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U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 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 0.0011 1279918220.80 1279918220.80 0.0193 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 0.0013 619925339.60 619925339.60 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.13% 912796WW5 US912796WW59 U.S. Treasury Debt Y N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N N 0.0011 1154967278.85 1154967278.85 0.0174 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 0.0012 1286867812.23 1286867812.23 0.0194 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 0.0012 576917858.28 576917858.28 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127963P2 US9127963P22 U.S. Treasury Debt Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0013 547401450.00 547401450.00 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 9127963C1 US9127963C19 U.S. Treasury Debt Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0011 5999877.48 5999877.48 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796SZ3 US912796SZ37 U.S. Treasury Debt Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0011 10999478.60 10999478.60 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 9127963G2 US9127963G23 U.S. Treasury Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0013 794920992.90 794920992.90 0.0120 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.22% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0013 1261664058.38 1261664058.38 0.0190 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 912796XF1 US912796XF18 U.S. Treasury Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0012 771865973.08 771865973.08 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 9127963Q0 US9127963Q05 U.S. Treasury Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0013 984796843.75 984796843.75 0.0148 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796XG9 US912796XG90 U.S. Treasury Debt Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0013 664860489.65 664860489.65 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.15% 912796XH7 US912796XH73 U.S. Treasury Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0014 1304678095.65 1304678095.65 0.0197 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127963R8 US9127963R87 U.S. Treasury Debt Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0013 513083334.24 513083334.24 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 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 0.0013 959760796.80 959760796.80 0.0145 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.18% 9127962G3 US9127962G32 U.S. Treasury Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0014 1109363394.70 1109363394.70 0.0167 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.18% 9127964A4 US9127964A44 U.S. Treasury Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0014 954677687.50 954677687.50 0.0144 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912796TJ8 US912796TJ85 U.S. Treasury Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0013 649830142.00 649830142.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.17% 9127962J7 US9127962J70 U.S. Treasury Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0015 1334505302.40 1334505302.40 0.0201 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127964H9 US9127964H96 U.S. Treasury Debt Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0016 1304396802.90 1304396802.90 0.0197 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127964K2 US9127964K26 U.S. Treasury Debt Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0014 659697132.60 659697132.60 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127962S7 US9127962S79 U.S. Treasury Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0015 496466138.74 496466138.74 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 912796WX3 US912796WX33 U.S. Treasury Debt Y N/A N/A 2020-07-23 2020-07-23 2020-07-23 N N N 0.0012 35997360.12 35997360.12 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 0.25% 9127963Y3 US9127963Y39 U.S. Treasury Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0014 1284633775.00 1284633775.00 0.0194 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 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 0.0013 956713167.96 956713167.96 0.0144 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127962H1 US9127962H15 U.S. Treasury Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0013 664795884.90 664795884.90 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127964G1 US9127964G14 U.S. Treasury Debt Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0014 334878143.75 334878143.75 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0018 664595919.40 664595919.40 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127964U0 US9127964U08 U.S. Treasury Debt Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0016 334779318.75 334779318.75 0.0050 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 0.0013 609922225.00 609922225.00 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127962R9 US9127962R96 U.S. Treasury Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0015 334849574.95 334849574.95 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127964R7 US9127964R78 U.S. Treasury Debt Y N/A N/A 2020-11-10 2020-11-10 2020-11-10 N N N 0.0018 334785040.55 334785040.55 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 912796TN9 US912796TN97 U.S. Treasury Debt Y N/A N/A 2020-10-08 2020-10-08 2020-10-08 N N N 0.0015 669728227.90 669728227.90 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127964S5 US9127964S51 U.S. Treasury Debt Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0017 334780109.35 334780109.35 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127964T3 US9127964T35 U.S. Treasury Debt Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 127849172.78 127849172.78 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.37% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-07-01 2021-07-31 2021-07-31 N N N 0.0019 193370177.86 193370177.86 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-07-01 2021-10-31 2021-10-31 N N N 0.0021 117371208.24 117371208.24 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828NM8 254900HROIFWPRGM1V77 US912828NM88 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0007 555177636.90 555177636.90 0.0084 N Y Y N Bank of Montreal Bank of Montreal, 0.40% 06367BEC9 NQQ6HPCNCCU6TUTQYE16 US06367BEC90 0000927971 Certificate of Deposit Y N/A N/A 2020-09-25 2020-09-25 2020-09-25 N N N 0.0025 289102277.10 289102277.10 0.0044 N N N N Bank of Montreal Bank of Montreal, 0.43% 06367BAC3 NQQ6HPCNCCU6TUTQYE16 US06367BAC37 0000927971 Certificate of Deposit Y N/A N/A 2020-08-03 2020-09-02 2020-09-02 N N N 0.0029 261062874.90 261062874.90 0.0039 N N N N Bank of Montreal Bank of Montreal, 0.43% 06367BGR4 NQQ6HPCNCCU6TUTQYE16 US06367BGR42 0000927971 Certificate of Deposit Y N/A N/A 2020-08-18 2020-11-17 2020-11-17 N N N 0.0039 248037423.20 248037423.20 0.0037 N N N N Bank of Montreal Bank of Montreal, 0.45% 06367BAM1 NQQ6HPCNCCU6TUTQYE16 US06367BAM19 0000927971 Certificate of Deposit Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0031 132027178.80 132027178.80 0.0020 N N N N Bank of Montreal Bank of Montreal, 0.46% 06367BAQ2 NQQ6HPCNCCU6TUTQYE16 US06367BAQ23 0000927971 Certificate of Deposit Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0032 185040237.50 185040237.50 0.0028 N N N N Bank of Montreal Bank of Montreal, 0.85% 06367BHU6 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0016 397491962.40 397491962.40 0.0060 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 0.0019 534599683.54 534599683.54 0.0081 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.43% 06417MFJ9 L3I9ZG2KFGXZ61BMYR72 US06417MFJ99 0000009631 Certificate of Deposit Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0029 250061200.00 250061200.00 0.0038 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 0.0013 499190817.60 499190817.60 0.0075 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 0.0017 234130197.60 234130197.60 0.0035 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 0.0017 240139152.00 240139152.00 0.0036 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 0.0013 261076342.50 261076342.50 0.0039 N N Y 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 0.0013 106034301.60 106034301.60 0.0016 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.30% 06742TTP1 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0025 263023696.30 263023696.30 0.0040 N N N N Barclays Bank PLC Barclays Bank PLC, 0.34% 06742TTM8 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0024 210034503.00 210034503.00 0.0032 N N N N Barclays Bank PLC Barclays Bank PLC, 0.42% 06742TSZ0 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0021 207048293.10 207048293.10 0.0031 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 0.0021 254108864.40 254108864.40 0.0038 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 0.0021 254146431.00 254146431.00 0.0038 N N N N Bayerische Landesbank Bayerische Landesbank, 0.29% 0727MA7H8 VDYMYTQGZZ6DU0912C88 GAJ868000 Certificate of Deposit Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0018 524053919.60 524053919.60 0.0079 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.29% 60683BC50 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0023 105011739.00 105011739.00 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.29% 60683BC68 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0025 105009072.00 105009072.00 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BB85 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0020 155026830.50 155026830.50 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BC27 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0021 53008792.70 53008792.70 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BC35 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0021 106017087.20 106017087.20 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BC84 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0031 53998655.40 53998655.40 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BC92 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-08 2020-10-08 2020-10-08 N N N 0.0031 106997014.70 106997014.70 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BD26 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0031 106996683.00 106996683.00 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BD42 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0032 106995302.70 106995302.70 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.32% 60683BF40 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-30 2020-10-30 2020-10-30 N N N 0.0033 103995767.20 103995767.20 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.32% 60683BF57 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0034 104994130.50 104994130.50 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.33% 60683BF99 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0033 53000000.00 53000000.00 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.34% 60683BE25 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0033 103004037.60 103004037.60 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.34% 60683BE33 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0033 158005719.60 158005719.60 0.0024 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.34% 60683BE41 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-28 2020-10-28 2020-10-28 N N N 0.0033 92003054.40 92003054.40 0.0014 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 0.0008 136021284.00 136021284.00 0.0021 N N Y 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 0.0008 137025029.90 137025029.90 0.0021 N N Y 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 0.0008 52001976.00 52001976.00 0.0008 N Y Y 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 0.0007 52003957.20 52003957.20 0.0008 N N Y 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 0.0008 805030590.00 805030590.00 0.0121 N Y Y 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 0.0011 628232297.20 628232297.20 0.0095 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 0.0010 235101144.00 235101144.00 0.0035 N N N N Royal Bank of Canada Royal Bank of Canada, 0.39% 78012URZ0 ES7IP3U3RHIGC71XBU11 US78012URZ02 0001000275 Certificate of Deposit Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0026 225056812.50 225056812.50 0.0034 N N N N Royal Bank of Canada Royal Bank of Canada, 0.45% 78012URR8 ES7IP3U3RHIGC71XBU11 US78012URR85 0001000275 Certificate of Deposit Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0032 161032522.00 161032522.00 0.0024 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CED7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0017 310055924.00 310055924.00 0.0047 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CEC9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0017 363065775.60 363065775.60 0.0055 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CEK1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0018 311056975.20 311056975.20 0.0047 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CEH8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0018 39007156.50 39007156.50 0.0006 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CFJ3 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0019 350063245.00 350063245.00 0.0053 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CHE2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0027 290022823.00 290022823.00 0.0044 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CHH5 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0027 220016896.00 220016896.00 0.0033 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CHQ5 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0028 234013618.80 234013618.80 0.0035 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86565CDR7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-17 2020-08-17 2020-08-17 N N N 0.0016 257049318.30 257049318.30 0.0039 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 0.0014 204076194.00 204076194.00 0.0031 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86565CCV9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0015 177070109.70 177070109.70 0.0027 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 0.0019 288039657.60 288039657.60 0.0043 N N Y 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 0.0019 288052876.80 288052876.80 0.0043 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GCY5 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0017 500090200.00 500090200.00 0.0075 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GDJ7 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0018 189034624.80 189034624.80 0.0028 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GDK4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0018 111020357.40 111020357.40 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GEA5 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0020 230041262.00 230041262.00 0.0035 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GEB3 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0020 270047466.00 270047466.00 0.0041 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GEM9 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0023 177027240.30 177027240.30 0.0027 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 0.0014 263089446.30 263089446.30 0.0040 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 0.0014 300104340.00 300104340.00 0.0045 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 0.0015 199077968.20 199077968.20 0.0030 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 0.0012 153044370.00 153044370.00 0.0023 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 0.0013 254086791.80 254086791.80 0.0038 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 0.0012 111050849.10 111050849.10 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.03% 86564GAA9 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0008 500026100.00 500026100.00 0.0075 N N Y N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.24% 86959RFH8 NHBDILHZTYCNBV5UYZ31 US86959RFH84 0001448613 Certificate of Deposit Y N/A N/A 2020-07-13 2020-08-11 2020-08-11 N N N 0.0020 464018931.20 464018931.20 0.0070 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 0.0022 123088867.50 123088867.50 0.0019 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 0.0029 124012152.00 124012152.00 0.0019 N N Y N Wells Fargo Bank NA Wells Fargo Bank NA, 0.28% 95001KGQ1 KB1H1DSPRFMYMCUFXT09 US95001KGQ13 Certificate of Deposit Y N/A N/A 2020-07-27 2020-07-27 2020-07-27 N N N 0.0017 170014484.00 170014484.00 0.0026 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.41% 06417LPD3 L3I9ZG2KFGXZ61BMYR72 US06417LPD37 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0027 119031439.80 119031439.80 0.0018 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.43% 06417LNW3 L3I9ZG2KFGXZ61BMYR72 US06417LNW36 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-07-13 2020-08-13 2020-08-13 N N N 0.0020 239068019.40 239068019.40 0.0036 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.45% 06417LPR2 L3I9ZG2KFGXZ61BMYR72 US06417LPR23 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-08-13 2020-11-13 2020-11-13 N N N 0.0043 236017275.20 236017275.20 0.0036 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.46% 06417LNJ2 L3I9ZG2KFGXZ61BMYR72 US06417LNJ25 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0015 700089460.00 700089460.00 0.0106 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.46% 06417LNL7 L3I9ZG2KFGXZ61BMYR72 US06417LNL70 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-07-24 2020-07-24 2020-07-24 N N N 0.0016 256050816.00 256050816.00 0.0039 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.47% 06417LNK9 L3I9ZG2KFGXZ61BMYR72 US06417LNK97 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0016 131023383.50 131023383.50 0.0020 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.47% 06417LPB7 L3I9ZG2KFGXZ61BMYR72 US06417LPB70 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0033 484091960.00 484091960.00 0.0073 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.30% 06742VKZ3 G5GSEF7VJP5I7OUK5573 GBB336000 Financial Company Commercial Paper Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0026 100952600.70 100952600.70 0.0015 N N N N BPCE SA BPCE SA, 0.26% 05571BJQ7 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0021 254875126.50 254875126.50 0.0038 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.30% 12802VH66 969500P04DQJS4BPM574 GAB487000 Financial Company Commercial Paper Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0006 100993354.20 100993354.20 0.0015 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.30% 12802VH74 969500P04DQJS4BPM574 GAB510000 Financial Company Commercial Paper Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0007 506964662.10 506964662.10 0.0076 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.41% 13608CJK9 2IGI19DL77OX0HC3ZE78 US13608CJK99 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0027 487128665.40 487128665.40 0.0073 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.46% 13608CHZ8 2IGI19DL77OX0HC3ZE78 US13608CHZ86 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0015 247031566.60 247031566.60 0.0037 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.47% 13608CJB9 2IGI19DL77OX0HC3ZE78 US13608CJB90 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0016 271046205.50 271046205.50 0.0041 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 0.0018 360870040.00 360870040.00 0.0054 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 0.0018 553789480.00 553789480.00 0.0083 N N N N Citigroup Global Markets, Inc. 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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 0.0012 48996525.90 48996525.90 0.0007 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 0.0014 483877548.00 483877548.00 0.0073 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.15% 89119AG69 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0009 531992020.00 531992020.00 0.0080 N N Y N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.45% 89120DQW2 PT3QB789TSUIDF371261 US89120DQW29 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0031 233049792.10 233049792.10 0.0035 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.47% 89120DPQ6 PT3QB789TSUIDF371261 US89120DPQ69 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-07-23 2020-07-23 2020-07-23 N N N 0.0021 646107365.20 646107365.20 0.0097 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.47% 89120DRK7 PT3QB789TSUIDF371261 US89120DRK71 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-08-10 2020-11-10 2020-11-10 N N N 0.0045 265018947.50 265018947.50 0.0040 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.48% 89120DQT9 PT3QB789TSUIDF371261 US89120DQT99 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-08-17 2020-08-17 2020-08-17 N N N 0.0035 646115440.20 646115440.20 0.0097 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.52% 89120DR43 PT3QB789TSUIDF371261 US89120DR438 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-09-16 2020-09-16 2020-09-16 N N N 0.0037 248078467.20 248078467.20 0.0037 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.37% 89120DR92 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-07-09 2020-10-09 2020-10-09 N N N 0.0130 224042224.00 224042224.00 0.0034 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.50% 89233A6K0 Z2VZBHUMB7PWWJ63I008 US89233A6K02 0000834071 Financial Company Commercial Paper Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0149 86600000.00 86600000.00 0.0013 N N Y N UBS AG London Branch UBS AG London Branch, 0.38% 90276JKH8 BFM8T61CT2L1QCEMIK50 US90276JKH85 Financial Company Commercial Paper Y N/A N/A 2020-09-29 2020-12-29 2020-12-29 N N N 0.0038 477999952.20 477999952.20 0.0072 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.30% 38346LH74 549300Z2ZR7VTUMRPR17 GAC442000 Asset Backed Commercial Paper Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0021 72983742.90 72983742.90 0.0011 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.30% 56274LHS6 549300S0NSJYSOB32S63 GAE200000 Asset Backed Commercial Paper Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0013 51989459.60 51989459.60 0.0008 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.30% 56274LHT4 549300S0NSJYSOB32S63 GAE887000 Asset Backed Commercial Paper Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0013 57988318.80 57988318.80 0.0009 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.30% 82124LJG8 549300MYF6MOTU9T3G29 GBJ386000 Asset Backed Commercial Paper Y N/A N/A 2020-09-16 2020-09-16 2020-09-16 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0027 50970384.30 50970384.30 0.0008 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.29% RUC0QBLBRPRCU4W1NE59 GCH648000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ROYAL BK CDA FR 1.95%011723 ES7IP3U3RHIGC71XBU11 2023-01-17 2023-01-17 1.95 - 1.95 7500000.00 7801493.75 Corporate Debt Securities EXXON MOBIL CORP SR GLBL COCO 23 J3WHBG0MTS7O8ZVMDC91 2023-04-15 2040-03-19 1.571 - 4.227 13000000.00 13556424.08 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 31244000.00 35180900.22 Corporate Debt Securities GLAXOSMITHKLINE CAP INC SR GLBL NT 25 5493007Q8VD7Q3ZYZS59 2025-05-15 2025-05-15 3.625 - 3.625 3074000.00 3487702.76 Corporate Debt Securities GE CAP FUNDING LLC SR GLBL 144A 30 549300XAGH9TOLX5XM67 2030-05-15 2030-05-15 4.4 - 4.4 17476045.00 18215864.24 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT6.8%27 54930070NSV60J38I987 2027-10-01 2027-10-01 6.8 - 6.8 3000000.00 3523550.00 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT 49 AR5L2ODV9HN37376R084 2049-06-01 2049-06-01 3.65 - 3.65 3000000.00 3610950.83 Corporate Debt Securities WALMART INC 4.05%48 Y87794H0US1R65VBXU25 2048-06-29 2048-06-29 4.05 - 4.05 1000000.00 1313362.50 Corporate Debt Securities WELLTOWER INC SR GLBL NT 28 T6IZ0MBEG5ACZDTR7D06 2028-04-15 2028-04-15 4.25 - 4.25 1929114.00 2175354.15 Corporate Debt Securities SYSCO CORP CR SEN SR GLBL40 5RGWIFLMGH3YS7KWI652 2040-04-01 2040-04-01 6.6 - 6.6 2000000.00 2748046.67 Corporate Debt Securities AT&T INC SR GLBL NT 24 549300Z40J86GGSTL398 2024-04-01 2024-04-01 4.45 - 4.45 84000.00 94710.96 Corporate Debt Securities ROPER TECHNOLOGIES INC SR GLBL NT 29 54930003T4SXCIWVXY35 2029-09-15 2029-09-15 2.95 - 2.95 3000000.00 3266382.50 Corporate Debt Securities UNILEVER CAP CORP SR GLBL NT3.5%28 MYF1DAS6G5WY7PRWCU78 2028-03-22 2028-03-22 3.5 - 3.5 14897000.00 17374338.00 Corporate Debt Securities DARDEN RESTAURANTS INC SR GLBL NT 27 CY1NFSCCB5GUXC7WZC70 2027-05-01 2027-05-01 3.85 - 3.85 404000.00 419485.21 Corporate Debt Securities KELLOGG CO SR GLBL NT 23 LONOZNOJYIBXOHXWDB86 2023-12-01 2023-12-01 2.65 - 2.65 1667000.00 1773695.87 Corporate Debt Securities CISCO SYS INC SR GLBL NT 26 8E6NF1YAL0WT6CWXXV93 2026-02-28 2026-02-28 2.95 - 2.95 3500000.00 3985230.28 Corporate Debt Securities FIDELITY & GTY LIFE HLDGS INC SR GLBL 144A 25 549300WCR5QBFH98VZ75 2025-05-01 2025-05-01 5.5 - 5.5 23487124.00 25624543.62 Corporate Debt Securities CHEVRON CORP NEW SR GLBL NT 25 2025-05-11 2025-05-11 1.554 - 1.554 2218299.00 2285192.18 Corporate Debt Securities PIEDMONT NAT GAS INC SR GLBL NT 50 VXB4M3BDPKF3I2AZ3G89 2050-06-01 2050-06-01 3.35 - 3.35 3601000.00 3951698.39 Corporate Debt Securities MICROSOFT CORP SR GLBL NT 24 INR2EJN1ERAN0W5ZP974 2024-02-06 2024-02-06 2.875 - 2.875 3000000.00 3267120.00 Corporate Debt Securities NOVARTIS CAPITAL CORP SR GLBL NT3.1%27 5493002KF87V5RSRQS84 2027-05-17 2027-05-17 3.1 - 3.1 5000000.00 5618263.89 Corporate Debt Securities VMWARE INC CR SEN SR GLBL25 549300BUDHS3LRWBE814 2025-05-15 2027-05-15 4.5 - 4.65 11988435.00 13411045.85 Corporate Debt Securities TEXAS INSTRS INC SR GLBL NT 24 WDJNR2L6D8RWOEB8T652 2024-05-15 2024-05-15 2.625 - 2.625 1500000.00 1616176.88 Corporate Debt Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0029 166000000.00 166000000.00 0.0025 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.33% RUC0QBLBRPRCU4W1NE59 GCH649000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 5521FA2ITF25TVH63740 2500-12-31 2500-12-31 N/A 1018384.00 8544241.76 Equities THUNDER BRDG ACQUISTION II LTD CL A SHS 2500-12-31 2500-12-31 N/A 2131724.00 21594364.12 Equities GFL ENVIRONMENTAL INC SUB VTG SHS 549300FYK4MBXWIVZU26 2500-12-31 2500-12-31 N/A 675249.00 12660918.75 Equities TUSCAN HOLDINGS CORP COM 549300J4UX9OMHSTKS35 2500-12-31 2500-12-31 N/A 57374.00 585214.80 Equities FINSERV ACQUISITION CORP CL A 2500-12-31 2500-12-31 N/A 1256775.00 12504911.25 Equities ENVIVA PARTNERS LP COM UNIT 549300WH5VXDEFM5KR81 2500-12-31 2500-12-31 N/A 18000.00 641880.00 Equities VANGUARD INDEX FDS EXTEND MKT ETF 2500-12-31 2500-12-31 N/A 17689.00 2062360.51 Equities SPLUNK INC COM 549300XGDSGBP6UEI867 2500-12-31 2500-12-31 N/A 14395.00 2799827.50 Equities CHP MERGER CORP COM CL A 2500-12-31 2500-12-31 N/A 974522.00 9823181.76 Equities PHILLIPS 66 PARTNERS LP COM UNIT REP INT 549300TL5L4IG0H4FX64 2500-12-31 2500-12-31 N/A 255474.00 9094874.40 Equities VANECK VECTORS ETF TR JR GOLD MINERS E 549300P2HS5GYBL1ME59 2500-12-31 2500-12-31 N/A 19870.00 953760.00 Equities ALLIANCEBERNSTEIN HLDG L P UNIT LTD PARTN 2500-12-31 2500-12-31 N/A 377332.00 9972884.76 Equities SLACK TECHNOLOGIES INC COM CL A 549300VIZRB02KN4IJ45 2500-12-31 2500-12-31 N/A 216794.00 6692430.78 Equities ANDINA ACQUISITION CORP III SHS 2500-12-31 2500-12-31 N/A 798500.00 8208580.00 Equities MPLX LP COM UNIT REP LTD 5493000CZJ19CK4P3G36 2500-12-31 2500-12-31 N/A 774835.00 13125704.90 Equities NUSTAR ENERGY LP UNIT COM 5493003BMLTUIEG2LG44 2500-12-31 2500-12-31 N/A 16.00 224.00 Equities TC PIPELINES LP UT COM LTD PRT 6HL0C5LCIE4TN8UZHL06 2500-12-31 2500-12-31 N/A 47335.00 1440877.40 Equities LEO HOLDINGS CORP COM CL A 2500-12-31 2500-12-31 N/A 217562.00 2256117.94 Equities INTERCEPT PHARMACEUTICALS INC COM 2500-12-31 2500-12-31 N/A 5797.00 270719.90 Equities DORCHESTER MINERALS LP COM UNIT 529900J537JTEZOMXG05 2500-12-31 2500-12-31 N/A 25999.00 302368.37 Equities TOTTENHAM ACQUISITION I LTD SHS 549300VZUZHGNMGTOQ78 2500-12-31 2500-12-31 N/A 113519.00 1214653.30 Equities CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 54930012H97VSM0I2R19 2020-08-01 2020-08-01 6.875 - 6.875 13500.00 19425420.00 Equities HEALTHCARE MERGER CORP COM CL A 2500-12-31 2500-12-31 N/A 1523170.00 15262163.40 Equities CHURCHILL CAP CORP III COM 2500-12-31 2500-12-31 N/A 2073971.00 21569298.40 Equities SOFTWARE ACQUISITION GROUP INC COM CL A 549300MSP5P41EYSIZ09 2500-12-31 2500-12-31 N/A 561077.00 5638823.85 Equities SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 5493003TT35P3SIWJJ72 2500-12-31 2500-12-31 N/A 14314.00 4587637.00 Equities HENNESSY CAP ACQUSTION CORP IV CL A COM 2500-12-31 2500-12-31 N/A 1216382.00 12857157.74 Equities NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 5493008F4ZOQFNG3WN54 2500-12-31 2500-12-31 N/A 18999.00 961729.38 Equities GDS HLDGS LTD SPONSORED ADS 391200MGV8DDCHTN2R77 2500-12-31 2500-12-31 N/A 3177.00 254509.47 Equities TEEKAY LNG PARTNERS L P PRTNRSP UNITS 549300CP38L0UER0I397 2500-12-31 2500-12-31 N/A 25700.00 297863.00 Equities MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP MZF5TI8NFVZZNUSKDL39 2500-12-31 2500-12-31 N/A 186680.00 7846160.40 Equities GX ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 726533.00 7388840.61 Equities HIMAX TECHNOLOGIES INC SPONSORED ADR 529900Z6XWS79D8T1X09 2500-12-31 2500-12-31 N/A 172501.00 562353.26 Equities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0033 205000000.00 205000000.00 0.0031 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.36% RUC0QBLBRPRCU4W1NE59 GCH650000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N YPF SOCIEDAD ANONIMA SR GLBL REGS 27 5493003N7447U18U5U53 2027-07-21 2027-07-21 6.95 - 6.95 5278000.00 3893558.61 Corporate Debt Securities GE CAP FUNDING LLC SR GLBL 144A 30 549300XAGH9TOLX5XM67 2030-05-15 2030-05-15 4.4 - 4.4 2508955.00 2615167.43 Corporate Debt Securities ENCANA CORP SR NT 3.9%21 2021-11-15 2021-11-15 3.9 - 3.9 17680000.00 17728178.00 Corporate Debt Securities T-MOBILE US INC SR NT 7%20 549300JKU50UT08ZWD77 2020-08-15 2020-08-15 7 - 7 1936000.00 1994080.00 Corporate Debt Securities BANNER HEALTH SR GLBL 2020B 50 PLD0E0WJKFN8IZJ2WD85 2050-01-01 2050-01-01 3.181 - 3.181 4400608.00 4768959.18 Corporate Debt Securities QUALCOMM INC FR 2.6%013023 H1J8DDZKZP6H7RWC0H53 2023-01-30 2023-01-30 2.6 - 2.6 3354486.00 3552210.59 Corporate Debt Securities NXP B V / NXP FDG LLC SR 144A NT 21 2021-06-01 2021-06-01 4.125 - 4.125 5000000.00 5161114.58 Corporate Debt Securities JP MORGAN CHASE BANK NA GLBL NT 2.739%30 8I5DZWZKVSZI1NUHU748 2030-10-15 2030-10-15 2.739 - 2.739 4000000.00 4302585.00 Corporate Debt Securities IHS MARKIT LTD SR GLBL 144A 25 549300HLPTRASHS0E726 2025-02-15 2025-02-15 4.75 - 4.75 2000000.00 2265825.00 Corporate Debt Securities MERITOR INC SR GLBL 144A 25 5LTG829X630QFHTFBO82 2025-06-01 2025-06-01 6.25 - 6.25 5000000.00 5089497.22 Corporate Debt Securities ADVANCED DISP SVCS INC DEL SR 144A NT 24 549300ML1GEF4BKIM713 2024-11-15 2024-11-15 5.625 - 5.625 52632000.00 54844188.75 Corporate Debt Securities FORD MTR CO DEL SR GLBL NT 9%25 20S05OYHG0MQM4VUIC57 2023-04-21 2025-04-22 8.5 - 9 9055000.00 9723492.47 Corporate Debt Securities ANTERO RES FIN CORP SR GLBL NT 21 APVBKPOULHUX7YZLKU17 2021-11-01 2021-11-01 5.375 - 5.375 14801000.00 13713408.13 Corporate Debt Securities ODEBRECHT OFFSHORE DRILLING FR 6.72%120122 549300L7LF2PIRAWID66 2022-12-01 2022-12-01 6.72 - 6.72 5163305.00 2570369.02 Corporate Debt Securities GLAXOSMITHKLINE CAP INC SR GLBL NT4.2%43 5493007Q8VD7Q3ZYZS59 2043-03-18 2043-03-18 4.2 - 4.2 2500000.00 3170450.00 Corporate Debt Securities AVON INTERNATIONAL OPERATION SR SEC 144A NT22 549300TLB866S6OTS133 2022-08-15 2022-08-15 7.875 - 7.875 3810000.00 3909255.26 Corporate Debt Securities FINANCIAL & RISK US HLDGS INC 8.25%26 549300NF240HXJO7N016 2026-11-15 2026-11-15 8.25 - 8.25 23672898.00 25840447.72 Corporate Debt Securities CENTENE CORP DEL SR GLBL NT 22 549300Z7JJ4TQSQGT333 2022-05-15 2022-05-15 4.75 - 4.75 4315000.00 4393177.01 Corporate Debt Securities STAPLES INC SR SEC 144A NT26 XQM2JINI1UL7642TU573 2026-04-15 2026-04-15 7.5 - 7.5 1500000.00 1207987.50 Corporate Debt Securities CALUMET SPECIALTY PRODS PARTNE SR GLBL NT 23 2023-04-15 2023-04-15 7.75 - 7.75 4600000.00 4352270.83 Corporate Debt Securities TWITTER INC SR GLBL 144A 27 549300I8RX485XMK6836 2027-12-15 2027-12-15 3.875 - 3.875 6000000.00 6013227.50 Corporate Debt Securities LAMAR MEDIA CORP SR GLBL 144A 29 2029-01-15 2029-01-15 4.875 - 4.875 2000000.00 2029629.17 Corporate Debt Securities PEPSICO INC SR GLBL NT 30 FJSUNZKFNQ5YPJ5OT455 2030-03-19 2030-03-19 2.75 - 2.75 1000000.00 1121645.28 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 23 2S72QS2UO2OESLG6Y829 2023-09-15 2023-09-15 5.15 - 5.15 4000000.00 4618483.33 Corporate Debt Securities CINCINNATI BELL INC NEW SR GLBL 144A 24 549300JYVZOCUJOHL272 2024-07-15 2024-07-15 7 - 7 13689000.00 14436191.25 Corporate Debt Securities ANIXTER INC SR GLBL NT 21 5493000SM561KPBZQ714 2021-10-01 2021-10-01 5.125 - 5.125 7733000.00 8217628.18 Corporate Debt Securities SIRIUS XM RADIO INC SR 144A NT 25 WP5O65E6BMU84LNO4227 2025-04-15 2025-04-15 5.375 - 5.375 8210000.00 8525246.90 Corporate Debt Securities CATERPILLAR INC DEL SR GLBL NT2.6%29 WRJR7GS4GTRECRRTVX92 2029-09-19 2029-09-19 2.6 - 2.6 1090000.00 1190938.84 Corporate Debt Securities REGENCY ENERGY PARTNERS LP SR NT 4.5%23 2023-11-01 2023-11-01 4.5 - 4.5 6000000.00 6484950.00 Corporate Debt Securities FORD MOTOR CREDIT CO LLC SR GLBL FL NT 23 UDSQCVRUX5BONN0VY111 2023-02-15 2027-01-09 1.627 - 4.271 5500000.00 5044752.50 Corporate Debt Securities LIMITED BRANDS INC SR DEB 6.95%33 GR3KVMWVCR54YWQNXU90 2021-04-01 2033-03-01 6.625 - 6.95 2000000.00 1779452.08 Corporate Debt Securities ALTICE FRANCE HLDG S A 144A NT 10.5%27 5299000JVHXKJPOE6H40 2027-05-15 2027-05-15 10.5 - 10.5 20694623.00 22983965.67 Corporate Debt Securities DEVON ENERGY CORP NEW SR GLBL NT 25 54930042348RKR3ZPN35 2025-12-15 2025-12-15 5.85 - 5.85 4000000.00 4417230.00 Corporate Debt Securities ORACLE CORP SR GLBL NT3.6%40 1Z4GXXU7ZHVWFCD8TV52 2040-04-01 2040-04-01 3.6 - 3.6 1000000.00 1140520.00 Corporate Debt Securities AMERICAN TOWER CORP NEW SR GLBL NT 24 5493006ORUSIL88JOE18 2022-03-15 2024-05-15 3.375 - 4.7 3655000.00 3970869.68 Corporate Debt Securities WILLIS NORTH AMER INC SR GLBL NT 29 5493004KVU1HWZCP0C66 2029-09-15 2029-09-15 2.95 - 2.95 4000000.00 4264896.67 Corporate Debt Securities GOODYEAR TIRE & RUBR CO SR GLBL NT 23 5493002BI0S2ZQUY3437 2023-11-15 2023-11-15 5.125 - 5.125 4000000.00 3823145.00 Corporate Debt Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0036 256000000.00 256000000.00 0.0039 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.38% 7VHWWWW4UJS7NUM3PT30 GCH661000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2021-01-15 2500-12-31 0 - 7.25 40096153.00 600486340.60 Equities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0038 556000000.00 556000000.00 0.0084 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.63% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ORION LTD 2006-1 C 144A 20460910 FLT 549300MLMUOPMGCXUV63 2046-09-10 2046-09-10 3.277 - 3.277 8000000.00 2700826.89 Other Instrument COLLATERALIZED DEBT OBLIGATION CWALT INC 2005-62 2-A-3 20351225 FLT 2035-12-25 2035-12-25 3.159 - 3.159 20949540.00 108591.89 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2011-C5 G 20460817 FLT 2046-08-17 2046-08-17 4 - 4 4366000.00 2665251.87 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2005-AR11 B-2 20450825 FLT 2045-08-25 2045-08-25 0.814 - 0.814 30000000.00 1435370.02 Private Label Collateralized Mortgage Obligations STRAITS GLOBAL ABS CDO I 2004 B1 144 20401108 FLT 2040-11-08 2040-11-08 3.49 - 3.49 4000000.00 973356.22 Other Instrument COLLATERALIZED DEBT OBLIGATION TRIAXX PRIME CDO 2007-1 B 20391002 FLT 549300WY5UHP1STS3E35 2039-10-02 2039-10-02 2.25 - 2.25 3703670.00 241196.83 Other Instrument COLLATERALIZED DEBT OBLIGATION RIVER NORTH CDO 2005 A2 144 20400206 FLT 549300A7ILGCZF1XWW54 2040-02-06 2040-02-06 1.051 - 1.251 22372349.00 5726959.80 Other Instrument COLLATERALIZED DEBT OBLIGATION PYXIS 2006-1A C 5493008NHAXUFFL0HW88 2046-11-10 2046-11-10 0.696 - 1.576 33500000.00 8821364.61 Asset-Backed Securities HARBORVIEW MTG LN TR 2005-1 2-A1B 20350319 FLT 2035-03-19 2035-03-19 0.854 - 0.854 144347000.00 2141923.19 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 997032.00 241021.65 Private Label Collateralized Mortgage Obligations BEAR STEARNS CMBS 2007-PWR16 D 144A 20400611 FLT 2040-06-11 2040-06-11 5.929 - 5.929 4500000.00 4278909.70 Private Label Collateralized Mortgage Obligations SOUTH COAST FDG III 2003-3 A-2 20380810 FLT 549300JPS4LRS1YTBK56 2038-08-10 2038-08-10 1.648 - 1.748 525.00 105.27 Other Instrument COLLATERALIZED DEBT OBLIGATION WEST COAST FDG I LTD 2006-1 B 20411102 FLT 549300QXECZQNCECZH07 2041-11-02 2041-11-02 0.83 - 0.83 41600000.00 605339.69 Other Instrument COLLATERALIZED DEBT OBLIGATION RESIDENTIAL ASSET SEC 2007-A1 A-3 20370325 FLT 2037-03-25 2037-03-25 0.785 - 0.785 120605000.00 5597627.50 Private Label Collateralized Mortgage Obligations TRIAXX PRIME CDO 2006-2 B 20391002 FLT 549300PJ36ZA8Z1O4T73 2039-10-02 2039-10-02 2.709 - 2.709 31690.00 17866.13 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CRE CDO 1 2006-1 B 20460107 FLT 5493002EBTUBMFFXYD63 2046-01-07 2046-01-07 2.324 - 2.324 3688005.00 255259.32 Other Instrument COLLATERALIZED DEBT OBLIGATION HIGHLAND PARK CDO I 2006-1 C 20511125 FLT 549300EPZBP5YZALJQ09 2051-11-25 2051-11-25 3.501 - 3.501 15000000.00 2076371.85 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG V 2006-5 A-1LB 20360805 FLT VZLY0S8U2GEIK6ZPGP62 2036-08-05 2036-08-05 1.041 - 1.041 21789300.00 8642053.57 Other Instrument COLLATERALIZED DEBT OBLIGATION AMERICAN HOME MTG 2006-3 I-1A-2 20461225 FLT 2046-12-25 2046-12-25 0.645 - 0.645 89247982.00 4784983.81 Private Label Collateralized Mortgage Obligations US CAP FDG V LTD 2006-5 B-1 20401010 FLT 549300HZ17SG4CLTJH14 2040-10-10 2040-10-10 2.561 - 2.561 5500000.00 739991.86 Other Instrument COLLATERALIZED DEBT OBLIGATION CARNIVAL CORP PAIRED CTF F1OF2ZSX47CR0BCWA982 2500-12-31 2500-12-31 N/A 1142.00 19162.76 Equities CSFB COML MTG PTC 2007-C2 G 144A 20490115 FLT 2049-01-15 2049-01-15 5.808 - 5.808 1999752.00 427704.53 Private Label Collateralized Mortgage Obligations JP MORGAN MTG ACQ 2006-WMC4 A-1B 20361225 FLT 2036-12-25 2036-12-25 0.414 - 0.414 41853000.00 4912697.53 Asset-Backed Securities LEHMAN MTG TR 2006-8 4-A2 20361225 FLT 2036-12-25 2036-12-25 7.565 - 7.565 21651000.00 837746.41 Private Label Collateralized Mortgage Obligations C-BASS CBO XIX 2007-19 A-1 20471007 FLT 54930094XNV6HLQUTZ27 2047-10-07 2047-10-07 1.723 - 3.673 245570000.00 10008946.70 Other Instrument COLLATERALIZED DEBT OBLIGATION BEAR STEARNS MTG FDG 2007-AR5 I-A-2A 20370625 FLT 2037-06-25 2037-06-25 0.414 - 0.414 69357000.00 10292210.38 Private Label Collateralized Mortgage Obligations ALESCO PREF FDG XVI 2007-16 C 20380323 FLT 84EC1ANEM6KOUNEN8Q82 2038-03-23 2038-03-23 1.405 - 1.405 1.00 0.55 Other Instrument COLLATERALIZED DEBT OBLIGATION TOWD PT MTG TR 2018-6 B3 20580325 FLT 2058-03-25 2058-03-25 N/A 8322140.00 5951199.00 Private Label Collateralized Mortgage Obligations JER CRE CDO 2006-2 G-FL 20450325 FLT 549300HX6FUK9WBH2U64 2045-03-25 2045-03-25 2.184 - 2.184 14000000.00 3999973.64 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG XV 2007-15 C1 144 20371223 FLT KCKD405PLZO8BUQUCM05 2037-12-23 2037-12-23 2.345 - 2.345 15.00 0.95 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO V 2006-5 A-2 20461006 FLT 549300LSG1AJYQVQCE38 2046-10-06 2046-10-06 1.65 - 7.4 28000000.00 7394231.65 Other Instrument COLLATERALIZED DEBT OBLIGATION GS MTG COML 2005-GG4 E 20390710 FLT 2039-07-10 2039-07-10 5.078 - 5.078 27008000.00 5207138.84 Private Label Collateralized Mortgage Obligations NOMURA ASSET ACCEPT 2004-AP1 M-2 20340325 FLT 2034-03-25 2034-03-25 5.654 - 5.654 4560000.00 101615.53 Private Label Collateralized Mortgage Obligations JUPITER HGH-GRD CDO III 2005-3 B 20420608 FLT 2042-06-08 2042-06-08 1.599 - 1.599 910000.00 73549.16 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CDO 11 2007-11 C 20470315 FLT 2047-03-15 2047-03-15 1.99 - 1.99 6000000.00 1708266.22 Other Instrument COLLATERALIZED DEBT OBLIGATION GREENWICH CAP CMBS 2005-GG3 F 144A 20420812 FLT 2042-08-12 2042-08-12 5.287 - 5.287 17899000.00 3644956.42 Private Label Collateralized Mortgage Obligations PALISADES CDO LTD 2004-1 C-1 20390722 FLT 254900GFQ1EE6QUMSF58 2039-07-22 2039-07-22 4.348 - 4.348 7659.00 1323.64 Other Instrument COLLATERALIZED DEBT OBLIGATION LB-UBS CMBS 2007-C6 D 20400715 FLT 2040-07-15 2040-07-15 6.489 - 6.489 16000000.00 854793.60 Private Label Collateralized Mortgage Obligations LB SMALL BAL COML 2007-2 M3 20370625 FLT 2037-06-25 2037-06-25 1.084 - 1.084 12517000.00 926891.67 Asset-Backed Securities DUKE FDG X 2006-10 A1 20460409 FLT 549300K75EIHG4JT8034 2046-04-09 2046-04-09 1.78 - 1.78 8700000.00 413321.09 Other Instrument COLLATERALIZED DEBT OBLIGATION C-BASS CBO XV 2006-15 B 20410219 FLT 549300O3L5CM8RMPEM21 2041-02-19 2041-02-19 2.638 - 2.638 6491201.00 471724.65 Other Instrument COLLATERALIZED DEBT OBLIGATION CWALT INC 2007-OA11 X-P 20471125 FLT 2047-11-25 2047-11-25 0.767 - 0.767 299999446.00 2184106.16 Private Label Collateralized Mortgage Obligations C-BASS CBO XVIII 2007-18 C 20470313 FLT 549300OSC26SNVVNAA28 2047-03-13 2047-03-13 2.313 - 5.063 11800000.00 2643440.04 Other Instrument COLLATERALIZED DEBT OBLIGATION NOMURA CRE CDO 2007-2 G 144A 20420521 FLT 549300U9HYZNUTPVJA78 2042-05-21 2042-05-21 2.951 - 3.352 21846155.00 4962732.12 Other Instrument COLLATERALIZED DEBT OBLIGATION MONTAUK POT CDO II LTD 2006-02 A-3 20460525 FLT 54930046COUSLUSBKU90 2046-05-25 2046-05-25 1.74 - 1.74 1500000.00 365611.40 Other Instrument COLLATERALIZED DEBT OBLIGATION LEHMAN MTG TR 2008-3 A1 20370225 FLT 2037-02-25 2037-02-25 0.554 - 0.554 22271600.00 1521446.96 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-08-04 2020-08-04 2020-08-31 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0067 111992496.00 111992496.00 0.0017 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.03% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TOWD PT MTG TR 2017-3 B3 20570725 FLT 2057-07-25 2057-07-25 3.998 - 3.998 1999999.00 1792710.36 Private Label Collateralized Mortgage Obligations TOWD PT MTG TR 2018-1 B3 20580125 FLT 2058-01-25 2058-01-25 3.961 - 3.961 4767188.00 4294068.40 Private Label Collateralized Mortgage Obligations CARNIVAL CORP PAIRED CTF F1OF2ZSX47CR0BCWA982 2500-12-31 2500-12-31 N/A 3926.00 65878.28 Equities WAMU MTG CERT 2004-AR7 B-1 20340725 FLT 2034-07-25 2045-08-25 2.443 - 3.157 900000181.00 2833491.23 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP 2006-HQ8 D 20440312 FLT 2044-03-12 2044-03-12 5.789 - 5.789 15500000.00 3776756.05 Private Label Collateralized Mortgage Obligations OAKWOOD MTG INVESTORS 2002-C A-1 20321115 FLT 2032-11-15 2032-11-15 5.41 - 5.41 71662.00 4299.82 Asset-Backed Securities TOWD PT MTG TR 2018-6 B1 20580325 FLT 2058-03-25 2058-03-25 N/A 423999.00 395268.40 Private Label Collateralized Mortgage Obligations LB ABS MFH TR 2001-B M-1 20400415 FLT 2040-04-15 2040-04-15 6.63 - 6.63 450000.00 379715.39 Asset-Backed Securities GSR TRUST 2007-HEL1 A 20361115 FLT 2036-11-15 2036-11-15 0.344 - 0.344 39000000.00 1620809.87 Asset-Backed Securities CWHEQ REV HEQ RES 2006-RES 04T1B 20300215 FLT 2030-02-15 2034-03-15 0.425 - 0.455 81.00 2.81 Asset-Backed Securities CWABS REVOLVING HEQ 2004-M 2-A 20340215 FLT 2033-12-15 2034-02-15 0.465 - 0.485 362806372.00 3660402.75 Asset-Backed Securities CWHEQ REVOLVING HEQ 2007-E A 20370615 FLT 2037-06-15 2037-06-15 0.335 - 0.335 139462555.00 5338032.13 Asset-Backed Securities CWHEQ REVOLVING HEQ 2005-I 2-A 20360215 FLT 2036-02-15 2036-02-15 0.415 - 0.515 46866891.00 841672.64 Asset-Backed Securities UCFC FUNDING CORP SER 1997-2 M 20281015 7.38000 2028-10-15 2028-10-15 7.38 - 7.38 1079249.00 179190.97 Asset-Backed Securities SOUNDVIEW HM LN 2007-OPT4 X-2 20370925 FLT 2037-09-25 2037-09-25 0.575 - 0.575 60129500.00 318828.91 Asset-Backed Securities CWHEQ REVOLVING HEQ 2006-G 2-A 20361015 FLT 2036-10-15 2036-10-15 0.335 - 0.335 239825352.00 6845444.22 Asset-Backed Securities MULBERRY STR CDO 2003-2 A-1A 20380812 FLT 549300FYTB7QK2YV2Q61 2038-08-12 2038-08-12 2.191 - 2.271 76580000.00 7151876.75 Other Instrument COLLATERALIZED DEBT OBLIGATION COMM MTG TR 2013-CCRE12 D 20461015 FLT 549300MGZ5FI5VFL1177 2046-10-15 2046-10-15 5.24 - 5.24 14999557.00 8638580.32 Private Label Collateralized Mortgage Obligations ALLEGRO CLO I LTD 2014-1 D 20260130 FLT 2026-01-30 2026-01-30 5.51 - 5.51 9091465.00 6523186.22 Asset-Backed Securities MILL CTY MTG LN TR 2019-GS1 B2 20590725 FLT 2059-07-25 2059-07-25 3.25 - 3.25 4932441.00 1565344.95 Asset-Backed Securities DEUTSCHE ALT-A SECS 2007-AR3 I-A-1 20370525 FLT 2037-05-25 2037-05-25 0.324 - 0.324 4662.00 318.48 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0103 52000000.00 52000000.00 0.0008 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.03% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PUERTO RICO ELEC PWR AUTH PWR PWR REV BDS SERI 5493003BRB67HF8ST418 2026-07-01 2042-07-01 N/A 25937049.00 18257519.59 Other Instrument MUNICIPAL DEBT US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 1.125 - 1.125 64087200.00 76229746.67 U.S. Treasuries (including strips) EMPLOYEES RETIREMENT SYS GOVT INSTL SR PENSION FDG BDS 2008 2038-07-01 2038-07-01 N/A 235000.00 44650.00 Other Instrument MUNICIPAL DEBT LOUISIANA LOC GOVT ENVIRONMENT REV BDS A 5493004WIZ1HV87IVF85 2032-03-01 2032-03-01 5 - 5 15000.00 14036.52 Other Instrument MUNICIPAL DEBT PUERTO RICO COMWLTH GO BDS SERI 549300X44HXPLJU48U63 2023-07-01 2039-07-01 N/A 18727303.00 13025375.81 Other Instrument MUNICIPAL DEBT PUERTO RICO PUB BLDGS AUTH REV GOVT FAC REV BDS M-1 2024-07-01 2031-07-01 N/A 2991998.00 2222485.96 Other Instrument MUNICIPAL DEBT INDIANAPOLIS IND MULTIFAMILY H MULTI FAM HSGREV BDS 2009 2029-02-01 2029-02-01 6.5 - 6.5 20000.00 19371.66 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0103 105000000.00 105000000.00 0.0016 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.10% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2025-10-22 2500-12-31 0 - 7.83 2409698360.00 168741184.96 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0110 156000000.00 156000000.00 0.0024 N N N Y Deutsche Bank AG Deutsche Bank AG, 0.58% 7LTWFZYICNSX8D621K86 GCH652000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PRINCE GEORGES CNTY MD GO CONSOLIDATED PUB IMPT 2020 549300NSQ1W50I0VU811 2029-09-15 2029-09-15 5 - 5 11355000.00 15503940.37 Other Instrument MUNICIPAL DEBT FAIRFAX CNTY VA PUB IMPT BDS 2020 2030-10-01 2030-10-01 5 - 5 6455000.00 8997079.41 Other Instrument MUNICIPAL DEBT INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 2022-09-14 2022-09-14 1.75 - 1.75 3500000.00 3631854.72 Other Instrument INTERNATIONAL DEBT GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-08-16 2050-05-20 2.5 - 4.5 388977373.00 157751827.60 Agency Collateralized Mortgage Obligation US TREASURY 254900HROIFWPRGM1V77 2044-11-15 2048-08-15 3 - 3 52840300.00 72790077.26 U.S. Treasuries (including strips) WORLD BANK ZTMSNXROF84AHWJNKQ93 2026-10-27 2029-11-01 0 - 1.875 2194000.00 2327701.78 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0058 253000000.00 253000000.00 0.0038 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.33% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2021-12-06 2066-12-15 1.35 - 6.95 146345266.00 159574418.36 Other Instrument CORPORATE Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0033 152000000.00 152000000.00 0.0023 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.33% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-07-22 2500-12-31 0 - 10.179 377001129.00 417922984.95 Corporate Debt Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-27 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0033 398000000.00 398000000.00 0.0060 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.43% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-08-01 2500-12-31 0 - 7 19576601.00 597325605.05 Equities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 Y JPMORGAN SECS (NON GOV REPO) 1.0000 1 N N/A N/A N N 0.0043 553000000.00 553000000.00 0.0083 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.43% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-08-15 2500-12-31 0 - 9.5 110512775.00 142379240.21 Corporate Debt Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-27 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0043 133000000.00 133000000.00 0.0020 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.47% 7TK5RJIZDFROZCA6XF66 GCH654000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2022-04-15 2500-12-31 0 - 4.75 10105235.00 164162984.32 Equities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0047 152000000.00 152000000.00 0.0023 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.63% 7TK5RJIZDFROZCA6XF66 GCH655000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 2.5 - 2.5 24424525.00 25500447.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0063 25000000.00 25000000.00 0.0004 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.07% 7TK5RJIZDFROZCA6XF66 GAC891000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GENERAL MLS INC SR GLBL FL NT 23 2TGYMUGI08PO8X8L6150 2023-10-17 2023-10-17 2.145 - 2.145 200000.00 202517.78 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL FL NT 25 2S72QS2UO2OESLG6Y829 2025-05-15 2025-05-15 1.492 - 1.492 1366000.00 1385406.67 Corporate Debt Securities DUPONT DE NEMOURS INC SR GLBL FL NT 23 5493004JF0SDFLM8GD76 2023-11-15 2023-11-15 1.502 - 1.502 3000000.00 3013109.12 Corporate Debt Securities AMERICAN INTL GROUP INC SR GLBL NT3.9%26 ODVCVCQG2BP6VHV36M30 2026-04-01 2026-04-01 3.9 - 3.9 2263000.00 2567128.34 Corporate Debt Securities VALERO ENERGY CORP SR NT 3.65%25 549300XTO5VR8SKV1V74 2025-03-15 2025-03-15 3.65 - 3.65 235000.00 257237.07 Corporate Debt Securities CVS HEALTH CORP SR GLBL FL NT 21 549300EJG376EN5NQE29 2021-03-09 2021-03-09 1.033 - 1.033 175000.00 175684.69 Corporate Debt Securities PUGET ENERGY INC NEW SR SEC NT 6%21 SYBSJ96YIDMIUY7WDR33 2021-09-01 2021-09-01 6 - 6 900000.00 967278.00 Corporate Debt Securities SABINE PASS LIQUEFACTION LLC SR SEC GLBL NT25 549300KJYBG7C6WJYZ11 2025-03-01 2025-03-01 5.625 - 5.625 722000.00 839544.31 Corporate Debt Securities BRIXMOR OPERATING PRTSHP LP SR NT 3.25%23 549300CJHBL7JBUA6503 2023-09-15 2023-09-15 3.25 - 3.25 475000.00 489895.60 Corporate Debt Securities BOEING CO SR GLBL NT 40 RVHJWBXLJ1RFUBSY1F30 2040-02-15 2040-02-15 5.875 - 5.875 2204000.00 2508220.88 Corporate Debt Securities NATIONAL OILWELL VARCO INC SR NT 2.6%22 549300EHF3IW1AR6U008 2022-12-01 2022-12-01 2.6 - 2.6 343000.00 344339.22 Corporate Debt Securities AMEREN CORP SR GLBL NT 26 XRZQ5S7HYJFPHJ78L959 2026-02-15 2026-02-15 3.65 - 3.65 610000.00 689463.18 Corporate Debt Securities MPLX LP SR NT 4%25 5493000CZJ19CK4P3G36 2025-02-15 2025-02-15 4 - 4 5255000.00 5708191.20 Corporate Debt Securities DUQUESNE LT HLDGS INC SR 144A NT5.9%21 4CUJ1D8WDXK9X7QI6B93 2021-12-01 2021-12-01 5.9 - 5.9 317000.00 335900.42 Corporate Debt Securities CONAGRA BRANDS INC SR GLBL FL NT 20 54930035UDEIH090K650 2020-10-09 2020-10-09 1.82 - 1.82 20000.00 20094.11 Corporate Debt Securities SABAL TRAIL TRANSMISSION LLC SR 144A NT 28 5493002DWITGSZFUI977 2028-05-01 2028-05-01 4.246 - 4.246 634000.00 714504.51 Corporate Debt Securities ABBVIE INC SR GLBL 144A 22 FR5LCKFTG8054YNNRU85 2022-11-21 2022-11-21 1.024 - 1.024 100000.00 100412.79 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL FL NT 21 784F5XWPLTWKTBV3E584 2021-11-15 2021-11-15 1.562 - 1.562 50000.00 50221.82 Corporate Debt Securities HALLIBURTON CO SR GLBL NT6.7%38 ENYF8GB5SMQZ25S06U51 2038-09-15 2038-09-15 6.7 - 6.7 1044000.00 1263534.06 Corporate Debt Securities TRANSCONTINENTAL GAS PIPE LINE SR NT 4.45%42 2042-08-01 2042-08-01 4.45 - 4.45 639000.00 698240.45 Corporate Debt Securities SPRINT CORPORATION SR GLBL NT 21 549300ZTTY7CXOLJ6539 2021-09-15 2021-09-15 7.25 - 7.25 3000000.00 3198257.50 Corporate Debt Securities WILLIAMS PARTNERS L.P. 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3 14748.03 13433.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-04-01 2050-06-01 2.659 - 3 399165.43 415945.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 164655000.00 164655000.00 0.0025 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 6/30/2020 due 07/01/2020 E57ODZWZ7FF32TWEFA76 GCH850000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 70517.88 78195.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 212472.54 1364.64 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-09-08 2048-02-15 0 - 8.125 40388577.18 46792425.85 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 5565.78 5619.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 260880.26 278247.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-11 2036-07-15 0.625 - 5.625 2436420.20 2890756.68 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2021-01-05 2029-10-03 0.17 - 3.5 566410.88 591639.31 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-11-24 2045-12-01 0 - 10 40647136.42 25263321.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2048-08-15 2.5 - 10 24931788.23 434586.12 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 2498942.46 2220592.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-03-01 4.5 - 4.5 92763.00 1955.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2029-02-01 5.5 - 6.5 528511.26 4200.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 4.5 - 4.5 109460.34 4042.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 4771.26 57.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-06-01 2030-06-01 1.76 - 1.76 92.76 98.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2022-10-01 8.5 - 8.5 435852.52 1352.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-03-01 2024-10-01 5.5 - 5.5 31122.54 667.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.2 - 4.2 399.07 468.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 4 90941.69 97640.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 3.42 - 3.42 92.76 106.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 3 - 3 4123.59 4243.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 2049-11-01 2.835 - 2.835 97.86 104.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-30 2057-09-01 0 - 10.5 19046535.33 12195799.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 1850.25 1671.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2029-07-01 5 - 5.5 76993.29 3849.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2024-02-01 5.5 - 6 143273.57 2042.18 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 2563783.79 3834579.08 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2023-05-01 4.5 - 5 760654.47 9080.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-06-01 2021-11-01 6 - 6 992172.64 2743.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 92763000.00 92763000.00 0.0014 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 6/30/2020 due 07/01/2020 MBNUM2BPBDO7JBLYG310 GCH850000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-28 2020-07-28 0 - 0 879996.20 879907.32 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-09-20 2050-02-20 2.5 - 5.5 408105017.94 282975740.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 278289000.00 278289000.00 0.0042 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GCH597000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.75 73813613.00 77250214.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 75000000.00 75000000.00 0.0011 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.1%, dated 6/30/2020 due 07/01/2020 ZBUT11V806EZRVTWT807 GCH850000_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 2044-03-01 2048-09-01 3.5 - 5 432167.65 403150.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-01-01 2057-02-01 2 - 7 2141642.71 1338127.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2031-06-01 3 - 3 6456.36 3730.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 5.5 - 5.5 27885.17 864.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4 - 4 2579.78 2012.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 2.5 - 2.5 46234.22 47510.67 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2023-10-31 0.2 - 2.875 1817473.04 1878003.17 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2026-11-01 3.5 - 3.5 8242.69 649.62 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 3602000.00 3602000.00 0.0001 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 6/30/2020 due 07/01/2020 7TK5RJIZDFROZCA6XF66 GCH850000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-20 2049-07-20 3 - 4 9927643.74 6991830.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.59 - 4.59 61918.67 73352.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-08-01 2048-01-01 2.5 - 5 7970449.49 5089749.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2031-06-01 3.16 - 4.04 2216514.11 2468674.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2039-02-01 4.03 - 4.27 246890.90 296329.46 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 89746975.21 105426716.99 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-08-01 2030-08-01 3.71 - 3.71 3342197.43 3869648.36 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 121486000.00 121486000.00 0.0018 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.1%, dated 6/30/2020 due 07/01/2020 ES7IP3U3RHIGC71XBU11 GCH850000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-04-01 4.5 - 4.5 13973535.10 12062895.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 746427.33 794143.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4 - 4 167501.18 179543.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 3 - 3 3021980.60 3192709.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 3.5 - 3.5 1409910.92 1188431.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-06-01 4.5 - 4.5 1546629.70 388179.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3.5 - 3.5 38186.12 12704.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 4 - 4 8195683.87 3229269.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 5 - 5 120991.88 136643.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-05-01 2040-05-01 1.78 - 2.36 12433940.48 13084696.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 297254.43 310179.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.635 - 6 483650981.59 284119906.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2045-11-01 2045-11-01 4 - 4 513391.05 304926.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 3297208.47 3016180.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 136570.27 145164.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3.5 1072454.76 1146106.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-06-01 2.5 - 4 2411132.84 2554099.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-10-01 2048-06-01 3 - 4 12843651.57 10326460.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-11-01 2033-01-01 3 - 3.5 315575.00 227681.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 121.16 72.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-25 2049-11-25 6.5 - 6.5 1070031.40 1062947.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-05-01 3.5 - 4.5 12508737.29 12969148.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-09-01 4 - 4.5 4105125.49 3034650.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 4 - 4 1261055.25 1177472.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2049-09-01 3 - 4.5 10970494.40 9782998.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 3867650.25 3622972.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4.5 8993238.24 7353773.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2042-03-01 3.5 - 3.5 2549866.29 1056127.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 935712.95 983970.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 3.5 - 3.5 133384.25 139188.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2050-06-01 0.585 - 7 177563363.83 105577966.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-05-01 3 - 3.5 6807997.29 7180283.06 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2027-04-30 2027-04-30 0.5 - 0.5 672734.30 674973.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3.5 5739320.81 6176838.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 825607.65 877376.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4.5 256612.34 262409.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4.5 578796.91 393685.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-07-01 2041-10-01 4 - 4.5 3571409.73 1218643.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4.5 - 4.5 875463.60 679233.06 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 490649000.00 490649000.00 0.0074 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.1%, dated 6/30/2020 due 07/01/2020 5U0XI89JRFVHWIBS4F54 GCH951000_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 563329217.61 452763060.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 442554000.00 442554000.00 0.0067 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.1%, dated 6/30/2020 due 07/01/2020 5U0XI89JRFVHWIBS4F54 GCH850000_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 384795375.24 309270540.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 302297000.00 302297000.00 0.0046 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 6/30/2020 due 07/01/2020 VYVVCKR63DVZZN70PB21 GCH951000_08395 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 2036-03-25 2036-03-25 0.308 - 0.308 101515.05 1202.67 Agency Collateralized Mortgage Obligation US TREASURY 254900HROIFWPRGM1V77 2038-02-15 2044-02-15 3.625 - 4.5 38784004.78 60761813.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.798 - 3.798 572304.00 394900.91 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 59615000.00 59615000.00 0.0009 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 6/30/2020 due 07/01/2020 VYVVCKR63DVZZN70PB21 GCH850000_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 2038-02-15 2044-02-15 3.625 - 4.5 19873752.88 31135651.79 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 0.308 - 0.308 52018.48 616.27 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.798 - 3.798 293260.80 202355.67 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 30548000.00 30548000.00 0.0005 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.18% G5GSEF7VJP5I7OUK5573 GCH729000 Non-Negotiable Time Deposit Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0018 914000000.00 914000000.00 0.0138 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384ZL6 2549001DPIFGXC1TOL40 US313384ZL66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0011 78996050.00 78996050.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384ZZ5 2549001DPIFGXC1TOL40 US313384ZZ52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0012 89991600.30 89991600.30 0.0014 N N Y N Green Bay Redev. Auth. Green Bay Redev. Auth., 0.18% (Green Bay Packaging, Inc. Proj.) LOC Wells Fargo Bank NA VRDN 39269DAA3 US39269DAA37 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 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 0.0018 18700000.00 18700000.00 0.0003 N N Y N Clark County Arpt. Rev. Clark County Arpt. Rev., 0.15% Series 2008 B2, LOC State Street Bank & Trust Co., Boston VRDN 18085PNY6 US18085PNY69 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 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 0.0015 5585000.00 5585000.00 0.0001 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.36% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-07-01 2020-07-07 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0036 228000000.00 228000000.00 0.0034 N N Y N Fidelity Colchester Street Trust: Money Market Portfolio 2020-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer