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Treasury Bills, 0.11% to 0.15% 9127963M9 US9127963M90 U.S. Treasury Debt Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0002 819998294.40 819998294.40 0.0153 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 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 0.0007 1023064825.82 1023064825.82 0.0191 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 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 0.0006 819855130.60 819855130.60 0.0153 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 0.0006 503990202.24 503990202.24 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 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 0.0008 638945685.00 638945685.00 0.0119 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 0.0006 1091674978.24 1091674978.24 0.0204 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 0.0008 647973224.64 647973224.64 0.0121 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 0.0007 824959665.75 824959665.75 0.0154 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 0.0008 559966400.00 559966400.00 0.0105 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 0.0009 1109911588.50 1109911588.50 0.0207 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 0.0008 433968096.66 433968096.66 0.0081 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 0.0009 926297225.18 926297225.18 0.0173 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 0.0009 819879902.80 819879902.80 0.0153 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127965F2 US9127965F22 U.S. Treasury Debt Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0011 544742334.90 544742334.90 0.0102 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 0.0008 554950205.40 554950205.40 0.0104 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 0.0009 829875873.50 829875873.50 0.0155 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 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 0.0009 1109814308.10 1109814308.10 0.0207 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 0.0009 1104792967.20 1104792967.20 0.0206 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.18% 9127962R9 US9127962R96 U.S. Treasury Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0009 554895898.65 554895898.65 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127964J5 US9127964J52 U.S. Treasury Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0008 31994106.56 31994106.56 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127964K2 US9127964K26 U.S. Treasury Debt Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0009 549876629.50 549876629.50 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127962Z1 US9127962Z13 U.S. Treasury Debt Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0010 196746167.33 196746167.33 0.0037 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 0.0009 414414795.38 414414795.38 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127965C9 US9127965C90 U.S. Treasury Debt Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0010 549795279.00 549795279.00 0.0103 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 0.0009 1094879013.45 1094879013.45 0.0204 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 0.0009 825893883.78 825893883.78 0.0154 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 0.0009 559925178.40 559925178.40 0.0104 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 0.0008 279957689.20 279957689.20 0.0052 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 0.0010 249936110.00 249936110.00 0.0047 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 0.0009 276916900.00 276916900.00 0.0052 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 0.0004 534996319.20 534996319.20 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127964R7 US9127964R78 U.S. 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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 0.0020 90018666.00 90018666.00 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.32% 60683BF40 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-30 2020-10-30 2020-10-30 N N N 0.0022 87021750.00 87021750.00 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.32% 60683BF57 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0022 88022035.20 88022035.20 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 0.0022 45012465.00 45012465.00 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 0.0021 87026039.10 87026039.10 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 0.0021 30009009.00 30009009.00 0.0006 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.23% 60710AQF2 RB0PEZSDGCO3JS6CEU02 GDG481000 Certificate of Deposit Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0022 219005759.70 219005759.70 0.0041 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.23% 60710AQE5 RB0PEZSDGCO3JS6CEU02 GDG480000 Certificate of Deposit Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0022 219005825.40 219005825.40 0.0041 N N N N Royal Bank of Canada Royal Bank of Canada, 0.39% 78012URZ0 ES7IP3U3RHIGC71XBU11 US78012URZ02 0001000275 Certificate of Deposit Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0027 160671446.78 160671446.78 0.0030 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 0.0029 220026488.00 220026488.00 0.0041 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 0.0034 115009545.00 115009545.00 0.0021 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86565CKM0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0022 223037486.30 223037486.30 0.0042 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 0.0012 265024459.50 265024459.50 0.0049 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 0.0012 309029694.90 309029694.90 0.0058 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 0.0013 265029653.50 265029653.50 0.0049 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 0.0013 235028881.50 235028881.50 0.0044 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 0.0014 265036040.00 265036040.00 0.0049 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 0.0020 175033512.50 175033512.50 0.0033 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 0.0020 160030784.00 160030784.00 0.0030 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 0.0020 155030550.50 155030550.50 0.0029 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 0.0012 221019514.30 221019514.30 0.0041 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 0.0011 176013340.80 176013340.80 0.0033 N N Y 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 0.0011 153016401.60 153016401.60 0.0029 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 0.0012 460040480.00 460040480.00 0.0086 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 0.0013 161018015.90 161018015.90 0.0030 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 0.0013 239027700.10 239027700.10 0.0045 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 0.0014 195027690.00 195027690.00 0.0036 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 0.0014 155022893.50 155022893.50 0.0029 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 0.0016 112018883.20 112018883.20 0.0021 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 0.0010 227009692.90 227009692.90 0.0042 N N Y 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 0.0010 150007980.00 150007980.00 0.0028 N N Y N Sumitomo Mitsui Trust Bank Ltd. 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Svenska Handelsbanken, Inc., 0.23% 86959RFH8 NHBDILHZTYCNBV5UYZ31 US86959RFH84 0001448613 Certificate of Deposit Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0015 333007659.00 333007659.00 0.0062 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417JPK2 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2021-02-19 2021-02-19 2021-02-19 N N N 0.0028 126806642.50 126806642.50 0.0024 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.41% 06417LPD3 L3I9ZG2KFGXZ61BMYR72 US06417LPD37 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0028 90012240.00 90012240.00 0.0017 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.43% 06417LNW3 L3I9ZG2KFGXZ61BMYR72 US06417LNW36 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0015 172016976.40 172016976.40 0.0032 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 169009278.10 169009278.10 0.0032 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 0.0035 16000993.60 16000993.60 0.0003 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.30% 06742VKZ3 G5GSEF7VJP5I7OUK5573 GBB336000 Financial Company Commercial Paper Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0018 84985371.50 84985371.50 0.0016 N N N N BPCE SA BPCE SA, 0.20% 05571BKS1 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0018 104954073.00 104954073.00 0.0020 N N N N BPCE SA BPCE SA, 0.20% 05571BKS1 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0018 210907708.60 210907708.60 0.0039 N N N N BPCE SA BPCE SA, 0.20% 05571BKU6 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-10-28 2020-10-28 2020-10-28 N N N 0.0019 104951721.00 104951721.00 0.0020 N N N N BPCE SA BPCE SA, 0.20% 05571BKV4 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0019 422801190.00 422801190.00 0.0079 N N N N BPCE SA BPCE SA, 0.26% 05571BJQ7 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0012 212961596.10 212961596.10 0.0040 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 0.0009 86998695.00 86998695.00 0.0016 N N Y 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 0.0009 433992405.00 433992405.00 0.0081 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.41% 13608CJK9 2IGI19DL77OX0HC3ZE78 US13608CJK99 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0028 348047328.00 348047328.00 0.0065 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 0.0016 257952682.80 257952682.80 0.0048 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 0.0017 396918138.60 396918138.60 0.0074 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 0.0009 156998822.50 156998822.50 0.0029 N Y Y 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 0.0009 171997850.00 171997850.00 0.0032 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 0.0021 42964645.40 42964645.40 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 0.0021 9991720.00 9991720.00 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 0.0021 42963975.46 42963975.46 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 0.0021 9991622.00 9991622.00 0.0002 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.30% 31428FNB7 549300B2Q47IR0CR5B54 GDB227000 Financial Company Commercial Paper Y N/A N/A 2021-01-11 2021-01-11 2021-01-11 N N N 0.0021 84918680.50 84918680.50 0.0016 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.30% 31428FNF8 549300B2Q47IR0CR5B54 GDD513000 Financial Company Commercial Paper Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0021 83917680.00 83917680.00 0.0016 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 0.0012 98991750.33 98991750.33 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 0.0012 26997480.90 26997480.90 0.0005 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.23% 53943RLG2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-16 2020-11-16 2020-11-16 N N N 0.0022 82945469.00 82945469.00 0.0015 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.23% 53943RLL1 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0023 157891359.20 157891359.20 0.0029 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.23% 53943RLP2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0023 104925534.00 104925534.00 0.0020 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.23% 53943RLP2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0023 41970213.60 41970213.60 0.0008 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.23% 53943RLQ0 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0023 157886461.20 157886461.20 0.0029 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.23% 53943RLR8 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0023 104923906.50 104923906.50 0.0020 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.23% 53943RLR8 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0023 41969562.60 41969562.60 0.0008 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.23% 53943RLT4 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0023 71946691.20 71946691.20 0.0013 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.23% 60682YKT0 JBONEPAGQXF4QP29B387 GDG963000 Financial Company Commercial Paper Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0022 43976662.40 43976662.40 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.23% 60682YL28 JBONEPAGQXF4QP29B387 GDH438000 Financial Company Commercial Paper Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0023 42974849.30 42974849.30 0.0008 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.23% 60689PLC8 RB0PEZSDGCO3JS6CEU02 GEA303000 Financial Company Commercial Paper Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0022 52966543.75 52966543.75 0.0010 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.25% 60689PL46 RB0PEZSDGCO3JS6CEU02 GDG483000 Financial Company Commercial Paper Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0019 62969256.00 62969256.00 0.0012 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.26% 60689PK70 RB0PEZSDGCO3JS6CEU02 GDD207000 Financial Company Commercial Paper Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0016 64980604.00 64980604.00 0.0012 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 0.0033 192014553.60 192014553.60 0.0036 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 0.0033 39003096.60 39003096.60 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 0.0034 183015189.00 183015189.00 0.0034 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 0.0015 400947870.00 400947870.00 0.0075 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 343947505.60 343947505.60 0.0064 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 0.0017 387917550.00 387917550.00 0.0072 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.23% 86564YL59 5493006GGLR4BTEL8O61 GDI289000 Financial Company Commercial Paper Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0021 45973973.20 45973973.20 0.0009 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.24% 86564YL59 5493006GGLR4BTEL8O61 GDG949000 Financial Company Commercial Paper Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0021 22986986.60 22986986.60 0.0004 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.28% 86564YKL5 5493006GGLR4BTEL8O61 GDA125000 Financial Company Commercial Paper Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0020 133939405.20 133939405.20 0.0025 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.28% 86564YKM3 5493006GGLR4BTEL8O61 GDA698000 Financial Company Commercial Paper Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0021 188913041.10 188913041.10 0.0035 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 0.0010 344967466.50 344967466.50 0.0064 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.15% 89119AH35 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 342127331.39 342127331.39 0.0064 N Y Y N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.15% 89119AH43 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0010 89999037.00 89999037.00 0.0017 N N Y N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.25% 89119ANF1 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0023 223763747.20 223763747.20 0.0042 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.25% 89119ANR5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-01-25 2021-01-25 2021-01-25 N N N 0.0023 223746364.80 223746364.80 0.0042 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.25% 89119AP93 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0024 253681357.00 253681357.00 0.0047 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.25% 89119APG7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0024 274637907.50 274637907.50 0.0051 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.32% 89120DR92 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0025 162020768.40 162020768.40 0.0030 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 0.0033 170014535.00 170014535.00 0.0032 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 189610105.68 189610105.68 0.0035 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 0.0036 485026384.00 485026384.00 0.0091 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 0.0038 285051015.00 285051015.00 0.0053 N N N N UBS AG London Branch UBS AG London Branch, 0.38% 90276JKH8 BFM8T61CT2L1QCEMIK50 US90276JKH85 Financial Company Commercial Paper Y N/A N/A 2020-09-29 2020-12-29 2020-12-29 N N N 0.0038 398699960.13 398699960.13 0.0074 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 0.0013 62998406.10 62998406.10 0.0012 N N Y 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 0.0015 43995296.40 43995296.40 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 0.0015 49952269.82 49952269.82 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 0.0021 41988979.20 41988979.20 0.0008 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.30% RUC0QBLBRPRCU4W1NE59 GEA256000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CHEVRON CORPORATION SR GLBL NT 25 2025-05-11 2025-05-11 1.554 - 1.554 2751213.00 2875962.17 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 60260391.00 69173036.74 Corporate Debt Securities EXELON CORP SR GLBL NT5.1%45 3SOUA6IRML7435B56G12 2045-06-15 2045-06-15 5.1 - 5.1 3516000.00 4872214.96 Corporate Debt Securities SYSCO CORP CR SEN SR GLBL40 5RGWIFLMGH3YS7KWI652 2040-04-01 2040-04-01 6.6 - 6.6 2000000.00 2849753.33 Corporate Debt Securities PIEDMONT NAT GAS INC SR GLBL NT 50 VXB4M3BDPKF3I2AZ3G89 2050-06-01 2050-06-01 3.35 - 3.35 15501000.00 18651018.49 Corporate Debt Securities FIDELITY & GTY LIFE HLDGS INC SR GLBL 144A 25 549300WCR5QBFH98VZ75 2025-05-01 2025-05-01 5.5 - 5.5 28498477.00 31740178.76 Corporate Debt Securities WALMART INC SR -D NT 4.75%43 Y87794H0US1R65VBXU25 2043-10-02 2043-10-02 4.75 - 4.75 225000.00 321322.81 Corporate Debt Securities GE CAP FUNDING LLC SR GLBL 144A 30 2030-05-15 2030-05-15 4.4 - 4.4 17476045.00 18620240.50 Corporate Debt Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0030 142000000.00 142000000.00 0.0027 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.34% RUC0QBLBRPRCU4W1NE59 GEA257000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMETEK INC COM 2500-12-31 2500-12-31 N/A 12381.00 1162575.90 Equities SCVX CORP COM 2500-12-31 2500-12-31 N/A 450000.00 4653495.00 Equities DOCUSIGN INC COM 2500-12-31 2500-12-31 N/A 231.00 49420.14 Equities REALPAGE INC COM 5493001RSFZX4122A604 2500-12-31 2500-12-31 N/A 207352.00 13034146.72 Equities EQUITY RESIDENTIAL SH BEN INT 2500-12-31 2500-12-31 N/A 23984.00 1293936.80 Equities PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 5521FA2ITF25TVH63740 2500-12-31 2500-12-31 N/A 130023.00 1002477.33 Equities ENTERGY CORP NEW COM 2500-12-31 2500-12-31 N/A 7006.00 733107.84 Equities GENESIS ENERGY L P UNIT LTD PARTN 549300VJ5D6MDK138782 2500-12-31 2500-12-31 N/A 180851.00 1267765.51 Equities MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP MZF5TI8NFVZZNUSKDL39 2500-12-31 2500-12-31 N/A 146879.00 6071977.86 Equities THERMO FISHER SCIENTIFIC INC COM HCHV7422L5HDJZCRFL38 2500-12-31 2500-12-31 N/A 3164.00 1299011.84 Equities SPLUNK INC COM 549300XGDSGBP6UEI867 2500-12-31 2500-12-31 N/A 8328.00 1743799.92 Equities TEXAS INSTRS INC COM WDJNR2L6D8RWOEB8T652 2500-12-31 2500-12-31 N/A 8712.00 1122889.68 Equities APEX TECHNOLOGY ACQUISITION CO COM CL A 2500-12-31 2500-12-31 N/A 904686.00 9435874.98 Equities ORISUN ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 191400.00 1942710.00 Equities OSPREY TECHNLGY AQUISTION CORP COM CL A 2500-12-31 2500-12-31 N/A 1305918.00 13363197.71 Equities HONEYWELL INTL INC COM ISRPG12PN4EIEOEMW547 2500-12-31 2500-12-31 N/A 869.00 129620.04 Equities CHURCHILL CAP CORP II CL A 2500-12-31 2500-12-31 N/A 3607306.00 39031050.92 Equities MONOCLE ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 1011045.00 10413763.50 Equities CHURCHILL CAP CORP III COM 2500-12-31 2500-12-31 N/A 26466.00 280539.60 Equities COSTCO WHSL CORP NEW COM 2500-12-31 2500-12-31 N/A 1756.00 570383.92 Equities SOUTHWEST AIRLS CO COM 2500-12-31 2500-12-31 N/A 27767.00 859666.32 Equities BAIDU INC SPON ADR REP A 2500-12-31 2500-12-31 N/A 149500.00 17641000.00 Equities VANGUARD INDEX FDS EXTEND MKT ETF 2500-12-31 2500-12-31 N/A 16789.00 2113231.43 Equities ISHARES TR IBOXX INV CP ETF 549300G3FWQPUM47D181 2500-12-31 2500-12-31 N/A 202050.00 27915228.00 Equities SWITCHBACK ENERGY ACQUISTN CRP COM CL A 2500-12-31 2500-12-31 N/A 286900.00 2940725.00 Equities TRIDENT ACQUISITIONS CORP COM 2500-12-31 2500-12-31 N/A 420400.00 4561340.00 Equities WINNEBAGO INDS INC COM 2500-12-31 2500-12-31 N/A 5320.00 328456.80 Equities RESMED INC COM 2500-12-31 2500-12-31 N/A 6520.00 1333079.20 Equities FLYING EAGLE ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 861130.00 9412150.90 Equities CHP MERGER CORP COM CL A 2500-12-31 2500-12-31 N/A 673667.00 6921928.42 Equities PHILLIPS 66 PARTNERS LP COM UNIT REP INT 549300TL5L4IG0H4FX64 2500-12-31 2500-12-31 N/A 82838.00 2336859.98 Equities SC HEALTH CORP COM CL A 2500-12-31 2500-12-31 N/A 400000.00 4040000.00 Equities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0034 175000000.00 175000000.00 0.0033 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.37% RUC0QBLBRPRCU4W1NE59 GEA258000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CONSTELLATION BRANDS INC SR GLBL NT3.2%23 5493005GKEG8QCVY7037 2023-02-15 2023-02-15 3.2 - 3.2 6000000.00 6463653.33 Corporate Debt Securities SEALED AIR CORPORATION SR 144A NT6.5%20 2020-12-01 2020-12-01 6.5 - 6.5 4793000.00 4856906.67 Corporate Debt Securities JOSEPH T RYERSON & SON INC SR SEC GLBL 22 2022-05-15 2022-05-15 11 - 11 10818000.00 11415394.00 Corporate Debt Securities REFINITIV US HLDGS INC 8.25%26 2026-11-15 2026-11-15 8.25 - 8.25 10576906.00 11871695.58 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC FR 4%041328 2028-04-13 2028-04-13 4 - 4 28000.00 32956.00 Corporate Debt Securities LIMITED BRANDS INC SR NT 6.625%21 2021-04-01 2021-04-01 6.625 - 6.625 6045000.00 6390068.75 Corporate Debt Securities FORD MTR CO DEL SR GLBL NT8.5%23 20S05OYHG0MQM4VUIC57 2023-04-21 2023-04-21 8.5 - 8.5 11945000.00 13371412.18 Corporate Debt Securities CHEVRON CORPORATION SR GLBL NT 25 2025-05-11 2025-05-11 1.554 - 1.554 815.00 851.95 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 6%24 2024-04-15 2024-04-15 6 - 6 16414000.00 17065088.67 Corporate Debt Securities VERTICAL U S NEWCO INC SR SEC GLBL 27 2027-07-15 2027-07-15 5.25 - 5.25 5000000.00 5249166.67 Corporate Debt Securities LENNOX INTL INC SR GLBL NT1.7%27 2027-08-01 2027-08-01 1.7 - 1.7 5.00 5.06 Corporate Debt Securities GRUBHUB HLDGS INC SR GLBL 144A 27 2027-07-01 2027-07-01 5.5 - 5.5 5307000.00 5543603.75 Corporate Debt Securities ADVANCED DISP SVCS INC DEL SR 144A NT 24 2024-11-15 2024-11-15 5.625 - 5.625 42585000.00 44696151.38 Corporate Debt Securities CINCINNATI BELL INC NEW SR GLBL 144A 24 549300JYVZOCUJOHL272 2024-07-15 2024-07-15 7 - 7 22862000.00 23647563.72 Corporate Debt Securities INTL BUSN MACHS CORP MTN BE SR GLBL NT 22 VGRQXHF3J8VDLUA7XE92 2022-08-01 2022-08-01 1.875 - 1.875 3500000.00 3645127.50 Corporate Debt Securities CRESTWOOD MIDSTREAM PRTNRS LP SR GLBL NT 23 2023-04-01 2023-04-01 6.25 - 6.25 8000000.00 7901066.67 Corporate Debt Securities ANTERO RESOURCES CORP SR GLBL NT 21 2021-11-01 2021-11-01 5.375 - 5.375 18702000.00 18158473.12 Corporate Debt Securities IMMUCOR INC SR 144A NT 22 2022-02-15 2022-02-15 11.125 - 11.125 17800000.00 18757615.28 Corporate Debt Securities T-MOBILE US INC SR NT 7%20 549300JKU50UT08ZWD77 2020-08-15 2020-08-15 7 - 7 8578000.00 8869461.38 Corporate Debt Securities YPF SOCIEDAD ANONIMA SR GLBL REGS 27 2027-07-21 2027-07-21 6.95 - 6.95 4424554.00 3287388.32 Corporate Debt Securities AT&T INC SR GLBL NT 24 549300Z40J86GGSTL398 2024-04-01 2024-04-01 4.45 - 4.45 8516000.00 9708864.51 Corporate Debt Securities BK OF AMERICA CORP FR 2.676%061941 2041-06-19 2041-06-19 2.676 - 2.676 13755000.00 14611001.16 Corporate Debt Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0037 219000000.00 219000000.00 0.0041 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.39% 7VHWWWW4UJS7NUM3PT30 GEA259000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 I1BZKREC126H0VB1BL91 2021-05-01 2500-12-31 0 - 11 25577345.00 419053623.75 Equities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0039 388000000.00 388000000.00 0.0072 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.61% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TABERNA PREF FDG V 2006-5 A-1LB 20360805 FLT 2036-08-05 2036-08-05 1.041 - 1.041 26239600.00 10561844.66 Other Instrument COLLATERALIZED DEBT OBLIGATION GSR MTG TR 2005-9F 2A-8 20360125 6.00000 2036-01-25 2036-01-25 6 - 6 7095042.00 155853.50 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2003-AR3 B-2 20330425 FLT 2033-04-25 2033-04-25 3.777 - 3.777 7275000.00 175120.95 Private Label Collateralized Mortgage Obligations JP MORGAN MTG ACQ 2006-WMC4 A-1B 20361225 FLT 2036-12-25 2036-12-25 0.402 - 0.402 28.00 3.34 Asset-Backed Securities LB-UBS CMBS 2007-C6 D 20400715 FLT 2040-07-15 2040-07-15 6.276 - 6.276 16000000.00 855783.11 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 2007-C2 G 144A 20490115 FLT 2049-01-15 2049-01-15 5.641 - 5.641 2000000.00 409401.82 Private Label Collateralized Mortgage Obligations CWALT INC 2005-62 2-A-3 20351225 FLT 2035-12-25 2035-12-25 2.977 - 2.977 197.00 1.00 Private Label Collateralized Mortgage Obligations GREENWICH CAP CMBS 2005-GG3 F 144A 20420812 FLT 213800LFIK7QRGP8UY79 2042-08-12 2042-08-12 5.287 - 5.287 17899000.00 3580527.24 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG IX 2007-9 A-2LA 20380505 FLT 2038-05-05 2038-05-05 2.541 - 2.791 37534111.00 19936235.62 Other Instrument COLLATERALIZED DEBT OBLIGATION GS MTG COML 2005-GG4 E 20390710 FLT 2039-07-10 2039-07-10 5.078 - 5.078 7646503.00 1474454.79 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG VII 2006-7 A2LA 1 20370205 FLT 2037-02-05 2037-02-05 1.041 - 1.241 36698859.00 16292127.08 Other Instrument COLLATERALIZED DEBT OBLIGATION WAMU MTG CERT 2005-AR11 B-2 20450825 FLT 2045-08-25 2045-08-25 0.802 - 0.802 30000000.00 1476825.63 Private Label Collateralized Mortgage Obligations CWALT INC 2007-OA11 X-P 20471125 FLT 2047-11-25 2047-11-25 0.888 - 0.888 300000000.00 2223719.20 Private Label Collateralized Mortgage Obligations CARNIVAL CORP PAIRED CTF F1OF2ZSX47CR0BCWA982 2500-12-31 2500-12-31 0 - 0 3003.00 43063.02 Equities LNR CDO III 2005-3 LTD B 20430302 FLT 2043-03-02 2043-03-02 2.504 - 2.504 9924891.00 111909.86 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 3964445.00 1175466.04 Other Instrument COLLATERALIZED DEBT OBLIGATION AMERICAN HOME MTG 2006-3 I-1A-2 20461225 FLT 2046-12-25 2046-12-25 0.632 - 0.632 9248000.00 491933.20 Private Label Collateralized Mortgage Obligations BEAR STEARNS CMBS 2007-PWR16 D 144A 20400611 FLT 2040-06-11 2040-06-11 5.737 - 5.737 4500000.00 4260956.12 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2011-C5 G 20460817 FLT 2046-08-17 2046-08-17 4 - 4 4366000.00 2759243.60 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SEC 2007-A1 A-3 20370325 FLT 2037-03-25 2037-03-25 0.772 - 0.772 173000.00 8079.95 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 19749989.00 1778857.68 Other Instrument COLLATERALIZED DEBT OBLIGATION LEHMAN MTG TR 2008-3 A1 20370225 FLT 2037-02-25 2037-02-25 0.542 - 0.542 9057.00 609.03 Private Label Collateralized Mortgage Obligations LEHMAN MTG TR 2006-8 4-A2 20361225 FLT 2036-12-25 2036-12-25 7.578 - 7.578 1220.00 45.12 Private Label Collateralized Mortgage Obligations LB SMALL BAL COML 2007-2 M3 20370625 FLT 2037-06-25 2037-06-25 1.072 - 1.072 416867.00 109218.77 Asset-Backed Securities TOWD PT MTG TR 2018-6 B4 20580325 FLT 2058-03-25 2058-03-25 0 - 0 1353000.00 603960.26 Private Label Collateralized Mortgage Obligations RENAISSANCE HEQ 2004-4 MF-3 20350225 5.41700 2035-02-25 2035-02-25 5.417 - 5.417 7680000.00 1520092.36 Asset-Backed Securities TABERNA PREF FDG II 2005-2 B 144A 20351105 FLT 8Z9UQTNXEECO8ECQHB85 2035-11-05 2035-11-05 1.441 - 1.441 33875000.00 9433582.04 Other Instrument COLLATERALIZED DEBT OBLIGATION AEGIS ABS 2005-1 M6 20350325 FLT 2035-03-25 2035-03-25 0.962 - 0.962 8500000.00 2402005.21 Asset-Backed Securities COMM 2007-C9 XS 20491210 FLT 2049-12-10 2049-12-10 0.433 - 0.433 2598990382.00 61139.01 Private Label Collateralized Mortgage Obligations ML MTG INV TR 2006-SL2 A 20370525 FLT 2037-05-25 2037-05-25 0.472 - 0.472 101279000.00 3461233.88 Asset-Backed Securities FIELDSTONE MTG INV 2005-3 M2 20360225 FLT 2036-02-25 2036-02-25 0.847 - 0.847 8000000.00 1915248.56 Asset-Backed Securities FIELDSTONE MTG INV 2005-1 M7 20350325 FLT 2035-03-25 2035-03-25 2.047 - 2.047 9750000.00 1324521.93 Asset-Backed Securities Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 Y CITIGROUP INC 1.0000 31 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0061 82000000.00 82000000.00 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 United States Treasury 254900HROIFWPRGM1V77 2021-07-31 2021-08-15 1.125 - 8.125 41182600.00 45997241.15 U.S. Treasuries (including strips) 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 United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 1.125 - 1.125 76679500.00 90816438.96 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. 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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 Federal Home Loan Mortgage Corp 2052-05-25 2052-05-25 0 - 0 90557010.00 69182295.59 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0106 67000000.00 67000000.00 0.0013 N N N N Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.63% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WHEELER REAL ESTATE INVT TR PFD CNV SER D 2500-12-31 2500-12-31 8.75 - 8.75 453281.00 5779332.75 Equities NUSTAR ENERGY LP 9.00% CUM PFD C 5493003BMLTUIEG2LG44 2500-12-31 2500-12-31 9 - 9 74829.00 1510797.51 Equities INVESCO EXCH TRD SLF IDX FD TR BULSHS 2024 CB 2500-12-31 2500-12-31 N/A 86.00 1915.22 Equities DIREXION SHS ETF TR DLY MIDCAP ETF3X UVI6FKSURIFX5JUWGQ81 2500-12-31 2500-12-31 N/A 27.00 609.12 Equities MS CAP BARCLY BK TR 2016-MART X-NCP 20310915 FLT 2031-09-15 2031-09-15 0.316 - 0.316 439980000.00 159802.57 Private Label Collateralized Mortgage Obligations MORGAN STANY CAP I TR 2020-HR8 A-4 20530717 FLT 2053-07-17 2053-07-17 2.041 - 2.041 2.00 2.07 Private Label Collateralized Mortgage Obligations Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-02-20 2044-02-20 3.5 - 5 24540.00 2672.90 Agency Collateralized Mortgage Obligation MASTR ASSET BKD SECS 2006-WMC3 A-4 20360825 FLT 2036-08-25 2036-08-25 0.332 - 0.332 1176490.00 321399.62 Asset-Backed Securities DANAHER CORPORATION 4.75 MND CV PFD S4BKK9OTCEWQ3YHPFM11 2022-04-15 2022-04-15 4.75 - 4.75 7998.00 11273820.84 Equities THL CR WIND RIVER CLO 2015-2 F 20271015 FLT 2027-10-15 2027-10-15 8.075 - 8.075 4499980.00 2637973.28 Asset-Backed Securities TRUIST FINL CORP DEP PFD SER H 2500-12-31 2500-12-31 5.625 - 5.625 400.00 10376.00 Equities CBRE REALTY FIN CDO 2007-1 H 20520407 FLT 2052-04-07 2052-04-07 1.826 - 1.826 1349470.00 313911.39 Other Instrument COLLATERALIZED DEBT OBLIGATION BANC AMER CMBS 2007-1 A-J 20490115 FLT 2049-01-15 2049-01-15 5.523 - 5.523 10000000.00 951906.67 Private Label Collateralized Mortgage Obligations APRES STATIC CLO LTD 2019-1 D 20270115 FLT 2027-01-15 2027-01-15 6.925 - 6.925 821480.00 791830.14 Asset-Backed Securities J P MORGAN EXCHANGE-TRADED FD US AGGREGATE 549300IQ1GP3T78IEG61 2500-12-31 2500-12-31 N/A 66.00 1865.16 Equities Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0063 22000000.00 22000000.00 0.0004 N N N Y 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 Federal Farm Credit Bank 2020-10-13 2044-03-07 1.55 - 5.77 87294000.00 105419945.73 Agency Debentures and Agency Strips Resolution Funding Corp 2021-01-15 2030-04-15 0 - 8.625 2327000.00 2256307.52 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2043-11-15 2043-11-15 3.75 - 3.75 292000.00 451672.45 U.S. Treasuries (including strips) International Bank for Reconstruction and Development (World Bank) 2021-03-09 2021-07-23 1.625 - 2.75 2000000.00 2039790.83 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0035 108000000.00 108000000.00 0.0020 N Y Y N Societe Generale Societe Generale, 0.32% O2RNE8IBXP4R0TD8PU41 GEA269000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 529900IS770AG1K9QG27 2021-03-18 2050-06-01 0 - 13 410337789.00 419051174.86 Corporate Debt Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0032 388000000.00 388000000.00 0.0072 N Y Y N Societe Generale Societe Generale, 0.33% O2RNE8IBXP4R0TD8PU41 GDI299000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2021-01-26 2500-12-31 0 - 13 146250119.00 144623995.83 Corporate Debt Securities Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0033 134000000.00 134000000.00 0.0025 N N Y N Societe Generale Societe Generale, 0.46% O2RNE8IBXP4R0TD8PU41 GEA268000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-08-15 2500-12-31 0.302 - 13 350611349.00 185708059.42 Corporate Debt Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0046 172000000.00 172000000.00 0.0032 N Y Y N Societe Generale Societe Generale, 0.46% O2RNE8IBXP4R0TD8PU41 GDI298000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2021-06-01 2051-03-24 0.302 - 12 59787240.00 48561379.51 Corporate Debt Securities Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0046 45000000.00 45000000.00 0.0008 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.29% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N International Bank for Reconstruction and Development (World Bank) 2021-09-20 2021-09-20 1.375 - 1.375 43100000.00 43861295.65 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0029 43000000.00 43000000.00 0.0008 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.59% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TEVA PHARMACEUTICAL FIN LLC 0.25%26 5493006PITD7MU7WW480 2026-02-01 2026-02-01 0.25 - 0.25 12845000.00 12545583.05 Equities JAZZ INVESTMENTS I LTD SR GLBL COCO 26 2026-06-15 2026-06-15 2 - 2 17949397.00 18886754.40 Equities SQUARE INC SR GLBL COCO 23 2023-05-15 2023-05-15 0.5 - 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Auth., 0.20% (Green Bay Packaging, Inc. Proj.) LOC Wells Fargo Bank NA VRDN 39269DAA3 US39269DAA37 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 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 0.0020 15600000.00 15600000.00 0.0003 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.36% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-08-05 2020-08-07 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0036 162000000.00 162000000.00 0.0030 N N Y N Fidelity Hereford Street Trust: Fidelity Money Market Fund 2020-08-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer