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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 1091530480.82 1091530480.82 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 0.0012 647887500.72 647887500.72 0.0117 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 9127963Q0 US9127963Q05 U.S. Treasury Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0013 824829843.75 824829843.75 0.0149 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 0.0013 559882517.60 559882517.60 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.15% 912796XH7 US912796XH73 U.S. Treasury Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0014 1109726196.30 1109726196.30 0.0201 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 0.0013 433901338.78 433901338.78 0.0079 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.18% 9127962G3 US9127962G32 U.S. Treasury Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0014 926118995.09 926118995.09 0.0168 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.18% 9127964A4 US9127964A44 U.S. Treasury Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0014 819723250.00 819723250.00 0.0148 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 0.0013 534866694.05 534866694.05 0.0097 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 0.0013 554854967.40 554854967.40 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.17% 9127962J7 US9127962J70 U.S. Treasury Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0015 829692435.20 829692435.20 0.0150 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 1104489246.90 1104489246.90 0.0200 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127962S7 US9127962S79 U.S. Treasury Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0015 414304840.97 414304840.97 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 912796WX3 US912796WX33 U.S. Treasury Debt Y N/A N/A 2020-07-23 2020-07-23 2020-07-23 N N N 0.0012 30997726.77 30997726.77 0.0006 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 1094687925.00 1094687925.00 0.0198 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 0.19% 9127963Z0 US9127963Z04 U.S. Treasury Debt Y N/A N/A 2020-09-22 2020-09-22 2020-09-22 N N N 0.0013 825752431.28 825752431.28 0.0149 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 0.0013 559828113.60 559828113.60 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127964G1 US9127964G14 U.S. Treasury Debt Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0014 279898150.00 279898150.00 0.0051 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 0.0018 249848090.00 249848090.00 0.0045 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127964U0 US9127964U08 U.S. Treasury Debt Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0016 276817526.25 276817526.25 0.0050 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 0.0013 534931787.50 534931787.50 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127962R9 US9127962R96 U.S. Treasury Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0015 279874271.60 279874271.60 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127964R7 US9127964R78 U.S. Treasury Debt Y N/A N/A 2020-11-10 2020-11-10 2020-11-10 N N N 0.0018 279820332.40 279820332.40 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 912796TN9 US912796TN97 U.S. Treasury Debt Y N/A N/A 2020-10-08 2020-10-08 2020-10-08 N N N 0.0015 559772847.20 559772847.20 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127964S5 US9127964S51 U.S. Treasury Debt Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0017 279816210.80 279816210.80 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127964T3 US9127964T35 U.S. Treasury Debt Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 106857124.62 106857124.62 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-07-01 2021-10-31 2021-10-31 N N N 0.0021 84266508.48 84266508.48 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828NM8 254900HROIFWPRGM1V77 US912828NM88 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0007 464608403.77 464608403.77 0.0084 N Y Y N Bank of Montreal Bank of Montreal, 0.40% 06367BEC9 NQQ6HPCNCCU6TUTQYE16 US06367BEC90 0000927971 Certificate of Deposit Y N/A N/A 2020-09-25 2020-09-25 2020-09-25 N N N 0.0025 208073611.20 208073611.20 0.0038 N N N N Bank of Montreal Bank of Montreal, 0.43% 06367BAC3 NQQ6HPCNCCU6TUTQYE16 US06367BAC37 0000927971 Certificate of Deposit Y N/A N/A 2020-08-03 2020-09-02 2020-09-02 N N N 0.0029 185044566.50 185044566.50 0.0033 N N N N Bank of Montreal Bank of Montreal, 0.43% 06367BGR4 NQQ6HPCNCCU6TUTQYE16 US06367BGR42 0000927971 Certificate of Deposit Y N/A N/A 2020-08-18 2020-11-17 2020-11-17 N N N 0.0039 177626799.84 177626799.84 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 94019354.60 94019354.60 0.0017 N N N N Bank of Montreal Bank of Montreal, 0.46% 06367BAQ2 NQQ6HPCNCCU6TUTQYE16 US06367BAQ23 0000927971 Certificate of Deposit Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0032 132028710.00 132028710.00 0.0024 N N N N Bank of Montreal Bank of Montreal, 0.85% 06367BHU6 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0016 284351932.80 284351932.80 0.0051 N N N N Bank of Montreal Bank of Montreal, 1.05% 06367BJK6 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0019 386686925.60 386686925.60 0.0070 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.43% 06417MFJ9 L3I9ZG2KFGXZ61BMYR72 US06417MFJ99 0000009631 Certificate of Deposit Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0029 170041616.00 170041616.00 0.0031 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.47% 06417MFC4 L3I9ZG2KFGXZ61BMYR72 US06417MFC47 0000009631 Certificate of Deposit Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0033 329062608.70 329062608.70 0.0060 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.00% 55380TBC3 C3GTMMZIHMY46P4OIX74 FHF233000 Certificate of Deposit Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0013 355135752.00 355135752.00 0.0064 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.09% 55380TCY4 C3GTMMZIHMY46P4OIX74 FJE855000 Certificate of Deposit Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0017 204113505.60 204113505.60 0.0037 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.09% 55380TCZ1 C3GTMMZIHMY46P4OIX74 FJE856000 Certificate of Deposit Y N/A N/A 2020-07-23 2020-07-23 2020-07-23 N N N 0.0017 196113640.80 196113640.80 0.0035 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.32% 55380TBZ2 C3GTMMZIHMY46P4OIX74 FIJ141000 Certificate of Deposit Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0015 359173289.30 359173289.30 0.0065 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. 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Mitsubishi UFJ Trust & Banking Corp., 0.29% 60683BC50 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0023 88009838.40 88009838.40 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.29% 60683BC68 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0025 88007603.20 88007603.20 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BB85 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0020 132022849.20 132022849.20 0.0024 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BC27 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0021 45007465.50 45007465.50 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BC35 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0021 90014508.00 90014508.00 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BC84 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0031 44998879.50 44998879.50 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BC92 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-08 2020-10-08 2020-10-08 N N N 0.0031 89997489.00 89997489.00 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BD26 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0031 89997210.00 89997210.00 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BD42 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0032 89996049.00 89996049.00 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.32% 60683BF40 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-30 2020-10-30 2020-10-30 N N N 0.0033 86996459.10 86996459.10 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.32% 60683BF57 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0034 87995080.80 87995080.80 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.33% 60683BF99 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0033 45000000.00 45000000.00 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.34% 60683BE25 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0033 87003410.40 87003410.40 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.34% 60683BE33 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0033 30001086.00 30001086.00 0.0005 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.03% 60683BZL0 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0008 97015180.50 97015180.50 0.0018 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.03% 60683BZM8 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0008 98017904.60 98017904.60 0.0018 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.46% 60683BZJ5 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 37001406.00 37001406.00 0.0007 N Y Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.46% 60683BZK2 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0007 37002815.70 37002815.70 0.0007 N N Y 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 0.0008 555021090.00 555021090.00 0.0100 N Y Y 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 0.0011 600221940.00 600221940.00 0.0109 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 0.0010 540232416.00 540232416.00 0.0098 N N N N Royal Bank of Canada Royal Bank of Canada, 0.39% 78012URZ0 ES7IP3U3RHIGC71XBU11 US78012URZ02 0001000275 Certificate of Deposit Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0026 160690564.13 160690564.13 0.0029 N N N N Royal Bank of Canada Royal Bank of Canada, 0.42% 78012URT4 ES7IP3U3RHIGC71XBU11 US78012URT42 0001000275 Certificate of Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0028 220054692.00 220054692.00 0.0040 N N N N Royal Bank of Canada Royal Bank of Canada, 0.45% 78012URR8 ES7IP3U3RHIGC71XBU11 US78012URR85 0001000275 Certificate of Deposit Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0032 115023230.00 115023230.00 0.0021 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 0.0017 265047806.00 265047806.00 0.0048 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 0.0017 309055990.80 309055990.80 0.0056 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 0.0018 265048548.00 265048548.00 0.0048 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 0.0018 235043122.50 235043122.50 0.0043 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 0.0019 265047885.50 265047885.50 0.0048 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CHE2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0027 175013772.50 175013772.50 0.0032 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CHH5 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0027 160012288.00 160012288.00 0.0029 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86565CHQ5 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0028 155009021.00 155009021.00 0.0028 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 0.0016 221042409.90 221042409.90 0.0040 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86565CCT4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0014 176065736.00 176065736.00 0.0032 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 0.0015 153060603.30 153060603.30 0.0028 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 205028228.50 205028228.50 0.0037 N N Y 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 205037638.00 205037638.00 0.0037 N N Y 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 0.0017 460082570.00 460082570.00 0.0083 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 0.0018 161029495.20 161029495.20 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 0.0018 239043832.60 239043832.60 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 0.0020 195034983.00 195034983.00 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 0.0020 155027249.00 155027249.00 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 0.0023 112017236.80 112017236.80 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 0.0014 227077202.70 227077202.70 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 0.0014 150052170.00 150052170.00 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 0.0015 171066997.80 171066997.80 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 0.0012 131037990.00 131037990.00 0.0024 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 0.0013 218074490.60 218074490.60 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 0.0012 96043977.60 96043977.60 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 0.0009 368009494.40 368009494.40 0.0067 N Y Y N Svenska Handelsbanken, Inc. 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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 0.0013 156981458.30 156981458.30 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 0.0013 171977984.00 171977984.00 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 0.0011 46996869.80 46996869.80 0.0009 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.15% 31428FG25 549300B2Q47IR0CR5B54 GCF801000 Financial Company Commercial Paper Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0009 76999615.00 76999615.00 0.0014 N N Y N Federation des caisses Desjardin Federation des caisses Desjardin, 0.30% 31428FMM4 549300B2Q47IR0CR5B54 GCE687000 Financial Company Commercial Paper Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0033 42932662.00 42932662.00 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.30% 31428FMN2 549300B2Q47IR0CR5B54 GCE688000 Financial Company Commercial Paper Y N/A N/A 2020-12-22 2020-12-22 2020-12-22 N N N 0.0033 9984201.00 9984201.00 0.0002 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.30% 31428FMP7 549300B2Q47IR0CR5B54 GCE695000 Financial Company Commercial Paper Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0033 42931466.60 42931466.60 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.30% 31428FMP7 549300B2Q47IR0CR5B54 GCE693000 Financial Company Commercial Paper Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0033 9984062.00 9984062.00 0.0002 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 0.0015 98977358.70 98977358.70 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 0.0015 26993406.60 26993406.60 0.0005 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.10% 5148X0G17 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0000 226068000.00 226068000.00 0.0041 N Y Y 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 192037401.60 192037401.60 0.0035 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 39007737.60 39007737.60 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 183036966.00 183036966.00 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 0.0017 400881905.50 400881905.50 0.0073 N N N N Royal Bank of Canada Royal Bank of Canada, 0.91% 78013VJ45 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0016 343904127.20 343904127.20 0.0062 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 0.0011 387913980.40 387913980.40 0.0070 N N N N Societe Generale Societe Generale, 0.10% 83369BG18 O2RNE8IBXP4R0TD8PU41 GCH715000 Financial Company Commercial Paper Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0000 132000000.00 132000000.00 0.0024 N Y Y 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 0.0012 41997022.20 41997022.20 0.0008 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 0.0011 43497294.30 43497294.30 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 0.0012 34997672.50 34997672.50 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 0.0014 344912715.00 344912715.00 0.0062 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.15% 89119AG69 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0009 443993340.00 443993340.00 0.0080 N N Y 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 170036329.00 170036329.00 0.0031 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.47% 89120DPQ6 PT3QB789TSUIDF371261 US89120DPQ69 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-07-23 2020-07-23 2020-07-23 N N N 0.0021 466677548.92 466677548.92 0.0084 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 189613556.40 189613556.40 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 485088561.00 485088561.00 0.0088 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.52% 89120DR43 PT3QB789TSUIDF371261 US89120DR438 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-09-16 2020-09-16 2020-09-16 N N N 0.0037 285090174.00 285090174.00 0.0052 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 162030537.00 162030537.00 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 0.0149 63000000.00 63000000.00 0.0011 N N Y N UBS AG London Branch UBS AG London Branch, 0.38% 90276JKH8 BFM8T61CT2L1QCEMIK50 US90276JKH85 Financial Company Commercial Paper Y N/A N/A 2020-09-29 2020-12-29 2020-12-29 N N N 0.0038 398699960.13 398699960.13 0.0072 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 0.0021 62985969.90 62985969.90 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 0.0013 43991081.20 43991081.20 0.0008 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.30% 56274LHT4 549300S0NSJYSOB32S63 GAE887000 Asset Backed Commercial Paper Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0013 49947938.46 49947938.46 0.0009 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.30% 82124LJG8 549300MYF6MOTU9T3G29 GBJ386000 Asset Backed Commercial Paper Y N/A N/A 2020-09-16 2020-09-16 2020-09-16 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0027 41975610.60 41975610.60 0.0008 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.29% RUC0QBLBRPRCU4W1NE59 GCH648000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NXP B V / NXP FDG LLC SR 144A NT 21 2021-06-01 2021-06-01 4.125 - 4.125 3170000.00 3272146.65 Corporate Debt Securities PIEDMONT NAT GAS INC SR GLBL NT 50 VXB4M3BDPKF3I2AZ3G89 2050-06-01 2050-06-01 3.35 - 3.35 11900000.00 13058931.08 Corporate Debt Securities NOVARTIS CAPITAL CORP SR GLBL NT 2%27 5493002KF87V5RSRQS84 2027-02-14 2027-02-14 2 - 2 5000000.00 5316527.78 Corporate Debt Securities USAA CAP CORP MTN BE 144A FR 2.125%050130 2030-05-01 2030-05-01 2.125 - 2.125 4000000.00 4161451.67 Corporate Debt Securities VMWARE INC CR SEN SR GLBL25 549300BUDHS3LRWBE814 2025-05-15 2025-05-15 4.5 - 4.5 15011565.00 16708697.48 Corporate Debt Securities JOHNSON & JOHNSON SR GLBL NT2.9%28 549300G0CFPGEF6X2043 2028-01-15 2028-01-15 2.9 - 2.9 5000000.00 5683408.33 Corporate Debt Securities COCA COLA CO SR GLBL NT2.6%50 UWJKFUJFZ02DKWI3RY53 2050-06-01 2050-06-01 2.6 - 2.6 19480236.00 19657722.59 Corporate Debt Securities WALMART INC 4.05%48 Y87794H0US1R65VBXU25 2043-10-02 2048-06-29 4.05 - 4.75 19000000.00 25317473.61 Corporate Debt Securities AT&T INC SR GLBL NT 24 549300Z40J86GGSTL398 2024-04-01 2024-04-01 4.45 - 4.45 4764000.00 5371464.26 Corporate Debt Securities FIDELITY & GTY LIFE HLDGS INC SR GLBL 144A 25 549300WCR5QBFH98VZ75 2025-05-01 2025-05-01 5.5 - 5.5 6029876.00 6578618.17 Corporate Debt Securities DOLLAR GEN CORP NEW SR GLBL NT3.5%30 OPX52SQVOZI8IVSWYU66 2030-04-03 2030-04-03 3.5 - 3.5 6000000.00 6790970.00 Corporate Debt Securities WELLTOWER INC SR GLBL NT 28 T6IZ0MBEG5ACZDTR7D06 2028-04-15 2028-04-15 4.25 - 4.25 3070886.00 3462866.68 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 27150000.00 30571035.75 Corporate Debt Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0029 139000000.00 139000000.00 0.0025 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.33% RUC0QBLBRPRCU4W1NE59 GCH649000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPARTAN ENERGY ACQUISITION COR CL A COM STK 2500-12-31 2500-12-31 N/A 864.00 9080.64 Equities SC HEALTH CORP COM CL A 2500-12-31 2500-12-31 N/A 400000.00 4040000.00 Equities PIVOTAL INVT CORP II COM CL A 549300W71XJ8DIF9RQ35 2500-12-31 2500-12-31 N/A 410154.00 4175367.72 Equities ISHARES TR IBOXX INV CP ETF 549300O0XO3KDQV68404 2500-12-31 2500-12-31 N/A 576323.00 75133471.54 Equities SWITCHBACK ENERGY ACQUISTN CRP COM CL A 2500-12-31 2500-12-31 N/A 286900.00 2880476.00 Equities NUSTAR ENERGY LP UNIT COM 5493003BMLTUIEG2LG44 2500-12-31 2500-12-31 N/A 651473.00 9120622.00 Equities GENESIS ENERGY L P UNIT LTD PARTN 549300VJ5D6MDK138782 2500-12-31 2500-12-31 N/A 1095951.00 7901806.71 Equities BLACK STONE MINERALS L P COM UNIT 2500-12-31 2500-12-31 N/A 1.00 6.30 Equities COMPASS DIVERSIFIED HOLDINGS SH BEN INT 5299001SM1LBYANJRR58 2500-12-31 2500-12-31 N/A 66000.00 1090980.00 Equities PHILLIPS 66 PARTNERS LP COM UNIT REP INT 549300TL5L4IG0H4FX64 2500-12-31 2500-12-31 N/A 180138.00 6412912.80 Equities MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP MZF5TI8NFVZZNUSKDL39 2500-12-31 2500-12-31 N/A 512379.00 21535289.37 Equities MONOCLE ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 1011343.00 10366265.75 Equities ORISUN ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 271400.00 2746568.00 Equities CHURCHILL CAP CORP III COM 2500-12-31 2500-12-31 N/A 276029.00 2870701.60 Equities APEX TECHNOLOGY ACQUISITION CO COM CL A 2500-12-31 2500-12-31 N/A 301460.00 3091472.30 Equities SCVX CORP COM 2500-12-31 2500-12-31 N/A 450000.00 4477500.00 Equities SUBURBAN PROPANE PARTNERS L P UNIT LTD PARTN JJAX4X60DE65EYFOTY73 2500-12-31 2500-12-31 N/A 281900.00 3957876.00 Equities TC PIPELINES LP UT COM LTD PRT 6HL0C5LCIE4TN8UZHL06 2500-12-31 2500-12-31 N/A 386759.00 11772943.96 Equities OSPREY TECHNLGY AQUISTION CORP COM CL A 2500-12-31 2500-12-31 N/A 1305918.00 13098357.54 Equities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0033 171000000.00 171000000.00 0.0031 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.36% RUC0QBLBRPRCU4W1NE59 GCH650000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DAVITA INC SR GLBL NT 24 M2XHYMU3TZNEZURC6H66 2024-07-15 2024-07-15 5.125 - 5.125 4500000.00 4684453.12 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 6%24 549300V2JRLO5DIFGE82 2024-04-15 2024-04-15 6 - 6 16414000.00 16891154.98 Corporate Debt Securities BANK AMER CORP FR 2.676%061941 9DJT3UXIJIZJI4WXO774 2041-06-19 2041-06-19 2.676 - 2.676 13755000.00 13974222.60 Corporate Debt Securities ANTERO RES FIN CORP SR GLBL NT 21 APVBKPOULHUX7YZLKU17 2021-11-01 2021-11-01 5.375 - 5.375 14539000.00 13470660.14 Corporate Debt Securities YPF SOCIEDAD ANONIMA SR GLBL REGS 27 5493003N7447U18U5U53 2027-07-21 2027-07-21 6.95 - 6.95 4592044.00 3387531.73 Corporate Debt Securities FINANCIAL & RISK US HLDGS INC 8.25%26 549300NF240HXJO7N016 2026-05-15 2026-11-15 6.25 - 8.25 15276906.00 16564072.71 Corporate Debt Securities AT&T INC SR GLBL NT 24 549300Z40J86GGSTL398 2024-04-01 2024-04-01 4.45 - 4.45 8516000.00 9601886.99 Corporate Debt Securities NEWFIELD EXPL CO SR NT 5.375%26 T8W3X1PFLPW2YE0UIP44 2026-01-01 2026-01-01 5.375 - 5.375 3367000.00 3263046.21 Corporate Debt Securities ENCANA CORP SR NT 3.9%21 2021-11-15 2021-11-15 3.9 - 3.9 4000000.00 4010900.00 Corporate Debt Securities CRESTWOOD MIDSTREAM PRTNRS LP SR GLBL NT 23 2023-04-01 2023-04-01 6.25 - 6.25 8000000.00 7563611.11 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 4722251.42 Corporate Debt Securities PETROBRAS GLBL FIN B V SR GLBL NT 15 549300FNENFFSMO3GT38 2115-06-05 2115-06-05 6.85 - 6.85 16200000.00 16155562.50 Corporate Debt Securities CINCINNATI BELL INC NEW SR GLBL 144A 24 549300JYVZOCUJOHL272 2024-07-15 2024-07-15 7 - 7 9173000.00 9673692.92 Corporate Debt Securities MACYS INC SR SEC GLBL 25 529900NZQ81TIOW3CW52 2025-06-15 2025-06-15 8.375 - 8.375 3000000.00 3000354.17 Corporate Debt Securities FORD MTR CO DEL SR GLBL NT8.5%23 20S05OYHG0MQM4VUIC57 2023-04-21 2023-04-21 8.5 - 8.5 5425000.00 5799897.64 Corporate Debt Securities BOEING CO CR SEN SR GLBL25 RVHJWBXLJ1RFUBSY1F30 2025-05-01 2025-05-01 4.875 - 4.875 2900000.00 3190067.67 Corporate Debt Securities REALOGY GRP LLC/REALOGY CO SR 144A NT 21 2021-12-01 2021-12-01 5.25 - 5.25 55000000.00 55925604.17 Corporate Debt Securities T-MOBILE US INC SR NT 7%20 549300JKU50UT08ZWD77 2020-08-15 2020-08-15 7 - 7 8578000.00 8835340.00 Corporate Debt Securities ANIXTER INC SR GLBL NT 21 5493000SM561KPBZQ714 2021-10-01 2021-10-01 5.125 - 5.125 16928000.00 17988880.11 Corporate Debt Securities ALTICE FRANCE HLDG S A 144A NT 10.5%27 5299000JVHXKJPOE6H40 2027-05-15 2027-05-15 10.5 - 10.5 712958.00 791828.98 Corporate Debt Securities CARNIVAL CORP SR SEC GLBL 23 F1OF2ZSX47CR0BCWA982 2023-04-01 2023-04-01 11.5 - 11.5 10000000.00 10862544.44 Corporate Debt Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0036 214000000.00 214000000.00 0.0039 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.38% 7VHWWWW4UJS7NUM3PT30 GCH661000 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 39975106.00 500045278.32 Equities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0038 463000000.00 463000000.00 0.0084 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.63% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMERICAN HOME MTG 2006-3 I-1A-2 20461225 FLT 2046-12-25 2046-12-25 0.645 - 0.645 18.00 0.97 Private Label Collateralized Mortgage Obligations KODIAK CDO I LTD 2006-1 B 144A 20370807 FLT 2037-08-07 2037-08-07 2.392 - 2.392 32070345.00 20720245.82 Other Instrument COLLATERALIZED DEBT OBLIGATION AEGIS ABS 2005-1 M6 20350325 FLT 2035-03-25 2035-03-25 0.975 - 0.975 8500000.00 2333329.45 Asset-Backed Securities TABERNA PREF FDG VII 2006-7 A1LB 1 20370205 FLT O6FH5MIKN9JCILM69649 2037-02-05 2037-02-05 1.041 - 1.241 37000000.00 15999586.20 Other Instrument COLLATERALIZED DEBT OBLIGATION HARBORVIEW MTG LN TR 2005-9 B-8 20350620 FLT 2035-06-20 2035-06-20 1.94 - 1.94 11930000.00 55037.62 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG V 2006-5 A-1LB 20360805 FLT VZLY0S8U2GEIK6ZPGP62 2036-08-05 2036-08-05 1.041 - 1.041 4450300.00 1765074.19 Other Instrument COLLATERALIZED DEBT OBLIGATION CARNIVAL CORP PAIRED CTF F1OF2ZSX47CR0BCWA982 2500-12-31 2500-12-31 N/A 836.00 14028.08 Equities CWALT INC 2007-OA11 X-P 20471125 FLT 2047-11-25 2047-11-25 0.767 - 0.767 554.00 4.03 Private Label Collateralized Mortgage Obligations FIELDSTONE MTG INV 2005-1 M7 20350325 FLT 2035-03-25 2036-02-25 0.859 - 2.059 17750000.00 3064322.66 Asset-Backed Securities WAMU MTG CERT 2003-AR3 B-2 20330425 FLT 2033-04-25 2033-04-25 3.777 - 3.777 7275000.00 176237.97 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG IX 2007-9 A-1LB 20380505 FLT 549300CT01X2OUNHMJ08 2038-05-05 2038-05-05 2.54 - 2.79 41000000.00 21848027.44 Other Instrument COLLATERALIZED DEBT OBLIGATION LNR CDO IV LTD 2006-1 A 144A 20430528 FLT 549300FIVXZ33M229N06 2043-05-28 2043-05-28 0.534 - 0.534 99100046.00 190304.50 Other Instrument COLLATERALIZED DEBT OBLIGATION N-STAR REAL EST CDO IX 2007-9 A-3 20520807 FLT 2052-08-07 2052-08-07 2.523 - 2.523 5500000.00 1658480.08 Other Instrument COLLATERALIZED DEBT OBLIGATION DEUTSCHE MTG RE-REMIC 2007-RS8 2-A-2 20360928 FLT 2036-09-28 2036-09-28 0.737 - 0.737 12601482.00 5575212.69 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2007-FS1 A-2A 20371025 FLT 2037-10-25 2037-10-25 1.434 - 1.434 12000000.00 1274582.83 Asset-Backed Securities CSFB COML MTG PTC 2007-C2 G 144A 20490115 FLT 2049-01-15 2049-01-15 5.808 - 5.808 248.00 53.04 Private Label Collateralized Mortgage Obligations GSR MTG TR 2005-9F 2A-8 20360125 6.00000 2036-01-25 2036-01-25 6 - 6 7095042.00 162949.58 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG II 2005-2 B 144A 20351105 FLT 8Z9UQTNXEECO8ECQHB85 2035-11-05 2035-11-05 1.441 - 1.441 33875000.00 9391551.37 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 1197638.44 Other Instrument COLLATERALIZED DEBT OBLIGATION TOWD PT MTG TR 2018-6 B3 20580325 FLT 2058-03-25 2058-03-25 N/A 167868.00 140431.40 Private Label Collateralized Mortgage Obligations LNR CDO III 2005-3 LTD B 20430302 FLT 549300E7M5RWOTY1BF30 2043-03-02 2043-03-02 2.503 - 2.503 10000000.00 111558.41 Other Instrument COLLATERALIZED DEBT OBLIGATION ML-CFC COML MTG TR 2006-4 C 20491212 FLT 2049-12-12 2049-12-12 5.324 - 5.354 500968.00 104658.71 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG 2006-6 C 144A 20361205 FLT BUHFNQJBNOAUZ24NY591 2036-12-05 2036-12-05 1.241 - 1.241 19750000.00 1782817.84 Other Instrument COLLATERALIZED DEBT OBLIGATION RENAISSANCE HEQ 2004-4 MF-3 20350225 5.41700 2035-02-25 2035-02-25 5.417 - 5.417 5180000.00 1007895.24 Asset-Backed Securities Y N/A N/A 2020-08-04 2020-08-04 2020-08-31 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0067 81994506.00 81994506.00 0.0015 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 MILL CTY MTG LN TR 2019-GS1 B2 20590725 FLT 2059-07-25 2059-07-25 3.25 - 3.25 59.00 18.72 Asset-Backed Securities N-STAR REL CDO VIII 2006-8 B 20410201 FLT 2041-02-01 2041-02-01 0.593 - 0.593 600000.00 408002.45 Other Instrument COLLATERALIZED DEBT OBLIGATION CAPITALSOURCE RE LN TR 2006-A D 20370120 FLT 2037-01-20 2037-01-20 2.598 - 2.598 3557229.00 3305715.94 Other Instrument COLLATERALIZED DEBT OBLIGATION CWALT INC 2004-15 1-A-2 20340925 FLT 2034-09-25 2034-09-25 4.741 - 4.741 13336873.00 104964.52 Private Label Collateralized Mortgage Obligations UCFC FUNDING CORP SER 1997-2 M 20281015 7.38000 2028-10-15 2028-10-15 7.38 - 7.38 20751.00 3445.35 Asset-Backed Securities CWHEQ REVOLVING HEQ 2005-H 2-A 20351215 FLT 2035-12-15 2035-12-15 0.425 - 0.425 193020000.00 2406857.91 Asset-Backed Securities RAIT CRE CDO I LTD 2006-1 C 20461120 FLT 5493002XOJ1JMOC06P61 2046-11-20 2046-11-20 0.79 - 0.79 20853000.00 12200857.32 Other Instrument COLLATERALIZED DEBT OBLIGATION CWABS REVOLVING HEQ 2004-M 2-A 20340215 FLT 2033-12-15 2034-02-15 0.465 - 0.485 95768628.00 674429.47 Asset-Backed Securities C-BASS CBO 1X 2004-9 C 20390408 FLT 549300K4LFRQ3P0V4Y79 2039-04-08 2039-04-08 2.605 - 2.605 12000000.00 1901269.17 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG I 2005-1 A-2 20350705 FLT 549300UVUFF52P87TF20 2035-07-05 2035-07-05 2.6 - 2.6 3000000.00 1915918.44 Other Instrument COLLATERALIZED DEBT OBLIGATION WAMU MTG CERT 2006-AR17 1X-PPP 20461225 FLT 2046-12-25 2046-12-25 0.557 - 0.557 389102000.00 2034915.86 Private Label Collateralized Mortgage Obligations TOWD PT MTG TR 2017-3 B3 20570725 FLT 2057-07-25 2057-07-25 3.998 - 3.998 1.00 0.90 Private Label Collateralized Mortgage Obligations TOWD PT MTG TR 2018-6 B1 20580325 FLT 2058-03-25 2058-03-25 N/A 1.00 0.93 Private Label Collateralized Mortgage Obligations WACHOVIA CMBS 2006-C28 D 20481015 FLT 2048-10-15 2048-10-15 5.72 - 5.72 2399973.00 1437946.67 Private Label Collateralized Mortgage Obligations ATTENTUS CDO III 2007-3 B 20421011 FLT 5493004RJP3DQLC3SN92 2042-10-11 2042-10-11 2.684 - 2.684 10000000.00 6182413.14 Other Instrument COLLATERALIZED DEBT OBLIGATION CWHEQ REV HEQ RES 2006-RES 04P1B 20340315 FLT 2034-03-15 2035-04-15 0.415 - 0.505 82804991.00 2291709.85 Asset-Backed Securities LEHMAN MTG TR 2008-4 A1 20370125 FLT 2037-01-25 2037-01-25 0.564 - 0.564 18184567.00 1325105.52 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2018-RP1 B-3 20640925 FLT 549300R1KUK063S4I339 2064-09-25 2064-09-25 3.168 - 3.168 6975438.00 4210064.93 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-CCRE12 D 20461015 FLT 549300MGZ5FI5VFL1177 2046-10-15 2046-10-15 5.24 - 5.24 443.00 255.13 Private Label Collateralized Mortgage Obligations CARNIVAL CORP PAIRED CTF F1OF2ZSX47CR0BCWA982 2500-12-31 2500-12-31 N/A 3398.00 57018.44 Equities COMM MTG TR 2014-LC17 E 20471011 3.11400 2047-10-11 2047-10-11 3.114 - 3.114 7223184.00 4539435.27 Private Label Collateralized Mortgage Obligations HALCYON LN ADV FDG 2014-3 F 20251022 FLT 549300NL4H585I318G08 2025-10-22 2025-10-22 7.198 - 7.198 2019421.00 1105054.05 Asset-Backed Securities SOLOSO CDO 2007-1 A-2L 20371007 FLT 549300TYY1BQ1R0Y8R40 2037-10-07 2037-10-07 1.887 - 1.887 5807000.00 2551618.37 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 2021-01-15 1.125 - 1.125 76278400.00 90730802.85 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 MONTAUK POT CDO II LTD 2006-02 A-1J 20460525 FLT 54930046COUSLUSBKU90 2046-05-25 2046-05-25 1.57 - 1.57 13944000.00 3258037.12 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO V 2006-5 A-1S 20461006 FLT 549300LSG1AJYQVQCE38 2046-10-06 2046-10-06 1.45 - 1.45 201000000.00 2740885.22 Other Instrument COLLATERALIZED DEBT OBLIGATION BLUEGRASS ABS CDO LTD 2004-3 A-2 20391215 FLT 5493007UG5TJX8MX1024 2039-12-15 2039-12-15 0.913 - 0.913 34000000.00 3029317.55 Other Instrument COLLATERALIZED DEBT OBLIGATION CARNIVAL CORP PAIRED CTF F1OF2ZSX47CR0BCWA982 2500-12-31 2500-12-31 N/A 9527.00 159863.06 Equities RESIDENTIAL ASSET 2005-EFC4 M-7 20350925 FLT 2035-09-25 2035-09-25 1.334 - 1.334 247700.00 18296.94 Asset-Backed Securities MULBERRY STR CDO 2003-1 A-2 20371214 FLT 549300CMTAIF2252UI57 2037-12-14 2037-12-14 1.327 - 1.327 4999996.00 1054040.41 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SECURITIES 3-10 B-1 20330705 FLT 2033-07-05 2033-07-05 2.932 - 2.932 38673000.00 26574849.61 Other Instrument COLLATERALIZED DEBT OBLIGATION US CAP FDG III LTD 2004-3 B-2 20351201 FLT 2035-12-01 2035-12-01 1.874 - 1.874 1.00 0.60 Asset-Backed Securities ALESCO PREF FDG IX 2006-9 D-1 20360623 FLT 2036-06-23 2036-06-23 4.778 - 4.778 17750000.00 9823507.59 Other Instrument COLLATERALIZED DEBT OBLIGATION DIOGENES CDO I LTD 2005-1 A-1 20431215 FLT 2043-12-15 2043-12-15 0.561 - 0.561 245500000.00 8030402.50 Other Instrument COLLATERALIZED DEBT OBLIGATION SORIN REAL ESTATE CDO 2006-03 C-2 20460508 FLT 549300GP071UIYK73K48 2046-05-08 2046-05-08 1.222 - 1.222 6000000.00 1281365.92 Other Instrument COLLATERALIZED DEBT OBLIGATION JER CRE CDO 2006-2 C-FL 20450325 FLT 549300HX6FUK9WBH2U64 2045-03-25 2045-03-25 0.835 - 2.684 27206000.00 7646046.47 Other Instrument COLLATERALIZED DEBT OBLIGATION KODIAK CDO I LTD 2006-1 D1 144 20370807 FLT 2037-08-07 2037-08-07 2.942 - 2.942 5000000.00 2334283.16 Other Instrument COLLATERALIZED DEBT OBLIGATION TROPIC CDO V 2006-5 A3L 14 20360715 FLT 54930035IX0Y8SG8GI72 2036-07-15 2036-07-15 2.499 - 2.499 15000000.00 1504131.20 Other Instrument COLLATERALIZED DEBT OBLIGATION ORIENT PT CDO LTD 2005-1 A-2 20451003 FLT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 1.887 - 1.887 20000000.00 1402028.89 Other Instrument COLLATERALIZED DEBT OBLIGATION TRAPEZA CDO I 2002 D 144A 20321130 FLT 2032-11-30 2032-11-30 5.191 - 5.191 1000000.00 221885.04 Other Instrument COLLATERALIZED DEBT OBLIGATION NATIONAL COLL ST LN TR 2007-1 A-4 20331025 FLT 2033-10-25 2033-10-25 0.489 - 0.489 1571.00 1354.75 Asset-Backed Securities TRIAXX PRIME CDO 2006-2 B 20391002 FLT 549300PJ36ZA8Z1O4T73 2039-10-02 2039-10-02 2.709 - 2.709 29777316.00 16787801.30 Other Instrument COLLATERALIZED DEBT OBLIGATION PALISADES CDO LTD 2004-1 C-1 20390722 FLT 254900GFQ1EE6QUMSF58 2039-07-22 2039-07-22 4.348 - 4.348 3238511.00 559685.64 Other Instrument COLLATERALIZED DEBT OBLIGATION MMCAPS FDG XVIII 2006-18 D 144A 20391227 FLT 2039-12-27 2039-12-27 2.084 - 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1.871 100000.00 65671.82 Asset-Backed Securities ALESCO PREFERRED FDG X 2006-10 C-2 20360923 FLT 2WR5CR0FUX22SCWPNQ42 2036-09-23 2036-09-23 1.555 - 1.555 20000000.00 13067279.13 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG XVI 2007-16 C 20380323 FLT 84EC1ANEM6KOUNEN8Q82 2038-03-23 2038-03-23 1.405 - 1.405 4299782.00 2366054.89 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG XV 2007-15 C1 144 20371223 FLT KCKD405PLZO8BUQUCM05 2037-12-23 2037-12-23 2.345 - 2.345 1799841.00 113551.14 Other Instrument COLLATERALIZED DEBT OBLIGATION SOUTH COAST FDG III 2003-3 A-2 20380810 FLT 549300JPS4LRS1YTBK56 2038-08-10 2038-08-10 1.648 - 1.748 2901637.00 599632.39 Other Instrument COLLATERALIZED DEBT OBLIGATION WEST COAST FDG I LTD 2006-1 A-3 20411102 FLT 549300QXECZQNCECZH07 2041-11-02 2041-11-02 0.73 - 0.73 71000000.00 2344433.94 Other Instrument COLLATERALIZED DEBT OBLIGATION JUPITER HGH-GRD CDO III 2005-3 A-2A 20420608 FLT 2042-06-08 2042-06-08 1.037 - 1.449 56421875.00 4738490.74 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG IX 2007-9 A-2LB 20380505 FLT 549300CT01X2OUNHMJ08 2038-05-05 2038-05-05 3.141 - 3.141 20935781.00 3334569.09 Other Instrument COLLATERALIZED DEBT OBLIGATION BOMBARDIER CAP MTG 2000-A A-3 20300615 FLT 2030-06-15 2030-06-15 7.83 - 7.83 694.00 100.87 Asset-Backed Securities SAXON ASSET SECS TR 2005-4 M-4 20371125 FLT 2037-11-25 2037-11-25 0.804 - 0.804 625817.00 247004.81 Asset-Backed Securities BELLE HAVEN ABS CDO 2004-1 A1J 20441103 FLT 2044-11-03 2044-11-03 2.363 - 2.563 62000000.00 5318529.04 Other Instrument COLLATERALIZED DEBT OBLIGATION 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 Deutsche Bank AG Deutsche Bank AG, 0.58% 7LTWFZYICNSX8D621K86 GCH652000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PORT AUTH N Y & N J CONSOLIDATED BDS TWO 54930006MR4KZ4W74Z83 2059-11-01 2059-11-01 4 - 4 150000.00 165548.33 Other Instrument MUNICIPAL DEBT CALIFORNIA EDL FACS AUTH REV REV BDS C 2038-03-01 2038-03-01 4.625 - 4.625 6960000.00 6809581.83 Other Instrument MUNICIPAL DEBT MESA CALIF WTR DIST CTFS PARTN CTFS PARTN REV 2020 2050-03-15 2050-03-15 5 - 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4 2000000.00 2322693.33 Other Instrument MUNICIPAL DEBT NEW HOPE CULTURAL ED FACS FIN BDS 2017 2047-08-15 2047-08-15 5 - 5 3000000.00 3618060.00 Other Instrument MUNICIPAL DEBT NEW ORLEANS LA AVIATION BRD RE GEN ARPT BDS B 2048-01-01 2048-01-01 5 - 5 5000000.00 5813255.56 Other Instrument MUNICIPAL DEBT TENDER OPT BD TR RCPTS / CTFS CTFS 2017 2042-12-01 2042-12-01 0.33 - 0.33 8750000.00 8752300.48 Other Instrument MUNICIPAL DEBT BALTIMORE CNTY MD REV BDS 2020 2050-01-01 2050-01-01 4 - 4 3000000.00 3265943.33 Other Instrument MUNICIPAL DEBT NEW YORK ST DORM AUTH REVS NON BDS 2018 549300C8XO7EXTX2XU71 2048-10-01 2048-10-01 5 - 5 3300000.00 5440317.67 Other Instrument MUNICIPAL DEBT MEMPHIS-SHELBY CNTY TENN ARPT BDS 2018 2043-07-01 2043-07-01 5 - 5 2000000.00 2337262.22 Other Instrument MUNICIPAL DEBT ALLEGHENY CNTY PA HOSP DEV AUT REV BDS 2019 54930046B973R604OG22 2038-07-15 2038-07-15 4 - 4 5650000.00 6433391.33 Other Instrument MUNICIPAL DEBT TEXAS WATER DEV BRD REV BDS 2018 2030-04-15 2043-10-15 5 - 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4 5000000.00 5764877.78 Other Instrument MUNICIPAL DEBT TAMPA-HILLSBOROUGH CNTY FLA EX BDS 2017 2047-07-01 2048-07-01 5 - 5 11750000.00 14120450.56 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0058 210000000.00 210000000.00 0.0038 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.33% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COLONIAL ENTERPRISES INC SR GLBL 144A 30 2030-05-15 2030-05-15 3.25 - 3.25 765000.00 834043.59 Corporate Debt Securities AMERICAN INTL GROUP INC SR GLBL NT2.5%25 ODVCVCQG2BP6VHV36M30 2025-06-30 2025-06-30 2.5 - 2.5 3000000.00 3185678.33 Corporate Debt Securities ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2021-06-16 2021-06-16 0.511 - 0.511 750000.00 751176.51 Other Instrument INTERNATIONAL DEBT BK OF AMERICA CORP PERP SUB GLBL -U 9DJT3UXIJIZJI4WXO774 2500-12-31 2500-12-31 5.2 - 5.2 52000.00 50375.46 Corporate Debt Securities AUSTRALIA&NEW ZEALAND BKG GRP LW TIER II GLBL JHE42UYNWWTJB8YTTU19 2030-07-22 2030-07-22 2.95 - 2.95 300000.00 309968.17 Corporate Debt Securities JP MORGAN CHASE BANK NA GLBL NT 2.739%30 8I5DZWZKVSZI1NUHU748 2024-07-23 2030-10-15 2.739 - 3.797 154000.00 166531.58 Corporate Debt Securities JOHNSON & JOHNSON SR GLBL NT3.7%46 549300G0CFPGEF6X2043 2046-03-01 2046-03-01 3.7 - 3.7 195000.00 244771.91 Corporate Debt Securities BMW US CAP LLC SR GLBL 144A 24 KK5MZM9DIXLXZL9DZL15 2024-04-18 2024-04-18 3.15 - 3.15 54000.00 57825.36 Corporate Debt Securities BROADCOM INC SR GLBL 144A 26 549300WV6GIDOZJTV909 2026-04-15 2026-04-15 4.25 - 4.25 250000.00 280426.04 Corporate Debt Securities JPMORGAN CHASE & CO SUB NT 3.875%24 8I5DZWZKVSZI1NUHU748 2024-09-10 2024-09-10 3.875 - 3.875 89000.00 99607.04 Corporate Debt Securities AT&T INC GLBL NT 3.65%51 549300Z40J86GGSTL398 2045-06-15 2051-06-01 3.65 - 4.35 17090000.00 17815161.68 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 3.625%090149 UE2136O97NLB5BYP9H04 2049-09-01 2049-09-01 3.625 - 3.625 15000.00 16644.49 Corporate Debt Securities NVIDIA CORPORATION SR GLBL NT3.5%50 549300S4KLFTLO7GSQ80 2050-04-01 2050-04-01 3.5 - 3.5 1055000.00 1214199.50 Corporate Debt Securities EMPRESA NACIONAL DEL PETROLEO 5.25%29 549300YP3P0JZBLIV197 2029-11-06 2029-11-06 5.25 - 5.25 5000000.00 5619325.00 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT2.8%51 51M0QTTNCGUN7KFCFZ59 2051-01-15 2051-01-15 2.8 - 2.8 149000.00 152066.25 Corporate Debt Securities DEERE JOHN CAP CORP MTNS BE FR 0.55%070522 E0KSF7PFQ210NWI8Z391 2022-07-05 2022-07-05 0.55 - 0.55 500000.00 501333.61 Corporate Debt Securities EDF S A SR REGS NT 55 549300X3UK4GG3FNMO06 2055-10-13 2055-10-13 5.25 - 5.25 300000.00 392510.75 Corporate Debt Securities TOTAL CAP CDA LTD SR GLBL NT 23 5299005IX98ZZ9LSGK46 2023-07-15 2023-07-15 2.75 - 2.75 45000.00 48376.09 Corporate Debt Securities NXP B V / NXP FDG LLC / NXP US SR GLBL 144A 30 2030-05-01 2030-05-01 3.4 - 3.4 10000000.00 10791922.22 Corporate Debt Securities T MOBILE USA INC SR SEC GLBL 50 549300V2JRLO5DIFGE82 2050-04-15 2050-04-15 4.5 - 4.5 16005000.00 18914628.98 Corporate Debt Securities RESOLUTION FUNDING CORP 2026-10-15 2026-10-15 N/A 1000.00 949.65 Agency Debentures and Agency Strips BANK AMER CORP FR 2.496%021331 9DJT3UXIJIZJI4WXO774 2022-05-17 2031-02-13 2.496 - 3.499 3226000.00 3323950.13 Corporate Debt Securities NEW YORK LIFE GBL FDG MTN REGS SR SEC GLBL 24 635400DPNHEAUHB7ZI15 2024-01-17 2024-01-17 2.9 - 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3.15 93000.00 104886.10 Corporate Debt Securities MACQUARIE BK LTD FR 3.9%011526 4ZHCHI4KYZG2WVRT8631 2026-01-15 2026-01-15 3.9 - 3.9 40000.00 45692.60 Corporate Debt Securities PNC FINL SVCS GROUP INC SR GLBL NT2.6%26 CFGNEKW0P8842LEUIA51 2026-07-23 2026-07-23 2.6 - 2.6 39000.00 42789.59 Corporate Debt Securities MOLSON COORS BEVERAGE CO SR GLBL NT4.2%46 54930073LBBH6ZCBE225 2046-07-15 2046-07-15 4.2 - 4.2 5000000.00 4961550.00 Corporate Debt Securities INTERNATIONAL FINANCE CORP QKL54NQY28TCDAI75F60 2021-01-25 2021-07-20 1.125 - 2.25 4595000.00 4670279.21 Other Instrument INTERNATIONAL DEBT DEUTSCHE BK AG SNR NPF GLBL A26 7LTWFZYICNSX8D621K86 2026-01-13 2026-01-13 4.1 - 4.1 34000.00 36411.94 Corporate Debt Securities GENERAL MLS INC SR GLBL NT 30 2TGYMUGI08PO8X8L6150 2030-04-15 2030-04-15 2.875 - 2.875 3000000.00 3285353.75 Corporate Debt Securities ABBVIE INC GLBL REGS NT 45 FR5LCKFTG8054YNNRU85 2045-03-15 2045-03-15 4.75 - 4.75 500000.00 621277.08 Corporate Debt Securities MORGAN STANLEY FR 4.431%012330 IGJSJL3JD5P30I6NJZ34 2030-01-23 2030-01-23 4.431 - 4.431 499994.00 605334.78 Corporate Debt Securities SANTANDER UK PLC GLBL COCO 21 PTCQB104N23FMNK2RZ28 2021-06-01 2021-06-01 3.4 - 3.4 195000.00 200672.33 Corporate Debt Securities MONDELEZ INTL INC SR GLBL NT 30 549300DV9GIB88LZ5P30 2030-04-13 2030-04-13 2.75 - 2.75 8266120.00 8954207.90 Corporate Debt Securities ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2022-07-19 2023-03-17 1.75 - 2.75 33858000.00 35155762.46 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0033 126000000.00 126000000.00 0.0023 N Y Y N J.P. 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Mizuho Securities U.S.A., Inc., 1.07% 7TK5RJIZDFROZCA6XF66 GAC892000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ARIZONA INDL DEV AUTH CHARTER TAXABLE-RM CHARTER HLDGS 2025-11-01 2025-11-01 7 - 7 78375432.00 77166795.75 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 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.50% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2035-01-25 2500-12-31 0 - 5.749 285758336.00 68040945.44 Asset-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0050 63000000.00 63000000.00 0.0011 N Y 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 4533053.16 Agency Debentures and Agency Strips WORLD BANK ZTMSNXROF84AHWJNKQ93 2021-03-09 2021-07-23 1.625 - 2.75 2000000.00 2053673.47 Other Instrument INTERNATIONAL DEBT FEDERAL FARM CREDIT 2020-10-13 2044-03-07 1.55 - 5.77 76971000.00 91315107.97 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2027-06-30 2027-06-30 0.5 - 0.5 9182000.00 9199298.89 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0035 105000000.00 105000000.00 0.0019 N Y Y N Societe Generale Societe Generale, 0.31% O2RNE8IBXP4R0TD8PU41 GCH668000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2021-03-09 2500-12-31 0.4 - 13 406577456.00 408471869.29 Corporate Debt Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0031 379000000.00 379000000.00 0.0069 N Y Y N Societe Generale Societe Generale, 0.33% O2RNE8IBXP4R0TD8PU41 GCH670000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2021-01-16 2500-12-31 0.4 - 13 148853664.00 143584606.96 Corporate Debt Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0033 133000000.00 133000000.00 0.0024 N N Y N Societe Generale Societe Generale, 0.45% O2RNE8IBXP4R0TD8PU41 GCH667000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-08-15 2500-12-31 0.315 - 13 276152206.00 182475855.27 Asset-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0045 169000000.00 169000000.00 0.0031 N Y Y N Societe Generale Societe Generale, 0.46% O2RNE8IBXP4R0TD8PU41 GCH671000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2021-03-18 2115-06-05 0.324 - 12 59501301.00 48600621.34 Asset-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0046 45000000.00 45000000.00 0.0008 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.28% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FORD MOTOR CREDIT CO LLC 2020-07-31 2020-07-31 N/A 30000000.00 29905410.00 Money Market HARLEY-DAVIDSON FDG CORP 2020-09-22 2020-09-22 N/A 262000.00 261677.22 Money Market WORLD BANK ZTMSNXROF84AHWJNKQ93 2021-03-09 2025-07-29 1.625 - 2.5 14582000.00 14889445.66 Other Instrument INTERNATIONAL DEBT CRANE CO 2020-10-27 2020-10-27 N/A 1000000.00 997000.00 Money Market INTERNATIONAL FINANCE CORP QKL54NQY28TCDAI75F60 2021-07-20 2021-07-20 1.125 - 1.125 375000.00 380182.50 Other Instrument INTERNATIONAL DEBT HYUNDAI CAP AMER INC 2020-08-18 2020-08-18 N/A 323000.00 322599.48 Money Market FMC TECHNOLOGIES INC 2020-09-03 2020-09-08 N/A 4164606.00 4160670.80 Money Market ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2021-06-08 2029-09-19 1.75 - 2 6435000.00 6631319.54 Other Instrument INTERNATIONAL DEBT INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 2020-07-15 2025-07-15 0.625 - 2.99 13555622.00 13639205.61 Other Instrument INTERNATIONAL DEBT NUTRIEN LTD DISC COML PAPER 4/ 2020-09-10 2020-09-10 N/A 15000000.00 14984730.00 Money Market Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0028 84000000.00 84000000.00 0.0015 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.58% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ZENDESK INC SR GLBL COCO 25 549300SLI6BN94BKKO36 2025-06-15 2025-06-15 0.625 - 0.625 8440513.00 8951443.04 Equities FIVE9 INC SR GLBL COCO 25 254900MXP6EWY0SFFR59 2025-06-01 2025-06-01 0.5 - 0.5 10926000.00 11546141.55 Equities BEST INC SR GLBL 144A 24 529900DFGEHZGJ3B9M87 2024-10-01 2024-10-01 1.75 - 1.75 14807150.00 12490814.06 Equities APHRIA INC SR GLBL COCO 24 52990092S6BM5E48CI11 2024-06-01 2024-06-01 5.25 - 5.25 7151951.00 5338424.82 Equities SPLUNK INC SR GLBL COCO 27 549300XGDSGBP6UEI867 2027-06-15 2027-06-15 1.125 - 1.125 6666192.00 7033907.48 Equities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0058 42000000.00 42000000.00 0.0008 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.65% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BILIBILI INC SR GLBL CV NT 26 5493008V60M52L3PIS45 2026-04-01 2026-04-01 1.375 - 1.375 1250000.00 2342536.63 Equities AXA SA 7.25%21 F5WCUMTUM4RKZ1MAIE39 2021-05-15 2021-05-15 7.25 - 7.25 5700951.00 5186112.37 Equities NEXTERA ENERGY PARTNERS LP SR CV 144A NT 20 5493008F4ZOQFNG3WN54 2020-09-15 2020-09-15 1.5 - 1.5 18149130.00 18582621.97 Equities LIBERTY MEDIA CORP SR EXC DB3.75%30 549300SZUIU7Z32Q0664 2030-02-15 2030-02-15 3.75 - 3.75 18728000.00 12998402.50 Equities EXACT SCIENCES CORP SR GLBL COCO 28 549300VM3X1FYD4N9Z14 2028-03-01 2028-03-01 0.375 - 0.375 61307994.00 58513039.19 Equities OASIS PETROLEUM INC SR GLBL COCO 23 529900FA4V2YNIKZ0M71 2023-09-15 2023-09-15 2.625 - 2.625 2119000.00 334073.59 Equities PRETIUM RES INC SR SB IDX LKD 22 2022-03-15 2022-03-15 2.25 - 2.25 13188000.00 12247201.05 Equities TEEKAY CORPORATION 5%23 YHKQM2RIPKZYOZ6RVZ46 2023-01-15 2023-01-15 5 - 5 305875.00 262363.26 Equities IQIYI INC SR COCO 25 222100XL8T2Q5B8MS302 2023-12-01 2025-04-01 2 - 3.75 8884000.00 9172598.89 Equities CYBERARK SOFTWARE LTD SR GLBL COCO 24 529900YEXNDM894PWS93 2024-11-15 2024-11-15 N/A 6500000.00 5920980.00 Equities NIO INC SR CONV NT4.5%24 549300JBU4TV5OCKJV96 2024-02-01 2024-02-01 4.5 - 4.5 17938157.00 17072730.62 Equities SSR MNG INC SR GLBL CV NT 39 549300JD2KR7AB9DYJ38 2039-04-01 2039-04-01 2.5 - 2.5 766000.00 1022901.51 Equities Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0065 133000000.00 133000000.00 0.0024 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.65% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N APOLLO COML REAL EST FIN INC SR CONV 4.75%22 549300E0AN7M2AQHSY29 2022-08-23 2022-08-23 4.75 - 4.75 55178805.00 48604388.33 Equities Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0065 45000000.00 45000000.00 0.0008 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.81% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NEW RELIC INC SR GLBL COCO 23 549300AB8FY2HQILL804 2023-05-01 2023-05-01 0.5 - 0.5 3550000.00 3424612.03 Equities EXACT SCIENCES CORP SR GLBL COCO 28 549300VM3X1FYD4N9Z14 2028-03-01 2028-03-01 0.375 - 0.375 9738153.00 9294202.78 Equities ARES CAPITAL CORP SR GLBL COCO 22 WEQ82666OJYSI5GUAB47 2022-02-01 2022-02-01 3.75 - 3.75 3943000.00 3935196.15 Equities TESLA INC SR COCO 22 54930043XZGB27CTOV49 2022-03-15 2022-03-15 2.375 - 2.375 8796000.00 27439448.18 Equities AEGERION PHARMACEUTICALS INC SR GLBL CV NT 25 549300PFYFSCKFOY5J36 2025-04-01 2025-04-01 5 - 5 736534.00 723542.36 Equities IONIS PHARMACEUTICALS INC SR GLBL COCO 24 549300SI4ZGLG0BLUZ92 2024-12-15 2024-12-15 0.125 - 0.125 17728000.00 17259485.89 Equities BAOZUN INC SR CV NT1.625%24 549300IF0HZ7T4762633 2024-05-01 2024-05-01 1.625 - 1.625 37706000.00 36481429.57 Equities HERBALIFE LTD SR COCO 24 549300BA7TYPBSZZIA41 2024-03-15 2024-03-15 2.625 - 2.625 44557089.00 43979462.04 Equities Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0081 132000000.00 132000000.00 0.0024 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.92% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SNAP INC SR GLBL COCO 26 549300JNC0L6VP8A2Q35 2026-08-01 2026-08-01 0.75 - 0.75 21211000.00 26301304.16 Equities CANTEL MED CORP GLBL COCO 25 549300ZFW3JXCDHTGW91 2025-05-15 2025-05-15 3.25 - 3.25 3454517.00 4299811.40 Equities HALOZYME THERAPEUTICS INC SR GLBL COCO 24 529900242I3SV9AGM753 2024-12-01 2024-12-01 1.25 - 1.25 15604000.00 19312711.04 Equities OKTA INC SR GLBL COCO 25 549300N8J06I8MRHU620 2025-09-01 2025-09-01 0.125 - 0.125 13485000.00 16659007.53 Equities SLACK TECHNOLOGIES INC SR GLBL COCO 25 549300VIZRB02KN4IJ45 2025-04-15 2025-04-15 0.5 - 0.5 9428007.00 11538042.11 Equities ZILLOW GROUP INC SR GLBL COCO 21 2549002XEELQDIR6FU05 2021-12-01 2021-12-01 2 - 2 53357040.00 65602539.97 Equities Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0092 133000000.00 133000000.00 0.0024 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.10% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COHERUS BIOSCIENCES INC SR SB GLBL 26 5493007IL8W5MV932D26 2026-04-15 2026-04-15 1.5 - 1.5 3450000.00 3765128.75 Equities IQIYI INC SR GLBL COCO 23 222100XL8T2Q5B8MS302 2023-12-01 2023-12-01 3.75 - 3.75 300000.00 327906.25 Equities UNDER ARMOUR INC SR GLBL COCO 24 549300D4549QKWETZ406 2024-06-01 2024-06-01 1.5 - 1.5 31900000.00 36130737.50 Equities SAILPOINT TECHNLGIES HLDGS INC SR GLBL COCO 24 529900809B15HNZH5H79 2024-09-15 2024-09-15 0.125 - 0.125 9590000.00 10679563.85 Equities KBR INC SR GLBL COCO 23 254900OFQDXZRKRCV808 2023-11-01 2023-11-01 2.5 - 2.5 7500000.00 8480529.17 Equities DHT HOLDINGS INC SR GLBL CV NT 21 549300SMD6IVZYT74K40 2021-08-15 2021-08-15 4.5 - 4.5 1680598.00 1818701.14 Equities ALTERYX INC SR GLBL COCO 26 549300XWZG0JHL7I0827 2026-08-01 2026-08-01 1 - 1 12197000.00 13802599.53 Equities COUPA SOFTWARE INC SR GLBL COCO 26 549300Q95ICR2GFL2K37 2026-06-15 2026-06-15 0.375 - 0.375 34491352.00 39316217.89 Equities HEALTH CATALYST INC SR GLBL COCO 25 549300223PL6GWKVJG92 2025-04-15 2025-04-15 2.5 - 2.5 5133000.00 5730777.77 Equities Y N/A N/A 2020-08-12 2020-08-12 2020-08-12 N N N 0.0110 111000000.00 111000000.00 0.0020 N N N Y Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 6/30/2020 due 07/01/2020 B4TYDEB6GKMZO031MB27 GCH846000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-04-20 2045-09-20 3 - 4.5 1450810685.42 283830068.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 278264000.00 278264000.00 0.0050 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.1%, dated 6/30/2020 due 07/01/2020 R0MUWSFPU8MPRO8K5P83 GCH846000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2038-10-19 2038-10-19 4.25 - 4.25 197.41 219.85 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-07-09 2049-11-15 0 - 8.75 128568481.49 138419700.22 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 12288.90 11193.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-04-01 2050-06-01 2.659 - 3 332607.55 346590.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4.5 - 4.5 5981.79 1312.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-06-20 2049-01-20 3.5 - 5 7789728.95 1399094.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 1345.11 1149.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2047-11-01 0 - 4.5 27111.20 22983.53 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 137200000.00 137200000.00 0.0025 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 6/30/2020 due 07/01/2020 VJW2DOOHGDT6PR0ZRO63 GCH846000_08066 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 2031-10-01 2032-05-01 6.5 - 6.5 1092.25 2.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-07-15 2049-06-01 0.25 - 7.5 249624.34 180573.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 209.71 3.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 206.80 117.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 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6 1795.13 383.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-10-15 2050-06-20 2.5 - 9.5 725564.57 584516.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-06-01 2.5 - 4 10504.98 10270.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 2.5 - 6.5 6684.49 1136.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3 - 4.5 4572.89 2645.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 30202.53 958.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-07-06 2032-05-04 0 - 5.75 157584.00 165294.07 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-25 2050-07-01 0.2 - 9.5 992402.12 734032.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 29.13 0.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 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7 24.38 0.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 174.76 8.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 7616.62 5326.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 114.95 94.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 78.64 1.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 1056.09 658.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2050-07-01 2.5 - 4 720082.37 750574.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 4 - 4 15397.29 10702.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 803.90 30.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 3.5 - 3.5 17.48 6.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 2.5 - 3 2866.65 1338.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 139.99 67.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-08-01 3 - 3.5 591.47 275.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 44898.76 6.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 355.74 102.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 2.5 - 6.5 1971.85 942.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-08-01 2024-07-01 4 - 4.5 6060.78 121.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-08-01 2032-04-01 3.5 - 4 2197.55 1283.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2026-08-01 5 - 5 14.56 0.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2050-06-01 2 - 3.5 64719.25 67881.09 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-02 2050-02-15 0 - 8 5268391.27 5425298.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-06-01 2040-06-01 3 - 3 31782.67 33619.86 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-07-02 2050-02-03 0.16 - 3.2 912241.37 920047.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 1223.32 2.62 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 8738000.00 8738000.00 0.0002 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 6/30/2020 due 07/01/2020 E57ODZWZ7FF32TWEFA76 GCH846000_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 2023-02-01 2023-05-01 4.5 - 5 633825.42 7566.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 1541.75 1392.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 3 - 3 3436.04 3535.87 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 2082276.94 1850337.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2029-07-01 5 - 5.5 64155.68 3208.05 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 2136306.85 3195213.88 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2022-10-01 8.5 - 8.5 363179.89 1126.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 4.5 - 4.5 91209.28 3368.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-06-01 2021-11-01 6 - 6 826741.01 2285.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 58759.96 65157.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 3975.72 47.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 4 75778.37 81360.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 217381.94 231853.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-06-01 2030-06-01 1.76 - 1.76 77.30 82.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-11 2036-07-15 0.625 - 5.625 2030179.44 2408761.34 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 3.42 - 3.42 77.30 88.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 2049-11-01 2.835 - 2.835 81.55 87.04 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-01-05 2029-10-03 0.17 - 3.5 471969.38 492991.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-11-24 2045-12-01 0 - 10 33869765.50 21050997.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-03-01 4.5 - 4.5 77296.00 1629.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2024-02-01 5.5 - 6 119384.60 1701.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2029-02-01 5.5 - 6.5 440389.01 3499.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-03-01 2024-10-01 5.5 - 5.5 25933.27 556.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 177045.56 1137.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.2 - 4.2 332.53 390.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 4637.76 4682.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2048-08-15 2.5 - 10 20774743.19 362124.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-30 2057-09-01 0 - 10.5 15870778.17 10162311.55 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-09-08 2048-02-15 0 - 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In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 6/30/2020 due 07/01/2020 MBNUM2BPBDO7JBLYG310 GCH846000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-09-20 2050-02-20 2.5 - 5.5 340057452.12 235792271.46 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-28 2020-07-28 0 - 0 733265.34 733191.28 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 231887000.00 231887000.00 0.0042 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GCH597000 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 2046-11-15 2046-11-15 3.75 - 3.75 62003435.00 64890180.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 63000000.00 63000000.00 0.0011 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.1%, dated 6/30/2020 due 07/01/2020 ZBUT11V806EZRVTWT807 GCH846000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2048-09-01 3.5 - 5 360059.72 335884.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2026-11-01 3.5 - 3.5 6867.39 541.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2031-06-01 3 - 3 5379.10 3108.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 5.5 - 5.5 23232.48 720.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4 - 4 2149.34 1676.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-01-01 2057-02-01 2 - 7 1784305.88 1114858.89 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2023-10-31 0.2 - 2.875 1514224.48 1564655.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 2.5 - 2.5 38519.96 39583.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 3001000.00 3001000.00 0.0001 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 6/30/2020 due 07/01/2020 7TK5RJIZDFROZCA6XF66 GCH846000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-20 2049-07-20 3 - 4 8272273.74 5825988.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2031-06-01 3.16 - 4.04 1846924.80 2057038.75 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 74782251.07 87847497.94 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-08-01 2048-01-01 2.5 - 5 6641428.90 4241067.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2039-02-01 4.03 - 4.27 205723.45 246918.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-08-01 2030-08-01 3.71 - 3.71 2784907.75 3224409.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.59 - 4.59 51594.14 61121.83 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 101229000.00 101229000.00 0.0018 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 6/30/2020 due 07/01/2020 ES7IP3U3RHIGC71XBU11 GCH846000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 4 - 4 1050783.85 981138.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 3 - 3 2518088.25 2660349.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 3.5 - 3.5 111143.43 115979.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-05-01 3 - 3.5 5672815.37 5983025.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3.5 893631.06 955001.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4.5 213824.18 218654.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2050-06-01 0.585 - 7 147956019.44 87973641.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4 - 4 139571.63 149606.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-25 2049-11-25 6.5 - 6.5 891611.78 885709.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 100.96 60.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.635 - 6 403005848.10 236745067.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-05-01 3.5 - 4.5 10423000.21 10806640.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 779689.91 819901.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2042-03-01 3.5 - 3.5 2124695.42 880026.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 247689.51 258459.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-11-01 2033-01-01 3 - 3.5 262955.26 189717.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 3.5 - 3.5 1174818.97 990269.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-06-01 4.5 - 4.5 1288740.93 323453.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-10-01 2048-06-01 3 - 4 10702070.07 8604601.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3.5 - 3.5 31818.88 10585.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 113798.21 120959.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2049-09-01 3 - 4.5 9141247.65 8151758.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-07-01 2041-10-01 4 - 4.5 2975904.24 1015443.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-06-01 2.5 - 4 2009094.72 2128222.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4.5 7493683.96 6127587.13 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2027-04-30 2027-04-30 0.5 - 0.5 560560.95 562426.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3.5 4782332.59 5146897.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 687943.83 731080.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-05-01 2040-05-01 1.78 - 2.36 10360675.20 10902922.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 3222748.90 3018869.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 2747423.96 2513255.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 5 - 5 100817.40 113859.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-11-01 2045-11-01 4 - 4 427786.99 254082.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 4 - 4 6829115.74 2690813.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4.5 482286.92 328041.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4.5 - 4.5 729486.68 565976.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-04-01 4.5 - 4.5 11643554.09 10051499.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 621966.23 661726.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-09-01 4 - 4.5 3420626.94 2528645.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 408837000.00 408837000.00 0.0074 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 6/30/2020 due 07/01/2020 5U0XI89JRFVHWIBS4F54 GCH846000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2026-02-15 1.5 - 2.75 99428632.99 105059494.84 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-04-01 2050-06-01 2 - 3.5 133575088.92 118033701.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-10-20 2049-01-20 3 - 4.5 77800897.20 45410685.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 3.5 - 3.5 34504756.36 20409825.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 283248000.00 283248000.00 0.0051 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.1%, dated 6/30/2020 due 07/01/2020 5U0XI89JRFVHWIBS4F54 GCH846000_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 ASSOC B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-04-01 2.5 - 4 907229972.59 729165479.07 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 712724000.00 712724000.00 0.0129 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 6/30/2020 due 07/01/2020 VYVVCKR63DVZZN70PB21 GCH846000_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 2038-02-15 2044-02-15 3.625 - 4.5 16559725.87 25943658.53 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 0.308 - 0.308 43344.19 513.51 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.798 - 3.798 244358.40 168612.06 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 25454000.00 25454000.00 0.0005 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.18% G5GSEF7VJP5I7OUK5573 GCH729000 Non-Negotiable Time Deposit Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0018 762000000.00 762000000.00 0.0138 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.10% 549300H47WTHXPU08X20 GCH596000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-06-30 2027-06-30 0.5 - 0.5 221969400.00 222360066.14 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 218000000.00 218000000.00 0.0039 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384ZL6 2549001DPIFGXC1TOL40 US313384ZL66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0011 65996700.00 65996700.00 0.0012 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 0.0012 75992906.92 75992906.92 0.0014 N N Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.24% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 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 0.0024 40000000.00 40000000.00 0.0007 N N Y N Green Bay Redev. Auth. Green Bay Redev. Auth., 0.18% (Green Bay Packaging, Inc. Proj.) LOC Wells Fargo Bank NA VRDN 39269DAA3 US39269DAA37 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2047-07-01 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0018 15600000.00 15600000.00 0.0003 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 2020-07-07 2020-07-07 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 4600000.00 4600000.00 0.0001 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.36% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-07-01 2020-07-07 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0036 162000000.00 162000000.00 0.0029 N N Y N Fidelity Hereford Street Trust: Fidelity Money Market Fund 2020-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer