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Treasury Bills, 0.08% 9127962S7 US9127962S79 U.S. Treasury Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0008 924452813.52 924452813.52 0.0186 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964K2 US9127964K26 U.S. Treasury Debt Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0008 549968221.00 549968221.00 0.0111 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964R7 US9127964R78 U.S. Treasury Debt Y N/A N/A 2020-11-10 2020-11-10 2020-11-10 N N N 0.0008 789927580.70 789927580.70 0.0159 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0009 249978732.50 249978732.50 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796TP4 US912796TP46 U.S. Treasury Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0009 534951887.45 534951887.45 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127963A5 US9127963A52 U.S. Treasury Debt Y N/A N/A 2020-11-19 2020-11-19 2020-11-19 N N N 0.0009 467942670.00 467942670.00 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964T3 US9127964T35 U.S. Treasury Debt Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0009 694823579.85 694823579.85 0.0140 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 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 806873171.88 806873171.88 0.0162 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127965D7 US9127965D73 U.S. Treasury Debt Y N/A N/A 2020-12-22 2020-12-22 2020-12-22 N N N 0.0009 514900290.85 514900290.85 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127965F2 US9127965F22 U.S. Treasury Debt Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0009 1054765262.50 1054765262.50 0.0212 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 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 558736436.50 558736436.50 0.0112 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964S5 US9127964S51 U.S. Treasury Debt Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0010 819898295.40 819898295.40 0.0165 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963B3 US9127963B36 U.S. Treasury Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0010 581907851.94 581907851.94 0.0117 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0010 797260455.00 797260455.00 0.0160 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963J6 US9127963J61 U.S. Treasury Debt Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0010 1077790393.68 1077790393.68 0.0217 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963K3 US9127963K35 U.S. Treasury Debt Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0010 511296088.63 511296088.63 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796A58 US912796A585 U.S. Treasury Debt Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0010 509870801.70 509870801.70 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963T4 US9127963T44 U.S. Treasury Debt Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0010 334010187.24 334010187.24 0.0067 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127965C9 US9127965C90 U.S. Treasury Debt Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0011 549879687.50 549879687.50 0.0111 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127963L1 US9127963L18 U.S. Treasury Debt Y N/A N/A 2020-12-24 2020-12-24 2020-12-24 N N N 0.0011 1024736913.25 1024736913.25 0.0206 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796TY5 US912796TY52 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0011 1137697952.04 1137697952.04 0.0229 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127963U1 US9127963U17 U.S. Treasury Debt Y N/A N/A 2021-01-14 2021-01-14 2021-01-14 N N N 0.0011 339793427.75 339793427.75 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796A74 US912796A742 U.S. Treasury Debt Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0011 1029669545.10 1029669545.10 0.0207 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 912796B73 US912796B732 U.S. Treasury Debt Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0012 514784487.95 514784487.95 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0015 607398094.16 607398094.16 0.0122 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-10-01 2021-10-31 2021-10-31 N N N 0.0010 84266967.96 84266967.96 0.0017 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 0.21% 06417JPK2 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2021-02-19 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Citigroup Global Markets, Inc., 0.18% 17327AQ18 MBNUM2BPBDO7JBLYG310 GGD518000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0018 70945741.80 70945741.80 0.0014 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.14% 31428FMM4 549300B2Q47IR0CR5B54 GCE687000 Financial Company Commercial Paper Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0014 42986093.80 42986093.80 0.0009 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.15% 31428FMN2 549300B2Q47IR0CR5B54 GCE688000 Financial Company Commercial Paper Y N/A N/A 2020-12-22 2020-12-22 2020-12-22 N N N 0.0015 9996703.00 9996703.00 0.0002 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.15% 31428FMP7 549300B2Q47IR0CR5B54 GCE695000 Financial Company Commercial Paper Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0015 42985552.00 42985552.00 0.0009 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.15% 31428FMP7 549300B2Q47IR0CR5B54 GCE693000 Financial Company Commercial Paper Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0015 9996640.00 9996640.00 0.0002 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.16% 31428FNB7 549300B2Q47IR0CR5B54 GDB227000 Financial Company Commercial Paper Y N/A N/A 2021-01-11 2021-01-11 2021-01-11 N N N 0.0016 84961818.00 84961818.00 0.0017 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.16% 31428FNF8 549300B2Q47IR0CR5B54 GDD513000 Financial Company Commercial Paper Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0016 83960553.60 83960553.60 0.0017 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.17% 31428FQJ7 549300B2Q47IR0CR5B54 GFH799000 Financial Company Commercial Paper Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0017 101920032.00 101920032.00 0.0020 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.18% 31428FPS8 549300B2Q47IR0CR5B54 GFA879000 Financial Company Commercial Paper Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0018 30976905.00 30976905.00 0.0006 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.18% 31428FPS8 549300B2Q47IR0CR5B54 GFA834000 Financial Company Commercial Paper Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0018 32975415.00 32975415.00 0.0007 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.18% 31428FQ16 549300B2Q47IR0CR5B54 GFB628000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0018 40969013.02 40969013.02 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.18% 31428FQ16 549300B2Q47IR0CR5B54 GFB522000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0018 40969012.20 40969012.20 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.18% 31428FQ57 549300B2Q47IR0CR5B54 GFD389000 Financial Company Commercial Paper Y N/A N/A 2021-03-05 2021-03-05 2021-03-05 N N N 0.0018 81937458.60 81937458.60 0.0016 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X0K12 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0000 106000000.00 106000000.00 0.0021 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943RLG2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-16 2020-11-16 2020-11-16 N N N 0.0015 82984180.20 82984180.20 0.0017 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943RLL1 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0015 157967104.40 157967104.40 0.0032 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943RLP2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0015 104976690.00 104976690.00 0.0021 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943RLP2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0015 41990676.00 41990676.00 0.0008 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943RLQ0 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 157964276.20 157964276.20 0.0032 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943RLR8 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0015 104975661.00 104975661.00 0.0021 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943RLR8 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0015 41990265.24 41990265.24 0.0008 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.15% 53943RLT4 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0015 71982712.80 71982712.80 0.0014 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.07% 60682YKT0 JBONEPAGQXF4QP29B387 GDG963000 Financial Company Commercial Paper Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0007 43997593.20 43997593.20 0.0009 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YL28 JBONEPAGQXF4QP29B387 GDH438000 Financial Company Commercial Paper Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0008 42996886.80 42996886.80 0.0009 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.17% 60682YMA9 JBONEPAGQXF4QP29B387 GFJ129000 Financial Company Commercial Paper Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0017 80973804.60 80973804.60 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.17% 60682YMB7 JBONEPAGQXF4QP29B387 GFJ141000 Financial Company Commercial Paper Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0017 57980976.00 57980976.00 0.0012 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.17% 60682WMG0 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2020-12-16 2020-12-16 2020-12-16 N N N 0.0017 62977628.70 62977628.70 0.0013 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.09% 60689PK70 RB0PEZSDGCO3JS6CEU02 GDD207000 Financial Company Commercial Paper Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0009 64998862.50 64998862.50 0.0013 N N Y N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.11% 60689PL46 RB0PEZSDGCO3JS6CEU02 GDG483000 Financial Company Commercial Paper Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0011 62993139.30 62993139.30 0.0013 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.12% 60689PLC8 RB0PEZSDGCO3JS6CEU02 GEA303000 Financial Company Commercial Paper Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0012 52992781.40 52992781.40 0.0011 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.12% 60689PLQ7 RB0PEZSDGCO3JS6CEU02 GEE333000 Financial Company Commercial Paper Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0012 104981068.50 104981068.50 0.0021 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.12% 60689PLR5 RB0PEZSDGCO3JS6CEU02 GEE862000 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0012 41992225.80 41992225.80 0.0008 N N N N National Bank of Canada National Bank of Canada, 0.17% 63307LP96 BSGEFEIOM18Y80CKCV46 GFF334000 Financial Company Commercial Paper Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0017 101936046.00 101936046.00 0.0020 N N N N National Bank of Canada National Bank of Canada, 0.18% 63307LQ20 BSGEFEIOM18Y80CKCV46 GFD455000 Financial Company Commercial Paper Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0018 204842314.00 204842314.00 0.0041 N N N N National Bank of Canada National Bank of Canada, 0.18% 63307LQ95 BSGEFEIOM18Y80CKCV46 GFF332000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0018 101917043.40 101917043.40 0.0020 N N N N National Bank of Canada National Bank of Canada, 0.19% 63307LQN4 BSGEFEIOM18Y80CKCV46 GGA923000 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0019 41962057.20 41962057.20 0.0008 N N N N National Bank of Canada National Bank of Canada, 0.19% 63307LQP9 BSGEFEIOM18Y80CKCV46 GGC745000 Financial Company Commercial Paper Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0019 190826444.03 190826444.03 0.0038 N N N N PSP Capital, Inc. PSP Capital, Inc., 0.14% 69370AQ15 549300B456N0WEIC5249 GFD424000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N Y PUBLIC SECTOR PENSION INV BRD OBLIGOR 1.0000 N/A N/A 0.0014 79952712.00 79952712.00 0.0016 N N N N Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.00% 21687AK10 DG3RU1DBUFHT4ZF9WN62 0001098062 Financial Company Commercial Paper Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0000 317000000.00 317000000.00 0.0064 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YKL5 5493006GGLR4BTEL8O61 GDA125000 Financial Company Commercial Paper Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0010 133993005.20 133993005.20 0.0027 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YKM3 5493006GGLR4BTEL8O61 GDA698000 Financial Company Commercial Paper Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0010 188989642.80 188989642.80 0.0038 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YL59 5493006GGLR4BTEL8O61 GDI289000 Financial Company Commercial Paper Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 45995400.00 45995400.00 0.0009 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YL59 5493006GGLR4BTEL8O61 GDG949000 Financial Company Commercial Paper Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 22997700.00 22997700.00 0.0005 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YLC4 5493006GGLR4BTEL8O61 GEB189000 Financial Company Commercial Paper Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0011 42994246.60 42994246.60 0.0009 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 86564YLJ9 5493006GGLR4BTEL8O61 GEC291000 Financial Company Commercial Paper Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0012 12997840.70 12997840.70 0.0003 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.14% 86564YLR1 5493006GGLR4BTEL8O61 GEG980000 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0014 82482931.58 82482931.58 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.14% 86564YLR1 5493006GGLR4BTEL8O61 GEF376000 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0014 83982620.40 83982620.40 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.14% 86564YM17 5493006GGLR4BTEL8O61 GFC597000 Financial Company Commercial Paper Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0014 13996600.80 13996600.80 0.0003 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.15% 86564YM33 5493006GGLR4BTEL8O61 GEI123000 Financial Company Commercial Paper Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0015 56985510.60 56985510.60 0.0011 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.15% 86564YMA7 5493006GGLR4BTEL8O61 GFC594000 Financial Company Commercial Paper Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0015 20674004.87 20674004.87 0.0004 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.15% 86564YMF6 5493006GGLR4BTEL8O61 GFC603000 Financial Company Commercial Paper Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0015 26991392.40 26991392.40 0.0005 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.15% 86564YMG4 5493006GGLR4BTEL8O61 GFD398000 Financial Company Commercial Paper Y N/A N/A 2020-12-16 2020-12-16 2020-12-16 N N N 0.0015 161947674.00 161947674.00 0.0033 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.15% 86564YMH2 5493006GGLR4BTEL8O61 GFD980000 Financial Company Commercial Paper Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0015 61979583.40 61979583.40 0.0012 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 86564YMM1 5493006GGLR4BTEL8O61 GFF325000 Financial Company Commercial Paper Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0016 40985522.90 40985522.90 0.0008 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.18% 86960JQ99 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0018 274776342.50 274776342.50 0.0055 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.19% 86960JQG3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-16 2021-03-16 2021-03-16 N N N 0.0019 187837793.60 187837793.60 0.0038 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.19% 86960JQN8 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0019 53676464.84 53676464.84 0.0011 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.19% 86960JQP3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0019 64940934.50 64940934.50 0.0013 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.17% 89119ANF1 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0017 223889478.40 223889478.40 0.0045 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.17% 89119ANR5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-01-25 2021-01-25 2021-01-25 N N N 0.0017 223876979.20 223876979.20 0.0045 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.18% 89119AP93 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0018 253834214.20 253834214.20 0.0051 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.19% 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 274805685.00 274805685.00 0.0055 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.19% 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 271791185.60 271791185.60 0.0055 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.19% 89119AQ43 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0019 91923943.60 91923943.60 0.0018 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.20% 89119AQC5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0020 206818171.20 206818171.20 0.0042 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.20% 89119AQF8 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0020 176840841.60 176840841.60 0.0036 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 189604095.36 189604095.36 0.0038 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 0.0026 162002203.20 162002203.20 0.0033 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.26% 89233GQJ8 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0026 83899443.60 83899443.60 0.0017 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.26% 89233GQQ2 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0026 84891327.50 84891327.50 0.0017 N N N N UBS AG London Branch UBS AG London Branch, 0.29% 90276JKH8 BFM8T61CT2L1QCEMIK50 US90276JKH85 Financial Company Commercial Paper Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0022 398768177.70 398768177.70 0.0080 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.00% 04821TK12 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0000 63000000.00 63000000.00 0.0013 N Y Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.00% 0527M0K14 GGF585000 Asset Backed Commercial Paper Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0000 24766000.00 24766000.00 0.0005 N Y Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.17% 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 44986963.50 44986963.50 0.0009 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 0.0014 165008101.50 165008101.50 0.0033 N N N N Bank of Montreal Bank of Montreal, 0.21% 06367BTH2 NQQ6HPCNCCU6TUTQYE16 US06367BTH23 0000927971 Certificate of Deposit Y N/A N/A 2020-10-02 2021-03-02 2021-03-02 N N N 0.0020 215006729.50 215006729.50 0.0043 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 0.0019 107008709.80 107008709.80 0.0022 N N N N Bank of Montreal Bank of Montreal, 0.21% 06367BVM8 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0021 107999481.60 107999481.60 0.0022 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 177618132.96 177618132.96 0.0036 N N N 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 0.0010 140021728.00 140021728.00 0.0028 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 0.0010 345053544.00 345053544.00 0.0069 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 0.0008 219019096.80 219019096.80 0.0044 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 0.0008 311030198.10 311030198.10 0.0063 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 0.0012 78013330.20 78013330.20 0.0016 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 0.0013 129022059.00 129022059.00 0.0026 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 0.0012 89016509.50 89016509.50 0.0018 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 0.0013 160029600.00 160029600.00 0.0032 N N N N Bayerische Landesbank Bayerische Landesbank, 0.20% 0727MCDH7 VDYMYTQGZZ6DU0912C88 GFH225000 Certificate of Deposit Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0015 211007469.40 211007469.40 0.0042 N N N N Bayerische Landesbank Bayerische Landesbank, 0.20% 0727MCEE3 VDYMYTQGZZ6DU0912C88 GGF633000 Certificate of Deposit Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0020 212000000.00 212000000.00 0.0043 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.21% 51501GM57 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0018 427010931.20 427010931.20 0.0086 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.18% 60683BK85 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0018 49000421.40 49000421.40 0.0010 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.18% 60683BK77 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-12-18 2020-12-18 2020-12-18 N N N 0.0018 43000374.10 43000374.10 0.0009 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60683BC84 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0010 45001750.50 45001750.50 0.0009 N N Y 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 0.0010 90004023.00 90004023.00 0.0018 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 0.0009 90004545.00 90004545.00 0.0018 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 0.0009 90006660.00 90006660.00 0.0018 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 0.0008 87017391.30 87017391.30 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 0.0009 88018937.60 88018937.60 0.0018 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 0.0009 45010278.00 45010278.00 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 0.0008 87016138.50 87016138.50 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 0.0008 30005781.00 30005781.00 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 0.0016 184012861.60 184012861.60 0.0037 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 0.0015 219016863.00 219016863.00 0.0044 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 0.0015 220017006.00 220017006.00 0.0044 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 0.0015 59008018.10 59008018.10 0.0012 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 0.0015 217017555.30 217017555.30 0.0044 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 0.0014 219017979.90 219017979.90 0.0044 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 0.0014 219018505.50 219018505.50 0.0044 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86565CQA0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0017 129009713.70 129009713.70 0.0026 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86565CQX0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0020 211015086.50 211015086.50 0.0042 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86565CQW2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0020 211014559.00 211014559.00 0.0042 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86565CPJ2 5U0XI89JRFVHWIBS4F54 US86565CPJ26 0001184915 Certificate of Deposit Y N/A N/A 2020-10-21 2020-12-21 2020-12-21 N N N 0.0017 217031269.70 217031269.70 0.0044 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 0.0011 223041366.50 223041366.50 0.0045 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 0.0011 175005565.00 175005565.00 0.0035 N N Y 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 0.0011 160005904.00 160005904.00 0.0032 N N Y 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 0.0010 155010741.50 155010741.50 0.0031 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 86564GHW4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0015 97005936.40 97005936.40 0.0020 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 86564GHX2 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-16 2020-12-16 2020-12-16 N N N 0.0015 87005394.00 87005394.00 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 86564GHY0 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0015 86005211.60 86005211.60 0.0017 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 0.0015 129013338.60 129013338.60 0.0026 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 0.0015 152015656.00 152015656.00 0.0031 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 0.0015 172017974.00 172017974.00 0.0035 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564GJD4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-18 2020-12-18 2020-12-18 N N N 0.0015 206021238.60 206021238.60 0.0041 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 0.0012 33003669.60 33003669.60 0.0007 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 0.0012 109012371.50 109012371.50 0.0022 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 0.0012 266030483.60 266030483.60 0.0053 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 0.0012 109012600.40 109012600.40 0.0022 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.23% RUC0QBLBRPRCU4W1NE59 GGF687000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 9301762.00 10681817.92 Corporate Debt Securities PAYPAL HLDGS INC SR GLBL NT 23 5493005X2GO78EFZ3E94 2023-06-01 2023-06-01 1.35 - 1.35 15775994.00 16193426.80 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 49 54930070NSV60J38I987 2049-04-01 2049-04-01 5.95 - 5.95 5000000.00 6063623.61 Corporate Debt Securities MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27 2027-06-20 2027-06-20 6.5 - 6.5 7888816.00 8210723.52 Corporate Debt Securities ZOETIS INC SR GLBL NT 48 549300HD9Q1LOC9KLJ48 2048-08-20 2048-08-20 4.45 - 4.45 5000000.00 6642122.22 Corporate Debt Securities WALMART INC 4.05%48 Y87794H0US1R65VBXU25 2043-10-02 2048-06-29 4.05 - 4.75 13797000.00 18328242.00 Corporate Debt Securities HOME DEPOT INC SR GLBL NT2.5%27 QEKMOTMBBKA8I816DO57 2027-04-15 2027-04-15 2.5 - 2.5 2955957.00 3259297.31 Corporate Debt Securities MICROSOFT CORP SR GLBL NT 21 INR2EJN1ERAN0W5ZP974 2021-08-08 2021-08-08 1.55 - 1.55 1500000.00 1518508.33 Corporate Debt Securities EXPEDIA GROUP INC SR GLBL 144A 27 CI7MUJI4USF3V0NJ1H64 2027-08-01 2027-08-01 4.625 - 4.625 1275035.00 1351988.32 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 17251747.53 Corporate Debt Securities HOST HOTELS & RESORTS LP CR SEN SR GLBL30 FXB7X4WXVA8QPMNOGS12 2030-09-15 2030-09-15 3.5 - 3.5 3798403.00 3680306.43 Corporate Debt Securities SIMON PPTY GROUP LP SR GLBL NT 26 MR92GTD0MJTTTTQDVG45 2026-11-30 2026-11-30 3.25 - 3.25 244000.00 268793.65 Corporate Debt Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0023 89000000.00 89000000.00 0.0018 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.33% RUC0QBLBRPRCU4W1NE59 GGF688000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALIBABA GROUP HLDG LTD SPONSORED ADS 5493001NTNQJDH60PM02 2500-12-31 2500-12-31 N/A 518692.00 143641375.56 Equities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0033 133000000.00 133000000.00 0.0027 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.36% RUC0QBLBRPRCU4W1NE59 GGF689000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N T MOBILE USA INC SR GLBL NT 6%24 549300V2JRLO5DIFGE82 2024-04-15 2024-04-15 6 - 6 12818000.00 13422881.42 Corporate Debt Securities L BRANDS INC SR NT 6.625%21 GR3KVMWVCR54YWQNXU90 2021-04-01 2021-04-01 6.625 - 6.625 6045000.00 6417015.18 Corporate Debt Securities TRANSDIGM INC SR SEC GLBL 25 88Q84GB3X55CF5OC7582 2025-12-15 2025-12-15 8 - 8 3689364.00 4133645.41 Corporate Debt Securities HOME DEPOT INC SR GLBL NT2.5%27 QEKMOTMBBKA8I816DO57 2027-04-15 2027-04-15 2.5 - 2.5 237256.00 261603.21 Corporate Debt Securities POLARIS INTERMEDIATE SR GLBL PIK 22 2022-12-01 2022-12-01 8.5 - 8.5 32537571.00 34021193.86 Corporate Debt Securities CIGNA CORP NEW SR GLBL NT 28 549300VIWYMSIGT1U456 2028-10-15 2028-10-15 4.375 - 4.375 9400000.00 11372421.58 Corporate Debt Securities REFINITIV US HLDGS INC 8.25%26 549300NF240HXJO7N016 2026-11-15 2026-11-15 8.25 - 8.25 3530924.00 3975599.74 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 8072287.53 Corporate Debt Securities ADVANCED DISP SVCS INC DEL SR 144A NT 24 549300ML1GEF4BKIM713 2024-11-15 2024-11-15 5.625 - 5.625 2291000.00 2410919.53 Corporate Debt Securities GRUBHUB HLDGS INC SR GLBL 144A 27 2027-07-01 2027-07-01 5.5 - 5.5 5307000.00 5571539.21 Corporate Debt Securities WELLTOWER INC SR GLBL NT 28 T6IZ0MBEG5ACZDTR7D06 2028-04-15 2028-04-15 4.25 - 4.25 34921.00 40311.38 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT6.8%27 54930070NSV60J38I987 2027-10-01 2027-10-01 6.8 - 6.8 107080.00 133092.59 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 2.772%50 5493009NTB34VXE1T760 2027-04-06 2050-11-10 2.772 - 3.543 3060296.00 2850268.72 Corporate Debt Securities AT&T INC SR GLBL NT 24 549300Z40J86GGSTL398 2024-04-01 2024-04-01 4.45 - 4.45 14799000.00 16869918.62 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 13434368.96 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT 3%24 51M0QTTNCGUN7KFCFZ59 2024-02-01 2024-02-01 3 - 3 7301000.00 7907469.73 Corporate Debt Securities REGENCY ENERGY PARTNERS LP SR NT 4.5%23 2023-11-01 2023-11-01 4.5 - 4.5 6000000.00 6490890.00 Corporate Debt Securities WILLIS NORTH AMER INC SR GLBL NT 49 5493004KVU1HWZCP0C66 2049-09-15 2049-09-15 3.875 - 3.875 3950000.00 4582294.60 Corporate Debt Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0036 133000000.00 133000000.00 0.0027 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.38% 7VHWWWW4UJS7NUM3PT30 GGF690000 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 30618305.00 423364470.90 Equities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0038 392000000.00 392000000.00 0.0079 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.60% 7VHWWWW4UJS7NUM3PT30 GFJ809000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2021-03-31 2500-12-31 0 - 7 24016763.00 235495002.51 Equities Y N/A N/A 2020-11-04 2020-11-04 2020-11-17 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0059 218001482.40 218001482.40 0.0044 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.73% 549300HN4UKV1E2R3U73 GFH801000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N more than 1000 2020-10-09 2500-12-31 0 - 12.5 71941672.00 114958515.42 Corporate Debt Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-19 Y BANK OF AMERICA CORPORATION 1.0000 96 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0073 108000000.00 108000000.00 0.0022 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.60% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TABERNA PREF FDG II 2005-2 A2 144 20351105 FLT 8Z9UQTNXEECO8ECQHB85 2035-11-05 2035-11-05 0.899 - 0.899 10343093.00 5703165.39 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG I 2005-1 B-2 20350705 FLT 549300UVUFF52P87TF20 2035-07-05 2035-07-05 2.473 - 4.079 54469878.00 18616283.40 Other Instrument COLLATERALIZED DEBT OBLIGATION ML MTG TRUST 2008-C1 G 20510212 FLT 2051-02-12 2051-02-12 6.844 - 6.844 2.00 1.61 Private Label Collateralized Mortgage Obligations MASTR SPEC LN TR 2007-01 A 20370125 FLT 2037-01-25 2037-01-25 0.518 - 0.518 19630393.00 3138388.78 Asset-Backed Securities RASC SERIES TRUST 2007-EMX1 A-II 20370125 FLT 2037-01-25 2037-01-25 0.356 - 0.356 2141.00 300.94 Asset-Backed Securities CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL N STP 36 82VOJDD5PTRDMVVMGV31 2022-03-31 2036-03-31 0 - 4 26641.00 26607.72 Corporate Debt Securities OPTION ONE MTG LN TR 2007-4 I-A-1 20370425 FLT 2037-04-25 2037-04-25 0.368 - 0.368 224453.00 54833.44 Asset-Backed Securities ATTENUS CDO I 2006-1 B 20360510 FLT 549300K5UF09SNNJUL07 2036-05-10 2036-05-10 1.023 - 1.023 14862816.00 8196094.00 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SEC 2005-17 C 144A 20350623 FLT 2035-06-23 2035-06-23 1.646 - 1.646 43115000.00 26497695.28 Other Instrument COLLATERALIZED DEBT OBLIGATION OPTION ONE MTG LN TR 2007-2 I-A-1 20370325 FLT 2037-03-25 2037-03-25 0.288 - 0.288 18308.00 4061.66 Asset-Backed Securities ML MTG INV TR 2006-AR1 A-2D 20370325 FLT 2037-03-25 2037-03-25 0.408 - 0.408 3807000.00 1045674.30 Asset-Backed Securities GSAMP TRUST 2007-FM2 A-2D 20370125 FLT 2037-01-25 2037-01-25 0.388 - 0.388 2.00 0.88 Asset-Backed Securities TABERNA PREF FDG 2006-6 A2 144 20361205 FLT BUHFNQJBNOAUZ24NY591 2036-12-05 2036-12-05 0.749 - 0.749 16891970.00 7283228.12 Other Instrument COLLATERALIZED DEBT OBLIGATION SHERWOOD FUNDING CDO 2004 A1 20391107 FLT 2039-11-07 2039-11-07 0.514 - 0.514 6402551.00 740250.52 Other Instrument COLLATERALIZED DEBT OBLIGATION LONG BEACH MTG LN TR 2004-5 M-5 20340925 FLT 2034-09-25 2034-09-25 2.098 - 2.098 614.00 22.29 Asset-Backed Securities Y N/A N/A 2020-11-04 2020-11-04 2021-02-05 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0062 65996554.80 65996554.80 0.0013 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.67% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALESCO PREF FDG XIV 2006-14 C3 144 20370923 FLT U3J57OKXT2FMVDEW4249 2037-09-23 2037-09-23 3.178 - 3.178 611.00 355.60 Other Instrument COLLATERALIZED DEBT OBLIGATION ORIENT PT CDO LTD 2005-1 A-2 20451003 FLT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 0.754 - 0.754 20000000.00 1364212.50 Other Instrument COLLATERALIZED DEBT OBLIGATION TRAPEZA CDO V 2003-5 D 20340715 FLT 2034-07-15 2034-07-15 4.522 - 4.522 4991294.00 3249181.52 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO IV 2005-4 B 20421205 FLT 2042-12-05 2042-12-05 1.67 - 1.67 8000000.00 105517.96 Other Instrument COLLATERALIZED DEBT OBLIGATION MONTAUK POT CDO II LTD 2006-02 A-1J 20460525 FLT 54930046COUSLUSBKU90 2046-05-25 2046-05-25 1.57 - 1.57 13944000.00 3152126.95 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SECURITIES 3-10 B-1 20330705 FLT 2033-07-05 2033-07-05 1.997 - 1.997 37973000.00 26198967.49 Other Instrument COLLATERALIZED DEBT OBLIGATION KODIAK CDO I LTD 2006-1 D1 144 20370807 FLT 2037-08-07 2037-08-07 2.942 - 2.942 69.00 28.12 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG IX 2006-9 D-1 20360623 FLT 2036-06-23 2036-06-23 4.045 - 4.045 1.00 0.59 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREFERRED FDG V 2004-5 D 20341223 6.00000 549300FHO36K27UM2Z12 2034-12-23 2034-12-23 4.195 - 4.195 4668332.00 2713283.77 Other Instrument COLLATERALIZED DEBT OBLIGATION BELLE HAVEN ABS CDO 2004-1 A1J 20441103 FLT 2044-11-03 2044-11-03 2.363 - 2.363 25223333.00 2193861.40 Other Instrument COLLATERALIZED DEBT OBLIGATION JER CRE CDO 2006-2 H-FL 20450325 FLT 549300HX6FUK9WBH2U64 2045-03-25 2045-03-25 0.798 - 2.648 27206000.00 7409623.40 Other Instrument COLLATERALIZED DEBT OBLIGATION TROPIC CDO V 2006-5 A3L 14 20360715 FLT 54930035IX0Y8SG8GI72 2036-07-15 2036-07-15 1.555 - 1.555 4753268.00 479252.87 Other Instrument COLLATERALIZED DEBT OBLIGATION JUPITER HGH-GRD CDO III 2005-3 A-2A 20420608 FLT 2042-06-08 2042-06-08 0.288 - 1.449 787178.00 69606.93 Other Instrument COLLATERALIZED DEBT OBLIGATION CWCAPITAL COBALT II 2006-2 G 20500426 FLT 2050-04-26 2050-04-26 2.491 - 2.491 2000000.00 347290.75 Other Instrument COLLATERALIZED DEBT OBLIGATION TRAPEZA CDO I 2002 D 144A 20321130 FLT 2032-11-30 2032-11-30 5.191 - 5.191 1000000.00 236690.28 Other Instrument COLLATERALIZED DEBT OBLIGATION CITIGROUP GLOBAL MKTS HLDGS IN SR IDX ZRO LKD22 82VOJDD5PTRDMVVMGV31 2020-10-13 2025-03-31 0 - 2.15 36956.00 36973.58 Corporate Debt Securities Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0067 44000000.00 44000000.00 0.0009 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.67% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UBS-BARCLY COML MTG TR 2012-C2 G 20630511 FLT 2063-05-11 2063-05-11 5 - 5 4725000.00 333243.75 Private Label Collateralized Mortgage Obligations SOUTH COAST FDG III 2003-3 A-1A 20380810 FLT 549300JPS4LRS1YTBK56 2038-08-10 2038-08-10 0.843 - 0.843 7001000.00 389399.37 Other Instrument COLLATERALIZED DEBT OBLIGATION ELLINGTON LN ACQ TR 2007-2 M-2A 20370525 FLT 2037-05-25 2037-05-25 1.298 - 1.298 71330.00 14879.92 Asset-Backed Securities MMCAPS FDG XVIII 2006-18 D 144A 20391227 FLT 2039-12-27 2039-12-27 2.033 - 2.033 7509540.00 3704671.28 Other Instrument COLLATERALIZED DEBT OBLIGATION CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL N STP 36 82VOJDD5PTRDMVVMGV31 2036-03-31 2036-03-31 4 - 4 18000.00 17778.06 Corporate Debt Securities CITIGROUP SR GLBL G STP 33 6SHGI4ZSSLCXXQSBB395 2033-05-15 2033-05-15 4 - 4 8753.00 8877.21 Corporate Debt Securities PREFERRED TERM SEC XV 2004-15 C 144 20340926 FLT 2034-09-26 2034-09-26 2.725 - 2.725 997070.00 682235.66 Asset-Backed Securities BAYVIEW COML TR 2006-1 B2 144 20360425 FLT 2036-04-25 2036-04-25 1.848 - 1.848 2200000.00 177201.88 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP 2007-IQ15 C 20490611 FLT 2049-06-11 2049-06-11 6.345 - 6.345 100000.00 98986.43 Private Label Collateralized Mortgage Obligations PREFERRED TERM SEC XXII 2006-2 D 20360922 FLT 2036-09-22 2036-09-22 2.35 - 2.35 44734741.00 27076203.38 Other Instrument COLLATERALIZED DEBT OBLIGATION C-BASS CBO XVIII 2007-18 A-1 20470313 FLT 549300OSC26SNVVNAA28 2047-03-13 2047-03-13 0.599 - 0.599 10000000.00 450316.47 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG XIV 2006-14 C1 144 20370923 FLT U3J57OKXT2FMVDEW4249 2037-09-23 2037-09-23 3.178 - 3.178 6890499.00 2912743.54 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SECURITIES 3-10 B-2 20330705 FLT 2033-07-05 2033-07-05 1.997 - 1.997 4537000.00 3130242.95 Other Instrument COLLATERALIZED DEBT OBLIGATION LEHMAN MTG TR 2006-8 2-A1 20361225 FLT 2036-12-25 2036-12-25 0.568 - 0.568 64000000.00 3092372.19 Private Label Collateralized Mortgage Obligations ISCHUS CDO LTD 2004-1 B 20400105 FLT 5493007L7RE7ZER7YI53 2040-01-05 2040-01-05 0.904 - 0.904 8636000.00 2552392.23 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFER TERM SEC XXI 2006-21 D 20380322 FLT 2038-03-22 2038-03-22 2.35 - 2.35 2560.00 1102.20 Other Instrument COLLATERALIZED DEBT OBLIGATION MONROE HARBOR CDO 2005-01 A-2 20401205 FLT 2040-12-05 2040-12-05 2.694 - 2.814 8329999.00 783977.16 Other Instrument COLLATERALIZED DEBT OBLIGATION INDYMAC MBS 2005-AR18 2-A-2C 20361025 FLT 2036-10-25 2036-10-25 0.758 - 0.758 39418000.00 2119943.19 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2014-GC18 F 20470111 3.72200 2047-01-11 2047-01-11 3.722 - 3.722 4.00 0.99 Private Label Collateralized Mortgage Obligations PACIFIC COAST CDO 2001 B 20361025 FLT 2036-10-25 2036-10-25 0.245 - 0.245 878.00 81.77 Other Instrument COLLATERALIZED DEBT OBLIGATION STRUCTURED ASSET MTG 2007-AR6 X-2 20470825 0.50000 2047-08-25 2047-08-25 0.5 - 0.5 1533.00 6.07 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0067 44000000.00 44000000.00 0.0009 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.71% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BAYVIEW FINANCIAL TR 2007-B 2-A3 20370828 FLT 2037-08-28 2037-08-28 0.995 - 0.995 25676000.00 10528161.25 Asset-Backed Securities WAMU MTG CERT 2003-AR3 B-2 20330425 FLT 2033-04-25 2033-04-25 3.776 - 3.776 7275000.00 171996.51 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 1576008.05 Asset-Backed Securities TABERNA PREF FDG III 2005-3 B-1 20360205 FLT U03UUQ0VYFBPHFC9G558 2036-02-05 2036-02-05 1.341 - 1.341 4003000.00 1169219.51 Other Instrument COLLATERALIZED DEBT OBLIGATION ACE SECS HEQ 2006-FM2 A-2D 20360825 FLT 2036-08-25 2036-08-25 0.308 - 0.368 9837086.00 2776423.59 Asset-Backed Securities AAMES MTG TR 2004-1 M8 20350125 FLT 2035-01-25 2035-01-25 0 - 0 3316000.00 136788.32 Asset-Backed Securities ML MTG INV TR 2006-SL2 A 20370525 FLT 549300TZL1F8EWO11S21 2037-05-25 2037-05-25 0.475 - 0.475 101279000.00 3406288.60 Asset-Backed Securities SOUNDVIEW HM LN 2007-WMC1 III-A2 20370225 FLT 2037-02-25 2037-02-25 0.328 - 0.328 1100000.00 299896.76 Asset-Backed Securities CITIGROUP GLOBAL MKTS HLDGS IN SR IDX ZRO LKD22 82VOJDD5PTRDMVVMGV31 2022-09-29 2025-03-30 0 - 2.15 12120.00 12611.29 Corporate Debt Securities TABERNA PREF FDG VII 2006-7 A1LB 1 20370205 FLT O6FH5MIKN9JCILM69649 2037-02-05 2037-02-05 0.749 - 0.949 37000000.00 16395286.89 Other Instrument COLLATERALIZED DEBT OBLIGATION CSFB COML MTG PTC 2007-C2 G 144A 20490115 FLT 2049-01-15 2049-01-15 5.53 - 5.53 39.00 7.58 Private Label Collateralized Mortgage Obligations CWALT INC 2007-OA11 X-P 20471125 FLT 2047-11-25 2047-11-25 1.144 - 1.144 142.00 0.99 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG IX 2007-9 A-1LB 20380505 FLT 549300CT01X2OUNHMJ08 2038-05-05 2038-05-05 2.541 - 2.791 41000000.00 21928027.44 Other Instrument COLLATERALIZED DEBT OBLIGATION MORGAN STANLEY CAP 2006-TOP21 C 20521012 FLT 2052-10-12 2052-10-12 5.703 - 5.703 790000.00 710425.50 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG V 2006-5 A-1LB 20360805 FLT VZLY0S8U2GEIK6ZPGP62 2036-08-05 2036-08-05 0.749 - 0.749 635483.00 254933.61 Other Instrument COLLATERALIZED DEBT OBLIGATION TOWD PT MTG TR 2018-6 B4 20580325 FLT 2058-03-25 2058-03-25 0 - 0 3142.00 1398.67 Private Label Collateralized Mortgage Obligations LNR CDO III 2005-3 LTD B 20430302 FLT 549300E7M5RWOTY1BF30 2043-03-02 2043-03-02 0.605 - 0.605 10000000.00 60139.43 Other Instrument COLLATERALIZED DEBT OBLIGATION FBR SEC TRUST 2005-2 M-5 20350925 FLT 2035-09-25 2035-09-25 1.123 - 1.123 16130000.00 3187207.09 Asset-Backed Securities COMM 2007-C9 XS 20491210 FLT 2049-12-10 2049-12-10 0.621 - 0.621 2843854.00 103.90 Private Label Collateralized Mortgage Obligations SECURITIZED ASSET REC 2006-WM3 A-2 20361025 FLT 2036-10-25 2036-10-25 0.308 - 0.308 927001.00 197283.62 Asset-Backed Securities TABERNA PREF FDG 2006-6 C 144A 20361205 FLT BUHFNQJBNOAUZ24NY591 2036-12-05 2036-12-05 0.949 - 0.949 19750000.00 1694337.14 Other Instrument COLLATERALIZED DEBT OBLIGATION US CAP FDG III LTD 2004-3 B-2 20351201 FLT 2035-12-01 2035-12-01 1.776 - 1.776 10175000.00 6170432.03 Asset-Backed Securities LNR CDO IV LTD 2006-1 A 144A 20430528 FLT 549300FIVXZ33M229N06 2043-05-28 2043-05-28 0.506 - 0.506 99100046.00 182684.60 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG II 2005-2 B 144A 20351105 FLT 8Z9UQTNXEECO8ECQHB85 2035-11-05 2035-11-05 1.441 - 1.441 33875000.00 9391551.37 Other Instrument COLLATERALIZED DEBT OBLIGATION CITIGROUP MTG LN TR 2007-FS1 A-2A 20371025 FLT 2037-10-25 2037-10-25 1.398 - 1.398 12000000.00 1847918.22 Asset-Backed Securities CSMC MTG TRUST 2006-3 1-A-2 20360425 FLT 2036-04-25 2036-04-25 0.368 - 0.368 52765619.00 5591565.09 Private Label Collateralized Mortgage Obligations FIELDSTONE MTG INV 2005-1 M7 20350325 FLT 2035-03-25 2035-03-25 2.023 - 2.023 9750000.00 1359179.16 Asset-Backed Securities FIELDSTONE MTG INV 2005-3 M2 20360225 FLT 2036-02-25 2036-02-25 0.823 - 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5 20960000.00 22996147.56 Other Instrument MUNICIPAL DEBT TARRANT CNTY TEX COLLEGE DIST GO BDS 2020 2031-08-15 2031-08-15 5 - 5 7149690.00 9865070.77 Other Instrument MUNICIPAL DEBT CALIFORNIA EDL FACS AUTH REV BDS SER 2049-05-01 2049-05-01 5 - 5 14000000.00 23009762.22 Other Instrument MUNICIPAL DEBT NEW YORK ST URBAN DEV CORP REV PERS INCOME TAX GEN PURP 2020 54930039Y2EMGXN6LM88 2038-03-15 2038-03-15 5 - 5 15000000.00 19339433.33 Other Instrument MUNICIPAL DEBT TRAVIS CNTY TEX HSG FIN CORP M BDS 2019 2059-12-01 2059-12-01 1.165 - 1.165 20000000.00 20159369.44 Other Instrument MUNICIPAL DEBT NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUB BDS FISC 2043-05-01 2045-11-01 4 - 4 40475000.00 46497190.86 Other Instrument MUNICIPAL DEBT WASHINGTON ST GO VAR PURP BDS 2021 2041-08-01 2042-08-01 5 - 5 31550000.00 41603104.61 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0058 217000000.00 217000000.00 0.0044 N Y Y N J.P. 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In a joint trading account with Citigroup Global Markets, Inc. at 0.09%, dated 9/30/2020 due 10/01/2020 MBNUM2BPBDO7JBLYG310 GGF824000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-02-01 2035-10-01 1.5 - 5.5 42703281.00 43361669.57 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 1.125 - 1.125 4891504.00 5840204.10 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-01 2035-10-01 1.5 - 5 62423861.00 61396585.58 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0009 108374000.00 108374000.00 0.0022 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GGF578000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2045-04-15 3.05 - 3.35 126202180.00 132870369.55 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0010 129000000.00 129000000.00 0.0026 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.08% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-10-01 2050-05-01 2 - 6.5 152478719.00 48615995.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-01 2057-02-01 2 - 7.5 1017139437.00 253791517.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-12-20 2055-05-15 2.67 - 4 8160010.00 5633172.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 302000000.00 302000000.00 0.0061 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.09%, dated 9/30/2020 due 10/01/2020 CYYGQCGNHMHPSMRL3R97 GGF824000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-12-01 2050-10-01 2 - 5 58846838.00 34178517.91 Agency Mortgage-Backed Securities Resolution Funding Corp 2020-10-15 2030-04-15 0 - 8.625 2207503.00 2078230.32 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-12-15 2026-07-31 1.625 - 1.875 856559.00 889624.80 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-04-20 2050-06-20 3 - 5 19903738.00 14176723.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-07-01 2050-09-01 2.5 - 5 68407939.00 51849141.75 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 101149000.00 101149000.00 0.0020 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.09%, dated 9/30/2020 due 10/01/2020 ZBUT11V806EZRVTWT807 GGF824000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-08 2025-07-31 0 - 2.625 61219514.00 64202091.44 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2050-03-01 2.5 - 5 572324.00 605173.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-07-01 2059-11-01 2 - 7.5 108287731.00 79647471.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 141622000.00 141622000.00 0.0028 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.09%, dated 9/30/2020 due 10/01/2020 K5HU16E3LMSVCCJJJ255 GGF824000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-09-30 2050-09-01 0.4 - 3 5322024.00 5272987.30 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-11-01 2035-11-01 3.167 - 3.167 77647.00 2485.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-12-20 2050-06-20 2 - 4.5 155778.00 111115.43 Agency Mortgage-Backed Securities Resolution Funding Corp 2020-10-15 2030-04-15 0 - 0 14240189.00 13292713.51 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 18313000.00 18313000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.09%, dated 9/30/2020 due 10/01/2020 7TK5RJIZDFROZCA6XF66 GGF824000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2025-04-01 2038-10-01 2.335 - 3.945 667203.00 4150.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-01 2048-10-01 3 - 8.5 78835116.00 20336457.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-08-15 2048-07-20 2.5 - 8.5 49687050.00 16506983.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 36125000.00 36125000.00 0.0007 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.09% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-03-01 2050-09-01 2 - 7.5 86905992.00 81795286.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-01-01 2050-10-01 2.5 - 4.5 140457062.00 145664963.02 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2038-06-15 2038-06-15 5.5 - 5.5 2000.00 3155.03 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 223000000.00 223000000.00 0.0045 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.09%, dated 9/30/2020 due 10/01/2020 OXTKY6Q8X53C9ILVV871 GGF824000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-06 2040-08-15 0 - 7.625 50637651.00 62195261.37 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-08-01 2050-10-01 2 - 6 9488081.00 8948528.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-09-15 2070-01-20 1.5 - 5.5 4863964.00 4686677.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-12-01 2050-10-01 1.5 - 5.5 8389312.00 8180989.70 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 82364000.00 82364000.00 0.0017 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.09%, dated 9/30/2020 due 10/01/2020 549300QJJX6CVVUXLE15 GGF824000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-08-15 2055-10-15 1.93 - 6.5 100484687.00 64787045.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 2050-09-01 2 - 3.604 3452473.00 3544790.97 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-27 2050-05-15 0 - 6.25 120824648.00 113775904.18 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2038-04-01 2050-07-01 2.5 - 3.582 2278535.00 2358751.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 180624000.00 180624000.00 0.0036 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.09%, dated 9/30/2020 due 10/01/2020 ES7IP3U3RHIGC71XBU11 GGF824000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.598 - 7 540510792.00 281974448.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-01-01 2051-04-15 0.506 - 7.607 308245028.00 176693494.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 449382000.00 449382000.00 0.0090 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.09% SUVUFHICNZMP2WKHG940 GGF617000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-05 2049-11-15 0 - 6.375 148168500.00 187712989.67 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 183000000.00 183000000.00 0.0037 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.09%, dated 9/30/2020 due 10/01/2020 VYVVCKR63DVZZN70PB21 GGF824000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-30 2021-09-30 0.125 - 0.125 520007.00 519944.84 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2021-08-12 2038-02-25 0.25 - 6.087 2198423.00 2175794.45 Agency Collateralized Mortgage Obligation Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2022-01-28 2022-01-28 1.9 - 1.9 5419.00 5557.85 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-02-26 2036-03-25 0.25 - 6.625 2818387.00 2827501.65 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 5419000.00 5419000.00 0.0001 N Y Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.15% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2024-09-03 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0015 40000000.00 40000000.00 0.0008 N N Y N Green Bay Redev. Auth. Green Bay Redev. Auth., 0.18% (Green Bay Packaging, Inc. Proj.) LOC Wells Fargo Bank NA VRDN 39269DAA3 US39269DAA37 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2047-07-01 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0018 15600000.00 15600000.00 0.0003 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-10-07 2020-10-07 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0035 162000000.00 162000000.00 0.0033 N N Y N Fidelity Hereford Street Trust: Fidelity Money Market Fund 2020-10-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer