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2020-10-08 2020-10-08 2020-10-08 N N N 0.0010 1109890198.80 1109890198.80 0.0215 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 1104883975.00 1104883975.00 0.0214 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 554938950.00 554938950.00 0.0108 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 0.0009 31995916.80 31995916.80 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 0.0010 549916581.50 549916581.50 0.0107 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 0.0010 414442745.12 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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 0.0012 257991898.80 257991898.80 0.0050 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 0.0012 396982095.30 396982095.30 0.0077 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.20% 17327AM46 MBNUM2BPBDO7JBLYG310 GEC326000 Financial Company Commercial Paper Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0006 104984208.00 104984208.00 0.0020 N N N N Citigroup Global Markets, Inc. 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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 0.0011 64992518.50 64992518.50 0.0013 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 0.0007 343997316.80 343997316.80 0.0067 N N Y 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 0.0007 387989446.40 387989446.40 0.0075 N N N N Societe Generale Societe Generale, 0.10% 83369BJ15 O2RNE8IBXP4R0TD8PU41 GFC128000 Financial Company Commercial Paper Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0000 854000000.00 854000000.00 0.0166 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564YLR1 5493006GGLR4BTEL8O61 GEG980000 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0017 82466694.75 82466694.75 0.0016 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564YM33 5493006GGLR4BTEL8O61 GEI123000 Financial Company Commercial Paper Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0018 56974104.90 56974104.90 0.0011 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.22% 86564YLC4 5493006GGLR4BTEL8O61 GEB189000 Financial Company Commercial Paper Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0017 42985698.20 42985698.20 0.0008 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.22% 86564YLR1 5493006GGLR4BTEL8O61 GEF376000 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0017 83966089.20 83966089.20 0.0016 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 0.0017 45986338.00 45986338.00 0.0009 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.23% 86564YLJ9 5493006GGLR4BTEL8O61 GEC291000 Financial Company Commercial Paper Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0017 12995264.10 12995264.10 0.0003 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 0.0017 22993169.00 22993169.00 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 0.0015 133973387.60 133973387.60 0.0026 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 0.0015 188961179.40 188961179.40 0.0037 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 0.0009 344996791.50 344996791.50 0.0067 N N Y N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.21% 89119APQ5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0019 271747257.60 271747257.60 0.0053 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.21% 89119AQ43 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0020 91909702.00 91909702.00 0.0018 N N N 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 0.0018 223849964.80 223849964.80 0.0043 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 0.0018 223836278.40 223836278.40 0.0043 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 0.0019 253789688.00 253789688.00 0.0049 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 0.0019 274759870.00 274759870.00 0.0053 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.26% 89120DRK7 PT3QB789TSUIDF371261 US89120DRK71 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-11-10 2020-11-10 2020-11-10 N N N 0.0024 189607242.72 189607242.72 0.0037 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 162011631.60 162011631.60 0.0031 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.42% 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 0.0029 285016615.50 285016615.50 0.0055 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 0.0029 398725875.63 398725875.63 0.0077 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.10% 04821TJ14 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0000 137465000.00 137465000.00 0.0027 N Y Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.20% 56274LLW2 549300S0NSJYSOB32S63 GFA830000 Asset Backed Commercial Paper Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0017 44980551.00 44980551.00 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 0.0015 41997181.80 41997181.80 0.0008 N N N N Bank of Montreal Bank of Montreal, 0.17% 06367BSN0 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0016 165003745.50 165003745.50 0.0032 N N N N Bank of Montreal Bank of Montreal, 0.21% 06367BRV3 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0022 106995270.60 106995270.60 0.0021 N N N N Bank of Montreal Bank of Montreal, 0.32% 06367BGR4 NQQ6HPCNCCU6TUTQYE16 US06367BGR42 0000927971 Certificate of Deposit Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0024 177629978.88 177629978.88 0.0034 N N N 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 0.0026 208019905.60 208019905.60 0.0040 N N N N Bank of Montreal Bank of Montreal, 0.43% 06367BAC3 NQQ6HPCNCCU6TUTQYE16 US06367BAC37 0000927971 Certificate of Deposit Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0043 185000000.00 185000000.00 0.0036 N N Y 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 0.0008 284023856.00 284023856.00 0.0055 N N Y 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 0.0007 386144016.60 386144016.60 0.0075 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 0.0038 170000663.00 170000663.00 0.0033 N N Y N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.23% 55380TGE4 C3GTMMZIHMY46P4OIX74 GDG469000 Certificate of Deposit Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0016 140020706.00 140020706.00 0.0027 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.23% 55380TGF1 C3GTMMZIHMY46P4OIX74 GDG475000 Certificate of Deposit Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0016 345050301.00 345050301.00 0.0067 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TFQ8 C3GTMMZIHMY46P4OIX74 GDE274000 Certificate of Deposit Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0013 219032521.50 219032521.50 0.0042 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TFR6 C3GTMMZIHMY46P4OIX74 GDE275000 Certificate of Deposit Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0013 311047147.60 311047147.60 0.0060 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TFX3 C3GTMMZIHMY46P4OIX74 GDF540000 Certificate of Deposit Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0017 78012363.00 78012363.00 0.0015 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TFY1 C3GTMMZIHMY46P4OIX74 GDF541000 Certificate of Deposit Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0017 129020382.00 129020382.00 0.0025 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 55380TFV7 C3GTMMZIHMY46P4OIX74 GDF006000 Certificate of Deposit Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0017 89016402.70 89016402.70 0.0017 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 55380TFZ8 C3GTMMZIHMY46P4OIX74 GDF542000 Certificate of Deposit Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0017 160028640.00 160028640.00 0.0031 N N N N Barclays Bank PLC Barclays Bank PLC, 0.30% 06742TTP1 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0010 221003558.10 221003558.10 0.0043 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.34% 06742TTM8 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 177001203.60 177001203.60 0.0034 N Y Y N Bayerische Landesbank Bayerische Landesbank, 0.20% 0727MCBZ9 VDYMYTQGZZ6DU0912C88 GEA241000 Certificate of Deposit Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0011 173004757.50 173004757.50 0.0034 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501GK75 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0014 427000170.80 427000170.80 0.0083 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501GL41 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0013 213000489.90 213000489.90 0.0041 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501GL66 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0015 214000000.00 214000000.00 0.0041 N N Y N Mitsubishi UFJ Trust & Banking Corp. 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 0.0008 88005033.60 88005033.60 0.0017 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 0.0008 88006872.80 88006872.80 0.0017 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 0.0009 132000739.20 132000739.20 0.0026 N Y Y 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 0.0009 45000783.00 45000783.00 0.0009 N N Y 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 0.0008 90002106.00 90002106.00 0.0017 N N Y 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 0.0011 45008550.00 45008550.00 0.0009 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 0.0011 90017568.00 90017568.00 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BD26 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0011 90017928.00 90017928.00 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BD42 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0012 90019449.00 90019449.00 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 0.0013 87027535.50 87027535.50 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.32% 60683BF57 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0013 88028925.60 88028925.60 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.33% 60683BF99 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0013 45015673.50 45015673.50 0.0009 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.34% 60683BE25 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0012 87028805.70 87028805.70 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.34% 60683BE33 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0012 30010065.00 30010065.00 0.0006 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.20% 60710ARY0 RB0PEZSDGCO3JS6CEU02 GEH369000 Certificate of Deposit Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0018 184008537.60 184008537.60 0.0036 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.21% 60710AR46 RB0PEZSDGCO3JS6CEU02 GEB239000 Certificate of Deposit Y N/A N/A 2020-11-16 2020-11-16 2020-11-16 N N N 0.0018 219015899.40 219015899.40 0.0042 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.21% 60710AR79 RB0PEZSDGCO3JS6CEU02 GEB779000 Certificate of Deposit Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0018 220016192.00 220016192.00 0.0043 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.21% 60710AQ21 RB0PEZSDGCO3JS6CEU02 GEC342000 Certificate of Deposit Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0018 59009681.90 59009681.90 0.0011 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.21% 60710ARH7 RB0PEZSDGCO3JS6CEU02 GED889000 Certificate of Deposit Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0018 217016188.20 217016188.20 0.0042 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.23% 60710AQF2 RB0PEZSDGCO3JS6CEU02 GDG481000 Certificate of Deposit Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0017 219022951.20 219022951.20 0.0042 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.23% 60710AQE5 RB0PEZSDGCO3JS6CEU02 GDG480000 Certificate of Deposit Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0017 219022907.40 219022907.40 0.0042 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 0.0028 160654642.79 160654642.79 0.0031 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 0.0035 220001716.00 220001716.00 0.0043 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86565CQA0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0020 129000451.50 129000451.50 0.0025 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86565CPJ2 5U0XI89JRFVHWIBS4F54 US86565CPJ26 0001184915 Certificate of Deposit Y N/A N/A 2020-09-21 2020-12-21 2020-12-21 N N N 0.0025 217003645.60 217003645.60 0.0042 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 0.0015 223053297.00 223053297.00 0.0043 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 0.0012 175030432.50 175030432.50 0.0034 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 0.0012 160028432.00 160028432.00 0.0031 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 0.0013 155030891.50 155030891.50 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564GHK0 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0018 129008514.00 129008514.00 0.0025 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564GHL8 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-09 2020-12-09 2020-12-09 N N N 0.0018 152009697.60 152009697.60 0.0029 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564GHR5 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0018 172011094.00 172011094.00 0.0033 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564GGK1 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0016 33003455.10 33003455.10 0.0006 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564GGT2 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-11-16 2020-11-16 2020-11-16 N N N 0.0016 109011412.30 109011412.30 0.0021 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564GGR6 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0016 266027637.40 266027637.40 0.0052 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564GGS4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0016 109011237.90 109011237.90 0.0021 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 0.0010 195002125.50 195002125.50 0.0038 N N Y 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 0.0010 155003348.00 155003348.00 0.0030 N N Y 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 0.0011 112008142.40 112008142.40 0.0022 N N N N Barclays Bank PLC Barclays Bank PLC, 0.18% G5GSEF7VJP5I7OUK5573 GFC022000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0018 2106000000.00 2106000000.00 0.0408 N Y Y N BNP Paribas SA BNP Paribas SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFC106000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 1327000000.00 1327000000.00 0.0257 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GEJ773000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0017 212999872.20 212999872.20 0.0041 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GFA268000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0017 319999648.00 319999648.00 0.0062 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GFA782000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0017 425999275.80 425999275.80 0.0083 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GFB648000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0017 425999062.80 425999062.80 0.0083 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GFC024000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0015 214000000.00 214000000.00 0.0041 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 GFA251000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0009 213000660.30 213000660.30 0.0041 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 GFA765000 Non-Negotiable Time Deposit Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0011 214000706.20 214000706.20 0.0041 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.23% RUC0QBLBRPRCU4W1NE59 GFC082000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WALMART INC 4.05%48 Y87794H0US1R65VBXU25 2048-06-29 2048-06-29 4.05 - 4.05 10000000.00 12850750.00 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 10936074.00 12646901.27 Corporate Debt Securities PAYPAL HLDGS INC SR GLBL NT 23 5493005X2GO78EFZ3E94 2023-06-01 2023-06-01 1.35 - 1.35 10800000.00 11093139.00 Corporate Debt Securities PIEDMONT NAT GAS CO INC SR GLBL NT 50 VXB4M3BDPKF3I2AZ3G89 2050-06-01 2050-06-01 3.35 - 3.35 15501000.00 17199065.66 Corporate Debt Securities STANDARD CHARTERED PLC FR 4.644%040131 U4LOSYZ7YG4W3S5F2G91 2031-04-01 2031-04-01 4.644 - 4.644 7535694.00 8943512.35 Corporate Debt Securities MCDONALDS CORP FR 3.5%070127 UE2136O97NLB5BYP9H04 2027-07-01 2027-07-01 3.5 - 3.5 10000000.00 11450533.33 Corporate Debt Securities SIMON PPTY GROUP LP SR GLBL NT 26 MR92GTD0MJTTTTQDVG45 2026-11-30 2026-11-30 3.25 - 3.25 244000.00 269784.70 Corporate Debt Securities TD AMERITRADE HLDG CORP SR GLBL NT 24 ZI85ER3E6RXD4HPHW309 2024-04-01 2024-04-01 3.75 - 3.75 9500000.00 10688782.50 Corporate Debt Securities MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27 2027-06-20 2027-06-20 6.5 - 6.5 7888816.00 8308128.48 Corporate Debt Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0023 89000000.00 89000000.00 0.0017 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.33% RUC0QBLBRPRCU4W1NE59 GFC083000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FLYING EAGLE ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 845430.00 9079918.20 Equities HEALTHCARE MERGER CORP COM CL A 2500-12-31 2500-12-31 N/A 129362.00 1319492.40 Equities CHURCHILL CAP CORP II CL A 2500-12-31 2500-12-31 N/A 3607306.00 38165297.48 Equities CHP MERGER CORP COM CL A 2500-12-31 2500-12-31 N/A 679749.00 6845072.43 Equities VANGUARD INDEX FDS EXTEND MKT ETF 549300D8V8ZP5GRJOC71 2500-12-31 2500-12-31 N/A 5789.00 775552.33 Equities ZENDESK INC COM 549300SLI6BN94BKKO36 2500-12-31 2500-12-31 N/A 1000.00 94740.00 Equities REALPAGE INC COM 5493001RSFZX4122A604 2500-12-31 2500-12-31 N/A 127017.00 8019853.38 Equities BAIDU INC SPON ADR REP A 254900AL64IANZYI1E02 2500-12-31 2500-12-31 N/A 148882.00 19205778.00 Equities MICROSOFT CORP COM INR2EJN1ERAN0W5ZP974 2500-12-31 2500-12-31 0 - 0 14457.00 3309351.87 Equities SWITCHBACK ENERGY ACQUISTN CRP COM CL A 2500-12-31 2500-12-31 N/A 286100.00 2918220.00 Equities E TRADE FINANCIAL CORP COM NEW 549300LYE2HSVYJFJD24 2500-12-31 2500-12-31 N/A 59943.00 3275884.95 Equities TOTTENHAM ACQUISITION I LTD SHS 549300VZUZHGNMGTOQ78 2500-12-31 2500-12-31 N/A 82037.00 902407.00 Equities FINSERV ACQUISITION CORP CL A 2500-12-31 2500-12-31 N/A 385341.00 3822582.72 Equities OSPREY TECHNLGY AQUISTION CORP COM CL A 2500-12-31 2500-12-31 N/A 1305918.00 12954706.56 Equities FACEBOOK INC CL A 2500-12-31 2500-12-31 N/A 35040.00 10289846.40 Equities SC HEALTH CORP COM CL A 2500-12-31 2500-12-31 N/A 400000.00 4040000.00 Equities APEX TECHNOLOGY ACQUISITION CO COM CL A 2500-12-31 2500-12-31 N/A 751500.00 7612695.00 Equities THERMO FISHER SCIENTIFIC INC COM HCHV7422L5HDJZCRFL38 2500-12-31 2500-12-31 N/A 497.00 210966.56 Equities PHILLIPS 66 PARTNERS LP COM UNIT REP INT 549300TL5L4IG0H4FX64 2500-12-31 2500-12-31 N/A 82838.00 2196863.76 Equities GENESIS ENERGY L P UNIT LTD PARTN 549300VJ5D6MDK138782 2500-12-31 2500-12-31 N/A 39594.00 218954.82 Equities SCVX CORP COM 2500-12-31 2500-12-31 N/A 449996.00 4436960.56 Equities I3 VERTICALS INC COM CL A 2500-12-31 2500-12-31 N/A 1601.00 44956.08 Equities TE CONNECTIVITY LTD REG SHS 2500-12-31 2500-12-31 N/A 50860.00 4981228.40 Equities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0033 134000000.00 134000000.00 0.0026 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.36% RUC0QBLBRPRCU4W1NE59 GFC084000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HOME DEPOT INC SR GLBL NT2.5%27 QEKMOTMBBKA8I816DO57 2027-04-15 2027-04-15 2.5 - 2.5 454378.00 500713.95 Corporate Debt Securities WELLTOWER INC SR GLBL NT 28 T6IZ0MBEG5ACZDTR7D06 2028-04-15 2028-04-15 4.25 - 4.25 34921.00 40060.52 Corporate Debt Securities POLARIS INTERMEDIATE SR GLBL PIK 22 2022-12-01 2022-12-01 8.5 - 8.5 22600000.00 23447500.00 Corporate Debt Securities BOEING CO CR SEN SR GLBL50 RVHJWBXLJ1RFUBSY1F30 2050-05-01 2050-05-01 5.805 - 5.805 6750000.00 8113609.69 Corporate Debt Securities TRANSDIGM INC SR SEC GLBL 25 88Q84GB3X55CF5OC7582 2025-12-15 2025-12-15 8 - 8 3689364.00 4143258.25 Corporate Debt Securities GRUBHUB HLDGS INC SR GLBL 144A 27 2027-07-01 2027-07-01 5.5 - 5.5 5307000.00 5601096.25 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 6%24 549300V2JRLO5DIFGE82 2024-04-15 2024-04-15 6 - 6 16414000.00 17101199.47 Corporate Debt Securities REFINITIV US HLDGS INC 8.25%26 549300NF240HXJO7N016 2026-11-15 2026-11-15 8.25 - 8.25 10576906.00 11957632.94 Corporate Debt Securities JOHNSON & JOHNSON SR GLBL NT 50 2050-09-01 2050-09-01 2.25 - 2.25 240408.00 231901.16 Corporate Debt Securities FIDELITY & GTY LIFE HLDGS INC SR GLBL 144A 25 549300WCR5QBFH98VZ75 2025-05-01 2025-05-01 5.5 - 5.5 7059195.00 7912181.06 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 2.772%50 5493009NTB34VXE1T760 2050-11-10 2050-11-10 2.772 - 2.772 8769145.00 8214119.51 Corporate Debt Securities OVINTIV INC SR NT 3.9%21 CZ72ZHBVKZXQRV3XFE26 2021-11-15 2021-11-15 3.9 - 3.9 8139000.00 8327770.54 Corporate Debt Securities REGENCY ENERGY PARTNERS LP SR NT 4.5%23 2023-11-01 2023-11-01 4.5 - 4.5 6000000.00 6506220.00 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 13554807.74 Corporate Debt Securities ALPHABET INC SR GLBL NT 60 5493006MHB84DD0ZWV18 2060-08-15 2060-08-15 2.25 - 2.25 4535815.00 4291130.46 Corporate Debt Securities AT&T INC SR GLBL NT 24 549300Z40J86GGSTL398 2024-04-01 2024-04-01 4.45 - 4.45 14799000.00 16879616.07 Corporate Debt Securities L BRANDS INC SR NT 6.625%21 GR3KVMWVCR54YWQNXU90 2021-04-01 2021-04-01 6.625 - 6.625 6045000.00 6393217.19 Corporate Debt Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0036 134000000.00 134000000.00 0.0026 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.38% 7VHWWWW4UJS7NUM3PT30 GFC085000 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 33758552.00 425524492.90 Equities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0038 394000000.00 394000000.00 0.0076 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 0.74% 549300HN4UKV1E2R3U73 GEF908000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AKAMAI TECHNOLOGIES INC SR GLBL COCO 27 2027-09-01 2027-09-01 0.375 - 0.375 21988520.00 25904125.70 Equities DANAHER CORPORATION 4.75 MND CV PFD S4BKK9OTCEWQ3YHPFM11 2022-04-15 2022-04-15 4.75 - 4.75 37978.00 54159286.46 Equities SNAP INC SR GLBL COCO 25 549300JNC0L6VP8A2Q35 2025-05-01 2025-05-01 0.25 - 0.25 4840157.00 6097117.54 Equities DEXCOM INC SR GLBL COCO 23 2023-12-01 2023-12-01 0.75 - 0.75 10855395.00 27911228.79 Equities SAREPTA THERAPEUTICS INC COCO 24 549300IKDPIED8J8IG21 2024-11-15 2024-11-15 1.5 - 1.5 2217640.00 4772198.65 Equities Y N/A N/A 2020-12-04 2020-12-04 2020-12-17 Y BANK OF AMERICA CORPORATION 1.0000 95 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0074 110000000.00 110000000.00 0.0021 N N N Y 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 III 2005-3 B-1 20360205 FLT U03UUQ0VYFBPHFC9G558 2036-02-05 2036-02-05 1.341 - 1.341 4002997.00 1164745.69 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 5406355.00 1549904.66 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG 2006-6 C 144A 20361205 FLT 2036-12-05 2036-12-05 0.949 - 0.949 19750000.00 1699159.43 Other Instrument COLLATERALIZED DEBT OBLIGATION PERSHING SQUARE TONTINE HLDGS UNIT 549300ZDVEYEVCF35B08 2500-12-31 2500-12-31 N/A 1193.00 25530.20 Equities TABERNA PREF FDG II 2005-2 B 144A 20351105 FLT 2035-11-05 2035-11-05 1.441 - 1.441 33875000.00 9350876.53 Other Instrument COLLATERALIZED DEBT OBLIGATION KODIAK CDO I LTD 2006-1 B 144A 20370807 FLT 2037-08-07 2037-08-07 2.392 - 2.392 10000649.00 6516366.88 Other Instrument COLLATERALIZED DEBT OBLIGATION MORGAN STANLEY CAP 2006-TOP21 C 20521012 FLT 2052-10-12 2052-10-12 5.702 - 5.702 1.00 0.90 Private Label Collateralized Mortgage Obligations LNR CDO III 2005-3 LTD B 20430302 FLT 549300E7M5RWOTY1BF30 2043-03-02 2043-03-02 0.633 - 0.633 9999835.00 60282.48 Other Instrument COLLATERALIZED DEBT OBLIGATION FIELDSTONE MTG INV 2005-1 M7 20350325 FLT 2035-03-25 2035-03-25 2.05 - 2.05 45489.00 6245.58 Asset-Backed Securities AAMES MTG TR 2004-1 M8 20350125 FLT 2035-01-25 2035-01-25 0 - 0 63.00 2.61 Asset-Backed Securities ACE SECS HEQ 2006-FM2 A-2C 20360825 FLT 2036-08-25 2036-08-25 0.335 - 0.335 4203093.00 1138226.55 Asset-Backed Securities LNR CDO IV LTD 2006-1 A 144A 20430528 FLT 549300FIVXZ33M229N06 2043-05-28 2043-05-28 0.523 - 0.523 98028299.00 181910.99 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG VII 2006-7 A2LA 1 20370205 FLT O6FH5MIKN9JCILM69649 2037-02-05 2037-02-05 0.749 - 0.949 36999978.00 16371014.82 Other Instrument COLLATERALIZED DEBT OBLIGATION BAYVIEW FINANCIAL TR 2007-B 2-A3 20370828 FLT 2037-08-28 2037-08-28 1.023 - 1.023 25676000.00 10507985.75 Asset-Backed Securities FIELDSTONE MTG INV 2005-3 M2 20360225 FLT 2036-02-25 2036-02-25 0.85 - 0.85 325581.00 84313.01 Asset-Backed Securities RENAISSANCE HEQ 2004-4 MF-3 20350225 5.41700 2035-02-25 2035-02-25 5.417 - 5.417 171.00 34.34 Asset-Backed Securities DEUTSCHE MTG RE-REMIC 2007-RS8 2-A-2 20360928 FLT 2036-09-28 2036-09-28 0.434 - 0.434 1796791.00 809262.65 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG IX 2007-9 A-2LA 20380505 FLT 549300CT01X2OUNHMJ08 2038-05-05 2038-05-05 2.541 - 2.791 40999754.00 21839205.21 Other Instrument COLLATERALIZED DEBT OBLIGATION AEGIS ABS 2005-1 M6 20350325 FLT 2035-03-25 2035-03-25 0.965 - 0.965 1596.00 462.52 Asset-Backed Securities Y N/A N/A 2020-10-05 2020-10-05 2021-02-05 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0063 65996119.20 65996119.20 0.0013 N N N Y Citigroup Global Markets, Inc. 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Citigroup Global Markets, Inc., 0.67% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SALOMON BROS MORT SECS 97-HUD2 A-WAC 20271125 FLT 549300VB2N1G56GWKB41 2027-11-25 2033-06-25 0 - 7 750784.00 1404.43 Private Label Collateralized Mortgage Obligations SATURNS TRUST 2007-1 2097-03-01 2097-03-01 0 - 0 3684903.00 2050703.79 Corporate Debt Securities DEUTSCHE BK AG SUB GLBL NT 28 7LTWFZYICNSX8D621K86 2028-05-24 2028-05-24 4.296 - 4.296 1351000.00 1341928.49 Corporate Debt Securities AEROVIAS DE MEXICO S A DE C V SR REGS NT 7%25 549300TK6ZHQ3FJ26B03 2025-02-05 2025-02-05 7 - 7 6240000.00 1560000.00 Corporate Debt Securities NOBLE HLDG INTL LTD CR SEN SR GLBL25 549300GNEZBJHMST9U32 2025-04-01 2045-04-01 0 - 0 48788000.00 728884.80 Corporate Debt Securities PRIDE INTL INC SR NT 7.875%40 2040-08-15 2040-08-15 0 - 0 5265000.00 612056.25 Corporate Debt Securities United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2021-11-30 0.4 - 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Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.33% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2020-09-27 2500-12-31 0 - 9.25 209470604.00 233141052.34 Corporate Debt Securities Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y JPMORGAN SECS (NON GOV REPO) 1.0000 8 N N/A N/A N N 0.0033 222000000.00 222000000.00 0.0043 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.33% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2022-01-15 2500-12-31 0 - 8 22400402.00 497902819.84 Equities Y N/A N/A 2020-09-08 2020-09-08 2020-09-28 Y JPMORGAN SECS (NON GOV REPO) 1.0000 8 N N/A N/A N N 0.0033 461000000.00 461000000.00 0.0089 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.38% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2021-01-15 2500-12-31 0 - 5.2 138546032.00 238480562.49 Equities Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y JPMORGAN SECS (NON GOV REPO) 1.0000 8 N N/A N/A N N 0.0038 222000000.00 222000000.00 0.0043 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.47% 7TK5RJIZDFROZCA6XF66 GFC087000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2500-12-31 2500-12-31 0 - 7.125 10376119.00 141481857.13 Equities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0047 131000000.00 131000000.00 0.0025 N Y Y N Morgan Stanley & Co., Inc. 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0.95 2000.00 1863.60 Corporate Debt Securities SSGA ACTIVE ETF TR ULT SHT TRM BD 5493006M03N5HKGPK294 2500-12-31 2500-12-31 N/A 22.00 889.68 Equities MORGAN STANLEY ABS 2007-NC3 A-2A 20370525 FLT 549300LT6TIGKPKJS707 2037-05-25 2037-05-25 0.235 - 0.235 85124900.00 2724714.51 Asset-Backed Securities INVESCO EXCHANGE TRADED FD TR S&P500 PUR GWT 549300U2XUTJF7H4HV96 2500-12-31 2500-12-31 N/A 23.00 3360.30 Equities ISHARES TR CORE US AGGBD ET 549300G3FWQPUM47D181 2500-12-31 2500-12-31 N/A 1.00 118.11 Equities DIREXION SHS ETF TR DRX DLYSOKOR3X 549300Y868N68A2K4K66 2500-12-31 2500-12-31 N/A 82.00 1378.42 Equities FIRST TR EXCH TRADED FD III LNG/SHT EQUITY 549300DP1S8SJV0BSG28 2500-12-31 2500-12-31 N/A 11.00 485.92 Equities AMERI HLDGS INC COM NEW 2500-12-31 2500-12-31 N/A 1.00 1.37 Equities VANECK MERK GOLD TRUST GOLD TRUST 2500-12-31 2500-12-31 N/A 19.00 364.04 Equities SPDR SER TR MSCI USA STRTGIC 549300NCLW2248PN7J24 2500-12-31 2500-12-31 N/A 76.00 7416.08 Equities PROSHARES TR ULSHOIL&GASNEW13 3FYE43KLL6WRPIO6NV87 2500-12-31 2500-12-31 N/A 7.00 289.59 Equities ACE SECS HEQ 2006-FM1 A-1 20360725 FLT 2036-07-25 2036-07-25 0.325 - 0.325 20880000.00 2773270.34 Asset-Backed Securities POPULAR ABS 2006-C M-1 20360725 FLT 5493000XG3O6HY7E1142 2036-07-25 2036-07-25 0.505 - 0.505 2621000.00 2421594.81 Asset-Backed Securities FIRST FRANKLIN MTG 2006-FF5 II-A-3 20360425 FLT 2036-04-25 2036-04-25 0.335 - 0.335 6700000.00 1296537.26 Asset-Backed Securities CREDIT SUISSE SEASON LN 2006-1 M-1 20341025 FLT 2034-10-25 2034-10-25 0.725 - 0.725 597330.00 570534.88 Asset-Backed Securities UBS AG LONDON BRANCH EN LG CP GRWTH 2500-12-31 2500-12-31 N/A 49.00 23849.94 Equities MORGAN STANLEY IXIS 2006-2 A-3 20361125 FLT 2036-11-25 2036-11-25 0.325 - 0.325 8000000.00 2369652.30 Asset-Backed Securities INVESCO EXCHANGE TRADED FD TR FINL PFD ETF 549300U2XUTJF7H4HV96 2500-12-31 2500-12-31 N/A 87.00 1640.82 Equities INVESCO EXCH TRD SLF IDX FD TR BULSHS 2023 HY 549300MW9BHL004NMY73 2500-12-31 2500-12-31 N/A 1.00 24.83 Equities ANTHRACITE CDO III 2004-3 E-FX 20390323 6.07700 0LSNAYXEQMR50BFJ7Q43 2039-03-23 2039-03-23 6.077 - 6.077 10000000.00 3813653.41 Other Instrument COLLATERALIZED DEBT OBLIGATION COLUMBIA ETF TR II EMRG MARKETS ETF 549300U1UWFK3M3QVP09 2500-12-31 2500-12-31 N/A 6.00 156.00 Equities NOMURA CRE CDO 2007-2 G 144A 20420521 FLT 549300U9HYZNUTPVJA78 2042-05-21 2042-05-21 2.952 - 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11.75 58943830.00 47524250.41 Corporate Debt Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0046 44000000.00 44000000.00 0.0009 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.48% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N IQIYI INC SR COCO 25 222100XL8T2Q5B8MS302 2023-12-01 2025-04-01 2 - 3.75 10134000.00 9785824.37 Equities TEEKAY CORPORATION 5%23 YHKQM2RIPKZYOZ6RVZ46 2023-01-15 2023-01-15 5 - 5 2000000.00 1661320.00 Equities GOL EQUITY FIN SR EXC 144A NT24 222100H9BH197YU7RY14 2024-07-15 2024-07-15 3.75 - 3.75 7798692.00 4019114.41 Equities NEXTERA ENERGY PARTNERS LP SR GLBL CV NT 20 5493008F4ZOQFNG3WN54 2020-09-15 2020-09-15 1.5 - 1.5 19356826.00 22212474.02 Equities YY INC SR COCO 25 549300N6CHVU5CQZPW24 2025-06-15 2025-06-15 0.75 - 0.75 8612000.00 9841901.25 Equities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0048 44000000.00 44000000.00 0.0009 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HUBSPOT INC 0.25% MTN 22 USD 529900BLNVEW0MVKJB37 2022-06-01 2022-06-01 0.25 - 0.25 8037000.00 25428063.38 Equities INPHI CORP SR COCO 20 549300DCMERAAZFGT726 2020-12-01 2020-12-01 1.125 - 1.125 1518000.00 4231747.58 Equities MGIC INVT CORP WIS JR SB CV 144A 63 254900S8483WM4M98R28 2063-04-01 2063-04-01 9 - 9 11000000.00 14217500.00 Equities NEUROCRINE BIOSCIENCES INC SR COCO 24 549300FECER0XBN49756 2024-05-15 2024-05-15 2.25 - 2.25 8866000.00 13989439.75 Equities NUANCE COMMUNICATIONS INC SR COCO 35 2035-11-01 2035-12-15 1 - 1.5 2505000.00 3473610.94 Equities ON SEMICONDUCTOR CORP SR COCO 20 ZV20P4CNJVT8V1ZGJ064 2020-12-01 2020-12-01 1 - 1 8172000.00 9985203.36 Equities TESLA INC SR COCO 21 54930043XZGB27CTOV49 2021-03-01 2021-03-01 1.25 - 1.25 8332000.00 51299124.16 Equities TEVA PHARMACEUTICAL FIN LLC 0.25%26 5493006PITD7MU7WW480 2026-02-01 2026-02-01 0.25 - 0.25 20375000.00 19783276.04 Equities EXACT SCIENCES CORP SR GLBL COCO 25 549300VM3X1FYD4N9Z14 2025-01-15 2025-01-15 1 - 1 130000.00 164041.51 Equities Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0055 132000000.00 132000000.00 0.0026 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MERCADOLIBRE INC SR GLBL COCO 28 2028-08-15 2028-08-15 2 - 2 12875375.00 35105525.38 Equities APHRIA INC SR GLBL COCO 24 52990092S6BM5E48CI11 2024-06-01 2024-06-01 5.25 - 5.25 16271750.00 12417379.22 Equities Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0055 44000000.00 44000000.00 0.0009 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.61% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TESLA INC SR COCO 21 54930043XZGB27CTOV49 2021-03-01 2022-03-15 1.25 - 2.375 21433000.00 142578170.24 Equities Y N/A N/A 2020-09-25 2020-09-25 2020-09-25 N N N 0.0061 132000000.00 132000000.00 0.0026 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.91% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPIRIT REALTY CAP INC COCO 21 2021-05-15 2021-05-15 3.75 - 3.75 1000000.00 1027291.67 Equities BRAEMAR HOTELS & RESORTS INC 5.5 CUM CV PFD B 549300JDUUEBN868C776 2500-12-31 2500-12-31 5.5 - 5.5 52725.00 723387.00 Equities LUCKIN COFFEE INC SR CV 144A NT 25 549300FO16ASCVSMYI15 2025-01-15 2025-01-15 0.75 - 0.75 13351001.00 4685366.91 Equities INTELSAT S A SR GLBL COCO 25 529900YI9I36GOXH4729 2025-06-15 2025-06-15 N/A 1268000.00 443800.00 Equities AURORA CANNABIS INC SR GLBL CV NT 24 549300F6VHCLKCUWDT34 2024-02-28 2024-02-28 5.5 - 5.5 53690000.00 26543262.20 Equities VALARIS PLC SR COCO 24 2024-01-31 2024-01-31 N/A 3401000.00 476242.03 Equities INFINERA CORP SR GLBL COCO 24 549300ZOF66WPV3H0H17 2024-09-01 2024-09-01 2.125 - 2.125 3515344.00 3627219.82 Equities TESLA INC SR COCO 22 54930043XZGB27CTOV49 2022-03-15 2022-03-15 2.375 - 2.375 7975000.00 53968431.08 Equities APHRIA INC SR GLBL COCO 24 52990092S6BM5E48CI11 2024-06-01 2024-06-01 5.25 - 5.25 20089266.00 15330621.12 Equities TILRAY INC SR GLBL COCO 23 549300Y4V60733TO1478 2023-10-01 2023-10-01 5 - 5 26591500.00 12005087.23 Equities Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0091 110000000.00 110000000.00 0.0021 N N N Y 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 PRETIUM RES INC SR SB IDX LKD 22 2022-03-15 2022-03-15 2.25 - 2.25 16383730.00 17859494.48 Equities WAYFAIR INC SR GLBL COCO 25 54930027N9ZAVYFDHK53 2025-10-01 2025-10-01 0.625 - 0.625 7200000.00 7565005.00 Equities REALPAGE INC SR COCO 25 5493001RSFZX4122A604 2025-05-15 2025-05-15 1.5 - 1.5 100000.00 108537.50 Equities AEGERION PHARMACEUTICALS INC SR GLBL CV NT 25 549300PFYFSCKFOY5J36 2025-04-01 2025-04-01 5 - 5 589227.00 638329.25 Equities PERFICIENT INC SR GLBL COCO 25 549300HTBXKL2755T650 2025-08-01 2025-08-01 1.25 - 1.25 1400000.00 1520386.39 Equities UNITI FIBER HLDGS INC SR GLBL COCO 24 549300GM4ENWVC5GBF11 2024-06-15 2024-06-15 4 - 4 4345975.00 4856472.54 Equities GOSSAMER BIO INC SR GLBL COCO 27 549300ZOC0N2W6PSFR58 2027-06-01 2027-06-01 5 - 5 1633000.00 1738473.66 Equities LIVANOVA USA INC SR GLBL COCO 25 549300NGTE5LS6KMBT20 2025-12-15 2025-12-15 3 - 3 1850000.00 2000158.33 Equities MESA LABS INC SR GLBL COCO 25 2025-08-15 2025-08-15 1.375 - 1.375 2600000.00 2793468.89 Equities IQIYI INC SR GLBL COCO 23 222100XL8T2Q5B8MS302 2023-12-01 2023-12-01 3.75 - 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TD Securities (U.S.A.), 0.10% SUVUFHICNZMP2WKHG940 GFC055000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-15 2044-05-15 1.375 - 6.125 69645200.00 92256900.58 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 90000000.00 90000000.00 0.0017 N Y Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.16% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2024-09-03 Y WELLS FARGO BK NATL ASSN 1.0000 8 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0016 40000000.00 40000000.00 0.0008 N N Y N Green Bay Redev. Auth. Green Bay Redev. Auth., 0.14% (Green Bay Packaging, Inc. Proj.) LOC Wells Fargo Bank NA VRDN 39269DAA3 US39269DAA37 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2047-07-01 Y WELLS FARGO BK NATL ASSN 1.0000 8 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0014 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 2020-09-02 2020-09-08 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 8 N N/A N/A N N 0.0036 162000000.00 162000000.00 0.0031 N N Y N Fidelity Hereford Street Trust: Fidelity Money Market Fund 2020-09-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer