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LLC 0.132 08224LM29 549300PGDCWK6DU9QM65 US08224LM299 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-12-02 2020-12-02 2020-12-02 N Y SOCIETE GENERALE SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0013 62999545.14 62999545.14 0.0059 N N Y N Toronto-Dominion Bank, New York Toronto-Dominion Bank, New York 0.305 89114NPP4 PT3QB789TSUIDF371261 US89114NPP41 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-01-25 2021-08-24 2021-08-24 N N N 0.0024 91059987.20 91059987.20 0.0085 N N N N BNG Bank NV BNG Bank NV 0.102 09657RM46 529900GGYMNGRQTDOO93 US09657RM460 Financial Company Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2020-12-04 2020-12-04 2020-12-04 N N N 0.0010 274996944.75 274996944.75 0.0257 N N Y N BNP Paribas SA BNP Paribas SA 0.093 09659BMB3 R0MUWSFPU8MPRO8K5P83 US09659BMB35 Financial Company Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2020-12-11 2020-12-11 2020-12-11 N N N 0.0009 79997751.20 79997751.20 0.0075 N N N N Oversea-Chinese Banking Corp. 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WYNDHAM DESTINATIONS INC SR SEC GLBL 26 2026-07-31 6.625000 1235000.00 1414924.06 Corporate Debt Securities GFL ENVIRONMENTAL INC SR SEC GLBL 25 2025-06-01 4.250000 280000.00 295716.94 Corporate Debt Securities NOVA CHEMICALS CORP MTN BE SR GLBL REGS 24 2024-06-01 4.875000 392000.00 415221.92 Corporate Debt Securities BNP PARIBAS ALT TIER I PERP 2049-12-29 7.375000 50000.00 59284.55 Corporate Debt Securities BNP PARIBAS 5.125% 2500-12-31 5.125000 200000.00 207927.08 Corporate Debt Securities SOCIETE GENERALE ALT TIER I PERP 2500-12-31 7.375000 300000.00 313546.29 Corporate Debt Securities IHS MARKIT LTD SR GLBL REGS 22 2022-11-01 5.000000 280000.00 301192.58 Corporate Debt Securities MARB BONDCO PLC REGS NT 7%24 2024-03-15 7.000000 160000.00 166733.33 Corporate Debt Securities BRASKEM NETH FIN B V SR GLBL REGS 30 2030-01-31 4.500000 36000.00 36936.00 Corporate Debt Securities BRASKEM NETH FIN B V SR GLBL REGS 50 2050-01-31 5.875000 1334000.00 1378466.67 Corporate Debt Securities AES GENER S A JR SB GLBL 79 2079-03-26 7.125000 105000.00 116107.95 Corporate Debt Securities BANCO MERCANTILE DEL NORTE SA TIER I PERP GLBL 2500-12-31 7.500000 200000.00 219425.00 Corporate Debt Securities ADANI ABBOT POINT TERMINAL PTY SR SEC GLBL 22 2022-12-15 4.450000 990000.00 951286.87 Corporate Debt Securities SCENTRE GR TR 1 / SCENTRE GR T SR GLBL REGS 30 2030-05-28 4.375000 112000.00 127557.14 Corporate Debt Securities AKER BP ASA SR GLBL REGS 30 2030-01-15 3.750000 672000.00 688331.28 Corporate Debt Securities AKER BP ASA SR GLBL REGS 25 2025-03-31 5.875000 1094880.00 1143264.57 Corporate Debt Securities AKER BP ASA SR GLBL REGS 24 2024-06-15 4.750000 619000.00 651980.84 Corporate Debt Securities JBS USA LLC / JBS USA FINANCE SR REGS NT 25 2025-06-15 5.750000 24000.00 25352.50 Corporate Debt Securities CLEARWATER PAPER CORP SR REGS NT 25 2025-02-01 5.375000 32000.00 34648.56 Corporate Debt Securities DIAMOND SPORTS GROUP LLC / DIA SR SEC GLBL 26 2026-08-15 5.375000 395200.00 310499.58 Corporate Debt Securities HESS MIDSTREAM OPERATIONS LP SR GLBL REGS 26 2026-02-15 5.625000 32000.00 33713.16 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL REGS 30 2030-04-01 3.750000 217600.00 235457.53 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL REGS 27 2027-05-15 3.875000 240000.00 260614.70 Corporate Debt Securities NBM US HLDGS INC SR REGS NT 7%26 2026-05-14 7.000000 160000.00 174897.78 Corporate Debt Securities NRG ENERGY INC SR GLBL REGS 29 2029-06-15 5.250000 64000.00 71220.00 Corporate Debt Securities QUICKEN LNS INC SR REGS NT 28 2028-01-15 5.250000 171000.00 184412.81 Corporate Debt Securities SIRIUS XM RADIO INC SR GLBL REGS 26 2026-07-15 5.375000 108000.00 114496.88 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR SEC GLBL 25 2025-06-01 11.500000 264000.00 321585.00 Corporate Debt Securities Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2020-12-01 2020-12-07 2020-12-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch - BR AA Moody's 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Barclays Capital, Inc. 0.350 AC28XWWI3WIBK2824319 BRW9JC298 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-30 0.625000 30580800.00 30600065.90 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2020-12-01 2021-01-04 2021-01-04 Y BARCLAYS CAPITAL INC 1.0000 35 N Fitch - BR A+ Moody's - BR NR Standard & Poor's - BR A N N 0.0035 30000000.00 30000000.00 0.0028 N N N Y Mizuho Bank Ltd., New York Mizuho Bank Ltd., New York 0.280 60710AUC4 RB0PEZSDGCO3JS6CEU02 US60710AUC43 Certificate of Deposit Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-10 2021-05-10 2021-05-10 N N N 0.0026 50004234.00 50004234.00 0.0047 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.150 76582JP16 US76582JP161 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-02-01 2021-02-01 2021-02-01 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0015 59484589.50 59484589.50 0.0056 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.282 76582JS62 US76582JS629 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-06 2021-05-06 2021-05-06 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0028 46943017.67 46943017.67 0.0044 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 0.280 76582JSA3 US76582JSA33 Asset Backed Commercial Paper Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2021-05-10 2021-05-10 2021-05-10 N Y BNP PARIBAS SA 1.0000 Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N 0.0028 29962970.10 29962970.10 0.0028 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 1.300 78012UUV5 549300HXQQQCCUBS2Z23 US78012UUV50 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR (P)P-1 Standard & Poor's - BR A-1+ 2021-01-07 2021-01-07 2021-01-07 N N N 0.0013 40049431.60 40049431.60 0.0037 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 0.650 78012UVY8 549300HXQQQCCUBS2Z23 US78012UVY80 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR (P)P-1 Standard & Poor's - BR A-1+ 2021-05-03 2021-05-03 2021-05-03 N N N 0.0022 25045531.50 25045531.50 0.0023 N N N N Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.500 62630WEL7 US62630WEL72 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2021-01-04 2021-01-04 2050-12-31 Y BARCLAYS BANK PLC 1.0000 35 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0011 17000000.00 17000000.00 0.0016 N N N N The Maturity Date for this security has been modified Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates 0.200 62630WEX1 US62630WEX11 Tender Option Bond Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2020-12-07 2020-12-07 2038-11-01 Y BARCLAYS BANK PLC 1.0000 7 N Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 N N 0.0011 15600000.00 15600000.00 0.0015 N N Y N Province of British Columbia Canada Province of British Columbia Canada 0.137 11070JP53 54930058TO7MEKUHWL16 US11070JP538 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch - BR F1+ Moody's 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Commercial Paper Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2021-03-17 2021-03-17 2021-03-17 N N N 0.0019 41476440.87 41476440.87 0.0039 N N N N Royal Bank of Canada, New York Royal Bank of Canada, New York 0.311 78012UYY5 549300HXQQQCCUBS2Z23 US78012UYY53 Certificate of Deposit Y Fitch - BR F1+ Moody's - BR (P)P-1 Standard & Poor's - BR A-1+ 2021-03-10 2021-12-10 2021-12-10 N N N 0.0032 29999994.60 29999994.60 0.0028 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.370 VYVVCKR63DVZZN70PB21 BRWASKQM2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COMM MORTGAGE TRUST COMM_12-CR4 2045-10-15 3.251000 378.00 380.92 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE 2050-04-15 3.086000 18000.00 18419.15 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE 549300DNBJ7A0SEFVK31 2049-08-15 1.321000 45000.00 9001.22 Private Label Collateralized 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RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-NQM4 2059-09-25 2.491880 155000.00 114722.25 Private Label Collateralized Mortgage Obligations FSMT_181-1 2048-03-25 4.012400 157000.00 154139.02 Private Label Collateralized Mortgage Obligations DBWF MORTGAGE TRUST DBW 2034-06-10 3.535140 160000.00 131763.16 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C43 2051-03-15 3.746000 170000.00 191637.36 Private Label Collateralized Mortgage Obligations TOWD POINT MORTGAGE TRUST TPMT_18-2 2058-03-25 3.500000 180000.00 192690.62 Asset-Backed Securities BANK_19-BNK16 2052-02-15 4.267000 200000.00 237712.46 Private Label Collateralized Mortgage Obligations BANK_18-BN14 2060-09-15 4.753150 210000.00 221129.98 Private Label Collateralized Mortgage Obligations WFC_19-JWD 2031-09-15 3.138850 210000.00 202662.92 Private Label Collateralized Mortgage Obligations BANK_19-BNK23 2052-12-15 1.975000 250000.00 216335.14 Private Label Collateralized Mortgage Obligations WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_19-3 2049-07-25 3.500000 260000.00 115476.06 Private Label Collateralized Mortgage Obligations JPMMT_19-7 2050-02-25 3.500000 290000.00 106075.54 Private Label Collateralized Mortgage Obligations WFMBS_20-5 2050-09-26 2.500000 295000.00 299843.60 Private Label Collateralized Mortgage Obligations FLAGSTAR MORTGAGE TRUST FSMT_18-3INV 2048-05-25 4.000000 300000.00 163347.53 Private Label Collateralized Mortgage Obligations TOWD POINT MORTGAGE TRUST TPMT_1 2056-10-25 3.995870 300000.00 316749.09 Asset-Backed Securities WFCM_18-AUS 2036-08-15 4.193580 300000.00 327407.75 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_11-C2 2044-02-15 5.631180 305000.00 305531.38 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C47 2061-09-15 4.442000 339000.00 408205.25 Private Label Collateralized Mortgage Obligations WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_19-1 2048-11-25 4.000000 340000.00 100578.39 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST 549300QGM7D5K3CV2643 2047-03-15 3.766000 340000.00 349882.76 Private Label Collateralized Mortgage Obligations PSMC_19-1 2049-07-25 4.000000 341000.00 2604.64 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST GSM 2030-12-10 3.409000 350000.00 346402.05 Private Label Collateralized Mortgage Obligations BANK_20-BN28 2063-03-15 2.344000 355000.00 362264.09 Private Label Collateralized Mortgage Obligations NRZT_19-NQM3 2049-07-25 2.801810 355000.00 233060.00 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST GSM 2049-10-10 2.850000 373000.00 405358.44 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C49 2052-03-15 3.760000 394000.00 452261.52 Private Label Collateralized Mortgage Obligations WFRBS_11-C4 2044-06-15 1.611880 400000.00 101574.63 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-SOP 2035-01-15 2.790000 400000.00 388677.08 Private Label Collateralized Mortgage Obligations WFMBS_19-4 2049-09-27 3.500000 400000.00 253798.01 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST GSM 2046-11-10 5.161000 410000.00 433699.01 Private Label Collateralized Mortgage Obligations WFCM_14-LC18 2047-12-15 3.147000 410000.00 433581.59 Private Label Collateralized Mortgage Obligations WFCM_17-SMP 2034-12-15 1.916000 420000.00 350117.56 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE 2048-05-15 4.284540 424000.00 408328.72 Private Label Collateralized Mortgage Obligations WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_20-2 2049-12-25 3.000000 430000.00 381876.55 Private Label Collateralized Mortgage Obligations MANHATTAN WEST OMW_20-OMW 2039-09-10 2.130000 435000.00 451921.87 Private Label Collateralized Mortgage Obligations AMSR TRUST AMSR_20-SFR1 2037-04-17 2.619000 446000.00 451867.47 Private Label Collateralized Mortgage Obligations MSBAM_12-CKSV 2022-10-15 2.117000 459000.00 96979.29 Private Label Collateralized Mortgage Obligations JP MORGAN MORTGAGE TRUST JPMMT_18-5 2048-10-26 3.500000 490000.00 123019.05 Private Label Collateralized Mortgage Obligations PSMC_18-4 2048-11-25 4.000000 500000.00 72624.60 Private Label Collateralized Mortgage Obligations WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_11-C4 2044-06-15 4.902000 500000.00 506150.92 Private Label Collateralized Mortgage Obligations WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_19-2 2049-04-25 4.000000 500000.00 109639.28 Private Label Collateralized Mortgage Obligations SEQUOIA MORTGAGE TRUST SEMT_13-1 2043-02-25 1.855000 585000.00 83387.08 Private Label Collateralized Mortgage Obligations SEQUOIA MORTGAGE TRUST SEMT_12-1 2042-07-25 3.500000 600000.00 49743.34 Private Label Collateralized Mortgage Obligations JPMBB_13-C12 2045-07-15 3.362600 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Andrews Neal J. Andrews Chief Financial Officer