N-MFP2 0000803013 XXXXXXXX 2019-12-31 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 32 50 229190864.50 318075436.32 227388336.80 260168912.89 622055669.35 629134228.65 639376418.70 638156308.99 0.1300 0.1800 0.1300 0.1500 0.3700 0.3700 0.3700 0.3700 279.11 1718712195.40 1718558569.98 18927928.47 23372719.44 1714267683.54 1714101170.17 0.0193 1.0001 1.0001 1.0001 1.0001 C000019137 1.00 1714267683.54 1714101170.17 1.0001 1.0001 1.0001 1.0001 5855616.99 83892037.53 6554635.38 1709668.76 12483921.58 5691918.02 18729375.06 50745.32 63567935.73 91417082.24 0.0191 N Bank of Montreal Bank of Montreal, 1.84% 06370RD71 NQQ6HPCNCCU6TUTQYE16 US06370RD710 0000927971 Certificate of Deposit Y N/A N/A 2020-01-09 2020-03-09 2020-03-09 N N N 0.0176 11001395.90 11001395.90 0.0064 N N N N Bank of Montreal Bank of Montreal, 1.86% 06370RM55 NQQ6HPCNCCU6TUTQYE16 US06370RM554 0000927971 Certificate of Deposit Y N/A N/A 2020-01-02 2020-04-01 2020-04-01 N N N 0.0178 8001452.80 8001452.80 0.0047 N N N N Bank of Montreal Bank of Montreal, 1.93% 06370RS75 NQQ6HPCNCCU6TUTQYE16 US06370RS759 0000927971 Certificate of Deposit Y N/A N/A 2020-01-17 2020-04-17 2020-04-17 N N N 0.0187 15002166.00 15002166.00 0.0088 N N N N Bank of Montreal Bank of Montreal, 2.00% 06367BAC3 NQQ6HPCNCCU6TUTQYE16 US06367BAC37 0000927971 Certificate of Deposit Y N/A N/A 2020-03-20 2020-09-02 2020-09-02 N N N 0.0200 5999974.20 5999974.20 0.0035 N N N N Bank of Montreal Bank of Montreal, 2.01% 06367BAM1 NQQ6HPCNCCU6TUTQYE16 US06367BAM19 0000927971 Certificate of Deposit Y N/A N/A 2020-02-24 2020-08-24 2020-08-24 N N N 0.0201 2999991.00 2999991.00 0.0018 N N N N Bank of Montreal Bank of Montreal, 2.01% 06367BAQ2 NQQ6HPCNCCU6TUTQYE16 US06367BAQ23 0000927971 Certificate of Deposit Y N/A N/A 2020-02-27 2020-08-27 2020-08-27 N N N 0.0201 3999986.80 3999986.80 0.0023 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.99% 06417MFC4 L3I9ZG2KFGXZ61BMYR72 US06417MFC47 0000009631 Certificate of Deposit Y N/A N/A 2020-02-20 2020-08-20 2020-08-20 N N N 0.0197 11751435.85 11751435.85 0.0069 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 0.0183 7001773.10 7001773.10 0.0041 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 0.0183 3001130.10 3001130.10 0.0018 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 0.0183 3001255.50 3001255.50 0.0018 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.90% 55379W5R3 C3GTMMZIHMY46P4OIX74 FCJ648000 Certificate of Deposit Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0181 11001615.90 11001615.90 0.0064 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LH73 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0191 10999455.50 10999455.50 0.0064 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LK79 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0191 5999687.40 5999687.40 0.0035 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LL37 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-17 2020-03-17 2020-03-17 N N N 0.0191 5999683.80 5999683.80 0.0035 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LL78 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0191 2999839.80 2999839.80 0.0017 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LR31 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0191 5999665.80 5999665.80 0.0035 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 22549LR72 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0191 5999661.60 5999661.60 0.0035 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.95% 51501GPC9 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 23000469.20 23000469.20 0.0134 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 0.0189 3000311.70 3000311.70 0.0018 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 0.0189 3000364.20 3000364.20 0.0018 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 0.0189 1000142.10 1000142.10 0.0006 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 0.0174 1000122.90 1000122.90 0.0006 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 0.0175 3000386.70 3000386.70 0.0018 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 0.0185 6001018.80 6001018.80 0.0035 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 0.0185 4000621.60 4000621.60 0.0023 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 0.0186 20004130.00 20004130.00 0.0117 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.89% 63873QAB0 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0187 10000225.00 10000225.00 0.0058 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 0.0186 9001554.30 9001554.30 0.0053 N N N N Royal Bank of Canada Royal Bank of Canada, 1.97% 78012URZ0 ES7IP3U3RHIGC71XBU11 US78012URZ02 0001000275 Certificate of Deposit Y N/A N/A 2020-03-10 2020-09-10 2020-09-10 N N N 0.0201 4998524.50 4998524.50 0.0029 N N N N Royal Bank of Canada Royal Bank of Canada, 1.99% 78012URT4 ES7IP3U3RHIGC71XBU11 US78012URT42 0001000275 Certificate of Deposit Y N/A N/A 2020-03-04 2020-09-04 2020-09-04 N N N 0.0198 8000508.00 8000508.00 0.0047 N N N N Royal Bank of Canada Royal Bank of Canada, 2.00% 78012URR8 ES7IP3U3RHIGC71XBU11 US78012URR85 0001000275 Certificate of Deposit Y N/A N/A 2020-02-27 2020-08-27 2020-08-27 N N N 0.0199 4000246.00 4000246.00 0.0023 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.99% 86565BW64 5U0XI89JRFVHWIBS4F54 US86565BW647 0001184915 Certificate of Deposit Y N/A N/A 2020-01-21 2020-02-18 2020-02-18 N N N 0.0192 7000556.50 7000556.50 0.0041 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.00% 86565BV24 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0169 14004659.20 14004659.20 0.0082 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.01% 86565BW80 5U0XI89JRFVHWIBS4F54 US86565BW803 0001184915 Certificate of Deposit Y N/A N/A 2020-01-21 2020-02-19 2020-02-19 N N N 0.0193 7000635.60 7000635.60 0.0041 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.01% 86565BW49 5U0XI89JRFVHWIBS4F54 US86565BW498 0001184915 Certificate of Deposit Y N/A N/A 2020-01-21 2020-02-20 2020-02-20 N N N 0.0193 4000378.00 4000378.00 0.0023 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 0.0166 6002122.80 6002122.80 0.0035 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 0.0168 7002743.30 7002743.30 0.0041 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 0.0158 8001757.60 8001757.60 0.0047 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 0.0158 8001852.00 8001852.00 0.0047 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 0.0160 9002475.90 9002475.90 0.0053 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 86564F2Y8 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0195 2999600.10 2999600.10 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 86564F2X0 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0195 1999711.20 1999711.20 0.0012 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 86564F3A9 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0197 2999394.00 2999394.00 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.98% 86564F3P6 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0198 2999952.30 2999952.30 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.98% 86564F3Q4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-04-23 2020-04-23 2020-04-23 N N N 0.0199 2999853.30 2999853.30 0.0017 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 0.0170 6001359.60 6001359.60 0.0035 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 0.0171 12002877.60 12002877.60 0.0070 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 0.0186 10002439.00 10002439.00 0.0058 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 0.0185 12975250.60 12975250.60 0.0076 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 13981188.20 13981188.20 0.0082 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 0.0186 3000594.60 3000594.60 0.0018 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 0.0186 3000594.60 3000594.60 0.0018 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 0.0187 3000705.60 3000705.60 0.0018 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.90% 969500TJ5KRTCJQWXH05 XS2082471405 Certificate of Deposit Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0189 8963643.60 8963643.60 0.0052 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.90% 969500TJ5KRTCJQWXH05 XS2082816666 Certificate of Deposit Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0189 7967288.00 7967288.00 0.0046 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.90% 969500TJ5KRTCJQWXH05 XS2084840797 Certificate of Deposit Y N/A N/A 2020-03-23 2020-03-23 2020-03-23 N N N 0.0188 12000145.20 12000145.20 0.0070 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.90% 969500TJ5KRTCJQWXH05 XS2087758806 Certificate of Deposit Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0184 6000768.00 6000768.00 0.0035 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 0.0187 6977016.20 6977016.20 0.0041 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.90% 529900HNOAA1KXQJUQ27 XS2078381287 Certificate of Deposit Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0187 3986662.00 3986662.00 0.0023 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.90% 529900HNOAA1KXQJUQ27 XS2091601612 Certificate of Deposit Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0198 5968746.00 5968746.00 0.0035 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.91% 529900HNOAA1KXQJUQ27 XS2091113816 Certificate of Deposit Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0190 11939775.60 11939775.60 0.0070 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 0.0180 5996184.60 5996184.60 0.0035 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 0.0183 6989931.90 6989931.90 0.0041 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 0.0183 3994246.80 3994246.80 0.0023 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 0.0183 10983616.60 10983616.60 0.0064 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 0.0183 6989931.90 6989931.90 0.0041 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 0.0187 17947135.80 17947135.80 0.0105 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 0.0169 12994018.70 12994018.70 0.0076 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 0.0192 998537.60 998537.60 0.0006 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 0.0194 997998.50 997998.50 0.0006 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 0.0193 2995434.60 2995434.60 0.0017 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 0.0187 2996809.80 2996809.80 0.0017 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 0.0187 2996643.30 2996643.30 0.0017 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 0.0194 1996733.20 1996733.20 0.0012 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 0.0189 2000544.40 2000544.40 0.0012 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.95% RB0PEZSDGCO3JS6CEU02 XS2085867005 Certificate of Deposit Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0189 1994251.60 1994251.60 0.0012 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.95% RB0PEZSDGCO3JS6CEU02 XS2088734822 Certificate of Deposit Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0189 2990926.80 2990926.80 0.0017 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.95% RB0PEZSDGCO3JS6CEU02 XS2091158753 Certificate of Deposit Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0191 6976622.80 6976622.80 0.0041 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.95% RB0PEZSDGCO3JS6CEU02 XS2091653332 Certificate of Deposit Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0191 2989816.50 2989816.50 0.0017 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.96% RB0PEZSDGCO3JS6CEU02 XS2083199146 Certificate of Deposit Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0188 4979451.50 4979451.50 0.0029 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.97% RB0PEZSDGCO3JS6CEU02 XS2079821133 Certificate of Deposit Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0190 1995564.20 1995564.20 0.0012 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 0.0171 4998608.50 4998608.50 0.0029 N N Y 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 0.0174 2998581.60 2998581.60 0.0017 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 0.0179 1998443.00 1998443.00 0.0012 N N N N National Australia Bank Ltd. London Branch National Australia Bank Ltd. London Branch, 1.90% F8SB4JFBSYQFRQEH3Z21 XS2088637389 Certificate of Deposit Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0171 19008080.70 19008080.70 0.0111 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 0.0167 3000644.40 3000644.40 0.0018 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 0.0167 3000644.40 3000644.40 0.0018 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 0.0171 2997765.60 2997765.60 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. 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Duke Energy Corp., 1.91% 26244HAV5 I1BZKREC126H0VB1BL91 0001326160 Non-Financial Company Commercial Paper Y N/A N/A 2020-01-29 2020-01-29 2020-01-29 N N N 0.0208 998362.30 998362.30 0.0006 N N N N Eversource Energy Eversource Energy, 1.73% 30040XA22 SJ7XXD41SQU3ZNWUJ746 0000072741 Non-Financial Company Commercial Paper Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0000 999903.00 999903.00 0.0006 N Y Y N Eversource Energy Eversource Energy, 1.90% 30040XA63 SJ7XXD41SQU3ZNWUJ746 0000072741 Non-Financial Company Commercial Paper Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0185 1999395.40 1999395.40 0.0012 N N Y N Eversource Energy Eversource Energy, 1.90% 30040XA89 SJ7XXD41SQU3ZNWUJ746 0000072741 Non-Financial Company Commercial Paper Y N/A N/A 2020-01-08 2020-01-08 2020-01-08 N N N 0.0187 999594.20 999594.20 0.0006 N N Y N Eversource Energy Eversource Energy, 1.90% 30040XA97 SJ7XXD41SQU3ZNWUJ746 0000072741 Non-Financial Company Commercial Paper Y N/A N/A 2020-01-09 2020-01-09 2020-01-09 N N N 0.0187 999542.00 999542.00 0.0006 N N N N Eversource Energy Eversource Energy, 1.90% 30040XAA4 SJ7XXD41SQU3ZNWUJ746 0000072741 Non-Financial Company Commercial Paper Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0188 999489.20 999489.20 0.0006 N N N N Rogers Communications, Inc. Rogers Communications, Inc., 1.90% 77511LA60 54930030NVF3Y2OL0A78 0000733099 Non-Financial Company Commercial Paper Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0181 999704.70 999704.70 0.0006 N N Y N Rogers Communications, Inc. Rogers Communications, Inc., 1.91% 77511LAM5 54930030NVF3Y2OL0A78 0000733099 Non-Financial Company Commercial Paper Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0202 998848.50 998848.50 0.0006 N N N N Rogers Communications, Inc. Rogers Communications, Inc., 1.91% 77511LAP8 54930030NVF3Y2OL0A78 0000733099 Non-Financial Company Commercial Paper Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N N N 0.0204 998729.30 998729.30 0.0006 N N N N Rogers Communications, Inc. Rogers Communications, Inc., 1.91% 77511LAT0 54930030NVF3Y2OL0A78 0000733099 Non-Financial Company Commercial Paper Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0207 998486.50 998486.50 0.0006 N N N N Rogers Communications, Inc. Rogers Communications, Inc., 1.94% 77511LAE3 54930030NVF3Y2OL0A78 0000733099 Non-Financial Company Commercial Paper Y N/A N/A 2020-01-14 2020-01-14 2020-01-14 N N N 0.0196 999256.40 999256.40 0.0006 N N N N Rogers Communications, Inc. Rogers Communications, Inc., 1.94% 77511LAP8 54930030NVF3Y2OL0A78 0000733099 Non-Financial Company Commercial Paper Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N N N 0.0204 998729.30 998729.30 0.0006 N N N N Sempra Global Sempra Global, 1.98% 81685LA88 FEB914000 Non-Financial Company Commercial Paper Y N/A N/A 2020-01-08 2020-01-08 2020-01-08 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0188 999592.40 999592.40 0.0006 N N Y N Suncor Energy, Inc. Suncor Energy, Inc., 1.96% 86723AB76 549300W70ZOQDVLCHY06 0000311337 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0212 997812.90 997812.90 0.0006 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.68% 91058TA22 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0000 5000000.00 5000000.00 0.0029 N Y Y 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 0.0182 998962.80 998962.80 0.0006 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 0.0182 998912.80 998912.80 0.0006 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 0.0182 998862.10 998862.10 0.0006 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 0.0183 998309.40 998309.40 0.0006 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 0.0173 2999152.50 2999152.50 0.0017 N N Y 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 0.0189 2999692.20 2999692.20 0.0017 N Y Y 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 0.0180 8314088.58 8314088.58 0.0048 N N N N Barclays Bank PLC Barclays Bank PLC, 1.55% G5GSEF7VJP5I7OUK5573 FEI930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-05-31 2026-05-31 2.125 - 2.125 31946800.00 32642852.51 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 32000000.00 32000000.00 0.0187 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.67% 3Y4U8VZURTYWI1W2K376 FEG417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2023-05-31 2.75 - 2.75 2965000.00 3081703.69 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 3000000.00 3000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.65% R0MUWSFPU8MPRO8K5P83 FDH657000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2049-08-15 2.25 - 3.625 997400.00 1031617.76 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 1000000.00 1000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDF368000 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 1.625 - 6 2004900.00 2049458.05 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0166 2000000.00 2000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDG140000 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 1.875 - 3.375 1009400.00 1021871.80 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0166 1000000.00 1000000.00 0.0006 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.65% 549300HN4UKV1E2R3U73 FDG012000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-11-30 2026-11-30 1.625 - 1.625 1033600.00 1021953.77 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-08 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0164 1000000.00 1000000.00 0.0006 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.64% 2IGI19DL77OX0HC3ZE78 FDE322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2049-08-15 1.375 - 3.125 2980900.00 3065954.15 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 3000000.00 3000000.00 0.0018 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.65% 2IGI19DL77OX0HC3ZE78 FED054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2049-08-15 1.75 - 3.75 3879500.00 4084211.95 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 4000000.00 4000000.00 0.0023 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.62% 549300IMBXQ8SGH3HJ31 FEI957000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2028-11-15 2.25 - 3.125 1848400.00 2040250.24 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0161 2000000.00 2000000.00 0.0012 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.62% 549300IMBXQ8SGH3HJ31 FEI960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2049-05-15 2.875 - 3.125 6466200.00 7140751.34 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0161 7000000.00 7000000.00 0.0041 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.75% 549300IMBXQ8SGH3HJ31 FEI736000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2025-02-28 1.625 - 2.75 1982700.00 2040367.42 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0174 2000000.00 2000000.00 0.0012 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.00% 549300IMBXQ8SGH3HJ31 FEI397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2029-11-15 1.625 - 3.125 2772800.00 3061036.36 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0198 3000000.00 3000000.00 0.0018 N N Y N Credit AG Credit AG, 1.64% 1VUV7VQFKUOQSJ21A208 FDF321000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-02-15 2044-02-15 3.625 - 3.625 4140600.00 5159936.01 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 5000000.00 5000000.00 0.0029 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.55% 7LTWFZYICNSX8D621K86 FEI964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2039-08-15 2039-08-15 4.5 - 4.5 7412400.00 10200915.23 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 10000000.00 10000000.00 0.0058 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.55% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-02-15 2027-02-15 2.25 - 2.25 984200.00 1020176.94 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 1000000.00 1000000.00 0.0006 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.52% 549300H47WTHXPU08X20 FEJ043000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-02-15 2026-02-15 1.625 - 1.625 10224000.00 10200001.72 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0151 10000000.00 10000000.00 0.0058 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.55% 549300H47WTHXPU08X20 FEJ038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 25565000.00 26534672.46 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 26000000.00 26000000.00 0.0152 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.55% 549300H47WTHXPU08X20 FEI914000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-04-30 2.75 - 2.75 25480000.00 26531028.13 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 26000000.00 26000000.00 0.0152 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.55% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2021-05-15 1.604 - 8.125 929100.00 1020166.26 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 1000000.00 1000000.00 0.0006 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.68% U7M81AY481YLIOR75625 FDJ244000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-09-30 2 - 2.125 5002700.00 5130039.67 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0167 5000000.00 5000000.00 0.0029 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.68% U7M81AY481YLIOR75625 FEE974000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2022-07-31 2 - 2.125 4023100.00 4087853.89 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0167 4000000.00 4000000.00 0.0023 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.69% U7M81AY481YLIOR75625 FDJ760000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2023-09-30 1.375 - 2 3059900.00 3070061.11 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0168 3000000.00 3000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 FED634000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2022-07-31 2 - 2.5 1004900.00 1023212.71 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 1000000.00 1000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 FEE969000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2022-08-31 1.625 - 2 1016900.00 1023098.83 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 1000000.00 1000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 FEC600000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 1009100.00 1020961.78 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 1000000.00 1000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 FEC598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2027-11-15 2 - 2.25 1984600.00 2049257.79 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 2000000.00 2000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.72% U7M81AY481YLIOR75625 FEA727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-06-30 2 - 2.625 2964400.00 3063822.08 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0171 3000000.00 3000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FEB393000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-03-31 2 - 2.625 2923500.00 3077419.90 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 3000000.00 3000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FED069000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2022-07-31 1.875 - 2 3036800.00 3070186.39 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 3000000.00 3000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FEE965000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2028-08-15 2 - 2.875 1882800.00 2052204.43 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 2000000.00 2000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FED632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-15 2022-07-31 1.75 - 2 2035800.00 2045270.82 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 2000000.00 2000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.74% U7M81AY481YLIOR75625 FEC597000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-10-31 2 - 3 1909400.00 2051008.27 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 2000000.00 2000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.75% U7M81AY481YLIOR75625 FEF901000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-06-30 2 - 2.625 1975400.00 2041733.62 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0174 2000000.00 2000000.00 0.0012 N N Y N Natixis SA Natixis SA, 1.65% KX1WK48MPD4Y2NCUIZ63 FDJ201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2047-11-15 1.875 - 5.25 2953300.00 3064527.02 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 Y NATIXIS SA (GOV REPO) 1.0000 2 N N/A N/A N N 0.0164 3000000.00 3000000.00 0.0018 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FDI482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2039-05-15 1.5 - 4.25 2983600.00 3064359.02 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 3000000.00 3000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.64% 549300QJJX6CVVUXLE15 FDE668000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2039-05-15 0 - 4.25 5047900.00 5110033.90 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 5000000.00 5000000.00 0.0029 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.65% 549300QJJX6CVVUXLE15 FDG018000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2027-11-15 1.125 - 3.625 4044700.00 4087667.09 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 4000000.00 4000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.79% 549300QJJX6CVVUXLE15 FEG282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2044-02-15 0 - 3.75 2462900.00 3092032.70 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0177 3000000.00 3000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.84% 549300QJJX6CVVUXLE15 FEH193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-21 2040-02-15 0 - 4.625 4019600.00 4082087.39 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0182 4000000.00 4000000.00 0.0023 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.60% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-12-31 2024-12-31 1.75 - 1.75 4068000.00 4080407.40 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0159 4000000.00 4000000.00 0.0023 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.07% RUC0QBLBRPRCU4W1NE59 FEI330000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DOW CHEM CO SR GLBL NT4.8%49 ZQUIP1CSZO8LXRBSOU78 2049-05-15 2049-05-15 4.8 - 4.8 910328.00 1066931.73 Corporate Debt Securities BANK NEW YORK MTN BK ENT FR 3.95%111825 WFLLPEPC7FZXENRZV188 2025-11-18 2025-11-18 3.95 - 3.95 1898000.00 2084911.88 Corporate Debt Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0205 3000000.00 3000000.00 0.0018 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.11% RUC0QBLBRPRCU4W1NE59 FEI351000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PHILLIPS 66 PARTNERS LP COM UNIT REP INT 549300TL5L4IG0H4FX64 2500-12-31 2500-12-31 N/A 5389.00 335195.80 Equities EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 549300NELT611CL6XM83 2500-12-31 2500-12-31 N/A 933.00 27038.34 Equities RAYTHEON CO COM NEW YR6K3WJN0KKLUPZSNL57 2500-12-31 2500-12-31 N/A 32701.00 7200433.19 Equities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0209 7000000.00 7000000.00 0.0041 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.13% RUC0QBLBRPRCU4W1NE59 FEI362000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BURLINGTON NORTHN SANTA FE CP SR GLBL DB3.9%46 2046-08-01 2046-08-01 3.9 - 3.9 61000.00 68415.26 Corporate Debt Securities BROADRIDGE FINL SOLUTIONS INC SR GLBL NT2.9%29 2029-12-01 2029-12-01 2.9 - 2.9 301000.00 301768.05 Corporate Debt Securities ZAYO GROUP LLC/ZAYO CAP INC SR GLBL NT 6%23 2023-04-01 2023-04-01 6 - 6 3000000.00 3115150.00 Corporate Debt Securities NVA HLDGS INC SR GLBL 144A 26 549300PQXWQYUO44P605 2026-04-01 2026-04-01 6.875 - 6.875 1167342.00 1280570.12 Corporate Debt Securities JP MORGAN CHASE BANK NA SR GLBL NT 30 8I5DZWZKVSZI1NUHU748 2030-10-15 2030-10-15 2.739 - 2.739 4486.00 4526.00 Corporate Debt Securities SEALED AIR CORP NEW SR 144A NT6.5%20 Q0M0CZB4YN6JZ65WXI09 2020-12-01 2020-12-01 6.5 - 6.5 831000.00 853550.11 Corporate Debt Securities BANK NEW YORK MTN BK ENT FR 3.95%111825 WFLLPEPC7FZXENRZV188 2025-11-18 2025-11-18 3.95 - 3.95 2000.00 2196.96 Corporate Debt Securities AMERICAN TOWER CORP NEW SR GLBL NT 27 5493006ORUSIL88JOE18 2027-01-15 2027-01-15 2.75 - 2.75 788087.00 793103.83 Corporate Debt Securities RELIANCE INDS LTD SR GLBL REGS 27 5493003UOETFYRONLG31 2027-11-30 2027-11-30 3.667 - 3.667 809.00 839.12 Corporate Debt Securities ADANI PORTS & SPL ECONOMIC SR GLBL REGS 22 335800QOAXP5TM7OYP69 2022-01-19 2022-01-19 3.95 - 3.95 4059120.00 4229421.51 Corporate Debt Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0211 10000000.00 10000000.00 0.0058 N Y Y N BNP Paribas BNP Paribas, 1.67% R0MUWSFPU8MPRO8K5P83 FEI996000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CONSTELLATION BRANDS INC SR GLBL NT4.1%48 5493005GKEG8QCVY7037 2048-02-15 2048-02-15 4.1 - 4.1 72.00 76.67 Corporate Debt Securities VOLKSWAGEN GROUP AMER FIN LLC SR GLBL 144A 20 5493002SQ1AVQBY41K40 2020-11-13 2020-11-13 2.675 - 2.675 420758.00 423958.36 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 2.6%020722 WFLLPEPC7FZXENRZV188 2022-02-07 2022-02-07 2.6 - 2.6 1017000.00 1042870.22 Corporate Debt Securities CITIGROUP INC SUB NT 4.6%26 6SHGI4ZSSLCXXQSBB395 2026-03-09 2026-03-09 4.6 - 4.6 933000.00 1039971.56 Corporate Debt Securities BARCLAYS PLC SR GLBL COCO 25 213800LBQA1Y9L22JB70 2025-03-16 2025-03-16 3.65 - 3.65 600000.00 629546.67 Corporate Debt Securities FS KKR CAPITAL CORP SR GLBL NT 25 549300TYRSI1T21B1360 2025-02-01 2025-02-01 4.125 - 4.125 4000.00 4073.25 Corporate Debt Securities MYLAN NV SR GLBL NT 26 549300A0CD4KNFGIIS89 2026-06-15 2026-06-15 3.95 - 3.95 2000.00 2089.85 Corporate Debt Securities GENERAL ELEC CAP CORP MTN BE FR 5.875%011438 3C7474T6CDKPR9K6YT90 2038-01-14 2038-01-14 5.875 - 5.875 1892000.00 2356694.65 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 3.85%070824 784F5XWPLTWKTBV3E584 2024-07-08 2024-07-08 3.85 - 3.85 733000.00 788491.36 Corporate Debt Securities TRANSCANADA TRUST SUB COCO 79 2079-09-15 2079-09-15 5.5 - 5.5 15.00 15.99 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 2500-12-31 2500-12-31 6.5 - 6.5 489.00 546.46 Corporate Debt Securities ATHENE GLOBAL FUNDING VR 070317-070122 549300LM1QSI4MSIL320 2022-07-01 2022-07-01 3.319 - 3.319 1034000.00 1056411.32 Corporate Debt Securities BP CAP MKTS AMER INC SR GLBL NT 24 5493009NTB34VXE1T760 2024-02-06 2024-02-06 3.79 - 3.79 8000.00 8636.64 Corporate Debt Securities DUKE ENERGY CORP NEW PERP SUB GLBL -B I1BZKREC126H0VB1BL91 2500-12-31 2500-12-31 4.875 - 4.875 989000.00 1047969.12 Corporate Debt Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0166 8000000.00 8000000.00 0.0047 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.14% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CENTEX HM EQ LN TR 2003-A M-2 20330325 FLT 2033-03-25 2033-03-25 3.522 - 3.522 5383.00 517.54 Asset-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2020-04-15 0.125 - 0.125 2600.00 2854.56 U.S. Treasuries (including strips) CARRINGTON MTG 2006-FRE2 A-5 20350325 FLT 2035-03-25 2035-03-25 1.872 - 1.872 14891013.00 1297264.83 Asset-Backed Securities RESIDENTIAL ASSET 2003-KS11 M-II-2 20340125 FLT 2034-01-25 2034-01-25 3.592 - 3.592 114900.00 6987.30 Asset-Backed Securities AMERIQUEST MTG SECS 2004-R5 M-3 20340725 FLT 2034-07-25 2034-10-25 3.547 - 4.117 2179537.00 1893154.37 Asset-Backed Securities COMMERCIAL MTG LN TR 2008-LS1 A-M 20491210 FLT 2049-12-10 2049-12-10 6.052 - 6.052 5.00 2.65 Private Label Collateralized Mortgage Obligations STRUCTURED ASSET MTG 2007-AR6 X-2 20470825 0.50000 2047-08-25 2047-08-25 0.5 - 0.5 231.00 1.00 Private Label Collateralized Mortgage Obligations AFC MTG LOAN ABC 1999-3 1A 20290925 FLT 2029-09-25 2029-09-25 2.772 - 2.772 2815.00 38.41 Asset-Backed Securities LONG BEACH MTG LN TR 2004-5 M-5 20340925 FLT 2034-09-25 2034-09-25 3.742 - 3.742 1107700.00 42034.44 Asset-Backed Securities Y N/A N/A 2020-02-04 2020-02-04 2020-04-15 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0214 3000000.00 3000000.00 0.0018 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.14% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LB-UBS CMBS 2007-C6 D 20400715 FLT 2040-07-15 2040-07-15 6.289 - 6.289 5.00 1.42 Private Label Collateralized Mortgage Obligations US CAP FDG III LTD 2004-3 B-2 20351201 FLT 2035-12-01 2035-12-01 3.437 - 3.437 4588445.00 3614632.88 Asset-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2020-04-15 0.125 - 0.125 4700.00 5160.16 U.S. Treasuries (including strips) ELLINGTON LN ACQ TR 2007-2 M-2B 20370525 FLT 2037-05-25 2037-05-25 3.492 - 3.492 382739.00 48379.26 Asset-Backed Securities DSLA MTG LN TR 2004-AR2 A-2B 20441119 FLT 2044-11-19 2044-11-19 2.564 - 2.564 557.00 19.66 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2014-GC18 F 20470111 3.72200 2047-01-11 2047-01-11 3.722 - 3.722 421.00 265.48 Private Label Collateralized Mortgage Obligations ML MTG INV TR 2007-HE2 A-2B 20370225 FLT 2037-02-25 2037-02-25 2.002 - 2.002 3.00 0.84 Asset-Backed Securities PALISADES CDO LTD 254900GFQ1EE6QUMSF58 2039-07-22 2039-07-22 2.903 - 2.903 1275358.00 653117.47 Other Instrument COLLATERALIZED DEBT OBLIGATION PACIFIC COAST CDO 2001 B 20361025 FLT 2036-10-25 2036-10-25 1.94 - 1.94 33461.00 3583.61 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-02-04 2020-02-04 2020-05-11 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0213 4000000.00 4000000.00 0.0023 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.35% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PUERTO RICO ELEC PWR AUTH PWR REV BDS 2012 5493003BRB67HF8ST418 2042-07-01 2042-07-01 N/A 4.00 2.97 Other Instrument MUNICIPAL DEBT PUERTO RICO PUB BLDGS AUTH REV REV BDS 2011 2041-07-01 2041-07-01 N/A 1.00 0.88 Other Instrument MUNICIPAL DEBT EUROPEAN INVT BK 2020-02-07 2020-03-03 N/A 3503.00 3491.90 Money Market SIEMENS CAP CO LLC 2020-03-26 2020-03-26 N/A 4017104.00 3999999.17 Money Market US TREASURY 254900HROIFWPRGM1V77 2024-10-31 2024-10-31 1.5 - 1.5 10200.00 10139.45 U.S. Treasuries (including strips) RICOH FIN CORP 2020-02-18 2020-02-18 N/A 116837.00 116505.53 Money Market Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0233 4000000.00 4000000.00 0.0023 N N N Y Credit AG CIB Paris Credit AG CIB Paris, 1.72% 1VUV7VQFKUOQSJ21A208 FEJ010000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MITSUBISHI UFJ FINL GROUP INC SR GLBL NT 29 353800V2V8PUY9TK3E06 2029-03-07 2029-03-07 3.741 - 3.741 959000.00 1047307.20 Corporate Debt Securities MICROSOFT CORP SR GLBL NT3.3%27 INR2EJN1ERAN0W5ZP974 2027-02-06 2027-02-06 3.3 - 3.3 7760000.00 8404157.60 Corporate Debt Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0171 9000000.00 9000000.00 0.0053 N N Y N Credit AG CIB Paris Credit AG CIB Paris, 1.92% 1VUV7VQFKUOQSJ21A208 FEI761000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MITSUBISHI UFJ FINL GROUP INC SR GLBL NT 29 353800V2V8PUY9TK3E06 2029-03-07 2029-03-07 3.741 - 3.741 12000.00 13104.99 Corporate Debt Securities MICROSOFT CORP SR GLBL NT3.3%27 INR2EJN1ERAN0W5ZP974 2027-02-06 2027-02-06 3.3 - 3.3 2916000.00 3158057.16 Corporate Debt Securities EQUINOR ASA 3.625%28 OW6OFBNCKXC4US5C7523 2028-09-10 2028-09-10 3.625 - 3.625 2819157.00 3129846.11 Corporate Debt Securities Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0190 6000000.00 6000000.00 0.0035 N N Y N Credit AG CIB Paris Credit AG CIB Paris, 1.98% 1VUV7VQFKUOQSJ21A208 FEH854000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MICROSOFT CORP SR GLBL NT3.3%27 INR2EJN1ERAN0W5ZP974 2027-02-06 2027-02-06 3.3 - 3.3 7760000.00 8404157.60 Corporate Debt Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0196 8000000.00 8000000.00 0.0047 N Y Y N Credit AG CIB Paris Credit AG CIB Paris, 1.98% 1VUV7VQFKUOQSJ21A208 FEI402000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MICROSOFT CORP SR GLBL NT3.3%27 INR2EJN1ERAN0W5ZP974 2027-02-06 2027-02-06 3.3 - 3.3 6789000.00 7352554.89 Corporate Debt Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0196 7000000.00 7000000.00 0.0041 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 2005-9CB 3-A-1 20350525 6.00000 2035-05-25 2035-05-25 6 - 6 10819983.00 1157743.38 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 0.0238 1000000.00 1000000.00 0.0006 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 1.74% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ADVOCATE HEALTH & HOSPS CORP SR GLBL -2019 49 549300AEHU3PPOUCIL87 2049-10-15 2049-10-15 3.387 - 3.387 13100.00 13142.15 Corporate Debt Securities ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2022-09-13 2022-09-13 1.75 - 1.75 1000000.00 1007361.39 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0173 1000000.00 1000000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HSBC HLDGS PLC SR GLBL NT 22 MLU0ZO3ML4LN2LL2TL39 2022-01-05 2022-01-05 2.65 - 2.65 772000.00 790367.38 Corporate Debt Securities MEDTRONIC INC SR GLBL NT 45 D56MRZY2INAN94ZONZ37 2045-03-15 2045-03-15 4.625 - 4.625 2000.00 2560.84 Corporate Debt Securities WILLIS-KNIGHTON MED CTR SR GLBL SINK 48 2048-09-01 2048-09-01 4.813 - 4.813 391.00 475.74 Corporate Debt Securities PNC BK N A PITTSBURGH PA FR 2.625%021722 AD6GFRVSDT01YPT1CS68 2022-02-17 2022-02-17 2.625 - 2.625 250000.00 255849.48 Corporate Debt Securities CAPITAL ONE NATL ASSN VA SR GLBL FL NT 22 207ALC1P1YM0OVDV0K75 2022-08-08 2022-08-08 2.724 - 2.724 14.00 14.16 Corporate Debt Securities AIR LEASE CORP SR GLBL NT 23 5493004NW4M4P8TMMK63 2023-01-15 2023-01-15 2.75 - 2.75 2000.00 2054.57 Corporate Debt Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0163 1000000.00 1000000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.69% KBVRJ5K57JZ3E2AVWX40 FEI999000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ISHARES INC MSCI BRAZIL ETF F6BK0XM2JFWYXJ2MDK09 2500-12-31 2500-12-31 N/A 35.00 1652.00 Equities CONOCOPHILLIPS COM WPTL2Z3FIYTHSP5V2253 2500-12-31 2500-12-31 N/A 202.00 13051.22 Equities BIOGEN INC COM W8J5WZB5IY3K0NDQT671 2500-12-31 2500-12-31 N/A 28.00 8288.28 Equities AMEREN CORP COM XRZQ5S7HYJFPHJ78L959 2500-12-31 2500-12-31 N/A 13808.00 1057140.48 Equities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0168 1000000.00 1000000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.69% KBVRJ5K57JZ3E2AVWX40 FEJ030000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MASTERCARD INC CL A AR5L2ODV9HN37376R084 2500-12-31 2500-12-31 N/A 3628.00 1080128.16 Equities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0168 1000000.00 1000000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.96% KBVRJ5K57JZ3E2AVWX40 FEB951000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N KKR & CO INC CL A 549300JOHU21WRN2Z451 2500-12-31 2500-12-31 N/A 116.00 3369.80 Equities ISHARES INC MSCI BRAZIL ETF F6BK0XM2JFWYXJ2MDK09 2500-12-31 2500-12-31 N/A 49530.00 2337816.00 Equities UNITEDHEALTH GROUP INC COM 549300GHBMY8T5GXDE41 2500-12-31 2500-12-31 N/A 1.00 293.85 Equities ALAMOS GOLD INC NEW COM CL A 549300TDOX73YGYXE959 2500-12-31 2500-12-31 N/A 10.00 59.70 Equities ADOBE INC COM FU4LY2G4933NH2E1CP29 2500-12-31 2500-12-31 N/A 2705.00 888159.70 Equities THE CHARLES SCHWAB CORPORATION COM 549300VSGCJ7E698NM85 2500-12-31 2500-12-31 N/A 304.00 14537.28 Equities Y N/A N/A 2020-02-04 2020-02-04 2020-02-07 Y ING FINL MKTS LLC(NNGV RP BNY) 1.0000 35 N N/A N/A N N 0.0194 3000000.00 3000000.00 0.0018 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.74% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2033-07-25 2033-07-25 1.138 - 1.138 329088.00 24404.94 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-06-15 2047-11-15 1 - 4.81 180809014.00 3449050.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-18 2048-08-25 4.308 - 6.505 134327020.00 2707142.43 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0173 6000000.00 6000000.00 0.0035 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.80% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VANECK VECTORS ETF TRUST CHINAAMC CHINA B 5493002JDT4N68B3AU73 2500-12-31 2500-12-31 N/A 19553.00 946729.99 Equities CNX MIDSTREAM PARTNERS LP COM UNIT REPST 2500-12-31 2500-12-31 N/A 215616.00 3490823.04 Equities GMAC CAP TR I GTD TR PFD-2 2040-02-15 2040-02-15 7.695 - 7.695 1.00 26.03 Equities YAMANA GOLD INC COM 549300WHE4O6UJ2KU013 2500-12-31 2500-12-31 N/A 5.00 19.75 Equities ALPS ETF TR RIVERFRONT UNC 5493007V8J1K635KQO25 2500-12-31 2500-12-31 N/A 1.00 25.55 Equities FIRST TR EXCHANGE TRADED FD II DJ INTL INTRNT 549300C6JZUPZ0HUP086 2500-12-31 2500-12-31 N/A 1.00 24.57 Equities PIMCO EQUITY SER RAFI DYN MULTI 2500-12-31 2500-12-31 N/A 105110.00 2723316.01 Equities COMPANHIA ENERGETICA DE MINAS SP ADR N-V PFD 254900W703PXLDSEM056 2500-12-31 2500-12-31 N/A 523576.00 1795865.68 Equities NATIONAL GRID PLC SPONSORED ADR NE 8R95QZMKZLJX5Q2XR704 2500-12-31 2500-12-31 N/A 1.00 62.65 Equities CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 549300CUY0F1TYDLDL45 2500-12-31 2500-12-31 N/A 1.00 31.06 Equities PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 5493000J801JZRCMFE49 2500-12-31 2500-12-31 N/A 641740.00 10203666.00 Equities JP MORGAN EXCHANGE TRADED FD DIV RTN EU ETF 549300R7DVI60C533332 2500-12-31 2500-12-31 N/A 67669.00 4052019.72 Equities ANGLOGOLD ASHANTI LTD SPONSORED ADR 378900EF3BA9A5F42A59 2500-12-31 2500-12-31 N/A 32.00 712.00 Equities FRANKLIN TEMPLETON ETF TR LIBERTYQ GBL 2500-12-31 2500-12-31 N/A 30943.00 951392.04 Equities ADVISORSHARES TR SAGE CORE ETF 2500-12-31 2500-12-31 N/A 6791.00 677673.89 Equities ISHARES US ETF TR INT RT HDG C B 54930033QG8ORSOTEQ66 2500-12-31 2500-12-31 N/A 1.00 96.18 Equities Y N/A N/A 2020-01-07 2020-01-07 2020-01-31 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0179 23000000.00 23000000.00 0.0134 N N Y N J.P. 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Mitsubishi UFJ Securities (U.S.A.), Inc., 1.71% K5HU16E3LMSVCCJJJ255 FEJ003000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VECTOR GROUP LTD SR GLBL CV NT 20 549300TUIF4WWN6NDN50 2020-04-15 2020-04-15 1.75 - 1.75 1949000.00 2031629.48 Equities HOLLY ENERGY PARTNERS L P COM UT LTD PTN 529900NVV7ODCT0QCG29 2500-12-31 2500-12-31 N/A 136299.00 3031289.76 Equities FELLAZO INC UNIT EX 2500-12-31 2500-12-31 N/A 30898.00 311451.84 Equities HELIX ENERGY SOLUTIONS GRP INC SR CV NT 4.25%22 416AP2JOUTCWEGSOZW41 2022-05-01 2022-05-01 4.25 - 4.25 437000.00 469842.86 Equities GREEN PLAINS INC COCO 22 VJ5WLTHARBSDR14KIZ98 2022-09-01 2022-09-01 4.125 - 4.125 305000.00 288037.55 Equities AUTOLIV INC COM A23RUXWKASG834LTMK28 2500-12-31 2500-12-31 N/A 1162.00 98386.54 Equities TWITTER INC COCO 21 549300I8RX485XMK6836 2021-09-15 2021-09-15 1 - 1 130000.00 126814.57 Equities ALBERTON ACQUISITION CORP ORD SHS 2500-12-31 2500-12-31 N/A 80167.00 828926.78 Equities PRICELINE GRP INC SR COCO 21 FXM8FAOHMYDIPD38UZ17 2021-09-15 2021-09-15 0.9 - 0.9 52000.00 60076.38 Equities WRIGHT MED GROUP N V SR COCO 21 549300JGCCQ1HTDOXU32 2021-11-15 2021-11-15 2.25 - 2.25 215000.00 312546.04 Equities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0170 7000000.00 7000000.00 0.0041 N Y Y N Mizuho Securities U.S.A., Inc. 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Mizuho Securities U.S.A., Inc., 1.78% 7TK5RJIZDFROZCA6XF66 FEI759000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LUMENTUM HLDGS INC COM 549300JLWRRC38DWEF52 2500-12-31 2500-12-31 N/A 12391.00 986323.60 Equities EQUITY RESIDENTIAL SH BEN INT 5493008RACSH5EP3PI59 2500-12-31 2500-12-31 N/A 9.00 726.48 Equities EOG RES INC COM XWTZDRYZPBUHIQBKDB46 2500-12-31 2500-12-31 N/A 25.00 2059.75 Equities BIOMARIN PHARMACEUTICAL INC COM NSLL8ITTRR0J5HEMR848 2500-12-31 2500-12-31 N/A 301.00 25461.59 Equities TELADOC HEALTH INC COM 549300I2PVFBC9MFAC61 2500-12-31 2500-12-31 N/A 1900.00 158175.00 Equities EVERSOURCE ENERGY COM SJ7XXD41SQU3ZNWUJ746 2500-12-31 2500-12-31 N/A 85.00 7174.85 Equities Q2 HLDGS INC COM 549300M9RKR9DZXWS696 2500-12-31 2500-12-31 N/A 12000.00 972360.00 Equities FIRSTCASH INC COM 549300V2X3UU7K0DG350 2500-12-31 2500-12-31 N/A 100.00 8051.00 Equities Y N/A N/A 2020-01-07 2020-01-07 2020-01-13 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0177 2000000.00 2000000.00 0.0012 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.90% 7TK5RJIZDFROZCA6XF66 FEI758000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2026-02-25 2026-02-25 7.697 - 7.697 1052514.00 1030163.34 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-01-07 2020-01-07 2020-01-13 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0188 1000000.00 1000000.00 0.0006 N N Y N Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 2.21% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 549300TLGDBYE711G509 2500-12-31 2500-12-31 N/A 266897.00 2660963.09 Equities ISHARES INC JP MORGAN EM ETF 549300ZZ765YKMMG3526 2500-12-31 2500-12-31 N/A 123.00 5388.63 Equities ATOMERA INC COM 2500-12-31 2500-12-31 N/A 56.00 170.80 Equities BRISTOL MYERS SQUIBB CO CONTNGNT VAL RT HLYYNH7UQUORYSJQCN42 2500-12-31 2500-12-31 N/A 4.00 12.20 Equities PROSHARES TR ULT R/EST NEW YRKWC4M5QHXPXFYQ4650 2500-12-31 2500-12-31 N/A 114.00 9818.82 Equities LEJU HLDGS LTD SPONSORED ADS 549300L53UKQOTX8LC17 2500-12-31 2500-12-31 N/A 5987.00 11974.00 Equities PROSHARES TR II PSHS ULSSLVR NEW V7DVKGAJ7ZORY4IOJ616 2500-12-31 2500-12-31 N/A 6230.00 165842.60 Equities BLACK STONE MINERALS L P COM UNIT 2500-12-31 2500-12-31 N/A 731952.00 9361666.08 Equities BOXLIGHT CORP COM CL A 2500-12-31 2500-12-31 N/A 52.00 58.24 Equities ISHARES TR IBONDS DEC25 ETF 549300FEFS39P6MMLS48 2500-12-31 2500-12-31 N/A 7051.00 182888.08 Equities UNITED STS BRENT OIL FD LP UNIT 54930060F5YIVMD0SM62 2500-12-31 2500-12-31 N/A 443.00 9338.44 Equities DIREXION SHS ETF TR DAILY NATRL GAS 549300QGMXG2BIM2V514 2500-12-31 2500-12-31 N/A 68.00 635.12 Equities FLEXSHARES TR STOXX GLOBR INF 549300M226QPIG4QNV60 2500-12-31 2500-12-31 N/A 23.00 1234.77 Equities NAM TAI PPTY INC SHS 529900O97Q8EBC2RBV34 2500-12-31 2500-12-31 N/A 364263.00 3063451.83 Equities SPDR SERIES TRUST PORTFOLIO MD ETF 549300TKUU0ZLRVSLJ96 2500-12-31 2500-12-31 N/A 41.00 1482.97 Equities LUOKUNG TECHNOLOGY CORP SHS 549300COL9W0H0S72M02 2500-12-31 2500-12-31 N/A 1.00 1.56 Equities XP INC CL A 5493008KDA8NBZRJST80 2500-12-31 2500-12-31 N/A 9308.00 356217.16 Equities B2GOLD CORP COM 549300F7OK456M5NLM05 2500-12-31 2500-12-31 N/A 3.00 11.88 Equities THERAPIX BIOSCIENCES LTD SPONSORED ADS NE 2500-12-31 2500-12-31 N/A 54.00 58.32 Equities GLOBAL X FDS S&P 500 CATHOLIC 549300QBG5PC3SIKOB57 2500-12-31 2500-12-31 N/A 8250.00 323647.50 Equities ATENTO S A SHS 2500-12-31 2500-12-31 N/A 4.00 11.36 Equities SELECTA BIOSCIENCES INC COM 529900NMN0LACZOL7C43 2500-12-31 2500-12-31 N/A 2042.00 4614.92 Equities INVESCO EXCHANGE TRADED FD TR NASDAQ INTERNT 549300D93HI7Z9WV4X72 2500-12-31 2500-12-31 N/A 66.00 9150.77 Equities DTE ENERGY CO 6.25% CORP UNITS 549300IX8SD6XXD71I78 2500-12-31 2500-12-31 N/A 192.00 9814.08 Equities FIRST TR EXCHANGE TRADED FD VI BUYWRIT INCM ETF 2500-12-31 2500-12-31 N/A 14.00 319.28 Equities PROSHARES TR PSHS SHTFINL ETF GK4TU6C1B5LXPX6BWP64 2500-12-31 2500-12-31 N/A 1616.00 31172.64 Equities Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0219 15000000.00 15000000.00 0.0088 N N N Y RBS Securities, Inc. RBS Securities, Inc., 1.71% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2021-12-31 1.625 - 1.625 4075900.00 4080481.31 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0170 4000000.00 4000000.00 0.0023 N Y Y N Royal Bank of Canada Royal Bank of Canada, 2.00% ES7IP3U3RHIGC71XBU11 FEF034000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CDN IMPERIAL BK COMM TORONTO O EXTND SR SEC 22 2IGI19DL77OX0HC3ZE78 2022-06-27 2022-06-27 3.15 - 3.15 200000.00 203876.50 Corporate Debt Securities HSBC BK CDA EXTND SR SEC 22 DMB80L5QKUQ124HSYW98 2022-11-28 2022-11-28 3.3 - 3.3 6009652.00 6179685.09 Corporate Debt Securities DNB NOR BOLIGKREDITT AS SR SEC GLBL 23 5967007LIEEXZX659K67 2023-06-28 2023-06-28 3.25 - 3.25 4993902.00 5180227.26 Corporate Debt Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y ROYAL BANK OF CAN (NON GOV RP) 1.0000 3 N N/A N/A N N 0.0198 11000000.00 11000000.00 0.0064 N N Y N Societe Generale Societe Generale, 1.82% O2RNE8IBXP4R0TD8PU41 FEJ005000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DAKOTA MERGER SUB INC SR 144A NT 24 5493008MIJR7VMQP7U77 2024-09-01 2024-09-01 10.75 - 10.75 3000.00 3226.60 Corporate Debt Securities GS MTG COML 2006-GG8 A-J 20391114 5.62200 2039-11-14 2039-11-14 5.622 - 5.622 324.00 107.50 Private Label Collateralized Mortgage Obligations ONEMAIN FINL TR 2018-1 E 20290314 5.52000 549300I1P51W2UFIED29 2029-03-14 2029-03-14 5.52 - 5.52 262.00 267.64 Asset-Backed Securities MS HEQ LN TR 2007-2 A-2 20370425 FLT 549300C5U61AIRK1S645 2037-04-25 2037-04-25 1.962 - 1.962 1.00 0.45 Asset-Backed Securities CITIGROUP MTG LN TR 2007-SHL1 A 20461125 FLT 2046-11-25 2046-11-25 2.192 - 2.192 550.00 86.83 Asset-Backed Securities STRUCTURED ASSET SEC 2007-GEL1 A2 20370125 FLT 2037-01-25 2037-01-25 1.982 - 1.982 649642.00 229948.52 Asset-Backed Securities WHITING PETE CORP NEW SR GLBL NT 23 52990028CHK9KUB1B293 2023-04-01 2023-04-01 6.25 - 6.25 2000.00 1705.90 Corporate Debt Securities MOSS CREEK RES HLDGS INC 10.5%27 54930037SLMSPWKYIX36 2027-05-15 2027-05-15 10.5 - 10.5 32.00 27.14 Corporate Debt Securities LEXMARK INTL INC CR SEN SR NT 20 549300TGOGJOCWL57Z97 2020-03-15 2020-03-15 7.125 - 7.125 846000.00 842430.94 Corporate Debt Securities FORTRESS TRANS INFRST INVS LLC SR GLBL 144A 25 529900E7PUVK6BC8PE80 2025-10-01 2025-10-01 6.5 - 6.5 10.00 10.72 Corporate Debt Securities ACE CASH EXPRESS INC SR SEC GLBL 22 2022-12-15 2022-12-15 12 - 12 236.00 202.96 Corporate Debt Securities DAVITA INC SR GLBL NT 24 M2XHYMU3TZNEZURC6H66 2024-07-15 2024-07-15 5.125 - 5.125 2000.00 2094.48 Corporate Debt Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0180 1000000.00 1000000.00 0.0006 N Y Y N Societe Generale Societe Generale, 1.95% O2RNE8IBXP4R0TD8PU41 FDH799000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N L3HARRIS TECHNOLOGIES INC SR GLBL 144A 28 549300UTE50ZMDBG8A20 2028-06-15 2028-06-15 4.4 - 4.4 2.00 2.24 Corporate Debt Securities MIZUHO BANK LTD. SR REGS NT2.7%20 RB0PEZSDGCO3JS6CEU02 2020-10-20 2020-10-20 2.7 - 2.7 8128.00 8221.15 Corporate Debt Securities EXPEDIA GROUP INC SR GLBL 144A 30 2030-02-15 2030-02-15 3.25 - 3.25 2.00 1.95 Corporate Debt Securities BAHIA SUL HLDGS GMBH SR GLBL REGS 26 254900287ZNSGVP1R341 2026-07-14 2026-07-14 5.75 - 5.75 8487.00 9698.64 Corporate Debt Securities HALFMOON PARENT INC SR GLBL 144A 23 549300VIWYMSIGT1U456 2023-07-15 2023-07-15 3.75 - 3.75 1.00 1.07 Corporate Debt Securities SCHLUMBERGER HLDGS CORP 3.9%28 529900IKZG65COT1D505 2028-05-17 2028-05-17 3.9 - 3.9 101441.00 108649.23 Corporate Debt Securities TOTAL SYS SVCS INC SR GLBL NT 4%23 549300NOMHGVQBX6S778 2023-06-01 2023-06-01 4 - 4 124000.00 131013.72 Corporate Debt Securities TELEFONICA EUROPE B V SR GLBL NT 30 7245007FZS0M65WUGP67 2030-09-15 2030-09-15 8.25 - 8.25 339000.00 496008.70 Corporate Debt Securities VMWARE INC SR GLBL NT 22 549300BUDHS3LRWBE814 2022-08-21 2022-08-21 2.95 - 2.95 125000.00 128672.60 Corporate Debt Securities BANK NEW ZEALAND FR 3.5%022024 N7LGVZM7X4UQ66T7LT74 2024-02-20 2024-02-20 3.5 - 3.5 11.00 11.64 Corporate Debt Securities ARIZONA PUB SVC CO SR GLBL NT 46 YG6VT0TPHRH4TFVAQV64 2046-05-15 2046-05-15 3.75 - 3.75 74000.00 78710.66 Corporate Debt Securities GENERAL ELEC CAP CORP MTN BE FR 3.45%051524 3C7474T6CDKPR9K6YT90 2024-05-15 2024-05-15 3.45 - 3.45 2000.00 2081.02 Corporate Debt Securities UNION PACIFIC CORP SR GLBL NT 28 549300LMMRSZZCZ8CL11 2028-09-10 2028-09-10 3.95 - 3.95 3926.00 4388.09 Corporate Debt Securities PERUSAHAAN LISTRIK NEGARA PT FR 3.375%020530 254900OYVDRYS9J51J61 2030-02-05 2030-02-05 3.375 - 3.375 1720.00 1725.43 Corporate Debt Securities MITSUBISHI UFJ FINL GROUP INC SR GLBL NT 29 353800V2V8PUY9TK3E06 2029-07-18 2029-07-18 3.195 - 3.195 3051000.00 3201559.22 Corporate Debt Securities LOWES COS INC SR GLBL NT2.5%26 WAFCR4OKGSC504WU3E95 2026-04-15 2026-04-15 2.5 - 2.5 30000.00 30360.55 Corporate Debt Securities NORDSTROM INC SR GLBL NT 30 549300S3IZB5P35KNV16 2030-04-01 2030-04-01 4.375 - 4.375 4942.00 5048.12 Corporate Debt Securities MIZUHO FINANCIAL GRP INC TOKYO SR GLBL REGS 26 353800CI5L6DDAN5XZ33 2026-04-12 2026-04-12 3.477 - 3.477 1.00 1.06 Corporate Debt Securities HUMANA INC SR GLBL NT 29 529900YLDW34GJAO4J06 2029-08-15 2029-08-15 3.125 - 3.125 870.00 897.89 Corporate Debt Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0193 4000000.00 4000000.00 0.0023 N N Y N Societe Generale Societe Generale, 1.98% O2RNE8IBXP4R0TD8PU41 FEI373000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MARSH & MCLENNAN COS INC SR NT 2.75%22 549300XMP3KDCKJXIU47 2022-01-30 2022-01-30 2.75 - 2.75 62000.00 63697.46 Corporate Debt Securities MIZUHO BANK LTD. SR REGS NT2.7%20 RB0PEZSDGCO3JS6CEU02 2020-10-20 2020-10-20 2.7 - 2.7 4992.00 5049.21 Corporate Debt Securities BARCLAYS BK PLC GLBL MTN 144A VR 022119-022120 G5GSEF7VJP5I7OUK5573 2020-02-21 2020-11-16 2.14 - 2.14 55677.00 55414.12 Corporate Debt Securities PFIZER INC 4.1%38 765LHXWGK1KXCLTFYQ30 2038-09-15 2038-09-15 4.1 - 4.1 39957.00 46394.01 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 3.766%030824 549300XFX12G42QIKN82 2024-03-08 2024-03-08 3.766 - 3.766 3861620.00 4042445.93 Corporate Debt Securities AGILENT TECHNOLOGIES INC SR GLBL NT 29 QUIX8Y7A2WP0XRMW7G29 2029-09-15 2029-09-15 2.75 - 2.75 1019.00 1020.95 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 2.5%041521 WFLLPEPC7FZXENRZV188 2021-04-15 2021-04-15 2.5 - 2.5 2264000.00 2291254.79 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 42288.52 Corporate Debt Securities ALPINE S LTD 2020-02-05 2020-06-15 N/A 522.00 518.69 Money Market MITSUBISHI UFJ FINL GROUP INC SR GLBL NT 39 353800V2V8PUY9TK3E06 2039-03-07 2039-03-07 4.153 - 4.153 9000.00 10488.56 Corporate Debt Securities DOWDUPONT INC SR GLBL NT 38 5493004JF0SDFLM8GD76 2038-11-15 2038-11-15 5.319 - 5.319 4000.00 4818.16 Corporate Debt Securities NORDSTROM INC SR GLBL NT 30 549300S3IZB5P35KNV16 2030-04-01 2030-04-01 4.375 - 4.375 14137.00 14440.56 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT6.2%40 IM7X0T3ECJW4C1T7ON55 2040-03-15 2040-03-15 6.2 - 6.2 586.00 714.99 Corporate Debt Securities DIAMOND 1 FIN CORP/DIAMOND 2 1LIEN SR 144A 26 2026-06-15 2026-06-15 6.02 - 6.02 520000.00 601254.33 Corporate Debt Securities NORFOLK SOUTHERN CORP 3.942%47 54930036C8MWP850MI84 2047-11-01 2047-11-01 3.942 - 3.942 3116.00 3388.50 Corporate Debt Securities UNITED TECHNOLOGIES CORP 3.95%25 I07WOS4YJ0N7YRFE7309 2025-08-16 2025-08-16 3.95 - 3.95 9.00 9.95 Corporate Debt Securities NUTRIEN LTD 4.2%29 5493002QQ7GD21OWF963 2029-04-01 2029-04-01 4.2 - 4.2 1.00 1.11 Corporate Debt Securities POSCO SR GLBL REGS 24 988400E5HRVX81AYLM04 2024-07-15 2024-07-15 2.75 - 2.75 2760114.00 2804342.53 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV SR GLBL REGS 24 549300C6OZZ8LTVR8209 2024-11-12 2024-11-12 2.5 - 2.5 1222632.00 1230081.90 Corporate Debt Securities ENTERPRISE PRODS OPER LLC SR GLBL NT3.7%26 5493004LGN656HWLDA30 2026-02-15 2026-02-15 3.7 - 3.7 1000.00 1079.28 Corporate Debt Securities SASOL FING INTL PLC SR NT 4.5%22 2022-11-14 2022-11-14 4.5 - 4.5 200000.00 207162.00 Corporate Debt Securities TEACHERS INS & ANNUITY ASSN AM SUB 144A NT 39 O06XD7BJ4EPXNABVFN69 2039-12-16 2039-12-16 6.85 - 6.85 2000.00 2929.75 Corporate Debt Securities AEP TEX INC SR GLBL -H NT 50 2050-01-15 2050-01-15 3.45 - 3.45 1629.00 1634.76 Corporate Debt Securities L3HARRIS TECHNOLOGIES INC SR GLBL 144A 28 549300UTE50ZMDBG8A20 2028-06-15 2028-06-15 4.4 - 4.4 99.00 110.66 Corporate Debt Securities INFRAESTRUCTURA ENERGETICA SR GLBL REGS 48 715K4H1JYF3O6JOK1411 2048-01-14 2048-01-14 4.875 - 4.875 4841.00 4719.87 Corporate Debt Securities EOG RES INC SR NT 2.625%23 XWTZDRYZPBUHIQBKDB46 2023-03-15 2023-03-15 2.625 - 2.625 2000.00 2056.87 Corporate Debt Securities EXPEDIA GROUP INC SR GLBL 144A 30 2030-02-15 2030-02-15 3.25 - 3.25 1091.00 1061.28 Corporate Debt Securities TENCENT HLDGS LTD FR 3.595%011928 254900N4SLUMW4XUYY11 2023-01-19 2028-01-19 2.571 - 3.595 132868.00 132695.87 Corporate Debt Securities ALPINE S LTD 2020-01-09 2020-05-11 N/A 5693.00 5668.61 Money Market GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2054-07-15 2054-12-15 2.76 - 3.85 1432685.00 1459319.02 Agency Mortgage-Backed Securities BANK NEW ZEALAND FR 3.5%022024 N7LGVZM7X4UQ66T7LT74 2024-02-20 2024-02-20 3.5 - 3.5 25.00 26.45 Corporate Debt Securities TRUST F/1401 SR GLBL REGS 50 2050-01-15 2050-01-15 6.39 - 6.39 2.00 2.22 Corporate Debt Securities JP MORGAN CHASE BANK FR 3.086%042621 7H6GLXDRUGQFU57RNE97 2021-04-26 2021-04-26 3.086 - 3.086 371000.00 374319.05 Corporate Debt Securities UNION PACIFIC CORP SR GLBL NT 28 549300LMMRSZZCZ8CL11 2028-09-10 2037-09-15 3.6 - 3.95 3162.00 3347.18 Corporate Debt Securities RESOLUTION FUNDING CORP 2030-01-15 2030-01-15 N/A 12000.00 9447.80 Agency Debentures and Agency Strips J P MORGAN CHASE & CO MTN BE FR 2.295%081521 8I5DZWZKVSZI1NUHU748 2021-08-15 2021-08-15 2.295 - 2.295 1000.00 1011.03 Corporate Debt Securities 3M CO FR 3.625%101547 LUZQVYP4VS22CLWDAR65 2047-10-15 2047-10-15 3.625 - 3.625 133358.00 140411.58 Corporate Debt Securities THE MOUNT SINAI HOSPITAL SR GLBL SINK 49 549300IJEDK5LH7YPT15 2049-07-01 2049-07-01 3.737 - 3.737 10.00 10.06 Corporate Debt Securities FEDEX CORP SR GLBL NT 46 549300E707U7WNPZN687 2046-04-01 2046-04-01 4.55 - 4.55 2000.00 2097.30 Corporate Debt Securities BRISTOL MYERS SQUIBB CO GLBL 144A NT 22 HLYYNH7UQUORYSJQCN42 2022-08-15 2022-08-15 3.55 - 3.55 1.00 1.05 Corporate Debt Securities AT&T INC SR GLBL NT 45 549300Z40J86GGSTL398 2045-06-15 2045-06-15 4.35 - 4.35 2000.00 2174.06 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 2.625%090129 UE2136O97NLB5BYP9H04 2029-09-01 2029-09-01 2.625 - 2.625 2000.00 2013.42 Corporate Debt Securities AFLAC INC SR GLBL NT 49 549300N0B7DOGLXWPP39 2049-01-15 2049-01-15 4.75 - 4.75 1.00 1.25 Corporate Debt Securities FLEXTRONICS INTL LTD SR GLBL NT 29 549300EAQH74YHD07T53 2029-06-15 2029-06-15 4.875 - 4.875 37000.00 40258.27 Corporate Debt Securities SPIRIT REALTY LP SR GLBL NT3.4%30 549300GTBVIBJRX5BW73 2030-01-15 2030-01-15 3.4 - 3.4 2.00 2.03 Corporate Debt Securities KILROY RLTY L P SR GLBL NT 30 5493008CT3N3JR7P1552 2030-02-15 2030-02-15 3.05 - 3.05 1.00 1.00 Corporate Debt Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0196 13000000.00 13000000.00 0.0076 N N Y N Societe Generale Societe Generale, 2.08% O2RNE8IBXP4R0TD8PU41 FDH800000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DIAMOND OFFSHORE DRILLING INC SR NT 5.7%39 F14FQJ2EEHW5VPYUHL14 2039-10-15 2039-10-15 5.7 - 5.7 3000.00 1783.12 Corporate Debt Securities CIT GROUP INC SR GLBL NT 21 N8O96ZZJQRFYQUJY7K79 2021-03-09 2021-03-09 4.125 - 4.125 330.00 340.14 Corporate Debt Securities CREDITO REAL S A DE C V SOCIE SR GLBL REGS 26 549300W2IL7TPPCTKL39 2026-02-07 2026-02-07 9.5 - 9.5 148.00 174.12 Corporate Debt Securities ACRISURE LLC / ACRISURE FIN SR GLBL 144A 25 2025-11-15 2025-11-15 7 - 7 6190.00 5996.56 Corporate Debt Securities WOORI BK KOREA FR 4.25% 549300VUVMRL6RE7R376 2500-12-31 2500-12-31 4.25 - 4.25 521.00 523.12 Corporate Debt Securities INMARSAT FIN PLC SR GLBL 144A 22 549300FCV5VH7Q5A3B66 2022-05-15 2022-05-15 4.875 - 4.875 4236000.00 4314763.12 Corporate Debt Securities ATENTO LUXCO 1 S.A. SR SEC GLBL 22 549300MLFF3HYCZQTC48 2022-08-10 2022-08-10 6.125 - 6.125 977.00 985.62 Corporate Debt Securities ALPINE S LTD 2020-04-09 2020-04-09 N/A 7.00 6.95 Money Market HERSHEY CO SR NT 4.125%20 21X2CX66SU2BR6QTAD08 2020-12-01 2020-12-01 4.125 - 4.125 3000.00 3071.83 Corporate Debt Securities WOLVERINE ESCROW LLC SR SEC GLBL 24 2024-11-15 2024-11-15 8.5 - 8.5 2.00 2.09 Corporate Debt Securities BANK NEW ZEALAND FR 3.5%022024 N7LGVZM7X4UQ66T7LT74 2024-02-20 2024-02-20 3.5 - 3.5 2.00 2.12 Corporate Debt Securities CYDSA S A SR GLBL REGS 27 4469000001BNTACN9916 2027-10-04 2027-10-04 6.25 - 6.25 1.00 1.04 Corporate Debt Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0206 4000000.00 4000000.00 0.0023 N N Y N Societe Generale Societe Generale, 2.08% O2RNE8IBXP4R0TD8PU41 FEI374000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NIELSEN COMPANY SR NT 144A 21 549300MFMRJBOPHHM352 2021-10-01 2021-10-01 5.5 - 5.5 11000.00 11204.57 Corporate Debt Securities ENTERPRISE MERGER SUB INC 8.75%26 549300OL60X0LPKY8N60 2026-10-15 2026-10-15 8.75 - 8.75 1.00 0.64 Corporate Debt Securities MOSS CREEK RES HLDGS INC 10.5%27 54930037SLMSPWKYIX36 2027-05-15 2027-05-15 10.5 - 10.5 7.00 5.94 Corporate Debt Securities REDE D OR FIN S A R L GLBL REGS NT 28 549300FDE772OLJUCP79 2028-01-17 2028-01-17 4.95 - 4.95 200000.00 211484.50 Corporate Debt Securities COLOMBIA TELECOMUNICACIONES PERP SUB 144A NT 549300CK4YN0V1C3MN55 2049-12-29 2049-12-29 8.5 - 8.5 434000.00 447566.84 Corporate Debt Securities AGILENT TECHNOLOGIES INC SR GLBL NT 29 QUIX8Y7A2WP0XRMW7G29 2029-09-15 2029-09-15 2.75 - 2.75 10.00 10.02 Corporate Debt Securities BEAZER HOMES USA INC SR GLBL NT 27 549300DUPYT2T0F60I45 2027-10-15 2027-10-15 5.875 - 5.875 115582.00 118152.50 Corporate Debt Securities CVR REFNG LLC/COFFEYVILLE FIN 2LIEN SR NT 22 2022-11-01 2022-11-01 6.5 - 6.5 1529000.00 1564400.60 Corporate Debt Securities EVEREST ACQ LLC/FINANCE 7.75%26 2026-05-15 2026-05-15 7.75 - 7.75 2000.00 1425.00 Corporate Debt Securities CREDITO REAL S A DE C V SOCIE SR GLBL REGS 26 549300W2IL7TPPCTKL39 2026-02-07 2026-02-07 9.5 - 9.5 143.00 168.24 Corporate Debt Securities TRANSOCEAN INC 7.25%25 DOL4HJ22ADYSIWES4H94 2025-11-01 2025-11-01 7.25 - 7.25 268953.00 267361.32 Corporate Debt Securities WOORI BK KOREA FR 4.25% 549300VUVMRL6RE7R376 2500-12-31 2500-12-31 4.25 - 4.25 64391.00 64652.61 Corporate Debt Securities CRESTWOOD MIDSTREAM PRTNRS LP SR GLBL 144A 27 2027-05-01 2027-05-01 5.625 - 5.625 1170.00 1196.87 Corporate Debt Securities FELCOR LODGING LTD PARTNERSHIP SR GLBL NT 6%25 2025-06-01 2025-06-01 6 - 6 104000.00 109182.67 Corporate Debt Securities AZURE POWER ENERGY LIMITED SR GLBL 144A 22 54930051LQDFHGQMHF47 2022-11-03 2022-11-03 5.5 - 5.5 13997.00 14392.39 Corporate Debt Securities LLOYDS BANKING GROUP PLC SR GLBL NT 23 549300PPXHEU2JF0AM85 2023-11-07 2023-11-07 2.907 - 2.907 123060.00 125407.95 Corporate Debt Securities GLOBAL PARTNERS / GLP FIN CORP SR GLBL 144A 27 2027-08-01 2027-08-01 7 - 7 94.00 102.50 Corporate Debt Securities VIPER ENERGY PARTNERS LP SR GLBL 144A 27 5299009LINL232255G03 2027-11-01 2027-11-01 5.375 - 5.375 281.00 295.70 Corporate Debt Securities VIASAT INC SR SEC 144A NT27 UFC8NYMNFSYIHNSM2I38 2027-04-15 2027-04-15 5.625 - 5.625 6.00 6.49 Corporate Debt Securities MINERAL RES LTD SR GLBL 144A 27 5299007V1ACKFFX2P066 2027-05-01 2027-05-01 8.125 - 8.125 1952.00 2168.31 Corporate Debt Securities WELLS FARGO CO MTN BE FR 3.9%050145 PBLD0EJDB5FWOLXP3B76 2045-05-01 2045-05-01 3.9 - 3.9 19000.00 21829.70 Corporate Debt Securities PACIFIC DRILLING FIRST LIEN ES SR SEC GLBL 23 549300VEJMMZCY6OBU06 2023-10-01 2023-10-01 8.375 - 8.375 1.00 0.94 Corporate Debt Securities CYDSA S A SR GLBL REGS 27 4469000001BNTACN9916 2027-10-04 2027-10-04 6.25 - 6.25 1005.00 1047.65 Corporate Debt Securities CONUMA COAL RES LTD SR SEC GLBL 23 5493002BTSOLIKR8TY08 2023-05-01 2023-05-01 10 - 10 2000.00 1777.78 Corporate Debt Securities CHS / CMNTY HEALTH SYS INC SR SEC GLBL 26 5493007X5NC5XI1BB106 2023-03-31 2026-03-15 6.25 - 8 1012040.00 1043034.88 Corporate Debt Securities HILL ROM HLDGS INC SR GLBL 144A 27 JLZ01A0E2071OH26RE45 2027-09-15 2027-09-15 4.375 - 4.375 983.00 1023.33 Corporate Debt Securities VALARIS PLC 7.75%26 7N0UJMJLXD0MDT5D5086 2026-02-01 2026-02-01 7.75 - 7.75 5.00 3.05 Corporate Debt Securities GRUPO KUO SAB DE CV SR GLBL REGS 27 549300WIYIAVCFZI6Z04 2027-07-07 2027-07-07 5.75 - 5.75 13054.00 13959.71 Corporate Debt Securities DIAMOND OFFSHORE DRILLING INC SR NT 5.7%39 F14FQJ2EEHW5VPYUHL14 2039-10-15 2039-10-15 5.7 - 5.7 2000.00 1188.75 Corporate Debt Securities ZAYO GROUP LLC/ZAYO CAP INC SR GLBL 144A 27 2027-01-15 2027-01-15 5.75 - 5.75 194000.00 202507.71 Corporate Debt Securities FRESH MKT INC 1PRI SR 144A 23 529900QM5ZSBEBR6CS58 2023-05-01 2023-05-01 9.75 - 9.75 2000.00 1011.96 Corporate Debt Securities MOODYS CORP SR GLBL NT 28 549300GCEDD8YCF5WU84 2028-01-15 2028-01-15 3.25 - 3.25 40454.00 43086.17 Corporate Debt Securities NGL ENERGY PARTNERS LP 7.5%26 2026-04-15 2026-04-15 7.5 - 7.5 1.00 0.98 Corporate Debt Securities ACE CASH EXPRESS INC SR SEC GLBL 22 2022-12-15 2022-12-15 12 - 12 1.00 0.86 Corporate Debt Securities PETROBRAS GLBL FIN B V SR GLBL NT 26 549300FNENFFSMO3GT38 2026-05-23 2026-05-23 8.75 - 8.75 34000.00 44029.76 Corporate Debt Securities PAR PHARMACEUTICAL INC SR SEC GLBL 27 549300KK5WR4MGN4YT97 2027-04-01 2027-04-01 7.5 - 7.5 698.00 710.68 Corporate Debt Securities BOMBARDIER INC SR 144A NT7.5%24 W7L3VLU8EHQY34Z36697 2024-12-01 2024-12-01 7.5 - 7.5 1569.00 1660.85 Corporate Debt Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0206 4000000.00 4000000.00 0.0023 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.69% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INVESCO QQQ TR UNIT SER 1 549300VY6FEJBCIMET58 2500-12-31 2500-12-31 N/A 5795.00 1229756.95 Equities SPDR GOLD TRUST GOLD SHS 2500-12-31 2500-12-31 N/A 6524.00 930518.12 Equities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0168 2000000.00 2000000.00 0.0012 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.69% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FORD MOTOR CREDIT CO LLC 2020-07-31 2020-07-31 N/A 1047375.00 1030097.50 Money Market Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0168 1000000.00 1000000.00 0.0006 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.74% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SEA LTD SR COCO 23 529900OM6JLLW44YKI15 2023-07-01 2023-07-01 2.25 - 2.25 514793.00 1080106.50 Equities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0173 1000000.00 1000000.00 0.0006 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.76% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPDR S&P 500 ETF TR TR UNIT 549300NZAMSJ8FXPQQ63 2500-12-31 2500-12-31 N/A 40376.00 12963926.08 Equities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0174 12000000.00 12000000.00 0.0070 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.57%, dated 12/31/2019 due 01/02/2020 B4TYDEB6GKMZO031MB27 FEJ067000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-04-20 2045-02-20 3 - 4.5 49845310.56 11683085.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 11453000.00 11453000.00 0.0067 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.57%, dated 12/31/2019 due 01/02/2020 L3I9ZG2KFGXZ61BMYR72 FEJ067000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2027-11-15 1.375 - 2.625 938383.83 956842.67 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 938000.00 938000.00 0.0005 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.57% G5GSEF7VJP5I7OUK5573 FEI931000 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 2040-07-20 2047-11-15 3.5 - 5.5 29661041.00 5100445.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 5000000.00 5000000.00 0.0029 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.65% G5GSEF7VJP5I7OUK5573 FDJ161000 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 2043-08-20 2047-06-15 4 - 5 11809030.00 3064347.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0164 3000000.00 3000000.00 0.0018 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.65% 3Y4U8VZURTYWI1W2K376 FDI458000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2033-03-07 2033-03-07 3 - 3 1263626.00 1021590.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0164 1000000.00 1000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDE855000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2026-02-15 1.5 - 2.25 148700.00 148629.67 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2047-12-01 3 - 3.5 713011.00 429813.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-09-08 2028-09-08 3.25 - 3.25 75000.00 82632.76 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-03-20 2049-03-20 2.475 - 2.475 6803.00 6253.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-11-01 2049-09-01 3.672 - 4 5067172.00 354719.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0166 1000000.00 1000000.00 0.0006 N Y Y N BNY Mellon Capital Markets Corp. BNY Mellon Capital Markets Corp., 1.84% VJW2DOOHGDT6PR0ZRO63 FEH275000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-15 2022-07-15 1.75 - 1.75 500.00 505.84 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-12-01 2049-12-01 2.5 - 2.5 1031710.00 1020059.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BNY MELLON CAP MKTS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0182 1000000.00 1000000.00 0.0006 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.57%, dated 12/31/2019 due 01/02/2020 VJW2DOOHGDT6PR0ZRO63 FEJ067000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 36.58 0.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 1371.65 2.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 4663.80 19.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 1536.25 3.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 3662.90 334.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 3275.19 10.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 51.21 1.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4 - 4 21.95 4.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 4 - 5 52909.00 37135.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 2237.29 21.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 69.50 5.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 171.99 6.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 914.43 3.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 1322.73 18.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 137.16 2.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 91.44 7.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 30.61 1.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 263.36 4.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3.5 90298.00 94207.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 219.46 10.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 9564.96 8743.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 62.18 51.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 144.35 126.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 98.76 1.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 259.70 162.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 9278.17 37.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 1326.24 859.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 3 - 3.5 571025.60 583252.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 974.86 104.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 1009.53 40.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-05-15 2049-09-20 2.5 - 10 985240.93 715099.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-12-01 3.5 - 3.5 90522.36 45719.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 3.66 0.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 175.80 86.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 11.23 5.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2029-09-01 3.5 - 3.5 6949.25 7073.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-12-01 2.5 - 4 309266.62 306301.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 56383.87 9.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 21.98 11.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 446.73 142.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2045-02-01 3 - 6.5 8706.32 483.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 1828.86 1182.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 51.21 29.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 37928.34 1188.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2048-10-01 3 - 5 19721.02 15311.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 589.10 150.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-08-01 3 - 5 9461.15 4542.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 4428.91 145.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 5998.67 4004.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 6660.72 2332.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 2.5 - 2.5 261527.12 264423.25 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-01-07 2049-11-15 0 - 7.625 2814164.11 2826906.54 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-01-08 2024-09-13 0 - 5.375 84969.00 87271.99 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2030-05-01 2030-05-01 2.5 - 2.5 233965.23 223498.53 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-12 2034-12-18 1.32 - 5.05 1137812.88 1139657.52 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-02-01 2049-06-01 1.375 - 7.5 509758.69 304117.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-25 2050-01-01 1.25 - 9.5 1901999.07 1534888.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 8047000.00 8047000.00 0.0047 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.65% 549300HN4UKV1E2R3U73 FDJ160000 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 2069-11-20 2069-11-20 3.588 - 3.588 2827389.00 3064347.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 Y BANK OF AMERICA CORPORATION 1.0000 2 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0164 3000000.00 3000000.00 0.0018 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.67% 549300HN4UKV1E2R3U73 FDG007000 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 2069-11-20 2069-11-20 3.826 - 3.826 5558382.00 6131640.48 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-08 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0166 6000000.00 6000000.00 0.0035 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.57%, dated 12/31/2019 due 01/02/2020 E57ODZWZ7FF32TWEFA76 FEJ067000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-09-25 2023-12-20 1.75 - 3.5 5096.38 5148.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-04-13 2045-12-01 0 - 8 149514.91 27596.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 2552.92 256.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-09-20 2049-10-20 2.5 - 10.5 73842.94 49299.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-27 2048-12-01 1.375 - 9.5 304316.95 129228.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 7787.72 54.78 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2028-01-15 2030-04-15 0 - 8.875 69384.16 55548.82 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-01-15 2049-11-15 0 - 8.75 4835058.53 5104259.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 338421.18 340492.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2021-05-01 6 - 6 6.55 0.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 71.24 0.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 3.40 3.61 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 12338.06 12855.18 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.701 - 3.701 10.48 11.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 5608000.00 5608000.00 0.0033 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.57% 7LTWFZYICNSX8D621K86 FEI950000 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 2046-11-15 2046-11-15 3.75 - 3.75 1998582.00 2060179.96 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 2000000.00 2000000.00 0.0012 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.56% FOR8UP27PHTHYVLBNG30 0000769993 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 2021-07-15 2048-06-20 3.5 - 6 14982900.00 8160707.21 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 8000000.00 8000000.00 0.0047 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.57%, dated 12/31/2019 due 01/02/2020 CYYGQCGNHMHPSMRL3R97 FEJ067000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2026-10-15 2026-10-15 0 - 0 2.79 2.45 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2045-08-15 2.875 - 2.875 122051.21 135204.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-04-13 2031-07-15 0 - 1.52 149099.47 147299.50 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-05-20 2049-08-20 3 - 5.5 898907.70 915213.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-09-24 2026-09-24 1.875 - 1.875 156.40 156.91 Agency Debentures and Agency Strips Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 1173000.00 1173000.00 0.0007 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.56% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2054-09-15 4 - 5.5 10054656.00 3089595.91 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-01-07 2020-01-07 2020-01-31 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 3000000.00 3000000.00 0.0018 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.57%, dated 12/31/2019 due 01/02/2020 ZBUT11V806EZRVTWT807 FEJ067000_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 2040-09-01 2040-09-01 5 - 5 1159.71 76.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2048-11-01 4.5 - 5 4022.51 3335.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2028-02-01 5 - 6 3523.47 112.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2049-02-01 3 - 6 17221.49 11529.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 11239.91 276.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2039-08-01 4 - 4 1316.44 1286.77 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2028-08-15 1.75 - 2.875 6707735.94 6974379.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 7 - 7 749.06 29.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 5.5 - 5.5 371.99 13.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3 18729.57 19038.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 4.5 - 4.5 1729.83 1770.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3 - 4 31670.81 32630.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 4.5 - 4.5 2795.98 2370.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 1521.69 1660.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 4.5 - 4.5 2598.00 1953.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 20595.97 19953.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 5 - 5 5169.62 120.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3 - 3 89461.02 92045.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2038-12-01 5.5 - 5.5 2926.37 2820.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-02-01 2039-02-01 4 - 4 2725.31 1994.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2051-02-25 2.106 - 7.5 2784041.13 666190.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-06-01 4 - 4.5 126481.79 123578.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-09-01 4 - 4.5 2231.32 1659.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-08-20 2060-05-15 2 - 8 4183783.45 2391543.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4 - 4 1185.96 1198.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-01-01 2059-08-25 2.28 - 6.383 2597726.33 652927.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2024-08-01 7 - 7 5818.58 12.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2030-03-01 5 - 5.5 49519.53 1192.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 17036.09 17691.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 6355.20 64.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2045-12-01 4 - 4.5 2920.17 1800.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-04-01 2033-07-01 4 - 4 3186.00 2683.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-05-01 2041-07-01 5 - 5 5984.45 668.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2048-02-01 3.5 - 3.5 101823.17 93401.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2029-11-01 2.5 - 2.5 1167.75 496.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-04-01 5.5 - 5.5 129.88 35.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2044-03-01 4 - 4 28.99 8.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2028-05-01 5 - 6 4222.17 274.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 10896000.00 10896000.00 0.0064 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 1.57%, dated 12/31/2019 due 01/02/2020 ZOMOLU8CGIZRYZ7PFU34 FEJ067000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2029-05-15 1.125 - 3.125 11041171.23 11283735.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2040-11-01 4 - 4 53072.66 7239.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2049-04-01 3.5 - 4.5 397563.27 338225.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-07-15 2049-11-20 3 - 5 242501.95 23691.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 14297.42 14585.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-11-01 2056-06-01 3.5 - 6 2725881.34 1567141.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 12974000.00 12974000.00 0.0076 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 1.57%, dated 12/31/2019 due 01/02/2020 K5HU16E3LMSVCCJJJ255 FEJ067000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2026-01-15 2030-04-15 0 - 0 572760.00 475219.70 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-11-20 2046-11-20 3.5 - 3.5 2241.94 2165.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-11-20 2049-11-20 2.5 - 5.45 1230178.13 706937.69 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 1161000.00 1161000.00 0.0007 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.57%, dated 12/31/2019 due 01/02/2020 7TK5RJIZDFROZCA6XF66 FEJ067000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 100603.79 107804.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2034-05-01 3.83 - 4.04 5519.94 5961.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 54073.93 59144.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3 - 3 5717.11 5884.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2031-07-01 3 - 3.225 232080.18 243591.41 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-01-15 2049-05-15 0.125 - 8.125 3276693.94 3800170.89 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-09-01 2048-10-01 3.34 - 4.59 18484.53 19603.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.48 - 3.48 272.37 289.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2049-01-01 3.5 - 4.5 7143.24 7027.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-20 2049-12-20 2 - 4 89056.50 73573.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-09-01 2048-12-01 4.5 - 4.5 2542.08 2191.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 498665.97 507525.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 4721000.00 4721000.00 0.0028 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.57% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-25 2049-11-01 2.5 - 11 5438118.00 3725847.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-09-01 2031-06-01 6 - 8.5 7300.00 25.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-05-01 2024-05-01 4.5 - 4.5 3211631.00 53481.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2026-08-01 8.5 - 8.5 1148.00 0.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 4 - 4 70341.00 19306.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-11-01 2039-11-01 2.5 - 2.5 1000000.00 992263.73 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2029-12-18 2029-12-18 2.25 - 2.25 1000.00 997.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-02-01 2031-02-01 7 - 9.5 107130.00 8.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2038-11-15 0 - 9 1343761.00 825047.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-06-01 2040-06-01 4.5 - 4.5 1601.00 98.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4.5 - 4.5 570000.00 451048.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 4.5 - 4.5 12000.00 1218.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4 - 4 138520.00 52099.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 6000000.00 6000000.00 0.0035 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.57%, dated 12/31/2019 due 01/02/2020 OXTKY6Q8X53C9ILVV871 FEJ067000_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 2049-06-01 2049-06-01 4.5 - 4.5 2744.40 2989.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-04-01 2.5 - 9 538083.80 40918.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 4 - 5 7218.13 6997.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-05-20 2069-03-20 2.5 - 7.5 509863.47 426815.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4 16159.26 11859.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-01 2055-09-01 2.86 - 8.5 893231.54 682727.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-12-01 3 - 4.5 251198.03 240010.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 24.57 22.24 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2024-12-31 2026-06-30 1.625 - 7.625 2309577.81 2378167.82 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2029-07-01 2.65 - 2.95 3501.60 3616.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 2414.66 2429.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2029-01-01 3.575 - 3.62 14988.09 15956.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 570033.29 433096.17 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 4162000.00 4162000.00 0.0024 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.81% 549300QJJX6CVVUXLE15 FEG283000 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 2049-06-01 2049-06-01 3.5 - 3.5 2245786.00 2041436.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0179 2000000.00 2000000.00 0.0012 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.57%, dated 12/31/2019 due 01/02/2020 5U0XI89JRFVHWIBS4F54 FEJ067000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2044-08-15 1.5 - 3.125 2609297.26 2674537.82 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2048-04-20 3 - 4 5373494.38 3801864.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-09-01 3 - 4 14774692.83 12311469.65 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 18416000.00 18416000.00 0.0107 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.57%, dated 12/31/2019 due 01/02/2020 5U0XI89JRFVHWIBS4F54 FEJ067000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-08-20 2049-10-20 2.5 - 3 2692141.92 2729788.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2050-01-01 2.5 - 3.5 28978613.03 27743597.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 1650000.00 1658764.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 31350000.00 31350000.00 0.0183 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.57%, dated 12/31/2019 due 01/02/2020 VYVVCKR63DVZZN70PB21 FEJ067000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2026-05-31 2 - 3.125 2408809.35 2464184.98 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-08 2020-06-08 4.55 - 4.55 10.81 10.97 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2052-07-25 2.75 - 5.697 255957.97 236071.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-08-20 2049-12-20 1.5 - 6 9816487.65 8200346.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2036-03-25 1.779 - 2.625 2099.88 306.40 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 10684000.00 10684000.00 0.0062 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.65% 912828MF4 254900HROIFWPRGM1V77 US912828MF47 U.S. Treasury Debt Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0094 27369516.91 27369516.91 0.0160 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.83% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-01-02 2021-10-31 2021-10-31 N N N 0.0173 3005040.18 3005040.18 0.0018 N Y Y N Mizuho Bank Ltd. Mizuho Bank Ltd., 1.58% RB0PEZSDGCO3JS6CEU02 FEI953000 Non-Negotiable Time Deposit Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0157 15000000.00 15000000.00 0.0088 N Y Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.91% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-01-02 2020-01-07 2020-02-28 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0190 17000000.00 17000000.00 0.0099 N N Y N Societe Generale Societe Generale, 1.98% O2RNE8IBXP4R0TD8PU41 FEJ042000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-01-31 2020-01-31 2020-01-31 N N N 0.0196 3000000.00 3000000.00 0.0018 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. Treasury securities as collateral on settlement date. Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2020-01-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer