TFNKP40 2500-12-31 2500-12-31 N/A 100.00 3575.00 Equities FRANKLIN TEMPLETON ETF TR FRANKLIN ASIA 549300XOZW71TVF6E672 2500-12-31 2500-12-31 N/A 54716.00 1281108.06 Equities FIRST TR EXCHANGE TRADED FD IV FST LOW OPPT EFT 549300ZVBPE1RKOPM784 2500-12-31 2500-12-31 N/A 136699.00 7087843.15 Equities COSAN LTD SHS A 6354007UNEBWHVSGS270 2500-12-31 2500-12-31 N/A 3.00 50.76 Equities SPDR SERIES TRUST PORTFLI INTRMDIT 54930015OAED5PVKCK44 2500-12-31 2500-12-31 N/A 12.00 373.92 Equities YAMANA GOLD INC COM 549300WHE4O6UJ2KU013 2500-12-31 2500-12-31 N/A 7.00 24.50 Equities INVESCO EXCHNG TRADED FD TR II INTL BUYBACK 2500-12-31 2500-12-31 N/A 6056.00 194821.52 Equities CEDAR FAIR L P DEPOSITRY UNIT 549300TUVLNQQ6BVKH61 2500-12-31 2500-12-31 N/A 1.00 55.16 Equities WISDOMTREE TR INDIA EX STATE 549300JMI74H53UK9O93 2500-12-31 2500-12-31 N/A 35332.00 875922.68 Equities SPDR INDEX SHS FDS SOLACTIVE JAPAN 549300MAIT1ZK2GG7K48 2500-12-31 2500-12-31 N/A 887.00 68768.84 Equities DEUTSCHE BK AG LONDON BRH DB CRUDE OIL DBL 2500-12-31 2500-12-31 N/A 1.00 58.16 Equities GRANITESHARES GOLD TR SHS BEN INT 549300B09UIFB1TCF016 2500-12-31 2500-12-31 N/A 1.00 14.91 Equities FIRST TR EXCH TRADED FD III RIVRFRNT DYN EUR 549300SDK57MHJ515Y86 2500-12-31 2500-12-31 N/A 3629.00 216143.24 Equities JP MORGAN EXCHANGE TRADED FD DIV RTN INT EQ 549300BY2GOTBGN1XN59 2500-12-31 2500-12-31 N/A 272549.00 15041979.31 Equities PIMCO ETF TR ACTIVE BD ETF 2500-12-31 2500-12-31 N/A 8270.00 894565.90 Equities GOLDMAN SACHS ETF TR ACCESS HIG YLD 549300MBOA0YMWNF0550 2500-12-31 2500-12-31 N/A 13932.00 464279.54 Equities ISHARES SILVER TRUST ISHARES 549300K2C2CG14B0ZA09 2500-12-31 2500-12-31 N/A 2.00 33.46 Equities SPDR GOLD TRUST GOLD SHS 2500-12-31 2500-12-31 N/A 21602.00 3046314.04 Equities Y N/A N/A 2019-11-07 2019-11-07 2019-11-21 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0204 27000000.00 27000000.00 0.0148 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.10% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ONCOR ELEC DELIVERY CO LLC SR SEC GLBL 49 549300SP2X2BS1KERD24 2049-09-15 2049-09-15 3.1 - 3.1 3.00 2.99 Corporate Debt Securities BANK AMER CORP ALT TIER I PERP 9DJT3UXIJIZJI4WXO774 2500-12-31 2500-12-31 5.125 - 5.125 10.00 10.71 Corporate Debt Securities PPL ELEC UTILS CORP 1M GLBL-A BD3%49 2049-10-01 2049-10-01 3 - 3 5403000.00 5160081.12 Corporate Debt Securities ENERGY TRANSFER OPERATING LP SR GLBL NT 29 5493008K8W3OKZE54J59 2029-04-15 2029-04-15 5.25 - 5.25 1966860.00 2198964.23 Corporate Debt Securities Y N/A N/A 2019-11-07 2019-11-07 2019-11-12 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0208 7000000.00 7000000.00 0.0038 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.97% K5HU16E3LMSVCCJJJ255 FCF418000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SILVER SPIKE ACQUISITION CORP UNIT EX 549300APSNIYJ4PTIL34 2500-12-31 2500-12-31 N/A 450319.00 4539215.52 Equities ARES CAP CORP SR GLBL COCO 22 WEQ82666OJYSI5GUAB47 2022-02-01 2022-02-01 3.75 - 3.75 161698.00 169029.52 Equities LUTHER BURBANK CORP COM 5493007YRUZ4ZDZM0J48 2500-12-31 2500-12-31 N/A 58989.00 687221.85 Equities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0195 5000000.00 5000000.00 0.0027 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.01% 7TK5RJIZDFROZCA6XF66 FCB143000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OMEGA HEALTHCARE INVS INC COM 549300OJ7ENK42CZ8E73 2500-12-31 2500-12-31 N/A 73981.00 3241847.42 Equities Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 5 N N/A N/A N N 0.0199 3000000.00 3000000.00 0.0016 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.03% 7TK5RJIZDFROZCA6XF66 FCF409000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OMEGA HEALTHCARE INVS INC COM 549300OJ7ENK42CZ8E73 2500-12-31 2500-12-31 N/A 172534.00 7560439.88 Equities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0201 7000000.00 7000000.00 0.0038 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.03% 7TK5RJIZDFROZCA6XF66 FCA509000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OMEGA HEALTHCARE INVS INC COM 549300OJ7ENK42CZ8E73 2500-12-31 2500-12-31 N/A 73985.00 3242022.70 Equities Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 4 N N/A N/A N N 0.0201 3000000.00 3000000.00 0.0016 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.14% 7TK5RJIZDFROZCA6XF66 FCA507000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2021-06-25 2021-06-25 10.216 - 10.216 6443481.00 1030673.64 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 4 N N/A N/A N N 0.0212 1000000.00 1000000.00 0.0005 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.97% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2026-10-31 2026-10-31 1.625 - 1.625 4080600.00 4080281.71 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0195 4000000.00 4000000.00 0.0022 N Y Y N Societe Generale Societe Generale, 1.93% O2RNE8IBXP4R0TD8PU41 FCF420000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DEUTSCHE BK AG N Y BRH SNR NPF GLBL 24 7LTWFZYICNSX8D621K86 2024-05-30 2024-05-30 3.7 - 3.7 5369946.00 5505197.04 Corporate Debt Securities TENCENT HLDGS LTD FR 3.595%011928 254900N4SLUMW4XUYY11 2028-01-19 2028-01-19 3.595 - 3.595 1558.00 1635.13 Corporate Debt Securities BARCLAYS BK PLC GLBL MTN 144A FR 2.9%111919 G5GSEF7VJP5I7OUK5573 2019-11-19 2019-11-19 2.9 - 2.9 54433.00 55950.17 Corporate Debt Securities PT PERUSAHAAN GAS NEGARA TBK SR REGS NT 24 549300OX1VFDX7ZPN240 2024-05-16 2024-05-16 5.125 - 5.125 347000.00 385828.34 Corporate Debt Securities SCHLUMBERGER HLDGS CORP SR 144A NT 4%25 529900IKZG65COT1D505 2025-12-21 2025-12-21 4 - 4 2000.00 2155.71 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 3.766%030824 549300XFX12G42QIKN82 2024-03-08 2024-03-08 3.766 - 3.766 6573077.00 6841980.12 Corporate Debt Securities GOLDMAN SACHS GROUP INC SUB NT 6.75%37 784F5XWPLTWKTBV3E584 2037-10-01 2037-10-01 6.75 - 6.75 30000.00 40735.42 Corporate Debt Securities AMERICA MOVIL SAB DE CV SR GLBL NT 49 5493000FNR3UCEAONM59 2049-04-22 2049-04-22 4.375 - 4.375 184089.00 209011.38 Corporate Debt Securities LIBERTY PPTY LTD PARTNERSHIP 4.375%29 549300N6GNCW2Y4RH795 2029-02-01 2029-02-01 4.375 - 4.375 9898.00 11399.98 Corporate Debt Securities VEREIT OPERATING PRTNERSHIP LP SR GLBL NT 25 5493005TQOUJE1LCS698 2025-11-01 2025-11-01 4.625 - 4.625 18504.00 20623.94 Corporate Debt Securities GLENCORE FDG LLC SR GLBL REGS 27 213800STG1QDNBY87K49 2027-03-27 2027-03-27 4 - 4 2577990.00 2663880.03 Corporate Debt Securities COCA COLA CO SR GLBL NT 26 UWJKFUJFZ02DKWI3RY53 2026-06-01 2026-06-01 2.55 - 2.55 2000.00 2068.03 Corporate Debt Securities CITIGROUP INC SR NT 5.375%20 6SHGI4ZSSLCXXQSBB395 2020-08-09 2020-08-09 5.375 - 5.375 10000.00 10379.24 Corporate Debt Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0191 15000000.00 15000000.00 0.0082 N Y Y N Societe Generale Societe Generale, 2.03% O2RNE8IBXP4R0TD8PU41 FCF419000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AERCAP HLDGS N V JR SB GLBL NT 79 549300SZYINBBLJQU475 2079-10-10 2079-10-10 5.875 - 5.875 1776.00 1857.28 Corporate Debt Securities PAR PHARMACEUTICAL INC SR SEC GLBL 27 549300KK5WR4MGN4YT97 2027-04-01 2027-04-01 7.5 - 7.5 2664.00 2559.95 Corporate Debt Securities DIAMOND 1 FIN CORP/DIAMOND 2 5.45%23 2023-06-15 2023-06-15 5.45 - 5.45 2420.00 2671.70 Corporate Debt Securities BARCLAYS BK PLC GLBL MTN 144A FR 2.9%111919 G5GSEF7VJP5I7OUK5573 2019-11-19 2020-02-21 2.4 - 2.9 113781.00 116963.01 Corporate Debt Securities AXA EQUITABLE HLDGS INC 4.35%28 549300FIBAKMNHPZ4009 2028-04-20 2028-04-20 4.35 - 4.35 106.00 113.59 Corporate Debt Securities MICRON TECHNOLOGY INC SR GLBL NT 30 B3DXGBC8GAIYWI2Z0172 2030-02-15 2030-02-15 4.663 - 4.663 2020.00 2141.40 Corporate Debt Securities GULFPORT ENERGY CORP SR GLBL NT 26 549300FJX18IDUFPHD40 2026-01-15 2026-01-15 6.375 - 6.375 779.00 484.62 Corporate Debt Securities COLOMBIA TELECOMUNICACIONES PERP SUB 144A NT 549300CK4YN0V1C3MN55 2049-12-29 2049-12-29 8.5 - 8.5 427000.00 438035.10 Corporate Debt Securities CVR REFNG LLC/COFFEYVILLE FIN 2LIEN SR NT 22 2022-11-01 2022-11-01 6.5 - 6.5 1529000.00 1597528.93 Corporate Debt Securities AMERICAN EXPRESS CR CORP MTNBE FR 3.3%050327 9ET6B8VCXWW51H8Z3M54 2027-05-03 2027-05-03 3.3 - 3.3 10.00 10.85 Corporate Debt Securities WOORI BK KOREA FR 4.25% 549300VUVMRL6RE7R376 2500-12-31 2500-12-31 4.25 - 4.25 62470.00 62348.77 Corporate Debt Securities NVA HLDGS INC SR GLBL 144A 26 549300PQXWQYUO44P605 2026-04-01 2026-04-01 6.875 - 6.875 1370.00 1473.09 Corporate Debt Securities ROWAN COS INC SR GLBL NT 22 5493006IFM30PWSM2474 2022-06-01 2022-06-01 4.875 - 4.875 500000.00 366338.54 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT3.9%38 51M0QTTNCGUN7KFCFZ59 2038-03-01 2038-03-01 3.9 - 3.9 113000.00 123025.55 Corporate Debt Securities CITGO HOLDING INC SR SEC GLBL 24 549300NYHOALWZ2BSL72 2024-08-01 2024-08-01 9.25 - 9.25 109.00 115.85 Corporate Debt Securities BAUSCH HEALTH COMPANIES INC SR 144A NT5.5%23 B3BS7ACMDUWISF18KY76 2023-03-01 2023-03-01 5.5 - 5.5 17000.00 17386.99 Corporate Debt Securities BACARDI LTD SR GLBL 144A 28 549300R32WTQNHNN5055 2028-05-15 2028-05-15 4.7 - 4.7 236000.00 261533.23 Corporate Debt Securities VIPER ENERGY PARTNERS LP SR GLBL 144A 27 5299009LINL232255G03 2027-11-01 2027-11-01 5.375 - 5.375 110.00 112.70 Corporate Debt Securities BED BATH & BEYOND INC SR GLBL NT 44 529900ZBUWWUV7BKGX39 2044-08-01 2044-08-01 5.165 - 5.165 2000.00 1470.54 Corporate Debt Securities MINERAL RES LTD SR GLBL 144A 27 5299007V1ACKFFX2P066 2027-05-01 2027-05-01 8.125 - 8.125 1952.00 2121.14 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC FR 3.5%011224 549300CRGMZK3K53BF92 2024-01-12 2024-01-12 3.5 - 3.5 10.00 10.65 Corporate Debt Securities AMERICA MOVIL SAB DE CV SR GLBL NT 49 5493000FNR3UCEAONM59 2049-04-22 2049-04-22 4.375 - 4.375 42986.00 48805.54 Corporate Debt Securities LIBERTY PPTY LTD PARTNERSHIP 4.375%29 549300N6GNCW2Y4RH795 2029-02-01 2029-02-01 4.375 - 4.375 1297.00 1493.81 Corporate Debt Securities VALARIS PLC 7.75%26 7N0UJMJLXD0MDT5D5086 2024-10-01 2026-02-01 4.5 - 7.75 169.00 95.28 Corporate Debt Securities WEST STREET MERGER SR GLBL 144A 25 2025-09-01 2025-09-01 6.375 - 6.375 2000.00 1932.20 Corporate Debt Securities ZAYO GROUP LLC/ZAYO CAP INC SR GLBL 144A 27 2027-01-15 2027-01-15 5.75 - 5.75 147000.00 151967.25 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL REGS 26 HLYYNH7UQUORYSJQCN42 2026-06-15 2026-06-15 3.2 - 3.2 7800.00 8349.49 Corporate Debt Securities PETKIM PETROKIMYA HLDG A S 5.875%23 529900XZCVZOEYWNBQ67 2023-01-26 2023-01-26 5.875 - 5.875 309.00 308.41 Corporate Debt Securities BANCO DO BRASIL S A GRAND CAYM FR 4.875%041923 QE0Q0253K88YAGNPE356 2023-04-19 2023-04-19 4.875 - 4.875 1770804.00 1866408.97 Corporate Debt Securities AT&T INC SR GLBL FL NT 24 549300Z40J86GGSTL398 2024-06-12 2024-06-12 3.312 - 3.312 139241.00 142164.71 Corporate Debt Securities ALCOA NEDERLAND HLDG B V SR GLBL REGS 24 5493000UL1QLQLT1VQ42 2024-09-30 2024-09-30 6.75 - 6.75 1800.00 1906.88 Corporate Debt Securities TENET HEALTHCARE CORP SR SEC GLBL 27 0W9AIBT6U6ADJ2I8HK17 2027-02-01 2027-02-01 6.25 - 6.25 392.00 419.50 Corporate Debt Securities BBVA BANCOMER S A INST DE BANC LW TIER II 22 549300WIWQK5Q9MCUN92 2022-09-30 2022-09-30 6.75 - 6.75 150000.00 165468.75 Corporate Debt Securities BOC AVIATION PTE LTD FR 3.5%101024 254900H06V5RMEB3KE72 2024-10-10 2024-10-10 3.5 - 3.5 6.00 6.17 Corporate Debt Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0201 5000000.00 5000000.00 0.0027 N Y Y N Societe Generale Societe Generale, 2.17% O2RNE8IBXP4R0TD8PU41 FBB623000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HSBC HLDGS PLC SR GLBL COCO 25 MLU0ZO3ML4LN2LL2TL39 2025-03-11 2025-03-11 3.368 - 3.368 45884.00 46410.67 Corporate Debt Securities HYUNDAI CAP AMER INC SR GLBL REGS 21 549300RIPPWJB5Z0FK07 2021-07-08 2021-07-08 2.967 - 2.967 10.00 10.04 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL REGS 26 HLYYNH7UQUORYSJQCN42 2026-06-15 2026-06-15 3.2 - 3.2 10100.00 10811.52 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 4.625%21 8I5DZWZKVSZI1NUHU748 2021-05-10 2021-05-10 4.625 - 4.625 14000.00 14858.76 Corporate Debt Securities AUSTRALIA & NEW ZEALA BKG FR 2.625%110922 JHE42UYNWWTJB8YTTU19 2022-11-09 2022-11-09 2.625 - 2.625 236.00 242.99 Corporate Debt Securities PAYPAL HLDGS INC SR GLBL NT 29 5493005X2GO78EFZ3E94 2029-10-01 2029-10-01 2.85 - 2.85 10.00 9.98 Corporate Debt Securities BAIDU INC SR GLBL NT 24 254900AL64IANZYI1E02 2024-05-14 2024-05-14 4.375 - 4.375 740.00 800.28 Corporate Debt Securities CITIGROUP INC SR GLBL FL NT 21 6SHGI4ZSSLCXXQSBB395 2021-12-08 2021-12-08 3.172 - 3.172 1000.00 1018.20 Corporate Debt Securities MACQUARIE BK LTD FR 2.1%101722 4ZHCHI4KYZG2WVRT8631 2022-10-17 2022-10-17 2.1 - 2.1 1.00 1.00 Corporate Debt Securities BOC AVIATION PTE LTD FR 3.5%101024 254900H06V5RMEB3KE72 2024-10-10 2024-10-10 3.5 - 3.5 1175.00 1208.18 Corporate Debt Securities TENCENT HLDGS LTD FR 3.595%011928 254900N4SLUMW4XUYY11 2028-01-19 2028-01-19 3.595 - 3.595 11500.00 12069.32 Corporate Debt Securities ROYAL BK SCOTLAND GROUP PLC FXD/FLTG SRNT 25 2138005O9XJIJN4JPN90 2025-03-22 2025-03-22 4.269 - 4.269 5073.00 5385.88 Corporate Debt Securities WISCONSIN PUB SVC CORP SR GLBL NT3.3%49 549300BJRHJVYNUMQZ30 2049-09-01 2049-09-01 3.3 - 3.3 2096115.00 2143249.64 Corporate Debt Securities BARCLAYS BK PLC GLBL MTN 144A FR 2.9%111919 G5GSEF7VJP5I7OUK5573 2019-11-19 2019-11-19 2.9 - 2.9 49486.00 50865.28 Corporate Debt Securities WELLS FARGO CO MTN BE FR 3%021925 PBLD0EJDB5FWOLXP3B76 2025-02-19 2025-02-19 3 - 3 1769000.00 1823532.37 Corporate Debt Securities PFIZER INC 4.1%38 765LHXWGK1KXCLTFYQ30 2038-09-15 2038-09-15 4.1 - 4.1 861.00 999.44 Corporate Debt Securities AXA EQUITABLE HLDGS INC 4.35%28 549300FIBAKMNHPZ4009 2028-04-20 2028-04-20 4.35 - 4.35 4091.00 4383.83 Corporate Debt Securities INDUSTRIAS PENOLES CP SR GLBL REGS 29 549300WA2HB7776CB324 2029-09-12 2029-09-12 4.15 - 4.15 22350.00 22683.31 Corporate Debt Securities LIBERTY PPTY LTD PARTNERSHIP 4.375%29 549300N6GNCW2Y4RH795 2029-02-01 2029-02-01 4.375 - 4.375 13540.00 15594.64 Corporate Debt Securities ROYAL BK CDA FR 2.25%110124 ES7IP3U3RHIGC71XBU11 2024-11-01 2024-11-01 2.25 - 2.25 40077.00 39922.90 Corporate Debt Securities BANK AMER CORP FR 2.884%102230 9DJT3UXIJIZJI4WXO774 2030-10-22 2030-10-22 2.884 - 2.884 6720.00 6704.68 Corporate Debt Securities WELLS FARGO CO NEW SR GLBL FL NT 21 PBLD0EJDB5FWOLXP3B76 2021-07-26 2021-07-26 2.961 - 2.961 7000.00 7084.96 Corporate Debt Securities PT INDONESIA ASAHAN ALUMINIUM SR GLBL REGS 28 2549008P48EB9SN2OI80 2028-11-15 2028-11-15 6.53 - 6.53 1.00 1.24 Corporate Debt Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0215 4000000.00 4000000.00 0.0022 N Y Y N Societe Generale Societe Generale, 2.30% O2RNE8IBXP4R0TD8PU41 FBB624000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AERCAP HLDGS N V JR SB GLBL NT 79 549300SZYINBBLJQU475 2079-10-10 2079-10-10 5.875 - 5.875 4.00 4.18 Corporate Debt Securities PAR PHARMACEUTICAL INC SR SEC GLBL 27 549300KK5WR4MGN4YT97 2027-04-01 2027-04-01 7.5 - 7.5 2336.00 2244.76 Corporate Debt Securities CITGO HOLDING INC SR SEC GLBL 24 549300NYHOALWZ2BSL72 2024-08-01 2024-08-01 9.25 - 9.25 1045.00 1110.70 Corporate Debt Securities ITAU UNIBANCO HLDG SA REG S SUB NT REG S 21 5493002W2IVG62O3ZJ94 2021-12-21 2021-12-21 6.2 - 6.2 200000.00 216943.33 Corporate Debt Securities COLOMBIA TELECOMUNICACIONES PERP SUB 144A NT 549300CK4YN0V1C3MN55 2049-12-29 2049-12-29 8.5 - 8.5 3000.00 3077.53 Corporate Debt Securities CENTENNIAL RESOURCE PRODUCT 6.875%27 5493004CTVUMQLRPOE23 2027-04-01 2027-04-01 6.875 - 6.875 30.00 29.64 Corporate Debt Securities CHS / CMNTY HEALTH SYS INC SR SEC GLBL 24 5493007X5NC5XI1BB106 2024-01-15 2024-01-15 8.625 - 8.625 12000.00 12541.88 Corporate Debt Securities CVR REFNG LLC/COFFEYVILLE FIN 2LIEN SR NT 22 2022-11-01 2022-11-01 6.5 - 6.5 2000.00 2089.64 Corporate Debt Securities ABN AMRO BK N V N Y BRH SUB B NT7.125%93 X3CZP3CK64YBHON1LE12 2093-10-15 2093-10-15 7.125 - 7.125 100000.00 143647.88 Corporate Debt Securities WOORI BK KOREA FR 4.25% 549300VUVMRL6RE7R376 2500-12-31 2500-12-31 4.25 - 4.25 1.00 1.00 Corporate Debt Securities AVON INTERNATIONAL OPERATION SR SEC 144A NT22 549300TLB866S6OTS133 2022-08-15 2022-08-15 7.875 - 7.875 3703000.00 3921129.84 Corporate Debt Securities FENIX PWR PERU S A SR GLBL REGS 27 549300VBTI7WLU4G4642 2027-09-20 2027-09-20 4.317 - 4.317 15390.00 14797.36 Corporate Debt Securities UBER TECHNOLOGIES INC 8%26 549300B2FTG34FILDR98 2026-11-01 2026-11-01 8 - 8 3.00 3.14 Corporate Debt Securities ACE CASH EXPRESS INC SR SEC GLBL 22 2022-12-15 2022-12-15 12 - 12 10170.00 9864.90 Corporate Debt Securities CITIGROUP INC PERP SUB -A NT 6SHGI4ZSSLCXXQSBB395 2500-12-31 2500-12-31 5.95 - 5.95 1000.00 1071.12 Corporate Debt Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0227 4000000.00 4000000.00 0.0022 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.90% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BLACK HILLS CORP 2020-01-09 2020-01-09 N/A 5171704.00 5150272.46 Money Market Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0188 5000000.00 5000000.00 0.0027 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.94% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BLACK HILLS CORP 2020-01-14 2020-01-14 N/A 3104302.00 3090500.27 Money Market Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0192 3000000.00 3000000.00 0.0016 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.95% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TENCENT MUSIC ENTMT GROUP SPON ADS 213800XTZK2GOHQTYK41 2500-12-31 2500-12-31 N/A 155405.00 2160129.50 Equities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0193 2000000.00 2000000.00 0.0011 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 2.00% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ZILLOW GROUP INC SR GLBL COCO 26 2549002XEELQDIR6FU05 2026-09-01 2026-09-01 1.375 - 1.375 1034746.00 1040538.42 Equities NEXTERA ENERGY PARTNERS LP SR CV 144A NT 20 5493008F4ZOQFNG3WN54 2020-09-15 2020-09-15 1.5 - 1.5 37912.00 39522.31 Equities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0198 1000000.00 1000000.00 0.0005 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 2.02% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HSBC HLDGS PLC SPON ADR NEW MLU0ZO3ML4LN2LL2TL39 2500-12-31 2500-12-31 N/A 900.00 34137.00 Equities TENCENT MUSIC ENTMT GROUP SPON ADS 213800XTZK2GOHQTYK41 2500-12-31 2500-12-31 N/A 150524.00 2092283.60 Equities INTERNATIONAL FLAVORS&FRAGRANC UNIT EX 091521 BZLRL03D3GPGMOGFO832 2500-12-31 2500-12-31 N/A 734.00 34461.30 Equities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0200 2000000.00 2000000.00 0.0011 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.75%, dated 10/31/2019 due 11/01/2019 B4TYDEB6GKMZO031MB27 FCF600000_00352 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 2043-10-01 2045-07-01 3 - 3.5 8138402.81 4661682.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-03-01 2044-11-01 3.5 - 3.5 13472682.80 5520225.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-02-20 2045-07-20 3 - 3.5 6133531.89 2818110.39 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0174 12723000.00 12723000.00 0.0070 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.73% G5GSEF7VJP5I7OUK5573 FCE848000 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 2048-04-20 2048-04-20 4 - 4 6681910.00 5100490.52 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0182 4999912.50 4999912.50 0.0027 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.90% G5GSEF7VJP5I7OUK5573 FBD615000 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 2048-04-20 2048-04-20 4 - 4 4014897.00 3064684.21 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0188 3000000.00 3000000.00 0.0016 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.91% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-10-01 2035-10-01 2.59 - 2.59 4721.00 4634.46 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2023-10-31 2023-10-31 2.875 - 2.875 963100.00 1012239.29 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-09-01 2030-09-01 4.11 - 4.11 1000.00 1116.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 2.5 - 2.5 1435.00 1420.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-10-01 2049-10-01 3 - 3 1000.00 1007.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2069-04-20 2069-04-20 4.547 - 4.547 1000.00 1211.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 4 N N/A N/A N N 0.0189 1000000.00 1000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.91% 3Y4U8VZURTYWI1W2K376 FBD539000 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 2025-09-01 2046-06-01 3.5 - 4 10186061.00 719019.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 1000.00 860.06 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 2.125 - 2.125 25100.00 39275.92 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-07-15 2069-06-20 3.5 - 4.5 11297525.00 1802614.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-05-08 2020-05-08 1.5 - 1.5 500000.00 503350.33 Agency Debentures and Agency Strips Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0189 3000000.00 3000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.91% R0MUWSFPU8MPRO8K5P83 FBD635000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-01-28 2020-01-28 1.475 - 1.475 185000.00 184853.65 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2048-02-15 1 - 2.125 1683400.00 1727844.99 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 5 - 5 7358.00 8218.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-12-01 2049-02-01 4 - 4.5 1087023.00 1143853.55 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0189 3000000.00 3000000.00 0.0016 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.75%, dated 10/31/2019 due 11/01/2019 1VUV7VQFKUOQSJ21A208 FCF600000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2047-11-15 0 - 4.75 3727157.63 3887098.49 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-06-20 2049-09-20 3.5 - 4 796491.61 405976.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 4 - 4 88185.47 76416.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-03-01 2049-10-01 3 - 4 1311090.18 1174647.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0174 5430000.00 5430000.00 0.0030 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.76% 7LTWFZYICNSX8D621K86 FCF351000 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 1960732.00 2060101.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0174 2000000.00 2000000.00 0.0011 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.73% CYYGQCGNHMHPSMRL3R97 0000853784 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 2027-10-01 2027-10-01 3 - 3 319185.00 313708.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2033-09-01 3.18 - 3.18 2654200.00 2746585.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0182 2999947.50 2999947.50 0.0016 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.75%, dated 10/31/2019 due 11/01/2019 KBVRJ5K57JZ3E2AVWX40 FCF600000_03735 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 2049-10-01 2049-10-01 5 - 5 1484.06 1522.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2031-06-01 3.17 - 3.49 3057.52 3253.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 1427.07 1444.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-10-01 3 - 3.5 30194.34 30906.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 142024.12 142989.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2058-05-01 2.5 - 5 1846738.82 1366836.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-06-20 2049-01-20 4.5 - 5 206755.59 158226.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2049-04-01 3 - 4.5 384662.33 335940.67 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0174 2001000.00 2001000.00 0.0011 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.84% ZBUT11V806EZRVTWT807 0001287279 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 2035-09-25 2035-09-25 N/A 2727269.00 363265.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 5493001WN8PW8ZQ6H041 2041-09-15 2048-02-25 3.541 - 5 1332326.00 1676676.64 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-08-25 2049-08-25 2.75 - 3 1080557.00 1051336.90 Agency Debentures and Agency Strips Y N/A N/A 2019-11-07 2019-11-07 2019-11-21 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 3000000.00 3000000.00 0.0016 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.87% ZBUT11V806EZRVTWT807 0001287279 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 2046-11-01 2046-11-01 3 - 3 2046193.00 2040741.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0185 2000000.00 2000000.00 0.0011 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.75%, dated 10/31/2019 due 11/01/2019 ZBUT11V806EZRVTWT807 FCF600000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-12-15 2054-09-15 0 - 6.5 1059148.26 551357.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-25 2049-06-25 3 - 3 284.26 283.38 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2026-05-15 2039-02-15 1.375 - 5 3547414.92 3597850.86 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2037-08-16 2059-07-16 1.8 - 6 3472483.29 1479077.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2046-06-01 3.5 - 3.5 46.27 30.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2030-12-01 2059-08-25 0 - 6.5 975162.59 722942.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0174 6207000.00 6207000.00 0.0034 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.75%, dated 10/31/2019 due 11/01/2019 OXTKY6Q8X53C9ILVV871 FCF600000_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 2049-10-01 2049-10-01 3 - 3 255643.61 259408.90 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-12-24 2047-08-15 0 - 8.125 428308.10 441291.71 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 2030-12-01 3.95 - 3.95 4.47 5.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3.5 - 4 112847.56 115231.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-12-01 2049-04-01 2.5 - 9 1014760.17 148311.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 1293765.63 1071391.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-05-20 2069-08-20 2.5 - 7.5 1172930.74 997055.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-10-01 3.5 - 4.5 396822.28 403420.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 56.27 51.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-01 2055-09-01 2.63 - 8 1596997.00 1281355.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0174 4624000.00 4624000.00 0.0025 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.66% OXTKY6Q8X53C9ILVV871 FCF391000 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 2035-06-01 2049-07-01 2.607 - 6 5092347.00 5100235.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0165 5000000.00 5000000.00 0.0027 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.88% OXTKY6Q8X53C9ILVV871 FCD223000 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 2024-01-01 2049-03-01 3 - 5.5 22713393.00 5902152.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-10-20 2049-10-20 3 - 3 2200100.00 2260830.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0186 8000000.00 8000000.00 0.0044 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.75%, dated 10/31/2019 due 11/01/2019 5U0XI89JRFVHWIBS4F54 FCF600000_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 2049-05-01 2049-10-01 2.5 - 3.5 18174204.42 17880080.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-08-20 2049-10-20 2.5 - 3 1913383.59 1946247.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 1156404.49 1170372.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0174 20584000.00 20584000.00 0.0113 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.66% SUVUFHICNZMP2WKHG940 FCF395000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-05-01 3.5 - 3.5 3032433.00 3060141.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0180 2999912.40 2999912.40 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.90% R0MUWSFPU8MPRO8K5P83 FBD641000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2041-08-15 2045-02-15 2.5 - 3.75 1597400.00 2063157.33 U.S. Treasuries (including strips) Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0188 2000000.00 2000000.00 0.0011 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.65% 549300IMBXQ8SGH3HJ31 FCF386000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2023-09-30 1.375 - 2.625 4024700.00 4080200.16 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0164 4000000.00 4000000.00 0.0022 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.73% 549300IMBXQ8SGH3HJ31 FCE858000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2026-11-15 2 - 2.75 7928400.00 8160818.48 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0172 8000000.00 8000000.00 0.0044 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.76% 549300IMBXQ8SGH3HJ31 FCE342000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-09-30 2047-02-15 1.375 - 3 4977200.00 5111050.96 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0175 5000000.00 5000000.00 0.0027 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.80% 549300IMBXQ8SGH3HJ31 FCF379000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2047-02-15 2.375 - 3 17360600.00 19500244.55 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0178 19000000.00 19000000.00 0.0104 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.91% 549300IMBXQ8SGH3HJ31 FCD168000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2026-02-28 1.375 - 2.5 3867700.00 4081540.49 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0189 4000000.00 4000000.00 0.0022 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.87% 549300Y1PMK3RWXMWR72 FCD179000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2047-08-15 0 - 4.25 3082100.00 3061177.41 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0185 3000000.00 3000000.00 0.0016 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.69% U7M81AY481YLIOR75625 FCD880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-03-31 2020-03-31 1.375 - 1.375 2040200.00 2040357.40 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 2000000.00 2000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.84% U7M81AY481YLIOR75625 FCB196000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-05-31 2 - 2 1999200.00 2048303.96 U.S. Treasuries (including strips) Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0182 2000000.00 2000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.84% U7M81AY481YLIOR75625 FBJ084000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2022-12-31 2 - 2.125 4000900.00 4089221.34 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0182 4000000.00 4000000.00 0.0022 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.87% U7M81AY481YLIOR75625 FCD877000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2022-01-31 1.375 - 2.625 2043900.00 2044774.70 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0185 2000000.00 2000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.88% U7M81AY481YLIOR75625 FBJ865000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2021-07-31 2.25 - 2.625 4022300.00 4083879.09 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0186 4000000.00 4000000.00 0.0022 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.89% U7M81AY481YLIOR75625 FCB181000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2021-04-30 2.25 - 2.625 2025500.00 2042074.97 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0187 2000000.00 2000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.90% U7M81AY481YLIOR75625 FCC608000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2023-05-31 2.625 - 2.75 2920900.00 3065924.53 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0188 3000000.00 3000000.00 0.0016 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.65% OXTKY6Q8X53C9ILVV871 FCF390000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-07-31 2023-07-31 2.75 - 2.75 19425300.00 20400955.12 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0164 20000000.00 20000000.00 0.0110 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.80% 549300QJJX6CVVUXLE15 FCC534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2046-02-15 1.125 - 6.5 2991800.00 3061266.38 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 3000000.00 3000000.00 0.0016 N N Y N Societe Generale Societe Generale, 1.78% O2RNE8IBXP4R0TD8PU41 FCE322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2026-05-31 2.125 - 7.875 1003600.00 1020194.75 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0176 1000000.00 1000000.00 0.0005 N N Y N Societe Generale Societe Generale, 1.78% O2RNE8IBXP4R0TD8PU41 FCE314000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2022-09-15 1.5 - 8.75 3057200.00 3060473.10 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0176 3000000.00 3000000.00 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.94% to 1.96% 313384PD5 2549001DPIFGXC1TOL40 US313384PD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N N N 0.0158 7995893.36 7995893.36 0.0044 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 313384PF0 2549001DPIFGXC1TOL40 US313384PF09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-14 2019-11-14 2019-11-14 N N N 0.0160 7995146.64 7995146.64 0.0044 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 313384PK9 2549001DPIFGXC1TOL40 US313384PK93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-18 2019-11-18 2019-11-18 N N N 0.0162 3996826.68 3996826.68 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 313384PM5 2549001DPIFGXC1TOL40 US313384PM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-20 2019-11-20 2019-11-20 N N N 0.0163 16984926.61 16984926.61 0.0093 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 313384PN3 2549001DPIFGXC1TOL40 US313384PN33 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-21 2019-11-21 2019-11-21 N N N 0.0164 3996266.68 3996266.68 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 313384PE3 2549001DPIFGXC1TOL40 US313384PE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-13 2019-11-13 2019-11-13 N N N 0.0159 4997200.00 4997200.00 0.0027 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.01% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2019-11-06 2019-11-07 2020-02-28 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0200 17000000.00 17000000.00 0.0093 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.62% U7M81AY481YLIOR75625 FCF548000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0176 1999949.80 1999949.80 0.0011 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.62% U7M81AY481YLIOR75625 FCF543000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0176 999971.50 999971.50 0.0005 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations securities as collateral on settlement date. Societe Generale Societe Generale, 1.92% O2RNE8IBXP4R0TD8PU41 FCF657000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0190 4000000.00 4000000.00 0.0022 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Government Agency securities as collateral on settlement date. Societe Generale Societe Generale, 2.05% O2RNE8IBXP4R0TD8PU41 FCF659000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0203 4000000.00 4000000.00 0.0022 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Government Agency securities as collateral on settlement date. Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2019-11-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer