N-MFP2 0000917286 XXXXXXXX 2020-03-31 0000917286 549300792F8H5AJRKM62 S000007052 2 N N 033-52577 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 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Prime Y 29 45 12293019960.89 14286745175.74 22135168431.04 21633088366.20 23634541415.09 23999215289.02 25103752630.36 26740755110.78 0.2100 0.2500 0.4000 0.3900 0.4100 0.4300 0.4600 0.4900 18066041.76 53552897717.65 53566246948.22 393218788.19 567726417.88 53409805360.29 53406799809.77 1.0000 0.0096 1.0004 1.0001 0.9996 0.9997 C000019231 1.00 5915204909.03 5915125742.46 1.0004 1.0001 0.9996 0.9996 338860716.47 216301910.16 231392028.65 217351661.13 288732546.76 342845020.02 242288439.70 342420998.27 1189066725.48 1190694749.74 0.0054 N C000154306 100000.00 47494600451.26 47491674067.31 1.0004 1.0001 0.9996 0.9997 1741019408.24 1581317481.55 1530211119.68 1592565913.23 1686967638.25 3091075804.16 1733221205.53 2260402053.55 7189756734.93 9070445083.07 0.0066 Y Fidelity Investments, Reimbursement Fees, -2093803.01; 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 0.0143 283304796.40 283304796.40 0.0053 N N N N Bank of Montreal Bank of Montreal, 0.99% 06370RS75 NQQ6HPCNCCU6TUTQYE16 US06370RS759 0000927971 Certificate of Deposit Y N/A N/A 2020-04-17 2020-04-17 2020-04-17 N N N 0.0066 375057337.50 375057337.50 0.0070 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 0.0157 385097146.00 385097146.00 0.0072 N N N N Bank of Montreal Bank of Montreal, 1.32% 06367BEC9 NQQ6HPCNCCU6TUTQYE16 US06367BEC90 0000927971 Certificate of Deposit Y N/A N/A 2020-06-25 2020-09-25 2020-09-25 N N N 0.0187 207451088.00 207451088.00 0.0039 N N N N Bank of Montreal Bank of Montreal, 1.67% 06367BAC3 NQQ6HPCNCCU6TUTQYE16 US06367BAC37 0000927971 Certificate of Deposit Y N/A N/A 2020-05-04 2020-09-02 2020-09-02 N N N 0.0223 184568025.00 184568025.00 0.0035 N N N N Bank of Montreal Bank of Montreal, 1.73% 06370RM55 NQQ6HPCNCCU6TUTQYE16 US06370RM554 0000927971 Certificate of Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0050 204006813.60 204006813.60 0.0038 N Y Y N Bank of Montreal Bank of Montreal, 1.73% 06367BAQ2 NQQ6HPCNCCU6TUTQYE16 US06367BAQ23 0000927971 Certificate of Deposit Y N/A N/A 2020-05-27 2020-08-27 2020-08-27 N N N 0.0223 131730350.40 131730350.40 0.0025 N N N N Bank of Montreal Bank of Montreal, 1.74% 06367BGR4 NQQ6HPCNCCU6TUTQYE16 US06367BGR42 0000927971 Certificate of Deposit Y N/A N/A 2020-05-18 2020-11-17 2020-11-17 N N N 0.0251 176756701.92 176756701.92 0.0033 N N N N Bank of Montreal Bank of Montreal, 1.77% 06367BAM1 NQQ6HPCNCCU6TUTQYE16 US06367BAM19 0000927971 Certificate of Deposit Y N/A N/A 2020-05-26 2020-08-24 2020-08-24 N N N 0.0228 93809264.60 93809264.60 0.0018 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.55% 06417MFJ9 L3I9ZG2KFGXZ61BMYR72 US06417MFJ99 0000009631 Certificate of Deposit Y N/A N/A 2020-06-03 2020-09-03 2020-09-03 N N N 0.0211 169600449.00 169600449.00 0.0032 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.78% 06417MFC4 L3I9ZG2KFGXZ61BMYR72 US06417MFC47 0000009631 Certificate of Deposit Y N/A N/A 2020-05-20 2020-08-20 2020-08-20 N N N 0.0228 328360160.80 328360160.80 0.0061 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.00% 55380TBC3 C3GTMMZIHMY46P4OIX74 FHF233000 Certificate of Deposit Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0181 354158934.00 354158934.00 0.0066 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.46% 55380TAZ3 C3GTMMZIHMY46P4OIX74 FHC956000 Certificate of Deposit Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0148 184988900.00 184988900.00 0.0035 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.60% 55380TAT7 C3GTMMZIHMY46P4OIX74 FHA720000 Certificate of Deposit Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0150 75017122.50 75017122.50 0.0014 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.60% 55380TAU4 C3GTMMZIHMY46P4OIX74 FHA727000 Certificate of Deposit Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0148 75024180.00 75024180.00 0.0014 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 0.0115 128721194.91 128721194.91 0.0024 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.66% 60683BZA4 JBONEPAGQXF4QP29B387 US60683BZA42 0001462160 Certificate of Deposit Y N/A N/A 2020-04-18 2020-06-18 2020-06-18 N N N 0.0093 69959036.00 69959036.00 0.0013 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.80% 60683BZB2 JBONEPAGQXF4QP29B387 US60683BZB25 0001462160 Certificate of Deposit Y N/A N/A 2020-04-20 2020-06-19 2020-06-19 N N N 0.0124 69932758.00 69932758.00 0.0013 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.85% 60683BXW8 JBONEPAGQXF4QP29B387 US60683BXW89 0001462160 Certificate of Deposit Y N/A N/A 2020-04-14 2020-05-14 2020-05-14 N N N 0.0070 88016227.20 88016227.20 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.87% 60683BYV9 JBONEPAGQXF4QP29B387 US60683BYV97 0001462160 Certificate of Deposit Y N/A N/A 2020-04-12 2020-06-12 2020-06-12 N N N 0.0101 64981306.00 64981306.00 0.0012 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.88% 60683BYC1 JBONEPAGQXF4QP29B387 US60683BYC17 0001462160 Certificate of Deposit Y N/A N/A 2020-04-20 2020-05-19 2020-05-19 N N N 0.0079 105012075.00 105012075.00 0.0020 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.95% 60683BXV0 JBONEPAGQXF4QP29B387 US60683BXV07 0001462160 Certificate of Deposit Y N/A N/A 2020-04-13 2020-05-13 2020-05-13 N N N 0.0075 52011876.80 52011876.80 0.0010 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.03% 60683BZL0 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0146 96887790.40 96887790.40 0.0018 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.03% 60683BZM8 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0146 97886124.00 97886124.00 0.0018 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.10% 60683BYN7 JBONEPAGQXF4QP29B387 US60683BYN71 0001462160 Certificate of Deposit Y N/A N/A 2020-04-09 2020-06-08 2020-06-08 N N N 0.0113 69994400.00 69994400.00 0.0013 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 0.0121 37023154.60 37023154.60 0.0007 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 0.0121 37023213.80 37023213.80 0.0007 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.92% 60710AKD3 RB0PEZSDGCO3JS6CEU02 US60710AKD36 Certificate of Deposit Y N/A N/A 2020-04-10 2020-06-10 2020-06-10 N N N 0.0063 332184293.20 332184293.20 0.0062 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.96% 60710AHY1 RB0PEZSDGCO3JS6CEU02 US60710AHY10 Certificate of Deposit Y N/A N/A 2020-04-13 2020-05-13 2020-05-13 N N N 0.0075 129631155.84 129631155.84 0.0024 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 1.46% 60710AL67 RB0PEZSDGCO3JS6CEU02 FHC888000 Certificate of Deposit Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0121 555347041.50 555347041.50 0.0104 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.06% 63873QEX8 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0109 554968698.00 554968698.00 0.0104 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 0.0114 425182707.50 425182707.50 0.0080 N N N N Royal Bank of Canada Royal Bank of Canada, 0.98% 78012URZ0 ES7IP3U3RHIGC71XBU11 US78012URZ02 0001000275 Certificate of Deposit Y N/A N/A 2020-06-10 2020-09-10 2020-09-10 N N N 0.0154 160248134.03 160248134.03 0.0030 N N N N Royal Bank of Canada Royal Bank of Canada, 1.34% 78012URT4 ES7IP3U3RHIGC71XBU11 US78012URT42 0001000275 Certificate of Deposit Y N/A N/A 2020-06-04 2020-09-04 2020-09-04 N N N 0.0190 219479546.00 219479546.00 0.0041 N N N N Royal Bank of Canada Royal Bank of Canada, 1.72% 78012URR8 ES7IP3U3RHIGC71XBU11 US78012URR85 0001000275 Certificate of Deposit Y N/A N/A 2020-05-27 2020-08-27 2020-08-27 N N N 0.0223 114760478.00 114760478.00 0.0021 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.74% 86565B5A5 5U0XI89JRFVHWIBS4F54 US86565B5A50 0001184915 Certificate of Deposit Y N/A N/A 2020-04-18 2020-05-18 2020-05-18 N N N 0.0069 228013588.80 228013588.80 0.0043 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.92% 86565B6R7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-04-10 2020-06-10 2020-06-10 N N N 0.0104 160962406.50 160962406.50 0.0030 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.03% 86565CAD1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0109 204964432.50 204964432.50 0.0038 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.03% 86565CAE9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0109 204963079.50 204963079.50 0.0038 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.21% 86565B4F5 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-04-08 2020-05-08 2020-05-08 N N N 0.0085 535196024.00 535196024.00 0.0100 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.45% 86565B6A4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-04-06 2020-06-04 2020-06-04 N N N 0.0142 161004105.50 161004105.50 0.0030 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.47% 86565B6B2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-04-06 2020-06-05 2020-06-05 N N N 0.0145 162001652.40 162001652.40 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.85% 86564F4K6 5493006GGLR4BTEL8O61 US86564F4K61 0001046017 Certificate of Deposit Y N/A N/A 2020-04-14 2020-05-14 2020-05-14 N N N 0.0070 102018808.80 102018808.80 0.0019 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.87% 86564F4H3 5493006GGLR4BTEL8O61 US86564F4H33 0001046017 Certificate of Deposit Y N/A N/A 2020-04-11 2020-05-11 2020-05-11 N N N 0.0067 36008064.00 36008064.00 0.0007 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.96% 86564F4J9 5493006GGLR4BTEL8O61 US86564F4J98 0001046017 Certificate of Deposit Y N/A N/A 2020-04-01 2020-05-12 2020-05-12 N N N 0.0075 162039252.60 162039252.60 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.03% 86564F7M9 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0122 367818208.00 367818208.00 0.0069 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.04% 86564F5D1 5493006GGLR4BTEL8O61 US86564F5D10 0001046017 Certificate of Deposit Y N/A N/A 2020-04-21 2020-05-21 2020-05-21 N N N 0.0094 97014171.70 97014171.70 0.0018 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.04% 86564F5C3 5493006GGLR4BTEL8O61 US86564F5C37 0001046017 Certificate of Deposit Y N/A N/A 2020-04-24 2020-05-22 2020-05-22 N N N 0.0095 65008359.00 65008359.00 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 0.0018 85011985.00 85011985.00 0.0016 N N Y 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 0.0054 81041318.10 81041318.10 0.0015 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 0.0090 80053872.00 80053872.00 0.0015 N N N N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.77% 86959RFH8 NHBDILHZTYCNBV5UYZ31 US86959RFH84 0001448613 Certificate of Deposit Y N/A N/A 2020-04-13 2020-08-11 2020-08-11 N N N 0.0107 332643789.90 332643789.90 0.0062 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 0.0142 87030180.30 87030180.30 0.0016 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 0.0146 87002462.10 87002462.10 0.0016 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 0.0135 175061530.00 175061530.00 0.0033 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 0.0140 176087788.80 176087788.80 0.0033 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.66% 529900HNOAA1KXQJUQ27 XS2123020583 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0109 175746577.60 175746577.60 0.0033 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.67% 529900HNOAA1KXQJUQ27 XS2125289350 Certificate of Deposit Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0112 180716192.00 180716192.00 0.0034 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.68% 529900HNOAA1KXQJUQ27 XS2121409028 Certificate of Deposit Y N/A N/A 2020-05-13 2020-05-13 2020-05-13 N N N 0.0105 174783647.50 174783647.50 0.0033 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 0.0131 279242068.00 279242068.00 0.0052 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 0.0135 177456815.20 177456815.20 0.0033 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 0.0091 283794838.40 283794838.40 0.0053 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 0.0093 209839308.00 209839308.00 0.0039 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 0.0109 175746577.60 175746577.60 0.0033 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 0.0112 279560960.00 279560960.00 0.0052 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 0.0041 173988359.40 173988359.40 0.0033 N N Y 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 0.0031 347982147.60 347982147.60 0.0065 N N Y 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 0.0150 183322916.80 183322916.80 0.0034 N N N N KBC Bank NV London KBC Bank NV London, 1.66% 6B2PBRV1FCJDMR45RZ53 XS2123085792 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0143 349343225.00 349343225.00 0.0065 N N N N KBC Bank NV London KBC Bank NV London, 1.66% 6B2PBRV1FCJDMR45RZ53 XS2123635885 Certificate of Deposit Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0143 174664000.00 174664000.00 0.0033 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 0.0125 525622069.00 525622069.00 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 0.0144 524944002.40 524944002.40 0.0098 N N N N Landesbank Hessen-Thueringen London Branch Landesbank Hessen-Thueringen London Branch, 0.70% DIZES5CFO5K3I5R58746 XS2151951048 Certificate of Deposit Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0059 827016291.90 827016291.90 0.0155 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.69% JBONEPAGQXF4QP29B387 XS2124965612 Certificate of Deposit Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0143 69862541.00 69862541.00 0.0013 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.62% RB0PEZSDGCO3JS6CEU02 XS2130065332 Certificate of Deposit Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0129 138693074.10 138693074.10 0.0026 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.65% RB0PEZSDGCO3JS6CEU02 XS2128009615 Certificate of Deposit Y N/A N/A 2020-05-27 2020-05-27 2020-05-27 N N N 0.0124 69864466.00 69864466.00 0.0013 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.69% RB0PEZSDGCO3JS6CEU02 XS2122999019 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0117 175728907.20 175728907.20 0.0033 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.69% RB0PEZSDGCO3JS6CEU02 XS2125048400 Certificate of Deposit Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0119 103830958.40 103830958.40 0.0019 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.73% RB0PEZSDGCO3JS6CEU02 XS2114972032 Certificate of Deposit Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0107 69928040.00 69928040.00 0.0013 N N N N Rabobank Nederland London Branch Rabobank Nederland London Branch, 1.66% DG3RU1DBUFHT4ZF9WN62 XS2123401460 Certificate of Deposit Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0143 174453230.00 174453230.00 0.0033 N N N N Rabobank Nederland London Branch Rabobank Nederland London Branch, 1.66% DG3RU1DBUFHT4ZF9WN62 XS2125225461 Certificate of Deposit Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0145 173428705.80 173428705.80 0.0032 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.74% 5493006GGLR4BTEL8O61 XS2115358819 Certificate of Deposit Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0159 140771960.70 140771960.70 0.0026 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 0.0178 112674910.30 112674910.30 0.0021 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 0.0169 47893464.00 47893464.00 0.0009 N N N 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 0.0092 172117699.60 172117699.60 0.0032 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 0.0096 74051008.20 74051008.20 0.0014 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.06% 95001KGQ1 KB1H1DSPRFMYMCUFXT09 US95001KGQ13 Certificate of Deposit Y N/A N/A 2020-04-27 2020-07-27 2020-07-27 N N N 0.0125 121925458.00 121925458.00 0.0023 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 1.95% 05253ADL1 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0065 281899579.80 281899579.80 0.0053 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.98% 06417LNJ2 L3I9ZG2KFGXZ61BMYR72 US06417LNJ25 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-04-15 2020-07-15 2020-07-15 N N N 0.0106 564868807.00 564868807.00 0.0106 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.05% 06417LNW3 L3I9ZG2KFGXZ61BMYR72 US06417LNW36 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-04-13 2020-08-13 2020-08-13 N N N 0.0116 171926607.60 171926607.60 0.0032 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.09% 06417LPD3 L3I9ZG2KFGXZ61BMYR72 US06417LPD37 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-06-08 2020-09-08 2020-09-08 N N N 0.0165 89778798.00 89778798.00 0.0017 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.20% 06417LNK9 L3I9ZG2KFGXZ61BMYR72 US06417LNK97 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-04-21 2020-07-21 2020-07-21 N N N 0.0126 94983726.50 94983726.50 0.0018 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.21% 06417LNL7 L3I9ZG2KFGXZ61BMYR72 US06417LNL70 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-04-24 2020-07-24 2020-07-24 N N N 0.0126 185965831.80 185965831.80 0.0035 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.73% 06417LPR2 L3I9ZG2KFGXZ61BMYR72 US06417LPR23 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-05-13 2020-11-13 2020-11-13 N N N 0.0173 168999712.70 168999712.70 0.0032 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.78% 06417LPB7 L3I9ZG2KFGXZ61BMYR72 US06417LPB70 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-05-20 2020-08-20 2020-08-20 N N N 0.0229 15968289.60 15968289.60 0.0003 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.66% 06742VAQ4 G5GSEF7VJP5I7OUK5573 FGG347000 Financial Company Commercial Paper Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0228 66870422.00 66870422.00 0.0013 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.15% 06742VJX0 G5GSEF7VJP5I7OUK5573 FIE729000 Financial Company Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0051 85997583.40 85997583.40 0.0016 N N Y N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.50% 06742VHK0 G5GSEF7VJP5I7OUK5573 FIE175000 Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0044 68999178.90 68999178.90 0.0013 N Y Y N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.50% 06742VHL8 G5GSEF7VJP5I7OUK5573 FIE191000 Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0044 79999048.00 79999048.00 0.0015 N Y Y N BNP Paribas Fortis BNP Paribas Fortis, 0.50% 09659JD34 KGCEPHLVVKVRZYO1T647 FIF242000 Financial Company Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0001 37999962.00 37999962.00 0.0007 N N Y N BNP Paribas New York Branch BNP Paribas New York Branch, 0.04% 09659BD15 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0000 202000000.00 202000000.00 0.0038 N Y Y N BNP Paribas New York Branch BNP Paribas New York Branch, 0.50% 09659BD31 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0001 93999906.00 93999906.00 0.0018 N N Y N BPCE SA BPCE SA, 1.61% 05571BFQ1 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0106 119704764.00 119704764.00 0.0022 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.40% 13608AD37 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0004 249999250.00 249999250.00 0.0047 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.40% 13608AD60 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0017 190994709.30 190994709.30 0.0036 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.85% 13608AJA5 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0155 256236079.80 256236079.80 0.0048 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.85% 13608AJE7 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0155 394219134.10 394219134.10 0.0074 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.98% 13608CHZ8 2IGI19DL77OX0HC3ZE78 US13608CHZ86 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-04-15 2020-07-15 2020-07-15 N N N 0.0105 179964018.00 179964018.00 0.0034 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.05% 13608CJB9 2IGI19DL77OX0HC3ZE78 US13608CJB90 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-04-20 2020-07-20 2020-07-20 N N N 0.0112 197959251.60 197959251.60 0.0037 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.09% 13608CJK9 2IGI19DL77OX0HC3ZE78 US13608CJK99 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-06-08 2020-09-08 2020-09-08 N N N 0.0165 347155473.60 347155473.60 0.0065 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.86% 17327AH34 MBNUM2BPBDO7JBLYG310 FHG621000 Financial Company Commercial Paper Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0151 156188828.10 156188828.10 0.0029 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 0.0151 171099545.60 171099545.60 0.0032 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.98% 17327ADE4 MBNUM2BPBDO7JBLYG310 FBH606000 Financial Company Commercial Paper Y N/A N/A 2020-04-14 2020-04-14 2020-04-14 N N N 0.0109 79966744.00 79966744.00 0.0015 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 0.0075 133942313.00 133942313.00 0.0025 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 0.0079 116944296.30 116944296.30 0.0022 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.07% 31428FD10 549300B2Q47IR0CR5B54 FIG560000 Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0000 47500000.00 47500000.00 0.0009 N Y Y N Federation des caisses Desjardin Federation des caisses Desjardin, 1.38% 31428FES0 549300B2Q47IR0CR5B54 FHE704000 Financial Company Commercial Paper Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0130 92813814.00 92813814.00 0.0017 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.59% 31428FHR9 549300B2Q47IR0CR5B54 FHA296000 Financial Company Commercial Paper Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0147 98415860.40 98415860.40 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 0.0148 26836874.10 26836874.10 0.0005 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.61% 31428FEV3 549300B2Q47IR0CR5B54 FHA716000 Financial Company Commercial Paper Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0131 35923478.40 35923478.40 0.0007 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.90% 46590DDT4 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0121 158858092.50 158858092.50 0.0030 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.05% 5148X0D10 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0000 836000000.00 836000000.00 0.0157 N Y Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.69% 60682YEJ9 JBONEPAGQXF4QP29B387 FGF098000 Financial Company Commercial Paper Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0123 67890295.60 67890295.60 0.0013 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.71% 60682YEB6 JBONEPAGQXF4QP29B387 FGE104000 Financial Company Commercial Paper Y N/A N/A 2020-05-11 2020-05-11 2020-05-11 N N N 0.0123 62563662.04 62563662.04 0.0012 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.71% 60682YEE0 JBONEPAGQXF4QP29B387 FGE105000 Financial Company Commercial Paper Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0123 62906829.30 62906829.30 0.0012 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 0.0131 151538832.00 151538832.00 0.0028 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 2.05% 63254ED15 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0103 120996599.90 120996599.90 0.0023 N Y Y N National Bank of Canada National Bank of Canada, 1.90% 63307LE80 BSGEFEIOM18Y80CKCV46 FCJ599000 Financial Company Commercial Paper Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0124 171777225.60 171777225.60 0.0032 N N N N Nationwide Building Society Nationwide Building Society, 1.63% 6385E0D18 549300XFX12G42QIKN82 FHD070000 Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0006 58999899.70 58999899.70 0.0011 N Y Y N Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.05% 21687AD18 DG3RU1DBUFHT4ZF9WN62 0001098062 Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0000 201000000.00 201000000.00 0.0038 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.88% 78014XDF1 ES7IP3U3RHIGC71XBU11 US78014XDF15 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0079 450015975.00 450015975.00 0.0084 N N N N Royal Bank of Canada Royal Bank of Canada, 0.91% 78013VHX3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0142 398648135.00 398648135.00 0.0075 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 0.0142 341929704.80 341929704.80 0.0064 N N N N Royal Bank of Canada Royal Bank of Canada, 1.01% 78013VJE3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0142 385516140.40 385516140.40 0.0072 N N N N Royal Bank of Canada Royal Bank of Canada, 1.72% 78014XEZ6 ES7IP3U3RHIGC71XBU11 US78014XEZ69 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-05-27 2020-08-27 2020-08-27 N N N 0.0223 182618847.60 182618847.60 0.0034 N N N N Royal Bank of Canada Royal Bank of Canada, 1.73% 78014XEY9 ES7IP3U3RHIGC71XBU11 US78014XEY94 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-05-26 2020-08-26 2020-08-26 N N N 0.0224 38919324.60 38919324.60 0.0007 N N N N Royal Bank of Canada Royal Bank of Canada, 1.76% 78014XEX1 ES7IP3U3RHIGC71XBU11 US78014XEX12 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-05-26 2020-08-25 2020-08-25 N N N 0.0228 191600044.80 191600044.80 0.0036 N N N N Societe Generale Societe Generale, 0.24% 83369BD78 O2RNE8IBXP4R0TD8PU41 FIG563000 Financial Company Commercial Paper Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0016 570982241.90 570982241.90 0.0107 N N Y N Societe Generale Societe Generale, 0.29% 83369BD78 O2RNE8IBXP4R0TD8PU41 FIG544000 Financial Company Commercial Paper Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0016 381988119.80 381988119.80 0.0072 N N Y N Societe Generale Societe Generale, 0.49% 83369BD37 O2RNE8IBXP4R0TD8PU41 FIF312000 Financial Company Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0001 758999241.00 758999241.00 0.0142 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.64% 86564YDQ2 5493006GGLR4BTEL8O61 FGJ695000 Financial Company Commercial Paper Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0106 100930077.70 100930077.70 0.0019 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 0.0114 44959293.00 44959293.00 0.0008 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 0.0117 123860152.80 123860152.80 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 86564YD25 5493006GGLR4BTEL8O61 FDJ174000 Financial Company Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0013 160998889.10 160998889.10 0.0030 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 86564YD90 5493006GGLR4BTEL8O61 FEC010000 Financial Company Commercial Paper Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0039 199980800.00 199980800.00 0.0037 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 0.0132 343063618.50 343063618.50 0.0064 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 0.0149 284286360.00 284286360.00 0.0053 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.20% 89120DPQ6 PT3QB789TSUIDF371261 US89120DPQ69 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-04-23 2020-07-23 2020-07-23 N N N 0.0134 466391943.06 466391943.06 0.0087 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.74% 89120DQW2 PT3QB789TSUIDF371261 US89120DQW29 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-05-26 2020-08-26 2020-08-26 N N N 0.0224 169655104.00 169655104.00 0.0032 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.75% 89120DRK7 PT3QB789TSUIDF371261 US89120DRK71 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-05-11 2020-11-10 2020-11-10 N N N 0.0254 188704405.44 188704405.44 0.0035 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.78% 89120DQU6 PT3QB789TSUIDF371261 US89120DQU62 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-05-18 2020-08-18 2020-08-18 N N N 0.0228 484070352.00 484070352.00 0.0091 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 0.0258 161457397.20 161457397.20 0.0030 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.08% 89119AE53 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0128 499383600.00 499383600.00 0.0094 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 0.0271 62877231.90 62877231.90 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 0.0115 132504528.00 132504528.00 0.0025 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.07% 04821TD10 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0000 41000000.00 41000000.00 0.0008 N Y Y N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.90% 04821TD69 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0078 84120298.54 84120298.54 0.0016 N N Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 1.60% 0527M0D12 FHE070000 Asset Backed Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0078 12999724.40 12999724.40 0.0002 N Y Y N Gotham Funding Corp. Gotham Funding Corp., 2.00% 38346LD37 549300Z2ZR7VTUMRPR17 FIF201000 Asset Backed Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0000 38000015.20 38000015.20 0.0007 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC, 2.07% 53127TD26 549300F33VRHM10B9391 FBC125000 Asset Backed Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0083 18999135.50 18999135.50 0.0004 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC, 2.07% 53127TD26 549300F33VRHM10B9391 FBC161000 Asset Backed Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0083 18999135.50 18999135.50 0.0004 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC, 2.07% 53127TD34 549300F33VRHM10B9391 FBC124000 Asset Backed Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0089 39997084.00 39997084.00 0.0007 N N Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 1.60% 56274LE75 549300S0NSJYSOB32S63 FHC883000 Asset Backed Commercial Paper Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0153 17972065.80 17972065.80 0.0003 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 1.69% 82124LEB4 549300MYF6MOTU9T3G29 FGF101000 Asset Backed Commercial Paper Y N/A N/A 2020-05-11 2020-05-11 2020-05-11 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0184 30935743.20 30935743.20 0.0006 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 1.69% 82124LEB4 549300MYF6MOTU9T3G29 FGF100000 Asset Backed Commercial Paper Y N/A N/A 2020-05-11 2020-05-11 2020-05-11 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0184 62869413.60 62869413.60 0.0012 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 2.00% 82124LD25 549300MYF6MOTU9T3G29 FIE649000 Asset Backed Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0058 176994406.80 176994406.80 0.0033 N N Y N Sheffield Receivables Corp. Sheffield Receivables Corp., 2.50% 82124LD17 549300MYF6MOTU9T3G29 FIE209000 Asset Backed Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0050 99998630.00 99998630.00 0.0019 N Y Y N Sheffield Receivables Corp. Sheffield Receivables Corp., 2.50% 82124LD17 549300MYF6MOTU9T3G29 FIE208000 Asset Backed Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0050 162997766.90 162997766.90 0.0031 N Y Y N American Electric Power Co., Inc. American Electric Power Co., Inc., 1.75% 0255E2D15 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0250 69995212.00 69995212.00 0.0013 N Y Y N American Electric Power Co., Inc. American Electric Power Co., Inc., 1.75% 0255E2D15 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0250 39997264.00 39997264.00 0.0007 N Y Y N American Electric Power Co., Inc. American Electric Power Co., Inc., 1.75% 0255E2D80 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-08 2020-04-08 2020-04-08 N N N 0.0291 34977785.50 34977785.50 0.0007 N N N N American Electric Power Co., Inc. American Electric Power Co., Inc., 1.76% 0255E2D31 1B4S6S7G0TW5EE83BO58 0000004904 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0262 16996351.80 16996351.80 0.0003 N N Y N Dominion Energy, Inc. Dominion Energy, Inc., 1.45% 2574P0DT8 ILUL7B6Z54MRYCF6H308 0000715957 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0333 6982848.60 6982848.60 0.0001 N N N N Dominion Energy, Inc. Dominion Energy, Inc., 1.45% 2574P0DT8 ILUL7B6Z54MRYCF6H308 0000715957 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0333 59852988.00 59852988.00 0.0011 N N N N Dominion Energy, Inc. Dominion Energy, Inc., 1.75% 2574P0D68 ILUL7B6Z54MRYCF6H308 0000715957 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0279 13643757.86 13643757.86 0.0003 N N Y N Dominion Energy, Inc. Dominion Energy, Inc., 1.75% 2574P0D68 ILUL7B6Z54MRYCF6H308 0000715957 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0279 33984451.80 33984451.80 0.0006 N N Y N Dominion Energy, Inc. Dominion Energy, Inc., 1.75% 2574P0D76 ILUL7B6Z54MRYCF6H308 0000715957 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0285 29983668.00 29983668.00 0.0006 N N Y N Dominion Energy, Inc. Dominion Energy, Inc., 1.75% 2574P0D76 ILUL7B6Z54MRYCF6H308 0000715957 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0285 16990745.20 16990745.20 0.0003 N N Y N Dominion Energy, Inc. Dominion Energy, Inc., 1.76% 2574P0D27 ILUL7B6Z54MRYCF6H308 0000715957 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0256 39994404.00 39994404.00 0.0007 N N Y N Duke Energy Corp. Duke Energy Corp., 1.75% 26244HD83 I1BZKREC126H0VB1BL91 0001326160 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-08 2020-04-08 2020-04-08 N N N 0.0291 16989210.10 16989210.10 0.0003 N N N N Sempra Global Sempra Global, 1.78% 81685LD93 PBBKGKLRK5S5C0Y4T545 FGH693000 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0296 16987624.00 16987624.00 0.0003 N N N N Sempra Global Sempra Global, 1.86% 81685LD28 PBBKGKLRK5S5C0Y4T545 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 0.0256 23996642.40 23996642.40 0.0004 N N Y N Sempra Global Sempra Global, 1.86% 81685LD36 PBBKGKLRK5S5C0Y4T545 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 0.0262 16746405.45 16746405.45 0.0003 N N Y N Sempra Global Sempra Global, 1.86% 81685LD77 PBBKGKLRK5S5C0Y4T545 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 0.0285 16740881.30 16740881.30 0.0003 N N Y N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 1.75% 89355PD21 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0256 19997202.00 19997202.00 0.0004 N N Y N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 1.75% 89355PDD7 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0319 16980735.60 16980735.60 0.0003 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 1.81% 89355PD21 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0256 21996922.20 21996922.20 0.0004 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.02%, dated 3/31/2020 due 04/01/2020 B4TYDEB6GKMZO031MB27 FIG785000_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 2046-10-20 3 - 5.25 1107441423.29 316113958.11 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 309140000.00 309140000.00 0.0058 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.02%, dated 3/31/2020 due 04/01/2020 L3I9ZG2KFGXZ61BMYR72 FIG785000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2029-02-15 1.375 - 7.125 35253679.51 38233698.08 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 37484000.00 37484000.00 0.0007 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.02%, dated 3/31/2020 due 04/01/2020 R0MUWSFPU8MPRO8K5P83 FIG785000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2049-11-15 0 - 8.75 462434448.04 537644259.96 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 8808.03 8944.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2049-04-01 0 - 6.5 1481571.92 18109.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-05-20 2048-08-20 3 - 8 3512569.73 2479881.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-25 2049-10-25 3 - 8 1963708.90 586725.92 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 528188000.00 528188000.00 0.0099 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.02%, dated 3/31/2020 due 04/01/2020 VJW2DOOHGDT6PR0ZRO63 FIG785000_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 1164.27 13.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 43660.25 86.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 148451.25 611.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 48899.48 106.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2026-03-01 3.5 - 3.5 784105.61 81151.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-12-01 2026-12-01 3.5 - 3.5 38302.15 6423.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 104251.13 334.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 1629.98 37.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-03-01 2049-06-01 3.5 - 3.5 985182.13 771128.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 2.5 - 3.5 4158344.13 4360057.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 71213.94 653.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 3.5 - 5 7659361.32 4636477.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 2212.12 163.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 5474.41 196.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 29106.83 103.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 42103.15 581.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 4366.02 68.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 2910.68 230.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 499373.71 520747.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 974.38 39.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 3.5 8673736.44 9140275.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 8382.77 140.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 6985.64 337.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3.5 1262980.19 1330160.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 304457.48 250528.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 1979.26 1621.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 4594.69 3988.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 8266.34 5051.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 3143.54 60.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 295328.99 1163.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 42214.92 26731.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2050-02-01 3 - 4 22142639.13 23459072.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 31030.21 3167.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 32133.94 1261.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 3.5 - 3.5 698.56 277.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-02-20 2.5 - 9.5 22779886.44 16171620.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 116.43 22.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2027-03-01 3.5 - 3.5 122248.70 17751.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 5595.85 2752.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 357.32 192.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-03-01 2.5 - 4.5 10229753.17 10522968.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 470021.22 473610.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 1794727.34 282.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 14219.74 4465.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 699.50 375.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 3 - 6.5 203162.55 8882.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 55186.56 35010.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 1629.98 907.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 1207278.45 38478.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2046-09-01 3 - 3.5 2219472.07 1453800.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-04-01 2029-04-01 3.5 - 3.5 236850.10 73900.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 18751.44 4688.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 189854.44 101770.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 140974.41 4200.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2028-10-01 3.5 - 3.5 335892.86 50219.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2032-05-01 3 - 4 2086264.18 1187527.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2033-09-01 3 - 5 595735.38 326902.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2035-04-01 2.5 - 3.5 169565.70 171597.65 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2050-02-15 0 - 8.75 113661706.79 120295470.20 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-04-06 2024-12-13 0 - 4.75 5308737.12 5606330.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2034-06-01 3.5 - 3.5 8655.56 7308.25 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-04-27 2050-02-03 0.115 - 5.06 27001477.86 27639768.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-10-01 3 - 3 675278.53 695048.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-04-15 2049-06-01 1.375 - 7.5 23184932.36 14897176.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 3 - 3.5 1664910.87 1762820.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-04-25 2050-04-01 0.12 - 9.5 137461129.49 109584501.38 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 0 582253.09 580803.33 Agency Debentures and Agency Strips Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 349282000.00 349282000.00 0.0065 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.02%, dated 3/31/2020 due 04/01/2020 8NAV47T0Y26Q87Y0QP81 FIG785000_00431 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 2044-03-01 2044-03-01 3.83 - 3.83 3182940.16 3711763.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 3448942.65 3355214.70 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2048-02-15 1.5 - 3 37544143.80 42760479.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 3079828.93 3075389.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-11-01 2025-11-01 3.73 - 3.73 2542220.01 2848510.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2049-06-01 3 - 4 30885644.18 20034133.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-01-01 2058-05-01 0 - 5 162053893.49 90454280.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0002 162853000.00 162853000.00 0.0030 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.02%, dated 3/31/2020 due 04/01/2020 E57ODZWZ7FF32TWEFA76 FIG785000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-09-01 2030-03-11 0.46 - 3.5 4278123.17 4289584.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2046-04-01 0 - 8 492967.79 171668.32 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-04-15 2049-09-15 2.5 - 10.5 23314716.43 470943.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2028-09-01 2 - 2 2350.70 904.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-30 2050-03-01 1.25 - 7.5 7425743.06 6270617.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-12-01 3 - 4 1652.48 1622.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 180237.82 1140.15 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2030-01-15 0 - 0 1477950.03 1269884.83 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2050-02-15 0 - 8.125 111773860.73 120680183.36 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.26 - 3.26 85.46 98.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 65450.48 69452.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-01-08 2036-03-14 1.125 - 5.625 672796.97 785497.86 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 4.875 314758.82 333764.39 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 78.69 87.90 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 131626000.00 131626000.00 0.0025 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.02%, dated 3/31/2020 due 04/01/2020 MBNUM2BPBDO7JBLYG310 FIG785000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2050-02-15 0.22 - 3.875 61640946.36 72577187.90 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0002 70815000.00 70815000.00 0.0013 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.02% 7LTWFZYICNSX8D621K86 FIG558000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-06-15 2024-06-15 3.35 - 3.35 64273230.00 67980038.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 66000000.00 66000000.00 0.0012 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.01% 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 2048-03-20 2049-11-20 3 - 4 220118891.00 172380048.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 169000000.00 169000000.00 0.0032 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.02%, dated 3/31/2020 due 04/01/2020 CYYGQCGNHMHPSMRL3R97 FIG785000_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 2034-05-01 2034-05-01 3.59 - 3.59 107984.93 127875.41 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2039-11-15 0.043 - 8.75 320956680.35 367042392.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 2049-06-01 2.96 - 3.95 2551829.40 2997292.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2038-10-01 3.69 - 4.36 849754.50 988804.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2034-02-01 3.9 - 3.96 5920950.95 7099688.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-10-01 3.69 - 3.75 918707.73 1070972.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 95447.98 103462.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.88 - 3.88 83579.67 101963.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2043-07-01 3.685 - 4.697 10939307.25 278674.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-08-01 3.79 - 4.28 251574.81 297644.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 110074.42 140099.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2050-03-01 3 - 6 71510489.34 72044809.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 443425000.00 443425000.00 0.0083 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.02%, dated 3/31/2020 due 04/01/2020 KBVRJ5K57JZ3E2AVWX40 FIG785000_03735 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 2050-02-15 0 - 3 19284768.84 21470720.50 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-04-01 2031-04-01 3.605 - 3.605 106435.77 122368.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2049-09-01 3.028 - 3.104 206371.27 200696.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-11-01 2058-05-01 3.5 - 5 9228049.43 6861903.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 28081000.00 28081000.00 0.0005 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.02%, dated 3/31/2020 due 04/01/2020 ZBUT11V806EZRVTWT807 FIG785000_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 2049-08-01 2049-09-01 3 - 4 2212134.73 2311883.29 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2039-05-15 0.375 - 5.375 585498364.17 606636166.52 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 3.5 - 4.5 20288869.52 19322089.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 399091.24 380019.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 4.5 - 5.5 1582846.09 1648796.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 12556571.11 13226698.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 4.5 25323023.01 26650247.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-02-01 4 - 4.5 323003.50 342985.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4 16482833.40 17349577.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 4.5 33232029.63 33574032.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-11-01 2048-11-01 2.624 - 4.5 11023830.33 6723689.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-02 2050-03-01 2.5 - 3.5 39113477.63 41080721.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 2076123.35 2170805.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2051-06-01 2.5 - 7.5 553994572.72 450830350.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 1198282000.00 1198282000.00 0.0224 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.02%, dated 3/31/2020 due 04/01/2020 ZOMOLU8CGIZRYZ7PFU34 FIG785000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2046-08-15 0.5 - 3.125 185028588.59 195823573.30 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 97.54 44.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2041-09-01 4.5 - 4.5 32406096.17 3810700.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2048-09-01 4 - 5.5 16129334.58 11958901.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-07-20 2049-10-20 3.5 - 4.5 10516243.88 5065997.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-03-01 2050-01-01 3 - 5.5 77217926.47 61799924.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 272999000.00 272999000.00 0.0051 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.02%, dated 3/31/2020 due 04/01/2020 K5HU16E3LMSVCCJJJ255 FIG785000_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 16298100.00 14606406.20 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2023-07-15 2023-07-15 0.375 - 0.375 1081098.94 1206490.69 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2026-09-04 2026-09-04 1.4 - 1.4 1314044.76 1331127.34 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-03-15 2029-09-15 0 - 0 1671516.42 1454001.63 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2067-03-20 2 - 6 24721308.78 13790128.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 2005752.84 1724210.90 Agency Debentures and Agency Strips Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 33432000.00 33432000.00 0.0006 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.02%, dated 3/31/2020 due 04/01/2020 7TK5RJIZDFROZCA6XF66 FIG785000_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 2035-03-01 2035-03-01 3 - 3.5 593037.44 625202.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 2.6 - 2.6 510068.48 541462.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3.5 - 3.5 115820.66 123267.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-11-01 2026-11-01 3.354 - 3.354 36192.00 38829.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 8238032.69 8659791.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 4.04 - 4.04 73138.00 86822.16 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2050-02-15 0.033 - 8.125 50936206.10 64807752.65 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2031-07-01 2.98 - 3.225 1956856.20 2242328.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.59 - 4.59 59566.00 73372.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-25 2050-02-25 3 - 3 727082.20 795436.65 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-02-01 2039-02-01 4.27 - 4.27 94250.00 110017.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 16508434.30 17362185.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.76 - 3.76 226200.00 272761.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3 2316374.56 2441226.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2033-03-01 2.31 - 2.365 909022.40 964397.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2030-01-01 2.55 - 2.73 1081236.00 1174692.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 98020000.00 98020000.00 0.0018 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.02%, dated 3/31/2020 due 04/01/2020 OXTKY6Q8X53C9ILVV871 FIG785000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2023-02-10 2023-02-10 1.6 - 1.6 437982.65 442048.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 2.5 - 2.5 10970.03 11475.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-09-01 4.5 - 5 1441380.52 1260253.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-05-01 0 - 9 45976124.86 4153201.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 3 - 4 6730485.46 7081814.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-08-15 2070-02-20 2.378 - 7.5 65978731.04 52938370.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-03-01 3.5 - 4.5 564047.16 495965.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 3.5 10479709.80 8058279.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 1027984.27 689767.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 10542961.29 246039.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-05-01 2057-02-01 1.25 - 8.5 181246602.32 134280368.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 1617.66 1444.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-01-01 3 - 4.5 926555.57 959712.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 2031-05-01 3.49 - 3.49 18603.14 21150.62 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2047-08-15 0 - 6.875 502682778.49 566949766.46 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-07-01 2031-07-01 3.02 - 3.25 331378.56 372365.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2026-06-01 6 - 6 2130197.66 51360.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2031-01-01 3.575 - 3.94 1197207.66 1363285.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4.5 - 4.5 193753.98 214631.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3.5 1378799.88 1444804.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2034-06-01 4.5 - 4.5 359423.69 293503.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2024-02-13 1.875 - 2.5 46912.27 49790.13 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-02-01 2032-02-01 2.55 - 2.55 1404332.04 1535503.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 196689.15 214534.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.74 - 3.74 1008984.88 1128879.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2032-01-01 2.6 - 2.6 1126884.47 1234347.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 769990000.00 769990000.00 0.0144 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.02%, dated 3/31/2020 due 04/01/2020 O2RNE8IBXP4R0TD8PU41 FIG785000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2049-02-15 0 - 7.5 148969736.88 177761473.15 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 173590000.00 173590000.00 0.0033 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.02%, dated 3/31/2020 due 04/01/2020 5U0XI89JRFVHWIBS4F54 FIG785000_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 2022-01-15 2044-08-15 1.125 - 3.75 64686884.94 71563716.01 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-11-01 2.5 - 3.5 41672188.82 39383953.38 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 108654000.00 108654000.00 0.0020 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.02%, dated 3/31/2020 due 04/01/2020 5U0XI89JRFVHWIBS4F54 FIG785000_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 70696486.13 73906889.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2050-04-01 2.5 - 3.5 928908404.29 896201369.92 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 951086000.00 951086000.00 0.0178 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.02%, dated 3/31/2020 due 04/01/2020 VYVVCKR63DVZZN70PB21 FIG785000_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 2035-04-01 2035-04-01 2.5 - 2.5 451808.81 472614.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 5 - 5 318997.63 350951.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 234680.39 245436.68 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2048-11-15 0.115 - 6.25 176260665.74 218378028.08 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-08 2020-06-08 4.55 - 4.55 276.84 282.97 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-01-01 2.5 - 2.5 5729.01 5991.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-10-25 2049-10-25 1.67 - 5.515 2549156.83 2168130.20 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 4 3631094.51 3955155.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-10-15 2050-03-20 1.5 - 8.5 99133890.55 100948318.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 3175612.61 3318696.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 4 3626857.56 3808209.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2036-03-25 1.757 - 2.625 53730.62 7824.12 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 2.5 - 3.5 23305849.00 24326601.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 350610000.00 350610000.00 0.0066 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.05% JHE42UYNWWTJB8YTTU19 FIG545000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0005 418000000.00 418000000.00 0.0078 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 0.08% L3I9ZG2KFGXZ61BMYR72 FIG543000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0008 883000000.00 883000000.00 0.0165 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.25% G5GSEF7VJP5I7OUK5573 FIG555000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0025 2244000000.00 2244000000.00 0.0420 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.06% 1VUV7VQFKUOQSJ21A208 FIG720000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0006 700000000.00 700000000.00 0.0131 N Y Y N Credit Industriel et Commercial Credit Industriel et Commercial, 0.04% N4JDFKKH2FTD8RKFXO39 FIG643000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 149000000.00 149000000.00 0.0028 N Y Y N Credit Suisse AG Credit Suisse AG, 0.10% ANGGYXNX0JLX3X63JN86 FIG584000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0010 820000000.00 820000000.00 0.0154 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.50% DIZES5CFO5K3I5R58746 FIF457000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0052 390999335.30 390999335.30 0.0073 N N Y N Mizuho Bank Ltd. Mizuho Bank Ltd., 0.03% RB0PEZSDGCO3JS6CEU02 FIG620000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 518000000.00 518000000.00 0.0097 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.41% RUC0QBLBRPRCU4W1NE59 FIG682000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 5493003TT35P3SIWJJ72 2500-12-31 2500-12-31 N/A 73.00 19400.48 Equities ISHARES TR RUSSELL 2000 ETF 549300O80OAR5VTWR172 2500-12-31 2500-12-31 N/A 29138.00 3352035.52 Equities BECTON DICKINSON & CO PFD SHS CONV A ICE2EP6D98PQUILVRZ91 2020-05-01 2020-05-01 6.125 - 6.125 25150.00 1350052.00 Equities TEEKAY LNG PARTNERS L P PRTNRSP UNITS 549300CP38L0UER0I397 2500-12-31 2500-12-31 N/A 18.00 172.08 Equities VANGUARD INDEX FDS REAL ESTATE ETF 2500-12-31 2500-12-31 N/A 11600.00 830328.00 Equities ASML HOLDING N V N Y REGISTRY SHS 724500Y6DUVHQD6OXN27 2500-12-31 2500-12-31 N/A 19581.00 5248295.43 Equities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0041 10000000.00 10000000.00 0.0002 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.43% RUC0QBLBRPRCU4W1NE59 FIG683000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-04-15 2500-12-31 2.375 - 12.25 587798257.00 569247669.44 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0043 531000000.00 531000000.00 0.0099 N Y Y N BNP Paribas BNP Paribas, 0.33% R0MUWSFPU8MPRO8K5P83 FIG684000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LLOYDS BANKING GROUP PLC 4.375%28 549300PPXHEU2JF0AM85 2028-03-22 2028-03-22 4.375 - 4.375 6050000.00 6357846.69 Corporate Debt Securities GRAINGER W W INC SR GLBL NT 25 549300TWZSP6O1IH2V34 2025-02-15 2025-02-15 1.85 - 1.85 1.00 1.01 Corporate Debt Securities CREDIT SUISSE GROUP SR GLBL COCO 28 549300506SI9CRFV9Z86 2028-01-09 2029-01-12 3.869 - 4.282 36558716.00 37466639.79 Corporate Debt Securities COMCAST CORP NEW GLBL NT 3.4%30 51M0QTTNCGUN7KFCFZ59 2030-04-01 2030-04-01 3.4 - 3.4 494649.00 531934.54 Corporate Debt Securities STATE STR CORP ALT TIER I EXT77 549300ZFEEJ2IP5VME73 2077-06-01 2077-06-01 1.74 - 1.74 28020000.00 17672920.34 Corporate Debt Securities EUROPEAN INVT BK SR GLBL NT2.5%21 5493006YXS1U5GIHE750 2021-04-15 2021-04-15 2.5 - 2.5 63000.00 65031.64 Corporate Debt Securities APACHE CORP SR NT 3.25%22 72ZZ1XRHOOU9P9X16K08 2022-04-15 2022-04-15 3.25 - 3.25 177000.00 139847.01 Corporate Debt Securities ALLY FINL INC SR GLBL NT 24 549300JBN1OSM8YNAI90 2022-05-19 2024-05-21 3.875 - 4.625 20000577.00 19739702.70 Corporate Debt Securities BARCLAYS PLC SR GLBL COCO 29 213800LBQA1Y9L22JB70 2029-05-16 2029-05-16 4.972 - 4.972 10000000.00 10867650.00 Corporate Debt Securities INTESA SANPAOLO S P A SR 144A NT 23 2W8N8UU78PMDQKZENC08 2023-01-12 2028-01-12 3.375 - 3.875 25840000.00 24631245.12 Corporate Debt Securities CREDIT SUISSE GRP FDG GUERNSEY SR GLBL COCO 25 549300PXR5FKNXF0OH19 2025-03-26 2025-03-26 3.75 - 3.75 21000000.00 20738147.50 Corporate Debt Securities STANDARD CHARTERED PLC VR 091019-091022 U4LOSYZ7YG4W3S5F2G91 2022-09-10 2022-09-10 2.096 - 2.096 15195365.00 14562974.43 Corporate Debt Securities ALBERTA PROV CDA SR GLBL BD3.3%28 LQPXMHHNJKIPJYE53543 2028-03-15 2028-03-15 3.3 - 3.3 3319121.00 3820230.82 Corporate Debt Securities ALLIED WORLD ASSURN CO HLDGS SR GLBL NT 25 549300E2X3MLXVVR4T40 2025-10-29 2025-10-29 4.35 - 4.35 20700000.00 21671364.75 Corporate Debt Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-07-25 2025-07-25 0.518 - 0.518 62022446.00 1637141.95 Agency Collateralized Mortgage Obligation BNP PARIBAS SR GLBL INDX 25 R0MUWSFPU8MPRO8K5P83 2025-07-30 2025-07-30 N/A 14998.00 16799.26 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT FXD/FLT 28 784F5XWPLTWKTBV3E584 2028-06-05 2028-06-05 3.691 - 3.691 19500000.00 19909562.83 Corporate Debt Securities CARLISLE COS INC SR GLBL NT 30 XR64VGX1ZPX6G7ZN7Z11 2030-03-01 2030-03-01 2.75 - 2.75 1.00 0.88 Corporate Debt Securities CENTRAL STORAGE SAFETY PROJ TR 4.823%38 2038-02-01 2038-02-01 4.823 - 4.823 124.00 145.36 Corporate Debt Securities NXP B V / NXP FDG LLC / NXP US SR GLBL 144A 29 2029-06-18 2029-06-18 4.3 - 4.3 379494.00 391923.69 Corporate Debt Securities PROCTER & GAMBLE CO SR GLBL NT3.6%50 2572IBTT8CCZW6AU4141 2050-03-25 2050-03-25 3.6 - 3.6 11175000.00 13492583.25 Corporate Debt Securities BANCO SANTANDER S A SUB GLBL COCO 25 5493006QMFDDMYWIAM13 2025-11-19 2025-11-19 5.179 - 5.179 18000000.00 19356654.00 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0033 222000000.00 222000000.00 0.0042 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 0.58% 549300HN4UKV1E2R3U73 FIG680000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NISSAN MTR ACCEP CORP 2020-04-28 2020-04-28 N/A 8514699.00 8492143.56 Money Market JP MORGAN RESEC TR 2009-7 1-A-2 20370827 FLT 2035-09-27 2047-09-27 3.474 - 7 409275988.00 83859416.25 Private Label Collateralized Mortgage Obligations ROYAL CARIBBEAN CRUISES LTD 2020-04-01 2020-04-01 N/A 21000000.00 20992272.00 Money Market Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0058 101000000.00 101000000.00 0.0019 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.01% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TABERNA PREF FDG V 2006-5 A-1LB 20360805 FLT VZLY0S8U2GEIK6ZPGP62 2036-08-05 2036-08-05 2.241 - 2.241 26239513.00 11766420.82 Other Instrument COLLATERALIZED DEBT OBLIGATION ORION LTD 2006-1 C 144A 20460910 FLT 549300MLMUOPMGCXUV63 2046-09-10 2046-09-10 3.277 - 3.277 774547.00 263473.65 Other Instrument COLLATERALIZED DEBT OBLIGATION JP MORGAN MTG ACQ 2006-WMC4 A-1B 20361225 FLT 2036-12-25 2036-12-25 1.177 - 1.177 19058420.00 2413893.99 Asset-Backed Securities LEHMAN MTG TR 2006-8 4-A2 20361225 FLT 2036-12-25 2036-12-25 6.803 - 6.803 21651000.00 802061.64 Private Label Collateralized Mortgage Obligations C-BASS CBO XIX 2007-19 A-1 20471007 FLT 54930094XNV6HLQUTZ27 2047-10-07 2047-10-07 2.25 - 4.2 245570000.00 10198850.23 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG II 2005-2 B 144A 20351105 FLT 8Z9UQTNXEECO8ECQHB85 2035-11-05 2035-11-05 2.79 - 2.79 33858236.00 12546618.44 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG IV 2005-4 B-1 20360505 FLT 7VOZI9AQK252K1Z4TJ65 2036-05-05 2036-05-05 2.541 - 2.541 4654776.00 489599.04 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG 2006-6 C 144A 20361205 FLT BUHFNQJBNOAUZ24NY591 2036-12-05 2036-12-05 2.591 - 2.591 14821956.00 3391689.05 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO V 2006-5 A-2 20461006 FLT 549300LSG1AJYQVQCE38 2046-10-06 2046-10-06 1.65 - 7.4 24227839.00 6597599.59 Other Instrument COLLATERALIZED DEBT OBLIGATION KODIAK CDO I LTD 2006-1 B 144A 20370807 FLT 2037-08-07 2037-08-07 2.543 - 2.543 8750467.00 6606992.83 Other Instrument COLLATERALIZED DEBT OBLIGATION ORIENT PT CDO LTD 2005-1 E 20451003 FLT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 4.608 - 4.608 2.00 0.83 Other Instrument COLLATERALIZED DEBT OBLIGATION RESIDENTIAL ASSET SEC 2007-A1 A-3 20370325 FLT 2037-03-25 2037-03-25 1.547 - 1.547 50883000.00 3055634.48 Private Label Collateralized Mortgage Obligations SUMMER STR LTD 2005-HG1 D 144A 20451208 FLT 549300120I6CQ40Z0039 2045-12-08 2045-12-08 4.685 - 4.685 24.00 7.93 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CRE CDO 1 2006-1 B 20460107 FLT 5493002EBTUBMFFXYD63 2046-01-07 2046-01-07 2.493 - 2.493 1530.00 107.16 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CDO 11 2007-11 C 20470315 FLT 2047-03-15 2047-03-15 3.368 - 3.368 6000000.00 1784132.70 Other Instrument COLLATERALIZED DEBT OBLIGATION CENTRE SQUARE CDO LT A-2A 20511119 FLT 2051-11-19 2051-11-19 1.673 - 1.673 26825000.00 2942216.31 Other Instrument COLLATERALIZED DEBT OBLIGATION BAYVIEW COML TR 2007-6 A-4A 20371225 FLT 5493003DOWFR7J1QCW02 2037-12-25 2037-12-25 2.447 - 2.447 199437.00 161962.34 Private Label Collateralized Mortgage Obligations BUCKINGHAM CDO III LTD 2007-3 D 144A 20510905 FLT 549300FCUVTC1FF6CX37 2051-09-05 2051-09-05 3.317 - 3.317 9000000.00 2139924.46 Other Instrument COLLATERALIZED DEBT OBLIGATION DUKE FDG X 2006-10 A1 20460409 FLT 549300K75EIHG4JT8034 2046-04-09 2046-04-09 2.338 - 2.338 394701.00 19516.56 Other Instrument COLLATERALIZED DEBT OBLIGATION CWALT INC 2007-OA11 X-P 20471125 FLT 2047-11-25 2047-11-25 0.618 - 0.618 299999504.00 2568293.84 Private Label Collateralized Mortgage Obligations HIGHLAND PARK CDO I 2006-1 C 20511125 FLT 549300EPZBP5YZALJQ09 2051-11-25 2051-11-25 3.501 - 3.501 15000000.00 1805430.67 Other Instrument COLLATERALIZED DEBT OBLIGATION HOME EQUITY ASSET TR 2006-6 2-A-4 20361125 FLT 2036-11-25 2036-11-25 1.187 - 1.187 6072689.00 1517830.79 Asset-Backed Securities ELANCO ANIMAL HEALTH INC 5% TNGBL EQTY UT 549300SHPNDCE059M934 2500-12-31 2500-12-31 N/A 737.00 30622.35 Equities PYXIS 2006-1A C 5493008NHAXUFFL0HW88 2046-11-10 2046-11-10 2.197 - 3.071 12455038.00 3607510.31 Asset-Backed Securities CWCAPITAL COBALT II 2006-2 K 20500426 FLT 2050-04-26 2050-04-26 5.294 - 5.294 1000000.00 290342.93 Other Instrument COLLATERALIZED DEBT OBLIGATION C-BASS CBO XVIII 2007-18 C 20470313 FLT 549300OSC26SNVVNAA28 2047-03-13 2047-03-13 2.773 - 5.523 11800000.00 2788443.82 Other Instrument COLLATERALIZED DEBT OBLIGATION MONTTAUK POINT CDO II LTD 54930046COUSLUSBKU90 2046-04-06 2046-04-06 1.74 - 1.74 5565.00 1445.55 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 Y CITIGROUP INC 1.0000 15 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0101 72000000.00 72000000.00 0.0013 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.21% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TABS LTD 2005-4 A 20450830 FLT 549300FHT0OQV5TANZ73 2045-08-30 2045-08-30 1.491 - 1.491 209000000.00 2990420.35 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG V 2006-5 A-2L 20360805 FLT VZLY0S8U2GEIK6ZPGP62 2036-08-05 2036-08-05 2.541 - 2.541 15000000.00 1361625.78 Other Instrument COLLATERALIZED DEBT OBLIGATION DUTCH HILL FDNG I LTD 2045-12-12 2045-12-12 3.934 - 3.934 7976798.00 3569961.36 Other Instrument COLLATERALIZED DEBT OBLIGATION GSAMP TRUST 2006-HE8 M-1 20370125 FLT 2037-01-25 2037-01-25 1.197 - 1.197 14195606.00 1615905.87 Asset-Backed Securities ADIRONDACK LTD 2005-1 D 20400709 FLT 549300MP08D6YHF1YM61 2040-07-09 2040-07-09 4.622 - 4.622 8000000.00 1694946.42 Other Instrument COLLATERALIZED DEBT OBLIGATION BLUEGRASS ABS 5493007UG5TJX8MX1024 2039-12-15 2039-12-15 1.34 - 1.34 34000000.00 3203226.42 Other Instrument COLLATERALIZED DEBT OBLIGATION E*TRADE ABS 2002-1 C-1 20371008 FLT 549300OQTYRETM7RIZ12 2037-10-08 2037-10-08 4.677 - 4.677 3000000.00 1181419.37 Other Instrument COLLATERALIZED DEBT OBLIGATION RESIDENTIAL ASSET 2005-EFC4 M-7 20350925 FLT 2035-09-25 2035-09-25 2.097 - 2.097 232.00 12.34 Asset-Backed Securities ATTENUS CDO I 2006-1 D 20360510 FLT 549300K5UF09SNNJUL07 2036-05-10 2036-05-10 4.651 - 4.651 4000000.00 1661345.81 Other Instrument COLLATERALIZED DEBT OBLIGATION WEST COAST FDG I LTD 2006-1 D 20411102 FLT 549300QXECZQNCECZH07 2041-11-02 2041-11-02 4.802 - 4.802 6250000.00 2628238.56 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG IX 2006-9 D-1 20360623 FLT 2036-06-23 2036-06-23 4.778 - 4.778 17750000.00 11726923.36 Other Instrument COLLATERALIZED DEBT OBLIGATION US TREASURY 254900HROIFWPRGM1V77 2042-02-15 2042-02-15 3.125 - 3.125 9100.00 12484.16 U.S. Treasuries (including strips) TABERNA PREF FDG VII 2006-7 A3L 14 20370205 FLT O6FH5MIKN9JCILM69649 2037-02-05 2037-02-05 3.191 - 3.191 250000.00 56032.11 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREFERRED FDG X 2006-10 C-1 20360923 FLT 2WR5CR0FUX22SCWPNQ42 2036-09-23 2036-09-23 3.18 - 3.18 23958000.00 16729658.90 Other Instrument COLLATERALIZED DEBT OBLIGATION BUCKINGHAM CDO II 549300DM0V5WSWPRUZ90 2041-03-05 2041-03-05 3.334 - 3.334 7800000.00 1898491.67 Other Instrument COLLATERALIZED DEBT OBLIGATION ATTENTUS CDO III 2007-3 E-1 20421011 FLT 5493004RJP3DQLC3SN92 2042-10-11 2042-10-11 4.934 - 7.982 11000000.00 6188113.47 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREFERRED FUNDING V LTD VZLY0S8U2GEIK6ZPGP62 2036-08-05 2036-08-05 1.834 - 1.834 17500000.00 1387161.32 Other Instrument COLLATERALIZED DEBT OBLIGATION DIOGENES CDO I LTD 2005-1 A-1 20431215 FLT 2043-12-15 2043-12-15 0.98 - 0.98 245500000.00 5262419.92 Other Instrument COLLATERALIZED DEBT OBLIGATION JER CRE CDO 2006-2 C-FL 20450325 FLT 549300HX6FUK9WBH2U64 2045-03-25 2045-03-25 1.597 - 3.447 27206000.00 8140655.50 Other Instrument COLLATERALIZED DEBT OBLIGATION SPDR SER TR S&P OILGAS EXP 5493001H1FSSB667C124 2500-12-31 2500-12-31 N/A 3390.00 108513.90 Equities WEST COAST FDG I LTD 2006-1 A-3 20411102 FLT 549300QXECZQNCECZH07 2041-11-02 2041-11-02 2.109 - 2.109 71000000.00 2057486.89 Other Instrument COLLATERALIZED DEBT OBLIGATION KODIAK CDO I LTD 2006-1 D1 144 20370807 FLT 2037-08-07 2037-08-07 4.743 - 6.56 5000000.00 2802972.98 Other Instrument COLLATERALIZED DEBT OBLIGATION ORIENT PT CDO LTD 2005-1 A-2 20451003 FLT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 2.358 - 3.558 37999796.00 8360859.66 Other Instrument COLLATERALIZED DEBT OBLIGATION CWABS INC 2007-2 M-1 20360425 FLT 2036-04-25 2036-04-25 1.167 - 1.167 3884271.00 404679.62 Asset-Backed Securities FREMONT HM LN TR 2006-2 M-1 20360225 FLT 2036-02-25 2036-02-25 1.267 - 1.267 12384.00 2220.50 Asset-Backed Securities SUMMER STR LTD 2005-HG1 C 144A 20451208 FLT 549300120I6CQ40Z0039 2045-12-08 2045-12-08 3.335 - 3.335 9477272.00 2672937.35 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CRE CDO 1 2006-1 E 20460107 FLT 5493002EBTUBMFFXYD63 2046-01-07 2046-01-07 4.043 - 4.043 5328361.00 1112161.98 Other Instrument COLLATERALIZED DEBT OBLIGATION JUPITER HGH-GRD CDO III 2005-3 A-2A 20420608 FLT 2042-06-08 2042-06-08 1.037 - 2.552 56421875.00 4929232.98 Other Instrument COLLATERALIZED DEBT OBLIGATION MMCAPS FDG XVIII 2006-18 D 144A 20391227 FLT 2039-12-27 2039-12-27 3.032 - 3.032 2.00 0.94 Asset-Backed Securities ALESCO PREFERRED FDG V 2004-5 C1 20341223 0.00000 549300FHO36K27UM2Z12 2034-12-23 2034-12-23 3.578 - 3.578 6878000.00 5956577.91 Other Instrument COLLATERALIZED DEBT OBLIGATION BOMBARDIER CAP MTG 2000-A A-3 20300615 7.83000 2030-06-15 2030-06-15 7.83 - 7.83 6.00 0.95 Asset-Backed Securities ELANCO ANIMAL HEALTH INC 5% TNGBL EQTY UT 549300SHPNDCE059M934 2500-12-31 2500-12-31 N/A 225.00 9348.75 Equities E TRADE ABS CDO IV 2005-4 B 20421205 FLT 549300NYV3IPIKFFCG84 2042-12-05 2042-12-05 1.67 - 1.67 8000000.00 118203.36 Other Instrument COLLATERALIZED DEBT OBLIGATION BEAR STEARNS ABS TR 2007-HE7 M-1 20371025 FLT 2037-10-25 2037-10-25 1.347 - 1.347 7689550.00 2256517.20 Asset-Backed Securities ALESCO PREF FDG III 2004-3 B-2 20340501 FLT 2034-05-01 2034-05-01 3.481 - 3.481 4091000.00 1913463.15 Other Instrument COLLATERALIZED DEBT OBLIGATION MONTAUK POINT CDO IILTD 54930046COUSLUSBKU90 2046-04-06 2046-04-06 1.57 - 1.57 6526864.00 1665372.06 Other Instrument COLLATERALIZED DEBT OBLIGATION BELLE HAVEN ABS CDO 2004-1 A1J 20441103 FLT 2044-11-03 2044-11-03 2.363 - 2.563 62000000.00 8900614.04 Other Instrument COLLATERALIZED DEBT OBLIGATION CWABS INC 2006-23 M-1 20351225 FLT 2035-12-25 2035-12-25 1.197 - 1.197 458.00 164.31 Asset-Backed Securities STRUCTURED ASSET INV 2006-2 A4 20360425 FLT 2036-04-25 2036-04-25 1.547 - 1.547 82127.00 29976.25 Asset-Backed Securities Y N/A N/A 2020-05-05 2020-05-05 2020-05-11 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0121 106000000.00 106000000.00 0.0020 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.81% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CEDAR FDG VIII CLO LTD 2017-8 D 20301017 FLT 549300PTCF9P2JDL1E69 2030-10-17 2030-10-17 5.086 - 5.086 1875000.00 1416215.29 Asset-Backed Securities GS MTG SECS TR 2013-GCJ14 D 20460810 FLT 549300ITVQSU1IHX4H03 2046-08-10 2046-08-10 4.745 - 4.745 7499304.00 6320236.23 Private Label Collateralized Mortgage Obligations BANC AMER CMBS 2008-1 C 20510210 FLT 2051-02-10 2051-02-10 6.348 - 6.348 1000000.00 22397.43 Private Label Collateralized Mortgage Obligations BENEFIT ST PRT CLO XII 2017-12 C 20301015 FLT 549300CIOPBDYOSN3T91 2030-10-15 2030-10-15 4.881 - 4.881 2700000.00 1951681.12 Asset-Backed Securities BX TRUST 2019-OC11 D 20411211 FLT 2041-12-11 2041-12-11 4.075 - 4.075 310000.00 240091.04 Private Label Collateralized Mortgage Obligations LENDMARK FDG TR 2018-1 C 20261221 5.03000 2026-12-21 2026-12-21 5.03 - 5.03 2.00 1.74 Asset-Backed Securities DRYDEN SENIOR LN FUND 2015-41R D-R 20310415 FLT 5493000CMI5L15ZSNM78 2031-04-15 2031-04-15 4.431 - 4.431 4462500.00 3367201.07 Asset-Backed Securities MONROE CAPITAL MML LTD 2018-7 D 20301122 FLT 5493004UIYL54X2JJA03 2030-11-22 2030-11-22 5.733 - 5.733 3500000.00 2411159.62 Asset-Backed Securities YORK CLO-5 LTD 2018-5 D 20311022 FLT 635400TYXCFIHMPETY18 2031-10-22 2031-10-22 5.152 - 5.152 3250000.00 2409598.48 Asset-Backed Securities BEAR STEARNS ARM TR 2004-12 II-A-2 20350225 FLT 2035-02-25 2035-02-25 3.742 - 3.742 250000000.00 9406974.81 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2012-C6 E 20451117 FLT 2045-11-17 2045-11-17 4.608 - 4.608 919999.00 796962.57 Private Label Collateralized Mortgage Obligations BANC AMER CMBS 2006-3 A-J 20440710 FLT 2044-07-10 2044-07-10 5.684 - 5.684 21268000.00 22368.99 Private Label Collateralized Mortgage Obligations SOUND PNT CLO XVI 2017-16 D 20300725 FLT 549300ZK5CJ7PM7YBH85 2030-07-25 2030-07-25 5.394 - 5.394 1000000.00 747679.56 Asset-Backed Securities GLDTREE LN MGMT US CLO3 2018-3 D 20300422 FLT 549300TB55YBQBSW5Z77 2030-04-22 2030-04-22 4.669 - 4.669 524867.00 403737.60 Asset-Backed Securities OHA CREDIT FUNDING 2019-3 LTD D 20320720 FLT 2032-07-20 2032-07-20 5.369 - 5.369 4000000.00 3089839.90 Asset-Backed Securities PROGRESS RES TR 2019-SFR2 D 20360519 3.79400 2036-05-19 2036-05-19 3.794 - 3.794 49.00 43.62 Asset-Backed Securities LOCKWOOD GROVE CLO LTD LOCKWOOD GROVE CLO C 5493002M81H40VJBI051 2030-01-25 2030-01-25 4.644 - 4.644 26180.00 19225.45 Asset-Backed Securities WELLS FARGO CM MTG TR 2012-LC5 D 20451017 FLT 2045-10-17 2045-10-17 4.76 - 4.76 310000.00 271982.70 Private Label Collateralized Mortgage Obligations CARLYLE GBLMKT STRTGS 2012-4R2 D-RR 20320422 FLT 549300R4G5ROMXQ5CG20 2032-04-22 2032-04-22 5.702 - 5.702 3000000.00 2248317.25 Asset-Backed Securities CHC COMM MTG TR 2019-CHC D 20340615 FLT 2034-06-15 2034-06-15 2.755 - 2.755 10000000.00 9521412.80 Private Label Collateralized Mortgage Obligations BBCCRE TRUST 2015-GTP D 20330812 FLT 2033-08-12 2033-08-12 4.563 - 4.563 8310000.00 7028095.01 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2013-C10 D 20460717 FLT 549300P1YQ48837ZOI22 2046-07-17 2046-07-17 4.083 - 4.083 6925966.00 5690770.44 Private Label Collateralized Mortgage Obligations CPS AUTO RECV TR 2020-A D 20251215 2.90000 2025-12-15 2025-12-15 2.9 - 2.9 1.00 0.99 Asset-Backed Securities VENTURE CLO LTD 2013-15R2 D-R2 20320715 FLT 549300UYHZCJPN3LMT03 2032-07-15 2032-07-15 5.751 - 5.751 3750000.00 2555330.73 Asset-Backed Securities OCTAGON INV PTN XXII 2014-22R2 D-RR 20300122 FLT 549300MQ9W5DWZ8QX450 2030-01-22 2030-01-22 4.552 - 4.552 1211.00 915.72 Asset-Backed Securities JP MORGAN COM MTG 2004-CIBC8 X1 144 20390112 FLT 2039-01-12 2039-01-12 N/A 8496841.00 556.79 Private Label Collateralized Mortgage Obligations MS BOFAML TRUST 2013-C7 D 20460216 FLT 2046-02-16 2046-02-16 4.234 - 4.234 4659998.00 4119399.12 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2013-C16 D 20461217 FLT 2046-12-17 2046-12-17 5.027 - 5.027 5485440.00 4645912.41 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2014-C23 D 20470917 FLT 2047-09-17 2047-09-17 3.973 - 3.973 6155690.00 4629841.09 Private Label Collateralized Mortgage Obligations MOUNTAIN VIEW CLO 2013-1R D-R 20301014 FLT 2030-10-14 2030-10-14 5.998 - 5.998 1000000.00 748325.41 Asset-Backed Securities IMPAC CMB TR 2002-9F M-1 20321225 FLT 2032-12-25 2032-12-25 5.867 - 5.867 881083.00 16031.98 Private Label Collateralized Mortgage Obligations CIFC FUNDING LTD 2013-IIIR C 20310424 FLT 549300JZARV9CBLL1S14 2031-04-24 2031-04-24 4.701 - 4.701 2150000.00 1559048.55 Asset-Backed Securities CD 2005-CD1 COML MTG TR H 144A 20440715 FLT 2044-07-15 2044-07-15 5.309 - 5.309 13000000.00 20490.10 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-05-05 2020-05-05 2020-08-31 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0202 71936568.00 71936568.00 0.0013 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.07% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2026-10-31 2026-10-31 1.625 - 1.625 100600400.00 108350123.07 U.S. Treasuries (including strips) Y N/A N/A 2020-05-27 2020-05-27 2020-05-27 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0206 106000000.00 106000000.00 0.0020 N N N Y Credit AG CIB Paris Credit AG CIB Paris, 0.80% 1VUV7VQFKUOQSJ21A208 FIF476000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DISNEY WALT CO MTNS BE FR 3%021326 7260JQNI6SCF9FIV2392 2026-02-13 2026-02-13 3 - 3 7000000.00 7261730.00 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR DEB 3.05%22 2022-09-01 2022-09-01 3.05 - 3.05 2312000.00 2362890.97 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 3.45%081123 WFLLPEPC7FZXENRZV188 2023-08-11 2023-08-11 3.45 - 3.45 7000000.00 7228631.67 Corporate Debt Securities PROCTER & GAMBLE CO SR GLBL NT2.7%26 2572IBTT8CCZW6AU4141 2026-02-02 2026-02-02 2.7 - 2.7 7000000.00 7418145.00 Corporate Debt Securities HSBC HLDGS PLC SR GLBL FL NT 21 MLU0ZO3ML4LN2LL2TL39 2021-03-08 2021-03-08 3.239 - 3.239 7000000.00 6973325.21 Corporate Debt Securities UBS GROUP AG SR GLBL COCO 25 549300SZJ9VS8SGXAN81 2025-09-24 2025-09-24 4.125 - 4.125 6450000.00 6703017.38 Corporate Debt Securities MIZUHO CORPORATE BK LTD N Y BR SR GLBL REGS 23 RB0PEZSDGCO3JS6CEU02 2023-03-21 2023-03-21 3.5 - 3.5 5979000.00 6157921.58 Corporate Debt Securities Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0080 42000000.00 42000000.00 0.0008 N N Y N Credit AG CIB Paris Credit AG CIB Paris, 0.80% 1VUV7VQFKUOQSJ21A208 FIG144000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DEERE JOHN CAP CORP MTNS BE FR 2.65%062424 E0KSF7PFQ210NWI8Z391 2024-06-24 2024-06-24 2.65 - 2.65 5000000.00 4956701.39 Corporate Debt Securities EUROPEAN INVT BK SR GLBL BD 22 5493006YXS1U5GIHE750 2022-09-06 2022-09-06 1.375 - 1.375 5000000.00 5095724.31 Corporate Debt Securities SEMPRA ENERGY SR GLBL NT 20 PBBKGKLRK5S5C0Y4T545 2020-11-15 2022-10-01 2.85 - 2.875 10000000.00 10046508.33 Corporate Debt Securities CNO FINL GROUP INC SR GLBL NT 29 11XPYHB76MPM4Y4P2897 2029-05-30 2029-05-30 5.25 - 5.25 5000000.00 4946450.00 Corporate Debt Securities FISERV INC SR GLBL NT 24 GI7UBEJLXYLGR2C7GV83 2024-07-01 2024-07-01 2.75 - 2.75 5000000.00 4964475.00 Corporate Debt Securities UNION PAC CORP SR GLBL NT 23 549300LMMRSZZCZ8CL11 2023-04-15 2027-04-15 2.75 - 3 5786000.00 5856252.50 Corporate Debt Securities GENERAL MLS INC SR GLBL FL NT 21 2TGYMUGI08PO8X8L6150 2021-04-16 2023-10-17 2.383 - 2.846 10000000.00 9754670.95 Corporate Debt Securities DISNEY WALT CO MTNS BE FR 2.3%021221 7260JQNI6SCF9FIV2392 2021-02-12 2021-02-12 2.3 - 2.3 5000000.00 5079952.78 Corporate Debt Securities MITSUBISHI UFJ FINL GROUP INC GLBL FLT NT 21 353800V2V8PUY9TK3E06 2021-03-01 2021-03-01 3.46 - 3.46 5000000.00 5032337.64 Corporate Debt Securities AMERICAN EXPRESS CR CORP MTNBE FR 2.6%091420 9ET6B8VCXWW51H8Z3M54 2020-09-14 2020-09-14 2.6 - 2.6 5000000.00 4993538.89 Corporate Debt Securities REPUBLIC SVCS INC GLBL NT 2.3%30 NKNQHM6BLECKVOQP7O46 2030-03-01 2030-03-01 2.3 - 2.3 5355000.00 5060379.80 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 2.55%20 8I5DZWZKVSZI1NUHU748 2020-10-29 2020-10-29 2.55 - 2.55 5000000.00 5070733.33 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 22 QEKMOTMBBKA8I816DO57 2022-06-01 2022-06-01 2.625 - 2.625 5000000.00 5130650.00 Corporate Debt Securities ASB BK LTD VR 061418-061423 549300IBZWZL1KTPF918 2023-06-14 2023-06-14 1.711 - 1.711 3099000.00 2889856.88 Corporate Debt Securities APPLE INC SR GLBL NT 26 HWUPKR0MPOU8FGXBT394 2026-09-11 2026-09-11 2.05 - 2.05 5000000.00 5124394.44 Corporate Debt Securities Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0080 80000000.00 80000000.00 0.0015 N N Y N 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 51-100 2022-01-20 2073-01-17 0.101 - 5.669 651870129.00 94630725.00 Asset-Backed Securities Y N/A N/A 2020-06-04 2020-06-04 2020-07-30 Y CREDIT SUISSE AG 1.0000 65 N N/A N/A Y CREDIT SUISSE AG 1.0000 N/A N/A N 0.0114 90153126.00 90153126.00 0.0017 N N N Y Deutsche Bank AG Deutsche Bank AG, 0.58% 7LTWFZYICNSX8D621K86 FIG664000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UTAH TRAN AUTH SALES TAX REV REF BDS 2018 2041-12-15 2041-12-15 4 - 4 7835000.00 9005914.63 Other Instrument MUNICIPAL DEBT PUEBLO CNTY COLO SCH DIST NO 6 GO BDS 2020 2036-12-15 2036-12-15 3 - 3 8930000.00 9716048.37 Other Instrument MUNICIPAL DEBT LOUISIANA ST GAS & FUELS TAX R REV REF BDS C 2045-05-01 2045-05-01 5 - 5 7990000.00 9664659.61 Other Instrument MUNICIPAL DEBT GREATER ORLANDO AVIATION AUTH BDS 2019 549300CP6PUG5S184F61 2049-10-01 2049-10-01 4 - 4 12000000.00 13058600.00 Other Instrument MUNICIPAL DEBT FORT MYERS FLA UTIL REV REF SYS BDS 2019 2049-10-01 2049-10-01 4 - 4 10000000.00 11634822.22 Other Instrument MUNICIPAL DEBT METROPOLITAN NASHVILLE ARPT AU AMT SUB BDS 2019 549300IC0HNF8TDXEE63 2054-07-01 2054-07-01 4 - 4 2481224.00 2719829.53 Other Instrument MUNICIPAL DEBT UNIVERSITY HOUSTON TEX UNIV RE SYS CONS REF BDS 2020 2039-02-15 2040-02-15 3 - 3 19615000.00 20709516.77 Other Instrument MUNICIPAL DEBT ALLEGHENY CNTY PA HOSP DEV AUT REV BDS 2019 54930046B973R604OG22 2038-07-15 2038-07-15 4 - 4 10830000.00 11845240.30 Other Instrument MUNICIPAL DEBT BAY AREA TOLL AUTH CALIF TOLL SUB REV BDS 2017 5493001FUZGUQMIP5D78 2047-04-01 2047-04-01 4 - 4 9000000.00 10018970.00 Other Instrument MUNICIPAL DEBT NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUB BDS FISC 2038-11-01 2038-11-01 4 - 4 10000000.00 11724722.22 Other Instrument MUNICIPAL DEBT SOUTH CAROLINA ST PORTS AUTH P REV BDS 2018 5493001YXW15H9J1M026 2043-07-01 2043-07-01 5 - 5 9605000.00 11432265.87 Other Instrument MUNICIPAL DEBT NORTH CAROLINA MED CARE COMMN BDS 2019 549300FH6KOXGCHQYG81 2049-11-01 2049-11-01 4 - 4 10000000.00 11079255.56 Other Instrument MUNICIPAL DEBT NEW YORK N Y GO BDS A(A- 549300ABYZD2SFD5JB29 2042-08-01 2042-08-01 4 - 4 10000000.00 11538855.56 Other Instrument MUNICIPAL DEBT MEMPHIS TENN GEN IMPT BDS 2018 549300J2762HBWE6MQ22 2045-06-01 2045-06-01 4 - 4 1628399.00 1803650.92 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0058 139000000.00 139000000.00 0.0026 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.43% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-04-06 2500-12-31 0 - 9.25 225010658.00 232971676.09 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0043 222000000.00 222000000.00 0.0042 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.25% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DEERE JOHN CAP CORP MTNS BE FR 2.25%091426 E0KSF7PFQ210NWI8Z391 2026-09-14 2026-09-14 2.25 - 2.25 932000.00 910995.05 Corporate Debt Securities STRYKER CORP SR GLBL NT 25 5493002F0SC4JTBU5137 2025-11-01 2025-11-01 3.375 - 3.375 176000.00 188102.20 Corporate Debt Securities EUROPEAN INVT BK FR 1.375%061520 5493006YXS1U5GIHE750 2020-06-15 2022-06-15 1.375 - 2.875 6998000.00 7075698.22 Corporate Debt Securities PERNOD RICARD SA SR GLBL REGS 22 52990097YFPX9J0H5D87 2021-04-07 2022-01-15 4.45 - 5.75 11579000.00 12081309.36 Corporate Debt Securities MASSMUTUAL GLBL FDG II MTN144A SR SEC GLBL 24 549300K1IE3K7YU6VG29 2024-04-09 2024-04-09 3.6 - 3.6 3300000.00 3415698.00 Corporate Debt Securities COMERICA INC SR GLBL NT3.7%23 I9Q57JVPWHHZ3ZGBW498 2023-07-31 2023-07-31 3.7 - 3.7 2000.00 2050.17 Corporate Debt Securities MICROSOFT CORP SR GLBL NT 36 INR2EJN1ERAN0W5ZP974 2036-08-08 2036-08-08 3.45 - 3.45 122000.00 137901.38 Corporate Debt Securities DH EUROPE FIN II S A R L SR GLBL NT 39 222100KDGL314CKTZ511 2039-11-15 2039-11-15 3.25 - 3.25 2511.00 2475.72 Corporate Debt Securities DETROIT EDISON CO SR SEC -B NT 20 9N0FWODEJVKHC2DYLO03 2020-10-01 2020-10-01 3.45 - 3.45 217000.00 220977.61 Corporate Debt Securities CARDINAL HEALTH INC SR GLBL NT 47 CCU46N3GJMF4OK4N7U60 2047-06-15 2047-06-15 4.368 - 4.368 450000.00 462339.60 Corporate Debt Securities ERP OPER LTD PARTNERSHIP SR GLBL NT2.5%30 DX5HQV5MLU50FEWZ5072 2030-02-15 2030-02-15 2.5 - 2.5 8000.00 7461.40 Corporate Debt Securities CORPORACION NACIONAL DEL COBRE SR GLBL 144A 50 549300UVMBCBCIPSUI70 2050-01-30 2050-01-30 3.7 - 3.7 39213.00 33603.45 Corporate Debt Securities SOUTH CAROLINA ELEC & GAS CO 1MTG BD 5.3%33 3QRVFYR22IUIEOORTK28 2033-05-15 2033-05-15 5.3 - 5.3 2497000.00 2937676.11 Corporate Debt Securities NORTHN STS PWR CO MINN 1M GLBL BD3.6%47 3S1GHB0TEH85KX44SB51 2047-09-15 2047-09-15 3.6 - 3.6 965363.00 1042341.05 Corporate Debt Securities DISNEY WALT CO MTNS BE GLBL NT-E 3.7%42 7260JQNI6SCF9FIV2392 2042-12-01 2042-12-01 3.7 - 3.7 2185000.00 2466828.58 Corporate Debt Securities ING BANK NV SR GLBL 144A 21 3TK20IVIUJ8J3ZU0QE75 2021-06-09 2021-06-09 5 - 5 1178000.00 1233089.82 Corporate Debt Securities ENTERGY MISS LLC 1M BD 3.85%49 54930043I78H35DVVW89 2049-06-01 2049-06-01 3.85 - 3.85 179000.00 186647.48 Corporate Debt Securities ROPER TECHNOLOGIES INC SR GLBL NT 24 54930003T4SXCIWVXY35 2024-09-15 2024-09-15 2.35 - 2.35 2479000.00 2385627.09 Corporate Debt Securities ING GROEP N.V. SR GLBL COCO 24 549300NYKK9MWM7GGW15 2024-04-09 2024-04-09 3.55 - 3.55 6226000.00 6366527.74 Corporate Debt Securities AIR LEASE CORP FR 3%020130 5493004NW4M4P8TMMK63 2030-02-01 2030-02-01 3 - 3 259412.00 189328.39 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 21 I1BZKREC126H0VB1BL91 2021-09-15 2021-09-15 3.55 - 3.55 902000.00 913327.12 Corporate Debt Securities PEPSICO INC SR GLBL NT 49 FJSUNZKFNQ5YPJ5OT455 2049-07-29 2049-07-29 3.375 - 3.375 244237.00 278105.96 Corporate Debt Securities STARBUCKS CORP SR NT 4.5%48 OQSJ1DU9TAOC51A47K68 2048-11-15 2048-11-15 4.5 - 4.5 452283.00 512798.47 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0025 41000000.00 41000000.00 0.0008 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.30% KBVRJ5K57JZ3E2AVWX40 FIG672000 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 16527.00 1372071.54 Equities MCKESSON CORP COM 549300WZWOM80UCFSF54 2500-12-31 2500-12-31 N/A 8285.00 1143495.70 Equities SEMPRA ENERGY COM PBBKGKLRK5S5C0Y4T545 2500-12-31 2500-12-31 N/A 45700.00 5483543.00 Equities UNITED PARCEL SERVICE INC CL B D01LMJZU09ULLNCY6Z23 2500-12-31 2500-12-31 N/A 20918.00 2046617.12 Equities SBA COMMUNICATIONS CORP NEW CL A 5299001HX8ZN8Y8QIT49 2500-12-31 2500-12-31 N/A 6061.00 1688958.26 Equities YUM BRANDS INC COM 549300JE8XHZZ7OHN517 2500-12-31 2500-12-31 N/A 3600.00 254412.00 Equities VERTEX PHARMACEUTICALS INC COM 54930015RAQRRZ5ZGJ91 2500-12-31 2500-12-31 N/A 10100.00 2342392.00 Equities ROCKWELL AUTOMATION INC COM VH3R4HHBHH12O0EXZJ88 2500-12-31 2500-12-31 N/A 1.00 152.26 Equities SPDR SER TR S&P METALS MNG 5493008LMBT3IECLIE27 2500-12-31 2500-12-31 N/A 3.00 47.73 Equities NEUROCRINE BIOSCIENCES INC COM 549300FECER0XBN49756 2500-12-31 2500-12-31 N/A 81873.00 7498748.07 Equities WEINGARTEN RLTY INVS SH BEN INT 549300JMKTJNB8GWHU88 2500-12-31 2500-12-31 N/A 1.00 14.12 Equities RH COM 5493008MTS3OGGMHGK69 2500-12-31 2500-12-31 N/A 24.00 2832.00 Equities PINNACLE WEST CAP CORP COM TWSEY0NEDUDCKS27AH81 2500-12-31 2500-12-31 N/A 26076.00 2043315.36 Equities PARSLEY ENERGY INC CL A 549300DMRA8DSL66G562 2500-12-31 2500-12-31 N/A 66.00 317.46 Equities PATTERSON UTI ENERGY INC COM 254900XGFBKIXD6G0697 2500-12-31 2500-12-31 N/A 2.00 4.28 Equities PIONEER NAT RES CO COM FY8JBF7CCL2VE4F1B628 2500-12-31 2500-12-31 N/A 25874.00 1720362.26 Equities PROGRESSIVE CORP OHIO COM 529900TACNVLY9DCR586 2500-12-31 2500-12-31 N/A 1700.00 129506.00 Equities MICROSOFT CORP COM INR2EJN1ERAN0W5ZP974 2500-12-31 2500-12-31 N/A 33702.00 5400071.46 Equities SOUTHERN CO COM 549300FC3G3YU2FBZD92 2500-12-31 2500-12-31 N/A 51400.00 2980686.00 Equities QUANTA SVCS INC COM SHVRXXEACT60MMH07S24 2500-12-31 2500-12-31 N/A 6561.00 200176.11 Equities MEDNAX INC COM 2500-12-31 2500-12-31 N/A 1.00 12.52 Equities UNIVERSAL FST PRODS INC COM 5493007KB485C9OV5572 2500-12-31 2500-12-31 N/A 1812.00 68493.60 Equities NEWMONT CORP COM 549300VSP3RIX7FGDZ51 2500-12-31 2500-12-31 N/A 8916.00 413345.76 Equities ISHARES TR IBOXX INV CP ETF 549300FYCXFXG8POR355 2500-12-31 2500-12-31 N/A 21571.00 2673078.32 Equities ROSS STORES INC COM 549300ENZFLPGRDFZQ60 2500-12-31 2500-12-31 N/A 1.00 84.87 Equities NETFLIX INC COM 549300Y7VHGU0I7CE873 2500-12-31 2500-12-31 N/A 7433.00 2757345.68 Equities TIFFANY & CO NEW COM 549300EJG9IEYQL5XT21 2500-12-31 2500-12-31 N/A 31600.00 4060284.00 Equities NOBLE ENERGY INC COM 02VFQXG2D1LR5ZH3K186 2500-12-31 2500-12-31 N/A 3.00 15.93 Equities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0030 41000000.00 41000000.00 0.0008 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.32% KBVRJ5K57JZ3E2AVWX40 FHF809000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2500-12-31 2500-12-31 N/A 3787146.00 115674408.94 Equities Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y ING FINL MKTS LLC(NNGV RP BNY) 1.0000 34 N N/A N/A N N 0.0131 107000000.00 107000000.00 0.0020 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.34% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ISHARES TR SHRT NAT MUN ETF 5493006UX6BTVQQ8GI65 2500-12-31 2500-12-31 N/A 388675.00 41304492.25 Equities VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 2500-12-31 2500-12-31 N/A 169533.00 9256501.80 Equities VICTORY PORTFOLIOS II VCSHS INTL VOLTY 549300PQPRGG1DP3EJ39 2500-12-31 2500-12-31 N/A 10418.00 318878.31 Equities KRANESHARES TR MSCI CHINA ENV 549300HN5O7BMK5AIO97 2500-12-31 2500-12-31 N/A 2005.00 32803.20 Equities SOHU COM LTD SPONSORED ADS 2500-12-31 2500-12-31 N/A 1.00 6.22 Equities BECTON DICKINSON & CO PFD SHS CONV A ICE2EP6D98PQUILVRZ91 2020-05-01 2020-05-01 6.125 - 6.125 124999.00 6709946.32 Equities SPDR SER TR PORTFOLIO SHORT 549300D2BO7L1J2SO973 2500-12-31 2500-12-31 N/A 362003.00 10950590.75 Equities MORGAN STANLEY SHRT EUR ETN20 2500-12-31 2500-12-31 N/A 20164.00 1320540.36 Equities DOMINOS PIZZA INC COM 5299004V0Y8MI5D9FF45 2500-12-31 2500-12-31 N/A 33156.00 11496843.00 Equities ENEL CHILE S.A. SPONSORED ADR 549300YM5CWCAUVOPB53 2500-12-31 2500-12-31 N/A 2478268.00 7806544.20 Equities ENEL AMERICAS S A SPONSORED ADR 549300LKH11TFCJLZK20 2500-12-31 2500-12-31 N/A 2531936.00 14811825.60 Equities J P MORGAN EXCHANGE-TRADED FD DIV RTN EU ETF 549300R7DVI60C533332 2500-12-31 2500-12-31 N/A 36331.00 1650797.08 Equities RPT REALTY 7.25 PFD D CONV 2500-12-31 2500-12-31 7.25 - 7.25 57609.00 1740511.91 Equities FRANKLIN TEMPLETON ETF TR FRANKLIN ASIA 549300XOZW71TVF6E672 2500-12-31 2500-12-31 N/A 104698.00 1899064.67 Equities VANECK VECTORS ETF TR GOLD MINERS ETF 54930031TORTKAM9TJ98 2500-12-31 2500-12-31 N/A 1147856.00 27468194.08 Equities VANGUARD WORLD FDS INDUSTRIAL ETF 2500-12-31 2500-12-31 N/A 563.00 62898.36 Equities TIDAL ETF TR SOFI GIG ETF 54930051Z2X8NYMMOR29 2500-12-31 2500-12-31 N/A 3.00 47.83 Equities SELECT SECTOR SPDR TR SBI INT-UTILS 549300ERQDM80PRYUH21 2500-12-31 2500-12-31 N/A 1032900.00 59639646.00 Equities ISHARES TR JPX NIKKEI 400 5493000DAYJO38DHX894 2500-12-31 2500-12-31 N/A 2989.00 76482.53 Equities MOMO INC ADR 549300YMGLID32W48529 2500-12-31 2500-12-31 N/A 2197592.00 46786733.68 Equities ISHARES TR TIPS BD ETF 549300EHD1VQKMRQ0829 2500-12-31 2500-12-31 N/A 74642.00 8833134.28 Equities NATIONAL GRID PLC SPONSORED ADR NE 8R95QZMKZLJX5Q2XR704 2500-12-31 2500-12-31 N/A 448317.00 26594164.44 Equities BRISTOL-MYERS SQUIBB CO CONTNGNT VAL RT HLYYNH7UQUORYSJQCN42 2500-12-31 2500-12-31 N/A 1039432.00 3284605.12 Equities SOUTH JERSEY INDS INC CORP UNITS 549300DJYWYT5VXLFA46 2500-12-31 2500-12-31 N/A 40965.00 1807785.45 Equities PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 5493000J801JZRCMFE49 2500-12-31 2500-12-31 N/A 1518282.00 7925432.04 Equities FIRST TR EXCH TRADED FD III RIVRFRNT DYN EUR 549300SDK57MHJ515Y86 2500-12-31 2500-12-31 N/A 2925.00 136600.42 Equities EYEGATE PHARMACEUTICALS INC COM NEW 549300395G8DB8ZFV365 2500-12-31 2500-12-31 N/A 1.00 4.07 Equities ISHARES TR 0-5YR HI YL CP 549300R96U5WQ7R5ID10 2500-12-31 2500-12-31 N/A 2929852.00 115323800.90 Equities ADVISORSHARES TR SAGE CORE ETF 2500-12-31 2500-12-31 N/A 23165.00 2222681.75 Equities Y N/A N/A 2020-04-07 2020-04-07 2020-04-13 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0034 379000000.00 379000000.00 0.0071 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.38% K5HU16E3LMSVCCJJJ255 FIG687000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2500-12-31 2500-12-31 N/A 5209200.00 70584660.00 Equities ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 549300TLGDBYE711G509 2500-12-31 2500-12-31 N/A 506499.00 1018062.99 Equities NEW PROVIDENCE ACQUISITION UNIT EX 090124 2500-12-31 2500-12-31 N/A 279500.00 2711150.00 Equities ISHARES TR SHORT TREAS BD 549300F8ZJ4IZLOOBP30 2500-12-31 2500-12-31 N/A 13500.00 1498770.00 Equities LANDCADIA HLDGS II INC UNIT EX 050926 2500-12-31 2500-12-31 N/A 655700.00 6360290.00 Equities AMCI ACQUISITION CORP UNIT EXP 010719 2500-12-31 2500-12-31 N/A 149907.00 1496071.86 Equities ENERGY TRANSFER LP COM UT LTD PTN MTLVN9N7JE8MIBIJ1H73 2500-12-31 2500-12-31 N/A 4391700.00 19894401.00 Equities INTERPRIVATE ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 150000.00 1426500.00 Equities BLACK STONE MINERALS L P COM UNIT 2500-12-31 2500-12-31 N/A 109600.00 459224.00 Equities BAIDU INC SPON ADR REP A 254900AL64IANZYI1E02 2500-12-31 2500-12-31 N/A 255000.00 25232250.00 Equities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0038 121000000.00 121000000.00 0.0023 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.63% K5HU16E3LMSVCCJJJ255 FIG688000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MERCADOLIBRE INC SR GLBL COCO 28 549300DKPDN9M5S8GB14 2028-08-15 2028-08-15 2 - 2 394000.00 501266.50 Equities ARES CAPITAL CORP CONV NT 4.625%24 WEQ82666OJYSI5GUAB47 2024-03-01 2024-03-01 4.625 - 4.625 70089.00 60897.12 Equities SCHWEITZER-MAUDUIT INTL INC 6.875%26 549300Z1FU4IDULG1R21 2026-10-01 2026-10-01 6.875 - 6.875 4060000.00 4179262.50 Corporate Debt Securities ILLUMINA INC SR GLBL COCO 23 SQ95QG8SR5Q56LSNF682 2023-08-15 2023-08-15 N/A 4530580.00 4336625.87 Equities LUCKIN COFFEE INC SR CV 144A NT 25 549300FO16ASCVSMYI15 2025-01-15 2025-01-15 0.75 - 0.75 3000000.00 2195950.00 Equities EURONET WORLDWIDE INC SR GLBL COCO 49 YG3575C4DSHJPA5KET68 2049-03-15 2049-03-15 0.75 - 0.75 507999.00 467213.45 Equities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0063 11000000.00 11000000.00 0.0002 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.53% 7TK5RJIZDFROZCA6XF66 FIG692000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-11-20 2050-03-20 3.5 - 4.5 46340463.00 50075402.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-01 2027-06-01 3.09 - 3.09 11230000.00 12145514.52 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0053 61000000.00 61000000.00 0.0011 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.58% 7TK5RJIZDFROZCA6XF66 FIG690000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2500-12-31 2500-12-31 0 - 4.75 13493353.00 348845642.79 Equities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0058 323000000.00 323000000.00 0.0060 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.58% 7TK5RJIZDFROZCA6XF66 FIG689000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 18387831.00 17543374.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-11-01 2.5 - 3.5 1450493.00 1419357.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 1435332.00 1437597.96 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0058 20000000.00 20000000.00 0.0004 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.08% 7TK5RJIZDFROZCA6XF66 FIG705000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-09-20 2062-01-16 0.623 - 5.895 1477589573.00 128753862.57 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0107 125000000.00 125000000.00 0.0023 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.08% 7TK5RJIZDFROZCA6XF66 FHA739000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MIZUHO FLOATER / RESIDUAL TR V CTFS 2019 2046-09-01 2046-09-01 4.62 - 4.62 55555371.00 55765752.81 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0206 53000000.00 53000000.00 0.0010 N N N Y Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 2.08% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MS BOFAML TRUST 2014-C17 E 20470816 3.50000 2047-08-16 2047-08-16 3.5 - 3.5 2079220.00 1353247.17 Private Label Collateralized Mortgage Obligations SEMPRA ENERGY 6% PFD CONV A PBBKGKLRK5S5C0Y4T545 2021-01-15 2021-01-15 6 - 6 50300.00 5107462.00 Equities SBA TOWER TR 2013-1-2 20132C 20480415 3.72200 2048-04-15 2048-04-15 3.722 - 3.722 120.00 102.08 Private Label Collateralized Mortgage Obligations PHOENIX TREE HLDGS LTD SPONSORED ADS 2500-12-31 2500-12-31 N/A 80.00 688.00 Equities IMPAC MTG HLDGS INC COM NEW 2500-12-31 2500-12-31 N/A 10487.00 24120.10 Equities SUDBURY MILL CLO LTD 2013-R A-1-R 20260120 FLT 2549002BXC788OTPUW39 2026-01-20 2026-01-20 2.986 - 2.986 10.00 5.51 Asset-Backed Securities EPSILON ENERGY LTD COM 2500-12-31 2500-12-31 N/A 985.00 2511.75 Equities COMM 2010-C1 XS-A 20460712 FLT 2046-07-12 2046-07-12 1.69 - 1.69 90.00 0.01 Private Label Collateralized Mortgage Obligations BUILD A BEAR WORKSHOP COM 529900S9MWZC1UBF3D13 2500-12-31 2500-12-31 N/A 1.00 1.36 Equities FHLMC STACR 2020-HQA2 B-2 20500325 FLT 2050-03-25 2050-03-25 8.411 - 8.411 9280.00 4150.93 Private Label Collateralized Mortgage Obligations NEW CENTURY HEQ TR 2005-4 M-4 20350925 FLT 2035-09-25 2035-12-25 1.287 - 1.577 1650010.00 1367006.66 Asset-Backed Securities JIAYIN GROUP INC SPONSORED ADS 2500-12-31 2500-12-31 N/A 99.00 252.45 Equities MIDATECH PHARMA PLC SPONSORED ADS 549300GKR2G40H3QFY57 2500-12-31 2500-12-31 N/A 236.00 474.36 Equities CALIFORNIA STREET CLO 2017-12R A-R 20251015 FLT 549300V3WPNYI44G1B47 2025-10-15 2025-10-15 2.861 - 2.861 230.00 116.69 Asset-Backed Securities EDESA BIOTECH INC COM 2500-12-31 2500-12-31 N/A 1703.00 3729.57 Equities MOGO INC COM 2500-12-31 2500-12-31 N/A 1154.00 1246.32 Equities CRH MED CORP COM 5493007IZJQ7PCYU7J25 2500-12-31 2500-12-31 N/A 3.00 3.81 Equities QTS RLTY TR INC 6.50% CON PFD B 5493006PA4CJK4OG2J54 2023-07-20 2023-07-20 6.5 - 6.5 20200.00 2613274.00 Equities MEDIGUS LTD SPONSORED ADS 5493005YHWHM3HIYPJ40 2500-12-31 2500-12-31 N/A 107.00 112.35 Equities PASSAGE BIO INC COM 2500-12-31 2500-12-31 N/A 200.00 3144.00 Equities MORGAN STANLEY CAP 2019-AGLN X-NCP 20360317 FLT 2036-03-17 2036-03-17 0.332 - 0.332 5000.00 1.52 Private Label Collateralized Mortgage Obligations FEDERAL HOME LOAN MORTGAGE CORP 2021-04-15 2046-11-25 1.105 - 609 411240.00 610.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-05-20 2043-10-20 0 - 5.5 530720.00 7385.10 Agency Collateralized Mortgage Obligation NEXTERA ENERGY INC CORPORATE UNITS 2500-12-31 2500-12-31 N/A 36361.00 1602065.66 Equities DELTA AITLINES PT 2019-1 AA 20251025 3.20400 2025-10-25 2025-10-25 3.204 - 3.204 3.00 2.97 Asset-Backed Securities JER CRE CDO 2005-1 A 20431120 FLT 5493002LDPLFVD4H0F04 2043-11-20 2043-11-20 2.044 - 2.044 37172900.00 1992018.61 Other Instrument COLLATERALIZED DEBT OBLIGATION CSMC 2019-ICE4 A 20360515 FLT 2036-05-15 2036-05-15 1.685 - 1.685 346.00 325.89 Private Label Collateralized Mortgage Obligations DIAMEDICA THERAPEUTICS INC COM NEW 2500-12-31 2500-12-31 N/A 29.00 75.98 Equities AMERICA MOVIL SAB DE CV SPONSORED ADR 5493000FNR3UCEAONM59 2500-12-31 2500-12-31 N/A 91.00 1059.24 Equities FEDERAL NATIONAL MORTGAGE ASSOC 2021-02-25 2027-07-25 5.5 - 8.244 3896000.00 1.37 Agency Collateralized Mortgage Obligation ATLAS CORP SHS 2500-12-31 2500-12-31 N/A 88.00 704.00 Equities JUPAI HLDGS LTD ADS 54930070ZPRNE7EG4241 2500-12-31 2500-12-31 N/A 2604.00 2727.17 Equities BANK AMER CORP FR 4.25%102226 9DJT3UXIJIZJI4WXO774 2026-10-22 2026-10-22 4.25 - 4.25 5000.00 5329.75 Corporate Debt Securities FSB BANCORP INC COM 2500-12-31 2500-12-31 N/A 1.00 13.30 Equities RENESOLA LTD SPONSORED ADS 529900AE4IM429A3P568 2500-12-31 2500-12-31 N/A 400.00 460.00 Equities FEDERAL HOME LOAN MORTGAGE CORP 2040-04-25 2040-04-25 1.15 - 1.15 422641.00 438062.89 Agency Debentures and Agency Strips ATOMERA INC COM 2500-12-31 2500-12-31 N/A 30.00 106.50 Equities EURODRY LTD COM 2138009ZI9CWYLH7NQ53 2500-12-31 2500-12-31 N/A 189.00 971.46 Equities PACIFIC GAS & ELEC CO SR GLBL NT 38 1HNPXZSMMB7HMBMVBS46 2038-02-15 2038-02-15 N/A 3857000.00 3943782.50 Corporate Debt Securities CUMBERLAND PHARMACEUTICALS INC COM 2500-12-31 2500-12-31 N/A 613.00 2225.19 Equities JP MORGAN MORTGAGE TR 2019-7 A-11 20500225 FLT 2050-02-25 2050-02-25 1.847 - 1.847 5.00 3.96 Private Label Collateralized Mortgage Obligations WESTPAC BKG CORP SR MTN144A VR NT 144A 20 EN5TNI6CI43VEPAMHL14 2020-07-21 2020-07-21 2.82 - 2.82 1.00 1.01 Corporate Debt Securities EMMIS COMMUNICATIONS CORP COM NEW CL A D4460PKD5XG25GNWT422 2500-12-31 2500-12-31 N/A 309.00 624.18 Equities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0079 17020908.30 17020908.30 0.0003 N N N Y RBS Securities, Inc. RBS Securities, Inc., 0.35% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.625 4608000.00 4490922.14 Agency Debentures and Agency Strips WORLD BANK ZTMSNXROF84AHWJNKQ93 2021-03-09 2021-07-23 1.625 - 2.75 2000000.00 2048127.50 Other Instrument INTERNATIONAL DEBT FEDERAL FARM CREDIT 2021-02-24 2044-03-07 1.5 - 5.77 102415000.00 123003004.86 Agency Debentures and Agency Strips Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0035 127000000.00 127000000.00 0.0024 N Y Y N Societe Generale Societe Generale, 0.45% O2RNE8IBXP4R0TD8PU41 FIG667000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-04-28 2500-12-31 0 - 10.75 226372250.00 232855169.26 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0045 222000000.00 222000000.00 0.0042 N Y Y N Societe Generale Societe Generale, 0.50% O2RNE8IBXP4R0TD8PU41 FIG668000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-04-21 2099-12-31 0.68 - 12 328478105.00 304372460.67 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0050 283000000.00 283000000.00 0.0053 N Y Y N Societe Generale Societe Generale, 0.55% O2RNE8IBXP4R0TD8PU41 FIG669000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-06-05 2500-12-31 0 - 10.5 377726773.00 258219750.53 Asset-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0055 242000000.00 242000000.00 0.0045 N Y Y N Societe Generale Societe Generale, 0.60% O2RNE8IBXP4R0TD8PU41 FIG631000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-04-30 2075-06-10 0 - 12 158700082.00 130055603.43 Corporate Debt Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0060 121000000.00 121000000.00 0.0023 N N Y N Societe Generale Societe Generale, 0.65% O2RNE8IBXP4R0TD8PU41 FIG666000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COMM MTG TR 2014-CCRE18 E 20470717 3.60000 2047-07-17 2047-07-17 3.6 - 3.6 302416.00 190685.99 Private Label Collateralized Mortgage Obligations ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30 2030-02-15 2030-02-15 4.875 - 4.875 49288.00 48183.13 Corporate Debt Securities GTT COMMUNICATIONS INC SR GLBL 144A 24 549300ETSL7K1ZX05H30 2024-12-31 2024-12-31 7.875 - 7.875 753000.00 481684.69 Corporate Debt Securities BANC AMERICA FDG 2007-B A-1 20470420 FLT 2047-04-20 2047-04-20 0.983 - 0.983 65.00 5.53 Private Label Collateralized Mortgage Obligations BX TRUST 2019-CALM F 20321115 FLT 2032-11-15 2032-11-15 3.405 - 3.405 3353356.00 2480645.67 Private Label Collateralized Mortgage Obligations EMPRESA ELECTRICA GUACOLDA SA SR REGS NT 25 2025-04-30 2025-04-30 4.56 - 4.56 200000.00 141782.00 Corporate Debt Securities ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 24 2024-06-15 2024-06-15 6.625 - 6.625 60.00 61.92 Corporate Debt Securities WFRBS COML MTG TR 2013-C14 E 20460615 3.25000 549300GADFYEKC4OLM57 2046-06-15 2046-06-15 3.25 - 3.25 1.00 0.71 Private Label Collateralized Mortgage Obligations CONTINENTAL TR SR SEC GLBL 40 549300PEOCI1NG7FKO43 2040-10-07 2040-10-07 7.375 - 7.375 631000.00 628129.56 Corporate Debt Securities INTREPID AVIATION GROUP HLDGS SR GLBL 144A 21 2021-08-15 2021-08-15 8.5 - 8.5 9534630.00 9065155.41 Corporate Debt Securities GOLDEN NUGGET INC SR GLBL 144A 24 91D14OD6M4H1RVBN7R43 2024-10-15 2024-10-15 6.75 - 6.75 13.00 8.42 Corporate Debt Securities NEMAK S A B DE C V 4.75%25 5493000MY3DAIB0BP706 2025-01-23 2025-01-23 4.75 - 4.75 384414.00 282006.22 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 29 2029-06-01 2029-06-01 5.375 - 5.375 16.00 16.75 Corporate Debt Securities ENEL FIN INTL N.V. SR GLBL REGS 25 0YQH6LCEF474UTUV4B96 2025-09-14 2025-09-14 4.625 - 4.625 392662.00 406544.78 Corporate Debt Securities BAFFINLAND IRON MINES CORP / B SR SEC GLBL 26 2026-07-15 2026-07-15 8.75 - 8.75 6945.00 6110.71 Corporate Debt Securities COSAN LUXEMBOURG S A SR GLBL REGS 27 222100ZY943WERK7RZ38 2027-01-20 2027-01-20 7 - 7 4450000.00 4154569.44 Corporate Debt Securities AES ANDRES DOMINICANA LTD. SR REGS NT 26 2026-05-11 2026-05-11 7.95 - 7.95 200000.00 188141.17 Corporate Debt Securities OWENS & MINOR INC NEW SR GLBL NT 21 549300LMT5KQQXCEZ733 2021-09-15 2021-09-15 3.875 - 3.875 2000.00 1953.44 Corporate Debt Securities MAGNETITE VIII LTD 2014-8R2 E-R2 20310415 FLT 549300NJNSVWVLHGRY73 2031-04-15 2031-04-15 7.481 - 7.481 5081774.00 3810943.01 Asset-Backed Securities CSC HLDGS INC SR NT 6.75%21 3HG2WD2W22M120IUNG49 2021-11-15 2021-11-15 6.75 - 6.75 2367000.00 2478249.00 Corporate Debt Securities SPRINGLEAF FDG TR 2017-A D 20300715 5.02000 2030-07-15 2030-07-15 5.02 - 5.02 19529.00 16374.95 Asset-Backed Securities PEABODY SECS FIN CORP SR SEC GLBL 22 EJCO258LNNVSKAR2JX59 2022-03-31 2022-03-31 6 - 6 37000.00 25160.00 Corporate Debt Securities CONN AVE SECS 2019-HRP1 M-2 20391125 FLT 549300Z5THZ1JXIHVK60 2039-11-25 2039-11-25 3.811 - 3.811 14106900.00 10528254.01 Private Label Collateralized Mortgage Obligations RASC SERIES TRUST 2006-EMX7 A-4 20360825 FLT 2036-08-25 2036-08-25 1.187 - 1.187 213.00 146.43 Asset-Backed Securities ALTICE FRANCE S A SR SEC GLBL 27 5493001ZMCICV4N02J21 2027-02-01 2027-02-01 8.125 - 8.125 910.00 980.98 Corporate Debt Securities GOL FINANCE SR REGS NT 7%25 5299007RH8MA67ZC6J07 2025-01-31 2025-01-31 7 - 7 11885000.00 4833233.33 Corporate Debt Securities CHURCHILL DOWNS INC SR GLBL 144A 28 529900FODTBQC8MIS994 2028-01-15 2028-01-15 4.75 - 4.75 46601.00 41010.17 Corporate Debt Securities UNISYS CORP SR SEC GLBL 22 549300T21W22FIJJOW08 2022-04-15 2022-04-15 10.75 - 10.75 8.00 8.80 Corporate Debt Securities LEHMAN XS TRUST 2007-7N 1-A1A 20470625 FLT 2047-06-25 2047-06-25 1.167 - 1.167 16839722.00 2854215.01 Private Label Collateralized Mortgage Obligations BEAR STEARNS ABS TR 2006-HE10 II-2A 20361225 FLT 2036-12-25 2036-12-25 1.767 - 1.767 516.00 107.56 Asset-Backed Securities SYNGENTA FIN N V CR SEN SR GLBL28 54930042S3BYCEGOCN86 2028-04-24 2028-04-24 5.182 - 5.182 470610.00 412647.48 Corporate Debt Securities TELEFONICA MOVILES SR GLBL REGS 27 254900R8A8IKGF4THL54 2027-04-15 2027-04-15 5.875 - 5.875 1164910.00 1192167.83 Corporate Debt Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0065 41000000.00 41000000.00 0.0008 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ECOLAB INC 2020-05-08 2020-05-08 N/A 8000000.00 7971400.00 Money Market WORLD BANK ZTMSNXROF84AHWJNKQ93 2020-08-21 2025-07-29 0.23 - 2.72 32124000.00 32626085.31 Other Instrument INTERNATIONAL DEBT CRANE CO 2020-06-30 2020-06-30 N/A 21579419.00 21496316.66 Money Market WELLS FARGO & CO FR 2.164%021126 PBLD0EJDB5FWOLXP3B76 2024-01-24 2031-02-11 2.164 - 4.15 57889000.00 57022717.56 Corporate Debt Securities AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 2020-11-18 2021-07-26 0.33 - 1.25 17420000.00 17569252.34 Other Instrument INTERNATIONAL DEBT WELLS FARGO CO MTN BE FR 2.55%120720 PBLD0EJDB5FWOLXP3B76 2020-12-07 2045-11-17 2.009 - 4.9 3663000.00 3895326.92 Corporate Debt Securities NASDAQ INC DISC COML PAPER 4/A 2020-06-18 2020-06-18 N/A 25500000.00 25409322.00 Money Market FMC TECHNOLOGIES INC 2020-05-08 2020-05-08 N/A 15000000.00 14946375.00 Money Market EXPERIAN FINANCE PLC 2020-06-15 2020-06-15 N/A 10706086.00 10668304.22 Money Market INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 2020-07-15 2028-09-18 1.005 - 3.125 13568000.00 14034759.72 Other Instrument INTERNATIONAL DEBT WELLS FARGO BANK NATL ASSN FR 2.082%090922 KB1H1DSPRFMYMCUFXT09 2022-09-09 2023-08-14 2.082 - 3.55 1516000.00 1542453.33 Corporate Debt Securities INTERNATIONAL FINANCE CORP QKL54NQY28TCDAI75F60 2023-07-31 2023-07-31 2.875 - 2.875 1321000.00 1426893.56 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0055 202000000.00 202000000.00 0.0038 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FIRST INVESTORS AUTO TR 2019-1 F 20260715 6.15000 2026-07-15 2026-07-15 6.15 - 6.15 3550000.00 2699087.48 Asset-Backed Securities GS MTG SECS CORP TR 2018-HULA B 20350716 FLT 2035-07-16 2035-07-16 1.955 - 1.955 14315785.00 10776814.37 Private Label Collateralized Mortgage Obligations HPS LN MGMT 7 2015 LTD 254900IU43NDZ7HEB142 2027-03-15 2027-03-15 6.692 - 6.692 1310000.00 968505.32 Asset-Backed Securities GARRISON BSL CLO LTD 2018-1 E 20280717 FLT 549300JEA0UEC1002Z71 2028-07-17 2028-07-17 7.386 - 7.386 2500000.00 1900681.50 Asset-Backed Securities ACCREDITED MTG LN TR 2005-4 M-1 20351225 FLT 2035-12-25 2035-12-25 1.347 - 1.347 2162878.00 2009822.89 Asset-Backed Securities RAMP SERIES TRUST 2006-RZ1 M-5 20360325 FLT 2036-03-25 2036-03-25 1.547 - 1.547 4400000.00 3245813.00 Asset-Backed Securities MFA TRUST 2017-RPL1 B-2 20570226 FLT 2057-02-26 2057-02-26 4.444 - 4.444 9893000.00 7669909.14 Asset-Backed Securities ATLAS SR LN FD IX LTD 2018-9 E 20280420 FLT 2028-04-20 2028-04-20 7.239 - 7.239 3999998.00 2765662.96 Asset-Backed Securities GALLATIN CLO IX LTD 2018-1 E 20280121 FLT 2028-01-21 2028-01-21 7.289 - 7.289 4750000.00 3303118.21 Asset-Backed Securities CATAMARAN CLO 2014-1 LTD 549300C8Q7ISEHHDRH76 2030-04-22 2030-04-22 8.582 - 8.582 5000000.00 3366645.41 Asset-Backed Securities BBCMS TR 2018-BXH B 20371015 FLT 2037-10-15 2037-10-15 1.955 - 1.955 2596461.00 1971653.10 Private Label Collateralized Mortgage Obligations WESTLAKE AUTO RECV TR 2018-2 F 20250115 6.04000 2025-01-15 2025-01-15 6.04 - 6.04 19456000.00 17546285.51 Asset-Backed Securities MAGNETITE VII LTD 2012-7R2 D-R2 20280118 FLT 549300B54XJTQC6DWJ15 2028-01-18 2028-01-18 6.331 - 6.331 2900000.00 2083783.32 Asset-Backed Securities WESTLAKE AUTORECV TR 2019-3 E 20250315 3.59000 2025-03-15 2025-03-15 3.59 - 3.59 6000000.00 5280717.33 Asset-Backed Securities DRYDEN 65 CLO 2018-65 E 20300718 FLT 2030-07-18 2030-07-18 7.569 - 7.569 600000.00 436504.65 Asset-Backed Securities WESTLAKE AUTO RECV TR 2019-1 F 20260217 5.67000 2026-02-17 2026-02-17 5.67 - 5.67 2485000.00 1876351.44 Asset-Backed Securities ALM XVIII LTD 2016-18R D-R 20280118 FLT 549300OB3NG2PMZ54Z49 2028-01-18 2028-01-18 7.331 - 7.331 2349998.00 1797459.62 Asset-Backed Securities FLAGSHIP CREDIT AUTO TRUST E 20261215 3.84000 2026-12-15 2026-12-15 3.84 - 3.84 5000000.00 4392508.33 Asset-Backed Securities GLS AUTO REC TR 2019-2 D 20260217 4.52000 2026-02-17 2026-02-17 4.52 - 4.52 600000.00 496088.33 Asset-Backed Securities AMER CR ACCEPT RECV TR 2018-2 F 20250710 6.29000 5493007QHGZZPPA34T64 2025-07-10 2025-07-10 6.29 - 6.29 4824000.00 3720149.00 Asset-Backed Securities WELLFLEET CLO 2017-1 D 20290420 FLT 2549003PA4N7YYXOW035 2029-04-20 2029-04-20 7.869 - 7.869 6300000.00 4461918.84 Asset-Backed Securities TICP CLO III- 2 LTD 2018-3-2 E 20280420 FLT 2028-04-20 2028-04-20 7.719 - 7.719 6000000.00 4539236.52 Asset-Backed Securities GOLDENTREE LN OPP 2014-9R2 E-R-2 20291029 FLT 549300IOBSI2NBFBJX90 2029-10-29 2029-10-29 7.435 - 7.435 1750000.00 1321291.76 Asset-Backed Securities NEWSTAR COML LN FDG 2017 1 LLC 549300HA6DDD2ONJSM48 2027-03-20 2027-03-20 8.866 - 8.866 10000000.00 7549389.79 Asset-Backed Securities OAKTREE CLO 2019-2 LTD D 20310415 FLT 2031-04-15 2031-04-15 8.601 - 8.601 5750000.00 4166842.12 Asset-Backed Securities AMERIQUEST MTG SECS 2002-D M-1 20330225 FLT 2033-02-25 2033-02-25 3.862 - 3.862 854999.00 710606.58 Asset-Backed Securities TOWD PT MTG TR 2016-3 B3 20560425 FLT 2056-04-25 2056-04-25 4.13 - 4.13 10370471.00 8892337.57 Asset-Backed Securities STEELE CREEK CLO LTD 2015-1R E2-R 20290521 FLT 2029-05-21 2029-05-21 8.306 - 8.306 800000.00 564438.53 Asset-Backed Securities ATRIUM XIV 2018-14 E 20300823 FLT 2030-08-23 2030-08-23 7.493 - 7.493 1150000.00 837372.09 Asset-Backed Securities EXETER AUTO RECV TR 2017-3 D 20241015 5.28000 2024-10-15 2024-10-15 5.28 - 5.28 1100000.00 1004968.43 Asset-Backed Securities MP CLO VIII LTD 2015-8R E-R 20271028 FLT 549300D60LKSR31DKI65 2027-10-28 2027-10-28 7.245 - 7.245 1775000.00 1206732.71 Asset-Backed Securities MADISON PARK FDG XXIII 2017-23 E 20300729 FLT 2030-07-29 2030-07-29 8.044 - 8.044 2500000.00 1918826.69 Asset-Backed Securities TOWD PT MTG TR 2016-5 B2 20561025 FLT 2056-10-25 2056-10-25 3.778 - 3.778 2769000.00 2206187.45 Asset-Backed Securities MS BOFA ML TRUST 2016-C31 C 20491118 FLT 2049-11-18 2049-11-18 4.313 - 4.313 3808844.00 2870722.91 Private Label Collateralized Mortgage Obligations VCO CLO LTD 2018-1 E 20300722 FLT 2030-07-22 2030-07-22 8.219 - 8.219 4000000.00 3059206.57 Asset-Backed Securities BEAR STEARNS ABS TR 2006-EC1 M-2 20351225 FLT 2035-12-25 2035-12-25 1.377 - 1.377 3499992.00 3171828.13 Asset-Backed Securities EXETER AUTO RECV TR 2018-4 E 20250715 5.38000 2025-07-15 2025-07-15 5.38 - 5.38 500000.00 459429.06 Asset-Backed Securities PARK PLACE SECS 2005-WCH1 M-5 20350125 FLT 2035-01-25 2035-01-25 2.267 - 2.267 3600000.00 2987563.58 Asset-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0075 121000000.00 121000000.00 0.0023 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GOLDMAN SACHS GROUP INC SR GLBL NT3.5%26 784F5XWPLTWKTBV3E584 2026-11-16 2026-11-16 3.5 - 3.5 804000.00 818564.46 Corporate Debt Securities BRANDYWINE OPER PARTNERSHIP L SR GLBL NT4.1%24 IXBXSCONLDQ1ZI73YU71 2024-10-01 2024-10-01 4.1 - 4.1 510000.00 517757.10 Corporate Debt Securities MARSH & MCLENNAN COS INC SR GLBL NT3.3%23 549300XMP3KDCKJXIU47 2023-03-14 2023-03-14 3.3 - 3.3 195000.00 198626.68 Corporate Debt Securities AXIS SPECIALTY FINANCE LLC SR NT 5.875%20 2020-06-01 2020-06-01 5.875 - 5.875 129000.00 132457.63 Corporate Debt Securities FLORIDA GAS TRANSMISSION CO SR NT 144A 20 549300Q0UQF87NXNOC32 2020-07-15 2020-07-15 5.45 - 5.45 195000.00 198236.13 Corporate Debt Securities SOUTHERN CO GAS CAP SR GLBL NT4.4%47 E8CD46SWUD2TSN8PA636 2047-05-30 2047-05-30 4.4 - 4.4 4560000.00 4626378.40 Corporate Debt Securities REGIONS FINANCIAL CORP NEW SR GLBL NT3.8%23 CW05CS5KW59QTC0DG824 2023-08-14 2023-08-14 3.8 - 3.8 12907000.00 13132241.49 Corporate Debt Securities AETNA INC NEW SR GLBL NT3.5%24 549300QKBENKLBXQ8968 2024-11-15 2024-11-15 3.5 - 3.5 4950000.00 5047427.00 Corporate Debt Securities REYNOLDS AMERICAN INC SR GLBL NT 23 02S2RPPVO9RP4NEU2740 2022-06-12 2023-09-15 4 - 4.85 1719000.00 1750853.10 Corporate Debt Securities PRINCIPAL FINL GROUP INC SR GLBL NT3.1%26 CUMYEZJOAF02RYZ1JJ85 2026-11-15 2026-11-15 3.1 - 3.1 110000.00 112943.72 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 3%22 784F5XWPLTWKTBV3E584 2022-04-26 2028-06-05 3 - 3.691 1896000.00 1934148.49 Corporate Debt Securities BERKSHIRE HATHAWAY FIN CORP GTD SR NT4.25%21 549300RLHFT5RU20WM87 2021-01-15 2021-01-15 4.25 - 4.25 4567000.00 4679769.38 Corporate Debt Securities AMERICAN INTL GROUP INC SR NT 4.7%35 ODVCVCQG2BP6VHV36M30 2035-07-10 2035-07-10 4.7 - 4.7 3441000.00 3500615.32 Corporate Debt Securities INTERNATIONAL LEASE FIN CORP SR NT 8.25%20 2020-12-15 2020-12-15 8.25 - 8.25 2858000.00 2900446.06 Corporate Debt Securities ACTAVIS FUNDING SCS SR NT 3.8%25 222100FLFVOSKCBCAR54 2025-03-15 2025-03-15 3.8 - 3.8 1431000.00 1458802.74 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 21 2021-09-15 2021-09-15 3.45 - 3.45 1010000.00 1026153.27 Corporate Debt Securities HARTFORD FINL SVCS GROUP INC SR GLBL NT4.4%48 IU7C3FTM7Y3BQM112U94 2048-03-15 2048-03-15 4.4 - 4.4 10950000.00 11243082.83 Corporate Debt Securities PRECISION CASTPARTS CORP SR GLBL NT 25 0XOOAY5P5J7Q734SEC89 2025-06-15 2025-06-15 3.25 - 3.25 141000.00 143038.78 Corporate Debt Securities NOVARTIS CAPITAL CORP SR NT 2.4%22 5493002KF87V5RSRQS84 2022-09-21 2022-09-21 2.4 - 2.4 146000.00 148447.93 Corporate Debt Securities CNO FINL GROUP INC SR NT 5.25%25 11XPYHB76MPM4Y4P2897 2025-05-30 2025-05-30 5.25 - 5.25 1448000.00 1470530.88 Corporate Debt Securities ABB FIN USA INC SR GLBL NT 22 5493002Y01YAFV45F528 2022-05-08 2022-05-08 2.875 - 2.875 11478000.00 11660272.23 Corporate Debt Securities ACE INA HLDGS INC SR GLBL NT 25 CZCBJZWDMLTHWJDXU843 2025-03-15 2025-03-15 3.15 - 3.15 11932000.00 12252612.84 Corporate Debt Securities HUNTINGTON BANCSHARES INC SR GLBL NT 24 549300XTVCVV9I7B5T19 2024-08-06 2024-08-06 2.625 - 2.625 14735000.00 15000383.49 Corporate Debt Securities HIGHWOODS RLTY LTD PARTNERSHIP SR NT 3.2%21 JUJNVZX73BIYHLR58F51 2021-06-15 2021-06-15 3.2 - 3.2 1549000.00 1581393.03 Corporate Debt Securities MID-AMERICA APTS LP 3.95%29 549300FXWGE3QSYCUJ38 2027-06-01 2029-03-15 3.6 - 3.95 1096000.00 1119445.96 Corporate Debt Securities GEORGIA-PACIFIC LLC SR 144A NT 21 L2EVHWFHVAQK72TMH265 2021-11-15 2021-11-15 3.163 - 3.163 1000000.00 1021719.11 Corporate Debt Securities VOYA FINANCIAL INC SR GLBL NT 26 549300T065Z4KJ686G75 2026-06-15 2026-06-15 3.65 - 3.65 3271000.00 3321364.31 Corporate Debt Securities PUGET ENERGY INC NEW SR SEC NT 6%21 SYBSJ96YIDMIUY7WDR33 2021-09-01 2021-09-01 6 - 6 100000.00 102376.00 Corporate Debt Securities GLAXOSMITHKLINE CAP PLC SR GLBL NT 21 549300U0LV41VX7LEP38 2021-05-14 2021-05-14 3.125 - 3.125 400000.00 410544.94 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT2.5%22 R4PP93JZOLY261QX3811 2022-08-01 2023-02-27 2.5 - 3.4 23732000.00 24238488.21 Corporate Debt Securities PACIFIC GAS & ELEC CO SR GLBL NT 26 1HNPXZSMMB7HMBMVBS46 2026-03-01 2026-03-01 N/A 2000.00 1910.00 Corporate Debt Securities ERAC USA FINANCE COMPANY SR GLBL 144A 21 LTKX5ODQW6Z7BQ2K1V47 2021-08-16 2021-08-16 4.5 - 4.5 1275000.00 1302074.62 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0075 121000000.00 121000000.00 0.0023 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N APHRIA INC SR GLBL COCO 24 52990092S6BM5E48CI11 2024-06-01 2024-06-01 5.25 - 5.25 72537000.00 48418447.50 Equities LUCKIN COFFEE INC SR CV 144A NT 25 549300FO16ASCVSMYI15 2025-01-15 2025-01-15 0.75 - 0.75 24119000.00 17654706.02 Equities TESLA INC SR COCO 22 54930043XZGB27CTOV49 2022-03-15 2022-03-15 2.375 - 2.375 3209000.00 5313544.21 Equities NEUROCRINE BIOSCIENCES INC SR COCO 24 549300FECER0XBN49756 2024-05-15 2024-05-15 2.25 - 2.25 4801000.00 6433195.97 Equities MFA FINL INC SR GLBL CV NT 24 YW72IMH2RRC8Z1TGLG58 2024-06-15 2024-06-15 6.25 - 6.25 4230000.00 2395799.15 Equities APOLLO COML REAL EST FIN INC SR GLBL CV NT 23 549300E0AN7M2AQHSY29 2023-10-15 2023-10-15 5.375 - 5.375 45834000.00 33235366.52 Equities BLACKROCK TCP CAPITAL CORP SR COCO 22 549300JU1XG1HF56J989 2022-03-01 2022-03-01 4.625 - 4.625 350000.00 309348.96 Equities ARES CAPITAL CORP SR GLBL COCO 22 WEQ82666OJYSI5GUAB47 2022-02-01 2022-02-01 3.75 - 3.75 1789000.00 1621281.25 Equities TRANSOCEAN INC SR GLBL EXC BD23 DOL4HJ22ADYSIWES4H94 2023-01-30 2023-01-30 0.5 - 0.5 40331000.00 14483399.85 Equities HC2 HLDGS INC SR GLBL 144A 22 549300S6O246JWQQ1K58 2022-06-01 2022-06-01 7.5 - 7.5 2805000.00 1635399.15 Equities RH SR GLBL COCO 24 5493008MTS3OGGMHGK69 2024-09-15 2024-09-15 N/A 1355999.00 1035901.88 Equities NIO INC SR CONV NT4.5%24 549300JBU4TV5OCKJV96 2024-02-01 2024-02-01 4.5 - 4.5 13328157.00 6370925.69 Equities CALAMP CORP SR GLBL COCO 25 5493007SIGZIX83TOW07 2025-08-01 2025-08-01 2 - 2 38001938.00 27363422.13 Equities WORKIVA INC SR GLBL COCO 26 529900RTOQ8GRWHY1O58 2026-08-15 2026-08-15 1.125 - 1.125 4176135.00 3350586.19 Equities AURORA CANNABIS INC SR GLBL CV NT 24 549300F6VHCLKCUWDT34 2024-02-28 2024-02-28 5.5 - 5.5 64224000.00 28742916.00 Equities TURNING PT BRANDS INC SR GLBL COCO 24 549300IYG00QF0VVP302 2024-07-15 2024-07-15 2.5 - 2.5 1173000.00 859548.33 Equities PLURALSIGHT INC SR GLBL COCO 24 254900B3VHPCKNREOX50 2024-03-01 2024-03-01 0.375 - 0.375 56286261.00 41830401.30 Equities ENCORE CAP EUROPE FIN LTD SR GLBL COCO 23 549300DAVHQDMISMVB09 2023-09-01 2023-09-01 4.5 - 4.5 14738000.00 11770577.39 Equities MOMO INC SR CV NT 1.25%25 549300YMGLID32W48529 2025-07-01 2025-07-01 1.25 - 1.25 21903000.00 17480571.35 Equities HORIZON PHARMA INVT LTD SR EXCH NT2.5%22 2022-03-15 2022-03-15 2.5 - 2.5 11282000.00 12935057.44 Equities CHART INDS INC SR SB COCO 24 EM7QGKC1GYOF3LSZSL80 2024-11-15 2024-11-15 1 - 1 1676310.00 1251898.11 Equities TILRAY INC SR GLBL COCO 23 549300Y4V60733TO1478 2023-10-01 2023-10-01 5 - 5 33356500.00 11263822.92 Equities HERBALIFE LTD SR COCO 24 549300BA7TYPBSZZIA41 2024-03-15 2024-03-15 2.625 - 2.625 21122985.00 16979429.85 Equities EZCORP INC SR NT 2.875%24 5493003K6PG3ZQ7TUQ63 2024-07-01 2024-07-01 2.875 - 2.875 20358430.00 16061732.45 Equities EXACT SCIENCES CORP SR GLBL COCO 28 549300VM3X1FYD4N9Z14 2028-03-01 2028-03-01 0.375 - 0.375 100636208.00 78390993.54 Equities UNITI FIBER HLDGS INC SR GLBL COCO 24 549300GM4ENWVC5GBF11 2024-06-15 2024-06-15 4 - 4 33953704.00 27185297.19 Equities GOL EQUITY FIN SR EXC 144A NT24 222100H9BH197YU7RY14 2024-07-15 2024-07-15 3.75 - 3.75 4768000.00 1838362.00 Equities NIO INC SR CV REGS NT 24 549300JBU4TV5OCKJV96 2024-02-01 2024-02-01 4.5 - 4.5 129700.00 61997.25 Equities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0075 404000000.00 404000000.00 0.0076 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.80% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-09-16 2059-03-15 2.2 - 10.5 166217000.00 212109863.65 Corporate Debt Securities Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0080 202000000.00 202000000.00 0.0038 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 FIG625000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2046-08-15 1.625 - 3 670358200.00 784540133.20 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 766000000.00 766000000.00 0.0143 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2049-11-15 0 - 6.5 155803700.00 199549662.67 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 195000000.00 195000000.00 0.0037 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.01% 549300IMBXQ8SGH3HJ31 FIG633000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2027-11-15 1.75 - 2.625 358147700.00 380460113.94 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 373000000.00 373000000.00 0.0070 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.02% 1VUV7VQFKUOQSJ21A208 FIG628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2029-02-15 1.375 - 5.25 139734000.00 168941554.98 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 165000000.00 165000000.00 0.0031 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.01% 7LTWFZYICNSX8D621K86 FIG636000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2048-11-15 2.75 - 3.375 189452100.00 234788859.03 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 229000000.00 229000000.00 0.0043 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.01% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2021-11-15 2.875 - 2.875 99756000.00 104997134.53 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 102000000.00 102000000.00 0.0019 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.01% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2022-04-30 1.75 - 1.75 202650000.00 210083747.61 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 206000000.00 206000000.00 0.0039 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2047-02-15 2.25 - 8.75 71553000.00 90682833.36 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 88000000.00 88000000.00 0.0016 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2046-08-15 1.875 - 2.25 170314600.00 175934552.18 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 172000000.00 172000000.00 0.0032 N Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.02% 6PJDTY319315T5LR2241 FIG564000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2026-11-15 2 - 2.25 727199000.00 790113559.42 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 770000000.00 770000000.00 0.0144 N Y Y N Chicago O'Hare Int'l. Arpt. Rev. Chicago O'Hare Int'l. Arpt. Rev., 5.03% Series 2005 D, LOC Barclays Bank PLC VRDN 1675927A6 US1675927A61 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2035-01-01 Y BARCLAYS BANK PLC 1.0000 7 N N/A N/A Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0503 34200000.00 34200000.00 0.0006 N N Y N Illinois Dev. Fin. Auth. Rev. Illinois Dev. Fin. Auth. Rev., 5.10% (Lyric Opera of Chicago Proj.) LOC BMO Harris Bank NA, LOC Northern Trust Co. VRDN 451908PR2 US451908PR26 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2028-12-01 Y BMO HARRIS BANK NA 0.6300 7 N N/A N/A NORTHERN TRUST CO CHICAGO 0.3700 7 N N/A N/A N N 0.0510 17600000.00 17600000.00 0.0003 N N Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 1.20% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2024-09-03 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0120 40000000.00 40000000.00 0.0007 N N Y N New York City Gen. Oblig. New York City Gen. Oblig., 4.50% Series D5, LOC PNC Bank NA VRDN 64966LCN9 549300ABYZD2SFD5JB29 US64966LCN91 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2041-08-01 Y PNC BANK NA PITTSBURGH PA 1.0000 7 N N/A N/A Y PNC BANK NA PITTSBURGH PA 1.0000 N/A N/A N 0.0450 9950000.00 9950000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Mtg. Rev. New York City Hsg. Dev. Corp. Multi-family Mtg. Rev., 4.75% (Related-Upper East Proj.) Series A, LOC Landesbank Baden-Wurttemberg VRDN 64970VBR3 US64970VBR33 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2036-12-01 Y LANDESBANK BADEN-WUERT (UNGTD) 1.0000 7 N N/A N/A Y LANDESBANK BADEN-WUERT (UNGTD) 1.0000 N/A N/A N 0.0475 19300000.00 19300000.00 0.0004 N N Y N California Health Facilities Financing Auth. Rev. California Health Facilities Financing Auth. Rev., 5.35% (Catholic Healthcare West Proj.) Series 2005 H, LOC Sumitomo Mitsui Banking Corp. VRDN 13033FF54 US13033FF541 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2035-07-01 Y SUMITOMO MITSUI BKG CORP 1.0000 7 N N/A N/A Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0535 27125000.00 27125000.00 0.0005 N N Y N Clark County Arpt. Rev. Clark County Arpt. Rev., 3.70% Series 2008 D 2A, LOC Wells Fargo Bank NA VRDN 18085PMX9 US18085PMX95 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2040-07-01 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0370 9100000.00 9100000.00 0.0002 N N Y N Clark County Arpt. Rev. Clark County Arpt. Rev., 5.20% Series 2008 B2, LOC State Street Bank & Trust Co., Boston VRDN 18085PNY6 US18085PNY69 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2022-07-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 N N/A N/A Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0520 11900000.00 11900000.00 0.0002 N N Y N Green Bay Redev. Auth. Green Bay Redev. Auth., 3.80% (Green Bay Packaging, Inc. Proj.) LOC Wells Fargo Bank NA VRDN 39269DAA3 US39269DAA37 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2047-07-01 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0380 15600000.00 15600000.00 0.0003 N N Y N Louisiana Offshore Term. Auth. Deepwater Port Rev. Louisiana Offshore Term. Auth. Deepwater Port Rev., 5.01% (LOOP LLC Proj.) Series 2013 B, LOC JPMorgan Chase Bank VRDN 546510FH6 US546510FH68 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2033-09-01 Y JPMORGAN CHASE BANK NA 1.0000 7 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0501 11425000.00 11425000.00 0.0002 N N Y N Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 4.75% (Catholic Healthcare West Proj.) Series 2008 B, LOC Barclays Bank PLC VRDN 040507JU0 US040507JU09 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2035-07-01 Y BARCLAYS BANK PLC 1.0000 7 N N/A N/A Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0475 11300000.00 11300000.00 0.0002 N N Y N Philadelphia Gas Works Rev. Philadelphia Gas Works Rev., 4.50% (1998 Gen. Ordinance Proj.) Eighth Series C, LOC Barclays Bank PLC VRDN 7178232R8 US7178232R87 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2031-08-01 Y BARCLAYS BANK PLC 1.0000 7 N N/A N/A Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0450 9485000.00 9485000.00 0.0002 N N Y N U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-04-01 2021-10-31 2021-10-31 N N N 0.0021 84235551.12 84235551.12 0.0016 N Y Y N Atlanta Arpt. Rev. Atlanta Arpt. Rev., 4.13% Series K2, LOC PNC Bank NA, CP FIE798000 Other Municipal Security Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y PNC BANK NA PITTSBURGH PA 1.0000 N/A N/A N 0.0296 11665351.12 11665351.12 0.0002 N Y Y N Atlanta Arpt. Rev. Atlanta Arpt. Rev., 4.13% Series K1, LOC PNC Bank NA, CP FIE793000 Other Municipal Security Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y PNC BANK NA PITTSBURGH PA 1.0000 N/A N/A N 0.0296 17509527.02 17509527.02 0.0003 N Y Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.93% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-04-01 2020-04-07 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0093 162000000.00 162000000.00 0.0030 N N Y N Credit AG CIB Paris Credit AG CIB Paris, 0.80% 1VUV7VQFKUOQSJ21A208 FIG739000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0080 80000000.00 80000000.00 0.0015 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities Fidelity Hereford Street Trust: Fidelity Money Market Fund 2020-04-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer