N-MFP2 0000803013 XXXXXXXX 2021-02-28 0000803013 549300Q17YGLGYUMKO90 S000007011 1 N N FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Prime N 37 38 606851485.95 589945549.65 607406966.90 570554777.79 708006273.45 703448965.76 726562255.40 720708801.93 0.4300 0.4200 0.4300 0.4100 0.5000 0.5000 0.5200 0.5200 0.00 1264387854.32 1264313200.49 209645807.54 121892986.55 1352140675.31 1352124689.84 0.0020 1.0000 1.0000 1.0000 1.0000 C000019137 1.00 1352140675.31 1352124689.84 1.0000 1.0000 1.0000 1.0000 3347090.59 3920288.24 2914942.97 8539371.45 2879119.99 1710977.07 1147639.11 37066548.38 10288792.66 51237185.14 0.0019 N ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.15% 0020P2Q33 549300A8V0FZJN79NH08 GFD490000 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0015 10999772.30 10999772.30 0.0081 N N Y N Bank of Nova Scotia Bank of Nova Scotia, 0.16% 06417JT85 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0016 11994560.40 11994560.40 0.0089 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.16% 06417JTU6 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2021-06-28 2021-06-28 2021-06-28 N N N 0.0016 5996726.40 5996726.40 0.0044 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.16% 06417JTU6 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2021-06-28 2021-06-28 2021-06-28 N N N 0.0016 5996726.40 5996726.40 0.0044 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.17% 06742V4N8 G5GSEF7VJP5I7OUK5573 HCB960000 Financial Company Commercial Paper Y N/A N/A 2021-06-04 2021-06-04 2021-06-04 N N N 0.0017 6996798.90 6996798.90 0.0052 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.18% 06742V3X7 G5GSEF7VJP5I7OUK5573 HBG155000 Financial Company Commercial Paper Y N/A N/A 2021-05-11 2021-05-11 2021-05-11 N N N 0.0018 3998520.00 3998520.00 0.0030 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.18% 06742V3Y5 G5GSEF7VJP5I7OUK5573 HBG156000 Financial Company Commercial Paper Y N/A N/A 2021-05-12 2021-05-12 2021-05-12 N N N 0.0018 2998875.00 2998875.00 0.0022 N N N N Bayerische Landesbank Bayerische Landesbank, 0.10% 07274LQV2 VDYMYTQGZZ6DU0912C88 HBB633000 Financial Company Commercial Paper Y N/A N/A 2021-03-29 2021-03-29 2021-03-29 N N N 0.0010 5999483.40 5999483.40 0.0044 N N N N BNP Paribas SA BNP Paribas SA, 0.13% 09660ESC6 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-05-12 2021-05-12 2021-05-12 N N N 0.0013 6998177.20 6998177.20 0.0052 N N N N BNP Paribas SA BNP Paribas SA, 0.13% 09660ESH5 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-05-17 2021-05-17 2021-05-17 N N N 0.0013 3998871.20 3998871.20 0.0030 N N N N BNP Paribas SA BNP Paribas SA, 0.13% 09660ET19 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0013 4998258.50 4998258.50 0.0037 N N N N BofA Securities, Inc. 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Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.12% 60689PQ58 RB0PEZSDGCO3JS6CEU02 GIH267000 Financial Company Commercial Paper Y N/A N/A 2021-03-05 2021-03-05 2021-03-05 N N N 0.0012 1999953.40 1999953.40 0.0015 N N Y N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.13% 60689PQ82 RB0PEZSDGCO3JS6CEU02 GIH269000 Financial Company Commercial Paper Y N/A N/A 2021-03-08 2021-03-08 2021-03-08 N N N 0.0013 3999861.20 3999861.20 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.13% 60689PQ90 RB0PEZSDGCO3JS6CEU02 GIH961000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0013 1999922.40 1999922.40 0.0015 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.14% 60689PQJ8 RB0PEZSDGCO3JS6CEU02 GJB560000 Financial Company Commercial Paper Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0014 4999600.00 4999600.00 0.0037 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.15% 60689PQK5 RB0PEZSDGCO3JS6CEU02 GJB958000 Financial Company Commercial Paper Y N/A N/A 2021-03-19 2021-03-19 2021-03-19 N N N 0.0015 5999488.80 5999488.80 0.0044 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.18% 60689PSJ6 RB0PEZSDGCO3JS6CEU02 HBF028000 Financial Company Commercial Paper Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0018 3998398.00 3998398.00 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.18% 60689PSK3 RB0PEZSDGCO3JS6CEU02 HBF509000 Financial Company Commercial Paper Y N/A N/A 2021-05-19 2021-05-19 2021-05-19 N N N 0.0018 3998369.20 3998369.20 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.18% 60689PSL1 RB0PEZSDGCO3JS6CEU02 HBG063000 Financial Company Commercial Paper Y N/A N/A 2021-05-20 2021-05-20 2021-05-20 N N N 0.0018 2998748.10 2998748.10 0.0022 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.09% 63873JQ37 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0009 4999937.50 4999937.50 0.0037 N N Y N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.13% 63873JSS0 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2021-05-26 2021-05-26 2021-05-26 N N N 0.0013 8997129.90 8997129.90 0.0067 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 0.08% 63254EQ11 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0008 6999953.10 6999953.10 0.0052 N Y Y N National Bank of Canada National Bank of Canada, 0.09% 63307LQ12 BSGEFEIOM18Y80CKCV46 GFD848000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0009 6999947.50 6999947.50 0.0052 N Y Y N National Bank of Canada National Bank of Canada, 0.09% 63307LQ20 BSGEFEIOM18Y80CKCV46 GFD455000 Financial Company Commercial Paper Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0009 4999950.00 4999950.00 0.0037 N N Y N National Bank of Canada National Bank of Canada, 0.09% 63307LQ95 BSGEFEIOM18Y80CKCV46 GFF332000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0009 2999915.70 2999915.70 0.0022 N N N N National Bank of Canada National Bank of Canada, 0.10% 63307LQN4 BSGEFEIOM18Y80CKCV46 GGA923000 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0010 999935.30 999935.30 0.0007 N N N N National Bank of Canada National Bank of Canada, 0.10% 63307LQP9 BSGEFEIOM18Y80CKCV46 GGC746000 Financial Company Commercial Paper Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0010 4999659.50 4999659.50 0.0037 N N N N National Bank of Canada National Bank of Canada, 0.11% 63307LR52 BSGEFEIOM18Y80CKCV46 GGH896000 Financial Company Commercial Paper Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 N N N 0.0011 5999335.20 5999335.20 0.0044 N N N N National Bank of Canada National Bank of Canada, 0.11% 63307LRD5 BSGEFEIOM18Y80CKCV46 GHA853000 Financial Company Commercial Paper Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0011 5999149.20 5999149.20 0.0044 N N N N National Bank of Canada National Bank of Canada, 0.12% 63307LRL7 BSGEFEIOM18Y80CKCV46 GHD888000 Financial Company Commercial Paper Y N/A N/A 2021-04-20 2021-04-20 2021-04-20 N N N 0.0012 2999492.10 2999492.10 0.0022 N N N N National Bank of Canada National Bank of Canada, 0.12% 63307LSA0 BSGEFEIOM18Y80CKCV46 HBJ411000 Financial Company Commercial Paper Y N/A N/A 2021-05-10 2021-05-10 2021-05-10 N N N 0.0012 8997737.40 8997737.40 0.0067 N N N N National Bank of Canada National Bank of Canada, 0.13% 63307LSB8 BSGEFEIOM18Y80CKCV46 HBJ541000 Financial Company Commercial Paper Y N/A N/A 2021-05-11 2021-05-11 2021-05-11 N N N 0.0013 9997431.00 9997431.00 0.0074 N N N N National Bank of Canada National Bank of Canada, 0.13% 63307LSJ1 BSGEFEIOM18Y80CKCV46 GIE972000 Financial Company Commercial Paper Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0013 5998285.80 5998285.80 0.0044 N N N N National Bank of Canada National Bank of Canada, 0.15% 63307LTP6 BSGEFEIOM18Y80CKCV46 HCD519000 Financial Company Commercial Paper Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N N N 0.0015 999532.00 999532.00 0.0007 N N N N Nationwide Building Society Nationwide Building Society, 0.13% 6385E0QS5 549300XFX12G42QIKN82 HCD478000 Financial Company Commercial Paper Y N/A N/A 2021-03-26 2021-03-26 2021-03-26 N N N 0.0013 6999292.30 6999292.30 0.0052 N N N N Nationwide Building Society Nationwide Building Society, 0.13% 6385E0QS5 549300XFX12G42QIKN82 HCE032000 Financial Company Commercial Paper Y N/A N/A 2021-03-26 2021-03-26 2021-03-26 N N N 0.0013 3999595.60 3999595.60 0.0030 N N N N Nationwide Building Society Nationwide Building Society, 0.13% 6385E0QX4 549300XFX12G42QIKN82 HCE039000 Financial Company Commercial Paper Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0013 3999530.80 3999530.80 0.0030 N N N N Nationwide Building Society Nationwide Building Society, 0.14% 6385E0QQ9 549300XFX12G42QIKN82 HCD471000 Financial Company Commercial Paper Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0014 8999090.10 8999090.10 0.0067 N N N N Nationwide Building Society Nationwide Building Society, 0.14% 6385E0QR7 549300XFX12G42QIKN82 HCE050000 Financial Company Commercial Paper Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0014 3999595.20 3999595.20 0.0030 N N N N Nationwide Building Society Nationwide Building Society, 0.14% 6385E0QR7 549300XFX12G42QIKN82 HCD477000 Financial Company Commercial Paper Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0014 6999291.60 6999291.60 0.0052 N N N N Nationwide Building Society Nationwide Building Society, 0.14% 6385E0QR7 549300XFX12G42QIKN82 HCE015000 Financial Company Commercial Paper Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0014 2999696.40 2999696.40 0.0022 N N N N PSP Capital, Inc. PSP Capital, Inc., 0.07% 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 0.0007 1999988.40 1999988.40 0.0015 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.12% 78015CT93 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2021-06-09 2021-06-09 2021-06-09 N N N 0.0012 11996017.20 11996017.20 0.0089 N N N N Societe Generale Societe Generale, 0.09% 83369BQ25 O2RNE8IBXP4R0TD8PU41 GJB045000 Financial Company Commercial Paper Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0009 5999940.00 5999940.00 0.0044 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.08% 86564YQ13 5493006GGLR4BTEL8O61 GIE513000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0008 3999973.20 3999973.20 0.0030 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.08% 86564YQ21 5493006GGLR4BTEL8O61 GIE938000 Financial Company Commercial Paper Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0008 2999973.30 2999973.30 0.0022 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.08% 86564YQ39 5493006GGLR4BTEL8O61 GIF500000 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0008 999988.90 999988.90 0.0007 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.08% 86564YQ39 5493006GGLR4BTEL8O61 GIF719000 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0008 3999955.60 3999955.60 0.0030 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.08% 86564YQ96 5493006GGLR4BTEL8O61 GIH986000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0008 2999925.90 2999925.90 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.08% 86564YQC9 5493006GGLR4BTEL8O61 GIJ178000 Financial Company Commercial Paper Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0008 1999935.40 1999935.40 0.0015 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 86564YQQ8 5493006GGLR4BTEL8O61 GJE331000 Financial Company Commercial Paper Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0009 1999872.80 1999872.80 0.0015 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 86564YQW5 5493006GGLR4BTEL8O61 GJG594000 Financial Company Commercial Paper Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0009 5999514.60 5999514.60 0.0044 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 86563GQW5 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0009 4999595.50 4999595.50 0.0037 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.08% 86960JQ99 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0008 6999829.20 6999829.20 0.0052 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.08% 86960JQG3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-16 2021-03-16 2021-03-16 N N N 0.0008 4999800.00 4999800.00 0.0037 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.08% 86960JQN8 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0008 999946.70 999946.70 0.0007 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.08% 86960JQP3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0008 1999888.80 1999888.80 0.0015 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.09% 86960JRD9 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0009 10998720.70 10998720.70 0.0081 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.09% 89119AQC5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0009 4999825.00 4999825.00 0.0037 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.09% 89119AQF8 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0009 4999787.50 4999787.50 0.0037 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.10% 89119AT81 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0010 4998611.50 4998611.50 0.0037 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.10% 89233GQJ8 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0010 1999888.80 1999888.80 0.0015 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.11% 89233GQQ2 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0011 1999839.60 1999839.60 0.0015 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.12% 89233GQS8 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-26 2021-03-26 2021-03-26 N N N 0.0012 1999819.60 1999819.60 0.0015 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.12% 89233GQW9 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0012 1999784.80 1999784.80 0.0015 N N N N UBS AG London Branch UBS AG London Branch, 0.11% 90351WQF5 BFM8T61CT2L1QCEMIK50 GJF631000 Financial Company Commercial Paper Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0011 5999677.20 5999677.20 0.0044 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.16% 04821TT39 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-06-03 2021-06-03 2021-06-03 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0016 5097787.62 5097787.62 0.0038 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.12% 38346LQH2 549300Z2ZR7VTUMRPR17 GJA167000 Asset Backed Commercial Paper Y N/A N/A 2021-03-17 2021-03-17 2021-03-17 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0012 11999240.40 11999240.40 0.0089 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.15% 56274LRP1 549300S0NSJYSOB32S63 HCD064000 Asset Backed Commercial Paper Y N/A N/A 2021-04-23 2021-04-23 2021-04-23 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0015 2999304.60 2999304.60 0.0022 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.16% 56274LSC9 549300S0NSJYSOB32S63 HCA205000 Asset Backed Commercial Paper Y N/A N/A 2021-05-12 2021-05-12 2021-05-12 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0016 13995479.40 13995479.40 0.0104 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.16% 82124LSJ2 549300MYF6MOTU9T3G29 HCC032000 Asset Backed Commercial Paper Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0016 999646.80 999646.80 0.0007 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.16% 82124LSM5 549300MYF6MOTU9T3G29 HCC031000 Asset Backed Commercial Paper Y N/A N/A 2021-05-21 2021-05-21 2021-05-21 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0016 999631.30 999631.30 0.0007 N N N N Abn Amro Bank NV(TD) Abn Amro Bank NV(TD), 0.07% BFXS5XCH7N0Y05NIXW11 HCE664000 Non-Negotiable Time Deposit Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0007 67000000.00 67000000.00 0.0496 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.15% G5GSEF7VJP5I7OUK5573 HCE674000 Non-Negotiable Time Deposit Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0015 53000000.00 53000000.00 0.0392 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.07% 1VUV7VQFKUOQSJ21A208 HCF114000 Non-Negotiable Time Deposit Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0007 41000000.00 41000000.00 0.0303 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 HCE055000 Non-Negotiable Time Deposit Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0011 12999977.90 12999977.90 0.0096 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.13% 1VUV7VQFKUOQSJ21A208 HCD446000 Non-Negotiable Time Deposit Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0015 6999980.40 6999980.40 0.0052 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.13% 1VUV7VQFKUOQSJ21A208 HCE671000 Non-Negotiable Time Deposit Y N/A N/A 2021-03-05 2021-03-05 2021-03-05 N N N 0.0013 3000000.00 3000000.00 0.0022 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.13% DIZES5CFO5K3I5R58746 HCC351000 Non-Negotiable Time Deposit Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0015 6999988.10 6999988.10 0.0052 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.13% DIZES5CFO5K3I5R58746 HCC858000 Non-Negotiable Time Deposit Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0015 6999984.60 6999984.60 0.0052 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.13% DIZES5CFO5K3I5R58746 HCD390000 Non-Negotiable Time Deposit Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0015 6999980.40 6999980.40 0.0052 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.13% DIZES5CFO5K3I5R58746 HCD986000 Non-Negotiable Time Deposit Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0015 6999976.90 6999976.90 0.0052 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.13% DIZES5CFO5K3I5R58746 HCE666000 Non-Negotiable Time Deposit Y N/A N/A 2021-03-05 2021-03-05 2021-03-05 N N N 0.0013 3000000.00 3000000.00 0.0022 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.07% ES7IP3U3RHIGC71XBU11 HCE722000 Non-Negotiable Time Deposit Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0007 19471000.00 19471000.00 0.0144 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.01% 912796C23 US912796C235 U.S. Treasury Debt Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0001 12999992.33 12999992.33 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 9127964M8 US9127964M81 U.S. Treasury Debt Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0002 13999880.16 13999880.16 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 9127964N6 US9127964N64 U.S. Treasury Debt Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0002 9499869.19 9499869.19 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 912796F79 US912796F790 U.S. Treasury Debt Y N/A N/A 2021-05-04 2021-05-04 2021-05-04 N N N 0.0002 16999244.52 16999244.52 0.0126 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 9127964P1 US9127964P13 U.S. Treasury Debt Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0003 12999580.23 12999580.23 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127964X4 US9127964X47 U.S. Treasury Debt Y N/A N/A 2021-04-08 2021-04-08 2021-04-08 N N N 0.0004 9999564.60 9999564.60 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127964Y2 US9127964Y20 U.S. Treasury Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0004 13999300.00 13999300.00 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796D97 US912796D977 U.S. Treasury Debt Y N/A N/A 2021-04-20 2021-04-20 2021-04-20 N N N 0.0004 8999437.50 8999437.50 0.0067 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796F20 US912796F204 U.S. Treasury Debt Y N/A N/A 2021-04-27 2021-04-27 2021-04-27 N N N 0.0004 12999228.06 12999228.06 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127964Z9 US9127964Z94 U.S. Treasury Debt Y N/A N/A 2021-04-29 2021-04-29 2021-04-29 N N N 0.0004 10199331.29 10199331.29 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127965A3 US9127965A35 U.S. Treasury Debt Y N/A N/A 2021-05-06 2021-05-06 2021-05-06 N N N 0.0004 13999058.92 13999058.92 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796A25 US912796A254 U.S. Treasury Debt Y N/A N/A 2021-05-13 2021-05-13 2021-05-13 N N N 0.0004 13998840.80 13998840.80 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127962Y4 US9127962Y48 U.S. Treasury Debt Y N/A N/A 2021-05-20 2021-05-20 2021-05-20 N N N 0.0004 9099120.30 9099120.30 0.0067 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796A33 US912796A338 U.S. Treasury Debt Y N/A N/A 2021-05-27 2021-05-27 2021-05-27 N N N 0.0004 999903.33 999903.33 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796C64 US912796C649 U.S. Treasury Debt Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0005 3999105.96 3999105.96 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.33% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2021-03-01 2021-10-31 2021-10-31 N N N 0.0004 3005898.87 3005898.87 0.0022 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.22% RUC0QBLBRPRCU4W1NE59 HCE980000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GLENCORE FINANCE CANADA LTD SR GLBL 144A 37 5493005TTO0UJ33KCK70 2037-11-15 2037-11-15 6.9 - 6.9 2144000.00 2965727.31 Corporate Debt Securities APPLE INC SR GLBL NT 31 HWUPKR0MPOU8FGXBT394 2031-02-08 2031-02-08 1.65 - 1.65 190887.00 184330.99 Corporate Debt Securities Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0022 3000000.00 3000000.00 0.0022 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.29% RUC0QBLBRPRCU4W1NE59 HCE981000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SC HEALTH CORP COM CL A 2500-12-31 2500-12-31 N/A 310944.00 3202723.20 Equities NANOSTRING TECHNOLOGIES INC COM 549300G4CK0Y3WRDMY89 2500-12-31 2500-12-31 N/A 529.00 37368.56 Equities Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0029 3000000.00 3000000.00 0.0022 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.33% RUC0QBLBRPRCU4W1NE59 HCE983000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CINCINNATI BELL INC NEW SR GLBL 144A 24 549300JYVZOCUJOHL272 2024-07-15 2024-07-15 7 - 7 3000.00 3143.92 Corporate Debt Securities CHANGE HEALTHCARE HLDGS LLC/ SR GLBL 144A 25 2025-03-01 2025-03-01 5.75 - 5.75 3082000.00 3237491.18 Corporate Debt Securities Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0033 3000000.00 3000000.00 0.0022 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.37% 7VHWWWW4UJS7NUM3PT30 HCE982000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPARTAN ACQUISITION CORP III UNIT 2500-12-31 2500-12-31 N/A 90824.00 961826.16 Equities SUSTAINABLE DEVELP ACQU I CORP UNIT EX 020426 2500-12-31 2500-12-31 N/A 89992.00 956614.96 Equities QWEST CORP 6.75% NT 57 549300R2L4N683OO1509 2057-06-15 2057-06-15 6.75 - 6.75 21340.00 558041.00 Equities VIRTUOSO ACQUISITION CORP UNIT EX 011425 2500-12-31 2500-12-31 N/A 535160.00 5512148.00 Equities ASHFORD HOSPITALITY TR INC COM SHS 2500-12-31 2500-12-31 N/A 84742.00 314392.82 Equities PIONEER MERGER CORP UNIT EX 2500-12-31 2500-12-31 N/A 22666.00 239806.28 Equities JAWS MUSTANG ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 45061.00 479449.04 Equities THE MUSIC ACQUISITION CORP UNIT EXP 020528 2500-12-31 2500-12-31 N/A 59969.00 616481.32 Equities GOLDEN FALCON ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 54600.00 592956.00 Equities NXP SEMICONDUCTORS N V COM 724500M9BY5293JDF951 2500-12-31 2500-12-31 N/A 1865.00 332939.80 Equities ENERGY TRANSFER LP COM UT LTD PTN MTLVN9N7JE8MIBIJ1H73 2500-12-31 2500-12-31 N/A 42832.00 345225.92 Equities ENVIRONMENTAL IMPACT ACQU CORP UNIT EX 110525 2500-12-31 2500-12-31 N/A 98932.00 1054615.12 Equities ASPEN INSURANCE HOLDINGS LTD PFD SHS 5.95 549300YX6HECG9XQCQ75 2500-12-31 2500-12-31 5.95 - 5.95 38233.00 995969.65 Equities Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0037 12000000.00 12000000.00 0.0089 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.46% 7VHWWWW4UJS7NUM3PT30 HCE984000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TERVITA CORP SR SEC GLBL 25 2025-12-01 2025-12-01 11 - 11 1949334.00 2178593.01 Corporate Debt Securities ADARA ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 86172.00 878092.68 Equities ZANITE ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 6900.00 75486.00 Equities NESCO HLDGS INC WT EXP 010125 2025-01-01 2025-01-01 N/A 475411.00 713116.50 Equities MONUMENT CIRCLE ACQUISITN CORP UNIT EX 011426 2500-12-31 2500-12-31 N/A 4381.00 44905.25 Equities SUSTAINABLE DEVELP ACQU I CORP UNIT EX 020426 2500-12-31 2500-12-31 N/A 97561.00 1037073.43 Equities HANNON ARMSTRONG SUST INFR CAP SR GLBL CV ZRO23 2023-08-15 2023-08-15 N/A 19207.00 24008.75 Equities BURGUNDY TECHNOLOGY ACQU CORP WT EXP 083127 2027-08-31 2027-08-31 N/A 114748.00 214578.76 Equities CONCORD ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 1.00 10.13 Equities QBE INS GROUP LTD FR 7.5%112443 549300D2FBW76FPUSG65 2043-11-24 2043-11-24 7.5 - 7.5 200000.00 227833.33 Corporate Debt Securities Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0046 5000000.00 5000000.00 0.0037 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.59% 7VHWWWW4UJS7NUM3PT30 HCE990000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NESCO HLDGS INC WT EXP 010125 2025-01-01 2025-01-01 N/A 466.00 699.00 Equities SOGOU INC ADR REPSTG A 549300WNVDJ6CR8AY837 2500-12-31 2500-12-31 N/A 54902.00 456235.62 Equities JOFF FINTECH ACQUISITION CORP UNIT EX 020326 2500-12-31 2500-12-31 N/A 205269.00 2155324.50 Equities CREDIT SUISSE INTERNATIONAL ALT TIER I PERP 549300506SI9CRFV9Z86 2099-12-31 2099-12-31 7.5 - 7.5 746000.00 842327.25 Corporate Debt Securities NUANCE COMMUNICATIONS INC SR CONV DB1.5%35 2035-11-01 2035-11-01 1.5 - 1.5 13000.00 27293.78 Equities CONCORD ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 1.00 10.13 Equities REPLAY ACQUISITION CORP WT EXP 030124 2024-03-01 2024-03-01 N/A 14.00 15.68 Equities ADARA ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 2.00 20.38 Equities AERCAP GLOBAL AVIATION TR JR SB 144A NT 45 635400FBSV8LXXNRV758 2045-06-15 2045-06-15 6.5 - 6.5 2326000.00 2466303.03 Corporate Debt Securities SOCIETE GENERALE ALT TIER I COCO O2RNE8IBXP4R0TD8PU41 2099-12-31 2099-12-31 8 - 8 898000.00 1096832.17 Corporate Debt Securities ENVIRONMENTAL IMPACT ACQU CORP UNIT EX 110525 2500-12-31 2500-12-31 N/A 48361.00 515528.26 Equities Y N/A N/A 2021-04-02 2021-04-02 2021-04-26 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0059 7000000.00 7000000.00 0.0052 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.73% 549300HN4UKV1E2R3U73 HCC396000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SELECT SECTOR SPDR TR COMMUNICATION 549300N81BAQ1XPGBT65 2500-12-31 2500-12-31 N/A 45455.00 3240486.95 Equities Y N/A N/A 2021-06-01 2021-06-01 2021-06-28 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 0.0073 3000000.00 3000000.00 0.0022 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.78% 549300HN4UKV1E2R3U73 HBB021000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SELECT SECTOR SPDR TR COMMUNICATION 549300N81BAQ1XPGBT65 2500-12-31 2500-12-31 N/A 45483.00 3242483.07 Equities Y N/A N/A 2021-06-01 2021-06-01 2021-07-26 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 3000000.00 3000000.00 0.0022 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 WELLS FARGO CO MTG TR 2017-C41 A-S 20501117 3.78500 2050-11-17 2050-11-17 3.785 - 3.785 1658.00 1821.15 Private Label Collateralized Mortgage Obligations United States Treasury 254900HROIFWPRGM1V77 2023-01-15 2023-01-31 0.125 - 2.375 1019900.00 1019910.78 U.S. Treasuries (including strips) 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 1000000.00 1000000.00 0.0007 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.69% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALESCO PREF FDG VI 2004-6 C-2 20350323 5.49000 549300SWFQZMAZ6TV378 2035-03-23 2035-03-23 1.845 - 1.845 4438598.00 2031860.91 Other Instrument COLLATERALIZED DEBT OBLIGATION MMCAPS FDG XVIII 2006-18 D 144A 20391227 FLT 2039-12-27 2039-12-27 2.051 - 2.051 843.00 454.78 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SECURITIES 3-10 B-2 20330705 FLT 2033-07-05 2033-07-05 1.936 - 1.936 100000.00 73784.99 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG III 2004-3 B-2 20340501 FLT 2034-05-01 2034-05-01 1.891 - 1.891 155567.00 82862.27 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREFERRED FDG V 2004-5 C1 20341226 FLT 549300FHO36K27UM2Z12 2034-12-26 2034-12-26 1.895 - 1.895 1271763.00 1118647.28 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2021-05-21 2021-05-21 2021-05-21 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0069 3000000.00 3000000.00 0.0022 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 United States Treasury 254900HROIFWPRGM1V77 2023-01-15 2023-01-31 0.125 - 2.375 1019900.00 1019910.78 U.S. Treasuries (including strips) WELLS FARGO CO MTG TR 2017-C41 A-S 20501117 3.78500 2050-11-17 2050-11-17 3.785 - 3.785 2020.00 2218.77 Private Label Collateralized Mortgage Obligations 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 1000000.00 1000000.00 0.0007 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 CITI GRP COML MTG TR 2012-GC8 E 20450912 FLT 2045-09-12 2045-09-12 4.876 - 4.876 2419641.00 1999999.86 Private Label Collateralized Mortgage Obligations MOUNTAIN HAWK CLO III 2014-3 E 20250418 FLT 549300LQ6MVS0NGUT623 2025-04-18 2025-04-18 5.073 - 5.073 7.00 4.16 Asset-Backed Securities CAPITALSOURCE RE LN TR 2006-A D 20370120 FLT 2037-01-20 2037-01-20 0.975 - 0.975 1.00 0.96 Other Instrument COLLATERALIZED DEBT OBLIGATION BEAR STEARNS ABS TR 2006-HE10 II-3A 20361225 FLT 2036-12-25 2036-12-25 0.27 - 0.27 4556.00 873.04 Asset-Backed Securities RALI SERIES TRUST 2007-QS2 A-V 20370125 FLT 2037-01-25 2037-01-25 0.331 - 0.331 8371128.00 10973.95 Private Label Collateralized Mortgage Obligations BENCHMARK MTG TR 2021-B23 E 20540218 2.00000 2054-02-18 2054-02-18 2 - 2 1413.00 1102.76 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 2006-C5 A-J 20391215 5.37300 2039-12-15 2039-12-15 5.373 - 5.373 2758397.00 148148.27 Private Label Collateralized Mortgage Obligations Y N/A N/A 2021-06-21 2021-06-21 2021-06-21 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0070 2000000.00 2000000.00 0.0015 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.42% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NOVO-NORDISK A S ADR 549300DAQ1CVT6CXN342 2500-12-31 2500-12-31 N/A 209065.00 15123762.10 Equities Y N/A N/A 2021-04-02 2021-04-02 2021-04-08 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0042 14000000.00 14000000.00 0.0104 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.42% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NIO INC SR GLBL COCO 26 549300JBU4TV5OCKJV96 2026-02-01 2026-02-01 N/A 1295720.00 1252961.24 Equities ILLUMINA INC SR CONV NT0.5%21 SQ95QG8SR5Q56LSNF682 2021-06-15 2021-06-15 0.5 - 0.5 4107000.00 7182141.35 Equities Y N/A N/A 2021-04-02 2021-04-02 2021-04-26 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0042 8000000.00 8000000.00 0.0059 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.32% K5HU16E3LMSVCCJJJ255 HCE987000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N REDBALL ACQUISITION CORP UNITS 2500-12-31 2500-12-31 N/A 19559.00 214757.82 Equities SOCIAL CAPITAL HEDOSOPHA HLDNG SHS CL A 2500-12-31 2500-12-31 N/A 366200.00 5185392.00 Equities Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0032 5000000.00 5000000.00 0.0037 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.34% K5HU16E3LMSVCCJJJ255 HCC958000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COMSTOCK RES INC COM I03QQGEA4SS774AURI46 2500-12-31 2500-12-31 N/A 1.00 5.81 Equities AGNC INVT CORP COM 5TRACI5HRMELWV32OF39 2500-12-31 2500-12-31 N/A 1.00 15.99 Equities CHURCHILL CAPITAL CORP VII UNIT 2500-12-31 2500-12-31 N/A 1.00 10.47 Equities APOLLO STRATEGIC GROWTH CAPTL SHS CL A 2500-12-31 2500-12-31 N/A 42120.00 436363.20 Equities GO ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 23433.00 239719.59 Equities COHN ROBBINS HOLDINGS CORP COM CL A 2500-12-31 2500-12-31 N/A 38399.00 403189.50 Equities SOCIAL CAPITAL HEDOSOPHA HLDNG UNIT 2500-12-31 2500-12-31 N/A 51.00 757.86 Equities Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0034 1000000.00 1000000.00 0.0007 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.34% K5HU16E3LMSVCCJJJ255 HCE132000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPORTS ENTERTAINMENT ACQU CORP COM CL A 2500-12-31 2500-12-31 N/A 99999.00 1021989.78 Equities CHP MERGER CORP COM CL A 2500-12-31 2500-12-31 N/A 1.00 10.51 Equities FIRST MAJESTIC SILVER CORP COM 529900PWCU5DUH1DYR51 2500-12-31 2500-12-31 N/A 3058.00 57949.10 Equities NORTHERN STAR ACQUISITION CORP UNIT EXP 2500-12-31 2500-12-31 N/A 1.00 14.00 Equities API GROUP CORP COM STK 2500-12-31 2500-12-31 N/A 1.00 18.61 Equities COLONNADE ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 1.00 15.03 Equities ACON S2 ACQUISITION CORP UNIT EXP 091527 2500-12-31 2500-12-31 N/A 4.00 44.00 Equities Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0034 1000000.00 1000000.00 0.0007 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.46% 7TK5RJIZDFROZCA6XF66 HCE985000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BAIDU INC SPON ADR REP A 254900AL64IANZYI1E02 2500-12-31 2500-12-31 N/A 14685.00 4320327.00 Equities Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0046 4000000.00 4000000.00 0.0030 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.65% 7TK5RJIZDFROZCA6XF66 HBH314000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FOX CORP GLBL NT 3.5%30 549300DDU6FDRBIELS05 2030-04-08 2030-04-08 3.5 - 3.5 661813.00 725219.10 Corporate Debt Securities GENERAL MILLS INC SR GLBL FL NT 21 2TGYMUGI08PO8X8L6150 2021-04-16 2021-04-16 0.763 - 0.763 324615.00 325103.80 Corporate Debt Securities Y N/A N/A 2021-05-24 2021-05-24 2021-05-24 N N N 0.0065 1000000.00 1000000.00 0.0007 N N N Y Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.42% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CHESAPEAKE ENERGY CORP WT C EXP 030126 X2MT1W32SPAZ9WSKLE78 2026-03-01 2026-03-01 N/A 992.00 17657.60 Equities POLYPID LTD SHS 2500-12-31 2500-12-31 N/A 103462.00 1122562.70 Equities DIGINEX LIMITED SHS 2500-12-31 2500-12-31 N/A 6753.00 87046.17 Equities ABERDEEN STD GOLD ETF TR PHYSCL GOLD SHS 549300DWUGC6Q38L2L08 2500-12-31 2500-12-31 N/A 257478.00 4379700.78 Equities CASTLIGHT HEALTH INC CL B 549300K52FAO83JL0L06 2500-12-31 2500-12-31 N/A 6.00 10.38 Equities ZOOMINFO TECHNOLOGIES INC COM CL A 2500-12-31 2500-12-31 N/A 14880.00 792360.00 Equities PRETIUM RES INC COM 2500-12-31 2500-12-31 N/A 6626.00 71295.76 Equities FG NEW AMER ACQUISITION CORP WT EXP 083127 2027-08-31 2027-08-31 N/A 7192.00 10198.26 Equities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0042 6000000.00 6000000.00 0.0044 N N N Y RBS Securities, Inc. RBS Securities, Inc., 0.35% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N United States Treasury 254900HROIFWPRGM1V77 2049-02-15 2049-02-15 3 - 3 328200.00 381604.57 U.S. Treasuries (including strips) TELEFONICA EMISONES SA FR 4.665%030638 549300Y5MFC4SW5Z3K71 2038-03-06 2038-03-06 4.665 - 4.665 2425000.00 2761151.48 Corporate Debt Securities Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0035 3000000.00 3000000.00 0.0022 N Y Y N Societe Generale Societe Generale, 0.28% O2RNE8IBXP4R0TD8PU41 HCE989000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NIELSEN FIN LLC/ NIELSEN FIN SR GLBL 144A 28 2028-10-01 2028-10-01 5.625 - 5.625 841.00 910.38 Corporate Debt Securities USIMINAS INTL S A R L SR GLBL REGS 26 529900KLYX6QPXVIVP43 2026-07-18 2026-07-18 5.875 - 5.875 1629450.00 1765837.23 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 2025-02-15 7.875 - 7.875 20.00 21.60 Corporate Debt Securities VIKING CRUISES LTD SR 144A NT 27 549300IJP90T4MV2GL84 2025-05-15 2027-09-15 5.875 - 13 91451.00 105511.59 Corporate Debt Securities CENTENE CORP DEL SR GLBL NT 27 549300Z7JJ4TQSQGT333 2027-12-15 2027-12-15 4.25 - 4.25 32425.00 34158.18 Corporate Debt Securities FELCOR LODGING LTD PARTNERSHIP SR GLBL NT 6%25 2025-06-01 2025-06-01 6 - 6 4000.00 4168.47 Corporate Debt Securities BANCO BTG PACTU SA FR 5.5%013123 ZXLTQRYIK6IJH3R0IK66 2023-01-31 2023-01-31 5.5 - 5.5 17.00 18.06 Corporate Debt Securities SIZZLING PLATTER LLC SR SEC GLBL 25 549300440PU6D6ZUIR97 2025-11-28 2025-11-28 8.5 - 8.5 1030562.00 1096503.65 Corporate Debt Securities TRINIDAD PETE HLDGS LTD SR SEC GLBL 26 5493004LGJQF7TV6GH26 2026-06-15 2026-06-15 9.75 - 9.75 183392.00 211309.61 Corporate Debt Securities FRONTIER COMMUNICATIONS CORP SR SEC GLBL 28 549300ZCZ76HYCS0H445 2028-05-01 2028-05-01 5 - 5 27430.00 28685.44 Corporate Debt Securities TENNECO PACKAGING INC SR DEB 7.95%25 549300O4WTC6DL4JIE57 2025-12-15 2025-12-15 7.95 - 7.95 1000.00 1145.68 Corporate Debt Securities TASEKO MINES LTD SR SEC GLBL 26 549300XKUO1JSLU7KX54 2026-02-15 2026-02-15 7 - 7 8.00 8.20 Corporate Debt Securities BRASKEM IDESA S A P I SR SEC GLBL 29 YH0V7ZHY352ITDGEYB83 2029-11-15 2029-11-15 7.45 - 7.45 1160.00 1195.49 Corporate Debt Securities KENNEDY WILSON INC SR GLBL NT 5%31 5EA4464UK7FM5QNNKL62 2031-03-01 2031-03-01 5 - 5 9.00 9.32 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 25 5493007X5NC5XI1BB106 2025-02-15 2025-02-15 6.625 - 6.625 282.00 297.19 Corporate Debt Securities LIVE NATION ENTERTAINMENT INC SR SEC GLBL 28 5493007B9BM9ZXJINO78 2028-01-15 2028-01-15 3.75 - 3.75 1.00 1.01 Corporate Debt Securities KRONOS ACQUISITION HLDGS INC SR SEC GLBL 26 2026-12-31 2026-12-31 5 - 5 2.00 2.08 Corporate Debt Securities TRANSDIGM INC SR SEC GLBL 25 88Q84GB3X55CF5OC7582 2025-12-15 2025-12-15 8 - 8 26987.00 30320.76 Corporate Debt Securities SLM CORP FR 5.625%080133 54930067J0ZNOEBRW338 2022-01-25 2033-08-01 5.625 - 7.25 323000.00 298659.87 Corporate Debt Securities TEVA PHARMACEUTICAL FIN IV B V SR NT 3.65%21 549300P1YOE2RRPSGG38 2021-11-10 2021-11-10 3.65 - 3.65 107000.00 109219.95 Corporate Debt Securities BBVA BANCOMER S A INSTITUCION LW TIER II 22 549300WIWQK5Q9MCUN92 2022-09-30 2022-09-30 6.75 - 6.75 420000.00 466231.50 Corporate Debt Securities CITGO PETE CORP SR SEC GLBL 26 YX52P86PXMLYDOTUQ225 2026-06-15 2026-06-15 6.375 - 6.375 25952.00 26410.22 Corporate Debt Securities BROOKFIELD PPTY REIT INC / BPR SR SEC GLBL 26 2026-05-15 2026-05-15 5.75 - 5.75 1439237.00 1502033.71 Corporate Debt Securities MELCO RESORTS FIN LTD 5.25%26 2026-04-26 2026-04-26 5.25 - 5.25 124.00 131.44 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 2039-09-30 5.75 - 5.75 6682.00 7891.97 Corporate Debt Securities PRIME SEC SVCS BORROWER LLC / SR SEC GLBL 27 2027-08-31 2027-08-31 3.375 - 3.375 1674778.00 1646317.24 Corporate Debt Securities ARCHES BUYER INC SR GLBL 144A 28 2028-12-01 2028-12-01 6.125 - 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3.75 377258.00 3241375.90 Equities Y N/A N/A 2021-05-11 2021-05-11 2021-05-11 N N N 0.0080 3000000.00 3000000.00 0.0022 N N N Y Bank of Montreal Bank of Montreal, 0.17% 06367BTH2 NQQ6HPCNCCU6TUTQYE16 US06367BTH23 0000927971 Certificate of Deposit Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0011 5000033.50 5000033.50 0.0037 N N Y 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 0.0010 3000223.80 3000223.80 0.0022 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 0.0013 5000832.50 5000832.50 0.0037 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 0.0013 5000897.00 5000897.00 0.0037 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 0.0013 6001455.00 6001455.00 0.0044 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 0.0014 2000508.00 2000508.00 0.0015 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 0.0014 3000771.30 3000771.30 0.0022 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417MMP7 L3I9ZG2KFGXZ61BMYR72 0000009631 Certificate of Deposit Y N/A N/A 2021-06-10 2021-06-10 2021-06-10 N N N 0.0017 10002307.00 10002307.00 0.0074 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417MMZ5 L3I9ZG2KFGXZ61BMYR72 0000009631 Certificate of Deposit Y N/A N/A 2021-06-21 2021-06-21 2021-06-21 N N N 0.0017 13003317.60 13003317.60 0.0096 N N N N Mizuho Corporate Bank Ltd. 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MUFG Bank Ltd., 0.24% 55380TLT5 C3GTMMZIHMY46P4OIX74 GJA993000 Certificate of Deposit Y N/A N/A 2021-04-12 2021-04-12 2021-04-12 N N N 0.0008 6001162.20 6001162.20 0.0044 N N N N Royal Bank of Canada Royal Bank of Canada, 0.25% 78012UB61 ES7IP3U3RHIGC71XBU11 0001000275 Certificate of Deposit Y N/A N/A 2021-06-14 2021-06-14 2021-06-14 N N N 0.0014 6001941.60 6001941.60 0.0044 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 0.0010 6000504.00 6000504.00 0.0044 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86565CUK3 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-04-07 2021-04-07 2021-04-07 N N N 0.0011 6000886.20 6000886.20 0.0044 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86565CUQ0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-04-08 2021-04-08 2021-04-08 N N N 0.0011 2000325.60 2000325.60 0.0015 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 86564GSK8 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0016 6000034.20 6000034.20 0.0044 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 86564GSH5 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2021-06-09 2021-06-09 2021-06-09 N N N 0.0016 3000008.70 3000008.70 0.0022 N N N N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.11% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2021-03-05 2021-03-05 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 0.0011 25155000.00 25155000.00 0.0186 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.25% RAN Series C 57582RM45 US57582RM453 Other Municipal Security Y N/A N/A 2021-06-17 2021-06-17 2021-06-17 N N N 0.0019 1300251.68 1300251.68 0.0010 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.34% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Note Y N/A N/A 2021-03-03 2021-03-05 2021-05-28 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0034 5000000.00 5000000.00 0.0037 N N Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2021-03-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer