N-MFP2 0000803013 XXXXXXXX 2020-01-31 0000803013 549300Q17YGLGYUMKO90 S000007011 1 N N FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 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. LLC 0000862124 084-01839 N N N Prime N 24 43 393629046.44 422996569.01 487449470.63 459086751.31 547330454.23 697603290.64 724309259.19 724436451.13 740078843.01 782367863.93 0.2200 0.2400 0.2700 0.2600 0.3100 0.4000 0.4100 0.4100 0.4200 0.4500 4150.18 1731337351.12 1731072680.07 703119.48 9793863.61 1722250757.17 1726990885.36 0.0184 1.0001 1.0002 1.0001 1.0001 1.0002 C000019137 1.00 1722250757.17 1726990885.36 1.0001 1.0002 1.0001 1.0001 1.0002 30747408.76 811695.09 7049725.31 2002536.44 2510922.81 4120586.41 1595468.86 776982.34 3249223.92 1386963.12 25208362.94 9026050.79 0.0183 N Bank of Montreal Bank of Montreal, 1.83% 06370RD71 NQQ6HPCNCCU6TUTQYE16 US06370RD710 0000927971 Certificate of Deposit Y N/A N/A 2020-02-10 2020-03-09 2020-03-09 N N N 0.0173 11000953.70 11000953.70 0.0064 N N N N Bank of Montreal Bank of Montreal, 1.86% 06370RS75 NQQ6HPCNCCU6TUTQYE16 US06370RS759 0000927971 Certificate of Deposit Y N/A N/A 2020-02-18 2020-04-17 2020-04-17 N N N 0.0175 15003270.00 15003270.00 0.0087 N N N N Bank of Montreal Bank of Montreal, 1.93% 06370RM55 NQQ6HPCNCCU6TUTQYE16 US06370RM554 0000927971 Certificate of Deposit Y N/A N/A 2020-02-03 2020-04-01 2020-04-01 N N N 0.0185 8000938.40 8000938.40 0.0046 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 0.0194 6002038.80 6002038.80 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 0.0194 3001153.20 3001153.20 0.0017 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 0.0195 4001335.20 4001335.20 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 0.0192 11754428.58 11754428.58 0.0068 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 0.0158 7002375.10 7002375.10 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 0.0160 3001506.90 3001506.90 0.0017 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 0.0160 3001581.30 3001581.30 0.0017 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 0.0160 11003267.00 11003267.00 0.0064 N N N N Barclays Bank PLC Barclays Bank PLC, 1.75% 06742TRA6 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0171 4000332.80 4000332.80 0.0023 N N N N Barclays Bank PLC Barclays Bank PLC, 1.90% 06742TQU3 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0165 5001976.50 5001976.50 0.0029 N N N N Bayerische Landesbank Bayerische Landesbank, 1.62% 0727MAY62 VDYMYTQGZZ6DU0912C88 FGA767000 Certificate of Deposit Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0161 4000000.00 4000000.00 0.0023 N N Y 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 0.0165 11002927.10 11002927.10 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 0.0166 6001669.80 6001669.80 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 0.0167 6001684.20 6001684.20 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 0.0167 3000852.30 3000852.30 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 0.0169 6001803.00 6001803.00 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 0.0169 6001816.80 6001816.80 0.0035 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.61% 51501GQN4 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0160 8999995.50 8999995.50 0.0052 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.62% 51501GQP9 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0161 18000003.60 18000003.60 0.0105 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.62% 51501GQQ7 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0161 9000000.00 9000000.00 0.0052 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.63% 51501GQT1 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0162 15000000.00 15000000.00 0.0087 N N Y N Mitsubishi UFJ Trust & Banking Corp. 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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 0.0159 4000508.80 4000508.80 0.0023 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.81% 63873QCY8 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0165 20006984.00 20006984.00 0.0116 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 0.0163 10002353.00 10002353.00 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 0.0160 9001692.90 9001692.90 0.0052 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 0.0192 5001469.50 5001469.50 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 0.0193 8002748.00 8002748.00 0.0046 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 0.0195 4001111.60 4001111.60 0.0023 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.80% 86565B5A5 5U0XI89JRFVHWIBS4F54 US86565B5A50 0001184915 Certificate of Deposit Y N/A N/A 2020-02-18 2020-05-18 2020-05-18 N N N 0.0175 7000815.50 7000815.50 0.0041 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.90% 86565BW64 5U0XI89JRFVHWIBS4F54 US86565BW647 0001184915 Certificate of Deposit Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0167 7000739.90 7000739.90 0.0041 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.90% 86565BW80 5U0XI89JRFVHWIBS4F54 US86565BW803 0001184915 Certificate of Deposit Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0170 7000700.00 7000700.00 0.0041 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.90% 86565BW49 5U0XI89JRFVHWIBS4F54 US86565BW498 0001184915 Certificate of Deposit Y N/A N/A 2020-02-20 2020-02-20 2020-02-20 N N N 0.0172 4000374.80 4000374.80 0.0023 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.98% 86565B4E8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-02-07 2020-05-07 2020-05-07 N N N 0.0186 8002412.80 8002412.80 0.0046 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 0.0158 14001780.80 14001780.80 0.0081 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 0.0156 6000306.60 6000306.60 0.0035 N N Y 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 0.0158 7000868.00 7000868.00 0.0041 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.78% 86564F5D1 5493006GGLR4BTEL8O61 US86564F5D10 0001046017 Certificate of Deposit Y N/A N/A 2020-02-21 2020-05-21 2020-05-21 N N N 0.0177 2999993.40 2999993.40 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.78% 86564F5C3 5493006GGLR4BTEL8O61 US86564F5C37 0001046017 Certificate of Deposit Y N/A N/A 2020-02-24 2020-05-22 2020-05-22 N N N 0.0177 2000001.60 2000001.60 0.0012 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.83% 86564F4H3 5493006GGLR4BTEL8O61 US86564F4H33 0001046017 Certificate of Deposit Y N/A N/A 2020-02-11 2020-05-11 2020-05-11 N N N 0.0180 1000051.30 1000051.30 0.0006 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.83% 86564F4J9 5493006GGLR4BTEL8O61 US86564F4J98 0001046017 Certificate of Deposit Y N/A N/A 2020-02-12 2020-05-12 2020-05-12 N N N 0.0180 5000274.50 5000274.50 0.0029 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.83% 86564F4K6 5493006GGLR4BTEL8O61 US86564F4K61 0001046017 Certificate of Deposit Y N/A N/A 2020-02-14 2020-05-14 2020-05-14 N N N 0.0180 3000195.90 3000195.90 0.0017 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 0.0166 3001032.90 3001032.90 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 0.0166 2000698.20 2000698.20 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 0.0166 3001162.50 3001162.50 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 0.0167 3001799.70 3001799.70 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 0.0168 3002003.70 3002003.70 0.0017 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 0.0162 10004074.00 10004074.00 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 0.0160 12996045.40 12996045.40 0.0075 N N Y 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 0.0162 3000838.80 3000838.80 0.0017 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 0.0162 3000838.80 3000838.80 0.0017 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 0.0164 3001099.50 3001099.50 0.0017 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.74% 969500TJ5KRTCJQWXH05 XS2113772086 Certificate of Deposit Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0174 5999829.60 5999829.60 0.0035 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.79% 969500TJ5KRTCJQWXH05 XS2106850733 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0174 6000693.60 6000693.60 0.0035 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 0.0165 8980888.50 8980888.50 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 0.0165 7982651.20 7982651.20 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 0.0171 12003133.20 12003133.20 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 0.0160 6002644.80 6002644.80 0.0035 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.74% 529900HNOAA1KXQJUQ27 XS2112989525 Certificate of Deposit Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0170 2987666.10 2987666.10 0.0017 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.74% 529900HNOAA1KXQJUQ27 XS2113679380 Certificate of Deposit Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0169 6970893.30 6970893.30 0.0040 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.79% 529900HNOAA1KXQJUQ27 XS2106829539 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0169 5970088.80 5970088.80 0.0035 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.79% 529900HNOAA1KXQJUQ27 XS2107430576 Certificate of Deposit Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0169 8953893.90 8953893.90 0.0052 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 0.0165 6989530.80 6989530.80 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 0.0165 3993832.80 3993832.80 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 0.0169 5981774.40 5981774.40 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 0.0170 11963241.60 11963241.60 0.0069 N N N N KBC Bank NV London KBC Bank NV London, 1.76% 6B2PBRV1FCJDMR45RZ53 XS2108980181 Certificate of Deposit Y N/A N/A 2020-04-21 2020-04-21 2020-04-21 N N N 0.0177 16933511.30 16933511.30 0.0098 N N N N KBC Bank NV London KBC Bank NV London, 1.76% 6B2PBRV1FCJDMR45RZ53 XS2108980009 Certificate of Deposit Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0177 16908771.20 16908771.20 0.0098 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 0.0169 17977719.60 17977719.60 0.0104 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 0.0165 999685.30 999685.30 0.0006 N N Y 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 0.0160 2000095.60 2000095.60 0.0012 N Y Y 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 0.0165 1997756.60 1997756.60 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 0.0165 2996227.20 2996227.20 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 0.0171 6989147.90 6989147.90 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 0.0171 2995207.20 2995207.20 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 0.0166 4988870.50 4988870.50 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 0.0164 1998928.60 1998928.60 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 0.0153 19010425.30 19010425.30 0.0110 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.75% 5493006GGLR4BTEL8O61 XS2113030857 Certificate of Deposit Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0177 3976938.40 3976938.40 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.82% 5493006GGLR4BTEL8O61 XS2106040228 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0177 2984361.00 2984361.00 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 2.19% 5493006GGLR4BTEL8O61 XS2061935735 Certificate of Deposit Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0162 5998150.20 5998150.20 0.0035 N N Y N HSBC Bank U.S.A. NA HSBC Bank U.S.A. NA, 2.02% 40435RGA3 1IE8VN30JCEQV1H4R804 US40435RGA32 Certificate of Deposit Y N/A N/A 2020-04-23 2020-04-23 2020-04-23 N N N 0.0166 5003977.50 5003977.50 0.0029 N N N N HSBC Bank U.S.A. NA HSBC Bank U.S.A. NA, 2.02% 40435RGB1 1IE8VN30JCEQV1H4R804 US40435RGB15 Certificate of Deposit Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0166 2001591.80 2001591.80 0.0012 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.76% 95001KGQ1 KB1H1DSPRFMYMCUFXT09 US95001KGQ13 Certificate of Deposit Y N/A N/A 2020-02-27 2020-07-27 2020-07-27 N N N 0.0177 3999895.20 3999895.20 0.0023 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.79% 06417LLJ4 L3I9ZG2KFGXZ61BMYR72 US06417LLJ43 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0163 6000424.80 6000424.80 0.0035 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.81% 06417LLB1 L3I9ZG2KFGXZ61BMYR72 US06417LLB17 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-02-10 2020-02-10 2020-02-10 N N N 0.0156 4000250.40 4000250.40 0.0023 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.81% 06417LLC9 L3I9ZG2KFGXZ61BMYR72 US06417LLC99 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-02-13 2020-02-13 2020-02-13 N N N 0.0159 5000365.00 5000365.00 0.0029 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.84% 06417LKY2 L3I9ZG2KFGXZ61BMYR72 US06417LKY29 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0153 4000227.20 4000227.20 0.0023 N N Y N Bank of Nova Scotia Bank of Nova Scotia, 1.93% 06417LNW3 L3I9ZG2KFGXZ61BMYR72 US06417LNW36 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-02-13 2020-08-13 2020-08-13 N N N 0.0181 6003723.60 6003723.60 0.0035 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.94% 06417LNL7 L3I9ZG2KFGXZ61BMYR72 US06417LNL70 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-02-24 2020-07-24 2020-07-24 N N N 0.0178 7005330.50 7005330.50 0.0041 N N N N BNP Paribas SA BNP Paribas SA, 1.89% 09660EC58 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0166 5990734.80 5990734.80 0.0035 N N N N BPCE SA BPCE SA, 1.90% 05571BCX9 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0166 14959300.50 14959300.50 0.0087 N N N N BPCE SA BPCE SA, 2.01% 05571BCP6 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-03-23 2020-03-23 2020-03-23 N N N 0.0164 14964943.50 14964943.50 0.0087 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.93% 13608CJB9 2IGI19DL77OX0HC3ZE78 US13608CJB90 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-02-20 2020-07-20 2020-07-20 N N N 0.0175 7005832.40 7005832.40 0.0041 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.96% 13608CHZ8 2IGI19DL77OX0HC3ZE78 US13608CHZ86 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-02-18 2020-07-15 2020-07-15 N N N 0.0177 7005784.10 7005784.10 0.0041 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.99% 13608ABU9 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0161 16979254.90 16979254.90 0.0099 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.02% 13608ACB0 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-03-11 2020-03-11 2020-03-11 N N N 0.0159 5989513.20 5989513.20 0.0035 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.05% 13608ACG9 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0160 5988187.80 5988187.80 0.0035 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.08% 13608ACK0 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0160 9978987.00 9978987.00 0.0058 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.03% 17327ABA4 MBNUM2BPBDO7JBLYG310 EJH015000 Financial Company Commercial Paper Y N/A N/A 2020-02-10 2020-02-10 2020-02-10 N N N 0.0160 1999130.60 1999130.60 0.0012 N N N N Credit Suisse AG Credit Suisse AG, 2.03% 2254EADM2 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2020-04-21 2020-04-21 2020-04-21 N N N 0.0176 3984511.20 3984511.20 0.0023 N N N N Credit Suisse AG Credit Suisse AG, 2.03% 2254EADN0 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2020-04-22 2020-04-22 2020-04-22 N N N 0.0176 4980388.50 4980388.50 0.0029 N N N N Credit Suisse AG Credit Suisse AG, 2.04% 2254EAB44 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0161 8998425.00 8998425.00 0.0052 N N Y N DNB Bank ASA DNB Bank ASA, 2.00% 2332K0BM3 549300GKFG0RYRRQ1414 EJG010000 Financial Company Commercial Paper Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0162 17983389.60 17983389.60 0.0104 N N N N DNB Bank ASA DNB Bank ASA, 2.00% 2332K0BU5 549300GKFG0RYRRQ1414 EJJ002000 Financial Company Commercial Paper Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0163 9987649.00 9987649.00 0.0058 N N N N DNB Bank ASA DNB Bank ASA, 2.00% 2332K0C26 549300GKFG0RYRRQ1414 EJJ008000 Financial Company Commercial Paper Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 5991780.00 5991780.00 0.0035 N N N N DZ BANK AG DZ BANK AG, 1.73% 26820RDG5 529900HNOAA1KXQJUQ27 FFF446000 Financial Company Commercial Paper Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0164 4983037.00 4983037.00 0.0029 N N N N DZ BANK AG DZ BANK AG, 1.73% 26820RDG5 529900HNOAA1KXQJUQ27 FFF447000 Financial Company Commercial Paper Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0164 4983037.00 4983037.00 0.0029 N N N N Mitsubishi UFJ Trust & Banking Corp. 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PSP Capital, Inc., 2.02% 69370ABS2 EJH459000 Financial Company Commercial Paper Y N/A N/A 2020-02-26 2020-02-26 2020-02-26 N N Y PUBLIC SECTOR PENSION INV BRD OBLIGOR 1.0000 N/A N/A 0.0157 14983404.00 14983404.00 0.0087 N N N N Royal Bank of Canada Royal Bank of Canada, 1.83% 78014XCM7 ES7IP3U3RHIGC71XBU11 US78014XCM74 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-02-10 2020-03-09 2020-03-09 N N N 0.0173 13001127.10 13001127.10 0.0075 N N N N Royal Bank of Canada Royal Bank of Canada, 1.86% 78014XDF1 ES7IP3U3RHIGC71XBU11 US78014XDF15 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-02-18 2020-04-15 2020-04-15 N N N 0.0175 10001963.00 10001963.00 0.0058 N N N N Royal Bank of Canada Royal Bank of Canada, 1.99% 78014XEX1 ES7IP3U3RHIGC71XBU11 US78014XEX12 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-02-25 2020-08-25 2020-08-25 N N N 0.0193 6001984.20 6001984.20 0.0035 N N N N Royal Bank of Canada Royal Bank of Canada, 2.00% 78014XEZ6 ES7IP3U3RHIGC71XBU11 US78014XEZ69 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-02-27 2020-08-27 2020-08-27 N N N 0.0195 6001667.40 6001667.40 0.0035 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.91% 86562KBT0 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2020-02-27 2020-02-27 2020-02-27 N N N 0.0166 6991490.10 6991490.10 0.0041 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.85% 86564YDV1 5493006GGLR4BTEL8O61 FFA970000 Financial Company Commercial Paper Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0171 995849.10 995849.10 0.0006 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.85% 86564YE57 5493006GGLR4BTEL8O61 FFB054000 Financial Company Commercial Paper Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0171 3982266.80 3982266.80 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 86564YCQ3 5493006GGLR4BTEL8O61 FDG675000 Financial Company Commercial Paper Y N/A N/A 2020-03-24 2020-03-24 2020-03-24 N N N 0.0168 5985398.40 5985398.40 0.0035 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.02% 86564YBA9 5493006GGLR4BTEL8O61 FBG764000 Financial Company Commercial Paper Y N/A N/A 2020-02-10 2020-02-10 2020-02-10 N N N 0.0160 8996077.80 8996077.80 0.0052 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.00% 86960JBM6 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0162 12987972.40 12987972.40 0.0075 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.01% 86960JBC8 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0162 12993145.10 12993145.10 0.0075 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.02% 86960JCG8 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0166 11975475.60 11975475.60 0.0070 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.93% 89120DR92 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-04-09 2020-10-09 2020-10-09 N N N 0.0192 5000326.50 5000326.50 0.0029 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.94% 89120DMQ9 PT3QB789TSUIDF371261 US89120DMQ96 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0187 10000075.00 10000075.00 0.0058 N N Y N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.94% 89120DPQ6 PT3QB789TSUIDF371261 US89120DPQ69 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-02-24 2020-07-23 2020-07-23 N N N 0.0175 10008775.00 10008775.00 0.0058 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.00% 89120DQU6 PT3QB789TSUIDF371261 US89120DQU62 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-02-18 2020-08-18 2020-08-18 N N N 0.0193 21007835.10 21007835.10 0.0122 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.03% 89120DR43 PT3QB789TSUIDF371261 US89120DR438 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-03-16 2020-09-16 2020-09-16 N N N 0.0196 15006367.50 15006367.50 0.0087 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.96% 89233A6K0 Z2VZBHUMB7PWWJ63I008 US89233A6K02 0000834071 Financial Company Commercial Paper Y N/A N/A 2020-04-02 2020-07-02 2020-07-02 N N N 0.0192 2000322.20 2000322.20 0.0012 N N N N UBS AG London Branch UBS AG London Branch, 2.00% 90276JJC1 BFM8T61CT2L1QCEMIK50 US90276JJC18 Financial Company Commercial Paper Y N/A N/A 2020-03-04 2020-06-04 2020-06-04 N N N 0.0166 2000587.40 2000587.40 0.0012 N N N N UBS AG London Branch UBS AG London Branch, 2.02% 90351WDP7 BFM8T61CT2L1QCEMIK50 US90351WDP77 Financial Company Commercial Paper Y N/A N/A 2020-04-23 2020-04-23 2020-04-23 N N N 0.0162 4981694.00 4981694.00 0.0029 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.70% 04821TBJ3 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0166 19983800.00 19983800.00 0.0116 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 0.0158 999871.30 999871.30 0.0006 N Y Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 1.60% 0527M0B30 FGA924000 Asset Backed Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0000 999866.00 999866.00 0.0006 N Y Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 1.60% 0527M0B55 FFJ706000 Asset Backed Commercial Paper Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0165 3999104.40 3999104.40 0.0023 N N Y N Gotham Funding Corp. Gotham Funding Corp., 1.60% 38346LB47 549300Z2ZR7VTUMRPR17 FFJ114000 Asset Backed Commercial Paper Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0159 1999654.44 1999654.44 0.0012 N N Y N Gotham Funding Corp. Gotham Funding Corp., 1.60% 38346LB47 549300Z2ZR7VTUMRPR17 FFJ135000 Asset Backed Commercial Paper Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0159 999827.20 999827.20 0.0006 N N Y N Sheffield Receivables Corp. Sheffield Receivables Corp., 1.61% 82124LB50 549300MYF6MOTU9T3G29 FFJ537000 Asset Backed Commercial Paper Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0165 1049765.22 1049765.22 0.0006 N N Y N Dominion Energy, Inc. Dominion Energy, Inc., 2.18% 2574P0BA1 ILUL7B6Z54MRYCF6H308 0000715957 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-10 2020-02-10 2020-02-10 N N N 0.0176 999522.50 999522.50 0.0006 N N N N Eversource Energy Eversource Energy, 1.68% 30040XB39 SJ7XXD41SQU3ZNWUJ746 0000072741 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0000 999860.00 999860.00 0.0006 N Y Y N Rogers Communications, Inc. Rogers Communications, Inc., 1.80% 77511LBJ1 54930030NVF3Y2OL0A78 0000733099 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0180 999122.00 999122.00 0.0006 N N N N Sempra Global Sempra Global, 1.86% 81685LD28 FGA819000 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0180 996813.00 996813.00 0.0006 N N N N Sempra Global Sempra Global, 1.86% 81685LD36 FGA860000 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0180 996916.00 996916.00 0.0006 N N N N Sempra Global Sempra Global, 1.86% 81685LD77 FGA861000 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0180 996711.00 996711.00 0.0006 N N N 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 0.0174 999669.40 999669.40 0.0006 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.61% 91058TB39 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0000 1000000.00 1000000.00 0.0006 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.61% 91058TB39 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0000 1000000.00 1000000.00 0.0006 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.61% 91058TB39 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0000 1000000.00 1000000.00 0.0006 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.61% 91058TB39 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0000 1000000.00 1000000.00 0.0006 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.61% 91058TB39 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0000 1000000.00 1000000.00 0.0006 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.61% 91058TB39 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0000 1000000.00 1000000.00 0.0006 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 1.61% 91058TB39 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0000 1000000.00 1000000.00 0.0006 N Y Y N Ventas Realty LP Ventas Realty LP, 1.80% 92276VB79 32SXKSJ72K64GM3HOU64 FFG115000 Non-Financial Company Commercial Paper Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0177 999663.60 999663.60 0.0006 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.58% G5GSEF7VJP5I7OUK5573 FGA766000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2029-02-15 2029-02-15 2.625 - 2.625 31377200.00 34684608.75 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 34000000.00 34000000.00 0.0197 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.58% 549300IMBXQ8SGH3HJ31 FFJ036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-12-31 2026-12-31 1.75 - 1.75 6992800.00 7141952.12 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0157 7000000.00 7000000.00 0.0041 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.59% 549300IMBXQ8SGH3HJ31 FFJ609000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2023-05-31 2.75 - 2.75 1942700.00 2040484.77 U.S. Treasuries (including strips) Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0158 2000000.00 2000000.00 0.0012 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.60% 549300IMBXQ8SGH3HJ31 FGA786000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2025-08-31 2.125 - 2.75 16461100.00 17342325.42 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 17000000.00 17000000.00 0.0099 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.62% 549300IMBXQ8SGH3HJ31 FGA793000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-10-15 2027-11-15 1.375 - 2.25 6725700.00 7141039.81 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0161 7000000.00 7000000.00 0.0041 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.59% 7LTWFZYICNSX8D621K86 FGA798000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-08-15 2025-08-15 2 - 2 13712800.00 14281946.78 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 14000000.00 14000000.00 0.0081 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.59% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2027-11-15 2.25 - 2.25 960800.00 1020141.52 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 1000000.00 1000000.00 0.0006 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.59% 549300H47WTHXPU08X20 FGA775000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-03-31 2023-03-31 2.5 - 2.5 55717600.00 58140069.72 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 57000000.00 57000000.00 0.0331 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.59% 549300H47WTHXPU08X20 FGA684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-15 2022-09-15 1.5 - 1.5 85935000.00 86662031.64 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 85000000.00 85000000.00 0.0494 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 1.59% RB0PEZSDGCO3JS6CEU02 FGA895000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-01-31 2027-01-31 1.5 - 1.5 2100000.00 2103937.50 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 2000000.00 2000000.00 0.0012 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 2020-08-15 2044-11-15 3 - 8.75 2588800.00 3098852.20 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 0.0017 N N Y N Societe Generale Societe Generale, 1.59% O2RNE8IBXP4R0TD8PU41 FGA807000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-01-31 2029-08-15 1.5 - 6.125 3050300.00 3060474.98 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0158 3000000.00 3000000.00 0.0017 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.71% RUC0QBLBRPRCU4W1NE59 FGA814000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CVS HEALTH CORP 4.3%28 549300EJG376EN5NQE29 2028-03-25 2028-03-25 4.3 - 4.3 1.00 1.12 Corporate Debt Securities ABBOTT LABS SR GLBL NT4.9%46 HQD377W2YR662HK5JX27 2046-11-30 2046-11-30 4.9 - 4.9 3000.00 4071.38 Corporate Debt Securities BANK OF NOVA SCOTIA GLBL COCO 25 L3I9ZG2KFGXZ61BMYR72 2025-02-03 2025-02-03 2.2 - 2.2 1360.00 1374.35 Corporate Debt Securities TOTAL SYS SVCS INC SR GLBL NT 28 549300NOMHGVQBX6S778 2028-06-01 2028-06-01 4.45 - 4.45 2770483.00 3146196.66 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0170 3000000.00 3000000.00 0.0017 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.78% RUC0QBLBRPRCU4W1NE59 FGA815000 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 1.00 9.75 Equities AGNC INVT CORP COM 5TRACI5HRMELWV32OF39 2500-12-31 2500-12-31 N/A 369882.00 6835419.36 Equities CEDAR FAIR L P DEPOSITRY UNIT 549300TUVLNQQ6BVKH61 2500-12-31 2500-12-31 N/A 11233.00 614108.11 Equities LEO HOLDINGS CORP COM CL A 2500-12-31 2500-12-31 N/A 207480.00 2164016.40 Equities CHUBB LIMITED COM E0JAN6VLUDI1HITHT809 2500-12-31 2500-12-31 N/A 700.00 107898.00 Equities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0176 9000000.00 9000000.00 0.0052 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.80% RUC0QBLBRPRCU4W1NE59 FGA816000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INMARSAT FIN PLC SR GLBL 144A 22 549300FCV5VH7Q5A3B66 2022-05-15 2022-05-15 4.875 - 4.875 2920000.00 2986156.25 Corporate Debt Securities WESTPAC BKG CORP LW TIER II GLBL EN5TNI6CI43VEPAMHL14 2030-02-04 2030-02-04 2.894 - 2.894 7011.00 7045.21 Corporate Debt Securities PETROBRAS GLOB FIN SR GLBL REGS 30 549300FNENFFSMO3GT38 2030-01-15 2030-01-15 5.093 - 5.093 7117000.00 7808217.87 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0178 10000000.00 10000000.00 0.0058 N Y Y N BNP Paribas BNP Paribas, 1.71% R0MUWSFPU8MPRO8K5P83 FGA817000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VOLKSWAGEN GROUP AMER FIN LLC SR GLBL 144A 20 5493002SQ1AVQBY41K40 2020-11-13 2020-11-13 2.675 - 2.675 420758.00 425129.39 Corporate Debt Securities CITIGROUP INC SUB NT 4.6%26 6SHGI4ZSSLCXXQSBB395 2026-03-09 2026-03-09 4.6 - 4.6 933000.00 1058989.21 Corporate Debt Securities AIB GROUP PLC SR GLBL 144A 25 635400AKJBGNS5WNQL34 2025-04-10 2025-04-10 4.263 - 4.263 521.00 564.70 Corporate Debt Securities TENCENT HLDGS LTD FR 3.975%041129 254900N4SLUMW4XUYY11 2029-04-11 2029-04-11 3.975 - 3.975 938.00 1041.38 Corporate Debt Securities AETNA INC NEW SR NT 2.8%23 549300QKBENKLBXQ8968 2023-06-15 2023-06-15 2.8 - 2.8 5000.00 5146.70 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC SR GLBL NT 28 L2Z2MO2EQURH3BREWI15 2028-03-20 2028-03-20 3.95 - 3.95 18000.00 19700.71 Corporate Debt Securities GENERAL ELEC CAP CORP MTN BE FR 5.875%011438 3C7474T6CDKPR9K6YT90 2038-01-14 2038-01-14 5.875 - 5.875 705000.00 909887.88 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 3.85%070824 784F5XWPLTWKTBV3E584 2024-07-08 2024-07-08 3.85 - 3.85 731000.00 784577.02 Corporate Debt Securities BANK AMER CORP SR NT FXD/FLT 23 9DJT3UXIJIZJI4WXO774 2023-01-20 2023-01-20 3.124 - 3.124 353000.00 361220.59 Corporate Debt Securities CREDIT AGRICOLE SA LONDON BRH FR 3.25%100424 969500TJ5KRTCJQWXH05 2024-10-04 2024-10-04 3.25 - 3.25 8.00 8.47 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 2500-12-31 2500-12-31 6.5 - 6.5 489.00 556.45 Corporate Debt Securities ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2022-09-13 2022-09-13 1.75 - 1.75 1006000.00 1021109.84 Other Instrument INTERNATIONAL DEBT ROCKWELL COLLINS INC SR NT 3.7%23 XO75O7GICH1NPWLBRL05 2023-12-15 2023-12-15 3.7 - 3.7 593000.00 632923.72 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0170 5000000.00 5000000.00 0.0029 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.73% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TERNIUM SA SPONSORED ADS 529900QG4KU23TEI2E46 2500-12-31 2500-12-31 N/A 3070.00 66035.70 Equities TELECOM ARGENTINA S A SPON ADR REP B 549300MKPIRSJD8SB782 2500-12-31 2500-12-31 N/A 431.00 4887.54 Equities ISHARES TR CORE US AGGBD ET 549300F7VSXTKBGHJE47 2500-12-31 2500-12-31 N/A 104977.00 11999920.87 Equities SELECT SECTOR SPDR TR SBI CONS STPLS 549300ERQDM80PRYUH21 2500-12-31 2500-12-31 N/A 6.00 410.35 Equities RPT REALTY 7.25 PFD D CONV 2500-12-31 2500-12-31 7.25 - 7.25 33.00 1897.50 Equities ALIBABA GROUP HLDG LTD SPONSORED ADS 5493001NTNQJDH60PM02 2500-12-31 2500-12-31 N/A 4261.00 888759.38 Equities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0172 12000000.00 12000000.00 0.0070 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.05% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP MTG LN TR 2005-2 I-B1 20350525 FLT 549300R1KUK063S4I339 2035-05-25 2035-05-25 4.412 - 4.412 2274540.00 1143488.26 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG VII 2006-7 A1LB 1 20370205 FLT O6FH5MIKN9JCILM69649 2037-02-05 2037-02-05 2.391 - 2.391 60.00 34.42 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG IX 2007-9 A-1LB 20380505 FLT 549300CT01X2OUNHMJ08 2038-05-05 2038-05-05 2.54 - 2.54 695.00 464.70 Other Instrument COLLATERALIZED DEBT OBLIGATION N-STAR REAL EST CDO IX 2007-9 A-3 20520807 FLT 2052-08-07 2052-08-07 2.523 - 2.523 245599.00 84702.67 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG III 2005-3 B-1 20360205 FLT U03UUQ0VYFBPHFC9G558 2036-02-05 2036-02-05 2.691 - 2.691 6.00 2.29 Other Instrument COLLATERALIZED DEBT OBLIGATION LNR CDO III LTD 549300E7M5RWOTY1BF30 2043-02-28 2043-02-28 2.938 - 2.938 49.00 0.98 Other Instrument COLLATERALIZED DEBT OBLIGATION DEUTSCHE MTG RE-REMIC 2007-RS8 2-A-2 20360928 FLT 2036-09-28 2036-09-28 1.958 - 1.958 4076319.00 2005032.64 Private Label Collateralized Mortgage Obligations CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 22 82VOJDD5PTRDMVVMGV31 2022-08-04 2022-08-04 N/A 2358.00 2337.01 Corporate Debt Securities LNR CDO IV LTD 2006-1 A 144A 20430528 FLT 549300FIVXZ33M229N06 2043-05-28 2043-05-28 2.01 - 2.01 857864.00 6274.46 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-03-06 2020-03-06 2020-04-15 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0204 3000000.00 3000000.00 0.0017 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.08% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP GLOBAL MKTS HLDGS IN SR NT FXD/FLT 27 82VOJDD5PTRDMVVMGV31 2027-04-28 2027-04-28 4.15 - 4.15 5502.00 5104.87 Corporate Debt Securities C-BASS CBO XIX 2007-19 A-1 20471007 FLT 54930094XNV6HLQUTZ27 2047-10-07 2047-10-07 2.25 - 2.25 136198421.00 3999999.99 Other Instrument COLLATERALIZED DEBT OBLIGATION PYXIS 2006-1A C 5493008NHAXUFFL0HW88 2046-11-10 2046-11-10 2.197 - 3.077 447.00 129.45 Asset-Backed Securities C-BASS CBO XVIII 2007-18 C 20470313 FLT 549300OSC26SNVVNAA28 2047-03-13 2047-03-13 3.887 - 6.637 111895.00 23573.55 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CDO 11 2007-11 C 20470315 FLT 2047-03-15 2047-03-15 3.368 - 3.368 995855.00 296296.13 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO V 2006-5 C 20461006 FLT 549300LSG1AJYQVQCE38 2046-10-06 2046-10-06 7.4 - 7.4 3.00 0.99 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-03-06 2020-03-06 2020-05-11 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0207 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 SER 2012A-RSA-1 2012 5493003BRB67HF8ST418 2035-07-01 2043-07-01 N/A 5068079.00 4285264.46 Other Instrument MUNICIPAL DEBT PUERTO RICO PUB BLDGS AUTH REV REV BDS 2011 2041-07-01 2041-07-01 N/A 37690.00 34721.91 Other Instrument MUNICIPAL DEBT US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2021-10-31 1.5 - 1.5 18600.00 18702.19 U.S. Treasuries (including strips) PUERTO RICO COMWLTH GO BDS 2014 549300X44HXPLJU48U63 2035-07-01 2037-07-01 N/A 19.00 14.19 Other Instrument MUNICIPAL DEBT 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 FFI662000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INTERNATIONAL BUSINESS MACHS SR GLBL NT 3%24 VGRQXHF3J8VDLUA7XE92 2024-05-15 2024-05-15 3 - 3 1992075.00 2100702.85 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0171 2000000.00 2000000.00 0.0012 N Y Y N Credit AG CIB Paris Credit AG CIB Paris, 1.72% 1VUV7VQFKUOQSJ21A208 FFJ090000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 3M CO SR GLBL NT 29 LUZQVYP4VS22CLWDAR65 2029-08-26 2029-08-26 2.375 - 2.375 2528857.00 2576120.63 Corporate Debt Securities INTERNATIONAL BUSINESS MACHS SR GLBL NT 3%24 VGRQXHF3J8VDLUA7XE92 2024-05-15 2024-05-15 3 - 3 1541050.00 1625083.46 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0171 4000000.00 4000000.00 0.0023 N Y Y N Credit AG CIB Paris Credit AG CIB Paris, 1.72% 1VUV7VQFKUOQSJ21A208 FFJ089000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INTERNATIONAL BUSINESS MACHS SR GLBL NT 3%24 VGRQXHF3J8VDLUA7XE92 2024-05-15 2024-05-15 3 - 3 3983959.00 4201204.28 Corporate Debt Securities Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0171 4000000.00 4000000.00 0.0023 N N Y N Credit AG CIB Paris Credit AG CIB Paris, 1.73% 1VUV7VQFKUOQSJ21A208 FFJ649000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INTERNATIONAL BUSINESS MACHS SR GLBL NT 3%24 VGRQXHF3J8VDLUA7XE92 2024-05-15 2024-05-15 3 - 3 2987831.00 3150757.42 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0172 3000000.00 3000000.00 0.0017 N Y Y N Credit AG CIB Paris Credit AG CIB Paris, 1.75% 1VUV7VQFKUOQSJ21A208 FGA354000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INTERNATIONAL BUSINESS MACHS SR GLBL NT 3%24 VGRQXHF3J8VDLUA7XE92 2024-05-15 2024-05-15 3 - 3 2987694.00 3150612.95 Corporate Debt Securities Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0174 3000000.00 3000000.00 0.0017 N N Y N Credit AG CIB Paris Credit AG CIB Paris, 1.75% 1VUV7VQFKUOQSJ21A208 FGA353000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 3M CO SR GLBL NT 29 LUZQVYP4VS22CLWDAR65 2029-08-26 2029-08-26 2.375 - 2.375 6185618.00 6301225.48 Corporate Debt Securities Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0174 6000000.00 6000000.00 0.0035 N N Y N Credit AG CIB Paris Credit AG CIB Paris, 1.76% 1VUV7VQFKUOQSJ21A208 FGA845000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 3M CO SR GLBL NT 29 LUZQVYP4VS22CLWDAR65 2029-08-26 2029-08-26 2.375 - 2.375 6185323.00 6300924.97 Corporate Debt Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0175 6000000.00 6000000.00 0.0035 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.78% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ANHEUSER BUSCH INBEV WORLDWIDE SR NT 3.75%42 549300CRGMZK3K53BF92 2042-07-15 2042-07-15 3.75 - 3.75 11000.00 11925.90 Corporate Debt Securities CITIGROUP INC SUB GLBL NT 27 6SHGI4ZSSLCXXQSBB395 2027-09-29 2027-09-29 4.45 - 4.45 300000.00 341288.08 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO GLBL REGS NT 24 HLYYNH7UQUORYSJQCN42 2024-05-15 2024-05-15 3.625 - 3.625 128991.00 138583.04 Corporate Debt Securities WESTPAC BKG CORP SR GLBL NT 30 EN5TNI6CI43VEPAMHL14 2030-01-16 2030-01-16 2.65 - 2.65 487480.00 498731.31 Corporate Debt Securities NISSAN MTR ACCEP CORP FR 3.875%092123 7D6DIU2QXTUJRFNNJA49 2023-09-21 2023-09-21 3.875 - 3.875 56000.00 59627.42 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0176 1000000.00 1000000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.68% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DEERE JOHN CAP CORP MTNS BE FR 2.7%010623 E0KSF7PFQ210NWI8Z391 2023-01-06 2023-01-06 2.7 - 2.7 281804.00 290455.38 Corporate Debt Securities TOTAL CAPITAL SR GLBL NT 24 549300U37G2I8G4RUG09 2024-04-10 2024-04-10 3.75 - 3.75 2000.00 2174.68 Corporate Debt Securities REGIONS FINL CORP NEW SR GLBL NT3.8%23 CW05CS5KW59QTC0DG824 2023-08-14 2023-08-14 3.8 - 3.8 2000.00 2163.46 Corporate Debt Securities ING GROEP N V SR GLBL COCO 24 549300NYKK9MWM7GGW15 2024-04-09 2029-04-09 3.55 - 4.55 676432.00 754778.39 Corporate Debt Securities JPMORGAN CHASE AND CO PERP SUB GLBL HH 8I5DZWZKVSZI1NUHU748 2500-12-31 2500-12-31 4.6 - 4.6 36.00 36.75 Corporate Debt Securities SOCIETE GENERALE MTN REG S FR 4.25%091423 O2RNE8IBXP4R0TD8PU41 2023-09-14 2023-09-14 4.25 - 4.25 453.00 490.09 Corporate Debt Securities POSCO SR GLBL REGS 24 988400E5HRVX81AYLM04 2024-07-15 2024-07-15 2.75 - 2.75 48.00 48.90 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0167 1000000.00 1000000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.73% KBVRJ5K57JZ3E2AVWX40 FGA882000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRUIST FINL CORP COM 549300DRQQI75D2JP341 2500-12-31 2500-12-31 N/A 17077.00 890224.01 Equities ISHARES INC MSCI BRAZIL ETF F6BK0XM2JFWYXJ2MDK09 2500-12-31 2500-12-31 N/A 638.00 28588.78 Equities ARBOR RLTY TR INC COM 549300ASFUWYQO0RW077 2500-12-31 2500-12-31 N/A 10615.00 161348.00 Equities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0172 1000000.00 1000000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.73% KBVRJ5K57JZ3E2AVWX40 FGA820000 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 21439.00 960681.59 Equities RANGE RES CORP COM H3Y3WLYCX0BTO1TRW162 2500-12-31 2500-12-31 N/A 6046.00 18198.46 Equities SELECT SECTOR SPDR TR SBI INT-FINL 549300Y12KQ6ZG08NY28 2500-12-31 2500-12-31 N/A 2741.00 83874.60 Equities HOME DEPOT INC COM QEKMOTMBBKA8I816DO57 2500-12-31 2500-12-31 N/A 11.00 2560.69 Equities INTERNATIONAL BUSINESS MACHS COM VGRQXHF3J8VDLUA7XE92 2500-12-31 2500-12-31 N/A 109.00 14907.93 Equities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0172 1000000.00 1000000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.96% KBVRJ5K57JZ3E2AVWX40 FFB007000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SIGNATURE BK NEW YORK N Y COM VLP5AP0XK2GM6GKD1007 2500-12-31 2500-12-31 N/A 2.00 290.32 Equities ANWORTH MORTGAGE ASSET CP COM N2KM5OGWVS7HLNUACF84 2500-12-31 2500-12-31 N/A 1.00 3.62 Equities STATE STR CORP COM 549300ZFEEJ2IP5VME73 2500-12-31 2500-12-31 N/A 2.00 155.22 Equities L3HARRIS TECHNOLOGIES INC COM 549300UTE50ZMDBG8A20 2500-12-31 2500-12-31 N/A 2536.00 569940.64 Equities F5 NETWORKS INC COM 2500-12-31 2500-12-31 N/A 3093.00 386996.16 Equities AGILENT TECHNOLOGIES INC COM QUIX8Y7A2WP0XRMW7G29 2500-12-31 2500-12-31 N/A 2.00 168.76 Equities MAMMOTH ENERGY SVCS INC COM 549300ODHHN3MGXCQ803 2500-12-31 2500-12-31 N/A 2100.00 3066.00 Equities ALEXION PHARMACEUTICALS INC COM M1YXUUZR0EIMU8T0EM75 2500-12-31 2500-12-31 N/A 3029.00 303808.70 Equities CDN IMPERIAL BK COMM TORONTO O COM 2IGI19DL77OX0HC3ZE78 2500-12-31 2500-12-31 N/A 13.00 1075.36 Equities PITNEY BOWES INC COM 549300N2O26NW4ST6W55 2500-12-31 2500-12-31 N/A 1407.00 5276.25 Equities ISHARES INC MSCI BRAZIL ETF F6BK0XM2JFWYXJ2MDK09 2500-12-31 2500-12-31 N/A 4391.00 196760.71 Equities META FINL GROUP INC COM 5493004X52BH1NBLW813 2500-12-31 2500-12-31 N/A 6.00 225.66 Equities ROPER TECHNOLOGIES INC COM 54930003T4SXCIWVXY35 2500-12-31 2500-12-31 N/A 1.00 389.38 Equities TEMPUR SEALY INTL INC COM 549300HFEKVR3US71V91 2500-12-31 2500-12-31 N/A 1.00 93.33 Equities AMERICAN ELEC PWR CO INC COM 1B4S6S7G0TW5EE83BO58 2500-12-31 2500-12-31 N/A 7624.00 793658.40 Equities ADOBE INC COM FU4LY2G4933NH2E1CP29 2500-12-31 2500-12-31 N/A 2274.00 811226.76 Equities UNITED AIRLINES HLDGS INC COM 2500-12-31 2500-12-31 N/A 2208.00 171672.00 Equities Y N/A N/A 2020-03-06 2020-03-06 2020-03-09 Y ING FINL MKTS LLC(NNGV RP BNY) 1.0000 35 N N/A N/A N N 0.0194 3000000.00 3000000.00 0.0017 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 BANK CHINA LTD HONG KONG BRH D 2020-05-04 2020-05-04 N/A 1701910.00 1692222.73 Money Market FEDERAL NATIONAL MORTGAGE ASSOC 2036-05-25 2049-07-25 4.389 - 5.039 228590724.00 4489569.54 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 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, 1.84% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ISHARES TR INTL DEVPPTY ETF 549300BORA0TFB7DYG22 2500-12-31 2500-12-31 N/A 1.00 39.05 Equities GROWGENERATION CORP COM 2500-12-31 2500-12-31 N/A 4.00 20.00 Equities APTOSE BIOSCIENCES INC COM NEW 5299003EUHV3CD08L949 2500-12-31 2500-12-31 N/A 3.00 20.73 Equities INDEXIQ ETF TR IQ ENCH COR PL 549300YC1NNWP55FZZ62 2500-12-31 2500-12-31 N/A 24192.00 481149.85 Equities ISHARES TR MSCI ITALY ETF 549300YPELWWCENHW155 2500-12-31 2500-12-31 N/A 388.00 8219.35 Equities MOMO INC ADR 549300YMGLID32W48529 2500-12-31 2500-12-31 N/A 576456.00 17685670.08 Equities PROSHARES TR ULTSHT REAL EST NT0VSQZIS8VW06MG4289 2500-12-31 2500-12-31 N/A 3115.00 54699.40 Equities ALPS ETF TR RIVERFRONT DYM 549300KF553WJGB8GO85 2500-12-31 2500-12-31 N/A 49160.00 1252645.91 Equities GLOBAL X FDS NASDAQ 100 COVER 54930002VYV0ZD18OT06 2500-12-31 2500-12-31 N/A 1.00 23.74 Equities ABSOLUTE SHS TR WBI BULBEAR TR 5493005DDK6I1WWNZN24 2500-12-31 2500-12-31 N/A 3530.00 69170.35 Equities COMSTOCK HLDG COS INC CL A NEW 549300PHU1FSZ2GXMI11 2500-12-31 2500-12-31 N/A 2.00 4.74 Equities MORGAN STANLEY RENMIN/USD ETN 2500-12-31 2500-12-31 N/A 37383.00 1627281.99 Equities INVESCO EXCHNG TRAD SLF INDEXE EMR MKT DB VLU 549300WZ7ZY9BRBWVG51 2500-12-31 2500-12-31 N/A 23903.00 643714.96 Equities JP MORGAN EXCHANGE TRADED FD USD EMRNG MKT 549300POFR35HUEWVC10 2500-12-31 2500-12-31 N/A 57087.00 2976710.28 Equities INVESCO EXCHANGE TRADED FD TR DWA MOMENTUM 549300HG7F8LNWD2N053 2500-12-31 2500-12-31 N/A 205.00 13788.30 Equities INTERCORP FINL SVCS INC SHS 5299004181WFTEWB1398 2500-12-31 2500-12-31 N/A 939.00 39344.10 Equities Y N/A N/A 2020-02-07 2020-02-07 2020-02-26 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 23000000.00 23000000.00 0.0134 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.88% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRUIST FINL CORP ALT TIER I PERP 549300DRQQI75D2JP341 2500-12-31 2500-12-31 5.125 - 5.125 8.00 8.47 Corporate Debt Securities STEEL DYNAMICS INC SR GLBL NT2.8%24 549300HGGKEL4FYTTQ83 2024-12-15 2024-12-15 2.8 - 2.8 1.00 1.03 Corporate Debt Securities CELANESE US HOLDINGS LLC 3.5%24 CD30XVRLT4QO00B1C706 2024-05-08 2024-05-08 3.5 - 3.5 1.00 1.05 Corporate Debt Securities CENTURYLINK INC SR SEC GLBL 27 8M3THTGWLTYZVE6BBY25 2027-02-15 2027-02-15 4 - 4 6418440.00 6485619.67 Corporate Debt Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0186 6000000.00 6000000.00 0.0035 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.75% K5HU16E3LMSVCCJJJ255 FGA824000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UNITEDHEALTH GROUP INC SR GLBL NT 47 549300GHBMY8T5GXDE41 2047-04-15 2047-04-15 4.25 - 4.25 4000000.00 4767663.33 Corporate Debt Securities ARES CAP CORP SR GLBL NT 25 WEQ82666OJYSI5GUAB47 2025-07-15 2025-07-15 3.25 - 3.25 22300.00 22520.42 Corporate Debt Securities VIRGINIA ELEC & PWR CO SR -2014A NT 24 CQKUMNNZVDJLRYV2PT43 2024-02-15 2024-02-15 3.45 - 3.45 600000.00 643015.50 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 4%25 54930070NSV60J38I987 2025-04-01 2025-04-01 4 - 4 12000.00 12938.43 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC SR GLBL DEB 24 UMI46YPGBLUE4VGNNT48 2024-04-01 2024-04-01 3.15 - 3.15 100000.00 105796.25 Corporate Debt Securities JP MORGAN CHASE BANK NA VR 112917-011025 8I5DZWZKVSZI1NUHU748 2025-01-10 2025-01-10 2.684 - 2.684 175000.00 177354.74 Corporate Debt Securities BLACKSTONE HLDGS FIN L L C SR GLBL 144A 30 549300D2L6J4NC1QVZ22 2030-01-10 2030-01-10 2.5 - 2.5 60000.00 61177.13 Corporate Debt Securities SUNTORY HOLDINGS LTD SR GLBL 144A 22 54930074QUY8RD0UZM08 2022-06-28 2022-06-28 2.55 - 2.55 299993.00 304074.90 Corporate Debt Securities TRIMBLE INC SR GLBL NT 24 549300E2MI7NSZFQWS19 2024-12-01 2024-12-01 4.75 - 4.75 125000.00 138110.59 Corporate Debt Securities UNION PACIFIC CORP SR GLBL DEB 28 549300LMMRSZZCZ8CL11 2028-02-01 2028-02-01 7.125 - 7.125 50000.00 68268.35 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0174 6000000.00 6000000.00 0.0035 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.73% 7TK5RJIZDFROZCA6XF66 FGA822000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2020-04-23 N/A 2047400.00 2040391.75 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0172 2000000.00 2000000.00 0.0012 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.77% 7TK5RJIZDFROZCA6XF66 FFJ083000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SOUTHERN CO 4.95 2020A JR S 549300FC3G3YU2FBZD92 2080-01-30 2080-01-30 4.95 - 4.95 123785.00 3176323.10 Equities METLIFE INC 4.75% DP PFD F C4BXATY60WC6XEOZDX54 2500-12-31 2500-12-31 4.75 - 4.75 2513.00 64634.36 Equities Y N/A N/A 2020-02-07 2020-02-07 2020-02-11 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 3000000.00 3000000.00 0.0017 N N Y N Mizuho Securities U.S.A., Inc. 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Mizuho Securities U.S.A., Inc., 1.89% 7TK5RJIZDFROZCA6XF66 FFI649000 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 7.762 - 7.762 1052401.00 1030379.38 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-02-07 2020-02-07 2020-02-10 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0187 1000000.00 1000000.00 0.0006 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.25% 7TK5RJIZDFROZCA6XF66 FFB001000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2020-04-23 N/A 2050500.00 2043481.14 U.S. Treasuries (including strips) Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0223 2000000.00 2000000.00 0.0012 N N N Y Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 2.25% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ISHARES TR GL CLEAN ENE ETF 549300WONOCNDW382894 2500-12-31 2500-12-31 N/A 8525.00 396842.75 Equities VANECK VECTORS ETF TRUST VIDEO GAMING 549300W1INDPRXYEWG36 2500-12-31 2500-12-31 N/A 1100.00 43347.48 Equities KRANESHARES TR CSI CHI INTERNET 549300URDNVSGEWBN526 2500-12-31 2500-12-31 N/A 25500.00 1245165.00 Equities ONCTERNAL THERAPEUTICS INC COM 549300QZ85LIXQ8O7P72 2500-12-31 2500-12-31 N/A 72.00 267.84 Equities CLARIVATE ANALYTICS PLC WT EXP 051324 549300WDHIIODXFO0R55 2024-05-13 2024-05-13 N/A 497099.00 4727411.49 Equities DOGNESS INTERNATIONAL CORP COM CL A 2500-12-31 2500-12-31 N/A 2.00 2.18 Equities INVESCO EXCHNG TRADED FD TR II S&P GBL WATER 549300RFDFWI2IHZ7J53 2500-12-31 2500-12-31 N/A 36.00 1528.20 Equities US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2022-05-31 0 - 1.75 39000.00 39438.28 U.S. Treasuries (including strips) GLOBAL X FDS FINTECH ETF 2500-12-31 2500-12-31 N/A 100.00 3264.00 Equities RENAISSANCE CAP GREENWICH FDS IPO ETF 254900W6R6XIXAQOFT07 2500-12-31 2500-12-31 N/A 10000.00 333300.00 Equities UBS AG LONDON BRH NT AMZI 46 2500-12-31 2500-12-31 N/A 76.00 1378.64 Equities SUNOPTA INC COM 54930010CP0KEPPRPA40 2500-12-31 2500-12-31 N/A 1262823.00 3093916.35 Equities STABLE RD ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 1017.00 10068.30 Equities ACACIA RESH CORP ACACIA TCH COM 529900BCN7BE6ESPDZ72 2500-12-31 2500-12-31 N/A 1.00 2.57 Equities CONSUMER PORTFOLIO SVCS INC COM 2500-12-31 2500-12-31 N/A 64017.00 227260.35 Equities GOLDMAN SACHS ETF TR ACCES TREASURY 549300Q2J4ZAD8E71F28 2500-12-31 2500-12-31 N/A 4399.00 441132.16 Equities INVESCO EXCHANGE TRADED FD TR DYNMC LRG GWTH 9631ERQKZB448ODZR530 2500-12-31 2500-12-31 N/A 2400.00 127128.00 Equities METLIFE INC 4.75% DP PFD F C4BXATY60WC6XEOZDX54 2500-12-31 2500-12-31 4.75 - 4.75 213068.00 5480108.96 Equities NET 1 UEPS TECHNOLOGIES INC COM NEW 529900J4IZMWV4RDEB07 2500-12-31 2500-12-31 N/A 16303.00 67983.51 Equities Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0223 15000000.00 15000000.00 0.0087 N N N Y RBS Securities, Inc. 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SR REGS NT2.7%20 RB0PEZSDGCO3JS6CEU02 2020-10-20 2020-10-20 2.7 - 2.7 5907.00 5991.53 Corporate Debt Securities BOC AVIATION PTE LTD FR 3%091129 254900H06V5RMEB3KE72 2024-10-10 2029-09-11 3 - 3.5 5604.00 5877.56 Corporate Debt Securities ROYAL BK SCOTLAND GROUP PLC SR GLBL COCO 23 2138005O9XJIJN4JPN90 2023-05-15 2023-05-15 3.498 - 3.498 1304.00 1350.51 Corporate Debt Securities BARCLAYS BK PLC GLBL MTN 144A VR 022119-022120 G5GSEF7VJP5I7OUK5573 2020-02-21 2020-11-16 2.14 - 2.14 55106.00 54964.43 Corporate Debt Securities AMGEN INC SR GLBL NT4.4%45 62QBXGPJ34PQ72Z12S66 2045-05-01 2045-05-01 4.4 - 4.4 201000.00 234451.98 Corporate Debt Securities ABBVIE INC SR GLBL 144A 29 FR5LCKFTG8054YNNRU85 2028-11-14 2029-11-21 3.2 - 4.25 226197.00 235882.71 Corporate Debt Securities PNC FINL SVCS GROUP INC SR GLBL NT 30 CFGNEKW0P8842LEUIA51 2030-01-22 2030-01-22 2.55 - 2.55 13845.00 14112.16 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 43135.88 Corporate Debt Securities COMISION FEDERAL DE ELECTRICID SR GLBL REGS 21 4469000001BFPONMPF32 2021-05-26 2021-05-26 4.875 - 4.875 3000000.00 3119780.00 Corporate Debt Securities COMMONSPIRIT HEALTH SR GLBL -2019 49 4SXHN5XW08IBO0UG2V58 2049-10-01 2049-10-01 3.817 - 3.817 37000.00 38992.39 Corporate Debt Securities NIPPON LIFE INSURANCE COMPANY SUB GLBL REGS 42 549300Y0HHMFW3EVWY08 2042-10-18 2042-10-18 5 - 5 660000.00 707346.20 Corporate Debt Securities SHINHAN BK FR 2.25%041520 5493003P813VL21KG928 2020-04-15 2020-04-15 2.25 - 2.25 200000.00 201410.50 Corporate Debt Securities UNILEVER CAP CORP 2.75%21 MYF1DAS6G5WY7PRWCU78 2021-03-22 2021-03-22 2.75 - 2.75 1.00 1.02 Corporate Debt Securities POSCO SR GLBL REGS 22 988400E5HRVX81AYLM04 2022-11-12 2025-01-17 2.375 - 2.75 2768333.00 2820227.75 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV SR GLBL REGS 24 549300C6OZZ8LTVR8209 2024-11-12 2024-11-12 2.5 - 2.5 1222586.00 1245762.16 Corporate Debt Securities ENTERPRISE PRODS OPER LLC SR GLBL NT3.7%26 5493004LGN656HWLDA30 2026-02-15 2026-02-15 3.7 - 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4.875 37000.00 41494.90 Corporate Debt Securities US BANK ASSN CINCINNATI OH MTN FR 2.05%012125 6BYL5QZYBDK8S7L73M02 2025-01-21 2025-01-21 2.05 - 2.05 43830.00 44264.46 Corporate Debt Securities SPIRIT REALTY LP SR GLBL NT3.4%30 549300GTBVIBJRX5BW73 2030-01-15 2030-01-15 3.4 - 3.4 2.00 2.09 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0170 17000000.00 17000000.00 0.0099 N Y Y N Societe Generale Societe Generale, 1.81% O2RNE8IBXP4R0TD8PU41 FGA827000 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 11199.99 Corporate Debt Securities ENTERPRISE MERGER SUB INC 8.75%26 549300OL60X0LPKY8N60 2026-10-15 2026-10-15 8.75 - 8.75 1.00 0.63 Corporate Debt Securities MOSS CREEK RES HLDGS INC 10.5%27 54930037SLMSPWKYIX36 2027-05-15 2027-05-15 10.5 - 10.5 7.00 5.77 Corporate Debt Securities TESLA INC 5.3%25 54930043XZGB27CTOV49 2025-08-15 2025-08-15 5.3 - 5.3 2000.00 2071.08 Corporate Debt Securities COLOMBIA TELECOMUNICACIONES PERP SUB 144A NT 549300CK4YN0V1C3MN55 2049-12-29 2049-12-29 8.5 - 8.5 434000.00 447004.09 Corporate Debt Securities STAPLES INC SR 144A NT 27 XQM2JINI1UL7642TU573 2027-04-15 2027-04-15 10.75 - 10.75 234200.00 246238.86 Corporate Debt Securities ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 24 2024-06-15 2024-06-15 6.625 - 6.625 6436.00 6740.82 Corporate Debt Securities VIACOM INC NEW JR SB GLBL DB 57 5KYC8KF17ROCY24M3H09 2057-02-28 2057-02-28 6.25 - 6.25 169000.00 194398.82 Corporate Debt Securities INTREPID AVIATION GROUP HLDGS SR GLBL 144A 21 2021-08-15 2021-08-15 8.5 - 8.5 1013338.00 1078149.41 Corporate Debt Securities JBS USA LUX S A / JBS USA FIN SR GLBL 144A 28 2028-02-15 2028-02-15 6.75 - 6.75 2000.00 2274.40 Corporate Debt Securities GOGO INTER HLDGS LLC/GOGO FIN SR SEC GLBL 24 2024-05-01 2024-05-01 9.875 - 9.875 192910.00 211545.72 Corporate Debt Securities EVEREST ACQ LLC/FINANCE 7.75%26 2026-05-15 2026-05-15 N/A 2000.00 1365.00 Corporate Debt Securities CREDITO REAL S A DE C V SOCIE SR GLBL REGS 26 549300W2IL7TPPCTKL39 2026-02-07 2026-02-07 9.5 - 9.5 143.00 174.02 Corporate Debt Securities ELDORADO RESORTS INC SR GLBL NT 6%26 5299000BKFWWVND5L441 2026-09-15 2026-09-15 6 - 6 6.00 6.71 Corporate Debt Securities CARE CAP PPTYS LP SR GLBL NT 26 549300OVKLRFSIQG0H81 2026-08-15 2026-08-15 5.125 - 5.125 79000.00 88052.58 Corporate Debt Securities FELCOR LODGING LTD PARTNERSHIP SR GLBL NT 6%25 2025-06-01 2025-06-01 6 - 6 119000.00 124632.67 Corporate Debt Securities OPPENHEIMER HLDGS INC SR SEC GLBL NT22 2022-07-01 2022-07-01 6.75 - 6.75 120000.00 124252.50 Corporate Debt Securities ANIXTER INC SR GLBL NT 21 5493000SM561KPBZQ714 2021-10-01 2021-10-01 5.125 - 5.125 2000.00 2115.52 Corporate Debt Securities RANGE RES CORP SR SUB NT 5.75%2 H3Y3WLYCX0BTO1TRW162 2021-06-01 2021-06-01 5.75 - 5.75 500000.00 489961.81 Corporate Debt Securities ALLIANCE RES OP PART LP/ALLIAN SR GLBL 144A 25 2025-05-01 2025-05-01 7.5 - 7.5 10.00 8.89 Corporate Debt Securities VIASAT INC SR SEC 144A NT27 UFC8NYMNFSYIHNSM2I38 2027-04-15 2027-04-15 5.625 - 5.625 6.00 6.38 Corporate Debt Securities MINERAL RES LTD SR GLBL 144A 27 5299007V1ACKFFX2P066 2027-05-01 2027-05-01 8.125 - 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3.25 1.00 0.84 Private Label Collateralized Mortgage Obligations ALTICE FRANCE S A SR SEC GLBL 27 5493001ZMCICV4N02J21 2027-02-01 2027-02-01 8.125 - 8.125 210029.00 242394.32 Corporate Debt Securities CHS / CMNTY HEALTH SYS INC SR SEC GLBL 24 5493007X5NC5XI1BB106 2021-08-01 2024-01-15 5.125 - 8.625 259000.00 265970.34 Corporate Debt Securities SINCLAIR TELEVISION GROUP SR 144A NT 24 549300CQGEN0CH65UD62 2024-08-01 2024-08-01 5.625 - 5.625 2000.00 2114.94 Corporate Debt Securities GS MTG COML 2006-GG8 A-J 20391114 5.62200 2039-11-14 2039-11-14 5.622 - 5.622 325.00 107.83 Private Label Collateralized Mortgage Obligations ONEMAIN FINL TR 2018-1 E 20290314 5.52000 549300I1P51W2UFIED29 2029-03-14 2029-03-14 5.52 - 5.52 262.00 270.29 Asset-Backed Securities MASTR SPEC LN TR 2006-03 A 20460725 FLT 2046-07-25 2046-07-25 1.921 - 1.921 1.00 0.16 Asset-Backed Securities CITIGROUP MTG LN TR 2007-SHL1 A 20461125 FLT 2046-11-25 2046-11-25 2.061 - 2.061 550.00 85.62 Asset-Backed Securities MOTEL 6 TR 2017-MTL6 F 20340815 FLT 2034-08-15 2034-08-15 5.926 - 5.926 306.00 247.28 Private Label Collateralized Mortgage Obligations NOBLE HOLD INT LTD CR SEN SR GLBL25 549300GNEZBJHMST9U32 2025-04-01 2025-04-01 7.95 - 7.95 2000.00 1032.56 Corporate Debt Securities WHITING PETE CORP NEW SR GLBL NT 26 52990028CHK9KUB1B293 2026-01-15 2026-01-15 6.625 - 6.625 1.00 0.59 Corporate Debt Securities CWALT INC ALT LN TR 2006-OA9 2A-1B 20460720 FLT 2046-07-20 2046-07-20 1.854 - 1.854 1.00 0.11 Private Label Collateralized Mortgage Obligations BOMBARDIER INC SR 144A NT7.5%24 W7L3VLU8EHQY34Z36697 2024-12-01 2024-12-01 7.5 - 7.5 172.00 169.38 Corporate Debt Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0184 1000000.00 1000000.00 0.0006 N Y Y N Societe Generale Societe Generale, 1.90% O2RNE8IBXP4R0TD8PU41 FGA803000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANCO DO BRASIL S A SR NT 3.875%22 QE0Q0253K88YAGNPE356 2022-10-10 2022-10-10 3.875 - 3.875 3126000.00 3240975.15 Corporate Debt Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0189 3000000.00 3000000.00 0.0017 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.68% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WORLD BANK ZTMSNXROF84AHWJNKQ93 2022-02-10 2022-02-10 1.625 - 1.625 1010000.00 1020931.85 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0167 1000000.00 1000000.00 0.0006 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 WORLD BANK ZTMSNXROF84AHWJNKQ93 2025-01-15 2025-01-15 1.625 - 1.625 1012000.00 1020578.81 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0168 1000000.00 1000000.00 0.0006 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.73% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VIPSHOP HLDGS LTD SPONSORED ADS A 549300I9F52K06HPZX60 2500-12-31 2500-12-31 N/A 167337.00 2160320.67 Equities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0172 2000000.00 2000000.00 0.0012 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.78% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VIPSHOP HLDGS LTD SPONSORED ADS A 549300I9F52K06HPZX60 2500-12-31 2500-12-31 N/A 167337.00 2160320.67 Equities Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0176 2000000.00 2000000.00 0.0012 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.59%, dated 1/31/2020 due 02/03/2020 B4TYDEB6GKMZO031MB27 FGB027000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2045-02-20 3 - 5.25 68131266.87 11869546.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 11606000.00 11606000.00 0.0067 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.59%, dated 1/31/2020 due 02/03/2020 VJW2DOOHGDT6PR0ZRO63 FGB027000_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 36.73 0.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 1377.50 2.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 4683.70 19.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 3678.52 326.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 1542.80 3.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 3289.17 10.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 51.43 1.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4 - 4 22.04 4.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 4 - 4.5 4201.10 2818.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 2246.83 21.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 69.79 5.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 172.72 6.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 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3.5 90908.59 45660.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 3.67 0.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 176.55 86.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 11.27 5.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2029-09-01 3.5 - 3.5 6978.90 7068.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-01-01 2.5 - 4.5 439204.85 449398.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 56624.43 9.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 448.64 141.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 22.07 11.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2045-02-01 3 - 6.5 8743.47 479.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 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3.875 14.69 15.31 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 2.5 - 2.5 204516.49 207096.96 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-02-04 2049-11-15 0 - 7.625 3670285.34 3712590.75 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-02-03 2026-03-13 0 - 5.375 1398048.63 1417285.55 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2030-05-01 2030-05-01 2.5 - 2.5 149521.73 140641.16 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-03 2045-01-30 1.576 - 5.05 444983.93 452147.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 136965.56 138976.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-02-15 2049-06-01 1.375 - 7.5 328232.22 160483.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-25 2050-02-01 1.2 - 9.5 2825338.29 2455071.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 11020000.00 11020000.00 0.0064 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.59%, dated 1/31/2020 due 02/03/2020 E57ODZWZ7FF32TWEFA76 FGB027000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 15867.01 111.67 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2028-01-15 2030-04-15 0 - 8.875 138692.49 115097.41 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-08-15 0 - 8.75 6893503.82 7738719.18 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2023-12-20 2029-08-27 2.59 - 3.5 14020.96 14208.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 5201.70 506.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 53686.97 60655.52 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2045-12-01 0 - 8 465232.81 218618.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-02-15 2049-10-20 2.5 - 10.5 5693611.46 113764.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 145.17 0.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 6.93 7.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-28 2049-12-01 1.375 - 9.5 1004463.19 647193.02 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 25541.14 27855.51 Agency Debentures and Agency Strips Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 8744000.00 8744000.00 0.0051 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 1.58%, dated 1/31/2020 due 02/03/2020 MBNUM2BPBDO7JBLYG310 FGB124000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2029-07-01 2.88 - 3.13 94003.90 100244.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.26 - 3.26 45910.82 50913.29 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-04 2025-01-31 0 - 1.69 2046874.02 2043917.29 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2048-10-01 3.77 - 4.21 82098.43 93852.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2030-10-01 3.59 - 3.63 82034.87 91888.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 2034-01-01 3.55 - 4.045 107590.66 121009.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-08-01 2039-11-01 3.836 - 4.014 1269.77 0.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 50936.20 55321.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-01 2050-02-01 2.5 - 11 3588224.15 2527164.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2026-05-01 2.35 - 2.35 15869.06 16361.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0157 5000000.00 5000000.00 0.0029 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 MBNUM2BPBDO7JBLYG310 FGB027000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2029-07-01 2.88 - 3.13 53225.01 56758.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.26 - 3.26 25994.70 28827.10 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-04 2025-01-31 0 - 1.69 1158940.07 1157265.97 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2048-10-01 3.77 - 4.21 46484.13 53139.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2030-10-01 3.59 - 3.63 46448.15 52027.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 2034-01-01 3.55 - 4.045 60917.83 68515.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-08-01 2039-11-01 3.836 - 4.014 718.94 0.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 28840.08 31323.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-01 2050-02-01 2.5 - 11 2031652.51 1430880.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2026-05-01 2.35 - 2.35 8985.06 9263.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0158 2831000.00 2831000.00 0.0016 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.59%, dated 1/31/2020 due 02/03/2020 1VUV7VQFKUOQSJ21A208 FGB027000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-30 2045-08-15 0 - 4.25 9563439.40 10000864.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2048-03-01 3 - 4 1051398.67 671994.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2049-12-20 3 - 5 2000079.01 1039560.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-10-01 2049-08-01 3 - 4.5 1784043.95 1319070.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 39592.92 39894.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 12801000.00 12801000.00 0.0074 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.60% 7LTWFZYICNSX8D621K86 FGA799000 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 1998467.00 2060275.25 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 2000000.00 2000000.00 0.0012 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.59% 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 2033-01-20 2049-12-20 2.5 - 5.5 27044470.00 13261756.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 13000000.00 13000000.00 0.0075 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 CYYGQCGNHMHPSMRL3R97 FGB027000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2033-10-01 4.03 - 4.18 17437.98 20391.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2031-01-01 3.93 - 3.93 5661.33 6528.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 2.5 - 2.5 7132.41 7139.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 78853.32 81945.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2048-09-01 3.5 - 6.5 435190.98 244778.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4.5 - 4.5 7453.84 7765.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-12-15 2045-12-15 4 - 4 3734.32 2572.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.24 - 4.24 4246.00 4952.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 3.775 - 3.775 2309.82 2659.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2050-01-01 3 - 4.564 2251823.91 1743866.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 26490.47 27848.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 14214.54 15297.88 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 2123000.00 2123000.00 0.0012 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.59%, dated 1/31/2020 due 02/03/2020 KBVRJ5K57JZ3E2AVWX40 FGB027000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 30.65 30.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 3.5 - 3.5 71.27 68.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 2.5 - 3.5 14600.72 14949.32 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2028-08-15 0 - 2.875 46413.68 46883.43 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 3.5 17452.55 18446.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 4995.45 5049.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2049-04-01 2.309 - 7 163223.60 99659.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 14422.17 11465.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-05-20 2048-11-20 3.875 - 5 94.40 52.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 22040.22 22586.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-01 2057-09-01 2.35 - 5 2209909.72 1056996.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 1251000.00 1251000.00 0.0007 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.59%, dated 1/31/2020 due 02/03/2020 ZBUT11V806EZRVTWT807 FGB027000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2023-01-01 2 - 2 1637.94 185.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-09-01 2040-09-01 5 - 5 1637.94 108.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-11-01 2021-11-01 6 - 6 9136.48 47.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-04-01 5 - 5 2170.07 1623.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2049-02-01 4 - 6 59359.06 46265.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2027-11-01 6 - 6 4766.40 145.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 15874.92 391.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-02-01 2038-08-01 5 - 5.5 24507.53 625.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-08-01 2036-08-01 6 - 7 19049.66 332.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 7 - 7 1057.96 41.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3 - 3 74713.55 77081.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2034-03-01 5 - 5 2552.73 48.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 5.5 - 5.5 525.38 19.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3 26453.10 27078.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 3.5 - 4 4455.53 3997.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4.5 - 4.5 13034.48 13133.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-08-01 4 - 4.5 84297.33 89532.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 4.5 - 4.5 3669.33 2767.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 3 - 5.5 17825.19 16789.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 5 - 5 7310.11 1413.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2048-12-01 5 - 5.5 11265.92 9254.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 2.64 - 2.64 30000.46 31385.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 5882.08 5294.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 172818.38 166433.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 2407.28 1647.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-05-20 2059-06-15 2.5 - 7 1819310.92 1679239.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-10-01 4 - 4 32594.07 32431.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-03-01 2043-03-01 3 - 3 115.28 58.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 2.5 - 4.5 763416.36 771848.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2033-02-01 6 - 7 9295.75 36.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2030-03-01 5 - 6 149278.76 3251.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 8975.90 88.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2042-02-01 4 - 4 40.95 13.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2045-01-01 3.5 - 5.5 66366.43 38817.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-04-01 2033-07-01 4 - 4 4499.81 3782.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-05-01 2041-07-01 5 - 5 12868.14 1442.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 3.5 - 3.5 87049.79 76190.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-06-01 5.5 - 5.5 511.93 134.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2029-11-01 2.5 - 2.5 1649.29 701.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 4 - 4 42.54 26.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-02-01 3.5 - 3.5 3439.67 1399.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2033-06-01 2.5 - 6 35463.71 2610.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3.5 - 3.5 8673.48 9066.91 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2039-08-15 1.75 - 4.5 6272321.81 6810742.43 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 4.5 - 4.5 2443.16 2496.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 13.64 10.01 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2026-10-20 2026-10-20 1.75 - 1.75 12672.72 12806.41 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2050-01-01 2.344 - 7.5 1355898.18 361738.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-02-01 2058-01-01 2 - 7.5 6614998.96 4852167.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 9206.23 8584.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 14866000.00 14866000.00 0.0086 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 1.59%, dated 1/31/2020 due 02/03/2020 ZOMOLU8CGIZRYZ7PFU34 FGB027000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 132.38 131.09 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2046-08-15 1.125 - 3.125 2531895.32 2657476.16 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2049-04-01 4 - 4.5 92372.85 86511.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2048-04-20 3 - 3 12282.32 10442.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-02-01 2050-01-01 3 - 5.5 1037716.14 999531.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 3680000.00 3680000.00 0.0021 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 1.59%, dated 1/31/2020 due 02/03/2020 K5HU16E3LMSVCCJJJ255 FGB027000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 1676183.33 1454089.37 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-01-28 2030-01-28 2.4 - 2.4 57072.50 57527.27 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-05-20 2046-05-20 3 - 3 25558.85 14694.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2069-12-20 2 - 7.5 2789617.91 1538399.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-01-07 2025-01-07 1.625 - 1.625 81598.25 82403.77 Agency Debentures and Agency Strips Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 3085000.00 3085000.00 0.0018 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 7TK5RJIZDFROZCA6XF66 FGB027000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2023-08-15 0 - 2.5 3743248.95 3753819.37 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-02-20 2049-12-20 3 - 4 1693675.66 1443775.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 5095000.00 5095000.00 0.0030 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.59% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 N/A 970000.00 793079.76 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2048-11-15 0 - 7.5 8749000.00 9701658.97 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-07-01 2026-07-01 4 - 4 227594.00 15721.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-01-01 2041-02-01 3.5 - 5.5 2374459.00 711032.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 11000000.00 11000000.00 0.0064 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.59%, dated 1/31/2020 due 02/03/2020 OXTKY6Q8X53C9ILVV871 FGB027000_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 2020-11-01 2049-04-01 2.5 - 9 1171756.31 87948.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 5 - 5 74.09 73.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 28559.65 28464.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-05-20 2069-03-20 2.5 - 7.5 864405.49 736940.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4 34544.44 24388.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-25 2055-09-01 2.86 - 8.5 1887909.13 1534810.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 3 - 4.5 798707.32 805470.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 52.71 47.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 2031-05-01 3.21 - 3.21 16859.85 18386.23 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2025-01-15 1.375 - 2.875 293736.33 317846.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 148.69 149.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2029-07-01 2.65 - 2.95 7510.53 7993.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2026-02-01 3.575 - 3.575 32145.06 34834.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 36207.39 37667.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 905184.51 665234.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 2723.49 2873.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 4218000.00 4218000.00 0.0024 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 549300QJJX6CVVUXLE15 FGB027000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-20 2049-02-15 0 - 6.5 900694.80 969644.80 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 2848.64 1936.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 1.82 1.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2050-01-20 2.5 - 5 2278638.33 1500982.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 9881.42 7376.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 4130.79 2757.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2033-07-01 4 - 4 34535.94 28727.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2033-08-01 4 - 4 27911.26 24207.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-05-01 2049-08-01 3 - 5.5 170480.19 60151.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 6190.62 6320.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 2548000.00 2548000.00 0.0015 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.59%, dated 1/31/2020 due 02/03/2020 5U0XI89JRFVHWIBS4F54 FGB027000_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 1.75 - 3.75 4895594.46 5252646.30 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2049-11-20 3 - 4.5 6149415.11 4002027.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2049-11-01 2.5 - 4 3442657.14 2956624.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 11930000.00 11930000.00 0.0069 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.59%, dated 1/31/2020 due 02/03/2020 5U0XI89JRFVHWIBS4F54 FGB027000_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 2276329.27 2311541.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2050-01-01 2.5 - 3.5 26254073.78 25056920.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 1415353.54 1423862.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 28024000.00 28024000.00 0.0163 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.59%, dated 1/31/2020 due 02/03/2020 VYVVCKR63DVZZN70PB21 FGB027000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 3893.58 4030.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-01-01 3 - 3.5 145179.73 148972.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 2532.45 2601.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 3.5 - 3.5 11133.85 11509.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3 - 3 27611.14 28321.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-11-01 3.5 - 4.5 155323.45 160571.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-10-27 2049-10-25 3.361 - 3.912 19938.23 17641.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-01-01 3 - 4 5075496.51 5212951.27 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2029-11-15 1.75 - 3.125 1778850.40 1824544.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2049-10-01 3.5 - 3.5 8105.51 8382.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 21700.35 22452.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 66586.28 68788.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 26205.13 26875.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 3 - 3.5 94488.24 97837.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3 - 3 3429.38 3537.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 4 - 4 2584.25 2649.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 10177.56 10536.48 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 7501000.00 7501000.00 0.0044 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.60% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2029-11-27 2029-11-27 1.95 - 1.95 6015000.00 6121209.86 Agency Debentures and Agency Strips Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0159 6000000.00 6000000.00 0.0035 N N Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 1.63% JHE42UYNWWTJB8YTTU19 FGA676000 Non-Negotiable Time Deposit Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0164 8999964.90 8999964.90 0.0052 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FGA875000 Non-Negotiable Time Deposit Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 65000000.00 65000000.00 0.0377 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 1.63% DIZES5CFO5K3I5R58746 FGA755000 Non-Negotiable Time Deposit Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0164 4999980.50 4999980.50 0.0029 N N Y N U.S. Treasury Notes U.S. Treasury Notes, 1.84% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-02-03 2021-10-31 2021-10-31 N N N 0.0166 3009121.68 3009121.68 0.0017 N Y Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.86% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-02-05 2020-02-07 2020-02-28 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0185 17000000.00 17000000.00 0.0099 N N Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2020-02-06 Laura M. Del Prato Laura M. Del Prato President and Treasurer