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0.0009 1304862975.00 1304862975.00 0.0206 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 664926850.00 664926850.00 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 0.0009 38995023.60 38995023.60 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 0.0010 1324799037.25 1324799037.25 0.0209 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 0.0010 496631390.83 496631390.83 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 664806039.45 664806039.45 0.0105 N Y Y N U.S. 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2020-09-08 N N N 0.0030 119002772.70 119002772.70 0.0019 N N Y 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 100998050.70 100998050.70 0.0016 N N Y 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 0.0012 249954900.00 249954900.00 0.0039 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 0.0012 124977450.00 124977450.00 0.0020 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 0.0012 124976237.50 124976237.50 0.0020 N N N N BPCE SA BPCE SA, 0.20% 05571BKV4 9695005MSX1OYEMGDF46 0001485022 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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 0.0014 61983278.60 61983278.60 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 0.0013 74983072.50 74983072.50 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 0.0011 77991022.20 77991022.20 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 0.0035 429603350.88 429603350.88 0.0068 N N Y 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 0.0007 483996224.80 483996224.80 0.0076 N N Y 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 0.0007 535985420.80 535985420.80 0.0085 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564YLR1 5493006GGLR4BTEL8O61 GEG980000 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0017 99959630.00 99959630.00 0.0016 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564YM33 5493006GGLR4BTEL8O61 GEI123000 Financial Company Commercial Paper Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0018 67969107.60 67969107.60 0.0011 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.22% 86564YLC4 5493006GGLR4BTEL8O61 GEB189000 Financial Company Commercial Paper Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0017 51982704.80 51982704.80 0.0008 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.22% 86564YLR1 5493006GGLR4BTEL8O61 GEF376000 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0017 101958822.60 101958822.60 0.0016 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 0.0017 53983962.00 53983962.00 0.0009 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.23% 86564YLJ9 5493006GGLR4BTEL8O61 GEC291000 Financial Company Commercial Paper Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0017 15994171.20 15994171.20 0.0003 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 0.0015 161967826.80 161967826.80 0.0026 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 0.0015 302937763.80 302937763.80 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 0.0009 483995498.80 483995498.80 0.0076 N N Y N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.21% 89119APQ5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0019 328694293.20 328694293.20 0.0052 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.21% 89119AQ43 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0020 493515139.00 493515139.00 0.0078 N N N 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 0.0018 266821163.40 266821163.40 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 0.0018 266804849.70 266804849.70 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 0.0019 300750772.00 300750772.00 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 0.0019 326714463.60 326714463.60 0.0052 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.26% 89120DRK7 PT3QB789TSUIDF371261 US89120DRK71 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-11-10 2020-11-10 2020-11-10 N N N 0.0024 265010123.00 265010123.00 0.0042 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 224016083.20 224016083.20 0.0035 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.42% 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 0.0029 248014458.40 248014458.40 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 0.0029 478031022.20 478031022.20 0.0075 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.20% 56274LLW2 549300S0NSJYSOB32S63 GFA830000 Asset Backed Commercial Paper Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0017 54976229.00 54976229.00 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 0.0015 50996577.90 50996577.90 0.0008 N N N N Bank of Montreal Bank of Montreal, 0.17% 06367BSN0 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0016 202004585.40 202004585.40 0.0032 N N N N Bank of Montreal Bank of Montreal, 0.21% 06367BRV3 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0022 130994209.80 130994209.80 0.0021 N N N N Bank of Montreal Bank of Montreal, 0.32% 06367BGR4 NQQ6HPCNCCU6TUTQYE16 US06367BGR42 0000927971 Certificate of Deposit Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0024 248041862.40 248041862.40 0.0039 N N N 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 0.0026 289027657.30 289027657.30 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 2020-09-02 2020-09-02 2020-09-02 N N N 0.0043 261000000.00 261000000.00 0.0041 N N Y 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 0.0008 397033348.00 397033348.00 0.0063 N N Y 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 0.0007 533849104.82 533849104.82 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 0.0038 250000975.00 250000975.00 0.0039 N N Y 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 0.0016 310045849.00 310045849.00 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 0.0016 53007727.40 53007727.40 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 0.0013 261038758.50 261038758.50 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 0.0013 372056395.20 372056395.20 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 0.0017 92014582.00 92014582.00 0.0015 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 0.0017 153024174.00 153024174.00 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 0.0017 105019351.50 105019351.50 0.0017 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 55380TFZ8 C3GTMMZIHMY46P4OIX74 GDF542000 Certificate of Deposit Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0017 190534099.50 190534099.50 0.0030 N N N 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 0.0010 263004234.30 263004234.30 0.0042 N N Y 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 0.0009 210001428.00 210001428.00 0.0033 N Y Y N Bayerische Landesbank Bayerische Landesbank, 0.20% 0727MCBZ9 VDYMYTQGZZ6DU0912C88 GEA241000 Certificate of Deposit Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0011 205005637.50 205005637.50 0.0032 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501GK75 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0014 519000207.60 519000207.60 0.0082 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501GL41 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0013 261000600.30 261000600.30 0.0041 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501GL66 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0015 261000000.00 261000000.00 0.0041 N N Y 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 0.0008 105006006.00 105006006.00 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 0.0008 105008200.50 105008200.50 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 0.0009 155000868.00 155000868.00 0.0024 N Y Y 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 0.0009 53000922.20 53000922.20 0.0008 N N Y 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 0.0008 106002480.40 106002480.40 0.0017 N N Y 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 0.0011 54010260.00 54010260.00 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 0.0011 107020886.40 107020886.40 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 0.0011 107021314.40 107021314.40 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 0.0012 107023122.70 107023122.70 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 0.0013 104032916.00 104032916.00 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 0.0013 105034513.50 105034513.50 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 0.0013 53018459.90 53018459.90 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 0.0012 103034103.30 103034103.30 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 0.0012 158053009.00 158053009.00 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 0.0013 92031252.40 92031252.40 0.0015 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.20% 60710ARY0 RB0PEZSDGCO3JS6CEU02 GEH369000 Certificate of Deposit Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0018 223010347.20 223010347.20 0.0035 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.21% 60710AR46 RB0PEZSDGCO3JS6CEU02 GEB239000 Certificate of Deposit Y N/A N/A 2020-11-16 2020-11-16 2020-11-16 N N N 0.0018 259018803.40 259018803.40 0.0041 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.21% 60710AR79 RB0PEZSDGCO3JS6CEU02 GEB779000 Certificate of Deposit Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0018 260019136.00 260019136.00 0.0041 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.21% 60710AQ21 RB0PEZSDGCO3JS6CEU02 GEC342000 Certificate of Deposit Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0018 70011487.00 70011487.00 0.0011 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.21% 60710ARH7 RB0PEZSDGCO3JS6CEU02 GED889000 Certificate of Deposit Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0018 261019470.60 261019470.60 0.0041 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 0.0017 261027352.80 261027352.80 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 0.0017 261027300.60 261027300.60 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 0.0028 225006502.50 225006502.50 0.0036 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86565CQA0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0020 158000553.00 158000553.00 0.0025 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86565CPJ2 5U0XI89JRFVHWIBS4F54 US86565CPJ26 0001184915 Certificate of Deposit Y N/A N/A 2020-09-21 2020-12-21 2020-12-21 N N N 0.0025 263004418.40 263004418.40 0.0042 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 0.0015 270064530.00 270064530.00 0.0043 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 0.0012 290050431.00 290050431.00 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 0.0012 220039094.00 220039094.00 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 0.0013 234046636.20 234046636.20 0.0037 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564GHK0 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0018 158010428.00 158010428.00 0.0025 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564GHL8 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-09 2020-12-09 2020-12-09 N N N 0.0018 184011739.20 184011739.20 0.0029 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564GHR5 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0018 211013609.50 211013609.50 0.0033 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564GGK1 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0016 38003978.60 38003978.60 0.0006 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564GGT2 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-11-16 2020-11-16 2020-11-16 N N N 0.0016 129013506.30 129013506.30 0.0020 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564GGR6 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0016 314032624.60 314032624.60 0.0050 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564GGS4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0016 130013403.00 130013403.00 0.0021 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 0.0010 230002507.00 230002507.00 0.0036 N N Y 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 0.0010 270005832.00 270005832.00 0.0043 N N Y 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 0.0011 177012867.90 177012867.90 0.0028 N N N N Barclays Bank PLC Barclays Bank PLC, 0.18% G5GSEF7VJP5I7OUK5573 GFC022000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0018 2593000000.00 2593000000.00 0.0409 N Y Y N BNP Paribas SA BNP Paribas SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFC106000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 500000000.00 500000000.00 0.0079 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GEJ773000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0017 259999844.00 259999844.00 0.0041 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GFA268000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0017 389999571.00 389999571.00 0.0062 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GFA782000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0017 519999116.00 519999116.00 0.0082 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GFC024000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0015 261000000.00 261000000.00 0.0041 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GFB648000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0017 519998856.00 519998856.00 0.0082 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 GFA251000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0009 260000806.00 260000806.00 0.0041 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 GFA765000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0011 260000858.00 260000858.00 0.0041 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.23% RUC0QBLBRPRCU4W1NE59 GFC082000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALPHABET INC SR GLBL NT 60 5493006MHB84DD0ZWV18 2060-08-15 2060-08-15 2.25 - 2.25 1591860.00 1505987.11 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 2.772%50 5493009NTB34VXE1T760 2027-04-06 2050-11-10 2.772 - 3.543 5596464.00 5366669.08 Corporate Debt Securities EXPEDIA GROUP INC SR GLBL 144A 27 CI7MUJI4USF3V0NJ1H64 2027-08-01 2027-08-01 4.625 - 4.625 3202253.00 3349903.10 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT6.8%27 54930070NSV60J38I987 2027-10-01 2027-10-01 6.8 - 6.8 17790.00 22075.41 Corporate Debt Securities WELLTOWER INC SR GLBL NT 28 T6IZ0MBEG5ACZDTR7D06 2028-04-15 2028-04-15 4.25 - 4.25 4699354.00 5390984.04 Corporate Debt Securities JOHNSON & JOHNSON SR GLBL NT 50 2050-09-01 2050-09-01 2.25 - 2.25 28885375.00 27863266.01 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 50520784.00 58424199.31 Corporate Debt Securities LENNOX INTL INC SR GLBL NT 25 S7DWAC87RDMPBF77GJ92 2025-08-01 2025-08-01 1.35 - 1.35 8130000.00 8192072.55 Corporate Debt Securities HOST HOTELS & RESORTS LP CR SEN SR GLBL30 FXB7X4WXVA8QPMNOGS12 2030-09-15 2030-09-15 3.5 - 3.5 4375000.00 4335578.82 Corporate Debt Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0023 109000000.00 109000000.00 0.0017 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.33% RUC0QBLBRPRCU4W1NE59 GFC083000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AGBA ACQUISITION LTD SHS 5493006NA1XBERP7JE98 2500-12-31 2500-12-31 N/A 284995.00 2955398.15 Equities GX ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 726533.00 7519616.55 Equities MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP MZF5TI8NFVZZNUSKDL39 2500-12-31 2500-12-31 N/A 333559.00 13068841.62 Equities THUNDER BRDG ACQUISTION II LTD CL A SHS 2500-12-31 2500-12-31 N/A 2455706.00 24753516.48 Equities NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 5493008F4ZOQFNG3WN54 2500-12-31 2500-12-31 N/A 1065.00 64272.75 Equities JOHNSON CTLS INTL PLC SHS 549300XQ6S1GYKGBL205 2500-12-31 2500-12-31 N/A 4790.00 197827.00 Equities CHP MERGER CORP COM CL A 2500-12-31 2500-12-31 N/A 25.00 251.75 Equities TE CONNECTIVITY LTD REG SHS 2500-12-31 2500-12-31 N/A 19391.00 1899154.54 Equities PHILLIPS 66 PARTNERS LP COM UNIT REP INT 549300TL5L4IG0H4FX64 2500-12-31 2500-12-31 N/A 81574.00 2163342.48 Equities MONOCLE ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 1011045.00 10464315.75 Equities CHURCHILL CAP CORP III COM 2500-12-31 2500-12-31 N/A 1177500.00 13494150.00 Equities HAYMAKER ACQUISITION CORP II COM CL A 2500-12-31 2500-12-31 N/A 1950000.00 19734000.00 Equities GENESIS ENERGY L P UNIT LTD PARTN 549300VJ5D6MDK138782 2500-12-31 2500-12-31 N/A 8.00 44.24 Equities PIVOTAL INVT CORP II COM CL A 549300W71XJ8DIF9RQ35 2500-12-31 2500-12-31 N/A 410154.00 4142555.40 Equities ALIBABA GROUP HLDG LTD SPONSORED ADS 5493001NTNQJDH60PM02 2500-12-31 2500-12-31 N/A 22070.00 6378230.00 Equities NETFLIX INC COM 549300Y7VHGU0I7CE873 2500-12-31 2500-12-31 0 - 0 1328.00 695725.92 Equities INVITATION HOMES INC COM 2500-12-31 2500-12-31 N/A 21441.00 614499.06 Equities PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 5521FA2ITF25TVH63740 2500-12-31 2500-12-31 N/A 3791010.00 27371092.20 Equities TUSCAN HOLDINGS CORP COM 549300J4UX9OMHSTKS35 2500-12-31 2500-12-31 N/A 57375.00 581782.50 Equities GDS HLDGS LTD SPONSORED ADS 391200MGV8DDCHTN2R77 2500-12-31 2500-12-31 N/A 3177.00 260736.39 Equities ANTHEM INC COM 8MYN82XMYQH89CTMTH67 2500-12-31 2500-12-31 0 - 0 5300.00 1469584.00 Equities ZAI LAB LTD ADR 549300P2UYQ9U5LY1T58 2500-12-31 2500-12-31 N/A 59900.00 4877657.00 Equities SOFTWARE ACQUISITION GROUP INC COM CL A 549300MSP5P41EYSIZ09 2500-12-31 2500-12-31 N/A 550477.00 5499265.23 Equities SCVX CORP COM 2500-12-31 2500-12-31 N/A 4.00 39.44 Equities E TRADE FINANCIAL CORP COM NEW 549300LYE2HSVYJFJD24 2500-12-31 2500-12-31 N/A 54801.00 2994874.65 Equities TOTTENHAM ACQUISITION I LTD SHS 549300VZUZHGNMGTOQ78 2500-12-31 2500-12-31 N/A 31482.00 346302.00 Equities BAIDU INC SPON ADR REP A 254900AL64IANZYI1E02 2500-12-31 2500-12-31 N/A 7700.00 993300.00 Equities FINSERV ACQUISITION CORP CL A 2500-12-31 2500-12-31 N/A 227216.00 2253982.72 Equities SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 5493003TT35P3SIWJJ72 2500-12-31 2500-12-31 N/A 14314.00 5084332.80 Equities ORISUN ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 191400.00 1942710.00 Equities WINNEBAGO INDS INC COM 549300B7OYKYJLTE3G11 2500-12-31 2500-12-31 N/A 58.00 3387.78 Equities HEALTHCARE MERGER CORP COM CL A 2500-12-31 2500-12-31 N/A 1393808.00 14216841.60 Equities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0033 163000000.00 163000000.00 0.0026 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.36% RUC0QBLBRPRCU4W1NE59 GFC084000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N REFINITIV US HLDGS INC 8.25%26 549300NF240HXJO7N016 2026-11-15 2026-11-15 8.25 - 8.25 29697483.00 33574241.93 Corporate Debt Securities HARTFORD FINL SVCS GROUP INC EXTND SR GLBL 67 IU7C3FTM7Y3BQM112U94 2067-02-12 2067-02-12 2.405 - 2.405 11000000.00 9276358.61 Corporate Debt Securities ALTICE FRANCE HLDG S A SR SEC GLBL 27 5299000JVHXKJPOE6H40 2027-05-15 2027-05-15 10.5 - 10.5 10000000.00 11768750.00 Corporate Debt Securities JOHNSON & JOHNSON SR GLBL NT 50 2050-09-01 2050-09-01 2.25 - 2.25 197268.00 190287.67 Corporate Debt Securities THE ADT CORPORATION NT 6.25%21 2021-10-15 2021-10-15 6.25 - 6.25 4879000.00 5294257.11 Corporate Debt Securities ALPHABET INC SR GLBL NT0.8%27 5493006MHB84DD0ZWV18 2027-08-15 2027-08-15 0.8 - 0.8 1501046.00 1501207.78 Corporate Debt Securities WALMART INC SR -D NT 4.75%43 Y87794H0US1R65VBXU25 2043-10-02 2043-10-02 4.75 - 4.75 6203000.00 8381367.82 Corporate Debt Securities NORTONLIFELOCK INC SR NT 4.2%20 YF6ZV0M6AU4FY94MK914 2020-09-15 2020-09-15 4.2 - 4.2 7702000.00 7853472.67 Corporate Debt Securities STANDARD CHARTERED PLC FR 4.644%040131 U4LOSYZ7YG4W3S5F2G91 2031-04-01 2031-04-01 4.644 - 4.644 540.00 640.88 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 6%24 549300V2JRLO5DIFGE82 2024-04-15 2024-04-15 6 - 6 12650000.00 13179613.33 Corporate Debt Securities OVINTIV INC SR NT 3.9%21 CZ72ZHBVKZXQRV3XFE26 2021-11-15 2021-11-15 3.9 - 3.9 4000.00 4092.77 Corporate Debt Securities POLARIS INTERMEDIATE SR GLBL PIK 22 2022-12-01 2022-12-01 8.5 - 8.5 54650000.00 56699375.00 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.543%27 5493009NTB34VXE1T760 2027-04-06 2050-11-10 2.772 - 3.543 5418772.00 5841458.75 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 8000000.00 9251511.11 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 49 54930070NSV60J38I987 2049-04-01 2049-04-01 5.95 - 5.95 10000000.00 11901016.67 Corporate Debt Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0036 163000000.00 163000000.00 0.0026 N Y Y N BNP Paribas BNP Paribas, 0.25% R0MUWSFPU8MPRO8K5P83 GFC225000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-10-19 2060-06-01 0 - 7.5 484972407.00 530381998.66 Corporate Debt Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0025 509257000.00 509257000.00 0.0080 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.38% 7VHWWWW4UJS7NUM3PT30 GFC085000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2021-05-01 2500-12-31 0 - 11 45934303.00 520565494.99 Equities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0038 482000000.00 482000000.00 0.0076 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 0.74% 549300HN4UKV1E2R3U73 GEF908000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PINDUODUO INC SR COCO 24 5493000573DS7005T657 2024-10-01 2024-10-01 N/A 4767913.00 10105019.45 Equities HIGHLAND FDS I HI LD IBOXX SRLN 254900KZ9XGLUQ76VB43 2500-12-31 2500-12-31 N/A 2335914.00 37222789.59 Equities MERCADOLIBRE INC SR GLBL COCO 28 2028-08-15 2028-08-15 2 - 2 7864000.00 21441694.05 Equities ISHARES TR MSCI ACWI ETF 54930076RN5EDP4FSR30 2500-12-31 2500-12-31 N/A 76667.00 6351860.95 Equities ISHARES TR IBOXX HI YD ETF 54930076RN5EDP4FSR30 2500-12-31 2500-12-31 N/A 464849.00 39581892.35 Equities IQIYI INC SR COCO 25 222100XL8T2Q5B8MS302 2025-04-01 2025-04-01 2 - 2 31000000.00 28989891.11 Equities Y N/A N/A 2020-12-04 2020-12-04 2020-12-17 Y BANK OF AMERICA CORPORATION 1.0000 95 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0074 133000000.00 133000000.00 0.0021 N N N Y 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 XIX 2007-19 C 20471007 FLT 54930094XNV6HLQUTZ27 2047-10-07 2047-10-07 0.654 - 2.604 245570000.00 9283080.08 Other Instrument COLLATERALIZED DEBT OBLIGATION TOWD PT MTG TR 2018-6 B4 20580325 FLT 2058-03-25 2058-03-25 0 - 0 1353000.00 602147.24 Private Label Collateralized Mortgage Obligations LEHMAN MTG TR 2006-8 4-A2 20361225 FLT 2036-12-25 2036-12-25 7.575 - 7.575 21651000.00 779987.47 Private Label Collateralized Mortgage Obligations RENAISSANCE HEQ 2004-4 MF-3 20350225 5.41700 2035-02-25 2035-02-25 5.417 - 5.417 7679829.00 1542406.23 Asset-Backed Securities GREENWICH CAP CMBS 2005-GG3 F 144A 20420812 FLT 213800LFIK7QRGP8UY79 2042-08-12 2042-08-12 5.287 - 5.287 17899000.00 3512096.50 Private Label Collateralized Mortgage Obligations ORION LTD 2006-1 C 144A 20460910 FLT 549300MLMUOPMGCXUV63 2046-09-10 2046-09-10 3.277 - 3.277 34.00 11.41 Other Instrument COLLATERALIZED DEBT OBLIGATION CAPSTAR SPL PURP ACQUISITION C UNIT EX 070927 2500-12-31 2500-12-31 N/A 500.00 5025.00 Equities RESIDENTIAL ASSET SEC 2007-A1 A-3 20370325 FLT 2037-03-25 2037-03-25 0.775 - 0.775 120605000.00 6060933.51 Private Label Collateralized Mortgage Obligations FIELDSTONE MTG INV 2005-1 M7 20350325 FLT 2035-03-25 2035-03-25 2.05 - 2.05 9704511.00 1332416.63 Asset-Backed Securities MORGAN STANLEY CAP 2006-TOP21 C 20521012 FLT 2052-10-12 2052-10-12 5.702 - 5.702 789999.00 707085.24 Private Label Collateralized Mortgage Obligations LB SMALL BAL COML 2007-2 M3 20370625 FLT 2037-06-25 2037-06-25 1.075 - 1.075 12517000.00 1429180.90 Asset-Backed Securities WAMU MTG CERT 2003-AR3 B-2 20330425 FLT 2033-04-25 2033-04-25 3.776 - 3.776 7275000.00 175992.97 Private Label Collateralized Mortgage Obligations GS MTG COML 2005-GG4 E 20390710 FLT 2039-07-10 2039-07-10 5.078 - 5.078 27008000.00 3434708.35 Private Label Collateralized Mortgage Obligations FIELDSTONE MTG INV 2005-3 M2 20360225 FLT 2036-02-25 2036-02-25 0.85 - 0.85 7674419.00 1987380.50 Asset-Backed Securities CSMC MTG TRUST 2006-3 1-A-2 20360425 FLT 2036-04-25 2036-04-25 0.395 - 0.395 27030000.00 2652603.80 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 99060.07 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 3306498.80 Private Label Collateralized Mortgage Obligations CHASEFLEX TRUST 2007-2 A-2 20370525 FLT 2037-05-25 2037-05-25 0.515 - 0.515 10000000.00 1058310.57 Private Label Collateralized Mortgage Obligations E TRADE ABS CDO V 2006-5 A-2 20461006 FLT 549300LSG1AJYQVQCE38 2046-10-06 2046-10-06 1.65 - 7.4 106470.00 31132.35 Other Instrument COLLATERALIZED DEBT OBLIGATION ACE SECS HEQ 2006-FM2 A-2C 20360825 FLT 2036-08-25 2036-08-25 0.335 - 0.395 13068907.00 3596067.37 Asset-Backed Securities DUKE FDG X 2006-10 A1 20460409 FLT 549300K75EIHG4JT8034 2046-04-09 2046-04-09 0.728 - 0.728 21.00 0.96 Other Instrument COLLATERALIZED DEBT OBLIGATION WAMU MTG CERT 2005-AR11 B-2 20450825 FLT 2045-08-25 2045-08-25 0.805 - 0.805 30000000.00 1643967.95 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 2007-C2 G 144A 20490115 FLT 2049-01-15 2049-01-15 5.807 - 5.807 2000000.00 409678.96 Private Label Collateralized Mortgage Obligations JP MORGAN MTG ACQ 2006-WMC4 A-1B 20361225 FLT 2036-12-25 2036-12-25 0.405 - 0.405 41853000.00 5129732.73 Asset-Backed Securities AEGIS ABS 2005-1 M6 20350325 FLT 2035-03-25 2035-03-25 0.965 - 0.965 8498404.00 2462844.75 Asset-Backed Securities AAMES MTG TR 2004-1 M8 20350125 FLT 2035-01-25 2035-01-25 0 - 0 3315937.00 137220.10 Asset-Backed Securities CWALT INC 2007-OA11 X-P 20471125 FLT 2047-11-25 2047-11-25 1.018 - 1.018 300000000.00 2150486.99 Private Label Collateralized Mortgage Obligations CITICORP MORTGAGE SECS 2005-5 IIIA-1 20350825 5.00000 2035-08-25 2035-08-25 5 - 5 93.00 0.94 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2011-C5 G 20460817 FLT 2046-08-17 2046-08-17 4 - 4 4366000.00 1637194.70 Private Label Collateralized Mortgage Obligations COMM 2007-C9 XS 20491210 FLT 2049-12-10 2049-12-10 0.621 - 0.621 2598990382.00 81430.17 Private Label Collateralized Mortgage Obligations AMERICAN HOME MTG 2006-3 I-1A-2 20461225 FLT 2046-12-25 2046-12-25 0.635 - 0.635 9248000.00 478184.96 Private Label Collateralized Mortgage Obligations ML MTG INV TR 2006-SL2 A 20370525 FLT 2037-05-25 2037-05-25 0.475 - 0.475 101279000.00 3484436.60 Asset-Backed Securities MONTAUK POT CDO II LTD 2006-02 A-3 20460525 FLT 54930046COUSLUSBKU90 2046-05-25 2046-05-25 1.74 - 1.74 4.00 0.93 Other Instrument COLLATERALIZED DEBT OBLIGATION LB-UBS CMBS 2007-C6 D 20400715 FLT 2040-07-15 2040-07-15 6.481 - 6.481 16000000.00 857611.74 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG V 2006-5 A-1LB 20360805 FLT VZLY0S8U2GEIK6ZPGP62 2036-08-05 2036-08-05 0.749 - 0.749 26239600.00 10510034.17 Other Instrument COLLATERALIZED DEBT OBLIGATION LEHMAN MTG TR 2008-3 A1 20370225 FLT 2037-02-25 2037-02-25 0.545 - 0.545 22271600.00 1472547.71 Private Label Collateralized Mortgage Obligations HARBORVIEW MTG LN TR 2005-1 2-A1B 20350319 FLT 2035-03-19 2035-03-19 0.821 - 0.821 144347000.00 2039251.80 Private Label Collateralized Mortgage Obligations PYXIS 2006-1A C 5493008NHAXUFFL0HW88 2046-11-10 2046-11-10 0.696 - 1.576 20435560.00 5644993.31 Asset-Backed Securities PERSHING SQUARE TONTINE HLDGS UNIT 549300ZDVEYEVCF35B08 2500-12-31 2500-12-31 N/A 1211.00 25915.40 Equities HIGHLAND PARK CDO I 2006-1 C 20511125 FLT 549300EPZBP5YZALJQ09 2051-11-25 2051-11-25 3.501 - 3.501 15000000.00 1978994.39 Other Instrument COLLATERALIZED DEBT OBLIGATION SECURITIZED ASSET REC 2006-WM3 A-2 20361025 FLT 2036-10-25 2036-10-25 0.335 - 0.335 927001.00 184820.23 Asset-Backed Securities C-BASS CBO XVIII 2007-18 C 20470313 FLT 549300OSC26SNVVNAA28 2047-03-13 2047-03-13 2.313 - 5.063 11800000.00 2672994.49 Other Instrument COLLATERALIZED DEBT OBLIGATION GSR MTG TR 2005-9F 2A-8 20360125 6.00000 2036-01-25 2036-01-25 6 - 6 7095042.00 151927.22 Private Label Collateralized Mortgage Obligations ACACIA CDO 11 2007-11 C 20470315 FLT 2047-03-15 2047-03-15 1.991 - 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2.625 40000.00 42350.23 Corporate Debt Securities BNP PARIBAS FR 2.219%060926 R0MUWSFPU8MPRO8K5P83 2026-06-09 2026-06-09 2.219 - 2.219 2000000.00 2097285.50 Corporate Debt Securities CATERPILLAR INC SR GLBL NT2.6%30 WRJR7GS4GTRECRRTVX92 2030-04-09 2030-04-09 2.6 - 2.6 1283000.00 1418004.39 Corporate Debt Securities VISA INC SR GLBL NT 30 2027-04-15 2031-02-15 0.75 - 2.05 5178000.00 5494147.56 Corporate Debt Securities PACIFIC LIFE GLOBAL FDG II MED SR SEC GLBL 25 2025-06-24 2025-06-24 1.2 - 1.2 1000000.00 1017483.33 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT 30 AR5L2ODV9HN37376R084 2025-03-03 2030-03-26 2 - 3.35 2906000.00 3436398.83 Corporate Debt Securities US BANCORP FR 2.4%073024 N1GZ7BBF3NP8GI976H15 2024-07-30 2024-07-30 2.4 - 2.4 10543000.00 11279955.70 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 1.6%042425 WFLLPEPC7FZXENRZV188 2025-04-24 2025-04-24 1.6 - 1.6 2000000.00 2093028.89 Corporate Debt Securities TELEFONICA EMISONES SA SR GLBL NT 27 549300Y5MFC4SW5Z3K71 2021-02-16 2027-03-08 4.103 - 5.462 8800000.00 10212765.15 Corporate Debt Securities AIR LEASE CORP FR 3%020130 5493004NW4M4P8TMMK63 2029-10-01 2030-02-01 3 - 3.25 372000.00 353911.60 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 1.95%111822 EDBQKYOPJUCJKLOJDE72 2022-11-18 2023-07-07 0.65 - 1.95 402000.00 411535.30 Corporate Debt Securities METLIFE INC SR GLBL NT 3%25 C4BXATY60WC6XEOZDX54 2025-03-01 2025-03-01 3 - 3 20000.00 22440.00 Corporate Debt Securities CNH INDL N V FR 3.85%111527 549300WGC2HZ5J67V817 2027-11-15 2027-11-15 3.85 - 3.85 30000.00 32751.18 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 4.125%101832 549300XFX12G42QIKN82 2029-03-08 2032-10-18 4.125 - 4.302 1934000.00 2195894.44 Corporate Debt Securities BRITISH TELECOMMUNICATIONS PLC SR GLBL 144A 29 2029-11-08 2029-11-08 3.25 - 3.25 3935000.00 4314731.87 Corporate Debt Securities MASSMUTUAL GLBL FDG II MTN144A SR GLBL 144A 23 549300K1IE3K7YU6VG29 2023-06-09 2024-06-22 0.85 - 2.75 6270000.00 6359743.95 Corporate Debt Securities BP CAP MKTS P L C SR GLBL NT 28 549300CRVT18MXX0AG93 2028-11-28 2028-11-28 3.723 - 3.723 2051000.00 2383913.71 Corporate Debt Securities CITIGROUP INC SR GLBL NT 26 6SHGI4ZSSLCXXQSBB395 2026-04-08 2026-04-08 3.106 - 3.106 6000000.00 6583846.33 Corporate Debt Securities VODAFONE GROUP PLC SR GLBL NT 43 213800TB53ELEUKM7Q61 2028-05-30 2043-02-19 4.375 - 4.375 2600000.00 3095840.33 Corporate Debt Securities EQUINOR ASA SR GLBL NT 30 OW6OFBNCKXC4US5C7523 2030-04-06 2030-04-06 3.125 - 3.125 2936000.00 3336079.34 Corporate Debt Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0035 134000000.00 134000000.00 0.0021 N Y Y N Societe Generale Societe Generale, 0.31% O2RNE8IBXP4R0TD8PU41 GFC089000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2021-01-26 2500-12-31 0 - 13 500118571.00 520406638.13 Corporate Debt Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0031 482000000.00 482000000.00 0.0076 N Y Y N Societe Generale Societe Generale, 0.33% O2RNE8IBXP4R0TD8PU41 GEJ870000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2021-01-26 2500-12-31 0 - 13 177746569.00 173836006.19 Corporate Debt Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0033 161000000.00 161000000.00 0.0025 N Y Y N Societe Generale Societe Generale, 0.45% O2RNE8IBXP4R0TD8PU41 GFC088000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2021-02-01 2500-12-31 0 - 13 437127883.00 231774039.28 Corporate Debt Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0045 215000000.00 215000000.00 0.0034 N Y Y N Societe Generale Societe Generale, 0.46% O2RNE8IBXP4R0TD8PU41 GEJ871000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2021-03-25 2500-12-31 0.305 - 12 77495570.00 58325216.64 Corporate Debt Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0046 54000000.00 54000000.00 0.0009 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.48% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MERCADOLIBRE INC SR GLBL COCO 28 2028-08-15 2028-08-15 2 - 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2 15774000.00 14751178.79 Equities TEEKAY CORPORATION 5%23 YHKQM2RIPKZYOZ6RVZ46 2023-01-15 2023-01-15 5 - 5 16251000.00 13499055.66 Equities BEST INC SR GLBL 144A 24 529900DFGEHZGJ3B9M87 2024-10-01 2024-10-01 1.75 - 1.75 19610000.00 15609423.82 Equities BAOZUN INC SR CV NT1.625%24 549300IF0HZ7T4762633 2024-05-01 2024-05-01 1.625 - 1.625 22706000.00 22884730.91 Equities INSEEGO CORP SR GLBL 144A 25 2025-05-01 2025-05-01 N/A 12296513.00 12403861.56 Equities MAXEON SOLAR TECHNOLOGIES LTD SR GLBL COCO 25 5493007JPB074ITT6Y72 2025-07-15 2025-07-15 6.5 - 6.5 11790757.00 11950185.07 Equities APHRIA INC SR GLBL COCO 24 52990092S6BM5E48CI11 2024-06-01 2024-06-01 5.25 - 5.25 7330191.00 5593852.01 Equities KKR REAL ESTATE FIN TR INC SR GLBL COCO 23 2023-05-15 2023-05-15 6.125 - 6.125 39863095.00 40233212.76 Equities Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0055 160000000.00 160000000.00 0.0025 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OASIS PETROLEUM INC SR GLBL COCO 23 529900FA4V2YNIKZ0M71 2023-09-15 2023-09-15 2.625 - 2.625 4697000.00 831858.27 Equities TESLA INC SR GLBL COCO 24 54930043XZGB27CTOV49 2024-05-15 2024-05-15 2 - 2 1387492.00 9900988.75 Equities LIBERTY MEDIA CORP DEL SR EXC DB3.75%30 549300SZUIU7Z32Q0664 2029-11-15 2030-02-15 3.75 - 4 53304000.00 39681520.39 Equities ACORDA THERAPEUTICS INC SR COCO 21 5493007NPB5YRM8QGL53 2021-06-15 2021-06-15 1.75 - 1.75 7887000.00 6829467.22 Equities Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0055 53000000.00 53000000.00 0.0008 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.61% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INFINERA CORP SR GLBL COCO 24 549300ZOF66WPV3H0H17 2024-09-01 2024-09-01 2.125 - 2.125 2142450.00 2210633.47 Equities MAXEON SOLAR TECHNOLOGIES LTD SR GLBL COCO 25 5493007JPB074ITT6Y72 2025-07-15 2025-07-15 6.5 - 6.5 33014243.00 33460643.25 Equities OMEROS CORP SR GLBL COCO 23 2023-11-15 2023-11-15 6.25 - 6.25 6678003.00 6840096.68 Equities AXA SA 7.25%21 F5WCUMTUM4RKZ1MAIE39 2021-05-15 2021-05-15 7.25 - 7.25 75159394.00 77327533.74 Equities 1LIFE HEALTHCARE INC SR GLBL COCO 25 2025-06-15 2025-06-15 3 - 3 17494000.00 17911173.59 Equities PROOFPOINT INC SR GLBL COCO 24 2024-08-15 2024-08-15 0.25 - 0.25 7250000.00 7439283.81 Equities IRONWOOD PHARMACEUTICALS INC SR GLBL COCO 24 549300PC8MR6QHH6P296 2024-06-15 2024-06-15 0.75 - 0.75 6931000.00 7139507.58 Equities WORKIVA INC SR GLBL COCO 26 2026-08-15 2026-08-15 1.125 - 1.125 19721000.00 20228618.54 Equities VONAGE HLDGS CORP SR GLBL COCO 24 529900W7N0N4WLN1JY21 2024-06-01 2024-06-01 1.75 - 1.75 255000.00 260078.33 Equities Y N/A N/A 2020-09-25 2020-09-25 2020-09-25 N N N 0.0061 160000000.00 160000000.00 0.0025 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.91% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TESLA INC SR COCO 22 54930043XZGB27CTOV49 2022-03-15 2022-03-15 2.375 - 2.375 21237000.00 143715055.90 Equities Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0091 133000000.00 133000000.00 0.0021 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.92% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WRIGHT MED GROUP N V SR GLBL COCO 23 549300DZPB0KY882P769 2023-06-15 2023-06-15 1.625 - 1.625 70262198.00 73518187.29 Equities INFINERA CORP SR GLBL COCO 24 549300ZOF66WPV3H0H17 2024-09-01 2024-09-01 2.125 - 2.125 4346318.00 4484639.57 Equities IRONWOOD PHARMACEUTICALS INC SR GLBL COCO 26 549300PC8MR6QHH6P296 2026-06-15 2026-06-15 1.5 - 1.5 1383000.00 1442505.88 Equities HERBALIFE NUTRITION LTD SR COCO 24 549300BA7TYPBSZZIA41 2024-03-15 2024-03-15 2.625 - 2.625 34328000.00 35907231.03 Equities MIDDLEBY CORP SR GLBL COCO 25 2025-09-01 2025-09-01 1 - 1 28096000.00 29221463.32 Equities APELLIS PHARMACEUTICALS INC SR GLBL COCO 26 254900HS0ZFRXXSB9D42 2026-09-15 2026-09-15 3.5 - 3.5 10341465.00 10696993.08 Equities ENVESTNET INC SUB GLBL COCO 25 549300HLWZ5OKIDM8737 2025-08-15 2025-08-15 0.75 - 0.75 15084000.00 15726565.83 Equities Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0092 158000000.00 158000000.00 0.0025 N N N Y Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GFC056000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-15 2024-02-15 0 - 2.75 340065000.00 352854349.22 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 346000000.00 346000000.00 0.0055 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.09% RB0PEZSDGCO3JS6CEU02 GFC072000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 80700000.00 93077472.14 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 91000000.00 91000000.00 0.0014 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.09% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-05-15 2028-05-15 2.875 - 2.875 155430000.00 183868825.04 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 180000000.00 180000000.00 0.0028 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFC051000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-15 2047-02-15 0.125 - 3.625 596596700.00 610359811.55 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 598000000.00 598000000.00 0.0094 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.11% 7LTWFZYICNSX8D621K86 GFC060000 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 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 55389.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-05-15 2046-11-15 3.05 - 3.8 164197901.00 170924590.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0011 166000000.00 166000000.00 0.0026 N Y Y N Green Bay Redev. Auth. Green Bay Redev. Auth., 0.14% (Green Bay Packaging, Inc. Proj.) LOC Wells Fargo Bank NA VRDN 39269DAA3 US39269DAA37 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2047-07-01 Y WELLS FARGO BK NATL ASSN 1.0000 8 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0014 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 2020-09-02 2020-09-08 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 8 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 2020-09-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer