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2020-11-24 N N N 0.0009 826809664.24 826809664.24 0.0134 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 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 969847554.80 969847554.80 0.0158 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127965D7 US9127965D73 U.S. Treasury Debt Y N/A N/A 2020-12-22 2020-12-22 2020-12-22 N N N 0.0009 629878025.70 629878025.70 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127965F2 US9127965F22 U.S. Treasury Debt Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0009 1279715200.00 1279715200.00 0.0208 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 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 669023889.88 669023889.88 0.0109 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964S5 US9127964S51 U.S. Treasury Debt Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0010 974879070.75 974879070.75 0.0158 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963B3 US9127963B36 U.S. Treasury Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0010 703888535.68 703888535.68 0.0114 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0010 327217926.84 327217926.84 0.0053 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963J6 US9127963J61 U.S. Treasury Debt Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0010 1310745089.16 1310745089.16 0.0213 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963K3 US9127963K35 U.S. Treasury Debt Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0010 628872193.49 628872193.49 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796A58 US912796A585 U.S. Treasury Debt Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0010 629840402.10 629840402.10 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963T4 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2021-01-19 N N N 0.0011 1254597358.35 1254597358.35 0.0204 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 912796B73 US912796B732 U.S. Treasury Debt Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0012 629736363.90 629736363.90 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0015 735296254.53 735296254.53 0.0119 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-10-01 2021-07-31 2021-07-31 N N N 0.0010 193347214.72 193347214.72 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-10-01 2021-10-31 2021-10-31 N N N 0.0010 117371848.23 117371848.23 0.0019 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 0.21% 06417JPK2 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2021-02-19 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Citigroup Global Markets, Inc., 0.18% 17327APC5 MBNUM2BPBDO7JBLYG310 GFH814000 Financial Company Commercial Paper Y N/A N/A 2021-02-12 2021-02-12 2021-02-12 N N N 0.0018 201868962.60 201868962.60 0.0033 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.18% 17327AQ18 MBNUM2BPBDO7JBLYG310 GGD518000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0018 88931986.20 88931986.20 0.0014 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.14% 31428FMM4 549300B2Q47IR0CR5B54 GCE687000 Financial Company Commercial Paper Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0014 50983506.60 50983506.60 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.15% 31428FMN2 549300B2Q47IR0CR5B54 GCE688000 Financial Company Commercial Paper Y N/A N/A 2020-12-22 2020-12-22 2020-12-22 N N N 0.0015 10996373.30 10996373.30 0.0002 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.15% 31428FMP7 549300B2Q47IR0CR5B54 GCE693000 Financial Company Commercial Paper Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0015 10996304.00 10996304.00 0.0002 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.15% 31428FMP7 549300B2Q47IR0CR5B54 GCE695000 Financial Company Commercial Paper Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0015 50982864.00 50982864.00 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.16% 31428FNB7 549300B2Q47IR0CR5B54 GDB227000 Financial Company Commercial Paper Y N/A N/A 2021-01-11 2021-01-11 2021-01-11 N N N 0.0016 101954181.60 101954181.60 0.0017 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.16% 31428FNF8 549300B2Q47IR0CR5B54 GDD513000 Financial Company Commercial Paper Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0016 99953040.00 99953040.00 0.0016 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.17% 31428FQJ7 549300B2Q47IR0CR5B54 GFH799000 Financial Company Commercial Paper Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0017 126900432.00 126900432.00 0.0021 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.18% 31428FPS8 549300B2Q47IR0CR5B54 GFA879000 Financial Company Commercial Paper Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0018 36972435.00 36972435.00 0.0006 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.18% 31428FPS8 549300B2Q47IR0CR5B54 GFA834000 Financial Company Commercial Paper Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0018 39970200.00 39970200.00 0.0006 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.18% 31428FQ16 549300B2Q47IR0CR5B54 GFB522000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0018 50961454.20 50961454.20 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.18% 31428FQ16 549300B2Q47IR0CR5B54 GFB628000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0018 50961455.22 50961455.22 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.18% 31428FQ57 549300B2Q47IR0CR5B54 GFD389000 Financial Company Commercial Paper Y N/A N/A 2021-03-05 2021-03-05 2021-03-05 N N N 0.0018 100922967.30 100922967.30 0.0016 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X0K12 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0000 130000000.00 130000000.00 0.0021 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943RLG2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-16 2020-11-16 2020-11-16 N N N 0.0015 97981321.20 97981321.20 0.0016 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943RLL1 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0015 187960858.40 187960858.40 0.0031 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943RLP2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0015 49988900.00 49988900.00 0.0008 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943RLP2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0015 125972028.00 125972028.00 0.0020 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943RLQ0 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 187957493.20 187957493.20 0.0031 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943RLR8 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0015 49988411.00 49988411.00 0.0008 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943RLR8 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0015 125970793.20 125970793.20 0.0020 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943RLT4 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0015 86979111.30 86979111.30 0.0014 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.07% 60682YKT0 JBONEPAGQXF4QP29B387 GDG963000 Financial Company Commercial Paper Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0007 52997100.90 52997100.90 0.0009 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YL28 JBONEPAGQXF4QP29B387 GDH438000 Financial Company Commercial Paper Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0008 49996380.00 49996380.00 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.17% 60682YMA9 JBONEPAGQXF4QP29B387 GFJ129000 Financial Company Commercial Paper Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0017 99967660.00 99967660.00 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.17% 60682YMB7 JBONEPAGQXF4QP29B387 GFJ141000 Financial Company Commercial Paper Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0017 88970808.00 88970808.00 0.0014 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.17% 60682WMG0 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2020-12-16 2020-12-16 2020-12-16 N N N 0.0017 76972657.30 76972657.30 0.0013 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.09% 60689PK70 RB0PEZSDGCO3JS6CEU02 GDD207000 Financial Company Commercial Paper Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0009 77998635.00 77998635.00 0.0013 N N Y N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.11% 60689PL46 RB0PEZSDGCO3JS6CEU02 GDG483000 Financial Company Commercial Paper Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0011 74991832.50 74991832.50 0.0012 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.12% 60689PLC8 RB0PEZSDGCO3JS6CEU02 GEA303000 Financial Company Commercial Paper Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0012 61991555.60 61991555.60 0.0010 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.12% 60689PLQ7 RB0PEZSDGCO3JS6CEU02 GEE333000 Financial Company Commercial Paper Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0012 124977462.50 124977462.50 0.0020 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.12% 60689PLR5 RB0PEZSDGCO3JS6CEU02 GEE862000 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0012 49990745.00 49990745.00 0.0008 N N N N National Bank of Canada National Bank of Canada, 0.17% 63307LP96 BSGEFEIOM18Y80CKCV46 GFF334000 Financial Company Commercial Paper Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0017 125920998.00 125920998.00 0.0020 N N N N National Bank of Canada National Bank of Canada, 0.18% 63307LQ20 BSGEFEIOM18Y80CKCV46 GFD455000 Financial Company Commercial Paper Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0018 250806930.80 250806930.80 0.0041 N N N N National Bank of Canada National Bank of Canada, 0.18% 63307LQ95 BSGEFEIOM18Y80CKCV46 GFF332000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0018 125897524.20 125897524.20 0.0020 N N N N National Bank of Canada National Bank of Canada, 0.19% 63307LQN4 BSGEFEIOM18Y80CKCV46 GGA923000 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0019 51953023.20 51953023.20 0.0008 N N N N National Bank of Canada National Bank of Canada, 0.19% 63307LQP9 BSGEFEIOM18Y80CKCV46 GGC746000 Financial Company Commercial Paper Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0019 236784638.10 236784638.10 0.0038 N N N N PSP Capital, Inc. PSP Capital, Inc., 0.14% 69370AQ15 549300B456N0WEIC5249 GFD424000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N Y PUBLIC SECTOR PENSION INV BRD OBLIGOR 1.0000 N/A N/A 0.0014 97942072.20 97942072.20 0.0016 N N N N Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.00% 21687AK10 DG3RU1DBUFHT4ZF9WN62 0001098062 Financial Company Commercial Paper Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0000 391096000.00 391096000.00 0.0064 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YKL5 5493006GGLR4BTEL8O61 GDA125000 Financial Company Commercial Paper Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0010 161991543.60 161991543.60 0.0026 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YKM3 5493006GGLR4BTEL8O61 GDA698000 Financial Company Commercial Paper Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0010 302983395.60 302983395.60 0.0049 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YL59 5493006GGLR4BTEL8O61 GDI289000 Financial Company Commercial Paper Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 53994600.00 53994600.00 0.0009 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YLC4 5493006GGLR4BTEL8O61 GEB189000 Financial Company Commercial Paper Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0011 51993042.40 51993042.40 0.0008 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 86564YLJ9 5493006GGLR4BTEL8O61 GEC291000 Financial Company Commercial Paper Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0012 15997342.40 15997342.40 0.0003 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.14% 86564YLR1 5493006GGLR4BTEL8O61 GEG980000 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0014 99979311.00 99979311.00 0.0016 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.14% 86564YLR1 5493006GGLR4BTEL8O61 GEF376000 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0014 101978896.20 101978896.20 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.14% 86564YM17 5493006GGLR4BTEL8O61 GFC597000 Financial Company Commercial Paper Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0014 16995872.40 16995872.40 0.0003 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.15% 86564YM33 5493006GGLR4BTEL8O61 GEI123000 Financial Company Commercial Paper Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0015 67982714.40 67982714.40 0.0011 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.15% 86564YMA7 5493006GGLR4BTEL8O61 GFC594000 Financial Company Commercial Paper Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0015 24992752.50 24992752.50 0.0004 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.15% 86564YMF6 5493006GGLR4BTEL8O61 GFC603000 Financial Company Commercial Paper Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0015 31989798.40 31989798.40 0.0005 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.15% 86564YMG4 5493006GGLR4BTEL8O61 GFD398000 Financial Company Commercial Paper Y N/A N/A 2020-12-16 2020-12-16 2020-12-16 N N N 0.0015 198935723.00 198935723.00 0.0032 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.15% 86564YMH2 5493006GGLR4BTEL8O61 GFD980000 Financial Company Commercial Paper Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0015 76971644.89 76971644.89 0.0013 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 86564YMM1 5493006GGLR4BTEL8O61 GFF325000 Financial Company Commercial Paper Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0016 50981991.90 50981991.90 0.0008 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.18% 86960JQ99 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0018 341721851.40 341721851.40 0.0056 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.19% 86960JQG3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-16 2021-03-16 2021-03-16 N N N 0.0019 233798104.80 233798104.80 0.0038 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.19% 86960JQN8 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0019 65940375.60 65940375.60 0.0011 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.19% 86960JQP3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0019 79927304.00 79927304.00 0.0013 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.17% 89119ANF1 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0017 266868262.20 266868262.20 0.0043 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.17% 89119ANR5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-01-25 2021-01-25 2021-01-25 N N N 0.0017 266853363.60 266853363.60 0.0043 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.18% 89119AP93 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0018 300803537.30 300803537.30 0.0049 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.19% 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 326768941.80 326768941.80 0.0053 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.19% 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 328747426.70 328747426.70 0.0053 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.19% 89119AQ43 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0019 493591610.20 493591610.20 0.0080 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.20% 89119AQC5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0020 254776008.00 254776008.00 0.0041 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.20% 89119AQF8 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0020 185832748.80 185832748.80 0.0030 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 265005724.00 265005724.00 0.0043 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 0.0026 224003046.40 224003046.40 0.0036 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.26% 89233GQJ8 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0026 104874304.50 104874304.50 0.0017 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.26% 89233GQQ2 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0026 104865757.50 104865757.50 0.0017 N N N N UBS AG London Branch UBS AG London Branch, 0.29% 90276JKH8 BFM8T61CT2L1QCEMIK50 US90276JKH85 Financial Company Commercial Paper Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0022 478081738.00 478081738.00 0.0078 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.00% 04821TK12 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0000 78000000.00 78000000.00 0.0013 N Y Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.00% 0527M0K14 GGF585000 Asset Backed Commercial Paper Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0000 30000000.00 30000000.00 0.0005 N Y Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.17% 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 54984066.50 54984066.50 0.0009 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 0.0014 202009918.20 202009918.20 0.0033 N N N N Bank of Montreal Bank of Montreal, 0.21% 06367BTH2 NQQ6HPCNCCU6TUTQYE16 US06367BTH23 0000927971 Certificate of Deposit Y N/A N/A 2020-10-02 2021-03-02 2021-03-02 N N N 0.0020 264008263.20 264008263.20 0.0043 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 0.0019 131010663.40 131010663.40 0.0021 N N N N Bank of Montreal Bank of Montreal, 0.21% 06367BVM8 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0021 132999361.60 132999361.60 0.0022 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 248025320.80 248025320.80 0.0040 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 0.0010 310048112.00 310048112.00 0.0050 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 0.0010 53008225.60 53008225.60 0.0009 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 0.0008 261022759.20 261022759.20 0.0042 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 0.0008 372036121.20 372036121.20 0.0060 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 0.0012 92015722.80 92015722.80 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 0.0013 153026163.00 153026163.00 0.0025 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 0.0012 105019477.50 105019477.50 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 0.0013 190535242.50 190535242.50 0.0031 N N N N Bayerische Landesbank Bayerische Landesbank, 0.20% 0727MCDH7 VDYMYTQGZZ6DU0912C88 GFH225000 Certificate of Deposit Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0015 262009274.80 262009274.80 0.0043 N N N N Bayerische Landesbank Bayerische Landesbank, 0.20% 0727MCEE3 VDYMYTQGZZ6DU0912C88 GGF633000 Certificate of Deposit Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0020 261000000.00 261000000.00 0.0042 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.21% 51501GM57 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0018 523013388.80 523013388.80 0.0085 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.18% 60683BK85 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0018 144001238.40 144001238.40 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.18% 60683BK77 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-12-18 2020-12-18 2020-12-18 N N N 0.0018 52000452.40 52000452.40 0.0008 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 0.0010 54002100.60 54002100.60 0.0009 N N Y 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 0.0010 107004782.90 107004782.90 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 0.0009 107005403.50 107005403.50 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 0.0009 107007918.00 107007918.00 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 0.0008 104020789.60 104020789.60 0.0017 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 0.0009 105022596.00 105022596.00 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 0.0009 53012105.20 53012105.20 0.0009 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 0.0008 103019106.50 103019106.50 0.0017 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 0.0008 158030446.60 158030446.60 0.0026 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 0.0008 92018455.20 92018455.20 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 0.0016 223015587.70 223015587.70 0.0036 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 0.0015 259019943.00 259019943.00 0.0042 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 0.0015 260020098.00 260020098.00 0.0042 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 0.0015 70009513.00 70009513.00 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 0.0015 261021114.90 261021114.90 0.0042 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 0.0014 261021428.10 261021428.10 0.0042 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 0.0014 261022054.50 261022054.50 0.0042 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 0.0017 158011897.40 158011897.40 0.0026 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86565CQX0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0020 262018733.00 262018733.00 0.0043 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86565CQW2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0020 262018078.00 262018078.00 0.0043 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86565CPJ2 5U0XI89JRFVHWIBS4F54 US86565CPJ26 0001184915 Certificate of Deposit Y N/A N/A 2020-10-21 2020-12-21 2020-12-21 N N N 0.0017 263037898.30 263037898.30 0.0043 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 0.0011 270050085.00 270050085.00 0.0044 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 0.0011 290009222.00 290009222.00 0.0047 N N Y 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 0.0011 220008118.00 220008118.00 0.0036 N N Y 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 0.0010 234016216.20 234016216.20 0.0038 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 86564GHW4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0015 120007344.00 120007344.00 0.0020 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 86564GHX2 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-16 2020-12-16 2020-12-16 N N N 0.0015 106006572.00 106006572.00 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 86564GHY0 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0015 105006363.00 105006363.00 0.0017 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 0.0015 158016337.20 158016337.20 0.0026 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 0.0015 184018952.00 184018952.00 0.0030 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 0.0015 211022049.50 211022049.50 0.0034 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564GJD4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-18 2020-12-18 2020-12-18 N N N 0.0015 236024331.60 236024331.60 0.0038 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 0.0012 38004225.60 38004225.60 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 0.0012 129014641.50 129014641.50 0.0021 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 0.0012 314035984.40 314035984.40 0.0051 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 0.0012 130015028.00 130015028.00 0.0021 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.23% RUC0QBLBRPRCU4W1NE59 GGF687000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WILLIS NORTH AMER INC SR GLBL NT 49 5493004KVU1HWZCP0C66 2049-09-15 2049-09-15 3.875 - 3.875 100000.00 116007.46 Corporate Debt Securities DARDEN RESTAURANTS INC SR GLBL NT 27 CY1NFSCCB5GUXC7WZC70 2027-05-01 2027-05-01 3.85 - 3.85 8335000.00 8895734.81 Corporate Debt Securities MAGNA INTL INC SR GLBL NT 24 95RWVLFZX6VGDZNNTN43 2024-06-15 2024-06-15 3.625 - 3.625 6500000.00 7234323.96 Corporate Debt Securities TJX COS INC NEW SR GLBL NT 27 V167QI9I69W364E2DY52 2027-04-15 2027-04-15 3.75 - 3.75 2000000.00 2335451.67 Corporate Debt Securities CROWN CASTLE INTL CORP SR GLBL NT3.1%29 54930012H97VSM0I2R19 2029-11-15 2029-11-15 3.1 - 3.1 5000000.00 5455025.00 Corporate Debt Securities ABBVIE INC SR GLBL 144A 21 FR5LCKFTG8054YNNRU85 2021-11-19 2021-11-19 2.15 - 2.15 1385000.00 1421167.35 Corporate Debt Securities PAYPAL HLDGS INC SR GLBL NT 23 5493005X2GO78EFZ3E94 2023-06-01 2023-06-01 1.35 - 1.35 5002119.00 5134475.07 Corporate Debt Securities DOLLAR GEN CORP SR GLBL NT3.5%30 OPX52SQVOZI8IVSWYU66 2030-04-03 2030-04-03 3.5 - 3.5 5000000.00 5791541.67 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 22429238.00 25756951.90 Corporate Debt Securities WELLTOWER INC SR GLBL NT 28 T6IZ0MBEG5ACZDTR7D06 2028-04-15 2028-04-15 4.25 - 4.25 4703162.00 5429138.17 Corporate Debt Securities BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT 26 BVHHEFJI6SHNOKQT2572 2026-10-01 2029-06-21 2.75 - 3.4 7518000.00 8225094.09 Corporate Debt Securities DISNEY WALT CO SR GLBL NT 31 549300GZKULIZ0WOW665 2031-01-13 2031-01-13 2.65 - 2.65 5000000.00 5452473.61 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 2.772%50 5493009NTB34VXE1T760 2050-11-10 2050-11-10 2.772 - 2.772 888598.00 827613.52 Corporate Debt Securities COMMUNITY HEALTH NETWORK INC SR GLBL 2020A 50 2050-05-01 2050-05-01 3.099 - 3.099 2000000.00 1928505.83 Corporate Debt Securities CHILDRENS HEALTH SYS TEX SR GLBL -2020 50 2050-08-15 2050-08-15 2.511 - 2.511 389684.00 375244.65 Corporate Debt Securities BOOKING HOLDINGS INC SR GLBL NT4.1%25 FXM8FAOHMYDIPD38UZ17 2025-04-13 2025-04-13 4.1 - 4.1 4250000.00 4873812.64 Corporate Debt Securities HOST HOTELS & RESORTS LP CR SEN SR GLBL30 FXB7X4WXVA8QPMNOGS12 2030-09-15 2030-09-15 3.5 - 3.5 20626597.00 19985293.18 Corporate Debt Securities BOSTON SCIENTIFIC CORP SR NT 3.85%25 Y6ZDD9FP4P8JSSJMW954 2025-05-15 2025-05-15 3.85 - 3.85 4543000.00 5213671.73 Corporate Debt Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0023 109000000.00 109000000.00 0.0018 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.33% RUC0QBLBRPRCU4W1NE59 GGF688000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ISHARES TR IBOXX INV CP ETF 549300G3FWQPUM47D181 2500-12-31 2500-12-31 N/A 1314642.00 177121716.66 Equities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0033 164000000.00 164000000.00 0.0027 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.36% RUC0QBLBRPRCU4W1NE59 GGF689000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RAYTHEON TECHNOLOGIES CORP GLBL 144A NT 24 I07WOS4YJ0N7YRFE7309 2024-03-15 2024-03-15 3.2 - 3.2 5000000.00 5386616.67 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 6%24 549300V2JRLO5DIFGE82 2024-04-15 2024-04-15 6 - 6 16241000.00 17007412.79 Corporate Debt Securities ADVANCED DISP SVCS INC DEL SR 144A NT 24 549300ML1GEF4BKIM713 2024-11-15 2024-11-15 5.625 - 5.625 20008000.00 21055293.75 Corporate Debt Securities POLARIS INTERMEDIATE SR GLBL PIK 22 2022-12-01 2022-12-01 8.5 - 8.5 45074728.00 47130010.39 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 8000000.00 9186920.00 Corporate Debt Securities HUMANA INC SR GLBL NT4.8%47 529900YLDW34GJAO4J06 2047-03-15 2047-03-15 4.8 - 4.8 5000000.00 6718650.00 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.543%27 5493009NTB34VXE1T760 2027-04-06 2027-04-06 3.543 - 3.543 5401318.00 6151693.40 Corporate Debt Securities FREEPORT MCMORAN INC SR NT 5.45%43 549300IRDTHJQ1PVET45 2043-03-15 2043-03-15 5.45 - 5.45 3784000.00 4175533.63 Corporate Debt Securities REFINITIV US HLDGS INC 8.25%26 549300NF240HXJO7N016 2026-11-15 2026-11-15 8.25 - 8.25 30659335.00 34520495.00 Corporate Debt Securities STRYKER CORPORATION SR GLBL NT3.5%26 5493002F0SC4JTBU5137 2026-03-15 2026-03-15 3.5 - 3.5 3500000.00 3961959.17 Corporate Debt Securities WALMART INC SR -D NT 4.75%43 Y87794H0US1R65VBXU25 2043-10-02 2043-10-02 4.75 - 4.75 6203000.00 8221494.11 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 49 54930070NSV60J38I987 2049-04-01 2049-04-01 5.95 - 5.95 10000000.00 12127247.22 Corporate Debt Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0036 164000000.00 164000000.00 0.0027 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.38% 7VHWWWW4UJS7NUM3PT30 GGF690000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2021-05-01 2500-12-31 0 - 7.25 47302721.00 522725519.57 Equities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0038 484000000.00 484000000.00 0.0079 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.60% 7VHWWWW4UJS7NUM3PT30 GFJ809000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMERICAN MIDSTREAM PARTNR LP/ SR GLBL 144A 21 2021-12-15 2021-12-15 9.5 - 9.5 1821000.00 1857799.38 Corporate Debt Securities TORTOISE ACQUISITION CORP II UNIT EX 061427 2500-12-31 2500-12-31 N/A 1668698.00 18120391.58 Equities ASCENDANT DIGITAL ACQUISITION WT EXP 072827 2027-07-28 2500-12-31 N/A 2554740.00 17410599.00 Equities DFP HEALTHCARE ACQUISITNS CORP UNIT EXP 033125 2500-12-31 2500-12-31 N/A 13784.00 143353.60 Equities AMPLITUDE HLTHCRE AQUSTIN CORP WT EXP 120126 2026-12-01 2500-12-31 N/A 59907.00 611042.38 Equities GE CAPITAL INTERNATIONAL FDG FR 4.418%111535 549300G6UZOB126GBY72 2035-11-15 2035-11-15 4.418 - 4.418 3053000.00 3273327.38 Corporate Debt Securities GS ACQUISITION HLDGS CORP II UNIT 549300BNTOWVWFNVTJ65 2500-12-31 2500-12-31 N/A 4314223.00 48837004.36 Equities CMS ENERGY CORP 5.6% JRSUB NT 78 549300IA9XFBAGNIBW29 2078-03-15 2078-03-15 5.625 - 5.625 111729.00 3001040.94 Equities CHINA BIOLOGIC PRODS HLDGS INC COM 529900C439Y0Z6RPYG51 2500-12-31 2500-12-31 N/A 44929.00 4998800.54 Equities GREAT AJAX CORP 7.25 CV SR NT 24 5493004ID2QQWNGDYC18 2024-04-30 2024-04-30 7.25 - 7.25 2232.00 51871.68 Equities CF FINANCE ACQUISITION CORP UNIT EX 2500-12-31 2500-12-31 N/A 454842.00 4557516.84 Equities CHURCHILL CAPITAL CORP IV UNIT 2500-12-31 2500-12-31 N/A 1000001.00 10020010.02 Equities BP PLC SPONSORED ADR 213800LH1BZH3DI6G760 2500-12-31 2500-12-31 N/A 17.00 300.39 Equities OUTSET MED INC COM 2500-12-31 2500-12-31 N/A 71438.00 3554040.50 Equities FOLEY TRASIMENE ACQUISITION UNIT 2500-12-31 2500-12-31 N/A 1450700.00 14811647.00 Equities SOUTH MTN MERGER CORP UNIT 549300K51KDPS5MBVB54 2500-12-31 2500-12-31 N/A 3382.00 36796.16 Equities E MERGE TECHNOLOGY ACQUISITION UNIT EX 073025 2500-12-31 2500-12-31 N/A 1228700.00 12385296.00 Equities BURGUNDY TECHNOLOGY ACQU CORP UNIT EXP 082625 2500-12-31 2500-12-31 N/A 1794300.00 17889171.00 Equities FORTRESS VALUE ACQUISITION COR COM CL A 2500-12-31 2500-12-31 N/A 1160000.00 16216800.00 Equities ACAMAR PARTNERS ACQSITION CORP WT EXP 022626 2026-02-26 2026-02-26 N/A 175270.00 208571.30 Equities HAYMAKER ACQUISITION CORP II UNIT EX 103126 2500-12-31 2500-12-31 N/A 374179.00 3883978.02 Equities BCTG ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 817069.00 8358615.87 Equities REPLAY ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 77135.00 789091.05 Equities ARTIUS ACQUISITION INC WT EXP 071325 2025-07-13 2025-07-13 N/A 277112.00 423981.36 Equities FOLEY TRASIMENE ACQUISTN CORP UNIT 2500-12-31 2500-12-31 N/A 3418917.00 37144634.72 Equities PROPTECH ACQUISITION CORP WT EXP 052626 2026-05-26 2026-05-26 N/A 323866.00 550572.20 Equities ALTA EQUIPMENT GROUP INC WT EXP 021425 2025-02-14 2025-02-14 N/A 34512.00 53148.48 Equities SOCIAL CAP HEDSPIA HLDG CO III WT EXP 2500-12-31 2500-12-31 N/A 1107322.00 14047034.44 Equities COLLECTIVE GROWTH CORP UNIT EX 042925 2500-12-31 2500-12-31 N/A 43631.00 436746.31 Equities GORES HLDGS V INC UNIT EX 2500-12-31 2500-12-31 N/A 39745.00 410565.85 Equities BHARTI AIRTEL LIMITED SR GLBL REGS 25 335800KQ1FPKOQ84OR26 2025-02-17 2025-02-17 1.5 - 1.5 899684.00 990410.53 Equities LIONHEART ACQUISITION CORP II UNIT EX 081325 2500-12-31 2500-12-31 N/A 1.00 9.97 Equities TREBIA ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 1105116.00 11763959.82 Equities AZEK CO INC CL A 2500-12-31 2500-12-31 N/A 55786.00 1931869.18 Equities GO ACQUISITION CORP UNIT EX 083127 2500-12-31 2500-12-31 N/A 2657114.00 26969707.10 Equities International Bank for Reconstruction and Development (World Bank) ZTMSNXROF84AHWJNKQ93 2025-05-22 2025-12-31 0 - 0 2577000.00 2466186.60 Other Instrument INTERNATIONAL DEBT FINSERV ACQUISITION CORP UNIT EX 123126 2500-12-31 2500-12-31 N/A 204451.00 2116067.85 Equities Y N/A N/A 2020-11-04 2020-11-04 2020-11-17 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0059 269001829.20 269001829.20 0.0044 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.73% 549300HN4UKV1E2R3U73 GFH801000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2021-01-11 2500-12-31 0 - 10.875 91809452.00 143845198.49 Corporate Debt Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-19 Y BANK OF AMERICA CORPORATION 1.0000 96 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0073 135000000.00 135000000.00 0.0022 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.60% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N STRUCTURED ASSET SECS 2005-NC2 M7 20350525 FLT 2035-05-25 2035-05-25 1.198 - 1.198 4500000.00 3359742.25 Asset-Backed Securities HSI ASSET SEC TR 2006-OPT2 M-4 20360125 FLT 2036-01-25 2036-01-25 0.668 - 0.668 500000.00 453298.40 Asset-Backed Securities CWABS REVOLVING HEQ 2004-O 2-A 20340215 FLT 2034-02-15 2034-02-15 0.432 - 0.432 93075000.00 967210.77 Asset-Backed Securities BEAR STEARNS ABS TR 2006-HE10 II-2A 20361225 FLT 2036-12-25 2036-12-25 0.288 - 0.288 24755155.00 4214903.93 Asset-Backed Securities CHASEFLEX TRUST 2007-1 2-A6 20370225 6.00000 2037-02-25 2037-02-25 6 - 6 1000000.00 204628.51 Private Label Collateralized Mortgage Obligations RASC SERIES TRUST 2007-EMX1 A-II 20370125 FLT 2037-01-25 2037-01-25 0.356 - 0.356 1347859.00 189454.50 Asset-Backed Securities CITIGROUP MTG LN TR 2007-AMC1 A-2C 20361225 FLT 2036-12-25 2036-12-25 0.368 - 0.368 224000.00 71368.14 Asset-Backed Securities RALI SERIES TRUST 2006-QA3 A-2 20360425 FLT 2036-04-25 2036-04-25 0.448 - 0.448 31.00 24.85 Private Label Collateralized Mortgage Obligations OPTION ONE MTG LN TR 2007-4 I-A-1 20370425 FLT 2037-04-25 2037-04-25 0.368 - 0.368 839547.00 205099.73 Asset-Backed Securities OAKWOOD MORTGAGE INV 1997-A B-1 20270515 FLT 2027-05-15 2027-05-15 7.45 - 7.45 1410000.00 215106.68 Asset-Backed Securities LEHMAN MTG TR 2007-5 6-A1 20361025 FLT 2036-10-25 2036-10-25 0.468 - 0.468 5436.00 337.54 Private Label Collateralized Mortgage Obligations STRUCTURED ASSET ADJ 2005-10 M1 20350625 FLT 2035-06-25 2035-06-25 0.823 - 0.823 4.00 0.88 Private Label Collateralized Mortgage Obligations CWALT INC ALT LN TR 2006-14CB A-5 20360625 FLT 2036-06-25 2036-06-25 0.848 - 0.848 24717000.00 2662310.19 Private Label Collateralized Mortgage Obligations CWMBS CHL MTG TR 2006-17 A-2 20361225 6.00000 2036-12-25 2036-12-25 6 - 6 39526.00 4555.73 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG IV 2005-4 A-3 20360505 FLT 7VOZI9AQK252K1Z4TJ65 2036-05-05 2036-05-05 0.799 - 0.799 5000000.00 2056214.44 Other Instrument COLLATERALIZED DEBT OBLIGATION CITIGROUP SR GLBL G STP 33 6SHGI4ZSSLCXXQSBB395 2033-05-15 2033-05-15 4 - 4 10413.00 10560.76 Corporate Debt Securities RASC SERIES TRUST 2006-EMX8 A-I-3 20360825 FLT 2036-08-25 2036-08-25 0.318 - 0.318 17925000.00 4269107.20 Asset-Backed Securities RALI SERIES TRUST 2007-QS2 A-V 20370125 FLT 2037-01-25 2037-01-25 0.332 - 0.332 177000000.00 258212.29 Private Label Collateralized Mortgage Obligations CITIGROUP GLOBAL MKTS HLDGS IN SR NT FXD/FLT 27 82VOJDD5PTRDMVVMGV31 2022-09-29 2027-04-28 0 - 0.577 22637.00 21691.36 Corporate Debt Securities JP MORGAN COM MTG 2004-LN2 B 20410715 FLT 2041-07-15 2041-07-15 5.686 - 5.686 760000.00 87959.86 Private Label Collateralized Mortgage Obligations NEW CENTURY HEQ TR 2006-1 A-2B 20360525 FLT 2036-05-25 2036-05-25 0.328 - 0.328 2100000.00 332635.41 Asset-Backed Securities GSAMP TRUST 2007-FM2 A-2D 20370125 FLT 2037-01-25 2037-01-25 0.388 - 0.388 899998.00 397036.10 Asset-Backed Securities CWABS REVOLVING HEQ 2004-U 2-A 20340315 FLT 2034-03-15 2034-03-15 0.422 - 0.422 132002704.00 1475839.97 Asset-Backed Securities CITI GRP COML MTG TR 2012-GC8 E 20450912 FLT 2045-09-12 2045-09-12 5 - 5 14504000.00 11603573.88 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 2006-C3 A-J 20380617 FLT 2038-06-17 2038-06-17 6.636 - 6.636 5140000.00 104808.97 Private Label Collateralized Mortgage Obligations MASTR ADJ MTG 2007-R5 A-1 20351125 FLT 2035-11-25 2035-11-25 3.261 - 3.261 8430000.00 1249440.22 Private Label Collateralized Mortgage Obligations ML MTG TRUST 2008-C1 G 20510212 FLT 2051-02-12 2051-02-12 6.844 - 6.844 2662998.00 2146998.37 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-LC13 E 20460810 FLT 2046-08-10 2046-08-10 3.719 - 3.719 4102400.00 3015641.18 Private Label Collateralized Mortgage Obligations LONG BEACH MTG LN TR 2004-5 M-5 20340925 FLT 2034-09-25 2034-09-25 2.098 - 2.098 1999386.00 72575.10 Asset-Backed Securities KODIAK CDO I LTD 2006-1 C 144A 20370807 FLT 2037-08-07 2037-08-07 2.642 - 2.642 2500000.00 1327394.53 Other Instrument COLLATERALIZED DEBT OBLIGATION LEHMAN MTG TR 2008-4 A1 20370125 FLT 2037-01-25 2037-01-25 0.528 - 0.528 899270.00 61503.68 Private Label Collateralized Mortgage Obligations LEHMAN MTG TR 2005-2 2-A1 20351225 FLT 2035-12-25 2035-12-25 0.828 - 0.828 19.00 1.90 Private Label Collateralized Mortgage Obligations TPREF FUNDING II 2002 B-144A 20321115 FLT 2032-11-15 2032-11-15 2.13 - 2.13 32500433.00 19097367.93 Asset-Backed Securities RESIDENTIAL ASSET SEC 2006-A8 2-A-6 20360825 FLT 2036-08-25 2036-08-25 5.752 - 5.752 5000000.00 357081.11 Private Label Collateralized Mortgage Obligations HSI ASSET LN OBL 2006-2 I-A-9 20361225 FLT 2036-12-25 2036-12-25 0.448 - 0.448 15223000.00 272162.81 Private Label Collateralized Mortgage Obligations GSAMP TRUST 2006-FM1 A-1 20360425 FLT 2036-04-25 2036-04-25 0.308 - 0.308 3520000.00 185294.14 Asset-Backed Securities SHERWOOD FUNDING CDO 2004 A1 20391107 FLT 2039-11-07 2039-11-07 0.514 - 0.514 16597449.00 1918964.83 Other Instrument COLLATERALIZED DEBT OBLIGATION MOUNTAIN HAWK CLO III 2014-3 E 20250418 FLT 2025-04-18 2025-04-18 5.122 - 5.122 3820000.00 2800773.48 Asset-Backed Securities STRUCTURED ASSET MTG 2006-AR7 X 20360825 0.90000 2036-08-25 2036-08-25 0.9 - 0.9 861399060.00 3753340.41 Private Label Collateralized Mortgage Obligations TRAPEZA CDO XI 2006-11 C 20411010 FLT 2041-10-10 2041-10-10 2.661 - 2.661 12700000.00 8534520.25 Other Instrument COLLATERALIZED DEBT OBLIGATION CWALT INC 2005-69 A-1 20351225 FLT 2035-12-25 2035-12-25 2.019 - 2.019 12000000.00 913829.96 Private Label Collateralized Mortgage Obligations CAPITALSOURCE RE LN TR 2006-A D 20370120 FLT 2037-01-20 2037-01-20 2.598 - 2.598 3600000.00 3390902.62 Other Instrument COLLATERALIZED DEBT OBLIGATION ASSET BACKED FDG 2004-AHL1 M-1 20330925 FLT 2033-09-25 2033-09-25 0.928 - 0.928 2409000.00 718128.08 Asset-Backed Securities CITIGROUP MTG LN TR 2007-FS1 II-A1A 20371025 FLT 2037-10-25 2037-10-25 1.148 - 1.148 17346111.00 3388155.69 Asset-Backed Securities OPTION ONE MTG LN TR 2007-2 I-A-1 20370325 FLT 2037-03-25 2037-03-25 0.288 - 0.288 281692.00 62493.86 Asset-Backed Securities Y N/A N/A 2020-11-04 2020-11-04 2021-02-05 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0062 79995824.00 79995824.00 0.0013 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.67% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALESCO PREF FDG XIV 2006-14 C3 144 20370923 FLT U3J57OKXT2FMVDEW4249 2037-09-23 2037-09-23 3.178 - 3.178 15499389.00 9020555.65 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG III 2004-3 B-2 20340501 FLT 2034-05-01 2034-05-01 1.925 - 1.925 4042140.00 1833323.21 Other Instrument COLLATERALIZED DEBT OBLIGATION BELLE HAVEN ABS CDO 2004-1 A2 20441103 FLT 2044-11-03 2044-11-03 2.363 - 2.563 36776667.00 3498021.58 Other Instrument COLLATERALIZED DEBT OBLIGATION BOMBARDIER CAP MTG 2000-A A-3 20300615 FLT 2030-06-15 2030-06-15 7.83 - 7.83 3500000.00 516351.50 Asset-Backed Securities PREFERRED TERM SEC XV 2004-15 C 144 20340926 FLT 2034-09-26 2034-09-26 2.725 - 2.725 2930.00 2004.82 Asset-Backed Securities PREFERRED TERM SEC 2005-17 D 144A 20350623 FLT 2035-06-23 2035-06-23 2.446 - 2.446 8150000.00 6126934.09 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG IX 2007-9 A-2LB 20380505 FLT 549300CT01X2OUNHMJ08 2038-05-05 2038-05-05 3.141 - 3.141 24000000.00 3840120.87 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SECURITIES 3-10 B-2 20330705 FLT 2033-07-05 2033-07-05 1.997 - 1.997 100000.00 68993.67 Other Instrument COLLATERALIZED DEBT OBLIGATION TRAPEZA CDO III 2003-3 D 20340120 FLT 2034-01-20 2034-01-20 2.992 - 2.992 2750000.00 1299629.22 Other Instrument COLLATERALIZED DEBT OBLIGATION JUPITER HGH-GRD CDO III 2005-3 A-2A 20420608 FLT 2042-06-08 2042-06-08 0.288 - 1.449 55634697.00 4906272.07 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG VI 2004-6 C-2 20350323 5.49000 549300SWFQZMAZ6TV378 2035-03-23 2035-03-23 2.795 - 2.795 5500000.00 2214008.23 Other Instrument COLLATERALIZED DEBT OBLIGATION MMCAPS FDG XVIII 2006-18 D 144A 20391227 FLT 2039-12-27 2039-12-27 2.033 - 2.033 740460.00 365290.14 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREFERRED FDG V 2004-5 C1 20341223 4.65000 549300FHO36K27UM2Z12 2034-12-23 2034-12-23 3.578 - 3.578 6878000.00 5734078.02 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG IX 2006-9 D-1 20360623 FLT 2036-06-23 2036-06-23 4.045 - 4.045 17749999.00 10384249.07 Other Instrument COLLATERALIZED DEBT OBLIGATION WEST COAST FDG I LTD 2006-1 A-3 20411102 FLT 549300QXECZQNCECZH07 2041-11-02 2041-11-02 0.73 - 0.73 71000000.00 2358278.69 Other Instrument COLLATERALIZED DEBT OBLIGATION DUNHILL ABS CDO 2004 B 20410104 FLT 2041-01-04 2041-01-04 0.854 - 1.154 15700000.00 941501.37 Other Instrument COLLATERALIZED DEBT OBLIGATION KODIAK CDO I LTD 2006-1 D1 144 20370807 FLT 2037-08-07 2037-08-07 2.942 - 2.942 4999931.00 2344241.10 Other Instrument COLLATERALIZED DEBT OBLIGATION BLUEGRASS ABS CDO LTD 2004-3 A-2 20391215 FLT 5493007UG5TJX8MX1024 2039-12-15 2039-12-15 0.85 - 0.85 34000000.00 2885761.05 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SEC XXII 2006-2 D 20360922 FLT 2036-09-22 2036-09-22 2.35 - 2.35 44705.00 27058.20 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0067 54000000.00 54000000.00 0.0009 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.67% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP GLOBAL MKTS HLDGS IN SR IDX ZRO LKD22 82VOJDD5PTRDMVVMGV31 2021-11-15 2022-09-01 0 - 0 10513.00 11525.16 Corporate Debt Securities TABERNA PREF FDG I 2005-1 C-3 20350705 FLT 549300UVUFF52P87TF20 2035-07-05 2035-07-05 3.437 - 4.079 3119.00 1368.00 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFER TERM SEC XXI 2006-21 D 20380322 FLT 2038-03-22 2038-03-22 2.35 - 2.35 33797440.00 14551423.33 Other Instrument COLLATERALIZED DEBT OBLIGATION RESIDENTIAL ASSET 2006-A9CB A-1 20360925 FLT 2036-09-25 2036-09-25 0.518 - 0.518 28895000.00 1294279.93 Private Label Collateralized Mortgage Obligations E TRADE ABS CDO III 2004 A-2 20400110 FLT 549300VW38SMR8ZDK981 2040-01-10 2040-01-10 2.921 - 2.921 5900000.00 1117302.28 Other Instrument COLLATERALIZED DEBT OBLIGATION ELLINGTON LN ACQ TR 2007-2 M-2A 20370525 FLT 2037-05-25 2037-05-25 1.298 - 1.298 9928670.00 2071187.34 Asset-Backed Securities DSLA MTG LN TR 2004-AR2 A-2B 20441119 FLT 2044-11-19 2044-11-19 0.956 - 0.956 15425000.00 447908.71 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG VIII 2007-8 C 20371107 FLT 2037-11-07 2037-11-07 1.642 - 1.642 13000000.00 6159331.33 Other Instrument COLLATERALIZED DEBT OBLIGATION KODIAK CDO II LTD 2007-2 C-1 20421107 FLT 2042-11-07 2042-11-07 1.642 - 1.642 5718000.00 3187573.43 Other Instrument COLLATERALIZED DEBT OBLIGATION GS MTG SECS TR 2014-GC18 F 20470111 3.72200 2047-01-11 2047-01-11 3.722 - 3.722 1596996.00 397109.47 Private Label Collateralized Mortgage Obligations SALOMON BROS MORT SECS 97-HUD2 A-WAC 20271125 FLT 549300VB2N1G56GWKB41 2027-11-25 2027-11-25 0 - 0 8025623.00 21161.92 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SEC 2005-A15 2-A-1 20360225 FLT 2036-02-25 2036-02-25 0.898 - 0.898 6089000.00 288186.32 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET 2006-A14CB 2-A-6 20361225 FLT 2036-12-25 2036-12-25 0.598 - 0.598 12000000.00 433878.71 Private Label Collateralized Mortgage Obligations RALI SERIES TRUST 2006-QS3 II-A-V 20360325 FLT 2036-03-25 2036-03-25 0.267 - 0.267 542001170.00 365466.73 Private Label Collateralized Mortgage Obligations CITICORP MORTGAGE SECS 2005-5 IIIA-1 20350825 5.00000 2035-08-25 2035-08-25 5 - 5 101.00 1.02 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG 2006-6 A2 144 20361205 FLT BUHFNQJBNOAUZ24NY591 2036-12-05 2036-12-05 0.749 - 0.749 7226436.00 3115787.08 Other Instrument COLLATERALIZED DEBT OBLIGATION ATTENUS CDO I 2006-1 B 20360510 FLT 549300K5UF09SNNJUL07 2036-05-10 2036-05-10 1.023 - 1.023 418532.00 230799.31 Other Instrument COLLATERALIZED DEBT OBLIGATION ATTENTUS CDO III 2007-3 D 20421011 FLT 5493004RJP3DQLC3SN92 2042-10-11 2042-10-11 3.983 - 3.983 7200000.00 3878933.45 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG XIV 2006-14 C2 144 20370923 FLT U3J57OKXT2FMVDEW4249 2037-09-23 2037-09-23 3.178 - 3.178 39796501.00 14653750.43 Other Instrument COLLATERALIZED DEBT OBLIGATION PACIFIC COAST CDO 2001 B 20361025 FLT 2036-10-25 2036-10-25 0.245 - 0.245 36999122.00 3445624.40 Other Instrument COLLATERALIZED DEBT OBLIGATION ORIENT PT CDO LTD 2005-1 A-1NVB 20451003 FLT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 0.574 - 0.574 250000.00 78933.33 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG II 2005-2 A2 144 20351105 FLT 8Z9UQTNXEECO8ECQHB85 2035-11-05 2035-11-05 0.899 - 0.899 31005.00 17096.11 Other Instrument COLLATERALIZED DEBT OBLIGATION STRUCTURED ASSET MTG 2007-AR6 X-2 20470825 0.50000 2047-08-25 2047-08-25 0.5 - 0.5 251743109.00 996700.37 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2005-OPT1 M-6 20350225 FLT 549300R1KUK063S4I339 2035-02-25 2035-02-25 1.288 - 1.288 98.00 7.20 Asset-Backed Securities RALI SERIES TRUST 2006-QS7 A-5 20360625 FLT 2036-06-25 2036-06-25 5.452 - 5.452 117700000.00 507359.93 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0067 53000000.00 53000000.00 0.0009 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.71% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2033-07-05 2058-03-25 0 - 7.602 3798528514.00 116656102.81 Other Instrument MORTGAGE Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0071 108000000.00 108000000.00 0.0018 N N N Y Deutsche Bank AG Deutsche Bank AG, 0.58% 7LTWFZYICNSX8D621K86 GGF692000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PENNSYLVANIA ST HIGHER EDL FAC VAR REV BDS 2008 2040-07-01 2040-07-01 5.375 - 5.375 60315000.00 61276915.35 Other Instrument MUNICIPAL DEBT CALIFORNIA ST VAR PURP GO BDS 2022-10-01 2022-10-01 5 - 5 41700040.00 46756633.18 Other Instrument MUNICIPAL DEBT United States Treasury 254900HROIFWPRGM1V77 2024-01-15 2040-08-15 0 - 0.625 133756600.00 125683915.78 U.S. Treasuries (including strips) ARIZONA HEALTH FACS AUTH REV REV BDS 2012 2029-03-01 2029-03-01 6.25 - 6.25 49000000.00 49370181.39 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0058 269000000.00 269000000.00 0.0044 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.33% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2500-12-31 2500-12-31 0 - 6 21755179.00 611330430.67 Equities Y N/A N/A 2020-10-07 2020-10-07 2020-10-22 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0033 566000000.00 566000000.00 0.0092 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.33% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-10-21 2500-12-31 0.375 - 9.375 263137279.00 282457767.99 Corporate Debt Securities Y N/A N/A 2020-10-07 2020-10-07 2020-10-28 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0033 269000000.00 269000000.00 0.0044 N N Y N J.P. Morgan Securities, LLC J.P. 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3.5 11690000.00 12225850.12 Equities WRIGHT MED GROUP N V SR GLBL COCO 23 549300DZPB0KY882P769 2023-06-15 2023-06-15 1.625 - 1.625 93640417.00 98608938.51 Equities WAYFAIR INC SR GLBL COCO 25 54930027N9ZAVYFDHK53 2025-10-01 2025-10-01 0.625 - 0.625 3065000.00 3153666.19 Equities MARCUS CORP DEL SR GLBL COCO 25 549300NL0OKPNEMP6B79 2025-09-15 2025-09-15 5 - 5 9500000.00 9710815.56 Equities LIVANOVA USA INC SR GLBL COCO 25 549300NGTE5LS6KMBT20 2025-12-15 2025-12-15 3 - 3 4482000.00 4635209.70 Equities PROS HOLDINGS INC SR GLBL COCO 27 549300LPE1KNL5RWKQ48 2027-09-15 2027-09-15 2.25 - 2.25 15206692.00 15487065.38 Equities Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0091 133000000.00 133000000.00 0.0022 N N N Y Barclays Bank PLC Barclays Bank PLC, 0.18% G5GSEF7VJP5I7OUK5573 GGF524000 Non-Negotiable Time Deposit Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0018 3080000000.00 3080000000.00 0.0501 N Y Y N BNP Paribas SA BNP Paribas SA, 0.08% R0MUWSFPU8MPRO8K5P83 GGF571000 Non-Negotiable Time Deposit Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 200000000.00 200000000.00 0.0033 N Y Y N Natixis SA Natixis SA, 0.08% KX1WK48MPD4Y2NCUIZ63 GGF771000 Non-Negotiable Time Deposit Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 175000000.00 175000000.00 0.0028 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.09%, dated 9/30/2020 due 10/01/2020 B4TYDEB6GKMZO031MB27 GGF826000_00352 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 2039-12-20 2049-07-20 3 - 5.25 1445163002.00 328592714.33 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 321373000.00 321373000.00 0.0052 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.08%, dated 9/30/2020 due 10/01/2020 VJW2DOOHGDT6PR0ZRO63 GGF916000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2020-10-15 2020-10-15 0 - 0 974034.00 973945.10 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-10-13 2050-08-15 0 - 7.875 19247528.00 19359279.21 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-03-12 2025-09-12 0 - 3.125 1502482.00 1515457.28 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-12-01 2050-09-01 0.25 - 9 22592201.00 15049736.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-10-25 2050-10-01 0.25 - 9.5 86655690.00 73414765.59 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2020-12-11 2029-01-23 0.161 - 4.8 10120861.00 10246531.06 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-10-15 2050-09-20 2.5 - 9.5 139786111.00 139588167.07 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 255042000.00 255042000.00 0.0041 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.09%, dated 9/30/2020 due 10/01/2020 VJW2DOOHGDT6PR0ZRO63 GGF826000_08066 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 2020-10-13 2050-08-15 0 - 7.875 363756.00 365868.08 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-10-15 2050-09-20 2.5 - 9.5 2641814.00 2638055.56 Agency Mortgage-Backed Securities Resolution Funding Corp 2020-10-15 2020-10-15 0 - 0 18408.00 18406.44 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-10-25 2050-10-01 0.25 - 9.5 1637690.00 1387454.50 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-03-12 2025-09-12 0 - 3.125 28394.00 28640.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-12-01 2050-09-01 0.25 - 9 426966.00 284422.67 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2020-12-11 2029-01-23 0.161 - 4.8 191273.00 193647.63 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 4820000.00 4820000.00 0.0001 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.08%, dated 9/30/2020 due 10/01/2020 8NAV47T0Y26Q87Y0QP81 GGF916000_00431 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 2050-10-01 2050-10-01 2 - 2 5207204.00 5406676.57 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2024-11-15 7.5 - 7.5 1609457.00 2136526.25 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2061-06-20 2070-08-20 0.872 - 5.237 7746665.00 7863719.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-02-01 2050-10-01 2 - 3.5 71434837.00 70619051.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0008 84339000.00 84339000.00 0.0014 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.09%, dated 9/30/2020 due 10/01/2020 E57ODZWZ7FF32TWEFA76 GGF826000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-17 2050-03-01 0 - 9 27357074.00 13103508.29 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-04-07 2036-07-15 1.125 - 5.625 2150287.00 3007254.79 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-01-05 2023-12-20 2.625 - 3.5 5267.00 5850.36 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-10-15 2049-11-20 2.5 - 10 24492891.00 2190345.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-30 2057-09-01 0 - 10.5 13396400.00 5395297.71 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-11-05 2046-08-15 0 - 7.625 55197985.00 62677401.29 U.S. Treasuries (including strips) Resolution Funding Corp 2020-10-15 2030-04-15 0 - 8.625 1730049.00 1579979.78 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 2111282.00 3161333.80 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 89279000.00 89279000.00 0.0015 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.09%, dated 9/30/2020 due 10/01/2020 MBNUM2BPBDO7JBLYG310 GGF826000_00137 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 2021-01-15 2021-01-15 1.125 - 1.125 6044442.00 7216753.58 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-01 2035-10-01 1.5 - 5 77137307.00 75867901.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-02-01 2035-10-01 1.5 - 5.5 52768534.00 53582114.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0009 133918000.00 133918000.00 0.0022 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GGF578000 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 S6XOOCT0IEG5ABCC6L87 2043-05-15 2046-11-15 3.05 - 3.8 156700387.00 164744972.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 54947.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0010 160000000.00 160000000.00 0.0026 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.09%, dated 9/30/2020 due 10/01/2020 CYYGQCGNHMHPSMRL3R97 GGF826000_03556 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 2041-04-20 2050-06-20 3 - 5 24595084.00 17518202.14 Agency Mortgage-Backed Securities Resolution Funding Corp 2020-10-15 2030-04-15 0 - 8.625 2727816.00 2568072.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-12-01 2050-10-01 2 - 5 72717143.00 42234455.64 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-12-15 2026-07-31 1.625 - 1.875 1058451.00 1099310.95 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-07-01 2050-09-01 2.5 - 5 84531821.00 64070077.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 124990000.00 124990000.00 0.0020 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.08%, dated 9/30/2020 due 10/01/2020 ZBUT11V806EZRVTWT807 GGF916000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2050-03-01 2.5 - 5 267937.00 283314.96 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-08 2025-07-31 0 - 2.625 28660200.00 30056508.63 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-07-01 2059-11-01 2 - 7.5 50695405.00 37287335.19 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 66301000.00 66301000.00 0.0011 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.08%, dated 9/30/2020 due 10/01/2020 K5HU16E3LMSVCCJJJ255 GGF916000_12878 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 2026-12-20 2050-06-20 2 - 4.5 55412.00 39524.16 Agency Mortgage-Backed Securities Resolution Funding Corp 2020-10-15 2030-04-15 0 - 0 5065286.00 4728266.03 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-11-01 2035-11-01 3.167 - 3.167 27619.00 884.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-09-30 2050-09-01 0.4 - 3 1893062.00 1875620.56 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 6514000.00 6514000.00 0.0001 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.09%, dated 9/30/2020 due 10/01/2020 7TK5RJIZDFROZCA6XF66 GGF826000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2025-04-01 2038-10-01 2.335 - 3.945 824450.00 5128.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-08-15 2048-07-20 2.5 - 8.5 61397377.00 20397377.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-01 2048-10-01 3 - 8.5 97415106.00 25129387.88 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 44639000.00 44639000.00 0.0007 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.09% 9R7GPTSO7KV3UQJZQ078 0000068136 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 2021-06-01 2050-10-01 2 - 8.5 92737113.00 88688760.36 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2038-06-15 2038-06-15 5.5 - 5.5 2000.00 3155.03 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-05-01 2050-09-01 1.5 - 7 190737890.00 192831597.14 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 276000000.00 276000000.00 0.0045 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.09%, dated 9/30/2020 due 10/01/2020 OXTKY6Q8X53C9ILVV871 GGF826000_07426 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 2020-10-06 2040-08-15 0 - 7.625 62573436.00 76855292.50 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-12-01 2050-10-01 1.5 - 5.5 10366747.00 10109328.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-09-15 2070-01-20 1.5 - 5.5 6010451.00 5791372.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-08-01 2050-10-01 2 - 6 11724512.00 11057784.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 101778000.00 101778000.00 0.0017 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.09%, dated 9/30/2020 due 10/01/2020 549300QJJX6CVVUXLE15 GGF826000_07749 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 2038-08-15 2055-10-15 1.93 - 6.5 124168880.00 80057324.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-27 2050-05-15 0 - 6.25 149302966.00 140592836.42 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 2050-09-01 2 - 3.604 4266219.00 4380296.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2038-04-01 2050-07-01 2.5 - 3.582 2815584.00 2914708.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 223197000.00 223197000.00 0.0036 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.09%, dated 9/30/2020 due 10/01/2020 ES7IP3U3RHIGC71XBU11 GGF826000_76426 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 2023-05-01 2059-08-01 0.598 - 7 667909996.00 348436241.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2027-01-01 2051-04-15 0.506 - 7.607 380898837.00 218340411.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 555302000.00 555302000.00 0.0090 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.08%, dated 9/30/2020 due 10/01/2020 O2RNE8IBXP4R0TD8PU41 GGF916000_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 2021-01-31 2049-08-15 0.125 - 7.5 1181577.00 1320376.19 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 1293000.00 1293000.00 0.0000 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.08%, dated 9/30/2020 due 10/01/2020 5U0XI89JRFVHWIBS4F54 GGF916000_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 77887583.00 52210866.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 51092000.00 51092000.00 0.0008 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.09% SUVUFHICNZMP2WKHG940 GGF617000 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 2049-03-01 2049-03-01 4 - 4 273234875.00 230520576.62 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 226000000.00 226000000.00 0.0037 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.08%, dated 9/30/2020 due 10/01/2020 VYVVCKR63DVZZN70PB21 GGF916000_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 S6XOOCT0IEG5ABCC6L87 2021-08-12 2038-02-25 0.25 - 6.087 11618499.00 11498907.06 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-30 2021-09-30 0.125 - 0.125 2748198.00 2747868.66 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-02-26 2036-03-25 0.25 - 6.625 14894961.00 14943129.68 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2022-01-28 2022-01-28 1.9 - 1.9 28639.00 29372.82 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 28639000.00 28639000.00 0.0005 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.09%, dated 9/30/2020 due 10/01/2020 VYVVCKR63DVZZN70PB21 GGF826000_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 2021-08-12 2038-02-25 0.25 - 6.087 2716486.00 2688525.50 Agency Collateralized Mortgage Obligation Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-30 2021-09-30 0.125 - 0.125 642548.00 642471.05 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2022-01-28 2022-01-28 1.9 - 1.9 6696.00 6867.57 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-02-26 2036-03-25 0.25 - 6.625 3482547.00 3493809.01 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 6696000.00 6696000.00 0.0001 N Y Y N Green Bay Redev. Auth. Green Bay Redev. Auth., 0.18% (Green Bay Packaging, Inc. Proj.) LOC Wells Fargo Bank NA VRDN 39269DAA3 US39269DAA37 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2047-07-01 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0018 18700000.00 18700000.00 0.0003 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-10-07 2020-10-07 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0035 228000000.00 228000000.00 0.0037 N N Y N Fidelity Colchester Street Trust: Money Market Portfolio 2020-10-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer