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US9127964U08 U.S. Treasury Debt Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0000 807000000.00 807000000.00 0.0171 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0003 797397894.86 797397894.86 0.0169 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0004 607558594.47 607558594.47 0.0129 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127963J6 US9127963J61 U.S. Treasury Debt Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0004 1077987193.36 1077987193.36 0.0229 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 9127965C9 US9127965C90 U.S. Treasury Debt Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0005 549988769.00 549988769.00 0.0117 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127963K3 US9127963K35 U.S. Treasury Debt Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0007 511384090.35 511384090.35 0.0109 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127965D7 US9127965D73 U.S. Treasury Debt Y N/A N/A 2020-12-22 2020-12-22 2020-12-22 N N N 0.0007 514977844.70 514977844.70 0.0109 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127963L1 US9127963L18 U.S. Treasury Debt Y N/A N/A 2020-12-24 2020-12-24 2020-12-24 N N N 0.0007 1024952522.00 1024952522.00 0.0218 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796A58 US912796A585 U.S. Treasury Debt Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0007 509967191.70 509967191.70 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796A66 US912796A668 U.S. Treasury Debt Y N/A N/A 2021-01-12 2021-01-12 2021-01-12 N N N 0.0007 22997987.50 22997987.50 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127963U1 US9127963U17 U.S. Treasury Debt Y N/A N/A 2021-01-14 2021-01-14 2021-01-14 N N N 0.0007 566849766.99 566849766.99 0.0120 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796B65 US912796B658 U.S. Treasury Debt Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0007 315961290.00 315961290.00 0.0067 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796B99 US912796B997 U.S. Treasury Debt Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0007 484920784.95 484920784.95 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127965F2 US9127965F22 U.S. Treasury Debt Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0008 1054932300.65 1054932300.65 0.0224 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796TY5 US912796TY52 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0008 1137926507.96 1137926507.96 0.0242 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963T4 US9127963T44 U.S. Treasury Debt Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0008 834034631.58 834034631.58 0.0177 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796A74 US912796A742 U.S. Treasury Debt Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0008 1029886092.30 1029886092.30 0.0219 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796A82 US912796A825 U.S. Treasury Debt Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0008 433944304.78 433944304.78 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963W7 US9127963W72 U.S. Treasury Debt Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0008 984857421.25 984857421.25 0.0209 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964C0 US9127964C00 U.S. Treasury Debt Y N/A N/A 2021-02-11 2021-02-11 2021-02-11 N N N 0.0008 729890135.00 729890135.00 0.0155 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964D8 US9127964D82 U.S. Treasury Debt Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0008 489919174.50 489919174.50 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796C23 US912796C235 U.S. Treasury Debt Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0008 479902934.40 479902934.40 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964N6 US9127964N64 U.S. Treasury Debt Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0009 350078931.29 350078931.29 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796B73 US912796B732 U.S. Treasury Debt Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0013 514874824.10 514874824.10 0.0109 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-12-01 2021-10-31 2021-10-31 N N N 0.0010 84219350.88 84219350.88 0.0018 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 0.16% 06417JPK2 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2021-02-19 2021-02-19 2021-02-19 N N N 0.0016 126954000.60 126954000.60 0.0027 N N N N BPCE SA BPCE SA, 0.09% 05571BM26 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0009 208998975.90 208998975.90 0.0044 N N Y N BPCE SA BPCE SA, 0.10% 05571BME0 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-12-14 2020-12-14 2020-12-14 N N N 0.0010 406983679.30 406983679.30 0.0086 N N N N BPCE SA BPCE SA, 0.14% 05571BN41 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0014 718905667.20 718905667.20 0.0153 N N N N BPCE SA BPCE SA, 0.18% 05571BP80 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2021-02-08 2021-02-08 2021-02-08 N N N 0.0018 422858548.80 422858548.80 0.0090 N N N N BPCE SA BPCE SA, 0.20% 05571BQ30 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0020 424781507.50 424781507.50 0.0090 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.18% 12802VQ41 969500P04DQJS4BPM574 GFD473000 Financial Company Commercial Paper Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0018 357830809.20 357830809.20 0.0076 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.18% 12802VQ82 969500P04DQJS4BPM574 GFD930000 Financial Company Commercial Paper Y N/A N/A 2021-03-08 2021-03-08 2021-03-08 N N N 0.0018 327836590.40 327836590.40 0.0070 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.18% 12802VQ90 969500P04DQJS4BPM574 GFF257000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0018 86956221.60 86956221.60 0.0018 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.17% 13608AQA7 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2021-03-10 2021-03-10 2021-03-10 N N N 0.0017 202904143.40 202904143.40 0.0043 N N N N Citigroup Global Markets, Inc. 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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 70967695.00 70967695.00 0.0015 N N N N Credit Suisse AG Credit Suisse AG, 0.18% 2254EAPP2 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0018 210911316.70 210911316.70 0.0045 N N N N Credit Suisse AG Credit Suisse AG, 0.18% 2254EAPQ0 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0018 210909776.40 210909776.40 0.0045 N N N N Credit Suisse AG Credit Suisse AG, 0.18% 2254EAPR8 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0018 84963229.00 84963229.00 0.0018 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.10% 31428FMM4 549300B2Q47IR0CR5B54 GCE687000 Financial Company Commercial Paper Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0010 42997540.40 42997540.40 0.0009 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.10% 31428FMN2 549300B2Q47IR0CR5B54 GCE688000 Financial Company Commercial Paper Y N/A N/A 2020-12-22 2020-12-22 2020-12-22 N N N 0.0010 9999371.00 9999371.00 0.0002 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.11% 31428FMP7 549300B2Q47IR0CR5B54 GCE695000 Financial Company Commercial Paper Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0011 42997058.80 42997058.80 0.0009 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.11% 31428FMP7 549300B2Q47IR0CR5B54 GCE693000 Financial Company Commercial Paper Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0011 9999316.00 9999316.00 0.0002 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.15% 31428FNB7 549300B2Q47IR0CR5B54 GDB227000 Financial Company Commercial Paper Y N/A N/A 2021-01-11 2021-01-11 2021-01-11 N N N 0.0015 84985320.50 84985320.50 0.0018 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.15% 31428FNF8 549300B2Q47IR0CR5B54 GDD513000 Financial Company Commercial Paper Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0015 83983796.40 83983796.40 0.0018 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 32985559.20 32985559.20 0.0007 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 30986434.40 30986434.40 0.0007 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 40981345.00 40981345.00 0.0009 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 40981345.00 40981345.00 0.0009 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 81960615.40 81960615.40 0.0017 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.19% 31428FQJ7 549300B2Q47IR0CR5B54 GFH799000 Financial Company Commercial Paper Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0019 101943084.00 101943084.00 0.0022 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.20% 31428FR80 549300B2Q47IR0CR5B54 GHC717000 Financial Company Commercial Paper Y N/A N/A 2021-04-08 2021-04-08 2021-04-08 N N N 0.0020 31977868.80 31977868.80 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.10% 60682YMA9 JBONEPAGQXF4QP29B387 GFJ129000 Financial Company Commercial Paper Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0010 80997861.60 80997861.60 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.10% 60682YMB7 JBONEPAGQXF4QP29B387 GFJ141000 Financial Company Commercial Paper Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0010 57998283.20 57998283.20 0.0012 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.11% 60682WMG0 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2020-12-16 2020-12-16 2020-12-16 N N N 0.0011 62997032.70 62997032.70 0.0013 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.15% 60682YNK6 JBONEPAGQXF4QP29B387 GHA122000 Financial Company Commercial Paper Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0015 42991043.10 42991043.10 0.0009 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.15% 60682YNL4 JBONEPAGQXF4QP29B387 GHH381000 Financial Company Commercial Paper Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0015 16815402.42 16815402.42 0.0004 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.16% 60682YNS9 JBONEPAGQXF4QP29B387 GHH261000 Financial Company Commercial Paper Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0016 41989558.80 41989558.80 0.0009 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.16% 60682YNT7 JBONEPAGQXF4QP29B387 GHH263000 Financial Company Commercial Paper Y N/A N/A 2021-01-27 2021-01-27 2021-01-27 N N N 0.0016 41989306.80 41989306.80 0.0009 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.16% 60682YNU4 JBONEPAGQXF4QP29B387 GHH264000 Financial Company Commercial Paper Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0016 84977849.00 84977849.00 0.0018 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.16% 60682WNV6 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2021-01-29 2021-01-29 2021-01-29 N N N 0.0016 42988531.90 42988531.90 0.0009 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.22% 60682YPQ1 JBONEPAGQXF4QP29B387 GHG664000 Financial Company Commercial Paper Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0022 41978731.20 41978731.20 0.0009 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.22% 60682YPR9 JBONEPAGQXF4QP29B387 GHG665000 Financial Company Commercial Paper Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0022 41978277.60 41978277.60 0.0009 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.22% 60682YPS7 JBONEPAGQXF4QP29B387 GHG666000 Financial Company Commercial Paper Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0022 84955120.00 84955120.00 0.0018 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.24% 60682YQK3 JBONEPAGQXF4QP29B387 GIG267000 Financial Company Commercial Paper Y N/A N/A 2021-03-19 2021-03-19 2021-03-19 N N N 0.0024 42968885.20 42968885.20 0.0009 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.24% 60682YQN7 JBONEPAGQXF4QP29B387 GIG749000 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0024 42967625.30 42967625.30 0.0009 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.19% 60689PNN2 RB0PEZSDGCO3JS6CEU02 GHA060000 Financial Company Commercial Paper Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0019 85976573.60 85976573.60 0.0018 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.21% 60689PPH3 RB0PEZSDGCO3JS6CEU02 GIA972000 Financial Company Commercial Paper Y N/A N/A 2021-02-17 2021-02-17 2021-02-17 N N N 0.0021 126943421.50 126943421.50 0.0027 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.21% 60689PPN0 RB0PEZSDGCO3JS6CEU02 GIB698000 Financial Company Commercial Paper Y N/A N/A 2021-02-22 2021-02-22 2021-02-22 N N N 0.0021 84959140.50 84959140.50 0.0018 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.22% 60689PQ41 RB0PEZSDGCO3JS6CEU02 GIG221000 Financial Company Commercial Paper Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0022 127928473.60 127928473.60 0.0027 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.22% 60689PQ58 RB0PEZSDGCO3JS6CEU02 GIH267000 Financial Company Commercial Paper Y N/A N/A 2021-03-05 2021-03-05 2021-03-05 N N N 0.0022 53969360.40 53969360.40 0.0011 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.22% 60689PQ82 RB0PEZSDGCO3JS6CEU02 GIH269000 Financial Company Commercial Paper Y N/A N/A 2021-03-08 2021-03-08 2021-03-08 N N N 0.0022 147912176.80 147912176.80 0.0031 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.22% 60689PQ90 RB0PEZSDGCO3JS6CEU02 GIH961000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0022 84948813.00 84948813.00 0.0018 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.15% 60689FNC8 RB0PEZSDGCO3JS6CEU02 GHA132000 Financial Company Commercial Paper Y N/A N/A 2021-01-12 2021-01-12 2021-01-12 N N N 0.0015 64988430.00 64988430.00 0.0014 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.21% 63873JQ37 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0021 187900924.00 187900924.00 0.0040 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 101966401.20 101966401.20 0.0022 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 204905167.00 204905167.00 0.0044 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 101948673.60 101948673.60 0.0022 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 41975564.40 41975564.40 0.0009 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 190887290.90 190887290.90 0.0041 N N N N National Bank of Canada National Bank of Canada, 0.19% 63307LR52 BSGEFEIOM18Y80CKCV46 GGH896000 Financial Company Commercial Paper Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 N N N 0.0019 211857536.00 211857536.00 0.0045 N N N N National Bank of Canada National Bank of Canada, 0.20% 63307LRD5 BSGEFEIOM18Y80CKCV46 GHA853000 Financial Company Commercial Paper Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0020 214843953.00 214843953.00 0.0046 N N N N National Bank of Canada National Bank of Canada, 0.20% 63307LRL7 BSGEFEIOM18Y80CKCV46 GHD888000 Financial Company Commercial Paper Y N/A N/A 2021-04-20 2021-04-20 2021-04-20 N N N 0.0020 128900463.60 128900463.60 0.0027 N N N N National Bank of Canada National Bank of Canada, 0.21% 63307LSJ1 BSGEFEIOM18Y80CKCV46 GIE972000 Financial Company Commercial Paper Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0021 214785021.50 214785021.50 0.0046 N N N N PSP Capital, Inc. PSP Capital, Inc., 0.16% 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 0.0016 79967648.00 79967648.00 0.0017 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.16% 86562KP16 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0016 75979654.80 75979654.80 0.0016 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 86564YM17 5493006GGLR4BTEL8O61 GFC597000 Financial Company Commercial Paper Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 13999965.00 13999965.00 0.0003 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YM33 5493006GGLR4BTEL8O61 GEI123000 Financial Company Commercial Paper Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0010 56999555.40 56999555.40 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YMA7 5493006GGLR4BTEL8O61 GFC594000 Financial Company Commercial Paper Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0010 20679408.55 20679408.55 0.0004 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YMF6 5493006GGLR4BTEL8O61 GFC603000 Financial Company Commercial Paper Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0011 26998795.80 26998795.80 0.0006 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YMG4 5493006GGLR4BTEL8O61 GFD398000 Financial Company Commercial Paper Y N/A N/A 2020-12-16 2020-12-16 2020-12-16 N N N 0.0011 161992224.00 161992224.00 0.0034 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YMH2 5493006GGLR4BTEL8O61 GFD980000 Financial Company Commercial Paper Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0011 61996807.00 61996807.00 0.0013 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YMM1 5493006GGLR4BTEL8O61 GFF325000 Financial Company Commercial Paper Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0011 40997322.70 40997322.70 0.0009 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 86564YP14 5493006GGLR4BTEL8O61 GHD869000 Financial Company Commercial Paper Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0017 115966708.00 115966708.00 0.0025 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 86564YP22 5493006GGLR4BTEL8O61 GHE468000 Financial Company Commercial Paper Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0017 58982695.30 58982695.30 0.0013 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 86564YPA4 5493006GGLR4BTEL8O61 GHI117000 Financial Company Commercial Paper Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0018 105962688.00 105962688.00 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.19% 86564YPJ5 5493006GGLR4BTEL8O61 GIB312000 Financial Company Commercial Paper Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0019 79966752.00 79966752.00 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564YQ13 5493006GGLR4BTEL8O61 GIE513000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0020 149923785.00 149923785.00 0.0032 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564YQ21 5493006GGLR4BTEL8O61 GIE938000 Financial Company Commercial Paper Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0020 106944766.60 106944766.60 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564YQ39 5493006GGLR4BTEL8O61 GIF500000 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0020 53971682.40 53971682.40 0.0011 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564YQA3 5493006GGLR4BTEL8O61 GII379000 Financial Company Commercial Paper Y N/A N/A 2021-03-10 2021-03-10 2021-03-10 N N N 0.0021 175897339.20 175897339.20 0.0037 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564YQC9 5493006GGLR4BTEL8O61 GIJ178000 Financial Company Commercial Paper Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0021 149909895.00 149909895.00 0.0032 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.16% 86960JQ99 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0016 274876745.00 274876745.00 0.0058 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.17% 86960JQG3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-16 2021-03-16 2021-03-16 N N N 0.0017 187908669.60 187908669.60 0.0040 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.17% 86960JQN8 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0017 53697084.49 53697084.49 0.0011 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.17% 86960JQP3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0017 64965725.50 64965725.50 0.0014 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.18% 86960JRD9 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0018 430712824.70 430712824.70 0.0091 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.16% 89119ANF1 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0016 223955356.80 223955356.80 0.0048 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 223942163.20 223942163.20 0.0048 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.19% 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 253907315.40 253907315.40 0.0054 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.20% 89119APG7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0020 274884417.50 274884417.50 0.0058 N N N 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 0.0021 271866801.60 271866801.60 0.0058 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 0.0021 91949317.20 91949317.20 0.0020 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.22% 89119AQC5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0022 206874495.90 206874495.90 0.0044 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.22% 89119AQF8 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0022 176889003.30 176889003.30 0.0038 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.15% 89233GQJ8 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0015 83962704.00 83962704.00 0.0018 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.15% 89233GQQ2 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0015 84958545.50 84958545.50 0.0018 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.16% 89233GQS8 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-26 2021-03-26 2021-03-26 N N N 0.0016 62968329.90 62968329.90 0.0013 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.16% 89233GQW9 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0016 62966402.10 62966402.10 0.0013 N N N N UBS AG London Branch UBS AG London Branch, 0.21% 90351WNN1 BFM8T61CT2L1QCEMIK50 GGI509000 Financial Company Commercial Paper Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0021 119963784.00 119963784.00 0.0025 N N N N UBS AG London Branch UBS AG London Branch, 0.23% 90351WPN9 BFM8T61CT2L1QCEMIK50 US90351WPN91 Financial Company Commercial Paper Y N/A N/A 2021-02-22 2021-02-22 2021-02-22 N N N 0.0023 211888212.40 211888212.40 0.0045 N N N N UBS AG London Branch UBS AG London Branch, 0.28% 90351WRM9 BFM8T61CT2L1QCEMIK50 GHE518000 Financial Company Commercial Paper Y N/A N/A 2021-04-21 2021-04-21 2021-04-21 N N N 0.0028 401963516.72 401963516.72 0.0085 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.00% 04821TM10 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 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 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.25% 56274LQ15 549300S0NSJYSOB32S63 GIJ740000 Asset Backed Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0025 26983125.00 26983125.00 0.0006 N N N N Bank of Montreal Bank of Montreal, 0.20% 06367BTH2 NQQ6HPCNCCU6TUTQYE16 US06367BTH23 0000927971 Certificate of Deposit Y N/A N/A 2020-12-02 2021-03-02 2021-03-02 N N N 0.0017 215017737.50 215017737.50 0.0046 N N N N Bank of Montreal Bank of Montreal, 0.20% 06367BXR5 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0019 432005572.80 432005572.80 0.0092 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 0.0020 107001251.90 107001251.90 0.0023 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 0.0023 107994934.80 107994934.80 0.0023 N N N N Bank of Montreal Bank of Montreal, 0.23% 06367BYS2 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-04-27 2021-04-27 2021-04-27 N N N 0.0025 168986784.20 168986784.20 0.0036 N N N N Bank of Montreal Bank of Montreal, 0.23% 06367BYZ6 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0025 169984700.00 169984700.00 0.0036 N N N N Bank of Montreal Bank of Montreal, 0.25% 06367C3A3 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-05-13 2021-05-13 2021-05-13 N N N 0.0026 215995053.60 215995053.60 0.0046 N N N N Bank of Montreal Bank of Montreal, 0.25% 06367C3Q8 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0026 84997603.00 84997603.00 0.0018 N N N N Bank of Montreal Bank of Montreal, 0.25% 06367C3T2 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-05-19 2021-05-19 2021-05-19 N N N 0.0026 105996491.40 105996491.40 0.0023 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TLA6 C3GTMMZIHMY46P4OIX74 GIH978000 Certificate of Deposit Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0021 112007033.60 112007033.60 0.0024 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TLB4 C3GTMMZIHMY46P4OIX74 GIH967000 Certificate of Deposit Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0022 500024250.00 500024250.00 0.0106 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501G3J8 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0016 318999872.40 318999872.40 0.0068 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501G3P4 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0016 169999915.00 169999915.00 0.0036 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501G3S8 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0015 211999957.60 211999957.60 0.0045 N N Y 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 0.0012 49001455.30 49001455.30 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 0.0012 43001311.50 43001311.50 0.0009 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.21% 60683BM67 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0018 43002442.40 43002442.40 0.0009 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 0.0009 184001067.20 184001067.20 0.0039 N N Y N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.20% 60710ASW3 RB0PEZSDGCO3JS6CEU02 GGJ416000 Certificate of Deposit Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0015 108007009.20 108007009.20 0.0023 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60710AUG5 RB0PEZSDGCO3JS6CEU02 GID364000 Certificate of Deposit Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0022 433028231.60 433028231.60 0.0092 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 0.0012 129010307.10 129010307.10 0.0027 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86565CRS0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-02-08 2021-02-08 2021-02-08 N N N 0.0017 194015073.80 194015073.80 0.0041 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86565CRT8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0017 195014976.00 195014976.00 0.0041 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 0.0014 211022387.10 211022387.10 0.0045 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 0.0015 211022218.30 211022218.30 0.0045 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86565CSE0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0018 216017820.00 216017820.00 0.0046 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.23% 86565CPJ2 5U0XI89JRFVHWIBS4F54 US86565CPJ26 0001184915 Certificate of Deposit Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0014 217010199.00 217010199.00 0.0046 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86565CTL3 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-03-19 2021-03-19 2021-03-19 N N N 0.0022 216011750.40 216011750.40 0.0046 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 0.0011 97002822.70 97002822.70 0.0021 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 0.0011 87002705.70 87002705.70 0.0018 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 0.0011 86002838.00 86002838.00 0.0018 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 0.0011 129002580.00 129002580.00 0.0027 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 0.0011 152003420.00 152003420.00 0.0032 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 0.0011 172004300.00 172004300.00 0.0037 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 0.0011 206009270.00 206009270.00 0.0044 N N N N UBS AG UBS AG, 0.23% 90275DLH1 BFM8T61CT2L1QCEMIK50 0001114446 Certificate of Deposit Y N/A N/A 2021-01-06 2021-01-06 2021-01-06 N N N 0.0011 119172002.60 119172002.60 0.0025 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.23% RUC0QBLBRPRCU4W1NE59 GIJ651000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BP CAP MKTS AMER INC GLBL NT 1.749%30 5493009NTB34VXE1T760 2030-08-10 2030-08-10 1.749 - 1.749 1370768.00 1389018.63 Corporate Debt Securities BOEING CO CR SEN SR GLBL28 RVHJWBXLJ1RFUBSY1F30 2028-02-01 2028-02-01 3.25 - 3.25 11127985.00 11631946.71 Corporate Debt Securities HARTFORD FINL SVCS GROUP INC EXTND SR GLBL 67 IU7C3FTM7Y3BQM112U94 2067-02-12 2067-02-12 2.346 - 2.346 49000.00 43653.72 Corporate Debt Securities MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27 2027-06-20 2027-06-20 6.5 - 6.5 8048348.00 8812605.71 Corporate Debt Securities HEALTHPEAK PROPERTIES INC SR GLBL NT3.5%29 PZ9HF5U52KPF0MH0QN75 2029-07-15 2029-07-15 3.5 - 3.5 5000000.00 5722225.00 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 24 8I5DZWZKVSZI1NUHU748 2024-06-01 2024-06-01 1.514 - 1.514 6500000.00 6704606.64 Corporate Debt Securities CROWN CASTLE INTL CORP SR NT 5.25%23 54930012H97VSM0I2R19 2023-01-15 2023-01-15 5.25 - 5.25 2000000.00 2231495.00 Corporate Debt Securities COMISION FEDERAL DE ELECTRICID REGS NT 5.75%42 4469000001BFPONMPF32 2042-02-14 2042-02-14 5.75 - 5.75 808000.00 928739.89 Corporate Debt Securities MONTEFIORE MED CTR NEW YORK SR -2020B BD 50 549300LVC84TCICWUW24 2050-09-01 2050-09-01 4.287 - 4.287 2500000.00 2658646.04 Corporate Debt Securities REPUBLIC SVCS INC SR GLBL NT 27 NKNQHM6BLECKVOQP7O46 2027-11-15 2027-11-15 3.375 - 3.375 10000000.00 11394162.50 Corporate Debt Securities NISSAN MOTOR CO LTD SR GLBL 144A 27 353800DRBDH1LUTNAY26 2027-09-17 2027-09-17 4.345 - 4.345 12000000.00 12938408.33 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2024-04-01 2025-05-01 4.7 - 5.125 11001312.00 12113433.98 Corporate Debt Securities WALMART INC 4.05%48 Y87794H0US1R65VBXU25 2048-06-29 2048-06-29 4.05 - 4.05 10000000.00 13854375.00 Corporate Debt Securities ROYALTY PHARMA PLC SR GLBL 144A 25 549300FGFN7VOK8BZR03 2025-09-02 2025-09-02 1.2 - 1.2 3000000.00 3027280.00 Corporate Debt Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0023 89000000.00 89000000.00 0.0019 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.30% RUC0QBLBRPRCU4W1NE59 GIJ652000 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 4809.00 1329592.32 Equities HIGHWOODS PPTYS INC COM ZIIGTYKL9T0X3HLTDX53 2500-12-31 2500-12-31 N/A 2081728.00 80916767.36 Equities PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 5521FA2ITF25TVH63740 2500-12-31 2500-12-31 N/A 1675661.00 13874473.08 Equities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0030 89000000.00 89000000.00 0.0019 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.34% RUC0QBLBRPRCU4W1NE59 GIJ653000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OVINTIV INC SR NT 3.9%21 CZ72ZHBVKZXQRV3XFE26 2021-11-15 2021-11-15 3.9 - 3.9 11680000.00 11794639.20 Corporate Debt Securities REFINITIV US HLDGS INC 8.25%26 549300NF240HXJO7N016 2026-11-15 2026-11-15 8.25 - 8.25 4017425.00 4397824.93 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.7%25 3BNYRYQHD39K4LCKQF12 2025-05-01 2025-05-01 4.7 - 4.7 10000000.00 11371461.11 Corporate Debt Securities MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27 2027-06-20 2027-06-20 6.5 - 6.5 866408.00 948680.66 Corporate Debt Securities SM ENERGY COMPANY SR GLBL NT 27 84BUTVXV5ODI6BXNMH43 2027-01-15 2027-01-15 6.625 - 6.625 3000000.00 1724531.25 Corporate Debt Securities CINCINNATI BELL INC NEW SR GLBL 144A 24 549300JYVZOCUJOHL272 2024-07-15 2024-07-15 7 - 7 16442000.00 17430986.30 Corporate Debt Securities HARTFORD FINL SVCS GROUP INC EXTND SR GLBL 67 IU7C3FTM7Y3BQM112U94 2067-02-12 2067-02-12 2.346 - 2.346 6875000.00 6124884.79 Corporate Debt Securities PETROBRAS GLOBAL FINANCE BV SR GLBL NT5.6%31 549300FNENFFSMO3GT38 2031-01-03 2031-01-03 5.6 - 5.6 1750000.00 2029183.33 Corporate Debt Securities MERITOR INC SR GLBL 144A 25 5LTG829X630QFHTFBO82 2025-06-01 2025-06-01 6.25 - 6.25 5000000.00 5486631.94 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 6%24 549300V2JRLO5DIFGE82 2024-04-15 2024-04-15 6 - 6 12818000.00 13159343.34 Corporate Debt Securities GRUBHUB HLDGS INC SR GLBL 144A 27 2027-07-01 2027-07-01 5.5 - 5.5 4307000.00 4615010.32 Corporate Debt Securities GRUPO KUO SAB DE CV SR GLBL REGS 27 2027-07-07 2027-07-07 5.75 - 5.75 5000000.00 5362451.39 Corporate Debt Securities FORD MTR CO DEL SR GLBL NT8.5%23 20S05OYHG0MQM4VUIC57 2023-04-21 2023-04-21 8.5 - 8.5 9894316.00 11148503.01 Corporate Debt Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0034 89000000.00 89000000.00 0.0019 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.38% 7VHWWWW4UJS7NUM3PT30 GIJ656000 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 33788725.00 420124436.66 Equities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0038 389000000.00 389000000.00 0.0083 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.60% 7VHWWWW4UJS7NUM3PT30 GIC410000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2021-03-31 2500-12-31 0 - 10.25 51865830.00 233161174.55 Equities Y N/A N/A 2021-01-04 2021-01-04 2021-01-08 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0060 216000000.00 216000000.00 0.0046 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.73% 549300HN4UKV1E2R3U73 GIG758000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TESLA INC SR GLBL COCO 24 54930043XZGB27CTOV49 2024-05-15 2024-05-15 2 - 2 12349932.00 116666020.29 Equities Y N/A N/A 2021-03-05 2021-03-05 2021-03-25 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 0.0073 108000000.00 108000000.00 0.0023 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.78% 549300HN4UKV1E2R3U73 GHI585000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2021-03-15 2500-12-31 0 - 8 3512249.00 116720873.05 Equities Y N/A N/A 2021-03-05 2021-03-05 2021-04-28 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 0.0078 108000000.00 108000000.00 0.0023 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.59% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALESCO PREF FDG IX 2006-9 D-1 20360623 FLT 2036-06-23 2036-06-23 3.073 - 3.073 17750000.00 10485176.99 Other Instrument COLLATERALIZED DEBT OBLIGATION BOMBARDIER CAP MTG 2000-A A-3 20300615 FLT 2030-06-15 2030-06-15 7.83 - 7.83 60525.00 8763.01 Asset-Backed Securities MMCAPS FDG XVIII 2006-18 D 144A 20391227 FLT 2039-12-27 2039-12-27 2.033 - 2.033 1250.00 649.07 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SECURITIES 3-10 B-2 20330705 FLT 2033-07-05 2033-07-05 1.925 - 1.925 100000.00 72299.44 Other Instrument COLLATERALIZED DEBT OBLIGATION KODIAK CDO I LTD 2006-1 D2 144 20370807 FLT 2037-08-07 2037-08-07 2.942 - 2.942 5000000.00 2536481.84 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG III 2004-3 B-2 20340501 FLT 2034-05-01 2034-05-01 1.887 - 1.887 4091000.00 2047150.09 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 4432861.00 982248.20 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CDO 7 2005-7 B 20450112 FLT 2045-01-12 2045-01-12 0.804 - 0.804 2292033.00 229751.49 Other Instrument COLLATERALIZED DEBT OBLIGATION BELLE HAVEN ABS CDO 2004-1 A2 20441103 FLT 2044-11-03 2044-11-03 2.363 - 2.563 61999945.00 5751486.40 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SEC 2005-17 D 144A 20350623 FLT 2035-06-23 2035-06-23 2.446 - 2.446 8150000.00 6310771.71 Other Instrument COLLATERALIZED DEBT OBLIGATION JER CRE CDO 2006-2 C-FL 20450325 FLT 549300HX6FUK9WBH2U64 2045-03-25 2045-03-25 0.799 - 2.649 27159794.00 7220853.80 Other Instrument COLLATERALIZED DEBT OBLIGATION TRAPEZA CDO IV 2003-4 C1 144 20340524 FLT 2034-05-24 2034-05-24 4.221 - 4.221 5000000.00 4518787.38 Other Instrument COLLATERALIZED DEBT OBLIGATION TRAPEZA CDO III 2003-3 D 20340120 FLT 2034-01-20 2034-01-20 2.992 - 2.992 2750000.00 1347126.28 Other Instrument COLLATERALIZED DEBT OBLIGATION BLUEGRASS ABS CDO LTD 2004-3 A-2 20391215 FLT 5493007UG5TJX8MX1024 2039-12-15 2039-12-15 0.85 - 0.85 34000000.00 2844754.39 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREFERRED FDG V 2004-5 C1 20341226 FLT 549300FHO36K27UM2Z12 2034-12-26 2034-12-26 1.873 - 1.873 9500000.00 8204276.29 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG VI 2004-6 C-2 20350323 5.49000 549300SWFQZMAZ6TV378 2035-03-23 2035-03-23 1.823 - 1.823 5500000.00 2387747.19 Other Instrument COLLATERALIZED DEBT OBLIGATION WEST COAST FDG I LTD 2006-1 A-3 20411102 FLT 549300QXECZQNCECZH07 2041-11-02 2041-11-02 0.73 - 0.73 3411460.00 118301.47 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 56421875.00 5295231.35 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SEC XXII 2006-2 D 20360922 FLT 2036-09-22 2036-09-22 2.35 - 2.35 76.00 48.00 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG XIV 2006-14 C3 144 20370923 FLT U3J57OKXT2FMVDEW4249 2037-09-23 2037-09-23 3.178 - 3.178 15500000.00 9678485.88 Other Instrument COLLATERALIZED DEBT OBLIGATION ORIENT PT CDO LTD 2005-1 A-2 20451003 FLT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 0.684 - 0.684 17672193.00 1185167.95 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 7999874.00 126737.04 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SEC XV 2004-15 C 144 20340926 FLT 2034-09-26 2034-09-26 2.725 - 2.725 5.00 3.57 Asset-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-02-05 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0060 65997690.00 65997690.00 0.0014 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.65% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Asian Development Bank 549300X0MVH42CY8Q105 2021-12-15 2024-10-18 0.25 - 1.5 31914000.00 32010194.78 Other Instrument INTERNATIONAL DEBT International Bank for Reconstruction and Development (World Bank) ZTMSNXROF84AHWJNKQ93 2023-02-13 2024-12-12 1.75 - 3 11560221.00 11851382.07 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0065 43000000.00 43000000.00 0.0009 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.70% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALESCO PREFERRED FDG V 2004-5 D 20341226 FLT 549300FHO36K27UM2Z12 2034-12-26 2034-12-26 3.223 - 3.223 2.00 1.24 Other Instrument COLLATERALIZED DEBT OBLIGATION C-BASS CBO XV 2006-15 B 20410219 FLT 549300O3L5CM8RMPEM21 2041-02-19 2041-02-19 0.856 - 0.856 6491201.00 425899.02 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CRE CDO 1 2006-1 B 20460107 FLT 5493002EBTUBMFFXYD63 2046-01-07 2046-01-07 2.324 - 2.324 4685742.00 297403.20 Other Instrument COLLATERALIZED DEBT OBLIGATION TRAPEZA CDO V 2003-5 D 20340715 FLT 2034-07-15 2034-07-15 4.522 - 4.522 1.00 0.68 Other Instrument COLLATERALIZED DEBT OBLIGATION JER CRE CDO 2006-2 G-FL 20450325 FLT 549300HX6FUK9WBH2U64 2045-03-25 2045-03-25 2.149 - 2.149 13999960.00 3760522.35 Other Instrument COLLATERALIZED DEBT OBLIGATION DUKE FDG X 2006-10 A1 20460409 FLT 549300K75EIHG4JT8034 2046-04-09 2046-04-09 0.69 - 0.69 8657803.00 398171.88 Other Instrument COLLATERALIZED DEBT OBLIGATION US CAP FDG V LTD 2006-5 B-1 20401010 FLT 549300HZ17SG4CLTJH14 2040-10-10 2040-10-10 1.474 - 1.474 5500000.00 781475.35 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREFERRED FDG X 2006-10 D-1 20360923 FLT 2WR5CR0FUX22SCWPNQ42 2036-09-23 2036-09-23 3.073 - 3.073 420.00 242.90 Other Instrument COLLATERALIZED DEBT OBLIGATION MONTAUK POT CDO II LTD 2006-02 A-3 20460525 FLT 54930046COUSLUSBKU90 2046-05-25 2046-05-25 1.74 - 1.74 1383752.00 311705.46 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO V 2006-5 A-2 20461006 FLT 549300LSG1AJYQVQCE38 2046-10-06 2046-10-06 1.65 - 1.65 2599720.00 713021.50 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG XV 2007-15 C1 144 20371223 FLT KCKD405PLZO8BUQUCM05 2037-12-23 2037-12-23 1.373 - 1.373 667043.00 44293.59 Other Instrument COLLATERALIZED DEBT OBLIGATION SOUTH COAST FDG III 2003-3 A-2 20380810 FLT 549300JPS4LRS1YTBK56 2038-08-10 2038-08-10 1.443 - 1.543 3019000.00 593732.93 Other Instrument COLLATERALIZED DEBT OBLIGATION ORION LTD 2006-1 C 144A 20460910 FLT 549300MLMUOPMGCXUV63 2046-09-10 2046-09-10 3.277 - 3.277 6915040.00 2253091.30 Other Instrument COLLATERALIZED DEBT OBLIGATION TRIAXX PRIME CDO 2006-2 B 20391002 FLT 549300PJ36ZA8Z1O4T73 2039-10-02 2039-10-02 2.709 - 2.709 45202280.00 25446188.35 Other Instrument COLLATERALIZED DEBT OBLIGATION TRIAXX PRIME CDO 2007-1 B 20391002 FLT 549300WY5UHP1STS3E35 2039-10-02 2039-10-02 1.034 - 1.034 4115000.00 267040.52 Other Instrument COLLATERALIZED DEBT OBLIGATION TROPIC CDO V 2006-5 A3L 14 20360715 FLT 54930035IX0Y8SG8GI72 2036-07-15 2036-07-15 1.517 - 1.517 105.00 18.05 Other Instrument COLLATERALIZED DEBT OBLIGATION NOMURA CRE CDO 2007-2 G 144A 20420521 FLT 549300U9HYZNUTPVJA78 2042-05-21 2042-05-21 1.013 - 1.413 21846155.00 4609683.98 Other Instrument COLLATERALIZED DEBT OBLIGATION MULBERRY STR CDO 2003-1 A-2 20371214 FLT 549300CMTAIF2252UI57 2037-12-14 2037-12-14 1.327 - 1.327 16290.00 3280.97 Other Instrument COLLATERALIZED DEBT OBLIGATION WEST COAST FDG I LTD 2006-1 B 20411102 FLT 549300QXECZQNCECZH07 2041-11-02 2041-11-02 0.83 - 0.83 41600000.00 720464.71 Other Instrument COLLATERALIZED DEBT OBLIGATION PALISADES CDO LTD 2004-1 C-1 20390722 FLT 254900GFQ1EE6QUMSF58 2039-07-22 2039-07-22 3.466 - 3.466 4950000.00 796163.75 Other Instrument COLLATERALIZED DEBT OBLIGATION Asian Development Bank 549300X0MVH42CY8Q105 2021-12-15 2021-12-15 0.26 - 0.26 13000.00 13006.50 Other Instrument INTERNATIONAL DEBT JUPITER HGH-GRD CDO III 2005-3 B 20420608 FLT 2042-06-08 2042-06-08 1.599 - 1.599 909970.00 85561.86 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG XVI 2007-16 C 20380323 FLT 84EC1ANEM6KOUNEN8Q82 2038-03-23 2038-03-23 1.323 - 1.323 1239300.00 597961.60 Other Instrument COLLATERALIZED DEBT OBLIGATION RIVER NORTH CDO 2005 B 144A 20400206 FLT 549300A7ILGCZF1XWW54 2040-02-06 2040-02-06 0.782 - 0.982 22372349.00 5414075.00 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2021-03-17 2021-03-17 2021-03-17 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0070 44000000.00 44000000.00 0.0009 N N N Y Citigroup Global Markets, Inc. 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0.75 23542000.00 25785258.32 Equities BAOZUN INC SR CV NT1.625%24 549300IF0HZ7T4762633 2024-05-01 2024-05-01 1.625 - 1.625 24706000.00 24988118.50 Equities CNX RES CORP SR GLBL COCO 26 549300JK3KH8PWM3B226 2026-05-01 2026-05-01 2.25 - 2.25 5069247.00 5489145.40 Equities COUPA SOFTWARE INC SR GLBL COCO 26 549300Q95ICR2GFL2K37 2026-06-15 2026-06-15 0.375 - 0.375 10755965.00 14155481.85 Equities MIDDLEBY CORP SR GLBL COCO 25 JDFO86U9VQRBKW5KYA35 2025-09-01 2025-09-01 1 - 1 21084070.00 26900743.23 Equities FIRST MAJESTIC SILVER CORP SR CV NT1.875%23 529900PWCU5DUH1DYR51 2023-03-01 2023-03-01 1.875 - 1.875 13906000.00 17517880.70 Equities AURORA CANNABIS INC SR GLBL CV NT 24 549300F6VHCLKCUWDT34 2024-02-28 2024-02-28 5.5 - 5.5 37689920.00 26901180.40 Equities Y N/A N/A 2020-12-09 2020-12-09 2020-12-09 N N N 0.0080 131000000.00 131000000.00 0.0028 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.81% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N APOLLO COML REAL ESTATE FIN SR GLBL CV NT 23 549300E0AN7M2AQHSY29 2023-10-15 2023-10-15 5.375 - 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0.75 14500000.00 36168135.42 Equities GUARDANT HEALTH INC SR GLBL COCO 27 2027-11-15 2027-11-15 N/A 36494406.00 39824520.55 Equities AXA 7.25%21 F5WCUMTUM4RKZ1MAIE39 2021-05-15 2021-05-15 7.25 - 7.25 4037186.00 4690284.94 Equities HERBALIFE NUTRITION LTD SR COCO 24 549300BA7TYPBSZZIA41 2024-03-15 2024-03-15 2.625 - 2.625 33685000.00 36007538.64 Equities Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0082 108000000.00 108000000.00 0.0023 N N N Y Barclays Bank PLC Barclays Bank PLC, 0.15% G5GSEF7VJP5I7OUK5573 GIJ560000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0015 1690000000.00 1690000000.00 0.0359 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GII003000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0017 212458872.52 212458872.52 0.0045 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GII380000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0017 211999766.80 211999766.80 0.0045 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GIJ171000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0017 421999071.60 421999071.60 0.0090 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GIJ564000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0015 211000000.00 211000000.00 0.0045 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GIJ725000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0015 211000000.00 211000000.00 0.0045 N N Y N ING Bank NV ING Bank NV, 0.10% 3TK20IVIUJ8J3ZU0QE75 GIJ567000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 150700000.00 150700000.00 0.0032 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 GIH688000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0017 211999872.80 211999872.80 0.0045 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 GII315000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0017 211999766.80 211999766.80 0.0045 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.10% GIJ576000 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 2022-11-30 2027-11-30 0.125 - 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In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 11/30/2020 due 12/01/2020 MBNUM2BPBDO7JBLYG310 GIJ778000_00137 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 2021-01-01 2036-02-01 1.25 - 7 171597389.00 137905420.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-02-15 2055-09-15 2.25 - 9.75 200438607.00 17680618.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-11-01 2036-03-01 1.5 - 7 70783548.00 53347260.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 204836000.00 204836000.00 0.0044 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.1%, dated 11/30/2020 due 12/01/2020 1VUV7VQFKUOQSJ21A208 GIJ778000_02102 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 2039-09-15 2050-10-20 2 - 5 135181539.00 60938539.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-30 2026-02-15 0.125 - 2.375 58279382.00 60938507.33 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 119487000.00 119487000.00 0.0025 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.1%, dated 11/30/2020 due 12/01/2020 CYYGQCGNHMHPSMRL3R97 GIJ778000_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 2025-11-01 2050-05-01 2.5 - 6 25071736.00 11978201.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-03-20 2050-01-20 3.5 - 4.5 7094491.00 3750938.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2050-09-01 2.425 - 5.5 26698564.00 19092736.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 34139000.00 34139000.00 0.0007 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.10% 9R7GPTSO7KV3UQJZQ078 0000068136 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 2023-06-15 2050-11-20 2.5 - 8 8402445.00 5236359.13 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-05-26 2023-09-08 0 - 3.375 31755000.00 31795218.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-05-01 2050-04-01 1.5 - 5.5 131615587.00 100969966.80 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2030-11-20 2030-11-20 1.15 - 1.15 3827000.00 3827216.01 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-03-01 2050-11-01 0 - 9 162854137.00 138545425.02 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-06-30 2041-11-15 2.75 - 3.125 65615000.00 73566798.75 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 347000000.00 347000000.00 0.0074 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.1%, dated 11/30/2020 due 12/01/2020 OXTKY6Q8X53C9ILVV871 GIJ778000_07426 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 2025-12-01 2050-12-01 2 - 6 133405038.00 131113811.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-07-15 2070-02-20 2 - 5 25026167.00 25875623.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2050-12-01 1.5 - 5 104861001.00 103627351.61 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-09 2025-10-31 0 - 2.375 79583111.00 79943757.63 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 333882000.00 333882000.00 0.0071 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.1%, dated 11/30/2020 due 12/01/2020 ES7IP3U3RHIGC71XBU11 GIJ778000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-03-01 2050-12-01 2 - 6.423 211734375.00 141009643.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-25 2059-08-01 1.5 - 4.5 342583307.00 254430539.43 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2026-11-30 1.125 - 1.625 581071.00 619708.16 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-11-20 2050-11-20 2 - 2 2360457.00 2469204.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 390553000.00 390553000.00 0.0083 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.1%, dated 11/30/2020 due 12/01/2020 5U0XI89JRFVHWIBS4F54 GIJ778000_10193 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 2047-05-01 2050-08-01 2.5 - 3.5 101331150.00 66748298.06 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-28 2044-08-15 0 - 3.125 168242636.00 177456507.20 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 2050-10-01 2 - 3.5 472431391.00 368871976.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-03-20 2050-11-20 2 - 4.5 378136259.00 243497450.07 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 839589000.00 839589000.00 0.0178 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.1%, dated 11/30/2020 due 12/01/2020 5U0XI89JRFVHWIBS4F54 GIJ778000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-04-01 2.5 - 4 711865982.00 412723376.40 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 402875000.00 402875000.00 0.0086 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.10% SUVUFHICNZMP2WKHG940 GIJ594000 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 2035-11-01 2050-05-01 1.5 - 4.5 286022064.00 245820683.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 241000000.00 241000000.00 0.0051 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 11/30/2020 due 12/01/2020 VYVVCKR63DVZZN70PB21 GIJ778000_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 Mortgage Corp 2023-01-25 2050-11-25 2 - 7.491 2983701.00 2474471.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 2050-11-01 1.5 - 5 2638348.00 2750412.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 5121000.00 5121000.00 0.0001 N Y Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.14% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 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 0.0014 40000000.00 40000000.00 0.0008 N N Y N Green Bay Redev. Auth. Green Bay Redev. Auth., 0.16% (Green Bay Packaging, Inc. Proj.) Series 2019, LOC Wells Fargo Bank NA VRDN 39269DAA3 US39269DAA37 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 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 0.0016 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 Note Y N/A N/A 2020-12-02 2020-12-08 2021-05-28 Y TOYOTA MOTOR CREDIT CORP 1.0000 8 N N/A N/A N N 0.0035 194000000.00 194000000.00 0.0041 N N N N Fidelity Hereford Street Trust: Fidelity Money Market Fund 2020-12-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer