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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 0.0008 771968100.96 771968100.96 0.0122 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 0.0007 984951843.35 984951843.35 0.0155 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 0.0008 664960100.00 664960100.00 0.0105 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 0.0009 1304896056.75 1304896056.75 0.0205 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 0.0008 513162274.67 513162274.67 0.0081 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 0.0009 1109576889.88 1109576889.88 0.0175 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 0.0009 954860130.70 954860130.70 0.0150 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127965F2 US9127965F22 U.S. Treasury Debt Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0011 649692693.00 649692693.00 0.0102 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 0.0008 649941682.00 649941682.00 0.0102 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 0.0009 1334800350.75 1334800350.75 0.0210 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 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 0.0009 1334776667.85 1334776667.85 0.0210 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 0.0009 1304755495.20 1304755495.20 0.0205 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 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 0.0009 664875265.95 664875265.95 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127964J5 US9127964J52 U.S. Treasury Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0008 38992817.37 38992817.37 0.0006 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 0.0009 1324702789.25 1324702789.25 0.0209 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127962Z1 US9127962Z13 U.S. Treasury Debt Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0010 236035417.21 236035417.21 0.0037 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 0.0009 496597898.35 496597898.35 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127965C9 US9127965C90 U.S. Treasury Debt Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0010 664752473.70 664752473.70 0.0105 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 0.0009 1284858020.35 1284858020.35 0.0202 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 0.0009 956877054.21 956877054.21 0.0151 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 0.0009 664911149.35 664911149.35 0.0105 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 0.0008 334949378.15 334949378.15 0.0053 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 0.0010 664830052.60 664830052.60 0.0105 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 0.0009 334899500.00 334899500.00 0.0053 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 0.0004 609995803.20 609995803.20 0.0096 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 0.0007 334930906.25 334930906.25 0.0053 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 0.0007 127894284.04 127894284.04 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.33% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-08-03 2021-07-31 2021-07-31 N N N 0.0014 193363623.58 193363623.58 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-08-03 2021-10-31 2021-10-31 N N N 0.0014 117387679.50 117387679.50 0.0018 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 289062568.50 289062568.50 0.0046 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 0.0031 261029414.70 261029414.70 0.0041 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 248028346.40 248028346.40 0.0039 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 0.0033 132010256.40 132010256.40 0.0021 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 0.0034 185016539.00 185016539.00 0.0029 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 0.0011 397278813.10 397278813.10 0.0063 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 0.0014 534246460.61 534246460.61 0.0084 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 0.0030 250029150.00 250029150.00 0.0039 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.23% 55380TGE4 C3GTMMZIHMY46P4OIX74 GDG469000 Certificate of Deposit Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0022 310005363.00 310005363.00 0.0049 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.23% 55380TGF1 C3GTMMZIHMY46P4OIX74 GDG475000 Certificate of Deposit Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0022 53000768.50 53000768.50 0.0008 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TFQ8 C3GTMMZIHMY46P4OIX74 GDE274000 Certificate of Deposit Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0020 261024638.40 261024638.40 0.0041 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TFR6 C3GTMMZIHMY46P4OIX74 GDE275000 Certificate of Deposit Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0020 372033405.60 372033405.60 0.0059 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TFX3 C3GTMMZIHMY46P4OIX74 GDF540000 Certificate of Deposit Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0023 92001462.80 92001462.80 0.0014 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TFY1 C3GTMMZIHMY46P4OIX74 GDF541000 Certificate of Deposit Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0024 153001958.40 153001958.40 0.0024 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 55380TFV7 C3GTMMZIHMY46P4OIX74 GDF006000 Certificate of Deposit Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0023 105005869.50 105005869.50 0.0017 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. 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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 0.0018 105013146.00 105013146.00 0.0017 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 0.0018 105014427.00 105014427.00 0.0017 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 0.0018 155016523.00 155016523.00 0.0024 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 0.0018 53005999.60 53005999.60 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 0.0018 106012359.60 106012359.60 0.0017 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 0.0019 54011107.80 54011107.80 0.0009 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 0.0019 107022127.60 107022127.60 0.0017 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 0.0019 107022234.60 107022234.60 0.0017 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 0.0020 107022191.80 107022191.80 0.0017 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 0.0022 104026000.00 104026000.00 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 0.0022 105026292.00 105026292.00 0.0017 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 0.0022 53014681.00 53014681.00 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 0.0021 103030827.90 103030827.90 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 0.0021 158047447.40 158047447.40 0.0025 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 0.0022 92027489.60 92027489.60 0.0014 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.23% 60710AQF2 RB0PEZSDGCO3JS6CEU02 GDG481000 Certificate of Deposit Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0022 261006864.30 261006864.30 0.0041 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.23% 60710AQE5 RB0PEZSDGCO3JS6CEU02 GDG480000 Certificate of Deposit Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0022 261006942.60 261006942.60 0.0041 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 0.0027 225030037.50 225030037.50 0.0035 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 0.0034 161013363.00 161013363.00 0.0025 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86565CKM0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0022 270045387.00 270045387.00 0.0043 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 0.0012 310028613.00 310028613.00 0.0049 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CEC9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0012 363034884.30 363034884.30 0.0057 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 0.0013 311034800.90 311034800.90 0.0049 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CEH8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0013 39004793.10 39004793.10 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 0.0014 350047600.00 350047600.00 0.0055 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 0.0020 290055535.00 290055535.00 0.0046 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 0.0020 220042328.00 220042328.00 0.0035 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 0.0020 234046121.40 234046121.40 0.0037 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 0.0012 257022693.10 257022693.10 0.0040 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 0.0011 204015463.20 204015463.20 0.0032 N N Y 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 0.0011 177018974.40 177018974.40 0.0028 N N N 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 0.0012 500046150.00 500046150.00 0.0079 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 0.0013 189021149.10 189021149.10 0.0030 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 0.0013 111012864.90 111012864.90 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 0.0014 230032660.00 230032660.00 0.0036 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 0.0014 270039879.00 270039879.00 0.0043 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 0.0016 177029842.20 177029842.20 0.0028 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 0.0010 263011230.10 263011230.10 0.0041 N N Y 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 0.0010 300015960.00 300015960.00 0.0047 N N Y 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 0.0011 199022785.50 199022785.50 0.0031 N N N N Sumitomo Mitsui Trust Bank Ltd. 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Svenska Handelsbanken, Inc., 0.23% 86959RFH8 NHBDILHZTYCNBV5UYZ31 US86959RFH84 0001448613 Certificate of Deposit Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0015 464010672.00 464010672.00 0.0073 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417JPK2 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2021-02-19 2021-02-19 2021-02-19 N N N 0.0028 149771625.00 149771625.00 0.0024 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 0.0028 119016184.00 119016184.00 0.0019 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 2020-08-13 2020-08-13 2020-08-13 N N N 0.0015 239023589.30 239023589.30 0.0038 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 236012956.40 236012956.40 0.0037 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 0.0035 484030056.40 484030056.40 0.0076 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 0.0018 100982617.90 100982617.90 0.0016 N N N N BPCE SA BPCE SA, 0.20% 05571BKS1 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0018 124945325.00 124945325.00 0.0020 N N N N BPCE SA BPCE SA, 0.20% 05571BKS1 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0018 249890650.00 249890650.00 0.0039 N N N N BPCE SA BPCE SA, 0.20% 05571BKU6 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-10-28 2020-10-28 2020-10-28 N N N 0.0019 124942525.00 124942525.00 0.0020 N N N N BPCE SA BPCE SA, 0.20% 05571BKV4 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0019 499765000.00 499765000.00 0.0079 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 0.0012 254954023.50 254954023.50 0.0040 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 0.0009 100998485.00 100998485.00 0.0016 N N Y 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 0.0009 506991127.50 506991127.50 0.0080 N N Y 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 0.0028 487066232.00 487066232.00 0.0077 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 0.0016 360933792.60 360933792.60 0.0057 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 0.0017 553885765.20 553885765.20 0.0087 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 0.0009 219998350.00 219998350.00 0.0035 N Y Y 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 0.0009 240996987.50 240996987.50 0.0038 N N Y N Federation des caisses Desjardin Federation des caisses Desjardin, 0.30% 31428FMM4 549300B2Q47IR0CR5B54 GCE687000 Financial Company Commercial Paper Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0021 50958067.80 50958067.80 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.30% 31428FMN2 549300B2Q47IR0CR5B54 GCE688000 Financial Company Commercial Paper Y N/A N/A 2020-12-22 2020-12-22 2020-12-22 N N N 0.0021 10990892.00 10990892.00 0.0002 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.30% 31428FMP7 549300B2Q47IR0CR5B54 GCE695000 Financial Company Commercial Paper Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0021 50957273.22 50957273.22 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.30% 31428FMP7 549300B2Q47IR0CR5B54 GCE693000 Financial Company Commercial Paper Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0021 10990784.20 10990784.20 0.0002 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.30% 31428FNB7 549300B2Q47IR0CR5B54 GDB227000 Financial Company Commercial Paper Y N/A N/A 2021-01-11 2021-01-11 2021-01-11 N N N 0.0021 101902416.60 101902416.60 0.0016 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.30% 31428FNF8 549300B2Q47IR0CR5B54 GDD513000 Financial Company Commercial Paper Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0021 99902000.00 99902000.00 0.0016 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.59% 31428FHT5 549300B2Q47IR0CR5B54 FHA295000 Financial Company Commercial Paper Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0012 74993250.00 74993250.00 0.0012 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.59% 31428FHU2 549300B2Q47IR0CR5B54 FHA294000 Financial Company Commercial Paper Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0012 69993466.90 69993466.90 0.0011 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 0.0012 36996547.90 36996547.90 0.0006 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.23% 53943RLG2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-16 2020-11-16 2020-11-16 N N N 0.0022 97935614.00 97935614.00 0.0015 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.23% 53943RLL1 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0023 187870731.20 187870731.20 0.0030 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.23% 53943RLP2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0023 49964540.00 49964540.00 0.0008 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.23% 53943RLP2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0023 125910640.80 125910640.80 0.0020 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.23% 53943RLQ0 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0023 187864903.20 187864903.20 0.0030 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.23% 53943RLR8 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0023 125908687.80 125908687.80 0.0020 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.23% 53943RLR8 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0023 49963765.00 49963765.00 0.0008 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.23% 53943RLT4 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0023 86935585.20 86935585.20 0.0014 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.23% 60682YKT0 JBONEPAGQXF4QP29B387 GDG963000 Financial Company Commercial Paper Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0022 52971888.80 52971888.80 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.23% 60682YL28 JBONEPAGQXF4QP29B387 GDH438000 Financial Company Commercial Paper Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0023 49970755.00 49970755.00 0.0008 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.23% 60689PLC8 RB0PEZSDGCO3JS6CEU02 GEA303000 Financial Company Commercial Paper Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0022 61960862.50 61960862.50 0.0010 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.25% 60689PL46 RB0PEZSDGCO3JS6CEU02 GDG483000 Financial Company Commercial Paper Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0019 74963400.00 74963400.00 0.0012 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.26% 60689PK70 RB0PEZSDGCO3JS6CEU02 GDD207000 Financial Company Commercial Paper Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0016 77976724.80 77976724.80 0.0012 N N N N Royal Bank of Canada Royal Bank of Canada, 0.42% 78014XFA0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0029 429651723.84 429651723.84 0.0068 N N N N Royal Bank of Canada Royal Bank of Canada, 0.44% 78014XEX1 ES7IP3U3RHIGC71XBU11 US78014XEX12 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0033 271020541.80 271020541.80 0.0043 N N N N Royal Bank of Canada Royal Bank of Canada, 0.44% 78014XEY9 ES7IP3U3RHIGC71XBU11 US78014XEY94 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0033 55004367.00 55004367.00 0.0009 N N N N Royal Bank of Canada Royal Bank of Canada, 0.45% 78014XEZ6 ES7IP3U3RHIGC71XBU11 US78014XEZ69 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0034 256021248.00 256021248.00 0.0040 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 0.0015 563926680.00 563926680.00 0.0089 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 0.0016 483926141.60 483926141.60 0.0076 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 0.0017 535886100.00 535886100.00 0.0084 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.23% 86564YL59 5493006GGLR4BTEL8O61 GDI289000 Financial Company Commercial Paper Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0021 53969446.80 53969446.80 0.0008 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.28% 86564YKL5 5493006GGLR4BTEL8O61 GDA125000 Financial Company Commercial Paper Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0020 161926743.60 161926743.60 0.0025 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.28% 86564YKM3 5493006GGLR4BTEL8O61 GDA698000 Financial Company Commercial Paper Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0021 302860589.70 302860589.70 0.0048 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 0.0010 483954358.80 483954358.80 0.0076 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.15% 89119AH43 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0010 370768032.74 370768032.74 0.0058 N N Y N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.25% 89119ANF1 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0023 266718395.10 266718395.10 0.0042 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.25% 89119ANR5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-01-25 2021-01-25 2021-01-25 N N N 0.0023 266697675.90 266697675.90 0.0042 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.25% 89119AP93 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0024 300622395.50 300622395.50 0.0047 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.25% 89119APG7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0024 326569439.10 326569439.10 0.0051 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.32% 89120DR92 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0025 224028716.80 224028716.80 0.0035 N N N 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 0.0033 233019921.50 233019921.50 0.0037 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 265014124.50 265014124.50 0.0042 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 0.0037 646032623.00 646032623.00 0.0102 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 0.0038 248044392.00 248044392.00 0.0039 N N N 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 0.0075 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 0.0013 72998153.10 72998153.10 0.0011 N N Y 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 0.0015 51994441.20 51994441.20 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 0.0015 57993347.40 57993347.40 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 0.0021 50986617.60 50986617.60 0.0008 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.30% RUC0QBLBRPRCU4W1NE59 GEA256000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FORTIVE CORP SR NT 3.15%26 2026-06-15 2026-06-15 3.15 - 3.15 5000000.00 5548575.00 Corporate Debt Securities AT&T INC SR GLBL NT 24 549300Z40J86GGSTL398 2024-04-01 2024-04-01 4.45 - 4.45 3370000.00 3842047.13 Corporate Debt Securities MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27 2027-06-20 2027-06-20 6.5 - 6.5 9500000.00 9882243.06 Corporate Debt Securities DOLLAR GEN CORP SR GLBL NT3.5%30 OPX52SQVOZI8IVSWYU66 2030-04-03 2030-04-03 3.5 - 3.5 6000000.00 6973573.33 Corporate Debt Securities ROPER TECHNOLOGIES INC SR GLBL NT 29 2029-09-15 2029-09-15 2.95 - 2.95 3000000.00 3395263.33 Corporate Debt Securities APOLLO MGMT HLDGS LP SR GLBL 144A 24 2024-05-30 2024-05-30 4 - 4 7500000.00 8278925.00 Corporate Debt Securities SIMON PPTY GROUP LP SR GLBL NT 26 MR92GTD0MJTTTTQDVG45 2026-11-30 2026-11-30 3.25 - 3.25 3998000.00 4439445.83 Corporate Debt Securities MICROSOFT CORP SR GLBL NT 24 INR2EJN1ERAN0W5ZP974 2024-02-06 2025-02-12 2.7 - 2.875 9000000.00 9939017.08 Corporate Debt Securities LENNOX INTL INC SR GLBL NT 25 2025-08-01 2027-08-01 1.35 - 1.7 19921657.00 20108834.56 Corporate Debt Securities HOME DEPOT INC SR GLBL NT2.5%27 QEKMOTMBBKA8I816DO57 2027-04-15 2027-04-15 2.5 - 2.5 5000000.00 5574616.67 Corporate Debt Securities STANDARD CHARTERED PLC FR 4.644%040131 U4LOSYZ7YG4W3S5F2G91 2031-04-01 2031-04-01 4.644 - 4.644 6813320.00 8028952.55 Corporate Debt Securities HARTFORD FINL SVCS GROUP INC EXTND SR GLBL 67 IU7C3FTM7Y3BQM112U94 2067-02-12 2067-02-12 2.517 - 2.517 11200000.00 9020305.24 Corporate Debt Securities CIGNA CORP NEW SR GLBL NT4.8%38 2038-08-15 2038-08-15 4.8 - 4.8 13500000.00 18200475.00 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC FR 4%041328 2028-04-13 2028-04-13 4 - 4 4715000.00 5549555.00 Corporate Debt Securities CITIGROUP INC SR GLBL NT 22 2022-11-04 2022-11-04 2.312 - 2.312 7170000.00 7354823.48 Corporate Debt Securities APPLE INC SR GLBL NT 26 2026-02-23 2026-02-23 3.25 - 3.25 5000000.00 5745269.44 Corporate Debt Securities STRYKER CORPORATION SR GLBL NT 30 2030-06-15 2030-06-15 1.95 - 1.95 10400000.00 10837086.00 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 5889289.00 6760327.93 Corporate Debt Securities WAL-MART STORES INC 4.05%48 Y87794H0US1R65VBXU25 2048-06-29 2048-06-29 4.05 - 4.05 10000000.00 14098000.00 Corporate Debt Securities PNC BK N A PITTSBURGH PA SR GLBL NT 22 2022-07-22 2022-07-22 2.232 - 2.232 10000000.00 10182180.00 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT6.8%27 54930070NSV60J38I987 2027-10-01 2027-10-01 6.8 - 6.8 3000000.00 3696036.67 Corporate Debt Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0030 169000000.00 169000000.00 0.0027 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.34% RUC0QBLBRPRCU4W1NE59 GEA257000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CHURCHILL CAP CORP II CL A 2500-12-31 2500-12-31 N/A 66200.00 716284.00 Equities PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 5521FA2ITF25TVH63740 2500-12-31 2500-12-31 N/A 3635919.00 28032935.49 Equities TOTTENHAM ACQUISITION I LTD SHS 2500-12-31 2500-12-31 N/A 113519.00 1233951.53 Equities ZAI LAB LTD ADR 2500-12-31 2500-12-31 N/A 64200.00 4825272.00 Equities DOCUSIGN INC COM 2500-12-31 2500-12-31 N/A 26218.00 5609078.92 Equities NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 5493008F4ZOQFNG3WN54 2500-12-31 2500-12-31 N/A 18999.00 1189717.38 Equities CHURCHILL CAP CORP III COM 2500-12-31 2500-12-31 N/A 1955037.00 20723392.20 Equities ADVANCE AUTO PARTS INC COM 2500-12-31 2500-12-31 N/A 3992.00 610257.04 Equities COSTCO WHSL CORP NEW COM 2500-12-31 2500-12-31 N/A 9450.00 3069549.00 Equities ISHARES TR BARCLAYS 7 10 YR 549300G3FWQPUM47D181 2500-12-31 2500-12-31 N/A 103000.00 12644795.00 Equities HAYMAKER ACQUISITION CORP II COM CL A 2500-12-31 2500-12-31 N/A 1950000.00 20163000.00 Equities OMNICOM GROUP INC COM 2500-12-31 2500-12-31 N/A 19500.00 1038570.00 Equities REALPAGE INC COM 5493001RSFZX4122A604 2500-12-31 2500-12-31 N/A 22490.00 1413721.40 Equities PIVOTAL INVT CORP II COM CL A 2500-12-31 2500-12-31 N/A 410154.00 4163063.10 Equities GDS HLDGS LTD SPONSORED ADS 2500-12-31 2500-12-31 N/A 3177.00 254160.00 Equities SOFTWARE ACQUISITION GROUP INC COM CL A 2500-12-31 2500-12-31 N/A 561077.00 5739817.71 Equities THUNDER BRDG ACQUISTION II LTD CL A SHS 2500-12-31 2500-12-31 N/A 2455706.00 25392000.04 Equities TUSCAN HOLDINGS CORP COM 2500-12-31 2500-12-31 N/A 57374.00 582346.10 Equities CHP MERGER CORP COM CL A 2500-12-31 2500-12-31 N/A 434896.00 4468556.40 Equities PHILLIPS 66 PARTNERS LP COM UNIT REP INT 549300TL5L4IG0H4FX64 2500-12-31 2500-12-31 N/A 81574.00 2301202.54 Equities MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP MZF5TI8NFVZZNUSKDL39 2500-12-31 2500-12-31 N/A 186680.00 7717351.20 Equities GX ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 726533.00 7483289.90 Equities MPLX LP COM UNIT REP LTD 5493000CZJ19CK4P3G36 2500-12-31 2500-12-31 N/A 737936.00 13467332.00 Equities DOVER CORP COM 549300FMC2ALGA7N9E80 2500-12-31 2500-12-31 N/A 11525.00 1204823.50 Equities INTERCEPT PHARMACEUTICALS INC COM 2500-12-31 2500-12-31 N/A 5797.00 270719.90 Equities HEALTHCARE MERGER CORP COM CL A 2500-12-31 2500-12-31 N/A 1523170.00 16267455.60 Equities AGBA ACQUISITION LTD SHS 5493006NA1XBERP7JE98 2500-12-31 2500-12-31 N/A 284995.00 2935448.50 Equities JOHNSON CTLS INTL PLC SHS 2500-12-31 2500-12-31 N/A 29758.00 1108187.92 Equities HENNESSY CAP ACQUSTION CORP IV CL A COM 2500-12-31 2500-12-31 N/A 866813.00 9682301.21 Equities FINSERV ACQUISITION CORP CL A 2500-12-31 2500-12-31 N/A 1256775.00 12743698.50 Equities SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 5493003TT35P3SIWJJ72 2500-12-31 2500-12-31 N/A 14314.00 4894815.44 Equities PROCTER AND GAMBLE CO COM 2500-12-31 2500-12-31 N/A 8679.00 1140594.18 Equities APEX TECHNOLOGY ACQUISITION CO COM CL A 2500-12-31 2500-12-31 N/A 35600.00 371308.00 Equities ESSEX PPTY TR INC COM 2500-12-31 2500-12-31 N/A 5382.00 1187376.84 Equities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0034 208000000.00 208000000.00 0.0033 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.37% RUC0QBLBRPRCU4W1NE59 GEA258000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BP CAP MKTS AMER INC GLBL NT 3.543%27 5493009NTB34VXE1T760 2027-04-06 2027-04-06 3.543 - 3.543 8938.00 10230.15 Corporate Debt Securities T-MOBILE US INC SR NT 7%20 549300JKU50UT08ZWD77 2020-08-15 2020-08-15 7 - 7 4200000.00 4342706.67 Corporate Debt Securities GLAXOSMITHKLINE CAP INC SR GLBL NT4.2%43 5493007Q8VD7Q3ZYZS59 2043-03-18 2043-03-18 4.2 - 4.2 2500000.00 3406691.67 Corporate Debt Securities FIDELITY & GTY LIFE HLDGS INC SR GLBL 144A 25 549300WCR5QBFH98VZ75 2025-05-01 2025-05-01 5.5 - 5.5 1132.00 1260.77 Corporate Debt Securities PETROBRAS GLOBAL FINANCE BV SR GLBL NT5.6%31 2031-01-03 2031-01-03 5.6 - 5.6 20000000.00 21007333.33 Corporate Debt Securities BOOKING HOLDINGS INC SR GLBL NT4.1%25 2025-04-13 2025-04-13 4.1 - 4.1 211844.00 243565.52 Corporate Debt Securities CINCINNATI BELL INC NEW SR GLBL 144A 24 549300JYVZOCUJOHL272 2024-07-15 2024-07-15 7 - 7 2801000.00 2897245.47 Corporate Debt Securities YPF SOCIEDAD ANONIMA SR GLBL REGS 27 2027-07-21 2027-07-21 6.95 - 6.95 119486.00 88776.60 Corporate Debt Securities MERITOR INC SR GLBL 144A 25 5LTG829X630QFHTFBO82 2025-06-01 2025-06-01 6.25 - 6.25 5000000.00 5308506.94 Corporate Debt Securities NORTONLIFELOCK INC SR NT 4.2%20 2020-09-15 2020-09-15 4.2 - 4.2 7702000.00 7833832.57 Corporate Debt Securities MONTEFIORE MED CTR NEW YORK SR -2020B BD 50 2050-09-01 2050-09-01 4.287 - 4.287 2999497.00 3208899.13 Corporate Debt Securities CALUMET SPECIALTY PRODS PARTNE SR GLBL NT 23 2023-04-15 2023-04-15 7.75 - 7.75 7575000.00 7085044.79 Corporate Debt Securities REFINITIV US HLDGS INC SR SEC GLBL 26 2026-05-15 2026-11-15 6.25 - 8.25 33010898.00 36980738.04 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT 24 5493006ORUSIL88JOE18 2024-05-15 2029-03-15 3.375 - 3.95 97959.00 113758.69 Corporate Debt Securities TRANSDIGM INC SR SEC GLBL 25 2025-12-15 2025-12-15 8 - 8 4000000.00 4432444.44 Corporate Debt Securities ANTERO RESOURCES CORP SR GLBL NT 21 2021-11-01 2021-11-01 5.375 - 5.375 14801000.00 14370845.94 Corporate Debt Securities ADVANCED DISP SVCS INC DEL SR 144A NT 24 2024-11-15 2024-11-15 5.625 - 5.625 19075000.00 20020643.12 Corporate Debt Securities AT&T INC SR GLBL NT 24 549300Z40J86GGSTL398 2024-04-01 2024-04-01 4.45 - 4.45 564000.00 643001.36 Corporate Debt Securities INTEL CORP SR GLBL NT4.1%46 KNX4USFCNGPY45LOCE31 2046-05-19 2046-05-19 4.1 - 4.1 3492000.00 4556082.24 Corporate Debt Securities ALTICE FRANCE HLDG S A SR 144A NT 27 2027-05-15 2027-05-15 10.5 - 10.5 37000000.00 42896875.00 Corporate Debt Securities MASTERCARD INCORPORATED SR NT 3.375%24 AR5L2ODV9HN37376R084 2024-04-01 2024-04-01 3.375 - 3.375 92000.00 102962.72 Corporate Debt Securities FORD MTR CO DEL SR GLBL NT8.5%23 20S05OYHG0MQM4VUIC57 2023-04-21 2023-04-21 8.5 - 8.5 1555000.00 1740690.32 Corporate Debt Securities CITIGROUP INC SR GLBL NT 22 2022-11-04 2022-11-04 2.312 - 2.312 3073000.00 3152213.75 Corporate Debt Securities GOODYEAR TIRE & RUBR CO SR GLBL NT 23 5493002BI0S2ZQUY3437 2023-11-15 2023-11-15 5.125 - 5.125 692000.00 699487.06 Corporate Debt Securities POLARIS INTERMEDIATE SR GLBL PIK 22 2022-12-01 2022-12-01 8.5 - 8.5 27000000.00 27888750.00 Corporate Debt Securities GLOBAL A&T ELECTRONICS LTD SR SEC NT 8.5%23 2023-01-12 2023-01-12 8.5 - 8.5 4047000.00 3893551.25 Corporate Debt Securities TWITTER INC SR GLBL 144A 27 2027-12-15 2027-12-15 3.875 - 3.875 6000000.00 6437708.33 Corporate Debt Securities CENTENE CORP DEL SR GLBL NT 22 549300Z7JJ4TQSQGT333 2022-05-15 2022-05-15 4.75 - 4.75 4315000.00 4416090.86 Corporate Debt Securities REGENCY ENERGY PARTNERS LP SR NT 4.5%23 2023-11-01 2023-11-01 4.5 - 4.5 6000000.00 6447240.00 Corporate Debt Securities CRESTWOOD MIDSTREAM PRTNRS LP SR GLBL NT 23 2023-04-01 2023-04-01 6.25 - 6.25 4000000.00 3950533.33 Corporate Debt Securities VALE OVERSEAS LTD SR GLBL NT 30 2030-07-08 2030-07-08 3.75 - 3.75 15000000.00 16084375.00 Corporate Debt Securities AVON INTL OPERATIONS INC SR SEC 144A NT22 2022-08-15 2022-08-15 7.875 - 7.875 3810000.00 3976925.62 Corporate Debt Securities OVINTIV INC SR NT 3.9%21 CZ72ZHBVKZXQRV3XFE26 2021-11-15 2021-11-15 3.9 - 3.9 21680000.00 21944785.07 Corporate Debt Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0037 260000000.00 260000000.00 0.0041 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.39% 7VHWWWW4UJS7NUM3PT30 GEA259000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2021-01-15 2500-12-31 0 - 11 33870466.00 497896191.04 Equities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0039 461000000.00 461000000.00 0.0073 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.61% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N C-BASS CBO XVIII 2007-18 D 20470313 FLT 2047-03-13 2047-03-13 2.313 - 5.063 11800000.00 2647039.10 Other Instrument COLLATERALIZED DEBT OBLIGATION NOMURA ASSET ACCEPT 2004-AP1 M-2 20340325 FLT 2034-03-25 2034-03-25 5.654 - 5.654 4560000.00 100594.86 Private Label Collateralized Mortgage Obligations TROPIC CDO V 2006-5 A3L 14 20360715 FLT 2036-07-15 2036-07-15 1.555 - 1.555 15000000.00 1435366.67 Other Instrument COLLATERALIZED DEBT OBLIGATION JP MORGAN MTG ACQ 2006-WMC4 A-1B 20361225 FLT 2036-12-25 2036-12-25 0.402 - 0.402 41852972.00 4992543.01 Asset-Backed Securities SOUTH COAST FDG III 2003-3 A-3A 20380810 FLT 2038-08-10 2038-08-10 1.648 - 1.748 3019000.00 626376.60 Other Instrument COLLATERALIZED DEBT OBLIGATION NOMURA CRE CDO 2007-2 J 144A 20420521 FLT 549300U9HYZNUTPVJA78 2042-05-21 2042-05-21 2.952 - 3.352 21846155.00 4956704.49 Other Instrument COLLATERALIZED DEBT OBLIGATION HIGHLAND PARK CDO I 2006-1 C 20511125 FLT 2051-11-25 2051-11-25 3.501 - 3.501 15000000.00 2110226.46 Other Instrument COLLATERALIZED DEBT OBLIGATION TRIAXX PRIME CDO 2007-1 B 20391002 FLT 2039-10-02 2039-10-02 1.102 - 1.102 4115000.00 240265.48 Other Instrument COLLATERALIZED DEBT OBLIGATION ORION LTD 2006-1 C 144A 20460910 FLT 2046-09-10 2046-09-10 3.277 - 3.277 8000000.00 2702807.47 Other Instrument COLLATERALIZED DEBT OBLIGATION JUPITER HGH-GRD CDO III 2005-3 B 20420608 FLT 2042-06-08 2042-06-08 1.599 - 1.599 910000.00 74713.41 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SECURITIES 3-10 B-3 20330705 FLT 2033-07-05 2033-07-05 1.997 - 1.997 19480000.00 13325354.95 Other Instrument COLLATERALIZED DEBT OBLIGATION GS MTG COML 2005-GG4 E 20390710 FLT 2039-07-10 2039-07-10 5.078 - 5.078 18879480.00 3640479.79 Private Label Collateralized Mortgage Obligations PALISADES CDO LTD 2004-1 C-1 20390722 FLT 2039-07-22 2039-07-22 3.508 - 3.508 4950000.00 814824.57 Other Instrument COLLATERALIZED DEBT OBLIGATION LB SMALL BAL COML 2007-2 M3 20370625 FLT 2037-06-25 2037-06-25 1.072 - 1.072 12100133.00 3170223.59 Asset-Backed Securities RESIDENTIAL ASSET SEC 2007-A1 A-3 20370325 FLT 2037-03-25 2037-03-25 0.772 - 0.772 120432000.00 5624764.84 Private Label Collateralized Mortgage Obligations ALESCO PREFERRED FDG V 2004-5 D 20341223 6.00000 2034-12-23 2034-12-23 4.195 - 4.195 4800000.00 2795856.76 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG XVI 2007-16 C 20380323 FLT 2038-03-23 2038-03-23 1.405 - 1.405 4300000.00 1952127.73 Other Instrument COLLATERALIZED DEBT OBLIGATION HARBORVIEW MTG LN TR 2005-1 2-A1B 20350319 FLT 2035-03-19 2035-03-19 0.847 - 0.847 144347000.00 2113841.60 Private Label Collateralized Mortgage Obligations E TRADE ABS CDO V 2006-5 A-2 20461006 FLT 2046-10-06 2046-10-06 1.65 - 7.4 28000000.00 7115231.25 Other Instrument COLLATERALIZED DEBT OBLIGATION MONTAUK POT CDO II LTD 2006-02 A-3 20460525 FLT 2046-05-25 2046-05-25 1.74 - 1.74 1500000.00 355201.82 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CDO 11 2007-11 C 20470315 FLT 2047-03-15 2047-03-15 1.991 - 1.991 6000000.00 1719446.94 Other Instrument COLLATERALIZED DEBT OBLIGATION TRIAXX PRIME CDO 2006-2 B 20391002 FLT 2039-10-02 2039-10-02 2.709 - 2.709 36860000.00 20777339.02 Other Instrument COLLATERALIZED DEBT OBLIGATION TRAPEZA CDO I 2002 D 144A 20321130 FLT 2032-11-30 2032-11-30 5.191 - 5.191 1000000.00 225478.69 Other Instrument COLLATERALIZED DEBT OBLIGATION US CAP FDG V LTD 2006-5 B-1 20401010 FLT 2040-10-10 2040-10-10 1.523 - 1.523 5500000.00 737194.03 Other Instrument COLLATERALIZED DEBT OBLIGATION CWALT INC 2005-62 2-A-3 20351225 FLT 2035-12-25 2035-12-25 2.977 - 2.977 20949343.00 106320.29 Private Label Collateralized Mortgage Obligations WEST COAST FDG I LTD 2006-1 B 20411102 FLT 2041-11-02 2041-11-02 0.83 - 0.83 41600000.00 620215.93 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG XV 2007-15 C1 144 20371223 FLT 2037-12-23 2037-12-23 1.455 - 1.455 1800000.00 116687.02 Other Instrument COLLATERALIZED DEBT OBLIGATION C-BASS CBO XV 2006-15 B 20410219 FLT 2041-02-19 2041-02-19 2.162 - 2.162 6491201.00 465228.25 Other Instrument COLLATERALIZED DEBT OBLIGATION TRAPEZA CDO V 2003-5 D 20340715 FLT 2034-07-15 2034-07-15 4.522 - 4.522 5000000.00 3033122.09 Other Instrument COLLATERALIZED DEBT OBLIGATION PYXIS ABS CDO 2006-1 LTD / LLC 2046-11-10 2046-11-10 0.696 - 1.576 33500000.00 8794699.13 Asset-Backed Securities ACACIA CRE CDO 1 2006-1 B 20460107 FLT 2046-01-07 2046-01-07 2.324 - 2.324 3688005.00 231334.74 Other Instrument COLLATERALIZED DEBT OBLIGATION RIVER NORTH CDO 2005 B 144A 20400206 FLT 2040-02-06 2040-02-06 1.051 - 1.251 22372349.00 5645147.44 Other Instrument COLLATERALIZED DEBT OBLIGATION STRAITS GLOBAL ABS CDO I 2004 B1 144 20401108 FLT 2040-11-08 2040-11-08 3.49 - 3.49 4000000.00 981085.33 Other Instrument COLLATERALIZED DEBT OBLIGATION LEHMAN MTG TR 2006-8 4-A2 20361225 FLT 2036-12-25 2036-12-25 7.578 - 7.578 21649780.00 800601.84 Private Label Collateralized Mortgage Obligations LEHMAN MTG TR 2008-3 A1 20370225 FLT 2037-02-25 2037-02-25 0.542 - 0.542 22262543.00 1497024.13 Private Label Collateralized Mortgage Obligations C-BASS CBO XIX 2007-19 A-1 20471007 FLT 2047-10-07 2047-10-07 0.654 - 2.604 245570000.00 9161914.39 Other Instrument COLLATERALIZED DEBT OBLIGATION JER CRE CDO 2006-2 G-FL 20450325 FLT 2045-03-25 2045-03-25 2.172 - 2.172 14000000.00 3872712.09 Other Instrument COLLATERALIZED DEBT OBLIGATION DUKE FDG X 2006-10 A1 20460409 FLT 2046-04-09 2046-04-09 0.728 - 0.728 8700000.00 388586.55 Other Instrument COLLATERALIZED DEBT OBLIGATION MULBERRY STR CDO 2003-1 A-2 20371214 FLT 2037-12-14 2037-12-14 1.327 - 1.327 5000000.00 1050127.57 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 Y CITIGROUP INC 1.0000 31 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0061 112000000.00 112000000.00 0.0018 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 CARNIVAL CORP PAIRED CTF F1OF2ZSX47CR0BCWA982 2500-12-31 2500-12-31 0 - 0 3436.00 49272.24 Equities CITICORP MORTGAGE SECS 2005-5 IIIA-1 20350825 5.00000 2035-08-25 2035-08-25 5 - 5 101.00 1.03 Private Label Collateralized Mortgage Obligations SALOMON BROS MTG 7 2003-UP2 A-1 20181225 FLT 2027-11-25 2033-06-25 0 - 7 10925623.00 26549.80 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2005-OPT1 M-6 20350225 FLT 2035-02-25 2035-02-25 1.312 - 1.312 100.00 7.46 Asset-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-08-15 2021-08-31 1.125 - 8.125 51581100.00 53030273.46 U.S. Treasuries (including strips) CAPSTAR SPL PURP ACQUISITION C UNIT EX 070927 2500-12-31 2500-12-31 N/A 502.00 5145.50 Equities CITIGROUP MTG LN TR 2005-11 A-2A 20351025 FLT 2035-10-25 2035-10-25 4.38 - 4.38 1200000.00 46887.68 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 LOUISIANA LOC GOVT ENVIRONMENT REV BDS A 2032-03-01 2032-03-01 5 - 5 15000.00 14260.12 Other Instrument MUNICIPAL DEBT PUERTO RICO PUB BLDGS AUTH REV GOVT FACS REV BDS SERI 2028-07-01 2031-07-01 0 - 0 2267000.00 1639591.25 Other Instrument MUNICIPAL DEBT PUERTO RICO ELEC PWR AUTH PWR SER XX-RSA-1 SER 2024-07-01 2042-07-01 0 - 0 4277617.00 2930472.09 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 19646.79 Other Instrument MUNICIPAL DEBT United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2024-07-15 0.125 - 1.125 86955900.00 100149013.48 U.S. Treasuries (including strips) EMPLOYEES RETIREMENT SYS GOVT INSTL SR PENSION FDG BDS 2008 2038-07-01 2038-07-01 0 - 0 235000.00 27906.25 Other Instrument MUNICIPAL DEBT PUERTO RICO COMWLTH GO BDS SERI 2032-07-01 2039-07-01 0 - 0 5921253.00 3930247.87 Other Instrument MUNICIPAL DEBT PUERTO RICO COMWLTH AQUEDUCT & COMWLTH GTD REF REV BDS 2008 2028-07-01 2028-07-01 6.05 - 6.05 55000.00 47980.55 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 0.0017 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 Asian Development Bank 2021-03-16 2022-09-13 0.323 - 2.125 43986000.00 44762200.76 Other Instrument INTERNATIONAL DEBT United States Treasury 254900HROIFWPRGM1V77 2021-06-30 2021-08-15 0.625 - 2.625 38377200.00 39393688.43 U.S. Treasuries (including strips) CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL N STP 36 2020-10-13 2057-07-31 0 - 4 243000.00 243732.41 Corporate Debt Securities African Development Bank 549300LNCLMO3ITVCU07 2021-07-26 2023-09-20 1.25 - 3 6372618.00 6966237.01 Other Instrument INTERNATIONAL DEBT FHLMCT SLSTT SERIES 2018-1 A-1 20280625 3.50000 2028-06-25 2028-06-25 3.5 - 3.5 1905.00 1604.74 Agency Collateralized Mortgage Obligation CITIGROUP GLOBAL MKTS HLDGS IN FR 2%033125 2025-03-31 2025-03-31 2 - 2 5000.00 5059.28 Corporate Debt Securities Federal Home Loan Mortgage Corp 2028-03-25 2029-11-25 0 - 7.15 50097717.00 53081101.71 Agency Collateralized Mortgage Obligation CARNIVAL CORP PAIRED CTF F1OF2ZSX47CR0BCWA982 2500-12-31 2500-12-31 0 - 0 66120.00 948160.80 Equities NATIXIS COMM MTG SEC 2019-FAME D 20340817 FLT 2034-08-17 2034-08-17 4.397 - 4.397 1.00 0.86 Private Label Collateralized Mortgage Obligations FHLMCT SLSTT SERIES 2019-1 A-2 20290525 3.50000 2029-05-25 2029-05-25 3.5 - 3.5 1330000.00 1479687.07 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-KF16 B 20260325 FLT 2026-03-25 2026-03-25 6.802 - 6.802 6.00 0.96 Agency Collateralized Mortgage Obligation FHLMCT SLSTT SERIES 2018-2 A-2 20281125 3.50000 2028-11-25 2028-11-25 3.5 - 3.5 1852276.00 1597472.72 Agency Collateralized Mortgage Obligation International Bank for Reconstruction and Development (World Bank) 2021-09-20 2023-04-19 1.375 - 2.125 11070000.00 11353485.72 Other Instrument INTERNATIONAL DEBT International Finance Corp QKL54NQY28TCDAI75F60 2021-07-20 2021-07-20 1.125 - 1.125 300000.00 302563.12 Other Instrument INTERNATIONAL DEBT 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 0.0109 156000000.00 156000000.00 0.0025 N N N N Deutsche Bank AG Deutsche Bank AG, 0.59% 7LTWFZYICNSX8D621K86 GEA260000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Asian Development Bank 2023-07-14 2023-07-14 0.25 - 0.25 4225000.00 4225034.03 Other Instrument INTERNATIONAL DEBT Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-08-16 2049-10-20 2.5 - 4.5 344305440.00 102986978.52 Agency Collateralized Mortgage Obligation International Bank for Reconstruction and Development (World Bank) 2029-07-15 2029-11-01 0 - 0 194000.00 174896.79 Other Instrument INTERNATIONAL DEBT United States Treasury 254900HROIFWPRGM1V77 2028-11-15 2046-11-15 2.875 - 3.125 73445400.00 98091193.51 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-08-25 2043-06-25 3 - 5.5 69003997.00 36591634.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2042-10-15 2042-12-15 3 - 3.5 82379664.00 21305448.18 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0059 256000000.00 256000000.00 0.0040 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.34% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2T3D6M0JSY48PSZI1Q41 2020-08-07 2116-08-01 0 - 8.75 372254462.00 417955256.56 Corporate Debt Securities Y N/A N/A 2020-08-07 2020-08-07 2020-08-20 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0034 398000000.00 398000000.00 0.0063 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.39% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2021-02-15 2500-12-31 0 - 10.75 108081915.00 142447483.36 Equities Y N/A N/A 2020-08-07 2020-08-07 2020-08-20 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0039 132000000.00 132000000.00 0.0021 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.44% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 549300VKDE3V7TRRED38 2023-06-01 2500-12-31 0 - 6.7 25354503.00 599436631.17 Equities Y N/A N/A 2020-08-07 2020-08-07 2020-09-03 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0044 555000000.00 555000000.00 0.0087 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.34% K5HU16E3LMSVCCJJJ255 GEA266000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LIVE OAK ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 554140.00 5735349.00 Equities OSPREY TECHNLGY AQUISTION CORP COM CL A 2500-12-31 2500-12-31 N/A 59730.00 611205.14 Equities ARTIUS ACQUISITION INC UNIT EX 2500-12-31 2500-12-31 N/A 499536.00 5145220.80 Equities HUDSON EXECUTIVE INVT CORP UNIT EXP 062125 2500-12-31 2500-12-31 N/A 247200.00 2548632.00 Equities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0034 13000000.00 13000000.00 0.0002 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.48% 7TK5RJIZDFROZCA6XF66 GEA265000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2022-04-15 2500-12-31 0 - 10.625 10383381.00 166326678.02 Equities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0048 154000000.00 154000000.00 0.0024 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 CVS HEALTH CORP SR GLBL NT 40 549300EJG376EN5NQE29 2040-04-01 2040-04-01 4.125 - 4.125 4000000.00 4935960.00 Corporate Debt Securities ROSS STORES INC SR GLBL NT 50 549300ENZFLPGRDFZQ60 2050-04-15 2050-04-15 5.45 - 5.45 5500000.00 7587413.47 Corporate Debt Securities VIACOMCBS INC SR GLBL NT 50 2050-05-19 2050-05-19 4.95 - 4.95 6400000.00 7742976.00 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 25 54930070NSV60J38I987 2025-10-01 2025-10-01 6.125 - 6.125 1341000.00 1579592.02 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 29 5493008B6JBRUJ90QL97 2029-01-17 2029-01-17 5.65 - 5.65 500000.00 581753.61 Corporate Debt Securities WELLS FARGO & CO SR FLT NT 22 PBLD0EJDB5FWOLXP3B76 2022-02-11 2022-02-11 1.378 - 1.378 4916000.00 4949525.49 Corporate Debt Securities DOW CHEMICAL CO SR GLBL NT 25 ZQUIP1CSZO8LXRBSOU78 2025-11-30 2025-11-30 4.55 - 4.55 4449972.00 5151524.92 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT4.9%30 2030-12-15 2030-12-15 4.9 - 4.9 2000.00 2564.34 Corporate Debt Securities CITIGROUP INC SR GLBL FL NT 20 6SHGI4ZSSLCXXQSBB395 2020-10-26 2020-10-26 1.554 - 1.554 100000.00 100287.27 Corporate Debt Securities Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0106 31000000.00 31000000.00 0.0005 N N N N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.07% 7TK5RJIZDFROZCA6XF66 GAC892000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ARIZONA INDL DEV AUTH HEALTHCA TAXABLE-ROSEWOOD PORTFOL 2045-02-01 2045-02-01 7 - 7 90000000.00 80238500.00 Other Instrument MUNICIPAL DEBT Federal Home Loan Mortgage Corp 2030-01-25 2030-01-25 0 - 0 11636211.00 8674795.30 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0106 78000000.00 78000000.00 0.0012 N N N N Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.63% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DIREXION SHS ETF TR DRX DLYSOKOR3X 549300JBV6M0EVMQTC77 2500-12-31 2500-12-31 N/A 63.00 899.01 Equities MORGAN STANLEY CUSHNG MLP ETN 2500-12-31 2500-12-31 N/A 3383986.00 9779719.54 Equities SEMPRA ENERGY 6% PFD CONV A PBBKGKLRK5S5C0Y4T545 2021-01-15 2021-01-15 6 - 6 45100.00 4592984.00 Equities MORGAN STANY CAP I TR 2020-HR8 A-4 20530717 FLT 2053-07-17 2053-07-17 2.041 - 2.041 307.00 317.51 Private Label Collateralized Mortgage Obligations PROSHARES TR ULSHOIL&GASNEW13 3FYE43KLL6WRPIO6NV87 2500-12-31 2500-12-31 N/A 7.00 300.72 Equities Federal Home Loan Mortgage Corp 2020-10-01 2048-10-01 4 - 6.5 81999.00 454.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-01 2044-08-01 2.5 - 7.5 345487.00 2693.45 Agency Mortgage-Backed Securities BANK 2020-BNK25 G 20630118 FLT 2063-01-18 2063-01-18 0 - 0 2599980.00 1537687.97 Private Label Collateralized Mortgage Obligations DANAHER CORPORATION 4.75 MND CV PFD S4BKK9OTCEWQ3YHPFM11 2022-04-15 2022-04-15 4.75 - 4.75 4894.00 6898484.52 Equities LONG BEACH MTG LN TR 2006-9 II-A2 20361025 FLT 2036-10-25 2036-10-25 0.282 - 0.282 9133000.00 2093962.46 Asset-Backed Securities MS BOFA ML TRUST 2014-C19 E 20471217 3.25000 2047-12-17 2047-12-17 3.25 - 3.25 5762860.00 3477092.66 Private Label Collateralized Mortgage Obligations STIFEL FINL CORP DSHS 1/40 PF A 549300E5F07FE5GHJX84 2500-12-31 2500-12-31 6.25 - 6.25 150.00 3925.50 Equities Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0063 26000000.00 26000000.00 0.0004 N N N Y RBS Securities, Inc. RBS Securities, Inc., 0.35% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GOLDMAN SACHS GROUP INC SR GLBL NT3.5%25 784F5XWPLTWKTBV3E584 2025-04-01 2025-04-01 3.5 - 3.5 41000.00 45912.07 Corporate Debt Securities TELEFONICA EMISONES SA SR NT 5.462%21 549300Y5MFC4SW5Z3K71 2021-02-16 2027-03-08 4.103 - 5.462 29000.00 33621.32 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 3.766%030824 2024-03-08 2024-03-08 3.766 - 3.766 300000.00 324694.43 Corporate Debt Securities DIAGEO CAP PLC SR NT 2.625%23 213800L23DJLALFC4O95 2023-04-29 2023-04-29 2.625 - 2.625 40000.00 42586.73 Corporate Debt Securities ING GROEP N V / ING BK N V SR REGS NT1.4%26 2026-07-01 2026-07-01 1.4 - 1.4 5000000.00 5082738.89 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 25 213800LBQA1Y9L22JB70 2025-05-07 2031-06-24 2.645 - 3.932 1143000.00 1228353.25 Corporate Debt Securities BANK NEW YORK MTN BK ENT FR 3.65%020424 2024-02-04 2024-02-04 3.65 - 3.65 1000000.00 1120085.83 Corporate Debt Securities CREDIT SUISSE INTERNATIONAL SR GLBL 144A 26 549300506SI9CRFV9Z86 2026-06-05 2026-06-05 2.193 - 2.193 20000.00 20637.81 Corporate Debt Securities CREDIT AGRICOLE S A FR 3.25%011430 2030-01-14 2030-01-14 3.25 - 3.25 10000000.00 10940944.44 Corporate Debt Securities CITIBANK N A SR SEC GLBL NT22 2022-02-19 2022-02-19 3.165 - 3.165 6012000.00 6187204.71 Corporate Debt Securities WELLS FARGO & CO FR 2.572%021131 2031-02-11 2031-02-11 2.572 - 2.572 75000.00 80420.67 Corporate Debt Securities BPCE SA FR 2.75%120221 2021-12-02 2021-12-02 2.75 - 2.75 6900000.00 7128738.83 Corporate Debt Securities AVOLON HLDGS FDG LTD 3.625%22 2022-05-01 2022-05-01 3.625 - 3.625 154000.00 147376.74 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.633%30 5493009NTB34VXE1T760 2025-04-06 2030-04-06 3.194 - 4.234 4281000.00 4935646.16 Corporate Debt Securities TOYOTA MOTOR CRED FR 1.8%021325 2025-02-13 2025-02-13 1.8 - 1.8 2592000.00 2731190.40 Corporate Debt Securities AIR LEASE CORP FR 3.25%100129 2029-10-01 2030-02-01 3 - 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In a joint trading account with Citigroup Global Markets, Inc. at 0.11%, dated 7/31/2020 due 08/03/2020 MBNUM2BPBDO7JBLYG310 GEA488000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-10-20 2050-07-20 2 - 5 342903.00 356977.01 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 970.00 1056.66 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0011 351000.00 351000.00 0.0000 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.11%, dated 7/31/2020 due 08/03/2020 MBNUM2BPBDO7JBLYG310 GEA372000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-10-20 2050-07-20 2 - 5 89081521.00 92736727.67 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 251956.00 274503.50 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0011 91184000.00 91184000.00 0.0014 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.11%, dated 7/31/2020 due 08/03/2020 7TK5RJIZDFROZCA6XF66 GEA488000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-31 2050-02-15 0.125 - 7.25 20461338.00 24748673.70 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-07-15 2050-02-20 2.5 - 5 4499434.00 4569762.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2028-03-01 2029-08-01 3.5 - 5.5 10332.00 1486.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-03-01 2050-03-01 2 - 5 5185433.00 4917329.36 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 33450000.00 33450000.00 0.0005 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.11%, dated 7/31/2020 due 08/03/2020 ES7IP3U3RHIGC71XBU11 GEA488000_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 2025-12-01 2051-04-15 0.523 - 7 83822624.00 53426506.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.622 - 7 153161742.00 85449887.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 136112000.00 136112000.00 0.0021 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.11%, dated 7/31/2020 due 08/03/2020 O2RNE8IBXP4R0TD8PU41 GEA488000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-31 2049-02-15 0.125 - 6.625 122221.00 132734.95 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 130000.00 130000.00 0.0000 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.11%, dated 7/31/2020 due 08/03/2020 5U0XI89JRFVHWIBS4F54 GEA488000_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 Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-04-01 2.5 - 4 64963979.00 49959519.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 48698000.00 48698000.00 0.0008 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.11%, dated 7/31/2020 due 08/03/2020 VYVVCKR63DVZZN70PB21 GEA488000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2024-08-25 2038-02-25 2.862 - 3.673 1725821.00 1011153.00 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2042-08-15 2046-02-15 2.5 - 2.875 37031800.00 49487226.46 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-25 2036-03-25 0.295 - 0.295 166977.00 1968.73 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 49029000.00 49029000.00 0.0008 N Y Y N Green Bay Redev. Auth. Green Bay Redev. Auth., 0.20% (Green Bay Packaging, Inc. Proj.) LOC Wells Fargo Bank NA VRDN 39269DAA3 US39269DAA37 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 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 0.0020 18700000.00 18700000.00 0.0003 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 2020-08-05 2020-08-07 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0036 228000000.00 228000000.00 0.0036 N N Y N Fidelity Colchester Street Trust: Money Market Portfolio 2020-08-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer