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LLC 0000862124 084-01839 N N N Prime Y 43 55 23286515116.59 22911866128.83 27110577727.61 27245266478.47 28940189704.42 29657841448.29 31095075972.65 29844177022.13 0.4200 0.4100 0.4800 0.4900 0.5200 0.5300 0.5600 0.5400 426.23 55617233428.98 55595722125.15 393136634.87 1325845046.21 54663014140.04 54660010027.08 1.0000 0.0073 1.0000 1.0000 1.0001 1.0003 C000019231 1.00 6092665955.62 6092597696.46 0.9999 0.9999 1.0001 1.0003 201179702.98 270880341.75 143396932.84 122587125.13 141544931.96 123731928.04 160275310.32 137914097.37 739869887.37 667340010.05 0.0031 N C000154306 100000.00 48570348184.42 48567412330.62 1.0000 1.0000 1.0001 1.0003 1209640268.44 1174515079.84 1163767812.88 926381597.59 949312785.30 937027533.48 1156966756.36 915342296.33 4995260284.18 4039303648.32 0.0043 Y Fidelity Investments, Reimbursement Fees, -2547470.92; 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 0.0050 284339380.00 284339380.00 0.0052 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 0.0031 387057099.60 387057099.60 0.0071 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 0.0136 207958982.40 207958982.40 0.0038 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 0.0168 184993839.50 184993839.50 0.0034 N N N 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 0.0173 131995828.80 131995828.80 0.0024 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 0.0185 177494434.56 177494434.56 0.0032 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 0.0178 93997057.80 93997057.80 0.0017 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 0.0156 169994288.00 169994288.00 0.0031 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 0.0179 328990261.60 328990261.60 0.0060 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 0.0042 355436117.50 355436117.50 0.0065 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.09% 55380TCY4 C3GTMMZIHMY46P4OIX74 FJE855000 Certificate of Deposit Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0051 204269116.80 204269116.80 0.0037 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.09% 55380TCZ1 C3GTMMZIHMY46P4OIX74 FJE856000 Certificate of Deposit Y N/A N/A 2020-07-23 2020-07-23 2020-07-23 N N N 0.0051 196262130.40 196262130.40 0.0036 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.32% 55380TBZ2 C3GTMMZIHMY46P4OIX74 FIJ141000 Certificate of Deposit Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0051 359602258.40 359602258.40 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 0.0052 185328597.00 185328597.00 0.0034 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 0.0053 75134512.50 75134512.50 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 0.0052 75153292.50 75153292.50 0.0014 N N N N Barclays Bank PLC Barclays Bank PLC, 0.57% 06742TSK3 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0057 218000000.00 218000000.00 0.0040 N N N N Barclays Bank PLC Barclays Bank PLC, 0.70% 06742TSJ6 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2020-08-12 2020-08-12 2020-08-12 N N N 0.0078 217947832.60 217947832.60 0.0040 N N N N Barclays Bank PLC Barclays Bank PLC, 1.30% 06742TRV0 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2020-07-14 2020-07-14 2020-07-14 N N N 0.0070 540662310.00 540662310.00 0.0099 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 0.0027 128670867.03 128670867.03 0.0024 N N Y N Credit Suisse AG Credit Suisse AG, 1.30% 22549LY25 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0034 535954012.00 535954012.00 0.0098 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.77% 60683BZA4 JBONEPAGQXF4QP29B387 US60683BZA42 0001462160 Certificate of Deposit Y N/A N/A 2020-05-18 2020-06-18 2020-06-18 N N N 0.0055 70020419.00 70020419.00 0.0013 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.77% 60683BZB2 JBONEPAGQXF4QP29B387 US60683BZB25 0001462160 Certificate of Deposit Y N/A N/A 2020-05-19 2020-06-19 2020-06-19 N N N 0.0027 70047425.00 70047425.00 0.0013 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.85% 60683BYC1 JBONEPAGQXF4QP29B387 US60683BYC17 0001462160 Certificate of Deposit Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0016 105037747.50 105037747.50 0.0019 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.89% 60683BYV9 JBONEPAGQXF4QP29B387 US60683BYV97 0001462160 Certificate of Deposit Y N/A N/A 2020-05-12 2020-06-12 2020-06-12 N N N 0.0063 65019324.50 65019324.50 0.0012 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.98% 60683BXV0 JBONEPAGQXF4QP29B387 US60683BXV07 0001462160 Certificate of Deposit Y N/A N/A 2020-05-13 2020-05-13 2020-05-13 N N N 0.0013 52015787.20 52015787.20 0.0010 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.98% 60683BXW8 JBONEPAGQXF4QP29B387 US60683BXW89 0001462160 Certificate of Deposit Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0013 88028600.00 88028600.00 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.01% 60683BYN7 JBONEPAGQXF4QP29B387 US60683BYN71 0001462160 Certificate of Deposit Y N/A N/A 2020-05-09 2020-06-08 2020-06-08 N N N 0.0072 70021224.00 70021224.00 0.0013 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 0.0039 97114101.10 97114101.10 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 0.0039 98116816.00 98116816.00 0.0018 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 0.0040 37066607.40 37066607.40 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 0.0040 37067550.90 37067550.90 0.0007 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.89% 60710AKD3 RB0PEZSDGCO3JS6CEU02 US60710AKD36 Certificate of Deposit Y N/A N/A 2020-05-11 2020-06-10 2020-06-10 N N N 0.0043 332168888.40 332168888.40 0.0061 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.99% 60710AHY1 RB0PEZSDGCO3JS6CEU02 US60710AHY10 Certificate of Deposit Y N/A N/A 2020-05-13 2020-05-13 2020-05-13 N N N 0.0013 129639813.12 129639813.12 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 0.0055 555860971.50 555860971.50 0.0102 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.67% 63873QGM0 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-07-24 2020-07-24 2020-07-24 N N N 0.0039 600389160.00 600389160.00 0.0110 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.85% 63873QGH1 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0037 540577530.00 540577530.00 0.0099 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 0.0018 555482572.50 555482572.50 0.0102 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 0.0099 160638625.98 160638625.98 0.0029 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 0.0135 219992542.00 219992542.00 0.0040 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 0.0173 114992766.50 114992766.50 0.0021 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86565CCT4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0039 176054137.60 176054137.60 0.0032 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86565CCV9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0039 153045027.90 153045027.90 0.0028 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.85% 86565B5A5 5U0XI89JRFVHWIBS4F54 US86565B5A50 0001184915 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0020 228072526.80 228072526.80 0.0042 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 2020-05-10 2020-06-10 2020-06-10 N N N 0.0067 161044242.80 161044242.80 0.0029 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 0.0043 205224639.00 205224639.00 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 0.0043 205231342.50 205231342.50 0.0038 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.07% 86565B6A4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-05-04 2020-06-04 2020-06-04 N N N 0.0081 161039461.10 161039461.10 0.0029 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.07% 86565B6B2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-05-05 2020-06-05 2020-06-05 N N N 0.0083 162037389.60 162037389.60 0.0030 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.12% 86565B4F5 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0010 535119626.00 535119626.00 0.0098 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.49% 86564GCG4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0038 227066511.00 227066511.00 0.0042 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.49% 86564GCH2 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0038 150043605.00 150043605.00 0.0027 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.49% 86564GCF6 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0040 171044460.00 171044460.00 0.0031 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.50% 86564GCB5 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0036 131045299.80 131045299.80 0.0024 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.50% 86564GCC3 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0038 218070675.60 218070675.60 0.0040 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.68% 86564GBR1 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0036 96076118.40 96076118.40 0.0018 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.79% 86564F5D1 5493006GGLR4BTEL8O61 US86564F5D10 0001046017 Certificate of Deposit Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0017 97034890.90 97034890.90 0.0018 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.79% 86564F5C3 5493006GGLR4BTEL8O61 US86564F5C37 0001046017 Certificate of Deposit Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0022 65022386.00 65022386.00 0.0012 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.98% 86564F4J9 5493006GGLR4BTEL8O61 US86564F4J98 0001046017 Certificate of Deposit Y N/A N/A 2020-05-01 2020-05-12 2020-05-12 N N N 0.0012 162045619.20 162045619.20 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.98% 86564F4H3 5493006GGLR4BTEL8O61 US86564F4H33 0001046017 Certificate of Deposit Y N/A N/A 2020-05-11 2020-05-11 2020-05-11 N N N 0.0012 36009349.20 36009349.20 0.0007 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.98% 86564F4K6 5493006GGLR4BTEL8O61 US86564F4K61 0001046017 Certificate of Deposit Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0013 102033150.00 102033150.00 0.0019 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 0.0037 368413190.40 368413190.40 0.0067 N N N N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.88% 86959RFH8 NHBDILHZTYCNBV5UYZ31 US86959RFH84 0001448613 Certificate of Deposit Y N/A N/A 2020-05-11 2020-08-11 2020-08-11 N N N 0.0109 332798235.30 332798235.30 0.0061 N N N N Bank of Montreal London Branch Bank of Montreal London Branch, 1.54% NQQ6HPCNCCU6TUTQYE16 XS2130246395 Certificate of Deposit Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0040 87220666.80 87220666.80 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 0.0038 87167718.60 87167718.60 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 0.0007 175032182.50 175032182.50 0.0032 N N Y 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 0.0015 176142683.20 176142683.20 0.0032 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 0.0008 175993435.20 175993435.20 0.0032 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 0.0006 180993230.60 180993230.60 0.0033 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 0.0009 174994085.00 174994085.00 0.0032 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 0.0011 279962312.00 279962312.00 0.0051 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 0.0014 177964026.20 177964026.20 0.0033 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 0.0008 175993435.20 175993435.20 0.0032 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 0.0006 279989528.00 279989528.00 0.0051 N N N N KBC Bank NV London KBC Bank NV London, 1.61% 6B2PBRV1FCJDMR45RZ53 XS2128045171 Certificate of Deposit Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0040 183880473.60 183880473.60 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 0.0017 349970670.00 349970670.00 0.0064 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 0.0018 174983847.50 174983847.50 0.0032 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 0.0019 525941824.40 525941824.40 0.0096 N N N 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 0.0018 69992909.00 69992909.00 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 0.0018 138976981.60 138976981.60 0.0025 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 0.0018 69990879.00 69990879.00 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 0.0015 175986888.00 175986888.00 0.0032 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 0.0016 103991076.80 103991076.80 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 0.0007 69999293.00 69999293.00 0.0013 N N Y 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 0.0054 174871410.00 174871410.00 0.0032 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 0.0056 173857842.00 173857842.00 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 0.0066 140982093.00 140982093.00 0.0026 N N Y 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 0.0085 112923126.10 112923126.10 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 0.0076 47982028.80 47982028.80 0.0009 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.59% 95001KGQ1 KB1H1DSPRFMYMCUFXT09 US95001KGQ13 Certificate of Deposit Y N/A N/A 2020-05-27 2020-07-27 2020-07-27 N N N 0.0060 121996132.60 121996132.60 0.0022 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.08% to 0.19% 9127962L2 US9127962L27 U.S. Treasury Debt Y N/A N/A 2020-05-12 2020-05-12 2020-05-12 N N N 0.0006 694686995.22 694686995.22 0.0127 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127962K4 US9127962K44 U.S. Treasury Debt Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0004 174399030.34 174399030.34 0.0032 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796SR1 US912796SR11 U.S. Treasury Debt Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0009 534971019.05 534971019.05 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962P3 US9127962P31 U.S. Treasury Debt Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 1073911545.36 1073911545.36 0.0196 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962X6 US9127962X64 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0011 544903589.50 544903589.50 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.12% 912796TX7 US912796TX79 U.S. Treasury Debt Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0010 547949540.16 547949540.16 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127963M9 US9127963M90 U.S. Treasury Debt Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0012 539836126.20 539836126.20 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.27% 9127962W8 US9127962W81 U.S. Treasury Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0010 726892971.06 726892971.06 0.0133 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.13% 912796WY1 US912796WY16 U.S. Treasury Debt Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0010 1074721166.50 1074721166.50 0.0197 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127963N7 US9127963N73 U.S. Treasury Debt Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0011 549836375.00 549836375.00 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796WW5 US912796WW59 U.S. Treasury Debt Y N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N N 0.0010 534901303.20 534901303.20 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 9127963D9 US9127963D91 U.S. Treasury Debt Y N/A N/A 2020-07-14 2020-07-14 2020-07-14 N N N 0.0008 380233553.98 380233553.98 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 9127962V0 US9127962V09 U.S. Treasury Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0009 1055175274.09 1055175274.09 0.0193 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127964A4 US9127964A44 U.S. Treasury Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0012 539728201.80 539728201.80 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127962M0 US9127962M00 U.S. Treasury Debt Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0008 503454114.46 503454114.46 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127963X5 US9127963X55 U.S. Treasury Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0014 534739187.50 534739187.50 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796WZ8 US912796WZ80 U.S. Treasury Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0012 534826729.55 534826729.55 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 912796TW9 US912796TW96 U.S. Treasury Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0007 539972659.80 539972659.80 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127963Z0 US9127963Z04 U.S. Treasury Debt Y N/A N/A 2020-09-22 2020-09-22 2020-09-22 N N N 0.0016 539665200.00 539665200.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127963F4 US9127963F40 U.S. Treasury Debt Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0009 534885643.75 534885643.75 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.22% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0011 552522367.75 552522367.75 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.25% 9127963Y3 US9127963Y39 U.S. Treasury Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0012 534765862.60 534765862.60 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.29% 9127962U2 US9127962U26 U.S. Treasury Debt Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0009 539947350.00 539947350.00 0.0099 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-05-01 2021-10-31 2021-10-31 N N N 0.0019 84296829.96 84296829.96 0.0015 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 0.85% 06417LNL7 L3I9ZG2KFGXZ61BMYR72 US06417LNL70 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-05-26 2020-07-24 2020-07-24 N N N 0.0073 186051540.60 186051540.60 0.0034 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.95% 06417LNK9 L3I9ZG2KFGXZ61BMYR72 US06417LNK97 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-05-21 2020-07-21 2020-07-21 N N N 0.0079 95034922.00 95034922.00 0.0017 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.08% 06417LNW3 L3I9ZG2KFGXZ61BMYR72 US06417LNW36 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-05-13 2020-08-13 2020-08-13 N N N 0.0107 172000739.60 172000739.60 0.0031 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.09% 06417LNJ2 L3I9ZG2KFGXZ61BMYR72 US06417LNJ25 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-05-15 2020-07-15 2020-07-15 N N N 0.0087 565258939.50 565258939.50 0.0103 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 0.0110 89996796.00 89996796.00 0.0016 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 168999983.10 168999983.10 0.0031 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 0.0179 15999480.00 15999480.00 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 0.0008 66999852.60 66999852.60 0.0012 N Y 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 0.0017 119968656.00 119968656.00 0.0022 N N N 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 0.0044 257588232.00 257588232.00 0.0047 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 0.0045 396338280.40 396338280.40 0.0073 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.00% 13608CJB9 2IGI19DL77OX0HC3ZE78 US13608CJB90 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-05-20 2020-07-20 2020-07-20 N N N 0.0070 198132501.60 198132501.60 0.0036 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.09% 13608CHZ8 2IGI19DL77OX0HC3ZE78 US13608CHZ86 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-05-15 2020-07-15 2020-07-15 N N N 0.0077 180122004.00 180122004.00 0.0033 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 0.0110 347987820.00 347987820.00 0.0064 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 0.0031 156872390.40 156872390.40 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 0.0032 171855399.60 171855399.60 0.0031 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.25% 17327AGN1 MBNUM2BPBDO7JBLYG310 FJB601000 Financial Company Commercial Paper Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0028 46969985.80 46969985.80 0.0009 N N N 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 0.0022 92985361.80 92985361.80 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 0.0054 98827868.70 98827868.70 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 0.0056 26950500.90 26950500.90 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 0.0024 35992983.60 35992983.60 0.0007 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.05% 5148X0E19 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0010 775997912.56 775997912.56 0.0142 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 0.0021 67992826.00 67992826.00 0.0012 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 0.0015 62647074.25 62647074.25 0.0011 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 0.0018 62995640.40 62995640.40 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 0.0025 151943577.60 151943577.60 0.0028 N N N 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 0.0010 171996370.80 171996370.80 0.0031 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 0.0045 400397176.70 400397176.70 0.0073 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 0.0046 343450253.60 343450253.60 0.0063 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 0.0050 387280919.60 387280919.60 0.0071 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 0.0173 182988489.30 182988489.30 0.0033 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 0.0174 38997570.30 38997570.30 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 0.0177 191987923.20 191987923.20 0.0035 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 0.0011 123998065.60 123998065.60 0.0023 N N Y N Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.68% 86563GGN6 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0044 41957685.00 41957685.00 0.0008 N N N N Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.75% 86563GGL0 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0044 43457913.75 43457913.75 0.0008 N N N N Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.75% 86563GGM8 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0044 34965479.50 34965479.50 0.0006 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.92% 86960JJ48 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0034 344594728.50 344594728.50 0.0063 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.90% 89120DPQ6 PT3QB789TSUIDF371261 US89120DPQ69 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-05-26 2020-07-23 2020-07-23 N N N 0.0070 466815849.16 466815849.16 0.0085 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 0.0094 284999886.00 284999886.00 0.0052 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.37% 89120DR92 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-07-09 2020-10-09 2020-10-09 N N N 0.0147 161929918.80 161929918.80 0.0030 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 0.0174 169994679.00 169994679.00 0.0031 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 0.0188 189471621.84 189471621.84 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 0.0193 484776221.00 484776221.00 0.0089 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 0.0011 499992200.00 499992200.00 0.0091 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.50% 89233A6K0 Z2VZBHUMB7PWWJ63I008 US89233A6K02 0000834071 Financial Company Commercial Paper Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0202 62941958.10 62941958.10 0.0012 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.53% 56274LF82 549300S0NSJYSOB32S63 FJF755000 Asset Backed Commercial Paper Y N/A N/A 2020-06-08 2020-06-08 2020-06-08 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0052 71959831.20 71959831.20 0.0013 N N N 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 0.0015 17999474.40 17999474.40 0.0003 N N Y 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 0.0015 62997114.60 62997114.60 0.0012 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 0.0015 30998580.20 30998580.20 0.0006 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.30% RUC0QBLBRPRCU4W1NE59 FJJ225000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MORGAN STANLEY FR 3.875%012726 IGJSJL3JD5P30I6NJZ34 2026-01-27 2026-01-27 3.875 - 3.875 10491000.00 11637460.85 Corporate Debt Securities INTEL CORP SR GLBL NT 29 KNX4USFCNGPY45LOCE31 2029-11-15 2029-11-15 2.45 - 2.45 12444000.00 13315214.81 Corporate Debt Securities VMWARE INC CR SEN SR GLBL25 549300BUDHS3LRWBE814 2025-05-15 2025-05-15 4.5 - 4.5 22248444.00 23607045.23 Corporate Debt Securities SIMON PPTY GROUP LP SR NT 3.75%24 MR92GTD0MJTTTTQDVG45 2024-02-01 2024-02-01 3.75 - 3.75 3300000.00 3336368.75 Corporate Debt Securities WALMART INC 4.05%48 Y87794H0US1R65VBXU25 2043-10-02 2048-06-29 4.05 - 4.75 12149200.00 16252654.89 Corporate Debt Securities WELLTOWER INC SR GLBL NT 28 T6IZ0MBEG5ACZDTR7D06 2028-04-15 2028-04-15 4.25 - 4.25 3070886.00 3204011.47 Corporate Debt Securities AUTODESK INC SR GLBL NT 25 FRKKVKAIQEF3FCSTPG55 2025-06-15 2025-06-15 4.375 - 4.375 208000.00 229298.42 Corporate Debt Securities ONEOK INC NEW SR GLBL NT2.2%25 2T3D6M0JSY48PSZI1Q41 2025-09-15 2025-09-15 2.2 - 2.2 2500000.00 2163513.89 Corporate Debt Securities PHILLIPS 66 SR GLBL NT3.7%23 5493005JBO5YSIGK1814 2023-04-06 2023-04-06 3.7 - 3.7 8290000.00 8570188.18 Corporate Debt Securities MORGAN STANLEY FR 3.125%072726 IGJSJL3JD5P30I6NJZ34 2026-07-27 2026-07-27 3.125 - 3.125 5000000.00 5349664.58 Corporate Debt Securities JP MORGAN CHASE BANK NA GLBL NT 2.739%30 8I5DZWZKVSZI1NUHU748 2030-10-15 2030-10-15 2.739 - 2.739 6434826.00 6662305.14 Corporate Debt Securities BOOKING HOLDINGS INC SR GLBL NT4.1%25 FXM8FAOHMYDIPD38UZ17 2025-04-13 2025-04-13 4.1 - 4.1 719780.00 764202.02 Corporate Debt Securities NATIONAL SECS CLEARING CORP SR GLBL 144A 23 549300RYC9NELN2ICA34 2023-04-23 2023-04-23 1.2 - 1.2 1000000.00 1000503.33 Corporate Debt Securities CONSOLIDATED EDISON CO N Y INC SR -2013 A DB 43 VZFZPMWDHTQCFKYOBP05 2043-03-01 2043-03-01 3.95 - 3.95 1889000.00 2197612.75 Corporate Debt Securities CITIGROUP SR GLBL NT 30 6SHGI4ZSSLCXXQSBB395 2030-11-05 2030-11-05 2.976 - 2.976 18959.00 19741.75 Corporate Debt Securities COMCAST CORP NEW SR NT 4.65%42 51M0QTTNCGUN7KFCFZ59 2042-07-15 2042-07-15 4.65 - 4.65 4000000.00 5187210.00 Corporate Debt Securities CITIGROUP INC SR GLBL NT3.2%26 6SHGI4ZSSLCXXQSBB395 2026-10-21 2026-10-21 3.2 - 3.2 5251000.00 5528305.31 Corporate Debt Securities CREDIT SUISSE GRP FDG GUERNSEY SR GLBL COCO 23 549300PXR5FKNXF0OH19 2023-06-09 2023-06-09 3.8 - 3.8 10967000.00 11638046.36 Corporate Debt Securities CARNIVAL CORP SR SEC GLBL 23 F1OF2ZSX47CR0BCWA982 2023-04-01 2023-04-01 11.5 - 11.5 12000000.00 12623253.33 Corporate Debt Securities WALGREENS BOOTS ALLIANCE INC SR GLBL NT 46 549300RPTUOIXG4LIH86 2046-06-01 2046-06-01 4.65 - 4.65 2358000.00 2532034.16 Corporate Debt Securities 3M CO SR GLBL NT 49 LUZQVYP4VS22CLWDAR65 2049-08-26 2049-08-26 3.25 - 3.25 2622000.00 2927745.59 Corporate Debt Securities MARS INC DEL 3.95%44 54930073HKEO6GZBSS03 2044-04-01 2044-04-01 3.95 - 3.95 381800.00 434508.23 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.543%27 5493009NTB34VXE1T760 2027-04-06 2027-04-06 3.543 - 3.543 854305.00 896577.72 Corporate Debt Securities CAMPBELL SOUP CO SR GLBL NT 30 5493007JDSMX8Z5Z1902 2030-04-24 2030-04-24 2.375 - 2.375 296367.00 299622.84 Corporate Debt Securities CREDIT SUISSE GROUP GLBL COCO 31 549300506SI9CRFV9Z86 2031-04-01 2031-04-01 4.194 - 4.194 298375.00 325085.08 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0030 134000000.00 134000000.00 0.0025 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.37% RUC0QBLBRPRCU4W1NE59 FJJ226000 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 12954722.00 356403735.24 Equities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0037 330000000.00 330000000.00 0.0060 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.39% RUC0QBLBRPRCU4W1NE59 FJJ227000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N QEP RESOURCES INC SR NT 5.375%22 Q6JQDZPXKEDQKVK58165 2022-10-01 2022-10-01 5.375 - 5.375 2825000.00 824419.36 Corporate Debt Securities NIELSEN COMPANY SR NT 144A 21 549300MFMRJBOPHHM352 2021-10-01 2021-10-01 5.5 - 5.5 658000.00 653512.81 Corporate Debt Securities CIMPOR FINL OPERATIONS BV SR REGS NT 24 213800IVMAMWIHPCZJ07 2024-07-17 2024-07-17 5.75 - 5.75 2800000.00 1223183.89 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 23 2023-05-01 2023-05-01 5.125 - 5.125 33978000.00 35279107.28 Corporate Debt Securities PROVINCIA DE CORDOBA GLBL REGS NT 24 5299006CLM2Z97AATT29 2024-09-01 2024-09-01 7.45 - 7.45 2750000.00 1133576.74 Corporate Debt Securities NEWFIELD EXPL CO SR NT 5.75%22 T8W3X1PFLPW2YE0UIP44 2022-01-30 2022-01-30 5.75 - 5.75 45000000.00 38948175.00 Corporate Debt Securities FIDELITY & GTY LIFE HLDGS INC SR GLBL 144A 25 549300WCR5QBFH98VZ75 2025-05-01 2025-05-01 5.5 - 5.5 31286288.00 33706195.47 Corporate Debt Securities MICROSOFT CORP SR GLBL NT 24 INR2EJN1ERAN0W5ZP974 2024-02-06 2046-08-08 2.875 - 3.7 11500000.00 13629396.67 Corporate Debt Securities FORD MTR CO DEL SR GLBL NT 9%25 20S05OYHG0MQM4VUIC57 2025-04-22 2025-04-22 9 - 9 10000000.00 9720000.00 Corporate Debt Securities PTC INC SR GLBL NT 6%24 54930050SSMU8SKDJ030 2024-05-15 2024-05-15 6 - 6 19271000.00 20397389.95 Corporate Debt Securities WPX ENERGY INC SR GLBL NT 23 ZXZE9GCS2BB547GJW219 2023-08-01 2023-08-01 8.25 - 8.25 7000000.00 6722770.83 Corporate Debt Securities CREDIT SUISSE GRP FDG GUERNSEY SR GLBL COCO 23 549300PXR5FKNXF0OH19 2023-06-09 2023-06-09 3.8 - 3.8 1250000.00 1326484.72 Corporate Debt Securities YPF SOCIEDAD ANONIMA SR GLBL REGS 27 5493003N7447U18U5U53 2027-07-21 2027-07-21 6.95 - 6.95 4592044.00 2111938.44 Corporate Debt Securities APPLE INC SR GLBL NT 3%24 HWUPKR0MPOU8FGXBT394 2024-02-09 2024-02-09 3 - 3 3937000.00 4253219.84 Corporate Debt Securities XPLORNET COMMUNICATIONS INC 9.625%22 2138007ZVGYYNWEGU394 2022-06-01 2022-06-01 9.625 - 9.625 17525000.00 18310765.02 Corporate Debt Securities ANIXTER INC SR GLBL NT 21 5493000SM561KPBZQ714 2021-10-01 2021-10-01 5.125 - 5.125 12556000.00 12811872.10 Corporate Debt Securities ADVANCED DISP SVCS INC DEL SR 144A NT 24 549300ML1GEF4BKIM713 2024-11-15 2024-11-15 5.625 - 5.625 1093000.00 1159433.91 Corporate Debt Securities APX GROUP INC SR SEC GLBL NT22 549300OMQVKPRU98OE64 2022-12-01 2022-12-01 7.875 - 7.875 3844000.00 3777090.38 Corporate Debt Securities DELPHI JERSEY HLDGS PLC SR 144A NT 5%25 549300SEU65CJHRH6V04 2025-10-01 2025-10-01 5 - 5 13700000.00 12522180.56 Corporate Debt Securities ROCKIES EXPRESS PIPELINE LLC SR GLBL 144A 29 W2ZGZGZKY5GGNY6F3V51 2029-07-15 2029-07-15 4.95 - 4.95 14400000.00 12327084.00 Corporate Debt Securities E M C CORP MASS SR GLBL NT 20 KDMDXRWU7UTJ30FC8R59 2020-06-01 2020-06-01 2.65 - 2.65 4963000.00 4992619.46 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR NT 4.5%20 2020-10-01 2020-10-01 4.5 - 4.5 5500000.00 5464937.50 Corporate Debt Securities MATTEL INC SR GLBL NT6.2%40 549300VELLG24KHTJ564 2040-10-01 2040-10-01 6.2 - 6.2 1000000.00 847494.44 Corporate Debt Securities AMPHENOL CORP NEW SR GLBL NT3.2%24 549300D3L3G0R4U4VT04 2024-04-01 2024-04-01 3.2 - 3.2 666000.00 703567.58 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.543%27 5493009NTB34VXE1T760 2027-04-06 2027-04-06 3.543 - 3.543 396452.00 416069.24 Corporate Debt Securities CITIGROUP SR GLBL NT 30 6SHGI4ZSSLCXXQSBB395 2030-11-05 2030-11-05 2.976 - 2.976 4873493.00 5074703.28 Corporate Debt Securities SPRINT NEXTEL CORP SR NT 7%20 549300JKU50UT08ZWD77 2020-08-15 2020-08-15 7 - 7 33762000.00 34549780.00 Corporate Debt Securities PHILLIPS 66 SR GLBL NT3.7%23 5493005JBO5YSIGK1814 2023-04-06 2023-04-06 3.7 - 3.7 11904000.00 12306335.36 Corporate Debt Securities OI SA GLBL PIK NT10%25 254900YEMWCRRAGD4978 2025-07-27 2025-07-27 10 - 10 1597000.00 1227487.91 Corporate Debt Securities SPRINT CORPORATION SR GLBL NT 21 549300ZTTY7CXOLJ6539 2021-09-15 2021-09-15 7.25 - 7.25 41606000.00 44067514.98 Corporate Debt Securities PATTERN ENERGY GROUP INC SR GLBL 144A 24 549300YTEUCT3H1Y2T51 2024-02-01 2024-02-01 5.875 - 5.875 5796000.00 5938142.88 Corporate Debt Securities ANTERO RES FIN CORP SR GLBL NT 21 APVBKPOULHUX7YZLKU17 2021-11-01 2021-11-01 5.375 - 5.375 13761000.00 12683867.28 Corporate Debt Securities COGENT COMM HOLDINGS INC SR SEC 144A NT22 549300KFWFYF8Q1U0Y26 2022-03-01 2022-03-01 5.375 - 5.375 725000.00 742261.55 Corporate Debt Securities TENET HEALTHCARE CORP SR SEC GLBL 27 0W9AIBT6U6ADJ2I8HK17 2027-11-01 2027-11-01 5.125 - 5.125 1000000.00 1017436.11 Corporate Debt Securities ODEBRECHT DRILLING NORBE VIII/ FR 6.35%120121 549300YNW6BY570L6488 2021-12-01 2021-12-01 6.35 - 6.35 5850000.00 1539562.32 Corporate Debt Securities SEALED AIR CORP NEW SR 144A NT6.5%20 Q0M0CZB4YN6JZ65WXI09 2020-12-01 2020-12-01 6.5 - 6.5 4686000.00 4788636.42 Corporate Debt Securities PETROBRAS GLBL FIN B V SR GLBL 144A 30 549300FNENFFSMO3GT38 2030-01-15 2030-01-15 5.093 - 5.093 1200000.00 1088825.50 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0039 342000000.00 342000000.00 0.0063 N Y Y N BNP Paribas BNP Paribas, 0.24% R0MUWSFPU8MPRO8K5P83 FJJ205000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-10-19 2077-06-01 0 - 9.5 271588149.00 281401876.35 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0024 268000000.00 268000000.00 0.0049 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.34% 7VHWWWW4UJS7NUM3PT30 FJJ228000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-05-01 2500-12-31 0 - 11 25502788.00 325082969.02 Equities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0034 301000000.00 301000000.00 0.0055 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 0.54% 549300HN4UKV1E2R3U73 FJJ224000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FHLMCT SLSTT SERIES 2019-3 SUB 20591025 3.63722 2059-10-25 2059-10-25 3.637 - 3.637 124406756.00 116151743.06 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0054 101000000.00 101000000.00 0.0018 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.30% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BRAEMAR HOTELS & RESORTS INC 5.5 CUM CV PFD B 549300JDUUEBN868C776 2500-12-31 2500-12-31 5.5 - 5.5 14735.00 134677.90 Equities INVESCO EXCHANGE-TRADED FD TR S&P MIDCP LOW 5493006N8S5L4ERILR37 2500-12-31 2500-12-31 N/A 6921.00 302655.33 Equities ISHARES TR CORE US AGGBD ET 549300F7VSXTKBGHJE47 2500-12-31 2500-12-31 N/A 242686.00 31454502.57 Equities SPDR SER TR PRTFLO S&P500 HI 5493001H1FSSB667C124 2500-12-31 2500-12-31 N/A 12401.00 355437.73 Equities VANGUARD SCOTTSDALE FDS INT-TERM CORP 2500-12-31 2500-12-31 N/A 48438.00 4428201.96 Equities PROSHARES TR II SHT VIX ST TRM 549300Q4G1Z8K7HCIM83 2500-12-31 2500-12-31 N/A 6894.00 232258.86 Equities GOLDMAN SACHS ETF TR ACCES TREASURY 549300Q2J4ZAD8E71F28 2500-12-31 2500-12-31 N/A 3600.00 362196.00 Equities SPDR GOLD TRUST GOLD SHS 2500-12-31 2500-12-31 N/A 2.00 323.46 Equities EPR PPTYS CONV PFD 9% SR E 549300YSSXFHMPOWZ492 2500-12-31 2500-12-31 5.75 - 9 17175.00 405486.75 Equities ISHARES TR JPMORGAN USD EMG 54930070R8WH6MNUJG74 2500-12-31 2500-12-31 N/A 10000.00 1003200.00 Equities VANECK VECTORS ETF TR GOLD MINERS ETF 54930031TORTKAM9TJ98 2500-12-31 2500-12-31 N/A 159.00 5410.77 Equities DIREXION SHS ETF TR FTSE INTL OVER 549300JDSDY8O7YX0F40 2500-12-31 2500-12-31 N/A 400964.00 21494465.64 Equities BECTON DICKINSON & CO PFD SHS CONV A ICE2EP6D98PQUILVRZ91 2020-05-01 2020-05-01 6.125 - 6.125 3572741.00 216508104.60 Equities VANECK VECTORS ETF TR OIL SVCS ETF 549300WSDUDKDJCJOV22 2500-12-31 2500-12-31 N/A 1.00 113.92 Equities STARS GROUP INC COM 54930026VVWZTYC29T51 2500-12-31 2500-12-31 N/A 95.00 2512.75 Equities SELECT SECTOR SPDR TR RL EST SEL SEC 549300SPMSTD3BRHL041 2500-12-31 2500-12-31 N/A 17736.00 605861.76 Equities VANGUARD CHARLOTTE FDS INTL BD IDX ETF 2500-12-31 2500-12-31 N/A 1269.00 72574.11 Equities PROSHARES TR PSHS SHORT DOW30 2M4TNNGAB88L4FX7KA15 2500-12-31 2500-12-31 N/A 40690.00 2082107.30 Equities ENERGIZER HLDGS INC NEW 7.5 MCNV PFD A 5493000D6NN0V57UME20 2022-01-15 2022-01-15 7.5 - 7.5 24700.00 2156063.00 Equities ISHARES GOLD TRUST ISHARES 5493006UOY7GXQW0IP42 2500-12-31 2500-12-31 N/A 4460.00 73277.80 Equities PROSHARES TR PSHS ULTRA QQQ BB4MTKSM4GAKW287HJ60 2500-12-31 2500-12-31 N/A 3151.00 367217.54 Equities COMCAST HOLDINGS CORP ZONES CV2% PCS 2029-10-15 2029-10-15 2 - 2 393731.00 20355892.70 Equities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0030 280000000.00 280000000.00 0.0051 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.17% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP GLOBAL MKTS HLDGS IN FR 0.6%123022 82VOJDD5PTRDMVVMGV31 2022-12-30 2022-12-30 0.6 - 0.6 5746.00 5655.79 Corporate Debt Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-06-16 2043-12-20 1.522 - 6 2132425784.00 92702280.94 Agency Collateralized Mortgage Obligation CITIGROUP FR 3%123127 6SHGI4ZSSLCXXQSBB395 2027-12-31 2027-12-31 3 - 3 19621.00 19660.83 Corporate Debt Securities Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0116 90000000.00 90000000.00 0.0016 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.23% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMERICAN HOME MTG 2006-3 I-1A-2 20461225 FLT 2046-12-25 2046-12-25 0.947 - 0.947 89248000.00 4468299.48 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2007-FS1 A-2A 20371025 FLT 2037-10-25 2037-10-25 1.737 - 1.737 11993458.00 1186570.02 Asset-Backed Securities GSR MTG TR 2005-9F 2A-8 20360125 6.00000 2036-01-25 2036-01-25 6 - 6 7095042.00 176121.23 Private Label Collateralized Mortgage Obligations FIELDSTONE MTG INV 2005-1 M7 20350325 FLT 2035-03-25 2036-02-25 1.162 - 2.362 25749995.00 4194674.78 Asset-Backed Securities TABERNA PREF FDG II 2005-2 B 144A 20351105 FLT 8Z9UQTNXEECO8ECQHB85 2035-11-05 2035-11-05 2.79 - 2.79 33875000.00 9369441.55 Other Instrument COLLATERALIZED DEBT OBLIGATION BEAR STEARNS CMBS 2007-PWR16 D 144A 20400611 FLT 2040-06-11 2040-06-11 5.929 - 5.929 1221.00 1170.03 Private Label Collateralized Mortgage Obligations GREENWICH CAP CMBS 2005-GG3 F 144A 20420812 FLT 2042-08-12 2042-08-12 5.287 - 5.287 1013244.00 213381.98 Private Label Collateralized Mortgage Obligations LB SMALL BAL COML 2007-2 M3 20370625 FLT 2037-06-25 2037-06-25 1.387 - 1.387 13.00 0.96 Asset-Backed Securities CWALT INC 2007-OA11 X-P 20471125 FLT 2047-11-25 2047-11-25 0.621 - 0.621 300000000.00 2092413.16 Private Label Collateralized Mortgage Obligations ML-CFC COML MTG TR 2006-4 D 20491212 FLT 2049-12-12 2049-12-12 5.354 - 5.354 1000000.00 243873.46 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 2007-C2 G 144A 20490115 FLT 2049-01-15 2049-01-15 5.809 - 5.809 2000000.00 427758.79 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG VII 2006-7 A1LB 1 20370205 FLT O6FH5MIKN9JCILM69649 2037-02-05 2037-02-05 2.241 - 2.241 30000000.00 15158737.50 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG III 2005-3 B-1 20360205 FLT U03UUQ0VYFBPHFC9G558 2036-02-05 2036-02-05 2.691 - 2.691 4003000.00 1186299.34 Other Instrument COLLATERALIZED DEBT OBLIGATION LNR CDO III 2005-3 LTD B 20430302 FLT 549300E7M5RWOTY1BF30 2043-03-02 2043-03-02 2.503 - 2.503 10000000.00 158710.75 Other Instrument COLLATERALIZED DEBT OBLIGATION BANC AMER CMBS 2006-3 A-M 20440710 FLT 2044-07-10 2044-07-10 5.857 - 5.857 4755000.00 475868.16 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 2007-C5 A-1-AJ 20400917 FLT 2040-09-17 2040-09-17 6.345 - 6.345 57521494.00 1991358.22 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2005-AR11 B-2 20450825 FLT 2045-08-25 2045-08-25 1.117 - 1.117 30000000.00 1371752.92 Private Label Collateralized Mortgage Obligations LB-UBS CMBS 2007-C6 D 20400715 FLT 2040-07-15 2040-07-15 6.494 - 6.494 295844.00 15806.16 Private Label Collateralized Mortgage Obligations LB SML BAL CAML 2007-3 M2 20371025 FLT 2037-10-25 2037-10-25 2.947 - 2.947 17.00 6.59 Private Label Collateralized Mortgage Obligations AAMES MTG TR 2005-4 M5 20351025 FLT 2035-10-25 2035-10-25 1.462 - 1.462 9958000.00 2853214.50 Asset-Backed Securities TABERNA PREF FDG V 2006-5 A-1LB 20360805 FLT VZLY0S8U2GEIK6ZPGP62 2036-08-05 2036-08-05 2.241 - 2.241 26239600.00 10372284.28 Other Instrument COLLATERALIZED DEBT OBLIGATION RENAISSANCE HEQ 2004-4 MF-3 20350225 5.41700 2035-02-25 2035-02-25 5.417 - 5.417 2680000.00 490159.60 Asset-Backed Securities DEUTSCHE MTG RE-REMIC 2007-RS8 2-A-2 20360928 FLT 2036-09-28 2036-09-28 1.877 - 1.877 12601474.00 5282773.55 Private Label Collateralized Mortgage Obligations CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 21 82VOJDD5PTRDMVVMGV31 2021-11-15 2021-11-15 N/A 909.00 970.45 Corporate Debt Securities CWALT INC 2007-HY8C A-2 20470925 FLT 549300WVYUN6JZ4UKU34 2047-09-25 2047-09-25 0.827 - 0.827 86886000.00 7493273.21 Private Label Collateralized Mortgage Obligations TOWD PT MTG TR 2018-6 B4 20580325 FLT 2058-03-25 2058-03-25 N/A 3339928.00 1596756.12 Asset-Backed Securities TABERNA PREF FDG 2006-6 C 144A 20361205 FLT BUHFNQJBNOAUZ24NY591 2036-12-05 2036-12-05 2.591 - 2.591 19750000.00 1969637.05 Other Instrument COLLATERALIZED DEBT OBLIGATION LNR CDO IV LTD 2006-1 A 144A 20430528 FLT 549300FIVXZ33M229N06 2043-05-28 2043-05-28 0.791 - 0.791 99100046.00 199691.55 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 2570035.00 1659893.55 Other Instrument COLLATERALIZED DEBT OBLIGATION CITIGROUP MTG LN TR 2005-11 A-1A 20350525 FLT 2035-05-25 2035-10-25 1.417 - 4.38 26141282.00 6075768.17 Asset-Backed Securities ACE SECS HEQ 2007-HE4 A-1 20370525 FLT 2037-05-25 2037-05-25 0.707 - 0.707 72143446.00 6243175.66 Asset-Backed Securities CITIGROUP GLOBAL MKTS HLDGS IN SR -N STEP 24 82VOJDD5PTRDMVVMGV31 2024-05-26 2024-05-26 2.25 - 2.25 2000.00 2009.51 Corporate Debt Securities JP MORGAN MTG ACQ 2005-OPT2 M-6 20351225 FLT 2035-12-25 2035-12-25 1.197 - 1.197 7000000.00 3440064.40 Asset-Backed Securities GS MTG COML 2005-GG4 E 20390710 FLT 2039-07-10 2039-07-10 5.078 - 5.078 453.00 87.34 Private Label Collateralized Mortgage Obligations N-STAR REAL EST CDO IX 2007-9 A-3 20520807 FLT 2052-08-07 2052-08-07 2.523 - 2.523 5500000.00 1878865.54 Other Instrument COLLATERALIZED DEBT OBLIGATION AEGIS ABS 2005-1 M6 20350325 FLT 2035-03-25 2035-03-25 1.277 - 1.277 8500000.00 2041729.22 Asset-Backed Securities BAYVIEW COML TR 2007-6 A-4A 20371225 FLT 5493003DOWFR7J1QCW02 2037-12-25 2037-12-25 1.987 - 1.987 200000.00 172537.32 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG IX 2007-9 A-1LB 20380505 FLT 549300CT01X2OUNHMJ08 2038-05-05 2038-05-05 2.54 - 2.79 38000000.00 20043251.81 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-05-11 2020-05-11 2020-05-11 Y CITIGROUP INC 1.0000 11 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0122 106000000.00 106000000.00 0.0019 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.43% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JPMBB COML MTG SEC 2014-C22 D 20470917 FLT 2047-09-17 2047-09-17 4.706 - 4.706 9625000.00 3271458.47 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2013-GCJ14 D 20460810 FLT 549300ITVQSU1IHX4H03 2046-08-10 2046-08-10 4.903 - 4.903 7500000.00 4471481.64 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE21 D 20471212 FLT 2047-12-12 2047-12-12 4.074 - 4.074 10710999.00 7361871.04 Private Label Collateralized Mortgage Obligations YORK CLO-5 LTD 2018-5 D 20311022 FLT 635400TYXCFIHMPETY18 2031-10-22 2031-10-22 4.448 - 4.448 1.00 0.79 Asset-Backed Securities BEAR STEARNS ARM TR 2004-12 II-A-2 20350225 FLT 2035-02-25 2035-02-25 3.748 - 3.748 250000000.00 9542530.49 Private Label Collateralized Mortgage Obligations COMM MTG TR 2015-LC23 E 20481013 FLT 2048-10-13 2048-10-13 3.8 - 3.8 15006685.00 7642544.51 Private Label Collateralized Mortgage Obligations CHASE MORTGAGE FIN TR 2007-A1 9-A1 20370225 FLT 2037-02-25 2037-02-25 4.344 - 4.344 1188000.00 25723.78 Private Label Collateralized Mortgage Obligations BAYVIEW COML TR 2005-4 M1 144 20360125 FLT 2036-01-25 2036-01-25 0.937 - 0.937 250000.00 25773.63 Private Label Collateralized Mortgage Obligations COMM 2007-C9 XS 20491210 FLT 2049-12-10 2049-12-10 0.621 - 0.621 1558871565.00 17904.38 Private Label Collateralized Mortgage Obligations BBCCRE TRUST 2015-GTP D 20330812 FLT 2033-08-12 2033-08-12 4.715 - 4.715 7712605.00 6948556.75 Private Label Collateralized Mortgage Obligations CHC COMM MTG TR 2019-CHC D 20340615 FLT 2034-06-15 2034-06-15 2.864 - 2.864 10000000.00 7843158.85 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 2015-GC29 D 20480410 3.11000 2048-04-10 2048-04-10 3.11 - 3.11 5488479.00 3908676.73 Private Label Collateralized Mortgage Obligations CFCRE COML MTG TR 2016-C3 D 20480110 3.05200 2048-01-10 2048-01-10 3.052 - 3.052 10499972.00 6607774.71 Private Label Collateralized Mortgage Obligations CARLYLE GLBL MKT STRTG 2015-4R C-R 20320720 FLT 549300Q4PPEXLDSOKL32 2032-07-20 2032-07-20 4.835 - 4.835 20058.00 15756.22 Asset-Backed Securities MS BOFA ML TRUST 2013-C10 D 20460717 FLT 549300P1YQ48837ZOI22 2046-07-17 2046-07-17 4.218 - 4.218 6926000.00 3201246.91 Private Label Collateralized Mortgage Obligations SALOMON BROS MORT SECS 97-HUD2 A-WAC 20271125 FLT 549300VB2N1G56GWKB41 2027-11-25 2027-11-25 N/A 2543666.00 8146.77 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-UBS6 D 20471212 FLT 2047-12-12 2047-12-12 4.095 - 4.095 11999997.00 4917165.02 Private Label Collateralized Mortgage Obligations BX TRUST 2019-OC11 D 20411211 FLT 2041-12-11 2041-12-11 4.075 - 4.075 458000.00 394014.66 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2015-GC34 D 20481013 2.97900 54930070360RBP384M53 2048-10-13 2048-10-13 2.979 - 2.979 10985517.00 4711322.97 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2012-C6 E 20451117 FLT 2045-11-17 2045-11-17 4.761 - 4.761 920000.00 742431.70 Private Label Collateralized Mortgage Obligations BAYVIEW COML TR 2006-3 A2 144 20361025 FLT 2036-10-25 2036-10-25 0.787 - 0.787 200000.00 26399.39 Private Label Collateralized Mortgage Obligations OHA CREDIT FUNDING 2019-3 LTD D 20320720 FLT 2032-07-20 2032-07-20 4.685 - 4.685 913.00 750.01 Asset-Backed Securities ELEVATION CLO LTD 2018-10 D 20311020 FLT 5493005Q4N14IP6ASK07 2031-10-20 2031-10-20 4.585 - 4.585 1.00 0.80 Asset-Backed Securities CARLYLE GBLMKT STRTGS 2012-4R2 D-RR 20320422 FLT 549300R4G5ROMXQ5CG20 2032-04-22 2032-04-22 4.998 - 4.998 44.00 35.47 Asset-Backed Securities SOUND POINT CLO XXIV LTD 2019 D 20321025 FLT 2032-10-25 2032-10-25 5.101 - 5.101 402979.00 330884.09 Asset-Backed Securities COMM MTG TR 2015-CCRE26 D 20481013 FLT 2048-10-13 2048-10-13 3.633 - 3.633 731766.00 446832.08 Private Label Collateralized Mortgage Obligations GREENPOINT MTA TR 2005-AR5 I-A-1 20451125 FLT 2045-11-25 2045-11-25 1.027 - 1.027 500000.00 28029.40 Private Label Collateralized Mortgage Obligations MS BOFAML TRUST 2013-C7 D 20460216 FLT 2046-02-16 2046-02-16 4.376 - 4.376 4660000.00 3241505.09 Private Label Collateralized Mortgage Obligations CWALT INC 2006-OC10 2-A-3 20361125 FLT 2036-11-25 2036-11-25 0.717 - 0.717 62000.00 28811.12 Private Label Collateralized Mortgage Obligations ALLEGRO CLO 2019-10 D 20320420 FLT 2032-04-20 2032-04-20 4.935 - 4.935 2.00 1.61 Asset-Backed Securities Y N/A N/A 2020-06-04 2020-06-04 2020-08-31 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0162 71954575.20 71954575.20 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 2022-12-15 2026-12-31 1.625 - 1.75 103395200.00 108536616.81 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 0.0205 106000000.00 106000000.00 0.0019 N N N Y Credit AG CIB Paris Credit AG CIB Paris, 0.34% 1VUV7VQFKUOQSJ21A208 FJJ264000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EQUINOR ASA 3.625%28 OW6OFBNCKXC4US5C7523 2028-09-10 2028-09-10 3.625 - 3.625 50000000.00 54837236.11 Corporate Debt Securities DIAMOND 1 FIN CORP/DIAMOND 2 CR SEN SR SEC 21 2021-06-15 2021-06-15 4.42 - 4.42 50000000.00 51652750.00 Corporate Debt Securities ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2026-04-24 2026-04-24 2 - 2 49400000.00 53118502.67 Other Instrument INTERNATIONAL DEBT KOREA GAS CORP GLBL MTN REG S FR 4.25%110220 988400TFZILHBD5M3R71 2020-11-02 2020-11-02 4.25 - 4.25 27452000.00 28406063.76 Corporate Debt Securities NATWEST MKTS PLC US MEDIUM FR 3.625%092922 RR3QWICWWIPCS8A4S074 2022-09-29 2022-09-29 3.625 - 3.625 4516835.00 4675518.31 Corporate Debt Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0034 185000000.00 185000000.00 0.0034 N Y Y N Credit AG CIB Paris Credit AG CIB Paris, 0.65% 1VUV7VQFKUOQSJ21A208 FJF871000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N KOREA GAS CORP GLBL MTN REG S FR 4.25%110220 988400TFZILHBD5M3R71 2020-11-02 2020-11-02 4.25 - 4.25 33048000.00 34196546.52 Corporate Debt Securities BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27 2027-01-15 2027-01-15 3.875 - 3.875 72300000.00 75656316.62 Corporate Debt Securities AT&T INC SR GLBL FL NT 21 549300Z40J86GGSTL398 2021-06-01 2021-06-01 2.33 - 2.33 13193523.00 13197734.82 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 21 5299002BJODD4TLAOX51 2021-09-29 2021-09-29 2 - 2 65000000.00 64929944.44 Corporate Debt Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-22 Y CREDIT AG CIB PARIS(NON GOV RP) 1.0000 7 N N/A N/A N N 0.0065 179000000.00 179000000.00 0.0033 N N Y N Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) 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In a joint trading account with BNP Paribas, S.A. at 0.05%, dated 4/30/2020 due 05/01/2020 R0MUWSFPU8MPRO8K5P83 FJJ342000_07651 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 2048-10-25 2048-10-25 2.5 - 2.5 5.84 5.59 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-07 2050-02-15 0 - 8.75 24085593.54 28056140.85 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2046-07-01 0 - 6.5 109250.02 5407.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-12-20 2050-04-20 2.5 - 5.5 397966.27 270354.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2050-04-01 2.286 - 8 1533951.58 568115.52 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 619.19 623.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 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9.5 10169649.01 7411826.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 54905.76 1584.51 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-05 2050-02-15 0 - 8.75 50414197.97 51246329.32 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-01-25 2050-02-03 0.2 - 5.625 10054330.07 10221441.18 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-05-25 2050-04-01 0.14 - 9.5 26031599.15 18424914.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 17004.50 33.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 27735.93 248.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 1133.63 89.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 485197.65 504698.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 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In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 4/30/2020 due 05/01/2020 MBNUM2BPBDO7JBLYG310 FJJ342000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-12-01 4 - 4 136216.21 62310.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2046-08-01 3.5 - 3.5 972177.43 692377.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2046-06-01 3 - 3.5 207995.23 138922.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 3468654.99 2478869.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-03-01 2045-06-01 3.5 - 4 130854.15 66924.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2048-03-01 3.5 - 3.5 299848.44 300902.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4 - 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3.05 40614005.00 40187961.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-06-15 2024-06-15 3.35 - 3.35 19972681.00 20582139.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 59000000.00 59000000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.05% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-02-01 2046-02-01 4 - 4 59867.00 27409.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-06-15 2060-05-15 2.5 - 6 250046337.00 127895908.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-04-01 2049-10-01 4 - 5 209281568.00 177776144.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 1006200.00 270803.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2026-06-01 5.5 - 5.5 50698.00 30159.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 300000000.00 300000000.00 0.0055 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 4/30/2020 due 05/01/2020 KBVRJ5K57JZ3E2AVWX40 FJJ342000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2043-06-01 3 - 5.5 1012267.93 356239.37 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2047-08-15 0 - 4.625 4870485.46 5638743.76 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-08-01 2058-05-01 3 - 4.5 42989157.24 22992697.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 76.30 80.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 28409000.00 28409000.00 0.0005 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 4/30/2020 due 05/01/2020 ZBUT11V806EZRVTWT807 FJJ342000_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 2035-04-01 2035-04-01 3 - 3 4046117.25 4282072.21 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2039-08-15 1.125 - 4.5 326688956.98 377143228.09 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 893.71 933.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 4.5 575907.08 609937.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-02-01 4 - 4.5 170425.35 181509.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 5.5 - 5.5 146039.82 2729.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 3402957.76 2916630.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 3 - 3 28533638.27 29931920.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-04-01 3 - 4.5 53804552.29 54510928.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2042-07-01 3.5 - 3.5 64376.12 20508.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2033-05-01 3 - 3 87250.60 62939.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2036-04-01 3 - 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4.5 3639408.73 3273454.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 4 16497307.94 16274699.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 6494.70 5159.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 193199.45 182164.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2044-06-01 5 - 5.5 12462.08 5072.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 3 - 3 15811.72 11249.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2045-01-01 3.5 - 6 89544.95 51134.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2035-07-01 5 - 5 171866.55 7029.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3 - 3.5 5025474.37 5252349.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 59293.20 63874.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4 - 4 111025.79 76502.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-05-01 2057-02-01 2.5 - 7 205123672.50 153399905.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 3 - 3.5 247549.37 253636.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2028-09-01 3.5 - 3.5 17423.35 3837.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 2.5 - 4 6367657.52 6717296.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 166270.85 156598.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3.5 - 3.5 235006.48 235789.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-05-01 2040-05-01 6 - 6 302485.13 22619.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-04-01 2.5 - 3 528195.00 556999.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 13749.32 10668.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 687153.42 569142.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2050-01-01 2.5 - 8 8593650.64 1943845.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2022-03-20 2050-03-20 3 - 8 41668503.85 9414381.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-09-01 2038-08-01 3 - 6 1337405.71 459731.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-10-01 3 - 4.5 44803.82 47941.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 3 - 3 2096477.17 881153.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-06-01 2033-02-01 2.5 - 3 1010165.26 524837.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 661921000.00 661921000.00 0.0121 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 4/30/2020 due 05/01/2020 ZOMOLU8CGIZRYZ7PFU34 FJJ342000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2041-10-01 4.5 - 6 22209770.02 2293229.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2048-10-01 3 - 5.5 28339038.06 15169008.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 169333.90 175824.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 127755.92 132941.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 793515.44 859221.84 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 4.5 98163569.98 103211968.36 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 1355826.14 1469900.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 315296.06 341814.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 216758.05 236180.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 3555277.78 1620078.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2049-12-20 3 - 5 118691138.49 17648485.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2056-06-01 3.5 - 6 77887007.14 51235027.26 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 190581000.00 190581000.00 0.0035 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.05%, dated 4/30/2020 due 05/01/2020 K5HU16E3LMSVCCJJJ255 FJJ342000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2037-02-15 0.625 - 6.125 4142886.69 5607980.61 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-23 2028-04-21 2.4 - 5.66 186114.48 201595.94 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-04-19 2021-04-19 2.65 - 2.65 54998.37 56273.71 Agency Debentures and Agency Strips RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 10691683.14 9630469.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-11 2024-03-08 1.875 - 5.25 980345.95 1033546.69 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-10-30 2029-09-15 0 - 0.75 1560028.77 1423990.91 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 1319960.88 1152869.01 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 18727000.00 18727000.00 0.0003 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 4/30/2020 due 05/01/2020 7TK5RJIZDFROZCA6XF66 FJJ342000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 83021512.59 99679624.47 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2049-03-20 3.5 - 4 23183425.55 14491543.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4.5 37505950.05 23711759.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 134835000.00 134835000.00 0.0025 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.05% 9R7GPTSO7KV3UQJZQ078 0000068136 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 2024-02-01 2024-02-01 5.5 - 5.5 39400.00 807.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2028-02-01 2 - 2 205980.00 76158.69 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2026-03-10 2026-03-10 1.48 - 1.48 17822000.00 17948350.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-06-01 2025-06-01 5 - 5 1100.00 21.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 2.5 - 2.5 97285291.00 101528280.87 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2028-07-15 2028-07-15 N/A 738000.00 663845.02 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-02-01 2050-02-01 2.488 - 6 77106450.00 52162637.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 2034-10-01 2.72 - 2.72 1000.00 1090.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 169000000.00 169000000.00 0.0031 N Y Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 FJJ159000 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 2050-03-01 2050-03-01 3 - 3 13415431.00 14280116.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-03-20 2049-07-20 1.168 - 2.5 245873304.00 60548914.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2033-07-01 4 - 4 14047756.00 11370973.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2049-06-15 1.264 - 4.5 27239659.00 22459168.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-12-25 2050-03-01 1.931 - 4 122946025.00 61591444.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 166000000.00 166000000.00 0.0030 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.05%, dated 4/30/2020 due 05/01/2020 O2RNE8IBXP4R0TD8PU41 FJJ342000_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 2020-08-15 2049-08-15 0.25 - 6.75 144415458.08 176715549.13 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 172364000.00 172364000.00 0.0032 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.05%, dated 4/30/2020 due 05/01/2020 5U0XI89JRFVHWIBS4F54 FJJ342000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2050-02-15 1.375 - 3.75 113083881.91 127006924.28 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2050-04-01 2.5 - 4 154556667.52 133348636.19 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 254442000.00 254442000.00 0.0047 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 4/30/2020 due 05/01/2020 5U0XI89JRFVHWIBS4F54 FJJ342000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-04-01 2.5 - 4 998244576.20 889509507.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 870030000.00 870030000.00 0.0159 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.05%, dated 4/30/2020 due 05/01/2020 VYVVCKR63DVZZN70PB21 FJJ342000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-15 2045-02-15 0.125 - 2.375 23021348.88 31266751.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-04-25 2050-04-25 2.5 - 2.5 1296004.15 1291232.12 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2020-05-01 2022-01-28 1.73 - 1.9 23895.70 24529.70 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.797 - 3.797 359559.11 246783.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2020-07-29 2036-03-25 0 - 1.011 8790577.70 8725313.53 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT 2022-04-08 2022-12-12 0.375 - 0.4 1312390.76 1313605.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-12 2036-07-15 0 - 5.625 59375943.63 60598954.89 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 101126000.00 101126000.00 0.0018 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.18% G5GSEF7VJP5I7OUK5573 FJJ108000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0018 1551000000.00 1551000000.00 0.0284 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.05% 1VUV7VQFKUOQSJ21A208 FJJ382000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 219000.00 219000.00 0.0000 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 FJI631000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0017 482998406.10 482998406.10 0.0088 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 FJG955000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0017 79999952.00 79999952.00 0.0015 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 FJH493000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0017 198999562.20 198999562.20 0.0036 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 FJJ115000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0017 120999528.10 120999528.10 0.0022 N N Y N Mizuho Bank Ltd. Mizuho Bank Ltd., 0.06% RB0PEZSDGCO3JS6CEU02 FJJ148000 Non-Negotiable Time Deposit Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 698000000.00 698000000.00 0.0128 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 2021-03-25 2050-02-15 0 - 8.125 163555200.00 200553493.17 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 195000000.00 195000000.00 0.0036 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 FJJ106000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2028-11-15 1.75 - 3.125 263170800.00 285600506.46 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 280000000.00 280000000.00 0.0051 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2020-07-31 2.625 - 2.625 9063200.00 9180100.64 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 9000000.00 9000000.00 0.0002 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.05% 549300H47WTHXPU08X20 FJJ172000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-02-15 2028-02-15 2.75 - 2.75 183568900.00 215220071.63 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 211000000.00 211000000.00 0.0039 N Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.05% 6PJDTY319315T5LR2241 FJJ126000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2027-05-15 2 - 2.375 698279000.00 785120046.92 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 770000000.00 770000000.00 0.0141 N Y Y N Chicago O'Hare Int'l. Arpt. Rev. Chicago O'Hare Int'l. Arpt. Rev., 0.23% Series 2005 D, LOC Barclays Bank PLC VRDN 1675927A6 US1675927A61 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0023 34200000.00 34200000.00 0.0006 N N Y N Illinois Dev. Fin. Auth. Rev. Illinois Dev. Fin. Auth. Rev., 0.24% (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 2020-05-07 2020-05-07 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 0.0024 17600000.00 17600000.00 0.0003 N N Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.60% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0060 40000000.00 40000000.00 0.0007 N N Y N New York City Gen. Oblig. New York City Gen. Oblig., 0.25% Series D5, LOC PNC Bank NA VRDN 64966LCN9 549300ABYZD2SFD5JB29 US64966LCN91 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0025 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., 0.20% (Related-Upper East Proj.) Series A, LOC Landesbank Baden-Wurttemberg VRDN 64970VBR3 US64970VBR33 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0020 19300000.00 19300000.00 0.0004 N N Y N California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.20% (Catholic Healthcare West Proj.) Series 2005 H, LOC Sumitomo Mitsui Banking Corp. VRDN 13033FF54 US13033FF541 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0020 27125000.00 27125000.00 0.0005 N N Y N Clark County Arpt. Rev. Clark County Arpt. Rev., 0.20% Series 2008 D 2A, LOC Wells Fargo Bank NA VRDN 18085PMX9 US18085PMX95 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0020 9100000.00 9100000.00 0.0002 N N Y N Clark County Arpt. Rev. Clark County Arpt. Rev., 0.23% Series 2008 B2, LOC State Street Bank & Trust Co., Boston VRDN 18085PNY6 US18085PNY69 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0023 11900000.00 11900000.00 0.0002 N N Y N Green Bay Redev. Auth. Green Bay Redev. Auth., 0.30% (Green Bay Packaging, Inc. Proj.) LOC Wells Fargo Bank NA VRDN 39269DAA3 US39269DAA37 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0030 15600000.00 15600000.00 0.0003 N N Y N Louisiana Offshore Term. Auth. Deepwater Port Rev. Louisiana Offshore Term. Auth. Deepwater Port Rev., 0.26% (LOOP LLC Proj.) Series 2013 B, LOC JPMorgan Chase Bank VRDN 546510FH6 US546510FH68 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0026 11425000.00 11425000.00 0.0002 N N Y N Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.25% (Catholic Healthcare West Proj.) Series 2008 B, LOC Barclays Bank PLC VRDN 040507JU0 US040507JU09 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0025 11300000.00 11300000.00 0.0002 N N Y N Philadelphia Gas Works Rev. Philadelphia Gas Works Rev., 0.20% (1998 Gen. Ordinance Proj.) Eighth Series C, LOC Barclays Bank PLC VRDN 7178232R8 US7178232R87 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0020 9485000.00 9485000.00 0.0002 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.39% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-05-06 2020-05-07 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0084 161595000.00 161595000.00 0.0030 N N Y N Fidelity Hereford Street Trust: Fidelity Money Market Fund 2020-05-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer