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Bills, 0.10% 9127962P3 US9127962P31 U.S. Treasury Debt Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0002 1073997390.18 1073997390.18 0.0192 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% to 0.27% 9127962W8 US9127962W81 U.S. Treasury Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0011 742943806.91 742943806.91 0.0133 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% to 0.13% 9127962X6 US9127962X64 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0012 1104886505.45 1104886505.45 0.0197 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.12% 912796TX7 US912796TX79 U.S. Treasury Debt Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0005 547995435.16 547995435.16 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796UA5 US912796UA57 U.S. Treasury Debt Y N/A N/A 2020-06-25 2020-06-25 2020-06-25 N N N 0.0011 554954673.15 554954673.15 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796UB3 US912796UB31 U.S. Treasury Debt Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0012 549936062.50 549936062.50 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.13% 9127963D9 US9127963D91 U.S. Treasury Debt Y N/A N/A 2020-07-14 2020-07-14 2020-07-14 N N N 0.0013 842364146.88 842364146.88 0.0150 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.20% 9127963F4 US9127963F40 U.S. Treasury Debt Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0014 1094773773.00 1094773773.00 0.0195 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127963M9 US9127963M90 U.S. Treasury Debt Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0013 539875200.60 539875200.60 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 912796SV2 US912796SV23 U.S. Treasury Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0011 549966235.50 549966235.50 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.13% 912796WW5 US912796WW59 U.S. Treasury Debt Y N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N N 0.0014 1094832399.30 1094832399.30 0.0195 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.13% 912796WY1 US912796WY16 U.S. Treasury Debt Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0014 1074748944.50 1074748944.50 0.0192 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127963N7 US9127963N73 U.S. Treasury Debt Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0014 503860840.56 503860840.56 0.0090 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127963P2 US9127963P22 U.S. Treasury Debt Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0015 472946242.50 472946242.50 0.0084 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.22% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0013 1102395346.04 1102395346.04 0.0197 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 912796XF1 US912796XF18 U.S. Treasury Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0015 647778597.84 647778597.84 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 9127963Q0 US9127963Q05 U.S. Treasury Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0016 549785731.00 549785731.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796XG9 US912796XG90 U.S. Treasury Debt Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0014 559807147.20 559807147.20 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796XH7 US912796XH73 U.S. Treasury Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0016 549774241.50 549774241.50 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 9127962V0 US9127962V09 U.S. Treasury Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0011 1055243931.91 1055243931.91 0.0188 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127963G2 US9127963G23 U.S. Treasury Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0013 559879191.20 559879191.20 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127963R8 US9127963R87 U.S. Treasury Debt Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0014 433839176.96 433839176.96 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127962G3 US9127962G32 U.S. Treasury Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0016 366218632.00 366218632.00 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127964A4 US9127964A44 U.S. Treasury Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0020 539639998.20 539639998.20 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127963X5 US9127963X55 U.S. Treasury Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0016 534757243.75 534757243.75 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912796TJ8 US912796TJ85 U.S. Treasury Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0016 554748918.00 554748918.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127964H9 US9127964H96 U.S. Treasury Debt Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0016 549672442.00 549672442.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 0.25% 9127963Y3 US9127963Y39 U.S. Treasury Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0014 1094532500.70 1094532500.70 0.0195 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127962H1 US9127962H15 U.S. Treasury Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0017 559691417.60 559691417.60 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0017 249814985.00 249814985.00 0.0045 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796WZ8 US912796WZ80 U.S. Treasury Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0014 534860231.25 534860231.25 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127963Z0 US9127963Z04 U.S. Treasury Debt Y N/A N/A 2020-09-22 2020-09-22 2020-09-22 N N N 0.0023 539610152.40 539610152.40 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.29% 9127962U2 US9127962U26 U.S. Treasury Debt Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0008 539987099.40 539987099.40 0.0096 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-06-01 2021-10-31 2021-10-31 N N N 0.0020 84275451.96 84275451.96 0.0015 N Y Y N Bank of Montreal Bank of Montreal, 0.43% 06367BGR4 NQQ6HPCNCCU6TUTQYE16 US06367BGR42 0000927971 Certificate of Deposit Y N/A N/A 2020-08-18 2020-11-17 2020-11-17 N N N 0.0039 177632713.92 177632713.92 0.0032 N N N N Bank of Montreal Bank of Montreal, 0.45% 06367BAM1 NQQ6HPCNCCU6TUTQYE16 US06367BAM19 0000927971 Certificate of Deposit Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0031 94030315.00 94030315.00 0.0017 N N N N Bank of Montreal Bank of Montreal, 0.46% 06367BAQ2 NQQ6HPCNCCU6TUTQYE16 US06367BAQ23 0000927971 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Bank of Tokyo-Mitsubishi UFJ Ltd., 1.46% 55380TAZ3 C3GTMMZIHMY46P4OIX74 FHC956000 Certificate of Deposit Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0019 185258167.50 185258167.50 0.0033 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.60% 55380TAT7 C3GTMMZIHMY46P4OIX74 FHA720000 Certificate of Deposit Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0019 75093195.00 75093195.00 0.0013 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. 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Mizuho Corporate Bank Ltd., 0.28% 60710AKD3 RB0PEZSDGCO3JS6CEU02 US60710AKD36 Certificate of Deposit Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0014 332014906.80 332014906.80 0.0059 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 1.46% 60710AL67 RB0PEZSDGCO3JS6CEU02 FHC888000 Certificate of Deposit Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 555682983.00 555682983.00 0.0099 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.67% 63873QGM0 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-07-24 2020-07-24 2020-07-24 N N N 0.0012 600503820.00 600503820.00 0.0107 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.85% 63873QGH1 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0012 540572184.00 540572184.00 0.0096 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.06% 63873QEX8 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0004 555107892.00 555107892.00 0.0099 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.45% 78012URR8 ES7IP3U3RHIGC71XBU11 US78012URR85 0001000275 Certificate of Deposit Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0032 115035684.50 115035684.50 0.0021 N N N N Royal Bank of Canada Royal Bank of Canada, 0.98% 78012URZ0 ES7IP3U3RHIGC71XBU11 US78012URZ02 0001000275 Certificate of Deposit Y N/A N/A 2020-06-10 2020-09-10 2020-09-10 N N N 0.0085 160706805.84 160706805.84 0.0029 N N N N Royal Bank of Canada Royal Bank of Canada, 1.34% 78012URT4 ES7IP3U3RHIGC71XBU11 US78012URT42 0001000275 Certificate of Deposit Y N/A N/A 2020-06-04 2020-09-04 2020-09-04 N N N 0.0121 220078650.00 220078650.00 0.0039 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86565B6R7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0017 161005876.50 161005876.50 0.0029 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CED7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0025 265028328.50 265028328.50 0.0047 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CEC9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0026 309030591.00 309030591.00 0.0055 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CEK1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0028 265015343.50 265015343.50 0.0047 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CEH8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0029 235005851.50 235005851.50 0.0042 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CFJ3 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0029 265006890.00 265006890.00 0.0047 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86565CDR7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-17 2020-08-17 2020-08-17 N N N 0.0024 221032862.70 221032862.70 0.0039 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86565B6B2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0011 162008812.80 162008812.80 0.0029 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.42% 86565B6A4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0013 161007663.60 161007663.60 0.0029 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86565CCT4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0019 176103628.80 176103628.80 0.0031 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86565CCV9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0021 153089596.80 153089596.80 0.0027 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.03% 86565CAD1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0019 205178719.00 205178719.00 0.0037 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.03% 86565CAE9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0019 205187923.50 205187923.50 0.0037 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GCX7 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0027 460033074.00 460033074.00 0.0082 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GDJ7 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0030 161001545.60 161001545.60 0.0029 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GDK4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0030 238999402.50 238999402.50 0.0043 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GEA5 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0031 194994793.50 194994793.50 0.0035 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GEB3 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0031 154995784.00 154995784.00 0.0028 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 86564GEM9 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0030 112000000.00 112000000.00 0.0020 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.49% 86564GCG4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0020 227121172.60 227121172.60 0.0041 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.49% 86564GCH2 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0020 150080130.00 150080130.00 0.0027 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.49% 86564GCF6 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0023 171089552.70 171089552.70 0.0031 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.50% 86564GCB5 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0017 131072010.70 131072010.70 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.50% 86564GCC3 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0019 218120619.40 218120619.40 0.0039 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.68% 86564GBR1 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0017 96082790.40 96082790.40 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.03% 86564F7M9 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0014 368296350.40 368296350.40 0.0066 N N N N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86959RFH8 NHBDILHZTYCNBV5UYZ31 US86959RFH84 0001448613 Certificate of Deposit Y N/A N/A 2020-06-11 2020-08-11 2020-08-11 N N N 0.0030 332981085.60 332981085.60 0.0059 N N N N Bank of Montreal London Branch Bank of Montreal London Branch, 1.54% NQQ6HPCNCCU6TUTQYE16 XS2130246395 Certificate of Deposit Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0028 87156626.10 87156626.10 0.0016 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.48% 969500TJ5KRTCJQWXH05 XS2131343704 Certificate of Deposit Y N/A N/A 2020-07-03 2020-07-03 2020-07-03 N N N 0.0034 87095352.00 87095352.00 0.0016 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.68% 529900HNOAA1KXQJUQ27 XS2121409614 Certificate of Deposit Y N/A N/A 2020-06-15 2020-06-15 2020-06-15 N N N 0.0008 279988968.00 279988968.00 0.0050 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.68% 529900HNOAA1KXQJUQ27 XS2125189485 Certificate of Deposit Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0009 177989017.40 177989017.40 0.0032 N N N N KBC Bank NV London KBC Bank NV London, 1.61% 6B2PBRV1FCJDMR45RZ53 XS2128045171 Certificate of Deposit Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0026 183959428.00 183959428.00 0.0033 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.62% RB0PEZSDGCO3JS6CEU02 XS2130065332 Certificate of Deposit Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 138998582.20 138998582.20 0.0025 N N Y N Rabobank Nederland London Branch Rabobank Nederland London Branch, 1.66% DG3RU1DBUFHT4ZF9WN62 XS2123401460 Certificate of Deposit Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0018 174982027.50 174982027.50 0.0031 N N N N Rabobank Nederland London Branch Rabobank Nederland London Branch, 1.66% DG3RU1DBUFHT4ZF9WN62 XS2125225461 Certificate of Deposit Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0019 173978284.80 173978284.80 0.0031 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.27% 95001KGQ1 KB1H1DSPRFMYMCUFXT09 US95001KGQ13 Certificate of Deposit Y N/A N/A 2020-06-29 2020-07-27 2020-07-27 N N N 0.0020 122013627.40 122013627.40 0.0022 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.44% 06417LNW3 L3I9ZG2KFGXZ61BMYR72 US06417LNW36 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-06-15 2020-08-13 2020-08-13 N N N 0.0029 172054128.40 172054128.40 0.0031 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.45% 06417LNK9 L3I9ZG2KFGXZ61BMYR72 US06417LNK97 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-06-22 2020-07-21 2020-07-21 N N N 0.0019 95035720.00 95035720.00 0.0017 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.45% 06417LNL7 L3I9ZG2KFGXZ61BMYR72 US06417LNL70 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-06-24 2020-07-24 2020-07-24 N N N 0.0020 186072279.60 186072279.60 0.0033 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.45% 06417LPR2 L3I9ZG2KFGXZ61BMYR72 US06417LPR23 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-08-13 2020-11-13 2020-11-13 N N N 0.0043 169015176.20 169015176.20 0.0030 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.46% 06417LNJ2 L3I9ZG2KFGXZ61BMYR72 US06417LNJ25 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-06-15 2020-07-15 2020-07-15 N N N 0.0019 565198315.00 565198315.00 0.0101 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.47% 06417LPB7 L3I9ZG2KFGXZ61BMYR72 US06417LPB70 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0033 16004899.20 16004899.20 0.0003 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.09% 06417LPD3 L3I9ZG2KFGXZ61BMYR72 US06417LPD37 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-06-08 2020-09-08 2020-09-08 N N N 0.0095 90034272.00 90034272.00 0.0016 N N N N BPCE SA BPCE SA, 1.61% 05571BFQ1 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0009 119992548.00 119992548.00 0.0021 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.30% 12802VH66 969500P04DQJS4BPM574 GAB487000 Financial Company Commercial Paper Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0012 86980320.60 86980320.60 0.0016 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.30% 12802VH74 969500P04DQJS4BPM574 GAB510000 Financial Company Commercial Paper Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0012 433898747.80 433898747.80 0.0077 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.45% 13608CJB9 2IGI19DL77OX0HC3ZE78 US13608CJB90 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-06-22 2020-07-20 2020-07-20 N N N 0.0014 198087931.80 198087931.80 0.0035 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.46% 13608CHZ8 2IGI19DL77OX0HC3ZE78 US13608CHZ86 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-06-15 2020-07-15 2020-07-15 N N N 0.0014 180074934.00 180074934.00 0.0032 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.85% 13608AJA5 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0017 257875540.80 257875540.80 0.0046 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.85% 13608AJE7 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0016 396809440.00 396809440.00 0.0071 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.09% 13608CJK9 2IGI19DL77OX0HC3ZE78 US13608CJK99 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-06-08 2020-09-08 2020-09-08 N N N 0.0095 348129804.00 348129804.00 0.0062 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.86% 17327AH34 MBNUM2BPBDO7JBLYG310 FHG621000 Financial Company Commercial Paper Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0015 156958552.00 156958552.00 0.0028 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.86% 17327AH59 MBNUM2BPBDO7JBLYG310 FHG630000 Financial Company Commercial Paper Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0014 171953869.60 171953869.60 0.0031 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.25% 17327AGN1 MBNUM2BPBDO7JBLYG310 FJB601000 Financial Company Commercial Paper Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0015 46989707.00 46989707.00 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.59% 31428FHR9 549300B2Q47IR0CR5B54 FHA296000 Financial Company Commercial Paper Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0022 98947965.60 98947965.60 0.0018 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.60% 31428FHU2 549300B2Q47IR0CR5B54 FHA293000 Financial Company Commercial Paper Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0022 26984847.60 26984847.60 0.0005 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.61% 63873JFQ8 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0011 151988144.00 151988144.00 0.0027 N N N N Royal Bank of Canada Royal Bank of Canada, 0.44% 78014XEX1 ES7IP3U3RHIGC71XBU11 US78014XEX12 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0031 192058195.20 192058195.20 0.0034 N N N N Royal Bank of Canada Royal Bank of Canada, 0.44% 78014XEY9 ES7IP3U3RHIGC71XBU11 US78014XEY94 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0031 39011961.30 39011961.30 0.0007 N N N N Royal Bank of Canada Royal Bank of Canada, 0.45% 78014XEZ6 ES7IP3U3RHIGC71XBU11 US78014XEZ69 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0032 183056784.90 183056784.90 0.0033 N N N N Royal Bank of Canada Royal Bank of Canada, 0.91% 78013VHX3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0007 400931950.30 400931950.30 0.0072 N N N N Royal Bank of Canada Royal Bank of Canada, 0.91% 78013VJ45 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0008 343926005.60 343926005.60 0.0061 N N N N Royal Bank of Canada Royal Bank of Canada, 1.01% 78013VJE3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0012 387864976.00 387864976.00 0.0069 N N N N Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.68% 86563GGN6 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0015 41990676.00 41990676.00 0.0007 N N N N Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.75% 86563GGL0 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0015 43490764.95 43490764.95 0.0008 N N N N Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.75% 86563GGM8 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0015 34992373.50 34992373.50 0.0006 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.92% 86960JJ48 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0024 344777406.00 344777406.00 0.0062 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.45% 89120DPQ6 PT3QB789TSUIDF371261 US89120DPQ69 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-06-23 2020-07-23 2020-07-23 N N N 0.0033 466684081.32 466684081.32 0.0083 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.45% 89120DQW2 PT3QB789TSUIDF371261 US89120DQW29 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0031 170056151.00 170056151.00 0.0030 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.47% 89120DRK7 PT3QB789TSUIDF371261 US89120DRK71 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-08-10 2020-11-10 2020-11-10 N N N 0.0045 189616722.72 189616722.72 0.0034 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.48% 89120DQU6 PT3QB789TSUIDF371261 US89120DQU62 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0034 485145063.50 485145063.50 0.0087 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.94% 89120DR43 PT3QB789TSUIDF371261 US89120DR438 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-06-16 2020-09-16 2020-09-16 N N N 0.0079 285123376.50 285123376.50 0.0051 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.37% 89120DR92 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-07-09 2020-10-09 2020-10-09 N N N 0.0130 162039949.20 162039949.20 0.0029 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.50% 89233A6K0 Z2VZBHUMB7PWWJ63I008 US89233A6K02 0000834071 Financial Company Commercial Paper Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0148 63000642.60 63000642.60 0.0011 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.30% 38346LH74 549300Z2ZR7VTUMRPR17 GAC442000 Asset Backed Commercial Paper Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0028 62965702.80 62965702.80 0.0011 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.30% 56274LHS6 549300S0NSJYSOB32S63 GAE200000 Asset Backed Commercial Paper Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0027 43971175.60 43971175.60 0.0008 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. 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BMO Capital Markets Corp., 0.31% RUC0QBLBRPRCU4W1NE59 GBA723000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BARCLAYS PLC SR GLBL NT 25 213800LBQA1Y9L22JB70 2025-05-07 2025-05-07 3.932 - 3.932 7.00 7.45 Corporate Debt Securities PIEDMONT NAT GAS INC SR GLBL NT 50 VXB4M3BDPKF3I2AZ3G89 2050-06-01 2050-06-01 3.35 - 3.35 11900000.00 12332617.89 Corporate Debt Securities HACKENSACK MERIDIAN HEALTH SR GLBL BD 48 2048-07-01 2048-07-01 4.211 - 4.211 32.00 37.43 Corporate Debt Securities TARGET CORP SR GLBL NT 46 8WDDFXB5T1Z6J0XC1L66 2046-04-15 2046-04-15 3.625 - 3.625 6000000.00 7158903.33 Corporate Debt Securities CARNIVAL CORP SR SEC GLBL 23 F1OF2ZSX47CR0BCWA982 2023-04-01 2023-04-01 11.5 - 11.5 6828457.00 7408955.51 Corporate Debt Securities PRUDENTIAL FINL INC SR GLBL NT 47 5PRBRS5FEH7NREC8OR45 2047-12-07 2047-12-07 3.905 - 3.905 7987300.00 8587124.04 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 758125.00 831274.80 Corporate Debt Securities NATIONAL SECS CLEARING CORP SR GLBL 144A 23 549300RYC9NELN2ICA34 2023-04-23 2023-04-23 1.2 - 1.2 1000000.00 1008110.00 Corporate Debt Securities WALMART INC 4.05%48 Y87794H0US1R65VBXU25 2043-10-02 2048-06-29 4.05 - 4.75 12999206.00 16999649.61 Corporate Debt Securities WELLTOWER INC SR GLBL NT 28 T6IZ0MBEG5ACZDTR7D06 2028-04-15 2028-04-15 4.25 - 4.25 3070886.00 3196744.56 Corporate Debt Securities FIVE CORNERS FDG TR II SR 144A NT 30 2030-05-15 2030-05-15 2.85 - 2.85 14000000.00 14274738.33 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 23 2S72QS2UO2OESLG6Y829 2023-09-15 2023-09-15 5.15 - 5.15 8000000.00 9196768.89 Corporate Debt Securities BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT 26 BVHHEFJI6SHNOKQT2572 2026-02-01 2026-02-01 3.65 - 3.65 60000.00 64592.63 Corporate Debt Securities T MOBILE USA INC SR SEC GLBL 30 549300V2JRLO5DIFGE82 2030-04-15 2030-04-15 3.875 - 3.875 15204000.00 16468698.28 Corporate Debt Securities PAYPAL HLDGS INC SR GLBL NT 25 5493005X2GO78EFZ3E94 2025-06-01 2025-06-01 1.65 - 1.65 2000000.00 2043028.33 Corporate Debt Securities BANNER HEALTH SR GLBL 2020A 30 PLD0E0WJKFN8IZJ2WD85 2030-01-01 2030-01-01 2.338 - 2.338 150396.00 151966.76 Corporate Debt Securities PHILLIPS 66 SR GLBL NT3.7%23 5493005JBO5YSIGK1814 2023-04-06 2023-04-06 3.7 - 3.7 10262000.00 10965551.32 Corporate Debt Securities NXP B V / NXP FDG LLC SR 144A NT 21 2021-06-01 2021-06-01 4.125 - 4.125 3170000.00 3331783.59 Corporate Debt Securities VMWARE INC CR SEN SR GLBL25 549300BUDHS3LRWBE814 2025-05-15 2025-05-15 4.5 - 4.5 22248444.00 23953564.75 Corporate Debt Securities MARS INC DEL 3.95%44 54930073HKEO6GZBSS03 2044-04-01 2044-04-01 3.95 - 3.95 553845.00 629463.61 Corporate Debt Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0031 132000000.00 132000000.00 0.0024 N Y Y N BMO Capital Markets Corp. 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BMO Capital Markets Corp., 0.40% RUC0QBLBRPRCU4W1NE59 GBA719000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WPX ENERGY INC SR GLBL NT 23 ZXZE9GCS2BB547GJW219 2023-08-01 2023-08-01 8.25 - 8.25 8500000.00 9449804.17 Corporate Debt Securities HACKENSACK MERIDIAN HEALTH SR GLBL BD 48 2048-07-01 2048-07-01 4.211 - 4.211 1999968.00 2339406.35 Corporate Debt Securities CARNIVAL CORP SR SEC GLBL 23 F1OF2ZSX47CR0BCWA982 2023-04-01 2023-04-01 11.5 - 11.5 9736726.00 10564461.31 Corporate Debt Securities YPF SOCIEDAD ANONIMA SR GLBL REGS 27 5493003N7447U18U5U53 2027-07-21 2027-07-21 6.95 - 6.95 4592044.00 2868746.83 Corporate Debt Securities PROVINCIA DE CORDOBA GLBL REGS NT 24 5299006CLM2Z97AATT29 2024-09-01 2024-09-01 7.45 - 7.45 2750000.00 1232580.56 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.543%27 5493009NTB34VXE1T760 2027-04-06 2030-04-06 3.543 - 3.633 2071598.00 2300016.72 Corporate Debt Securities SPRINT NEXTEL CORP SR NT 7%20 549300JKU50UT08ZWD77 2020-08-15 2020-08-15 7 - 7 8578000.00 8812541.58 Corporate Debt Securities PHILLIPS 66 SR GLBL NT3.7%23 5493005JBO5YSIGK1814 2023-04-06 2023-04-06 3.7 - 3.7 11904000.00 12720125.01 Corporate Debt Securities BAUSCH HEALTH COMPANIES INC SR SEC 144A NT22 B3BS7ACMDUWISF18KY76 2022-03-15 2022-03-15 6.5 - 6.5 2550000.00 2627420.83 Corporate Debt Securities ANIXTER INC SR GLBL NT 21 5493000SM561KPBZQ714 2021-10-01 2021-10-01 5.125 - 5.125 12691000.00 13208246.38 Corporate Debt Securities EOG RES INC SR GLBL NT 50 XWTZDRYZPBUHIQBKDB46 2050-04-15 2050-04-15 4.95 - 4.95 1000000.00 1284157.50 Corporate Debt Securities CPG MERGER SUB LLC SR 144A NT 8%21 2021-10-01 2021-10-01 8 - 8 3029000.00 3070463.64 Corporate Debt Securities BANCO MERCANTILE DEL NORTE SA TIER I PERP GLBL 549300QTVYRPFHS0J362 2500-12-31 2500-12-31 7.5 - 7.5 1672194.00 1622724.93 Corporate Debt Securities BOOKING HOLDINGS INC SR GLBL NT4.1%25 FXM8FAOHMYDIPD38UZ17 2025-04-13 2025-04-13 4.1 - 4.1 197201.00 216163.63 Corporate Debt Securities FORD MTR CO DEL SR GLBL NT 9%25 20S05OYHG0MQM4VUIC57 2023-04-21 2025-04-22 8.5 - 9 16211380.00 17266596.89 Corporate Debt Securities DOLLAR GEN CORP NEW SR GLBL NT 50 OPX52SQVOZI8IVSWYU66 2050-04-03 2050-04-03 4.125 - 4.125 999997.00 1189113.10 Corporate Debt Securities TENET HEALTHCARE CORP SR SEC GLBL 27 0W9AIBT6U6ADJ2I8HK17 2027-11-01 2027-11-01 5.125 - 5.125 1000000.00 1038986.11 Corporate Debt Securities SEALED AIR CORP NEW SR 144A NT6.5%20 Q0M0CZB4YN6JZ65WXI09 2020-12-01 2020-12-01 6.5 - 6.5 4686000.00 4813172.83 Corporate Debt Securities PETROBRAS GLBL FIN B V SR GLBL NT 15 549300FNENFFSMO3GT38 2115-06-05 2115-06-05 6.85 - 6.85 6850000.00 6717167.08 Corporate Debt Securities GAP INC SR NT 5.95%21 T2ZG1WRWZ4BUCMQL9224 2021-04-12 2021-04-12 5.95 - 5.95 34122000.00 35530148.59 Corporate Debt Securities GLOBAL A&T ELECTRONICS LTD SR SEC NT 8.5%23 54930083GODGBHODQ153 2023-01-12 2023-01-12 8.5 - 8.5 800000.00 700640.44 Corporate Debt Securities CIMPOR FINL OPERATIONS BV SR REGS NT 24 213800IVMAMWIHPCZJ07 2024-07-17 2024-07-17 5.75 - 5.75 2800000.00 1263033.33 Corporate Debt Securities MATTEL INC SR GLBL NT6.2%40 549300VELLG24KHTJ564 2040-10-01 2040-10-01 6.2 - 6.2 1000000.00 869988.89 Corporate Debt Securities CONAGRA BRANDS INC SR GLBL NT4.6%25 54930035UDEIH090K650 2025-11-01 2025-11-01 4.6 - 4.6 1750000.00 2007001.11 Corporate Debt Securities ROPER TECHNOLOGIES INC SR GLBL NT 29 54930003T4SXCIWVXY35 2029-09-15 2029-09-15 2.95 - 2.95 3000000.00 3144881.67 Corporate Debt Securities APPLE INC SR GLBL NT 3%24 HWUPKR0MPOU8FGXBT394 2024-02-09 2024-02-09 3 - 3 3937000.00 4294309.00 Corporate Debt Securities FIDELITY & GTY LIFE HLDGS INC SR GLBL 144A 25 549300WCR5QBFH98VZ75 2025-05-01 2025-05-01 5.5 - 5.5 25862035.00 27783009.49 Corporate Debt Securities UNITED RENTALS NORTH AMER INC SR NT 5.5%25 NGIZXNT70J2LYT3FBI09 2025-07-15 2025-07-15 5.5 - 5.5 7736000.00 8140377.91 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR NT 4.5%20 2020-10-01 2020-10-01 4.5 - 4.5 5500000.00 5527225.00 Corporate Debt Securities NORTHROP GRUMMAN CORP SR GLBL NT4.4%30 RIMU48P07456QXSO0R61 2030-05-01 2030-05-01 4.4 - 4.4 4000000.00 4843146.67 Corporate Debt Securities NEWFIELD EXPL CO SR NT 5.375%26 T8W3X1PFLPW2YE0UIP44 2026-01-01 2026-01-01 5.375 - 5.375 3367000.00 3040795.69 Corporate Debt Securities ENCANA CORP SR NT 3.9%21 2021-11-15 2021-11-15 3.9 - 3.9 4000000.00 3852906.67 Corporate Debt Securities PSEG PWR LLC SR NT 4.3%23 2023-11-15 2023-11-15 4.3 - 4.3 5000000.00 5492361.11 Corporate Debt Securities XPLORNET COMMUNICATIONS INC 9.625%22 2138007ZVGYYNWEGU394 2022-06-01 2022-06-01 9.625 - 9.625 15525000.00 16651964.06 Corporate Debt Securities OI SA GLBL PIK NT10%25 254900YEMWCRRAGD4978 2025-07-27 2025-07-27 10 - 10 1597000.00 1276269.17 Corporate Debt Securities CINCINNATI BELL INC NEW SR GLBL 144A 24 549300JYVZOCUJOHL272 2024-07-15 2024-07-15 7 - 7 12033000.00 12797764.00 Corporate Debt Securities MICROSOFT CORP SR GLBL NT 24 INR2EJN1ERAN0W5ZP974 2024-02-06 2024-02-06 2.875 - 2.875 3000000.00 3269982.92 Corporate Debt Securities IHS MARKIT LTD SR GLBL 144A 25 549300HLPTRASHS0E726 2025-02-15 2025-02-15 4.75 - 4.75 2000000.00 2217784.44 Corporate Debt Securities VMWARE INC CR SEN SR GLBL25 549300BUDHS3LRWBE814 2025-05-15 2027-05-15 4.5 - 4.65 2988435.00 3224795.33 Corporate Debt Securities SABINE PASS LIQUEFACTION LLC SR SEC NT 21 549300KJYBG7C6WJYZ11 2021-02-01 2021-02-01 5.625 - 5.625 5807000.00 6030148.49 Corporate Debt Securities SYSCO CORP CR SEN SR GLBL40 5RGWIFLMGH3YS7KWI652 2040-04-01 2040-04-01 6.6 - 6.6 2000000.00 2504960.00 Corporate Debt Securities COGENT COMM HOLDINGS INC SR SEC 144A NT22 549300KFWFYF8Q1U0Y26 2022-03-01 2022-03-01 5.375 - 5.375 725000.00 756275.69 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 4.6%052645 UE2136O97NLB5BYP9H04 2045-05-26 2045-05-26 4.6 - 4.6 2500000.00 3012158.33 Corporate Debt Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0040 244000000.00 244000000.00 0.0044 N Y Y N BNP Paribas BNP Paribas, 0.25% R0MUWSFPU8MPRO8K5P83 GBA724000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2021-09-11 2500-12-31 1.434 - 9.5 217985516.00 229954790.76 Corporate Debt Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0025 219000000.00 219000000.00 0.0039 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.35% 7VHWWWW4UJS7NUM3PT30 GBA725000 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 31178253.00 403931781.04 Equities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0035 374000000.00 374000000.00 0.0067 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.78% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CFCRE COML MTG TR 2016-C3 D 20480110 3.05200 2048-01-10 2048-01-10 3.052 - 3.052 3.00 1.91 Private Label Collateralized Mortgage Obligations WELLS FARGO CO TR 2018-C43 D 20510317 3.00000 549300RVQJTKIK3XGD11 2051-03-17 2051-03-17 3 - 3 7285603.00 4380631.52 Private Label Collateralized Mortgage Obligations CWALT INC ALT LN TR 2006-OA9 2-A-1A 20460720 FLT 2046-07-20 2046-07-20 0.381 - 0.381 32423.00 3244.55 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-UBS6 D 20471212 FLT 2047-12-12 2047-12-12 3.947 - 3.947 2.00 0.83 Private Label Collateralized Mortgage Obligations COMM MTG TR 2015-CCRE26 D 20481013 FLT 2048-10-13 2048-10-13 3.481 - 3.481 529198.00 323708.04 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2015-GC34 D 20481013 2.97900 54930070360RBP384M53 2048-10-13 2048-10-13 2.979 - 2.979 15571655.00 6797868.28 Private Label Collateralized Mortgage Obligations CITIGRP COML MTG TR 2016-P3 D 20490416 2.80400 2049-04-16 2049-04-16 2.804 - 2.804 8733746.00 5370527.92 Private Label Collateralized Mortgage Obligations CSAIL COML MTG TR 2017-C8 D 20500617 FLT 2050-06-17 2050-06-17 4.47 - 4.47 6999999.00 5121624.32 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2016-C32 D 20491217 FLT 2049-12-17 2049-12-17 3.396 - 3.396 12627000.00 7715063.33 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 2015-GC29 D 20480410 3.11000 2048-04-10 2048-04-10 3.11 - 3.11 48.00 34.61 Private Label Collateralized Mortgage Obligations DBJPM MTG TR 2016-C1 D 20490512 FLT 2049-05-12 2049-05-12 3.347 - 3.347 21116000.00 12282849.77 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2017-P8 D 20500916 3.00000 2050-09-16 2050-09-16 3 - 3 8988887.00 3923184.75 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2017-B1 D 20500817 3.00000 2050-08-17 2050-08-17 3 - 3 9999981.00 5711302.48 Private Label Collateralized Mortgage Obligations GREENWICH CAP CMBS 2005-GG3 XC 144 20420812 FLT 2042-08-12 2042-08-12 0.722 - 0.722 484390000.00 16403.69 Private Label Collateralized Mortgage Obligations COMM MTG TR 2015-CCRE24 D 20480812 FLT 2048-08-12 2048-08-12 3.463 - 3.463 1077.00 734.11 Private Label Collateralized Mortgage Obligations WELLS FARGO COM MTG 2019-C53 D 20521018 2.50000 2052-10-18 2052-10-18 2.5 - 2.5 5181743.00 2566633.61 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2017-P7 D 20500415 3.25000 2050-04-15 2050-04-15 3.25 - 3.25 13159000.00 6782922.06 Private Label Collateralized Mortgage Obligations JP MORGAN COM MTG 2004-CIBC8 X1 144 20390112 FLT 2039-01-12 2039-01-12 N/A 360000000.00 15094.42 Private Label Collateralized Mortgage Obligations COMM MTG TR 2015-LC23 E 20481013 FLT 2048-10-13 2048-10-13 3.645 - 3.645 29820.00 15414.79 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2017-C38 D 20500715 3.00000 2050-07-15 2050-07-15 3 - 3 12499999.00 7483653.57 Private Label Collateralized Mortgage Obligations CSAIL COML MTG TR 2017-CX9 D 20500916 FLT 2050-09-16 2050-09-16 4.152 - 4.152 12499595.00 7123844.59 Private Label Collateralized Mortgage Obligations CWALT INC 2006-5T2 A-1 20360425 FLT 2036-04-25 2036-04-25 0.668 - 0.668 107963.00 4512.07 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-07-03 2020-07-03 2020-08-31 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0078 72000000.00 72000000.00 0.0013 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.03% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP GLOBAL MKTS HLDGS IN SR IDX ZRO LKD22 82VOJDD5PTRDMVVMGV31 2022-09-29 2022-09-29 N/A 10616.00 10586.28 Corporate Debt Securities RENAISSANCE HEQ 2004-4 MF-3 20350225 5.41700 2035-02-25 2035-02-25 5.417 - 5.417 5.00 0.95 Asset-Backed Securities AEGIS ABS 2005-1 M6 20350325 FLT 2035-03-25 2035-03-25 0.958 - 0.958 13.00 3.40 Asset-Backed Securities DEUTSCHE MTG RE-REMIC 2007-RS8 2-A-2 20360928 FLT 2036-09-28 2036-09-28 1.197 - 1.197 12601482.00 5494007.06 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG VII 2006-7 A1LB 1 20370205 FLT O6FH5MIKN9JCILM69649 2037-02-05 2037-02-05 1.041 - 1.041 30000000.00 15095817.60 Other Instrument COLLATERALIZED DEBT OBLIGATION LNR CDO III 2005-3 LTD B 20430302 FLT 549300E7M5RWOTY1BF30 2043-03-02 2043-03-02 2.503 - 2.503 10000000.00 156981.65 Other Instrument COLLATERALIZED DEBT OBLIGATION ML-CFC COML MTG TR 2006-4 C 20491212 FLT 2049-12-12 2049-12-12 5.324 - 5.324 498000.00 103948.32 Private Label Collateralized Mortgage Obligations N-STAR REAL EST CDO IX 2007-9 A-3 20520807 FLT 2052-08-07 2052-08-07 2.523 - 2.523 5500000.00 1768480.08 Other Instrument COLLATERALIZED DEBT OBLIGATION CITIGROUP MTG LN TR 2007-FS1 A-2A 20371025 FLT 2037-10-25 2037-10-25 1.418 - 1.418 12000000.00 1225526.25 Asset-Backed Securities FIELDSTONE MTG INV 2005-1 M7 20350325 FLT 2035-03-25 2036-02-25 0.843 - 2.043 3340.00 677.00 Asset-Backed Securities HARBORVIEW MTG LN TR 2005-9 B-8 20350620 FLT 2035-06-20 2035-06-20 1.921 - 1.921 11930000.00 56805.24 Private Label Collateralized Mortgage Obligations CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 20 82VOJDD5PTRDMVVMGV31 2020-10-13 2020-10-13 N/A 4321.00 4284.70 Corporate Debt Securities LNR CDO IV LTD 2006-1 A 144A 20430528 FLT 549300FIVXZ33M229N06 2043-05-28 2043-05-28 0.791 - 0.791 99100046.00 194807.98 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG IX 2007-9 A-1LB 20380505 FLT 549300CT01X2OUNHMJ08 2038-05-05 2038-05-05 2.54 - 2.79 41000000.00 21650940.33 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG II 2005-2 B 144A 20351105 FLT 8Z9UQTNXEECO8ECQHB85 2035-11-05 2035-11-05 1.441 - 1.441 31112.00 8507.91 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG III 2005-3 B-1 20360205 FLT U03UUQ0VYFBPHFC9G558 2036-02-05 2036-02-05 2.691 - 2.691 4003000.00 1178057.55 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG 2006-6 C 144A 20361205 FLT BUHFNQJBNOAUZ24NY591 2036-12-05 2036-12-05 1.241 - 1.241 1277161.00 114857.97 Other Instrument COLLATERALIZED DEBT OBLIGATION KODIAK CDO I LTD 2006-1 B 144A 20370807 FLT 2037-08-07 2037-08-07 2.392 - 2.392 2417263.00 1550581.23 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0103 45000000.00 45000000.00 0.0008 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.03% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2022-12-15 1.125 - 1.625 81346600.00 90204643.01 U.S. Treasuries (including strips) Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0103 88000000.00 88000000.00 0.0016 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.10% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2020-10-13 2051-11-25 0 - 7.582 1106558118.00 144810282.71 Other Instrument MORTGAGE Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0110 134000000.00 134000000.00 0.0024 N N N Y Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) 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HSBC Securities, Inc., 0.30% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALTRIA GROUP INC SR GLBL NT 25 XSGZFLO9YTNO9VCQV219 2025-05-06 2025-05-06 2.35 - 2.35 2540000.00 2629767.13 Corporate Debt Securities INTERCONTINENTAL EXCHANGE INC SR GLBL NT 3%50 5493000F4ZO33MV32P92 2030-06-15 2050-06-15 2.1 - 3 8589956.00 8648135.84 Corporate Debt Securities DTE ELEC CO -A 3.95%49 9N0FWODEJVKHC2DYLO03 2049-03-01 2049-03-01 3.95 - 3.95 55000.00 66000.31 Corporate Debt Securities LILLY ELI & CO SR GLBL NT3.1%27 FRDRIPF3EKNDJ2CQJL29 2027-05-15 2027-05-15 3.1 - 3.1 62000.00 68086.88 Corporate Debt Securities CITIGROUP INC SR NT 2.9%21 6SHGI4ZSSLCXXQSBB395 2021-12-08 2021-12-08 2.9 - 2.9 40000.00 41597.40 Corporate Debt Securities GILEAD SCIENCES INC SR NT 4.8%44 549300WTZWR07K8MNV44 2044-04-01 2044-04-01 4.8 - 4.8 29000.00 38160.33 Corporate Debt Securities BANK AMER CORP FR 3.499%051722 9DJT3UXIJIZJI4WXO774 2022-05-17 2022-05-17 3.499 - 3.499 172000.00 176261.53 Corporate Debt Securities HYUNDAI CAP AMER INC FR 5.875%040725 549300RIPPWJB5Z0FK07 2025-04-07 2025-04-07 5.875 - 5.875 33000.00 36235.52 Corporate Debt Securities CONSTELLATION BRANDS INC SR GLBL NT 50 5493005GKEG8QCVY7037 2050-05-01 2050-05-01 3.75 - 3.75 755000.00 772458.12 Corporate Debt Securities LIMA METRO LINE 2 FIN LTD SR SEC GLBL 36 5493009BVQNQT1UKQ352 2036-04-05 2036-04-05 4.35 - 4.35 740000.00 775471.90 Corporate Debt Securities MOLSON COORS BEVERAGE CO SR GLBL NT 3%26 54930073LBBH6ZCBE225 2026-07-15 2026-07-15 3 - 3 14000000.00 14206313.33 Corporate Debt Securities ABBVIE INC SR GLBL 144A 24 FR5LCKFTG8054YNNRU85 2024-11-21 2024-11-21 2.6 - 2.6 2743000.00 2878635.25 Corporate Debt Securities WILLIS NORTH AMER INC SR GLBL NT 29 5493004KVU1HWZCP0C66 2029-09-15 2029-09-15 2.95 - 2.95 1000000.00 1028103.89 Corporate Debt Securities WELLPOINT INC SR NT 4.65%44 8MYN82XMYQH89CTMTH67 2044-08-15 2044-08-15 4.65 - 4.65 93000.00 116281.93 Corporate Debt Securities BOEING CO CR SEN SR GLBL60 RVHJWBXLJ1RFUBSY1F30 2060-05-01 2060-05-01 5.93 - 5.93 50000000.00 57577402.78 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 27 2S72QS2UO2OESLG6Y829 2027-03-16 2048-09-15 4.125 - 4.522 5333000.00 6300853.98 Corporate Debt Securities SPECTRA ENERGY PARTNERS LP SR NT 4.75%24 2HKVXE7U4NF5B6UGSU72 2024-03-15 2024-03-15 4.75 - 4.75 1092000.00 1218457.85 Corporate Debt Securities PRICELINE GRP INC SR GLBL NT 28 FXM8FAOHMYDIPD38UZ17 2028-03-15 2028-03-15 3.55 - 3.55 5234000.00 5502227.96 Corporate Debt Securities VALERO ENERGY CORP SR GLBL NT 25 549300XTO5VR8SKV1V74 2025-04-15 2045-03-15 2.85 - 4.9 22676000.00 24636385.00 Corporate Debt Securities HOLLYFRONTIER CORP SR NT 5.875%26 549300J3U2WK73C9ZK26 2026-04-01 2026-04-01 5.875 - 5.875 8000000.00 8624122.22 Corporate Debt Securities MICROSOFT CORP SR NT 3.625%23 INR2EJN1ERAN0W5ZP974 2023-12-15 2023-12-15 3.625 - 3.625 40000.00 44986.96 Corporate Debt Securities BROADCOM INC SR GLBL 144A 26 549300WV6GIDOZJTV909 2026-04-15 2026-04-15 4.25 - 4.25 12661000.00 13570622.51 Corporate Debt Securities FLORIDA PWR & LT CO 1ST MTG 4.125%42 A89MY1K3YLIGJMYWVX50 2042-02-01 2042-02-01 4.125 - 4.125 5000.00 6185.20 Corporate Debt Securities BERKSHIRE HATHAWAY INC DEL SR NT 4.5%43 5493000C01ZX7D35SD85 2043-02-11 2043-02-11 4.5 - 4.5 50000000.00 64100500.00 Corporate Debt Securities BNP PARIBAS FR 3.052%011331 R0MUWSFPU8MPRO8K5P83 2031-01-13 2031-01-13 3.052 - 3.052 715000.00 738916.59 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT 5.75%22 784F5XWPLTWKTBV3E584 2022-01-24 2022-01-24 5.75 - 5.75 500000.00 547717.64 Corporate Debt Securities APPLE INC SR GLBL NT 30 HWUPKR0MPOU8FGXBT394 2030-05-11 2030-05-11 1.65 - 1.65 1410000.00 1428802.35 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT 25 51M0QTTNCGUN7KFCFZ59 2025-10-15 2025-10-15 3.95 - 3.95 18000.00 20586.56 Corporate Debt Securities PHILLIPS 66 SR GLBL NT 44 5493005JBO5YSIGK1814 2044-11-15 2044-11-15 4.875 - 4.875 45000.00 55846.16 Corporate Debt Securities PHILLIPS 66 PARTNERS LP SR GLBL NT 29 549300TL5L4IG0H4FX64 2029-12-15 2029-12-15 3.15 - 3.15 11135000.00 11109194.64 Corporate Debt Securities CVS HEALTH CORP 4.78%38 549300EJG376EN5NQE29 2038-03-25 2038-03-25 4.78 - 4.78 40000.00 49055.11 Corporate Debt Securities WORLD BANK ZTMSNXROF84AHWJNKQ93 2021-07-23 2029-10-23 1.75 - 2.75 2516000.00 2695449.38 Other Instrument INTERNATIONAL DEBT DELL INTL LLC/EMC CORP CR SEN SR SEC 27 2027-07-15 2027-07-15 6.1 - 6.1 115000.00 129001.51 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL 144A 26 HLYYNH7UQUORYSJQCN42 2026-06-15 2026-06-15 3.2 - 3.2 34000.00 38648.06 Corporate Debt Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0030 219000000.00 219000000.00 0.0039 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.25% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CONSOLIDATED EDISON CO N Y INC SR GLBL 2020 B50 VZFZPMWDHTQCFKYOBP05 2050-04-01 2050-04-01 3.95 - 3.95 236.00 275.86 Corporate Debt Securities EUROPEAN INVT BK GLBL NT 1.375%21 5493006YXS1U5GIHE750 2020-09-15 2022-06-15 1.375 - 2.875 2841000.00 2937756.24 Corporate Debt Securities PERNOD RICARD SA SR GLBL REGS 22 52990097YFPX9J0H5D87 2022-01-15 2022-01-15 4.45 - 4.45 2818000.00 3021357.84 Corporate Debt Securities BOC AVIATION PTE LTD FR 3.5%101024 254900H06V5RMEB3KE72 2024-10-10 2024-10-10 3.5 - 3.5 555236.00 572561.52 Corporate Debt Securities SINOPEC GRP OVSEAS DEV 2012 SR GLBL REGS 22 2022-05-17 2022-05-17 3.9 - 3.9 1961000.00 2050990.29 Corporate Debt Securities GENERAL MTRS CO SR GLBL FL NT 21 54930070NSV60J38I987 2021-09-10 2021-09-10 1.796 - 1.796 1061000.00 1002380.93 Corporate Debt Securities WISCONSIN PUB SVC CORP 3.35% SNR 21 549300BJRHJVYNUMQZ30 2021-11-21 2021-11-21 3.35 - 3.35 23000.00 23914.35 Corporate Debt Securities PEPSICO INC SR GLBL NT 49 FJSUNZKFNQ5YPJ5OT455 2049-07-29 2049-07-29 3.375 - 3.375 796.00 908.90 Corporate Debt Securities AT&T BROADBAND CORP SR GLBL NT 22 2022-11-15 2022-11-15 9.455 - 9.455 637000.00 776195.29 Corporate Debt Securities IBM CREDIT LLC SR NT 2.2%22 549300ZNLJL43AQTG067 2022-09-08 2022-09-08 2.2 - 2.2 109000.00 113877.75 Corporate Debt Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0025 10000000.00 10000000.00 0.0002 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.40% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2049-12-31 2500-12-31 N/A 11565304.00 455891664.70 Equities Y N/A N/A 2020-06-05 2020-06-05 2020-06-10 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0040 422000000.00 422000000.00 0.0075 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.40% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-06-17 2115-09-15 0 - 7.5 396390270.00 423267541.67 Corporate Debt Securities Y N/A N/A 2020-06-05 2020-06-05 2020-06-08 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0040 403000000.00 403000000.00 0.0072 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.30% K5HU16E3LMSVCCJJJ255 GBA732000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INSURANCE ACQUISITION CORP UNIT EX 033124 5493000DBZBX1I1QVY71 2500-12-31 2500-12-31 N/A 46000.00 465520.00 Equities COLLECTIVE GROWTH CORP UNIT EX 042925 2500-12-31 2500-12-31 N/A 350000.00 3472000.00 Equities EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 549300NELT611CL6XM83 2500-12-31 2500-12-31 N/A 403860.00 7931810.40 Equities FINTECH ACQUISITION CORP III UNIT EX 120123 2500-12-31 2500-12-31 N/A 74613.00 804328.14 Equities CHURCHILL CAP CORP III COM 2500-12-31 2500-12-31 N/A 165900.00 1732855.00 Equities TUSCAN HOLDINGS CORP UNIT 549300J4UX9OMHSTKS35 2500-12-31 2500-12-31 N/A 150000.00 1537500.00 Equities NEW PROVIDENCE ACQUISITION UNIT EX 090124 2500-12-31 2500-12-31 N/A 279500.00 2795000.00 Equities PINDUODUO INC SPONSORED ADS 5493000573DS7005T657 2500-12-31 2500-12-31 N/A 14000.00 845040.00 Equities DFP HEALTHCARE ACQUISITNS CORP UNIT EXP 033125 2500-12-31 2500-12-31 N/A 100000.00 1005500.00 Equities CC NEUBERGER PRINCIPAL HLDNG I UNIT 2500-12-31 2500-12-31 N/A 201000.00 2040150.00 Equities EXPERIENCE INVT CORP UNIT EX 090126 2500-12-31 2500-12-31 N/A 104300.00 1023183.00 Equities DMY TECHNOLOGY GROUP INC UNIT 2500-12-31 2500-12-31 N/A 210000.00 2116800.00 Equities FORTRESS VALUE ACQUISITION COR UNIT 2500-12-31 2500-12-31 N/A 150000.00 1500000.00 Equities TRINE ACQUISITION CORP UNIT EX 033121 2500-12-31 2500-12-31 N/A 423500.00 4264645.00 Equities INTERPRIVATE ACQUISITION CORP UNIT EX 102924 2500-12-31 2500-12-31 N/A 84183.00 843513.66 Equities ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2500-12-31 2500-12-31 N/A 2128500.00 41229045.00 Equities CHURCHILL CAP CORP II UNIT 2500-12-31 2500-12-31 N/A 175000.00 1995000.00 Equities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0030 70000000.00 70000000.00 0.0012 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.44% 7TK5RJIZDFROZCA6XF66 GBA730000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2500-12-31 2500-12-31 N/A 5047249.00 258129499.49 Equities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0044 239000000.00 239000000.00 0.0043 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.60% 7TK5RJIZDFROZCA6XF66 GBA731000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2025-01-31 1.375 - 2.625 19398800.00 20401102.33 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0060 20000000.00 20000000.00 0.0004 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.07% 7TK5RJIZDFROZCA6XF66 GAC892000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LOS ANGELES CALIF CMNTY REDEV CUSTODIAL RCPTS-HOLLYWOO 2042-04-15 2042-04-15 4.95 - 4.95 43190000.00 35545456.38 Other Instrument MUNICIPAL DEBT NEW YORK ST TWY AUTH GEN REV J 2019 2053-01-01 2053-01-01 4 - 4 4632074.00 5073428.30 Other Instrument MUNICIPAL DEBT CALIFORNIA ST GO REFUNDING BDS 2007 2032-08-01 2032-08-01 5.25 - 5.25 22999282.00 32865935.65 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0107 67000000.00 67000000.00 0.0012 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.07% 7TK5RJIZDFROZCA6XF66 GAC891000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ANGLO AMERICAN CAPITAL PLC SR 144A NT 25 TINT358G1SSHR3L3PW36 2025-05-14 2025-05-14 4.875 - 4.875 331000.00 358695.18 Corporate Debt Securities BARCLAYS PLC SUB GLBL NT 28 213800LBQA1Y9L22JB70 2028-05-09 2028-05-09 4.836 - 4.836 601000.00 650899.03 Corporate Debt Securities BNP PARIBAS FR 3.052%011331 R0MUWSFPU8MPRO8K5P83 2031-01-13 2031-01-13 3.052 - 3.052 590000.00 609735.37 Corporate Debt Securities ING GROEP N V / ING BK N V SR 144A NT 26 549300NYKK9MWM7GGW15 2026-01-06 2026-01-06 4.625 - 4.625 207000.00 241732.85 Corporate Debt Securities ONTARIO PWR GENERATION INC 2020-06-23 2020-06-23 N/A 3000000.00 2999223.00 Money Market NATWEST MKTS PLC US MEDIUM VR 032919-092922 RR3QWICWWIPCS8A4S074 2022-09-29 2022-09-29 2.775 - 2.775 75000.00 74993.36 Corporate Debt Securities SOCIETE GENERALE MTN 144A FR 3%012230 O2RNE8IBXP4R0TD8PU41 2030-01-22 2030-01-22 3 - 3 5574000.00 5603226.34 Corporate Debt Securities US TREASURY 254900HROIFWPRGM1V77 2027-01-31 2027-01-31 1.5 - 1.5 26600.00 28495.62 U.S. Treasuries (including strips) MORGAN STANLEY VR 042417-050824 IGJSJL3JD5P30I6NJZ34 2024-05-08 2024-05-08 1.668 - 1.668 40000.00 39720.91 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE VR 052218-102821 UE2136O97NLB5BYP9H04 2021-10-28 2021-10-28 1.317 - 1.317 170000.00 169970.11 Corporate Debt Securities HBOS PLC MEDIUM TERM SUB NT FR 6%110133 213800RS21X7UUH5QU25 2033-11-01 2033-11-01 6 - 6 3975000.00 5106033.25 Corporate Debt Securities ALTRIA GROUP INC 4.8%29 XSGZFLO9YTNO9VCQV219 2029-02-14 2059-02-14 4.8 - 6.2 596000.00 710263.13 Corporate Debt Securities NISSAN MTR ACCEP CORP VR 071317-071322 7D6DIU2QXTUJRFNNJA49 2022-07-13 2022-07-13 1.961 - 1.961 1450000.00 1285825.50 Corporate Debt Securities PHILLIPS 66 2020-06-05 2020-06-05 N/A 5000000.00 4999625.00 Money Market MORGAN STANLEY VR 042116-042121 IGJSJL3JD5P30I6NJZ34 2021-04-21 2021-04-21 2.509 - 2.509 2650000.00 2678907.23 Corporate Debt Securities ESAL GMBH SR NT REG S 23 529900RVHZ2M1RC3JM20 2023-02-05 2023-02-05 6.25 - 6.25 200000.00 205858.33 Corporate Debt Securities BPCE SR NON PFD MED TM NT 144A FR 2.375%011425 9695005MSX1OYEMGDF46 2022-05-22 2025-01-14 1.578 - 2.375 2469000.00 2472217.85 Corporate Debt Securities Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0107 27000000.00 27000000.00 0.0005 N N N Y Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.80% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ML FF MTG LN TR 2007-H1 2-A2 20371025 FLT 2037-10-25 2037-10-25 1.918 - 1.918 6447000.00 2989393.46 Asset-Backed Securities DIREXION SHS ETF TR DLY S&P500 BR 1X 549300T7XOX6HMMC6T83 2500-12-31 2500-12-31 N/A 8.00 188.40 Equities INDEXIQ ETF TR HEDGE MLTI ETF 549300GO30U3VROX3G48 2500-12-31 2500-12-31 N/A 106.00 3167.28 Equities RISE ED CAYMAN LTD SPONSORED ADR 2500-12-31 2500-12-31 N/A 265574.00 921541.78 Equities HOME EQUITY ASSET TR 2005-8 M-2 20360225 FLT 2036-02-25 2036-02-25 0.618 - 0.618 200000.00 183494.10 Asset-Backed Securities INVESCO EXCHANGE TRADED FD TR AEROSPACE DEFN 2500-12-31 2500-12-31 N/A 47.00 2701.56 Equities FREMONT HM LN TR 2004-2 M-1 20340725 FLT 2034-07-25 2034-07-25 1.023 - 1.023 3300000.00 2078961.02 Asset-Backed Securities CHURCHILL CAP CORP III UNIT EX 030127 2500-12-31 2500-12-31 N/A 4079.00 42625.55 Equities FIRST TR EXCH TRADED FD III MANAGD MUN ETF 549300DKYQCUWNKGQV17 2500-12-31 2500-12-31 N/A 19.00 1028.66 Equities MOUNTAIN VIEW CLO IX 2015-9R E 20310715 FLT 2031-07-15 2031-07-15 9.239 - 9.239 2000000.00 892123.93 Asset-Backed Securities GRAMERCY REAL ESTATE 2006-1 H 20410725 FLT 549300MQNU6SEPAZRW33 2041-07-25 2041-07-25 3.44 - 3.44 13499990.00 3113363.01 Other Instrument COLLATERALIZED DEBT OBLIGATION THL CR WIND RIVER CLO 2015-2 F 20271015 FLT 2549008107XSHXNMJI27 2027-10-15 2027-10-15 9.019 - 9.019 4499980.00 2351568.39 Asset-Backed Securities BANK 2018-BNK11 X-E 20610317 FLT 2061-03-17 2061-03-17 1.384 - 1.384 13893000.00 1235549.19 Private Label Collateralized Mortgage Obligations MASCO CORP SR GLBL NT 25 5GCSNMQXHEYA1JO8QN11 2025-04-01 2025-04-01 4.45 - 4.45 2000.00 2180.56 Corporate Debt Securities WACHOVIA MTG LN TR 2005-WMC1 M-2 20351025 FLT 2035-10-25 2035-10-25 0.858 - 0.858 1961950.00 1722447.94 Asset-Backed Securities C-BASS TRUST 2007-CB4 A-1B 20370425 FLT 2037-04-25 2037-04-25 0.348 - 0.348 2217000.00 953496.27 Asset-Backed Securities NOBLE AFFILIATES INC SR NT 8%27 02VFQXG2D1LR5ZH3K186 2027-04-01 2027-04-01 8 - 8 1000.00 1101.74 Corporate Debt Securities FIDELITY COVINGTON TR CONSMR STAPLES 549300O7ZJHT2R8ULP64 2500-12-31 2500-12-31 N/A 7.00 246.05 Equities INTELSAT JACKSON HLDGS LTD SR GLBL 144A 25 8XJ8KF85PBKK1TLMFN29 2025-07-15 2025-07-15 N/A 1460000.00 868700.00 Corporate Debt Securities COMM MTG TR 2016-CCRE28 X-D 20490212 FLT 2049-02-12 2049-02-12 1.396 - 1.396 26954000.00 1715077.28 Private Label Collateralized Mortgage Obligations BANK NOVA SCOTIA B C SR GLBL NT2.8%21 L3I9ZG2KFGXZ61BMYR72 2021-07-21 2021-07-21 2.8 - 2.8 90000.00 93347.60 Corporate Debt Securities SOUNDVIEW HM LN 2007-OPT2 II-A-4 20370725 FLT 2037-07-25 2037-07-25 0.418 - 0.418 358690.00 259724.85 Asset-Backed Securities ACE SECS HEQ 2007-HE1 A-2C 20370125 FLT 2037-01-25 2037-01-25 0.338 - 0.338 1216000.00 266802.76 Asset-Backed Securities RESIDENTIAL ASSET SEC 2005-RS2 M-5 20350225 FLT 2035-02-25 2035-02-25 0.938 - 0.938 2183000.00 1892464.51 Asset-Backed Securities TITAN INTL INC ILL COM 54930043H7SFLNS88586 2500-12-31 2500-12-31 N/A 8.00 10.32 Equities ONEOK INC NEW SR NT 4.25%22 2T3D6M0JSY48PSZI1Q41 2022-02-01 2022-02-01 4.25 - 4.25 2000.00 2082.38 Corporate Debt Securities CRYSTAL RIVER CDO 2005-1 A 20460302 FLT 5493002U1CTJPBWAAZ92 2046-03-02 2046-03-02 2.681 - 2.681 25000000.00 245335.40 Other Instrument COLLATERALIZED DEBT OBLIGATION ACE SECS HEQ 2007-ASAP1 A-2C 20370325 FLT 2037-03-25 2037-03-25 0.428 - 0.428 1116000.00 301456.00 Asset-Backed Securities NABORS INDUSTRIES LTD 6% PFD CNV SR A 2021-05-01 2021-05-01 6 - 6 86628.00 666169.32 Equities CWABS INC 2005-BC4 M-6 20350625 FLT 2035-06-25 2035-06-25 1.218 - 1.218 1000000.00 525573.90 Asset-Backed Securities WHEELER REAL ESTATE INVT TR CV PFD SER B 5493005TOFFG62ETJY29 2500-12-31 2500-12-31 9 - 9 62158.00 438213.90 Equities GLOBAL X FDS SOCIAL MED ETF 549300TB15VI83VJXE51 2500-12-31 2500-12-31 N/A 2.00 75.18 Equities FIRST TR EXCHANGE-TRADED FD IV SENIOR LN FD 2500-12-31 2500-12-31 N/A 20.00 905.00 Equities INTERNATIONAL FLAVORS&FRAGRANC SR NT 3.2%23 BZLRL03D3GPGMOGFO832 2023-05-01 2023-05-01 3.2 - 3.2 2000.00 2055.32 Corporate Debt Securities Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0080 22000000.00 22000000.00 0.0004 N N Y N Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.85% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MORGAN STANLEY ABS 2007-NC3 A-2A 20370525 FLT 549300LT6TIGKPKJS707 2037-05-25 2037-05-25 0.228 - 0.228 85125000.00 2648122.06 Asset-Backed Securities HARLEY DAVIDSON FINL SVCS INC FR 4.05%020422 RLUFFFFW4GRYU77BTS24 2022-02-04 2022-02-04 4.05 - 4.05 2.00 2.05 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 2.85%051724 EDBQKYOPJUCJKLOJDE72 2021-09-07 2024-05-17 2.85 - 3.15 1002.00 1084.08 Corporate Debt Securities TOWER HEALTH -2020 BD4.451%50 549300SLJK3XUAQHFO63 2050-02-01 2050-02-01 4.451 - 4.451 10.00 9.06 Corporate Debt Securities GOLDMAN SACHS GROUP INC GLBL -N STEP 25 784F5XWPLTWKTBV3E584 2025-01-23 2025-01-23 2.3 - 2.3 10.00 9.97 Corporate Debt Securities WELLS FARGO CO MTN BE FR 3%012221 PBLD0EJDB5FWOLXP3B76 2021-01-22 2022-03-08 3 - 3.5 3000.00 3135.92 Corporate Debt Securities ETF MANAGERS TR PRIME JUNIR SLVR 549300EBABEX74G4MX52 2500-12-31 2500-12-31 N/A 21.00 233.94 Equities MCDONALDS CORP MED TERM NT BE FR 2.625%011522 UE2136O97NLB5BYP9H04 2022-01-15 2028-04-01 2.625 - 3.8 3001.00 3245.27 Corporate Debt Securities AMERICAN ELEC PWR CO INC -G 2.15%20 1B4S6S7G0TW5EE83BO58 2020-11-13 2020-11-13 2.15 - 2.15 1.00 1.01 Corporate Debt Securities AUSTIN FAIRMONT HT TR 2019-FAI F 20320915 FLT 2032-09-15 2032-09-15 2.984 - 2.984 5357310.00 4105099.33 Private Label Collateralized Mortgage Obligations SEMPRA ENERGY 6% PFD CONV A PBBKGKLRK5S5C0Y4T545 2021-01-15 2021-01-15 1.719 - 6 3200.00 131930.94 Equities NATIONAL OILWELL VARCO INC SR NT 3.95%42 549300EHF3IW1AR6U008 2042-12-01 2042-12-01 3.95 - 3.95 2000.00 1494.70 Corporate Debt Securities WELLS FARGO & CO FR 2.625%072222 PBLD0EJDB5FWOLXP3B76 2022-07-22 2024-01-24 2.625 - 3.75 5.00 5.35 Corporate Debt Securities FIRST CTZNS BANCSHARES INC N C LW TIER II 30 549300N3Z00ZHE2XC526 2030-03-15 2030-03-15 3.375 - 3.375 1.00 0.98 Corporate Debt Securities FREMONT HM LN TR 2005-1 M-6 20350625 FLT 2035-06-25 2035-06-25 1.323 - 1.323 3785000.00 2805204.57 Asset-Backed Securities VODAFONE GROUP PLC NEW SR GLBL NT 25 213800TB53ELEUKM7Q61 2025-05-30 2025-05-30 4.125 - 4.125 1000.00 1142.07 Corporate Debt Securities UNION PAC CORP SR GLBL NT4.5%48 549300LMMRSZZCZ8CL11 2048-09-10 2048-09-10 4.5 - 4.5 1.00 1.22 Corporate Debt Securities DEUTSCHE BK AG LONDON BRH DB GOLD DBL LNG 2500-12-31 2500-12-31 N/A 88.00 3400.32 Equities J P MORGAN CHASE & CO MTN BE FR 2.295%081521 8I5DZWZKVSZI1NUHU748 2021-08-15 2021-08-15 2.295 - 2.295 2000.00 2019.66 Corporate Debt Securities RALI SERIES TRUST 2007-QH1 A-2 20370225 FLT 2037-02-25 2037-02-25 0.358 - 0.358 26955500.00 915670.05 Private Label Collateralized Mortgage Obligations DEUTSCHE TELEKOM INTL FIN B V CR SEN SR GLBL30 529900ERDFHS6C1M4U58 2030-06-15 2030-06-15 8.75 - 8.75 2000.00 3091.08 Corporate Debt Securities DANAHER CORPORATION 4.75 MND CV PFD S4BKK9OTCEWQ3YHPFM11 2022-04-15 2022-04-15 4.75 - 4.75 7632.00 9154965.60 Equities GENERAL ELEC CAP CORP MTN BE FR 3.45%051524 3C7474T6CDKPR9K6YT90 2021-01-07 2038-01-14 3.45 - 5.875 5000.00 5368.56 Corporate Debt Securities MORGAN STANLEY ABS 2006-HE4 A-4 20360625 FLT 2036-06-25 2036-06-25 0.408 - 0.408 21700000.00 8396581.10 Asset-Backed Securities CATERPILLAR FINL SVCS MTNS BE MTN NT FXD 21 EDBQKYOPJUCJKLOJDE72 2021-10-01 2021-10-01 1.931 - 1.931 1000.00 1017.18 Corporate Debt Securities CWABS INC 2006-11 2-AV 20460825 FLT 2046-08-25 2046-08-25 0.318 - 0.318 7600000.00 483202.33 Asset-Backed Securities AUTOZONE INC SR GLBL NT 27 GA3JGKJ41LJKXDN23E90 2027-06-01 2027-06-01 3.75 - 3.75 1.00 1.10 Corporate Debt Securities AT&T INC SR NT 5.35%40 549300Z40J86GGSTL398 2040-09-01 2040-09-01 5.35 - 5.35 1000.00 1249.40 Corporate Debt Securities TRANSCANADA CORP SR GLBL NT2.5%22 5BV01I6231JPDAPMGH09 2022-08-01 2022-08-01 2.5 - 2.5 1000.00 1029.61 Corporate Debt Securities ACE SECS HEQ 2007-HE1 A-2D 20370125 FLT 2037-01-25 2037-01-25 0.418 - 0.418 1550000.00 345092.15 Asset-Backed Securities GENERAL ELECTRIC CO SR GLBL NT 30 3C7474T6CDKPR9K6YT90 2030-05-01 2030-05-01 3.625 - 3.625 10.00 9.98 Corporate Debt Securities DH EUROPE FIN II S A R L SR GLBL NT2.2%24 222100KDGL314CKTZ511 2024-11-15 2024-11-15 2.2 - 2.2 2.00 2.09 Corporate Debt Securities AMGEN INC SR GLBL NT 40 62QBXGPJ34PQ72Z12S66 2040-02-21 2050-02-21 3.15 - 3.375 2.00 2.13 Corporate Debt Securities BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT3.4%29 BVHHEFJI6SHNOKQT2572 2029-06-21 2029-06-21 3.4 - 3.4 1000.00 1056.96 Corporate Debt Securities BAXTER INTL INC SR GLBL 144A 30 J5OIVXX3P24RJRW5CK77 2030-04-01 2030-04-01 3.95 - 3.95 1.00 1.18 Corporate Debt Securities NEPHROS INC COM 2500-12-31 2500-12-31 N/A 1641.00 12389.55 Equities FIRST FRANKLIN MTG 2007-FF2 A-1 20370325 FLT 2037-03-25 2037-03-25 0.308 - 0.308 99999980.00 17907145.60 Asset-Backed Securities VERIZON COMMUNICATIONS INC FR 3.875%020829 2S72QS2UO2OESLG6Y829 2029-02-08 2029-02-08 3.875 - 3.875 1.00 1.17 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 30 549300H316CT32FQXI76 2030-04-03 2030-04-03 6.15 - 6.15 2.00 2.21 Corporate Debt Securities SPECIALTY UNDRWR FIN 2006-BC3 A-2C 20370625 FLT 2037-06-25 2037-06-25 0.318 - 0.318 4934000.00 1693058.08 Asset-Backed Securities ANHEUSER-BUSCH INBEV WLDW INC FR 4%041328 549300CRGMZK3K53BF92 2028-04-13 2028-04-13 4 - 4 2000.00 2263.66 Corporate Debt Securities NEWMONT CORP GTD NT 6.25%39 549300VSP3RIX7FGDZ51 2039-10-01 2039-10-01 6.25 - 6.25 2000.00 2783.42 Corporate Debt Securities CVS HEALTH CORP 4.3%28 549300EJG376EN5NQE29 2028-03-25 2028-03-25 4.3 - 4.3 1.00 1.15 Corporate Debt Securities Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0085 45000000.00 45000000.00 0.0008 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.35% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.625 4608000.00 4524434.28 Agency Debentures and Agency Strips WORLD BANK ZTMSNXROF84AHWJNKQ93 2021-03-09 2021-07-23 1.625 - 2.75 2000000.00 2051566.11 Other Instrument INTERNATIONAL DEBT FEDERAL FARM CREDIT 2021-05-24 2044-03-07 1.55 - 5.77 84971000.00 99507757.42 Agency Debentures and Agency Strips Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0035 104000000.00 104000000.00 0.0019 N Y Y N Societe Generale Societe Generale, 0.25% O2RNE8IBXP4R0TD8PU41 GBA736000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VERIZON COMMUNICATIONS INC SR GLBL NT 48 2S72QS2UO2OESLG6Y829 2048-09-15 2048-09-15 4.522 - 4.522 2046000.00 2663984.52 Corporate Debt Securities INTERCORP PERU LIMITED SR REGS NT 29 549300L0OFVSOE4NSY75 2029-08-15 2029-08-15 3.875 - 3.875 85.00 81.91 Corporate Debt Securities WALGREENS BOOTS ALLIANCE INC SR NT 4.8%44 549300RPTUOIXG4LIH86 2044-11-18 2044-11-18 4.8 - 4.8 965000.00 1019123.63 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 22 MLU0ZO3ML4LN2LL2TL39 2022-01-14 2022-01-14 4.875 - 4.875 1879000.00 2024887.91 Corporate Debt Securities EXELON CORP SR GLBL NT3.4%26 3SOUA6IRML7435B56G12 2026-04-15 2026-04-15 3.4 - 3.4 2201000.00 2446929.96 Corporate Debt Securities SINOPEC GRP OVSEAS DEV 2012 SR GLBL REGS 22 2022-05-17 2022-05-17 3.9 - 3.9 3344000.00 3497456.16 Corporate Debt Securities BARCLAYS BK PLC GLBL MTN 144A FR 1.5%030921 G5GSEF7VJP5I7OUK5573 2020-11-16 2021-03-09 0.65 - 1.15 54662356.00 55232916.45 Corporate Debt Securities AT&T INC GLBL NT 3.85%60 549300Z40J86GGSTL398 2023-02-17 2060-06-01 3.6 - 3.85 2061.00 2209.71 Corporate Debt Securities HUNTINGTON NATIONAL BANK MARYL SR GLBL NT1.8%23 2WHM8VNJH63UN14OL754 2023-02-03 2023-02-03 1.8 - 1.8 1.00 1.02 Corporate Debt Securities BRASKEM NETH FIN B V SR GLBL REGS 30 2030-01-31 2030-01-31 4.5 - 4.5 8775472.00 8007618.20 Corporate Debt Securities OMEGA HEALTHCARE INVS INC SR GLBL NT 26 549300OJ7ENK42CZ8E73 2026-01-15 2026-01-15 5.25 - 5.25 659000.00 672662.17 Corporate Debt Securities CITIGROUP INC SR GLBL NT3.7%26 6SHGI4ZSSLCXXQSBB395 2026-01-12 2026-01-12 3.7 - 3.7 1000.00 1110.73 Corporate Debt Securities PT PERTAMINA PERSERO FR 4.175%012150 254900NDAKGNZ2IBBL45 2050-01-21 2050-01-21 4.175 - 4.175 1999881.00 1979571.10 Corporate Debt Securities POWER FIN LTD 6.15%28 3358003Q6D9LIJJZ1614 2028-12-06 2030-04-23 3.95 - 6.15 434820.00 482425.59 Corporate Debt Securities MITSUBISHI UFJ FINL GROUP INC SR GLBL NT 24 353800V2V8PUY9TK3E06 2024-03-07 2024-03-07 3.407 - 3.407 5390430.00 5770026.18 Corporate Debt Securities ING GROEP N.V. 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5.605 2692592.00 1987406.93 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2007-AMC1 A1 144 20361225 FLT 2036-12-25 2036-12-25 0.328 - 0.328 2303998.00 396873.70 Asset-Backed Securities ADJUSTABLE RATE MTG 2006-3 4-A3-3 20360825 FLT 2036-08-25 2036-08-25 0.448 - 0.448 8.00 3.37 Private Label Collateralized Mortgage Obligations NEMAK S A B DE C V 4.75%25 5493000MY3DAIB0BP706 2025-01-23 2025-01-23 4.75 - 4.75 384412.00 373504.31 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 29 2029-06-01 2029-06-01 5.375 - 5.375 16.00 17.75 Corporate Debt Securities COSAN LUXEMBOURG S A SR GLBL REGS 27 222100ZY943WERK7RZ38 2027-01-20 2027-01-20 7 - 7 4450000.00 4676430.83 Corporate Debt Securities TRANSOCEAN INC 7.25%25 DOL4HJ22ADYSIWES4H94 2025-11-01 2025-11-01 7.25 - 7.25 8.00 4.37 Corporate Debt Securities LADDER CAPITAL FIN HLDGS/CORP SR GLBL 144A 27 2027-02-01 2027-02-01 4.25 - 4.25 137.00 115.63 Corporate Debt Securities ONEMAIN FINL ISSUE TR 2017-1 D 20320914 4.52000 549300KQ3WN93FBBU117 2032-09-14 2032-09-14 4.52 - 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2.5 270503.52 264448.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 123826.40 99690.78 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-11-30 2050-02-03 0.2 - 5.05 29830811.65 30220748.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2049-06-01 0.27 - 7.5 9982916.36 5769182.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2050-05-01 0.17 - 9.5 54884828.40 42945946.75 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 103.19 89.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 131571.23 518.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 92396.99 292.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 1444.64 32.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2048-12-01 4 - 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4 1799200.07 983451.83 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 722.32 748.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2035-05-01 2 - 3.5 59819.61 61765.91 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2050-05-15 0 - 8.75 158456599.15 162085357.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-01 2032-05-04 0 - 5.25 5373033.87 5676467.62 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2039-07-01 3.5 - 3.5 9560.43 7519.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 2166.96 2145.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 309566000.00 309566000.00 0.0055 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.07%, dated 5/29/2020 due 06/01/2020 8NAV47T0Y26Q87Y0QP81 GBA810000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-05-15 2048-05-15 3.125 - 4.375 568990.61 806943.44 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5 - 5 1227940.11 748292.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2048-08-01 4 - 4.5 4880841.18 3615824.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3.5 - 3.5 814747.43 882478.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2 - 5 24203210.56 21171563.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 3 - 3.5 2250439.09 2403616.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 2.5 - 2.5 905190.65 948333.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-05-01 2 - 5 1870446.20 1783184.21 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0007 31719000.00 31719000.00 0.0006 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.07%, dated 5/29/2020 due 06/01/2020 E57ODZWZ7FF32TWEFA76 GBA810000_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 2021-06-01 2021-11-01 6 - 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3 460229.56 479839.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2057-09-01 0 - 10.5 10335036.60 6885875.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 936.37 878.35 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 884403.58 776224.44 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2029-07-01 5 - 5.5 38964.65 1961.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-03-01 4.5 - 4.5 46945.36 1047.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2024-02-01 5.5 - 6 72507.67 1090.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2029-02-01 5.5 - 6.5 267468.17 2283.73 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 1324093.80 1968397.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2022-10-01 8.5 - 8.5 220575.58 738.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2023-05-01 4.5 - 5 384950.85 4791.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 4.5 - 4.5 55395.52 2121.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 35687.58 39787.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-10-01 2024-10-01 5.5 - 5.5 15515.86 342.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 2414.59 28.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 4 46023.63 49844.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 3 - 3 2086.86 2171.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2048-08-15 2.5 - 10 12749470.44 271546.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 76118000.00 76118000.00 0.0014 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.07%, dated 5/29/2020 due 06/01/2020 MBNUM2BPBDO7JBLYG310 GBA810000_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 2047-08-01 2047-09-01 4 - 4 105462.00 86234.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 3105690.74 2481784.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-12-01 3.5 - 4 578883.26 383462.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-06-01 3 - 4.5 176137.16 133617.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 3353512.77 2200384.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 4 - 4 451367.60 375235.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2044-05-01 4 - 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4.5 388573.31 232892.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 22785.00 16254.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2048-08-01 3 - 4.5 1257761.43 952963.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 4 - 4.5 421262.10 175712.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2047-02-01 3.5 - 5 2848102.54 1919540.25 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2022-01-31 1.5 - 2.75 4325641.11 4477641.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2046-08-01 3.5 - 4 1087893.07 772109.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2047-02-01 3.5 - 4 753129.66 570153.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 13020.00 5982.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 139146.30 153983.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2048-09-01 2.5 - 5 37154030.52 22128809.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-08-01 3.5 - 5 544686.62 428654.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 5.5 - 5.5 65463.65 36118.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-03-01 3 - 3.5 690060.00 219049.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2044-07-01 4 - 5 65100.00 27928.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2048-08-01 3 - 5 1515697.72 826055.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.04 - 4.04 569625.00 622097.84 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0007 113925000.00 113925000.00 0.0020 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.07%, dated 5/29/2020 due 06/01/2020 1VUV7VQFKUOQSJ21A208 GBA810000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 285497.25 278700.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 812966.45 597710.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 435308.42 248928.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 526051.53 500420.61 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2050-05-15 0 - 8.75 87227323.62 94165491.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-21 2025-02-21 1.95 - 1.95 305843.91 308544.62 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-03-12 2047-08-01 1.2 - 5.5 9317651.34 6600632.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-15 2050-01-20 3 - 5 80386919.58 32093041.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2050-05-01 2 - 5.5 45596164.50 28332178.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 159849000.00 159849000.00 0.0029 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.07%, dated 5/29/2020 due 06/01/2020 ZBUT11V806EZRVTWT807 GBA810000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2040-05-15 0 - 4.75 108814476.86 129787921.74 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2058-05-01 2 - 7.5 77729177.16 65422696.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 191382000.00 191382000.00 0.0034 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.07%, dated 5/29/2020 due 06/01/2020 ZOMOLU8CGIZRYZ7PFU34 GBA810000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 1147708.95 1249798.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-10-01 4 - 4.5 983764.00 884664.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 143341.41 147735.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-11-01 2056-06-01 3.5 - 6 67601438.13 43525821.85 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-09-08 2050-02-15 0 - 4.5 68628618.55 73431254.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 108145.59 103719.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 3.5 732010.55 798871.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 183486.03 201360.19 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 117983000.00 117983000.00 0.0021 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.07%, dated 5/29/2020 due 06/01/2020 7TK5RJIZDFROZCA6XF66 GBA810000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 86609677.16 101020068.44 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-20 2049-06-15 3.5 - 4 62278312.83 38358649.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-08-01 2049-03-01 2.5 - 5 639611.58 394329.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3.5 - 3.5 8663.62 5547.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 136794000.00 136794000.00 0.0024 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.07%, dated 5/29/2020 due 06/01/2020 VYVVCKR63DVZZN70PB21 GBA810000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2047-11-15 1.375 - 7.5 50991006.78 64304262.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.675 - 3.675 168424.10 115902.21 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 62659000.00 62659000.00 0.0011 N Y Y N Chicago O'Hare Int'l. Arpt. Rev. Chicago O'Hare Int'l. Arpt. Rev., 0.16% Series 2005 D, LOC Barclays Bank PLC VRDN 1675927A6 US1675927A61 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2035-01-01 Y BARCLAYS BANK PLC 1.0000 7 N N/A N/A Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0016 34200000.00 34200000.00 0.0006 N N Y N Illinois Dev. Fin. Auth. Rev. Illinois Dev. Fin. Auth. Rev., 0.13% (Lyric Opera of Chicago Proj.) LOC BMO Harris Bank NA, LOC Northern Trust Co. VRDN 451908PR2 US451908PR26 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2028-12-01 Y NORTHERN TRUST CO CHICAGO 0.3700 7 N N/A N/A BMO HARRIS BANK NA 0.6300 7 N N/A N/A N N 0.0013 17600000.00 17600000.00 0.0003 N N Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.22% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2024-09-03 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 0.0022 40000000.00 40000000.00 0.0007 N N Y N New York City Gen. Oblig. New York City Gen. Oblig., 0.13% Series D5, LOC PNC Bank NA VRDN 64966LCN9 549300ABYZD2SFD5JB29 US64966LCN91 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2041-08-01 Y PNC BANK NA PITTSBURGH PA 1.0000 7 N N/A N/A Y PNC BANK NA PITTSBURGH PA 1.0000 N/A N/A N 0.0013 9950000.00 9950000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Mtg. Rev. New York City Hsg. Dev. Corp. Multi-family Mtg. Rev., 0.14% (Related-Upper East Proj.) Series A, LOC Landesbank Baden-Wurttemberg VRDN 64970VBR3 US64970VBR33 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2036-12-01 Y LANDESBANK BADEN-WUERT (UNGTD) 1.0000 7 N N/A N/A Y LANDESBANK BADEN-WUERT (UNGTD) 1.0000 N/A N/A N 0.0014 19300000.00 19300000.00 0.0003 N N Y N Clark County Arpt. Rev. Clark County Arpt. Rev., 0.12% Series 2008 D 2A, LOC Wells Fargo Bank NA VRDN 18085PMX9 US18085PMX95 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2040-07-01 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 0.0012 9100000.00 9100000.00 0.0002 N N Y N Clark County Arpt. Rev. Clark County Arpt. Rev., 0.15% Series 2008 B2, LOC State Street Bank & Trust Co., Boston VRDN 18085PNY6 US18085PNY69 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2022-07-01 Y State St Bk & Tr Co Boston 1.0000 7 N N/A N/A Y State St Bk & Tr Co Boston 1.0000 N/A N/A N 0.0015 11900000.00 11900000.00 0.0002 N N Y N Green Bay Redev. Auth. Green Bay Redev. Auth., 0.19% (Green Bay Packaging, Inc. Proj.) LOC Wells Fargo Bank NA VRDN 39269DAA3 US39269DAA37 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0019 15600000.00 15600000.00 0.0003 N N Y N Louisiana Offshore Term. Auth. Deepwater Port Rev. Louisiana Offshore Term. Auth. Deepwater Port Rev., 0.15% (LOOP LLC Proj.) Series 2013 B, LOC JPMorgan Chase Bank VRDN 546510FH6 US546510FH68 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2033-09-01 Y JPMORGAN CHASE BANK NA 1.0000 7 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0015 11425000.00 11425000.00 0.0002 N N Y N Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.15% (Catholic Healthcare West Proj.) Series 2008 B, LOC Barclays Bank PLC VRDN 040507JU0 US040507JU09 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2035-07-01 Y BARCLAYS BANK PLC 1.0000 7 N N/A N/A Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0015 11300000.00 11300000.00 0.0002 N N Y N Philadelphia Gas Works Rev. Philadelphia Gas Works Rev., 0.13% (1998 Gen. Ordinance Proj.) Eighth Series C, LOC Barclays Bank PLC VRDN 7178232R8 US7178232R87 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2031-08-01 Y BARCLAYS BANK PLC 1.0000 7 N N/A N/A Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0013 9485000.00 9485000.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384ZZ5 2549001DPIFGXC1TOL40 US313384ZZ52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0013 75984082.56 75984082.56 0.0014 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.34% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-06-03 2020-06-05 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0034 162000000.00 162000000.00 0.0029 N N Y N Fidelity Hereford Street Trust: Fidelity Money Market Fund 2020-06-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer