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Treasury Bills U.S. Treasury Bills, 0.04% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0004 735490550.96 735490550.96 0.0126 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127963J6 US9127963J61 U.S. Treasury Debt Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0004 1310984425.32 1310984425.32 0.0225 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 9127965C9 US9127965C90 U.S. Treasury Debt Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0005 664986420.70 664986420.70 0.0114 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127963K3 US9127963K35 U.S. Treasury Debt Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0007 628980431.81 628980431.81 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127965D7 US9127965D73 U.S. Treasury Debt Y N/A N/A 2020-12-22 2020-12-22 2020-12-22 N N N 0.0007 629972897.40 629972897.40 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127963L1 US9127963L18 U.S. Treasury Debt Y N/A N/A 2020-12-24 2020-12-24 2020-12-24 N N N 0.0007 1259941636.80 1259941636.80 0.0216 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796A58 US912796A585 U.S. Treasury Debt Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0007 720953618.07 720953618.07 0.0124 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796A66 US912796A668 U.S. Treasury Debt Y N/A N/A 2021-01-12 2021-01-12 2021-01-12 N N N 0.0007 26997637.50 26997637.50 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127963U1 US9127963U17 U.S. Treasury Debt Y N/A N/A 2021-01-14 2021-01-14 2021-01-14 N N N 0.0007 701131867.20 701131867.20 0.0120 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796B65 US912796B658 U.S. Treasury Debt Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0007 385952715.00 385952715.00 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796B99 US912796B997 U.S. Treasury Debt Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0007 599902002.00 599902002.00 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127965F2 US9127965F22 U.S. Treasury Debt Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0008 1279917862.40 1279917862.40 0.0220 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796TY5 US912796TY52 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0008 1391910104.64 1391910104.64 0.0239 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963T4 US9127963T44 U.S. Treasury Debt Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0008 1022619851.00 1022619851.00 0.0176 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796A74 US912796A742 U.S. Treasury Debt Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0008 1254861209.55 1254861209.55 0.0215 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963V9 US9127963V99 U.S. Treasury Debt Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0008 416955693.75 416955693.75 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796A82 US912796A825 U.S. Treasury Debt Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0008 528932113.43 528932113.43 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796UC1 US912796UC14 U.S. Treasury Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0008 101986237.14 101986237.14 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963W7 US9127963W72 U.S. Treasury Debt Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0008 1214824128.75 1214824128.75 0.0209 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964C0 US9127964C00 U.S. Treasury Debt Y N/A N/A 2021-02-11 2021-02-11 2021-02-11 N N N 0.0008 894865302.50 894865302.50 0.0154 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964D8 US9127964D82 U.S. Treasury Debt Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0008 604900205.25 604900205.25 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796C23 US912796C235 U.S. Treasury Debt Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0008 589880690.20 589880690.20 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964N6 US9127964N64 U.S. Treasury Debt Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0009 430288065.87 430288065.87 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796B73 US912796B732 U.S. Treasury Debt Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0013 629846872.20 629846872.20 0.0108 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.31% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-12-01 2021-07-31 2021-07-31 N N N 0.0010 193256645.61 193256645.61 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-12-01 2021-10-31 2021-10-31 N N N 0.0010 117305524.44 117305524.44 0.0020 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 0.16% 06417JPK2 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2021-02-19 2021-02-19 2021-02-19 N N N 0.0016 149945670.00 149945670.00 0.0026 N N N N BPCE SA BPCE SA, 0.09% 05571BM26 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0009 251998765.20 251998765.20 0.0043 N N Y N BPCE SA BPCE SA, 0.10% 05571BME0 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-12-14 2020-12-14 2020-12-14 N N N 0.0010 504979749.50 504979749.50 0.0087 N N N N BPCE SA BPCE SA, 0.14% 05571BN41 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0014 889883232.00 889883232.00 0.0153 N N N N BPCE SA BPCE SA, 0.18% 05571BP80 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2021-02-08 2021-02-08 2021-02-08 N N N 0.0018 519826112.00 519826112.00 0.0089 N N N N BPCE SA BPCE SA, 0.20% 05571BQ30 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0020 522731125.70 522731125.70 0.0090 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.18% 12802VQ41 969500P04DQJS4BPM574 GFD473000 Financial Company Commercial Paper Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0018 438792528.60 438792528.60 0.0075 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.18% 12802VQ82 969500P04DQJS4BPM574 GFD930000 Financial Company Commercial Paper Y N/A N/A 2021-03-08 2021-03-08 2021-03-08 N N N 0.0018 402799225.40 402799225.40 0.0069 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.18% 12802VQ90 969500P04DQJS4BPM574 GFF257000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0018 107945654.40 107945654.40 0.0019 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.17% 13608AQA7 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2021-03-10 2021-03-10 2021-03-10 N N N 0.0017 252880533.40 252880533.40 0.0043 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.10% 17327AM46 MBNUM2BPBDO7JBLYG310 GEC326000 Financial Company Commercial Paper Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0010 124998612.50 124998612.50 0.0021 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.10% 17327AMA2 MBNUM2BPBDO7JBLYG310 GEC325000 Financial Company Commercial Paper Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0010 123996552.80 123996552.80 0.0021 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.17% 17327AP43 MBNUM2BPBDO7JBLYG310 GFE462000 Financial Company Commercial Paper Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0017 251924223.60 251924223.60 0.0043 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.17% 17327AP84 MBNUM2BPBDO7JBLYG310 GFE460000 Financial Company Commercial Paper Y N/A N/A 2021-02-08 2021-02-08 2021-02-08 N N N 0.0017 251918175.60 251918175.60 0.0043 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.17% 17327APC5 MBNUM2BPBDO7JBLYG310 GFH814000 Financial Company Commercial Paper Y N/A N/A 2021-02-12 2021-02-12 2021-02-12 N N N 0.0017 201929825.20 201929825.20 0.0035 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 88959505.00 88959505.00 0.0015 N N N N Credit Suisse AG Credit Suisse AG, 0.18% 2254EAPP2 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0018 260890301.70 260890301.70 0.0045 N N N N Credit Suisse AG Credit Suisse AG, 0.18% 2254EAPQ0 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0018 260888396.40 260888396.40 0.0045 N N N N Credit Suisse AG Credit Suisse AG, 0.18% 2254EAPR8 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0018 103955009.60 103955009.60 0.0018 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.10% 31428FMM4 549300B2Q47IR0CR5B54 GCE687000 Financial Company Commercial Paper Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0010 50997082.80 50997082.80 0.0009 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.10% 31428FMN2 549300B2Q47IR0CR5B54 GCE688000 Financial Company Commercial Paper Y N/A N/A 2020-12-22 2020-12-22 2020-12-22 N N N 0.0010 10999308.10 10999308.10 0.0002 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.11% 31428FMP7 549300B2Q47IR0CR5B54 GCE695000 Financial Company Commercial Paper Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0011 50996511.60 50996511.60 0.0009 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.11% 31428FMP7 549300B2Q47IR0CR5B54 GCE693000 Financial Company Commercial Paper Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0011 10999247.60 10999247.60 0.0002 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.15% 31428FNB7 549300B2Q47IR0CR5B54 GDB227000 Financial Company Commercial Paper Y N/A N/A 2021-01-11 2021-01-11 2021-01-11 N N N 0.0015 101982384.60 101982384.60 0.0018 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.15% 31428FNF8 549300B2Q47IR0CR5B54 GDD513000 Financial Company Commercial Paper Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0015 99980710.00 99980710.00 0.0017 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 36983808.80 36983808.80 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 39982496.00 39982496.00 0.0007 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 50976795.00 50976795.00 0.0009 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 50976795.00 50976795.00 0.0009 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 100951489.70 100951489.70 0.0017 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.19% 31428FQJ7 549300B2Q47IR0CR5B54 GFH799000 Financial Company Commercial Paper Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0019 126929134.00 126929134.00 0.0022 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.20% 31428FR80 549300B2Q47IR0CR5B54 GHC717000 Financial Company Commercial Paper Y N/A N/A 2021-04-08 2021-04-08 2021-04-08 N N N 0.0020 39422716.38 39422716.38 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.10% 60682YMA9 JBONEPAGQXF4QP29B387 GFJ129000 Financial Company Commercial Paper Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0010 99997360.00 99997360.00 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.10% 60682YMB7 JBONEPAGQXF4QP29B387 GFJ141000 Financial Company Commercial Paper Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0010 88997365.60 88997365.60 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.11% 60682WMG0 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2020-12-16 2020-12-16 2020-12-16 N N N 0.0011 76996373.30 76996373.30 0.0013 N N N N Mitsubishi UFJ Trust & Banking Corp. 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Mitsubishi UFJ Trust & Banking Corp., 0.24% 60682YQK3 JBONEPAGQXF4QP29B387 GIG267000 Financial Company Commercial Paper Y N/A N/A 2021-03-19 2021-03-19 2021-03-19 N N N 0.0024 52961649.20 52961649.20 0.0009 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.24% 60682YQN7 JBONEPAGQXF4QP29B387 GIG749000 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0024 51960849.20 51960849.20 0.0009 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.19% 60689PNN2 RB0PEZSDGCO3JS6CEU02 GHA060000 Financial Company Commercial Paper Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0019 106970853.20 106970853.20 0.0018 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.21% 60689PPH3 RB0PEZSDGCO3JS6CEU02 GIA972000 Financial Company Commercial Paper Y N/A N/A 2021-02-17 2021-02-17 2021-02-17 N N N 0.0021 155930502.00 155930502.00 0.0027 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.21% 60689PPN0 RB0PEZSDGCO3JS6CEU02 GIB698000 Financial Company Commercial Paper Y N/A N/A 2021-02-22 2021-02-22 2021-02-22 N N N 0.0021 103950007.20 103950007.20 0.0018 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.22% 60689PQ41 RB0PEZSDGCO3JS6CEU02 GIG221000 Financial Company Commercial Paper Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0022 158911150.80 158911150.80 0.0027 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.22% 60689PQ58 RB0PEZSDGCO3JS6CEU02 GIH267000 Financial Company Commercial Paper Y N/A N/A 2021-03-05 2021-03-05 2021-03-05 N N N 0.0022 65962551.60 65962551.60 0.0011 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.22% 60689PQ82 RB0PEZSDGCO3JS6CEU02 GIH269000 Financial Company Commercial Paper Y N/A N/A 2021-03-08 2021-03-08 2021-03-08 N N N 0.0022 182891407.80 182891407.80 0.0031 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.22% 60689PQ90 RB0PEZSDGCO3JS6CEU02 GIH961000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0022 104936769.00 104936769.00 0.0018 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.15% 60689FNC8 RB0PEZSDGCO3JS6CEU02 GHA132000 Financial Company Commercial Paper Y N/A N/A 2021-01-12 2021-01-12 2021-01-12 N N N 0.0015 78985938.00 78985938.00 0.0014 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.21% 63873JQ37 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0021 231877736.00 231877736.00 0.0040 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 125958495.60 125958495.60 0.0022 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 250883887.40 250883887.40 0.0043 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 125936596.80 125936596.80 0.0022 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 51969746.40 51969746.40 0.0009 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 236860146.30 236860146.30 0.0041 N N N N National Bank of Canada National Bank of Canada, 0.19% 63307LR52 BSGEFEIOM18Y80CKCV46 GGH896000 Financial Company Commercial Paper Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 N N N 0.0019 260824608.00 260824608.00 0.0045 N N N N National Bank of Canada National Bank of Canada, 0.20% 63307LRD5 BSGEFEIOM18Y80CKCV46 GHA853000 Financial Company Commercial Paper Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0020 265806937.20 265806937.20 0.0046 N N N N National Bank of Canada National Bank of Canada, 0.20% 63307LRL7 BSGEFEIOM18Y80CKCV46 GHD888000 Financial Company Commercial Paper Y N/A N/A 2021-04-20 2021-04-20 2021-04-20 N N N 0.0020 159876544.00 159876544.00 0.0027 N N N N National Bank of Canada National Bank of Canada, 0.21% 63307LSJ1 BSGEFEIOM18Y80CKCV46 GIE972000 Financial Company Commercial Paper Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0021 264735026.50 264735026.50 0.0045 N N N N PSP Capital, Inc. PSP Capital, Inc., 0.16% 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 0.0016 97960368.80 97960368.80 0.0017 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.16% 86562KP16 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0016 92975103.90 92975103.90 0.0016 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 86564YM17 5493006GGLR4BTEL8O61 GFC597000 Financial Company Commercial Paper Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 16999957.50 16999957.50 0.0003 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YM33 5493006GGLR4BTEL8O61 GEI123000 Financial Company Commercial Paper Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0010 67999469.60 67999469.60 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YMA7 5493006GGLR4BTEL8O61 GFC594000 Financial Company Commercial Paper Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0010 24999285.00 24999285.00 0.0004 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YMF6 5493006GGLR4BTEL8O61 GFC603000 Financial Company Commercial Paper Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0011 31998572.80 31998572.80 0.0005 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YMG4 5493006GGLR4BTEL8O61 GFD398000 Financial Company Commercial Paper Y N/A N/A 2020-12-16 2020-12-16 2020-12-16 N N N 0.0011 198990448.00 198990448.00 0.0034 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YMH2 5493006GGLR4BTEL8O61 GFD980000 Financial Company Commercial Paper Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0011 76993034.65 76993034.65 0.0013 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YMM1 5493006GGLR4BTEL8O61 GFF325000 Financial Company Commercial Paper Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0011 50996669.70 50996669.70 0.0009 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 86564YP14 5493006GGLR4BTEL8O61 GHD869000 Financial Company Commercial Paper Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0017 73978762.00 73978762.00 0.0013 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 86564YP14 5493006GGLR4BTEL8O61 GHD867000 Financial Company Commercial Paper Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0017 69979910.00 69979910.00 0.0012 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 86564YP22 5493006GGLR4BTEL8O61 GHE468000 Financial Company Commercial Paper Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0017 71978882.40 71978882.40 0.0012 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 86564YPA4 5493006GGLR4BTEL8O61 GHI117000 Financial Company Commercial Paper Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0018 129954240.00 129954240.00 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.19% 86564YPH9 5493006GGLR4BTEL8O61 GIA922000 Financial Company Commercial Paper Y N/A N/A 2021-02-17 2021-02-17 2021-02-17 N N N 0.0019 115952904.00 115952904.00 0.0020 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564YQ13 5493006GGLR4BTEL8O61 GIE897000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0020 49974595.00 49974595.00 0.0009 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564YQ13 5493006GGLR4BTEL8O61 GIE513000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0020 184906001.50 184906001.50 0.0032 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564YQ21 5493006GGLR4BTEL8O61 GIE938000 Financial Company Commercial Paper Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0020 79958704.00 79958704.00 0.0014 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564YQ39 5493006GGLR4BTEL8O61 GIF500000 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0020 66964865.20 66964865.20 0.0011 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564YQA3 5493006GGLR4BTEL8O61 GII371000 Financial Company Commercial Paper Y N/A N/A 2021-03-10 2021-03-10 2021-03-10 N N N 0.0021 199883340.00 199883340.00 0.0034 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564YQA3 5493006GGLR4BTEL8O61 GII379000 Financial Company Commercial Paper Y N/A N/A 2021-03-10 2021-03-10 2021-03-10 N N N 0.0021 16990083.90 16990083.90 0.0003 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564YQB1 5493006GGLR4BTEL8O61 GIJ229000 Financial Company Commercial Paper Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0021 49970400.00 49970400.00 0.0009 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564YQC9 5493006GGLR4BTEL8O61 GIJ178000 Financial Company Commercial Paper Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0021 136917704.10 136917704.10 0.0024 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.16% 86960JQ99 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0016 341846715.60 341846715.60 0.0059 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.17% 86960JQG3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-16 2021-03-16 2021-03-16 N N N 0.0017 233886322.80 233886322.80 0.0040 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.17% 86960JQN8 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0017 65965706.40 65965706.40 0.0011 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.17% 86960JQP3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0017 79957816.00 79957816.00 0.0014 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.18% 86960JRD9 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0018 531645528.40 531645528.40 0.0091 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.16% 89119ANF1 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0016 266946786.90 266946786.90 0.0046 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 266931060.60 266931060.60 0.0046 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.19% 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 300890165.10 300890165.10 0.0052 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.20% 89119APG7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0020 326862561.90 326862561.90 0.0056 N N N 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 0.0021 328838888.70 328838888.70 0.0056 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 0.0021 493727855.40 493727855.40 0.0085 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.22% 89119AQC5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0022 254845393.50 254845393.50 0.0044 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.22% 89119AQF8 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0022 185883359.40 185883359.40 0.0032 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.15% 89233GQJ8 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0015 104953380.00 104953380.00 0.0018 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.15% 89233GQQ2 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0015 104948791.50 104948791.50 0.0018 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.16% 89233GQS8 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-26 2021-03-26 2021-03-26 N N N 0.0016 76961292.10 76961292.10 0.0013 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.16% 89233GQW9 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0016 77958402.60 77958402.60 0.0013 N N N N UBS AG London Branch UBS AG London Branch, 0.21% 90351WNN1 BFM8T61CT2L1QCEMIK50 GGI509000 Financial Company Commercial Paper Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0021 147955333.60 147955333.60 0.0025 N N N N UBS AG London Branch UBS AG London Branch, 0.23% 90351WPN9 BFM8T61CT2L1QCEMIK50 US90351WPN91 Financial Company Commercial Paper Y N/A N/A 2021-02-22 2021-02-22 2021-02-22 N N N 0.0023 260862374.70 260862374.70 0.0045 N N N N UBS AG London Branch UBS AG London Branch, 0.28% 90351WRM9 BFM8T61CT2L1QCEMIK50 GHE518000 Financial Company Commercial Paper Y N/A N/A 2021-04-21 2021-04-21 2021-04-21 N N N 0.0028 495461988.80 495461988.80 0.0085 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.00% 04821TM10 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0000 77000000.00 77000000.00 0.0013 N Y Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.25% 56274LQ15 549300S0NSJYSOB32S63 GIJ740000 Asset Backed Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0025 32979375.00 32979375.00 0.0006 N N N N Bank of Montreal Bank of Montreal, 0.20% 06367BTH2 NQQ6HPCNCCU6TUTQYE16 US06367BTH23 0000927971 Certificate of Deposit Y N/A N/A 2020-12-02 2021-03-02 2021-03-02 N N N 0.0017 264021780.00 264021780.00 0.0045 N N N N Bank of Montreal Bank of Montreal, 0.20% 06367BXR5 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0019 534006888.60 534006888.60 0.0092 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 0.0020 131001532.70 131001532.70 0.0022 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 0.0023 132993762.30 132993762.30 0.0023 N N N N Bank of Montreal Bank of Montreal, 0.23% 06367BYS2 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-04-27 2021-04-27 2021-04-27 N N N 0.0025 208983656.20 208983656.20 0.0036 N N N N Bank of Montreal Bank of Montreal, 0.23% 06367BYZ6 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0025 208981190.00 208981190.00 0.0036 N N N N Bank of Montreal Bank of Montreal, 0.25% 06367C3A3 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-05-13 2021-05-13 2021-05-13 N N N 0.0026 265993908.60 265993908.60 0.0046 N N N N Bank of Montreal Bank of Montreal, 0.25% 06367C3Q8 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0026 104997039.00 104997039.00 0.0018 N N N N Bank of Montreal Bank of Montreal, 0.25% 06367C3T2 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-05-19 2021-05-19 2021-05-19 N N N 0.0026 130995663.90 130995663.90 0.0022 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TLA6 C3GTMMZIHMY46P4OIX74 GIH978000 Certificate of Deposit Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0021 167010487.60 167010487.60 0.0029 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TLE8 C3GTMMZIHMY46P4OIX74 GIH962000 Certificate of Deposit Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0022 250014650.00 250014650.00 0.0043 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TLF5 C3GTMMZIHMY46P4OIX74 GIH963000 Certificate of Deposit Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0022 200009600.00 200009600.00 0.0034 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TLC2 C3GTMMZIHMY46P4OIX74 GIH975000 Certificate of Deposit Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0022 150006975.00 150006975.00 0.0026 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501G3J8 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0016 392999842.80 392999842.80 0.0067 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501G3P4 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0016 208999895.50 208999895.50 0.0036 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501G3S8 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0015 261999947.60 261999947.60 0.0045 N N Y 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 0.0012 144004276.80 144004276.80 0.0025 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 0.0012 52001586.00 52001586.00 0.0009 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.21% 60683BM67 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0018 54003067.20 54003067.20 0.0009 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 0.0009 223001293.40 223001293.40 0.0038 N N Y N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.20% 60710ASW3 RB0PEZSDGCO3JS6CEU02 GGJ416000 Certificate of Deposit Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0015 134008696.60 134008696.60 0.0023 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60710AUG5 RB0PEZSDGCO3JS6CEU02 GID364000 Certificate of Deposit Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0022 532034686.40 532034686.40 0.0091 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 0.0012 158012624.20 158012624.20 0.0027 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86565CRS0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-02-08 2021-02-08 2021-02-08 N N N 0.0017 240018648.00 240018648.00 0.0041 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86565CRT8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0017 240018432.00 240018432.00 0.0041 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 0.0014 262027798.20 262027798.20 0.0045 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 0.0015 262027588.60 262027588.60 0.0045 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86565CSE0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0018 266021945.00 266021945.00 0.0046 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.23% 86565CPJ2 5U0XI89JRFVHWIBS4F54 US86565CPJ26 0001184915 Certificate of Deposit Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0014 263012361.00 263012361.00 0.0045 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86565CTL3 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-03-19 2021-03-19 2021-03-19 N N N 0.0022 267014524.80 267014524.80 0.0046 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 0.0011 120003492.00 120003492.00 0.0021 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 0.0011 106003296.60 106003296.60 0.0018 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 0.0011 105003465.00 105003465.00 0.0018 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 0.0011 158003160.00 158003160.00 0.0027 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 0.0011 184004140.00 184004140.00 0.0032 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 0.0011 211005275.00 211005275.00 0.0036 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 0.0011 236010620.00 236010620.00 0.0041 N N N N UBS AG UBS AG, 0.23% 90275DLH1 BFM8T61CT2L1QCEMIK50 0001114446 Certificate of Deposit Y N/A N/A 2021-01-06 2021-01-06 2021-01-06 N N N 0.0011 146211028.40 146211028.40 0.0025 N N N N Abn Amro Bank NV(TD) Abn Amro Bank NV(TD), 0.10% BFXS5XCH7N0Y05NIXW11 GIJ611000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1481000000.00 1481000000.00 0.0254 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.15% G5GSEF7VJP5I7OUK5573 GIJ560000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0015 2085000000.00 2085000000.00 0.0358 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GII003000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0017 261999842.80 261999842.80 0.0045 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GII380000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0017 261999711.80 261999711.80 0.0045 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GIJ171000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0017 519998856.00 519998856.00 0.0089 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GIJ564000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0015 260000000.00 260000000.00 0.0045 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GIJ725000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0015 260000000.00 260000000.00 0.0045 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 GIH688000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0017 261999842.80 261999842.80 0.0045 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 GII315000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0017 261999711.80 261999711.80 0.0045 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.23% RUC0QBLBRPRCU4W1NE59 GIJ651000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N REGENCY ENERGY PARTNERS LP SR NT 4.5%23 2023-11-01 2023-11-01 4.5 - 4.5 6000000.00 6465630.00 Corporate Debt Securities AMERICAN INTL GROUP INC SR NT 4.8%45 ODVCVCQG2BP6VHV36M30 2045-07-10 2045-07-10 4.8 - 4.8 3512000.00 4716779.89 Corporate Debt Securities APPLE INC SR GLBL NT 24 HWUPKR0MPOU8FGXBT394 2024-05-11 2024-05-11 2.85 - 2.85 8246000.00 8877430.58 Corporate Debt Securities COMMUNITY HEALTH NETWORK INC SR GLBL 2020A 50 2050-05-01 2050-05-01 3.099 - 3.099 5000000.00 5017332.08 Corporate Debt Securities WALMART INC SR GLBL NT 30 Y87794H0US1R65VBXU25 2030-02-15 2030-02-15 7.55 - 7.55 2809000.00 4368502.96 Corporate Debt Securities ZOETIS INC SR GLBL NT 3%50 549300HD9Q1LOC9KLJ48 2050-05-15 2050-05-15 3 - 3 4500000.00 4918680.00 Corporate Debt Securities SHELL INTERNATIONAL FIN BV SR NT 3.25%25 213800ITMMKU4Z7I4F78 2025-05-11 2025-05-11 3.25 - 3.25 8000000.00 8859962.22 Corporate Debt Securities COMISION FEDERAL DE ELECTRICID REGS NT 5.75%42 4469000001BFPONMPF32 2042-02-14 2042-02-14 5.75 - 5.75 8192000.00 9416135.11 Corporate Debt Securities DISNEY WALT CO SR GLBL NT3.5%40 549300GZKULIZ0WOW665 2040-05-13 2040-05-13 3.5 - 3.5 3500000.00 4091404.72 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 18007876.00 20477586.16 Corporate Debt Securities ROPER TECHNOLOGIES INC SR GLBL NT 29 54930003T4SXCIWVXY35 2029-09-15 2029-09-15 2.95 - 2.95 2459000.00 2726996.16 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.543%27 5493009NTB34VXE1T760 2027-04-06 2027-04-06 3.543 - 3.543 8537077.00 9665546.25 Corporate Debt Securities DOLLAR TREE INC SR GLBL NT 4%25 549300PMSTQITB1WHR43 2025-05-15 2025-05-15 4 - 4 10500000.00 11869375.00 Corporate Debt Securities MORGAN STANLEY SR NT-F 3.75%23 IGJSJL3JD5P30I6NJZ34 2023-02-25 2023-02-25 3.75 - 3.75 12000000.00 12980590.00 Corporate Debt Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0023 109000000.00 109000000.00 0.0019 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.30% RUC0QBLBRPRCU4W1NE59 GIJ652000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALIBABA GROUP HLDG LTD SPONSORED ADS 5493001NTNQJDH60PM02 2500-12-31 2500-12-31 N/A 4691.00 1296967.68 Equities WELLTOWER INC COM T6IZ0MBEG5ACZDTR7D06 2500-12-31 2500-12-31 N/A 1803905.00 116424028.70 Equities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0030 109000000.00 109000000.00 0.0019 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.34% RUC0QBLBRPRCU4W1NE59 GIJ653000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CINCINNATI BELL INC NEW SR GLBL 144A 24 549300JYVZOCUJOHL272 2024-07-15 2024-07-15 7 - 7 10091000.00 10697973.65 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 6%24 549300V2JRLO5DIFGE82 2024-04-15 2024-04-15 6 - 6 16241000.00 16673497.83 Corporate Debt Securities REFINITIV US HLDGS INC 8.25%26 549300NF240HXJO7N016 2026-11-15 2026-11-15 8.25 - 8.25 28152671.00 30818377.04 Corporate Debt Securities MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27 2027-06-20 2027-06-20 6.5 - 6.5 85244.00 93338.63 Corporate Debt Securities TWITTER INC SR GLBL 144A 27 549300I8RX485XMK6836 2027-12-15 2027-12-15 3.875 - 3.875 6000000.00 6384362.50 Corporate Debt Securities ALTICE FRANCE HLDG S A SR SEC GLBL 27 5299000JVHXKJPOE6H40 2027-05-15 2027-05-15 10.5 - 10.5 38791411.00 43955517.59 Corporate Debt Securities CRESTWOOD MIDSTREAM PRTNRS LP SR GLBL NT 23 2023-04-01 2023-04-01 6.25 - 6.25 8965000.00 9095378.49 Corporate Debt Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0034 109000000.00 109000000.00 0.0019 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.38% 7VHWWWW4UJS7NUM3PT30 GIJ656000 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 49184166.00 518405472.30 Equities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0038 480000000.00 480000000.00 0.0082 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.60% 7VHWWWW4UJS7NUM3PT30 GIC410000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2021-03-31 2500-12-31 0 - 7 59251546.00 288436540.83 Equities Y N/A N/A 2021-01-04 2021-01-04 2021-01-08 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0060 267000000.00 267000000.00 0.0046 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.73% 549300HN4UKV1E2R3U73 GIG758000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TESLA INC SR GLBL COCO 24 54930043XZGB27CTOV49 2024-05-15 2024-05-15 2 - 2 12154292.00 114817869.21 Equities TWILIO INC COCO 23 2023-06-01 2023-06-01 0.25 - 0.25 6435947.00 28854172.13 Equities Y N/A N/A 2021-03-05 2021-03-05 2021-03-25 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 0.0073 133000000.00 133000000.00 0.0023 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.78% 549300HN4UKV1E2R3U73 GHI585000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ATLASSIAN INC COCO 23 549300IXZ6QFOQGTMA56 2023-05-01 2023-05-01 0.625 - 0.625 21260814.00 58491337.04 Equities CHEGG INC SR GLBL COCO 25 549300AKX7O8JG0O3G77 2025-03-15 2025-03-15 0.125 - 0.125 19063762.00 29890271.02 Equities TWILIO INC COCO 23 2023-06-01 2023-06-01 0.25 - 0.25 12588706.00 56438732.30 Equities Y N/A N/A 2021-03-05 2021-03-05 2021-04-28 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 0.0078 134000000.00 134000000.00 0.0023 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.59% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MS MTG LN TR 2007-5AX 2-A-1 20370225 FLT 2037-02-25 2037-02-25 0.24 - 0.24 30000000.00 1469279.83 Private Label Collateralized Mortgage Obligations ISCHUS CDO LTD 2004-1 B 20400105 FLT 5493007L7RE7ZER7YI53 2040-01-05 2040-01-05 0.888 - 0.888 8636000.00 2539989.31 Other Instrument COLLATERALIZED DEBT OBLIGATION RESIDENTIAL ASSET SEC 2005-A15 2-A-1 20360225 FLT 2036-02-25 2036-02-25 0.9 - 0.9 6089000.00 281830.28 Private Label Collateralized Mortgage Obligations RALI SERIES TRUST 2006-QS3 II-A-V 20360325 FLT 2036-03-25 2036-03-25 0.271 - 0.271 542001170.00 327667.98 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG I 2005-1 B-2 20350705 FLT 549300UVUFF52P87TF20 2035-07-05 2035-07-05 1.334 - 2.034 3524.00 1593.11 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO III 2004 A-2 20400110 FLT 549300VW38SMR8ZDK981 2040-01-10 2040-01-10 2.921 - 2.921 5900000.00 1142159.54 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SECURITIES 3-10 B-2 20330705 FLT 2033-07-05 2033-07-05 1.925 - 1.925 4537000.00 3280225.79 Other Instrument COLLATERALIZED DEBT OBLIGATION SOUTH COAST FDG III 2003-3 A-1A 20380810 FLT 549300JPS4LRS1YTBK56 2038-08-10 2038-08-10 0.843 - 0.843 7001000.00 385335.81 Other Instrument COLLATERALIZED DEBT OBLIGATION PACIFIC COAST CDO 2001 B 20361025 FLT 2036-10-25 2036-10-25 0.215 - 0.215 37000000.00 3363971.27 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 251744642.00 956929.31 Private Label Collateralized Mortgage Obligations PREFERRED TERM SEC 2005-17 C 144A 20350623 FLT 2035-06-23 2035-06-23 1.646 - 1.646 1.00 0.64 Other Instrument COLLATERALIZED DEBT OBLIGATION BOMBARDIER CAP MTG 2000-A A-3 20300615 FLT 2030-06-15 2030-06-15 7.83 - 7.83 3439475.00 497978.38 Asset-Backed Securities RALI SERIES TRUST 2006-QS7 A-5 20360625 FLT 2036-06-25 2036-06-25 5.45 - 5.45 117700000.00 480847.28 Private Label Collateralized Mortgage Obligations ORIENT PT CDO LTD 2005-1 A-1NVB 20451003 FLT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 0.504 - 0.504 250000.00 77329.08 Other Instrument COLLATERALIZED DEBT OBLIGATION KODIAK CDO II LTD 2007-2 C-1 20421107 FLT 2042-11-07 2042-11-07 1.613 - 1.613 5718000.00 3293230.16 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SEC XXII 2006-2 D 20360922 FLT 2036-09-22 2036-09-22 2.35 - 2.35 11783370.00 7442711.21 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG 2006-6 A2 144 20361205 FLT BUHFNQJBNOAUZ24NY591 2036-12-05 2036-12-05 0.725 - 0.725 9795129.00 3629127.60 Other Instrument COLLATERALIZED DEBT OBLIGATION RESIDENTIAL ASSET 2006-A9CB A-1 20360925 FLT 2036-09-25 2036-09-25 0.52 - 0.52 28895000.00 1533926.50 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET 2006-A14CB 2-A-6 20361225 FLT 2036-12-25 2036-12-25 0.6 - 0.6 13207624.00 456548.23 Private Label Collateralized Mortgage Obligations Asian Development Bank 549300X0MVH42CY8Q105 2021-12-15 2021-12-15 0.26 - 0.26 35000.00 35017.49 Other Instrument INTERNATIONAL DEBT MONROE HARBOR CDO 2005-01 B 20401205 FLT 2040-12-05 2040-12-05 2.694 - 2.814 8329999.00 853766.15 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SEC XV 2004-15 C 144 20340926 FLT 2034-09-26 2034-09-26 2.725 - 2.725 999995.00 713233.27 Asset-Backed Securities ALESCO PREF FDG XIV 2006-14 C1 144 20370923 FLT U3J57OKXT2FMVDEW4249 2037-09-23 2037-09-23 3.178 - 3.178 46687000.00 18710346.41 Other Instrument COLLATERALIZED DEBT OBLIGATION MORGAN STANLEY CAP 2007-IQ15 C 20490611 FLT 2049-06-11 2049-06-11 6.35 - 6.35 100000.00 99462.56 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 2005-C5 G 144A 20380815 FLT 2038-08-15 2038-08-15 5.1 - 5.1 8500000.00 2270790.02 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG V 2006-5 A-1LA 20360805 FLT VZLY0S8U2GEIK6ZPGP62 2036-08-05 2036-08-05 0.605 - 0.605 23844753.00 7588074.99 Other Instrument COLLATERALIZED DEBT OBLIGATION LEHMAN MTG TR 2006-8 2-A1 20361225 FLT 2036-12-25 2036-12-25 0.57 - 0.57 52123683.00 2444991.78 Private Label Collateralized Mortgage Obligations MMCAPS FDG XVIII 2006-18 D 144A 20391227 FLT 2039-12-27 2039-12-27 2.033 - 2.033 8248750.00 4283222.96 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 67588540.00 2343812.81 Other Instrument COLLATERALIZED DEBT OBLIGATION C-BASS CBO XVIII 2007-18 A-1 20470313 FLT 549300OSC26SNVVNAA28 2047-03-13 2047-03-13 0.599 - 0.599 10000000.00 459893.16 Other Instrument COLLATERALIZED DEBT OBLIGATION ATTENUS CDO I 2006-1 B 20360510 FLT 549300K5UF09SNNJUL07 2036-05-10 2036-05-10 1.023 - 1.023 34900.00 19912.84 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFER TERM SEC XXI 2006-21 D 20380322 FLT 2038-03-22 2038-03-22 2.35 - 2.35 33800000.00 15277301.72 Other Instrument COLLATERALIZED DEBT OBLIGATION BAYVIEW COML TR 2006-1 B2 144 20360425 FLT 2036-04-25 2036-04-25 1.85 - 1.85 2200000.00 174510.12 Private Label Collateralized Mortgage Obligations Y N/A N/A 2021-01-04 2021-01-04 2021-02-05 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0060 79997200.00 79997200.00 0.0014 N N N Y Citigroup Global Markets, Inc. 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1 51549.00 47833.69 Equities HUAZHU GROUP LTD SR CV 144A NT 26 549300Y5ML31FVN83730 2026-05-01 2026-05-01 3 - 3 8140000.00 11617299.47 Equities BLACKROCK CAP INVT CORP SR CONV NT 5%22 H88PPRS67HRMQX6CRF26 2022-06-15 2022-06-15 5 - 5 10000000.00 10145666.67 Equities ENVESTNET INC SUB GLBL COCO 25 549300HLWZ5OKIDM8737 2025-08-15 2025-08-15 0.75 - 0.75 11099000.00 11428455.32 Equities PALO ALTO NETWORKS INC SR GLBL COCO 23 549300QXR2YVZV231H43 2023-07-01 2023-07-01 0.75 - 0.75 8673961.00 10820108.57 Equities ATLAS AIR WORLDWIDE HLDGS INC SR COCO 24 549300R0A2TUVCYZB465 2024-06-01 2024-06-01 1.875 - 1.875 8300000.00 9731359.21 Equities GREEN PLAINS INC SR GLBL COCO 24 VJ5WLTHARBSDR14KIZ98 2024-07-01 2024-07-01 4 - 4 8979000.00 11417297.33 Equities Y N/A N/A 2021-02-08 2021-02-08 2021-02-08 N N N 0.0081 160000000.00 160000000.00 0.0027 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.82% 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 1563000.00 13973279.26 Equities INTEGRA LIFESCIENCES HLDGS CP SR GLBL COCO 25 WB7IJCYY8YFTENS4O147 2025-08-15 2025-08-15 0.5 - 0.5 15580000.00 15849352.23 Equities VEONEER INC SR GLBL COCO 24 54930082R4LTC7PERT23 2024-06-01 2024-06-01 4 - 4 12916000.00 15159624.01 Equities ZENDESK INC SR GLBL COCO 25 549300SLI6BN94BKKO36 2025-06-15 2025-06-15 0.625 - 0.625 10000000.00 14107572.22 Equities HUAZHU GROUP LTD SR CV NT0.375%22 549300Y5ML31FVN83730 2022-11-01 2022-11-01 0.375 - 0.375 13149000.00 16382760.96 Equities EXACT SCIENCES CORP SR CV NT0.375%27 549300VM3X1FYD4N9Z14 2027-03-15 2027-03-15 0.375 - 0.375 28273.00 36292.95 Equities RINGCENTRAL INC SR GLBL COCO 26 549300C8EH0H1614VE84 2026-03-15 2026-03-15 N/A 12330000.00 12571668.00 Equities MONGODB INC SR GLBL COCO 26 549300TPTG69WKWE1Z37 2026-01-15 2026-01-15 0.25 - 0.25 11318000.00 16548245.87 Equities ZILLOW GROUP INC SR GLBL COCO 25 2549002XEELQDIR6FU05 2025-05-15 2025-05-15 2.75 - 2.75 5717848.00 10315145.50 Equities BEST INC SR GLBL CV NT 24 529900DFGEHZGJ3B9M87 2024-10-01 2024-10-01 1.75 - 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In a joint trading account with Bank Of America, N.A. at 0.1%, dated 11/30/2020 due 12/01/2020 B4TYDEB6GKMZO031MB27 GIJ775000_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 2041-04-20 2050-03-20 3 - 4.5 1556039401.00 309410719.48 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 303343000.00 303343000.00 0.0052 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 11/30/2020 due 12/01/2020 VJW2DOOHGDT6PR0ZRO63 GIJ912000_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 2020-12-08 2050-11-15 0 - 8.125 1947905.00 1977914.63 U.S. Treasuries (including strips) Federal Farm Credit Bank 2020-12-21 2029-01-23 0.125 - 3.65 773447.00 778778.57 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-25 2050-12-01 0.25 - 9.5 8395194.00 7914750.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-03-20 2050-11-20 2 - 9 1653161.00 1253412.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-12-25 2050-11-01 0.2 - 8 5347796.00 5080612.88 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-08 2032-05-04 0 - 5.375 359888.00 374810.86 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 14.00 13.89 Agency Debentures and Agency Strips Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 17039000.00 17039000.00 0.0003 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.1%, dated 11/30/2020 due 12/01/2020 8NAV47T0Y26Q87Y0QP81 GIJ775000_00431 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 2030-05-15 2030-05-15 0.625 - 0.625 6466477.00 6352880.42 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2058-08-20 2070-10-20 0.804 - 5.238 49278311.00 50470370.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-11-01 2056-07-01 1.5 - 4 237014761.00 201019188.45 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0010 252786000.00 252786000.00 0.0043 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 11/30/2020 due 12/01/2020 E57ODZWZ7FF32TWEFA76 GIJ775000_00276 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 2021-04-01 2057-09-01 0 - 10.5 13705348.00 5131395.21 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-11 2036-07-15 0.375 - 5.625 2169327.00 2971138.74 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2050-05-15 0.125 - 7.625 57569828.00 60811785.60 U.S. Treasuries (including strips) Resolution Funding Corp 2021-01-15 2030-04-15 0 - 8.625 4446675.00 3975799.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-03-15 2050-03-01 0 - 9 21422266.00 7993888.62 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 2908535.00 3281221.24 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-12-15 2049-11-20 2.5 - 10 21759338.00 1767921.42 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-01-05 2023-12-20 2.625 - 3.5 13819.00 14627.94 Agency Debentures and Agency Strips Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 84262000.00 84262000.00 0.0014 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 11/30/2020 due 12/01/2020 MBNUM2BPBDO7JBLYG310 GIJ912000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2021-11-01 2036-03-01 1.5 - 7 219772.00 165639.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-02-15 2055-09-15 2.25 - 9.75 622317.00 54896.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-01 2036-02-01 1.25 - 7 532800.00 428185.71 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 636000.00 636000.00 0.0000 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 11/30/2020 due 12/01/2020 MBNUM2BPBDO7JBLYG310 GIJ775000_00137 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 2021-01-01 2036-02-01 1.25 - 7 211766573.00 170187661.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-11-01 2036-03-01 1.5 - 7 87353253.00 65835305.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-02-15 2055-09-15 2.25 - 9.75 247359272.00 21819469.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 252786000.00 252786000.00 0.0043 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.1%, dated 11/30/2020 due 12/01/2020 1VUV7VQFKUOQSJ21A208 GIJ775000_02102 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 2039-09-15 2050-10-20 2 - 5 166826516.00 75203788.93 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-30 2026-02-15 0.125 - 2.375 71922143.00 75203749.48 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 147458000.00 147458000.00 0.0025 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.1%, dated 11/30/2020 due 12/01/2020 CYYGQCGNHMHPSMRL3R97 GIJ775000_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 2049-03-20 2050-01-20 3.5 - 4.5 8755325.00 4629039.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-11-01 2050-05-01 2.5 - 6 30941077.00 14782320.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2050-09-01 2.425 - 5.5 32948752.00 23562380.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 42131000.00 42131000.00 0.0007 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.1%, dated 11/30/2020 due 12/01/2020 OXTKY6Q8X53C9ILVV871 GIJ912000_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 2021-02-09 2025-10-31 0 - 2.375 9772.00 9816.92 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-01 2050-12-01 2 - 6 16379.00 16100.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-07-15 2070-02-20 2 - 5 3073.00 3177.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2035-09-01 2050-12-01 1.5 - 5 12874.00 12725.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 41000.00 41000.00 0.0000 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.1%, dated 11/30/2020 due 12/01/2020 OXTKY6Q8X53C9ILVV871 GIJ775000_07426 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 2043-07-15 2070-02-20 2 - 5 30884509.00 31932813.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2050-12-01 1.5 - 5 129407776.00 127885342.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-01 2050-12-01 2 - 6 164633656.00 161806072.27 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-09 2025-10-31 0 - 2.375 98212616.00 98657687.13 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 412040000.00 412040000.00 0.0071 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.1%, dated 11/30/2020 due 12/01/2020 549300QJJX6CVVUXLE15 GIJ912000_07749 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 2025-08-01 2050-11-01 2 - 5.5 25358057.00 5818550.65 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-12-08 2050-08-15 0 - 6 63450752.00 66366167.66 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 2049-09-01 3 - 3 3866979.00 2130640.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-09-15 2050-11-20 2.5 - 5.5 63598781.00 41802856.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 113687000.00 113687000.00 0.0020 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.1%, dated 11/30/2020 due 12/01/2020 ES7IP3U3RHIGC71XBU11 GIJ775000_76426 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 2050-11-20 2050-11-20 2 - 2 2913019.00 3047223.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-25 2059-08-01 1.5 - 4.5 422779019.00 313990476.41 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2026-11-30 1.125 - 1.625 717094.00 764776.36 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-03-01 2050-12-01 2 - 6.423 261299521.00 174018752.58 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 481978000.00 481978000.00 0.0083 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.1%, dated 11/30/2020 due 12/01/2020 5U0XI89JRFVHWIBS4F54 GIJ912000_10193 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 2046-03-20 2050-11-20 2 - 4.5 85486217.00 55048081.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 2050-10-01 2 - 3.5 106803757.00 83391816.78 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-28 2044-08-15 0 - 3.125 38035038.00 40118039.56 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-05-01 2050-08-01 2.5 - 3.5 22908188.00 15089955.87 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 189808000.00 189808000.00 0.0033 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.1%, dated 11/30/2020 due 12/01/2020 5U0XI89JRFVHWIBS4F54 GIJ912000_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 82073755.00 47584456.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 46449000.00 46449000.00 0.0008 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.1%, dated 11/30/2020 due 12/01/2020 5U0XI89JRFVHWIBS4F54 GIJ775000_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 600773370.00 348314455.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 340003000.00 340003000.00 0.0058 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 11/30/2020 due 12/01/2020 VYVVCKR63DVZZN70PB21 GIJ912000_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 2023-01-25 2050-11-25 2 - 7.491 16729360.00 13874144.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 2050-11-01 1.5 - 5 14792985.00 15421320.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 28713000.00 28713000.00 0.0005 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 11/30/2020 due 12/01/2020 VYVVCKR63DVZZN70PB21 GIJ775000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 2050-11-01 1.5 - 5 3256074.00 3394376.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-01-25 2050-11-25 2 - 7.491 3682288.00 3053829.14 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 6320000.00 6320000.00 0.0001 N Y Y N Green Bay Redev. Auth. Green Bay Redev. Auth., 0.16% (Green Bay Packaging, Inc. Proj.) Series 2019, LOC Wells Fargo Bank NA VRDN 39269DAA3 US39269DAA37 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 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 0.0016 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 Note Y N/A N/A 2020-12-02 2020-12-08 2021-05-28 Y TOYOTA MOTOR CREDIT CORP 1.0000 8 N N/A N/A N N 0.0035 239000000.00 239000000.00 0.0041 N N N N Fidelity Colchester Street Trust: Money Market Portfolio 2020-12-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer