N-MFP2 0000803013 XXXXXXXX 2020-05-31 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. 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Treasury Debt Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0005 14999875.05 14999875.05 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 912796SV2 US912796SV23 U.S. Treasury Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0011 14999079.15 14999079.15 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.13% 912796WW5 US912796WW59 U.S. Treasury Debt Y N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N N 0.0014 34994642.90 34994642.90 0.0214 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.13% 912796WY1 US912796WY16 U.S. Treasury Debt Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0014 34991826.10 34991826.10 0.0214 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127963N7 US9127963N73 U.S. Treasury Debt Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0014 13996134.46 13996134.46 0.0086 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127963P2 US9127963P22 U.S. Treasury Debt Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0015 16694572.50 16694572.50 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.22% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0013 30591545.83 30591545.83 0.0187 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 912796XF1 US912796XF18 U.S. Treasury Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0015 17993849.94 17993849.94 0.0110 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 9127963Q0 US9127963Q05 U.S. Treasury Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0016 14994156.30 14994156.30 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796XG9 US912796XG90 U.S. Treasury Debt Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0014 14994834.30 14994834.30 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796XH7 US912796XH73 U.S. Treasury Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0016 14993842.95 14993842.95 0.0092 N Y 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U.S. Treasury Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0016 19990925.00 19990925.00 0.0122 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912796TJ8 US912796TJ85 U.S. Treasury Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0016 14993214.00 14993214.00 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127964H9 US9127964H96 U.S. Treasury Debt Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0016 14991066.60 14991066.60 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 0.25% 9127963Y3 US9127963Y39 U.S. Treasury Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0014 29987191.80 29987191.80 0.0184 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0017 4996299.70 4996299.70 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796WZ8 US912796WZ80 U.S. Treasury Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0014 19994775.00 19994775.00 0.0123 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127963Z0 US9127963Z04 U.S. Treasury Debt Y N/A N/A 2020-09-22 2020-09-22 2020-09-22 N N N 0.0023 14989170.90 14989170.90 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.29% 9127962U2 US9127962U26 U.S. Treasury Debt Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0008 14999641.65 14999641.65 0.0092 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-06-01 2021-10-31 2021-10-31 N N N 0.0020 3009837.57 3009837.57 0.0018 N Y Y N Bank of Montreal Bank of Montreal, 0.43% 06367BGR4 NQQ6HPCNCCU6TUTQYE16 US06367BGR42 0000927971 Certificate of Deposit Y N/A N/A 2020-08-18 2020-11-17 2020-11-17 N N N 0.0039 6001105.20 6001105.20 0.0037 N N N N Bank of Montreal Bank of Montreal, 0.45% 06367BAM1 NQQ6HPCNCCU6TUTQYE16 US06367BAM19 0000927971 Certificate of Deposit Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0031 3000967.50 3000967.50 0.0018 N N N N Bank of Montreal Bank of Montreal, 0.46% 06367BAQ2 NQQ6HPCNCCU6TUTQYE16 US06367BAQ23 0000927971 Certificate of Deposit Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0032 4001336.80 4001336.80 0.0025 N N N N Bank of Montreal Bank of Montreal, 0.85% 06367BHU6 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0026 9014184.00 9014184.00 0.0055 N N N N Bank of Montreal Bank of Montreal, 1.05% 06367BJK6 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0021 12029480.40 12029480.40 0.0074 N N N N Bank of Montreal Bank of Montreal, 1.67% 06367BAC3 NQQ6HPCNCCU6TUTQYE16 US06367BAC37 0000927971 Certificate of Deposit Y N/A N/A 2020-08-03 2020-09-02 2020-09-02 N N N 0.0153 6002145.00 6002145.00 0.0037 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.47% 06417MFC4 L3I9ZG2KFGXZ61BMYR72 US06417MFC47 0000009631 Certificate of Deposit Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0033 11753606.08 11753606.08 0.0072 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. 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Mitsubishi UFJ Trust & Banking Corp., 0.31% 60683BYN7 JBONEPAGQXF4QP29B387 US60683BYN71 0001462160 Certificate of Deposit Y N/A N/A 2020-06-08 2020-06-08 2020-06-08 N N N 0.0014 2000093.20 2000093.20 0.0012 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.46% 60683BZJ5 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0019 1001153.20 1001153.20 0.0006 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.46% 60683BZK2 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0019 1001188.20 1001188.20 0.0006 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60710AKD3 RB0PEZSDGCO3JS6CEU02 US60710AKD36 Certificate of Deposit Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0014 10000449.00 10000449.00 0.0061 N N N N Mizuho Corporate Bank Ltd. 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Sumitomo Mitsui Banking Corp., 0.28% 86565B6R7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0017 5000182.50 5000182.50 0.0031 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CED7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0025 8000855.20 8000855.20 0.0049 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CEC9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0026 9000891.00 9000891.00 0.0055 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CEK1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0028 8000463.20 8000463.20 0.0049 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CEH8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0029 7000174.30 7000174.30 0.0043 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CFJ3 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0029 15000390.00 15000390.00 0.0092 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86565CDR7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-17 2020-08-17 2020-08-17 N N N 0.0024 7001040.90 7001040.90 0.0043 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86565B6B2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0011 5000272.00 5000272.00 0.0031 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.42% 86565B6A4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0013 5000238.00 5000238.00 0.0031 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86565CCT4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0019 5002944.00 5002944.00 0.0031 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86565CCV9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0021 5002928.00 5002928.00 0.0031 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GCX7 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0027 14001006.60 14001006.60 0.0086 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GEM9 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0030 4000000.00 4000000.00 0.0025 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.50% 86564GCB5 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0017 4002198.80 4002198.80 0.0025 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.50% 86564GCC3 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0019 7003873.10 7003873.10 0.0043 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.68% 86564GBR1 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0017 3002587.20 3002587.20 0.0018 N N N N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86959RFH8 NHBDILHZTYCNBV5UYZ31 US86959RFH84 0001448613 Certificate of Deposit Y N/A N/A 2020-06-11 2020-08-11 2020-08-11 N N N 0.0030 9999432.00 9999432.00 0.0061 N N N N Bank of Montreal London Branch Bank of Montreal London Branch, 1.54% NQQ6HPCNCCU6TUTQYE16 XS2130246395 Certificate of Deposit Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0028 3005400.90 3005400.90 0.0018 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.48% 969500TJ5KRTCJQWXH05 XS2131343704 Certificate of Deposit Y N/A N/A 2020-07-03 2020-07-03 2020-07-03 N N N 0.0034 3003288.00 3003288.00 0.0018 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.68% 529900HNOAA1KXQJUQ27 XS2121409614 Certificate of Deposit Y N/A N/A 2020-06-15 2020-06-15 2020-06-15 N N N 0.0008 8999645.40 8999645.40 0.0055 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.68% 529900HNOAA1KXQJUQ27 XS2125189485 Certificate of Deposit Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0009 999938.30 999938.30 0.0006 N N N N KBC Bank NV London KBC Bank NV London, 1.61% 6B2PBRV1FCJDMR45RZ53 XS2128045171 Certificate of Deposit Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0026 5998677.00 5998677.00 0.0037 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. 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Citigroup Global Markets, Inc., 0.86% 17327AH34 MBNUM2BPBDO7JBLYG310 FHG621000 Financial Company Commercial Paper Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0015 4998680.00 4998680.00 0.0031 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.86% 17327AH59 MBNUM2BPBDO7JBLYG310 FHG630000 Financial Company Commercial Paper Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0014 4998659.00 4998659.00 0.0031 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.25% 17327AGN1 MBNUM2BPBDO7JBLYG310 FJB601000 Financial Company Commercial Paper Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0015 19995620.00 19995620.00 0.0123 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.59% 31428FHR9 549300B2Q47IR0CR5B54 FHA297000 Financial Company Commercial Paper Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0022 2998423.20 2998423.20 0.0018 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.60% 31428FHU2 549300B2Q47IR0CR5B54 FHA293000 Financial Company Commercial Paper Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0022 999438.80 999438.80 0.0006 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.61% 63873JFQ8 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0011 4999610.00 4999610.00 0.0031 N N N N National Bank of Canada National Bank of Canada, 0.41% 63307NEX1 BSGEFEIOM18Y80CKCV46 US63307NEX12 Financial Company Commercial Paper Y N/A N/A 2020-06-03 2020-08-03 2020-08-03 N N N 0.0035 11001102.20 11001102.20 0.0067 N N N N Royal Bank of Canada Royal Bank of Canada, 0.44% 78014XEX1 ES7IP3U3RHIGC71XBU11 US78014XEX12 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0031 6001818.60 6001818.60 0.0037 N N N N Royal Bank of Canada Royal Bank of Canada, 0.45% 78014XEZ6 ES7IP3U3RHIGC71XBU11 US78014XEZ69 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0032 6001861.80 6001861.80 0.0037 N N N N Royal Bank of Canada Royal Bank of Canada, 0.91% 78013VJ45 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0008 10997633.90 10997633.90 0.0067 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.61% 86564YF80 5493006GGLR4BTEL8O61 FHA252000 Financial Company Commercial Paper Y N/A N/A 2020-06-08 2020-06-08 2020-06-08 N N N 0.0008 8999802.90 8999802.90 0.0055 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.66% 86564YFK3 5493006GGLR4BTEL8O61 FGJ697000 Financial Company Commercial Paper Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0011 6999542.90 6999542.90 0.0043 N N N N Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.68% 86563GGN6 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0015 999778.00 999778.00 0.0006 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.92% 86960JJ48 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0024 10992902.80 10992902.80 0.0067 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.45% 89120DPQ6 PT3QB789TSUIDF371261 US89120DPQ69 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-06-23 2020-07-23 2020-07-23 N N N 0.0033 10001802.00 10001802.00 0.0061 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.47% 89120DRK7 PT3QB789TSUIDF371261 US89120DRK71 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-08-10 2020-11-10 2020-11-10 N N N 0.0045 6000529.20 6000529.20 0.0037 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.48% 89120DQU6 PT3QB789TSUIDF371261 US89120DQU62 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0034 21006281.10 21006281.10 0.0129 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.94% 89120DR43 PT3QB789TSUIDF371261 US89120DR438 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-06-16 2020-09-16 2020-09-16 N N N 0.0079 15006493.50 15006493.50 0.0092 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.37% 89120DR92 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-07-09 2020-10-09 2020-10-09 N N N 0.0130 5001233.00 5001233.00 0.0031 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.50% 89233A6K0 Z2VZBHUMB7PWWJ63I008 US89233A6K02 0000834071 Financial Company Commercial Paper Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0148 2000020.40 2000020.40 0.0012 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.61% 04821TFH3 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0030 6998917.80 6998917.80 0.0043 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.30% 38346LH74 549300Z2ZR7VTUMRPR17 GAC442000 Asset Backed Commercial Paper Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0028 1998911.20 1998911.20 0.0012 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.25% 38346LG67 549300Z2ZR7VTUMRPR17 FIJ813000 Asset Backed Commercial Paper Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0021 19995546.00 19995546.00 0.0123 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.25% 38346LG75 549300Z2ZR7VTUMRPR17 FJA287000 Asset Backed Commercial Paper Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0021 19995406.00 19995406.00 0.0123 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 1.25% 53127TG72 549300F33VRHM10B9391 FIJ816000 Asset Backed Commercial Paper Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0021 9997768.00 9997768.00 0.0061 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 1.25% 53127TG80 549300F33VRHM10B9391 FIJ817000 Asset Backed Commercial Paper Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0021 2949321.50 2949321.50 0.0018 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 1.25% 53127TG80 549300F33VRHM10B9391 FIJ845000 Asset Backed Commercial Paper Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0021 9997700.00 9997700.00 0.0061 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 1.30% 53127TG80 549300F33VRHM10B9391 FIJ154000 Asset Backed Commercial Paper Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0021 9997700.00 9997700.00 0.0061 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.30% 56274LH72 549300S0NSJYSOB32S63 GAB940000 Asset Backed Commercial Paper Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0017 25991404.40 25991404.40 0.0159 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.30% 56274LHS6 549300S0NSJYSOB32S63 GAE200000 Asset Backed Commercial Paper Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0027 999344.90 999344.90 0.0006 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.30% 56274LHT4 549300S0NSJYSOB32S63 GAE887000 Asset Backed Commercial Paper Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0027 999325.00 999325.00 0.0006 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 1.25% 56274LF58 549300S0NSJYSOB32S63 FIJ863000 Asset Backed Commercial Paper Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0012 2999930.10 2999930.10 0.0018 N N Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 1.25% 56274LG16 549300S0NSJYSOB32S63 FIJ811000 Asset Backed Commercial Paper Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0019 2999472.00 2999472.00 0.0018 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 1.26% 56274LGD0 549300S0NSJYSOB32S63 FJA875000 Asset Backed Commercial Paper Y N/A N/A 2020-07-13 2020-07-13 2020-07-13 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0016 8998200.00 8998200.00 0.0055 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.31% RUC0QBLBRPRCU4W1NE59 GBA723000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GATX CORP SR NT 3.5%28 549300IHYHCQP2PIR591 2028-03-15 2028-03-15 3.5 - 3.5 155000.00 153066.29 Corporate Debt Securities HEINZ H J CO SR SEC 144A NT25 5493003STKEZ2S0RNU91 2025-02-15 2025-02-15 4.875 - 4.875 1261000.00 1309439.21 Corporate Debt Securities VMWARE INC CR SEN SR GLBL25 549300BUDHS3LRWBE814 2025-05-15 2025-05-15 4.5 - 4.5 1.00 1.08 Corporate Debt Securities MARS INC DEL 3.95%44 54930073HKEO6GZBSS03 2044-04-01 2044-04-01 3.95 - 3.95 7.00 7.96 Corporate Debt Securities MORGAN STANLEY FR 3.125%072726 IGJSJL3JD5P30I6NJZ34 2026-07-27 2026-07-27 3.125 - 3.125 2500000.00 2737925.69 Corporate Debt Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0031 4000000.00 4000000.00 0.0025 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.38% RUC0QBLBRPRCU4W1NE59 GBA722000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPARTAN ENERGY ACQUISITION COR CL A COM STK 2500-12-31 2500-12-31 N/A 666550.00 6825472.00 Equities AGILENT TECHNOLOGIES INC COM QUIX8Y7A2WP0XRMW7G29 2500-12-31 2500-12-31 N/A 156.00 13523.64 Equities AGBA ACQUISITION LTD SHS 5493006NA1XBERP7JE98 2500-12-31 2500-12-31 N/A 285000.00 2881350.00 Equities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0038 9000000.00 9000000.00 0.0055 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.40% RUC0QBLBRPRCU4W1NE59 GBA719000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NIELSEN FIN LLC/ NIELSEN FIN SR NT 4.5%20 2020-10-01 2020-10-01 4.5 - 4.5 2106000.00 2116424.70 Corporate Debt Securities YPF SOCIEDAD ANONIMA SR GLBL REGS 27 5493003N7447U18U5U53 2027-07-21 2027-07-21 6.95 - 6.95 57956.00 36206.34 Corporate Debt Securities AMERICAN TOWER CORP NEW SR GLBL NT4.7%22 5493006ORUSIL88JOE18 2022-03-15 2022-03-15 4.7 - 4.7 2500000.00 2684752.78 Corporate Debt Securities SHERWIN WILLIAMS CO SR GLBL NT2.3%30 Z15BMIOX8DDH0X2OBP21 2030-05-15 2030-05-15 2.3 - 2.3 2600000.00 2573168.00 Corporate Debt Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0040 7000000.00 7000000.00 0.0043 N Y Y N BNP Paribas BNP Paribas, 0.25% R0MUWSFPU8MPRO8K5P83 GBA724000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BMW US CAPITAL LLC SR GLBL REGS 25 KK5MZM9DIXLXZL9DZL15 2025-04-09 2025-04-09 3.9 - 3.9 27703.00 30000.87 Corporate Debt Securities TECK RESOURCES LTD SR NT 6.125%35 T8KI5SQ2JRWHL7XY0E11 2035-10-01 2035-10-01 6.125 - 6.125 1827000.00 1897080.17 Corporate Debt Securities CREDIT SUISSE GROUP SR GLBL COCO 29 549300506SI9CRFV9Z86 2029-01-12 2029-01-12 3.869 - 3.869 1154706.00 1257906.34 Corporate Debt Securities PERNOD RICARD SA SR GLBL REGS 22 52990097YFPX9J0H5D87 2022-01-15 2022-01-15 4.45 - 4.45 566000.00 606844.76 Corporate Debt Securities PENSKE TRUCK LEASING CO L P SR GLBL 144A 25 2025-07-15 2025-07-15 4 - 4 977053.00 1050113.77 Corporate Debt Securities COOPERATIEVE CNT RAIFFEISEN NY FR 2.75%011022 DG3RU1DBUFHT4ZF9WN62 2022-01-10 2022-01-10 2.75 - 2.75 1401000.00 1458186.10 Corporate Debt Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0025 6000000.00 6000000.00 0.0037 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.35% 7VHWWWW4UJS7NUM3PT30 GBA725000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SILVER SPIKE ACQUISITION CORP UNIT EX 549300APSNIYJ4PTIL34 2500-12-31 2500-12-31 N/A 57921.00 579789.21 Equities GREAT AJAX CORP 7.25 CV SR NT 24 5493004ID2QQWNGDYC18 2024-04-30 2024-04-30 7.25 - 7.25 977.00 21835.95 Equities NUSTAR LOGISTICS L P SB NT FX/FL 43 N62BF2PKP51FIIOIUN20 2043-01-15 2043-01-15 7.953 - 7.953 392.00 8412.32 Equities JAWS ACQUISITION CORP UINT 2500-12-31 2500-12-31 N/A 52735.00 541588.45 Equities ISHARES TR MSCI INDONIA ETF 549300FG1ZHYGIRCFP28 2500-12-31 2500-12-31 N/A 2733.00 46187.70 Equities FINTECH ACQUISITION CORP III UNIT EX 120123 2500-12-31 2500-12-31 N/A 104185.00 1123114.30 Equities REPLAY ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 88410.00 906202.50 Equities HEALTHCARE MERGER CORP UNIT EX 121721 2500-12-31 2500-12-31 N/A 5804.00 58098.04 Equities DMY TECHNOLOGY GROUP INC UNIT 2500-12-31 2500-12-31 N/A 23614.00 238029.12 Equities TUSCAN HOLDINGS CORP UNIT 549300J4UX9OMHSTKS35 2500-12-31 2500-12-31 N/A 45090.00 462172.50 Equities CITIC CAPITAL ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 555459.00 5449052.79 Equities GORES METROPOULOS INC UNIT 2500-12-31 2500-12-31 N/A 38248.00 401604.00 Equities DTE ENERGY CO 6.25% CORP UNITS 549300IX8SD6XXD71I78 2500-12-31 2500-12-31 N/A 38402.00 1633621.08 Equities HAYMAKER ACQUISITION CORP II UNIT EX 103126 2500-12-31 2500-12-31 N/A 16058.00 160580.00 Equities NEW PROVIDENCE ACQUISITION UNIT EX 090124 2500-12-31 2500-12-31 N/A 282.00 2820.00 Equities LIVE OAK ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 25000.00 247250.00 Equities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0035 11000000.00 11000000.00 0.0067 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.78% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CSFB COML MTG PTC 1998-C1 A-X 20400517 FLT 2040-05-17 2040-05-17 2.053 - 2.053 25500000.00 198.50 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2007-OA5 1A 20470625 FLT 2047-06-25 2047-06-25 2.441 - 2.441 1.00 0.24 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC 2014-C22 D 20470917 FLT 2047-09-17 2047-09-17 4.554 - 4.554 227.00 78.43 Private Label Collateralized Mortgage Obligations CWALT INC 2007-OA3 X 20470425 FLT 2047-04-25 2047-04-25 2 - 2 1.00 0.01 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 2015-GC29 D 20480410 3.11000 2048-04-10 2048-04-10 3.11 - 3.11 1855717.00 1337943.92 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2013-C10 D 20460717 FLT 549300P1YQ48837ZOI22 2046-07-17 2046-07-17 4.082 - 4.082 1.00 0.67 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-UBS6 D 20471212 FLT 2047-12-12 2047-12-12 3.947 - 3.947 82799.00 34560.69 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2013-GCJ14 D 20460810 FLT 549300ITVQSU1IHX4H03 2046-08-10 2046-08-10 4.745 - 4.745 5.00 3.57 Private Label Collateralized Mortgage Obligations CFCRE COML MTG TR 2016-C3 D 20480110 3.05200 2048-01-10 2048-01-10 3.052 - 3.052 1137770.00 725767.30 Private Label Collateralized Mortgage Obligations ML MTG INVESTORS 2003-F B-1 20281025 FLT 2028-10-25 2028-10-25 1.068 - 1.068 500.00 25.65 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE21 D 20471212 FLT 2047-12-12 2047-12-12 3.926 - 3.926 2779.00 1645.63 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET 2006-A3CB A-X 20460125 6.00000 2046-01-25 2046-01-25 6 - 6 101.00 2.68 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE 2007-LDP10 X 20490115 FLT 2049-01-15 2049-01-15 0.052 - 0.052 197400000.00 346.79 Private Label Collateralized Mortgage Obligations SALOMON BROS MTG 7 2003-UP2 A-1 20181225 FLT 549300VB2N1G56GWKB41 2033-06-25 2033-06-25 7 - 7 760065.00 516.34 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-07-03 2020-07-03 2020-08-31 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0078 2000000.00 2000000.00 0.0012 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.03% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N E TRADE ABS CDO III 2004 A-2 20400110 FLT 549300VW38SMR8ZDK981 2040-01-10 2040-01-10 2.921 - 2.921 399643.00 74074.25 Other Instrument COLLATERALIZED DEBT OBLIGATION HUNTINGTON CDO LTD 2005-1 A-2 20401105 FLT 549300EZEV0J075U3O12 2040-11-05 2040-11-05 2.391 - 2.391 1445286.00 999999.68 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG 2006-6 A2 144 20361205 FLT BUHFNQJBNOAUZ24NY591 2036-12-05 2036-12-05 1.041 - 1.041 2.00 0.89 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG V 2006-5 A-1LAD 20360805 FLT VZLY0S8U2GEIK6ZPGP62 2036-08-05 2036-08-05 0.921 - 0.921 1295.00 406.36 Other Instrument COLLATERALIZED DEBT OBLIGATION ATTENTUS CDO III 2007-3 D 20421011 FLT 5493004RJP3DQLC3SN92 2042-10-11 2042-10-11 3.983 - 3.983 4.00 2.11 Other Instrument COLLATERALIZED DEBT OBLIGATION KODIAK CDO II LTD 2007-2 C-1 20421107 FLT 2042-11-07 2042-11-07 3.293 - 3.293 48.00 30.03 Other Instrument COLLATERALIZED DEBT OBLIGATION CITIGROUP MTG LN TR 2005-11 A-1A 20350525 FLT 2035-05-25 2035-10-25 2.57 - 4.38 8479.00 330.13 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG VIII 2007-8 C 20371107 FLT 2037-11-07 2037-11-07 3.293 - 3.293 11452.00 5487.06 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0103 1000000.00 1000000.00 0.0006 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.03% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PUERTO RICO ELEC PWR AUTH PWR SER CCC-RSA-1 SER 5493003BRB67HF8ST418 2028-07-01 2040-07-01 N/A 1008353.00 614315.19 Other Instrument MUNICIPAL DEBT US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2026-12-31 1.625 - 1.75 500.00 526.50 U.S. Treasuries (including strips) PUERTO RICO PUB FIN CORP APPROPRIATION BDS 2011 2028-08-01 2028-08-01 N/A 74310.00 1040.34 Other Instrument MUNICIPAL DEBT PUERTO RICO PUB BLDGS AUTH REV GOV FAC REV REF BDS D 2024-07-01 2042-07-01 N/A 3774926.00 2624643.43 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0103 3000000.00 3000000.00 0.0018 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.10% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LEHMAN MTG TR 2008-3 A1 20370225 FLT 2037-02-25 2037-02-25 0.538 - 0.538 90820.00 7506.69 Private Label Collateralized Mortgage Obligations JP MORGAN MTG ACQ 2006-WMC4 A-1B 20361225 FLT 2036-12-25 2036-12-25 0.398 - 0.398 295.00 41.08 Asset-Backed Securities LB SMALL BAL COML 2007-2 M3 20370625 FLT 2037-06-25 2037-06-25 1.387 - 1.387 9452007.00 699596.01 Asset-Backed Securities LEHMAN MTG TR 2006-8 4-A2 20361225 FLT 2036-12-25 2036-12-25 7.582 - 7.582 14537.00 556.03 Private Label Collateralized Mortgage Obligations BEAR STEARNS MTG FDG 2007-AR5 I-A-2A 20370625 FLT 2037-06-25 2037-06-25 0.398 - 0.398 9241110.00 1367203.63 Private Label Collateralized Mortgage Obligations CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 20 82VOJDD5PTRDMVVMGV31 2020-10-13 2020-10-13 N/A 2718.00 2695.17 Corporate Debt Securities CWALT INC 2005-62 2-A-3 20351225 FLT 2035-12-25 2035-12-25 3.346 - 3.346 182.00 1.00 Private Label Collateralized Mortgage Obligations GS MTG COML 2005-GG4 E 20390710 FLT 2039-07-10 2039-07-10 5.078 - 5.078 11121011.00 2143824.01 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SEC 2007-A1 A-3 20370325 FLT 2037-03-25 2037-03-25 0.768 - 0.768 2124000.00 101269.08 Private Label Collateralized Mortgage Obligations HOME EQUITY ASSET TR 2006-6 2-A-4 20361125 FLT 2036-11-25 2036-11-25 0.408 - 0.408 10.00 2.89 Asset-Backed Securities Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0110 4000000.00 4000000.00 0.0025 N N N Y Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 1.66% 1V8Y6QCX6YMJ2OELII46 0000318336 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OHA CREDIT PARTNERS 2013-9R D-R 20251020 FLT 549300WS1N2FZ02EYH25 2025-10-20 2025-10-20 4.435 - 4.435 3148907.00 3163218.32 Asset-Backed Securities Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 Y CREDIT SUISSE AG 1.0000 62 N N/A N/A Y CREDIT SUISSE AG 1.0000 N/A N/A N 0.0069 3004944.30 3004944.30 0.0018 N N N Y Deutsche Bank AG Deutsche Bank AG, 0.55% 7LTWFZYICNSX8D621K86 GBA727000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CENTRAL PUGET SOUND WASH REGL REV BDS 2016 2046-11-01 2046-11-01 5 - 5 4098045.00 6300288.85 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0055 6000000.00 6000000.00 0.0037 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.30% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INTEL CORP SR GLBL NT4.1%47 KNX4USFCNGPY45LOCE31 2047-05-11 2047-05-11 4.1 - 4.1 373000.00 462635.63 Corporate Debt Securities WELLS FARGO CO MTN BE FR 3.45%021323 PBLD0EJDB5FWOLXP3B76 2021-04-01 2023-02-13 3.45 - 4.6 135000.00 141475.98 Corporate Debt Securities VODAFONE GROUP PLC NEW SR GLBL NT2.5%22 213800TB53ELEUKM7Q61 2022-09-26 2022-09-26 2.5 - 2.5 37000.00 38293.34 Corporate Debt Securities ONTARIO PROV CDA SR GLBL BD 2%29 C7PVKCRGLG18EBQGZV36 2029-10-02 2029-10-02 2 - 2 5320100.00 5657802.21 Corporate Debt Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0030 6000000.00 6000000.00 0.0037 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.40% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UBS AG STAMFORD BRH SR NT 4.875%20 BFM8T61CT2L1QCEMIK50 2020-08-04 2020-08-04 4.875 - 4.875 674000.00 689726.39 Corporate Debt Securities EXPRESS SCRIPTS HLDG CO SR GLBL NT2.6%20 5493003UA6VMND084504 2020-11-30 2020-11-30 2.6 - 2.6 539000.00 550463.33 Corporate Debt Securities JP MORGAN CHASE BANK NA SR GLBL NT 51 8I5DZWZKVSZI1NUHU748 2051-04-22 2051-04-22 3.109 - 3.109 1.00 1.01 Corporate Debt Securities SNAP ON INC SR GLBL NT4.1%48 HHWAT5TDOYZMM26KKQ73 2048-03-01 2048-03-01 4.1 - 4.1 1.00 1.14 Corporate Debt Securities CITIZENS FINANCIAL GROUP INC SR GLBL NT 26 2138004JDDA4ZQUPFW65 2026-07-27 2026-07-27 2.85 - 2.85 767999.00 799600.88 Corporate Debt Securities UNION PAC CORP SR GLBL NT 59 549300LMMRSZZCZ8CL11 2059-08-15 2059-08-15 3.95 - 3.95 659999.00 747502.40 Corporate Debt Securities DAIMLER FINANCE NORTH AMER LLC SR GLBL 144A 21 549300423Z16BB673J12 2021-02-12 2021-02-12 0.865 - 0.865 800000.00 787614.64 Corporate Debt Securities ENEL FIN INTL N.V. SR GLBL REGS 23 0YQH6LCEF474UTUV4B96 2023-04-06 2023-04-06 2.75 - 2.75 959177.00 993686.86 Corporate Debt Securities WELLS FARGO CO NEW EXT JR SB NT 86 PBLD0EJDB5FWOLXP3B76 2086-12-01 2086-12-01 5.95 - 5.95 915000.00 1079595.28 Corporate Debt Securities HARLEY DAVIDSON FINL SVCS INC 21 RLUFFFFW4GRYU77BTS24 2021-03-02 2021-03-02 2.52 - 2.52 470000.00 465981.94 Corporate Debt Securities HYUNDAI CAP AMER INC SR 144A NT 23 549300RIPPWJB5Z0FK07 2023-02-10 2023-02-10 2.375 - 2.375 470000.00 463190.16 Corporate Debt Securities CANTOR FITZGERALD CR SEN SR GLBL24 549300RLUEEVQEMX0450 2024-05-01 2024-05-01 4.875 - 4.875 1.00 1.02 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 22 QEKMOTMBBKA8I816DO57 2022-03-01 2022-03-01 3.25 - 3.25 2113000.00 2237845.43 Corporate Debt Securities BANK OF MONTREAL FR 2.05%110122 NQQ6HPCNCCU6TUTQYE16 2022-11-01 2022-11-01 2.05 - 2.05 1.00 1.03 Corporate Debt Securities IMPERIAL BRANDS FIN PLC CR SEN SR GLBL24 2138008L3B3MCG1DFS50 2024-07-26 2024-07-26 3.125 - 3.125 324999.00 331920.53 Corporate Debt Securities NATIONAL RETAIL PROPERTIES INC SR GLBL NT2.5%30 5493008JKH5SOTI0JS97 2030-04-15 2030-04-15 2.5 - 2.5 124000.00 108459.36 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 26 549300GHBMY8T5GXDE41 2026-01-15 2026-01-15 1.25 - 1.25 770000.00 779256.90 Corporate Debt Securities CBS CORP NEW SR GLBL NT 28 5KYC8KF17ROCY24M3H09 2028-02-15 2028-02-15 3.375 - 3.375 128999.00 130043.89 Corporate Debt Securities TOLEDO HOSPITAL GLBL 2018B BD 38 5493009DCR7NWV6K4T34 2038-11-15 2038-11-15 5.75 - 5.75 545998.00 630494.53 Corporate Debt Securities VERISK ANALYTICS INC SR GLBL NT 29 549300I1YSWNIRKBWP67 2029-03-15 2029-03-15 4.125 - 4.125 679998.00 781867.93 Corporate Debt Securities EXPERIAN FINANCE PLC SR GLBL 144A 30 635400RKRK5EGXSPC782 2030-03-08 2030-03-08 2.75 - 2.75 702999.00 725352.61 Corporate Debt Securities UDR INC MEDIUM TERM NTS BK ENT FR 4.4%012629 P3CH2EG5X6Z1XWU1OO74 2029-01-26 2029-01-26 4.4 - 4.4 1.00 1.13 Corporate Debt Securities KIMBERLY CLARK CORP SR GLBL NT3.1%30 MP3J6QPYPGN75NVW2S34 2030-03-26 2030-03-26 3.1 - 3.1 262999.00 300890.58 Corporate Debt Securities AIG GLOBAL FUNDING SR SEC GLBL 22 54930057MDZ7KOVOTV71 2022-07-01 2022-07-01 2.3 - 2.3 1.00 1.04 Corporate Debt Securities Y N/A N/A 2020-06-05 2020-06-05 2020-06-08 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0040 12000000.00 12000000.00 0.0074 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.40% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ACACIA COMMUNICATIONS INC COM 549300PZLTIVLKOBPB61 2500-12-31 2500-12-31 N/A 20345.00 1356197.70 Equities FIRST TR EXCH TRD ALPHDX FD II CHINA ALPHADEX 549300X7CFZMNE2POE32 2500-12-31 2500-12-31 N/A 1.00 22.80 Equities KRANESHARES TR EMRNG MKT CONS 2500-12-31 2500-12-31 N/A 45538.00 1038444.00 Equities FLEXSHARES TR REAL ASST IDX 549300QLIWGHPBR23021 2500-12-31 2500-12-31 N/A 1.00 25.76 Equities CHURCHILL CAP CORP II CL A 2500-12-31 2500-12-31 N/A 5.00 51.90 Equities UNITED STS BRENT OIL FD LP UNIT 54930060F5YIVMD0SM62 2500-12-31 2500-12-31 N/A 484593.00 4540636.41 Equities ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2500-12-31 2500-12-31 N/A 64232.00 1244173.84 Equities PACIFIC GAS & ELEC CO PFD 1ST 6% 1HNPXZSMMB7HMBMVBS46 2500-12-31 2500-12-31 6 - 6 30515.00 852683.70 Equities PLDT INC SPONSORED ADR 254900ADE8GQHM5P2648 2500-12-31 2500-12-31 N/A 972.00 22997.52 Equities PRINCIPAL EXCHANGE-TRADED FDS INTL INDEX ETF 549300SFZ4OLJ52GR814 2500-12-31 2500-12-31 N/A 12106.00 282468.09 Equities INDEXIQ ETF TR IQ GLB RES ETF 549300K4NW18Y54P3Q31 2500-12-31 2500-12-31 N/A 1.00 24.80 Equities ETF SER SOLUTIONS NATIONWIDE RSK 549300RZ0R6ICXS2BB16 2500-12-31 2500-12-31 N/A 1.00 23.29 Equities INVESCO EXCH TRD SLF IDX FD TR BULSHS 2028 MUNI 549300W6ZUWRYMMK4R72 2500-12-31 2500-12-31 N/A 47248.00 1187814.72 Equities BP PLC SPONSORED ADR 213800LH1BZH3DI6G760 2500-12-31 2500-12-31 N/A 172.00 4000.72 Equities ISHARES TR MSCI ACWI EXUS 549300GIU2ICLREM0K76 2500-12-31 2500-12-31 N/A 85499.00 2134730.48 Equities INVESCO EXCH TRADED FD TR II INTL CORP BD 549300B6YR3M4L4DVB92 2500-12-31 2500-12-31 N/A 53026.00 1379736.52 Equities FRANKLIN TEMPLETON ETF TR LIBERTY INTER 549300RTD7Q8YMBA7Q25 2500-12-31 2500-12-31 N/A 1.00 25.02 Equities Y N/A N/A 2020-06-05 2020-06-05 2020-06-10 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0040 13000000.00 13000000.00 0.0080 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.30% K5HU16E3LMSVCCJJJ255 GBA732000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INTERPRIVATE ACQUISITION CORP UNIT EX 102924 2500-12-31 2500-12-31 N/A 215575.00 2160061.50 Equities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0030 2000000.00 2000000.00 0.0012 N Y Y N Mizuho Securities U.S.A., Inc. 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Morgan Stanley & Co., Inc., 0.85% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CREDIT SUISSE AG NASSAU BRH ETN LKD 32 2500-12-31 2500-12-31 N/A 43.00 12562.45 Equities HYUNDAI CAP AMER INC FR 3.45%031221 549300RIPPWJB5Z0FK07 2021-03-12 2021-03-12 3.45 - 3.45 100000.00 101297.92 Corporate Debt Securities TELIGENT INC NEW COM NEW 5493004O07DCTA44TG55 2500-12-31 2500-12-31 N/A 201242.00 811005.26 Equities NEW GOLD INC CDA COM 5493005G0GNCHP0H6L96 2500-12-31 2500-12-31 N/A 501.00 606.21 Equities BORQS TECHNOLOGIES INC SHS 2500-12-31 2500-12-31 N/A 1.00 1.52 Equities NABORS INDUSTRIES LTD 6% PFD CNV SR A 2021-05-01 2021-05-01 6 - 6 19811.00 152346.59 Equities Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0085 1000000.00 1000000.00 0.0006 N N Y N RBS Securities, Inc. 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0.381 3.00 0.30 Private Label Collateralized Mortgage Obligations OWENS & MINOR INC NEW SR GLBL NT 21 549300LMT5KQQXCEZ733 2021-09-15 2021-09-15 3.875 - 3.875 2000.00 1915.93 Corporate Debt Securities US AIRWAYS PT TRUST 2012-1 A 20260401 5.90000 2026-04-01 2026-04-01 5.9 - 5.9 683228.00 324755.63 Asset-Backed Securities JP MORGAN ALT LN TR 2007-A2 1-2-A4 20370625 FLT 2037-06-25 2037-06-25 0.448 - 0.448 5839.00 2483.20 Private Label Collateralized Mortgage Obligations CHS / CMNTY HEALTH SYS INC SR SEC GLBL 24 5493007X5NC5XI1BB106 2024-01-15 2026-03-15 8 - 8.625 216990.00 215762.92 Corporate Debt Securities BANCO DO BRASIL S A GRAND CAYM SR GLBL 1 REGS25 QE0Q0253K88YAGNPE356 2025-01-15 2025-01-15 4.625 - 4.625 200000.00 207283.06 Corporate Debt Securities SOUNDVIEW HM LN 2006-2 M-2 20360325 FLT 2036-03-25 2036-03-25 0.518 - 0.518 195.00 182.98 Asset-Backed Securities PARK PLACE SECS 2004-WHQ2 M-5 20350225 FLT 2035-02-25 2035-02-25 1.893 - 1.893 21600.00 14687.08 Asset-Backed Securities BEAR STEARNS ABS TR 2006-HE10 II-2A 20361225 FLT 2036-12-25 2036-12-25 0.308 - 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In a joint trading account with Bank Of America, N.A. at 0.07%, dated 5/29/2020 due 06/01/2020 B4TYDEB6GKMZO031MB27 GBA817000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2045-07-20 3 - 5.25 36482599.06 8133473.04 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 7952000.00 7952000.00 0.0049 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.07%, dated 5/29/2020 due 06/01/2020 VJW2DOOHGDT6PR0ZRO63 GBA817000_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 1.19 0.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 44.75 0.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 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9 1839.52 0.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 0.72 0.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 2.5 - 6.5 273.87 46.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3 - 4.5 187.35 110.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 1237.41 39.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-06-25 2048-04-01 3 - 4.5 713.46 420.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2031-10-01 2.5 - 5 14.92 8.77 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 0.84 0.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2035-05-01 2 - 3.5 69.18 71.43 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2050-05-15 0 - 8.75 183248.36 187444.87 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-01 2032-05-04 0 - 5.25 6213.69 6564.59 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 143.20 115.29 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 358000.00 358000.00 0.0002 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.07%, dated 5/29/2020 due 06/01/2020 MBNUM2BPBDO7JBLYG310 GBA817000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 90315.15 72171.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-12-01 3.5 - 4 16834.24 11151.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2046-08-01 3.5 - 4 31636.51 22453.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-06-01 3 - 4.5 5122.16 3885.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2047-02-01 3.5 - 4 21901.41 16580.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2044-05-01 4 - 5 56638.54 24223.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 5.5 - 5.5 1903.72 1050.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 4 - 4 1851.88 466.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2044-07-01 4 - 5 1893.14 812.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-06-01 2048-09-01 2.5 - 6 3546894.70 2162231.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 3239.45 3045.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 2017.90 522.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 662.60 472.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2048-08-01 3 - 4.5 36576.38 27712.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.04 - 4.04 16565.00 18090.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2047-02-01 3.5 - 5 82824.35 55821.26 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2022-01-31 1.5 - 2.75 125791.96 130212.22 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-09-01 4 - 4 3066.89 2507.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 378.63 173.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 97521.95 63988.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 4 - 4 13126.01 10912.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2048-07-01 4 - 4.5 37127.12 31411.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 4046.45 4477.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2048-09-01 2.5 - 5 1080459.10 643517.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-08-01 3.5 - 5 15839.78 12465.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-10-01 2045-01-01 4 - 4 5363.06 2165.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-06-01 3.5 - 4 9130.52 4194.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-03-01 3 - 3.5 20067.31 6370.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-01 2047-07-01 3 - 4 13566.98 10288.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-03-01 3 - 4.5 11299.92 6772.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 4 - 4.5 12250.53 5109.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2048-08-01 3 - 5 44077.30 24022.13 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0007 3313000.00 3313000.00 0.0020 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.07%, dated 5/29/2020 due 06/01/2020 ZBUT11V806EZRVTWT807 GBA817000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2040-05-15 0 - 4.75 18194.31 21701.17 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2058-05-01 2 - 7.5 12996.70 10938.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 32000.00 32000.00 0.0000 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.07%, dated 5/29/2020 due 06/01/2020 7TK5RJIZDFROZCA6XF66 GBA817000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3.5 - 3.5 181.89 116.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-20 2049-06-15 3.5 - 4 1307537.72 805342.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-08-01 2049-03-01 2.5 - 5 13428.69 8278.98 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 1818376.48 2120923.70 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 2872000.00 2872000.00 0.0018 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.07%, dated 5/29/2020 due 06/01/2020 VYVVCKR63DVZZN70PB21 GBA817000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2047-11-15 1.375 - 7.5 1482717.80 1869840.97 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.675 - 3.675 4897.44 3370.21 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 1822000.00 1822000.00 0.0011 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384ZZ5 2549001DPIFGXC1TOL40 US313384ZZ52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0013 1999581.12 1999581.12 0.0012 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.34% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-06-03 2020-06-05 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0034 5000000.00 5000000.00 0.0031 N N Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2020-06-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer