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LLC 0000862124 084-01839 N N N Prime N 46 47 447184655.53 378720688.87 420592669.93 436847612.79 561339064.87 496875187.87 538746610.13 515002245.69 0.3300 0.2800 0.3100 0.3200 0.4200 0.3700 0.4000 0.3800 0.00 1255418495.35 1255358018.47 100606592.78 38333199.82 1317691888.31 1317690085.66 0.0019 1.0000 1.0000 1.0000 1.0000 C000019137 1.00 1317691888.31 1317690085.66 1.0000 1.0000 1.0000 1.0000 5573072.30 37635320.07 2268926.69 1826805.58 2906530.50 1322736.17 2442222.65 5780872.13 15119741.30 51983484.31 0.0018 N Bank of Nova Scotia Bank of Nova Scotia, 0.15% 06417JT85 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0015 11996642.40 11996642.40 0.0091 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 5997641.40 5997641.40 0.0046 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 5997641.40 5997641.40 0.0046 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.14% 06742V3X7 G5GSEF7VJP5I7OUK5573 HBG155000 Financial Company Commercial Paper Y N/A N/A 2021-05-11 2021-05-11 2021-05-11 N N N 0.0014 3999385.20 3999385.20 0.0030 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.14% 06742V3Y5 G5GSEF7VJP5I7OUK5573 HBG156000 Financial Company Commercial Paper Y N/A N/A 2021-05-12 2021-05-12 2021-05-12 N N N 0.0014 2999523.90 2999523.90 0.0023 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.18% 06742V4N8 G5GSEF7VJP5I7OUK5573 HCB960000 Financial Company Commercial Paper Y N/A N/A 2021-06-04 2021-06-04 2021-06-04 N N N 0.0018 6997725.00 6997725.00 0.0053 N N N N BNP Paribas Fortis BNP Paribas Fortis, 0.11% 09659JTF0 KGCEPHLVVKVRZYO1T647 HCJ992000 Financial Company Commercial Paper Y N/A N/A 2021-06-15 2021-06-15 2021-06-15 N N N 0.0011 2999334.90 2999334.90 0.0023 N N N N BNP Paribas SA BNP Paribas SA, 0.00% 09660ER11 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0000 2899995.97 2899995.97 0.0022 N Y Y N BNP Paribas SA BNP Paribas SA, 0.09% 09660ESC6 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-05-12 2021-05-12 2021-05-12 N N N 0.0009 6999232.10 6999232.10 0.0053 N N N N BNP Paribas SA BNP Paribas SA, 0.10% 09660ESH5 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-05-17 2021-05-17 2021-05-17 N N N 0.0010 3999498.80 3999498.80 0.0030 N N N N BNP Paribas SA BNP Paribas SA, 0.10% 09660ET19 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0010 4999130.50 4999130.50 0.0038 N N N N BNP Paribas SA BNP Paribas SA, 0.10% 09660ET43 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-06-04 2021-06-04 2021-06-04 N N N 0.0010 5998894.80 5998894.80 0.0046 N N N N BNP Paribas SA BNP Paribas SA, 0.10% 09660ET92 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-06-09 2021-06-09 2021-06-09 N N N 0.0010 6998597.90 6998597.90 0.0053 N N N N BNP Paribas SA BNP Paribas SA, 0.12% 09660EUC3 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-07-12 2021-07-12 2021-07-12 N N N 0.0012 6997536.70 6997536.70 0.0053 N N N N BofA Securities, Inc. 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Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.14% 60689PSJ6 RB0PEZSDGCO3JS6CEU02 HBF028000 Financial Company Commercial Paper Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0014 3999242.80 3999242.80 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.14% 60689PSK3 RB0PEZSDGCO3JS6CEU02 HBF509000 Financial Company Commercial Paper Y N/A N/A 2021-05-19 2021-05-19 2021-05-19 N N N 0.0014 3999221.60 3999221.60 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.14% 60689PSL1 RB0PEZSDGCO3JS6CEU02 HBG063000 Financial Company Commercial Paper Y N/A N/A 2021-05-20 2021-05-20 2021-05-20 N N N 0.0014 2999404.20 2999404.20 0.0023 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.19% 60689PTQ9 RB0PEZSDGCO3JS6CEU02 HDB398000 Financial Company Commercial Paper Y N/A N/A 2021-06-24 2021-06-24 2021-06-24 N N N 0.0019 3998271.60 3998271.60 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.19% 60689PTR7 RB0PEZSDGCO3JS6CEU02 HDC132000 Financial Company Commercial Paper Y N/A N/A 2021-06-25 2021-06-25 2021-06-25 N N N 0.0019 3998232.40 3998232.40 0.0030 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.11% 63873JSS0 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2021-05-26 2021-05-26 2021-05-26 N N N 0.0011 8998473.60 8998473.60 0.0068 N N N N National Bank of Canada National Bank of Canada, 0.06% 63307LR52 BSGEFEIOM18Y80CKCV46 GGH896000 Financial Company Commercial Paper Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 N N N 0.0006 5999946.60 5999946.60 0.0046 N N Y N National Bank of Canada National Bank of Canada, 0.08% 63307LRD5 BSGEFEIOM18Y80CKCV46 GHA853000 Financial Company Commercial Paper Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0008 5999833.20 5999833.20 0.0046 N N N N National Bank of Canada National Bank of Canada, 0.09% 63307LRL7 BSGEFEIOM18Y80CKCV46 GHD888000 Financial Company Commercial Paper Y N/A N/A 2021-04-20 2021-04-20 2021-04-20 N N N 0.0009 2999855.10 2999855.10 0.0023 N N N N National Bank of Canada National Bank of Canada, 0.11% 63307LSA0 BSGEFEIOM18Y80CKCV46 HBJ411000 Financial Company Commercial Paper Y N/A N/A 2021-05-10 2021-05-10 2021-05-10 N N N 0.0011 8998929.90 8998929.90 0.0068 N N N N National Bank of Canada National Bank of Canada, 0.11% 63307LSB8 BSGEFEIOM18Y80CKCV46 HBJ541000 Financial Company Commercial Paper Y N/A N/A 2021-05-11 2021-05-11 2021-05-11 N N N 0.0011 9998781.00 9998781.00 0.0076 N N N N National Bank of Canada National Bank of Canada, 0.11% 63307LSJ1 BSGEFEIOM18Y80CKCV46 GIE972000 Financial Company Commercial Paper Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0011 5999104.20 5999104.20 0.0046 N N N N National Bank of Canada National Bank of Canada, 0.12% 63307LT19 BSGEFEIOM18Y80CKCV46 HCG845000 Financial Company Commercial Paper Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0012 12997290.80 12997290.80 0.0099 N N N N National Bank of Canada National Bank of Canada, 0.13% 63307LTP6 BSGEFEIOM18Y80CKCV46 HCD519000 Financial Company Commercial Paper Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N N N 0.0013 999701.30 999701.30 0.0008 N N N N Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.00% 21687AR13 DG3RU1DBUFHT4ZF9WN62 0001098062 Financial Company Commercial Paper Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0000 7899984.20 7899984.20 0.0060 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.10% 78015CT93 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2021-06-09 2021-06-09 2021-06-09 N N N 0.0010 11997596.40 11997596.40 0.0091 N N N N Royal Bank of Canada Royal Bank of Canada, 0.14% 78015CWD0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2021-09-13 2021-09-13 2021-09-13 N N N 0.0014 12991907.50 12991907.50 0.0099 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.14% 83050TTM3 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y N/A N/A 2021-06-21 2021-06-21 2021-06-21 N N N 0.0014 12995884.20 12995884.20 0.0099 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.14% 83050TTN1 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y N/A N/A 2021-06-22 2021-06-22 2021-06-22 N N N 0.0014 6997724.30 6997724.30 0.0053 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.14% 83050TTP6 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N N N 0.0014 6997680.90 6997680.90 0.0053 N N N N Societe Generale Societe Generale, 0.11% 83369BSS6 O2RNE8IBXP4R0TD8PU41 HDG258000 Financial Company Commercial Paper Y N/A N/A 2021-05-26 2021-05-26 2021-05-26 N N N 0.0011 1449758.72 1449758.72 0.0011 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.15% 86562KU69 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N N N 0.0015 3998361.60 3998361.60 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 86564YT28 5493006GGLR4BTEL8O61 HCG822000 Financial Company Commercial Paper Y N/A N/A 2021-06-02 2021-06-02 2021-06-02 N N N 0.0012 2299505.04 2299505.04 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.14% 86564YTE2 5493006GGLR4BTEL8O61 HCF790000 Financial Company Commercial Paper Y N/A N/A 2021-06-14 2021-06-14 2021-06-14 N N N 0.0014 6998031.60 6998031.60 0.0053 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.14% 86564YTF9 5493006GGLR4BTEL8O61 HCG793000 Financial Company Commercial Paper Y N/A N/A 2021-06-15 2021-06-15 2021-06-15 N N N 0.0014 3998851.60 3998851.60 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.14% 86564YTG7 5493006GGLR4BTEL8O61 HCH387000 Financial Company Commercial Paper Y N/A N/A 2021-06-16 2021-06-16 2021-06-16 N N N 0.0014 2999121.00 2999121.00 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.14% 86564YTN2 5493006GGLR4BTEL8O61 HDA701000 Financial Company Commercial Paper Y N/A N/A 2021-06-22 2021-06-22 2021-06-22 N N N 0.0014 2999010.90 2999010.90 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.14% 86564YTN2 5493006GGLR4BTEL8O61 HDA002000 Financial Company Commercial Paper Y N/A N/A 2021-06-22 2021-06-22 2021-06-22 N N N 0.0014 5998021.80 5998021.80 0.0046 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.15% 86564YTP7 5493006GGLR4BTEL8O61 HDA705000 Financial Company Commercial Paper Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N N N 0.0015 2998992.00 2998992.00 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.15% 86564YTR3 5493006GGLR4BTEL8O61 HDC098000 Financial Company Commercial Paper Y N/A N/A 2021-06-25 2021-06-25 2021-06-25 N N N 0.0015 3998604.80 3998604.80 0.0030 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.08% 86960JRD9 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0008 10999682.10 10999682.10 0.0083 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.11% 89119AT81 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0011 4998917.00 4998917.00 0.0038 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.16% 89119AWG9 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0016 2997803.10 2997803.10 0.0023 N N N N UBS AG London Branch UBS AG London Branch, 0.21% 90351WWG6 BFM8T61CT2L1QCEMIK50 US90351WWG67 Financial Company Commercial Paper Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0021 9990470.00 9990470.00 0.0076 N N N N UBS AG London Branch UBS AG London Branch, 0.24% 90276JMG8 BFM8T61CT2L1QCEMIK50 US90276JMG84 Financial Company Commercial Paper Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0024 2997018.00 2997018.00 0.0023 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.15% 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 0.0015 5098631.16 5098631.16 0.0039 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.15% 04821TT88 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0015 999706.80 999706.80 0.0008 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.15% 04821TT88 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0015 9997068.00 9997068.00 0.0076 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.16% 04821TTU9 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-06-28 2021-06-28 2021-06-28 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0016 9996044.00 9996044.00 0.0076 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.16% 04821TU78 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0016 999561.70 999561.70 0.0008 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.16% 04821TUE3 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-07-14 2021-07-14 2021-07-14 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0016 2998582.50 2998582.50 0.0023 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.16% 04821TUS2 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-07-26 2021-07-26 2021-07-26 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0016 999467.00 999467.00 0.0008 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.16% 38346LTN6 549300Z2ZR7VTUMRPR17 HDG797000 Asset Backed Commercial Paper Y N/A N/A 2021-06-22 2021-06-22 2021-06-22 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0016 999631.10 999631.10 0.0008 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.16% 38346LTP1 549300Z2ZR7VTUMRPR17 HDH493000 Asset Backed Commercial Paper Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0016 999626.70 999626.70 0.0008 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.12% 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 0.0012 2999769.90 2999769.90 0.0023 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.13% 56274LS54 549300S0NSJYSOB32S63 HCI789000 Asset Backed Commercial Paper Y N/A N/A 2021-05-05 2021-05-05 2021-05-05 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0013 4999382.50 4999382.50 0.0038 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.14% 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 0.0014 13997778.20 13997778.20 0.0106 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.15% 56274LT12 549300S0NSJYSOB32S63 HCH554000 Asset Backed Commercial Paper Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0015 10997138.90 10997138.90 0.0083 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.15% 56274LT12 549300S0NSJYSOB32S63 HDB354000 Asset Backed Commercial Paper Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0015 999739.90 999739.90 0.0008 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.15% 56274LT20 549300S0NSJYSOB32S63 HCI177000 Asset Backed Commercial Paper Y N/A N/A 2021-06-02 2021-06-02 2021-06-02 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0015 8873654.96 8873654.96 0.0067 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.15% 56274LT38 549300S0NSJYSOB32S63 HCI936000 Asset Backed Commercial Paper Y N/A N/A 2021-06-03 2021-06-03 2021-06-03 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0015 1999463.20 1999463.20 0.0015 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.15% 56274LT79 549300S0NSJYSOB32S63 HDA041000 Asset Backed Commercial Paper Y N/A N/A 2021-06-07 2021-06-07 2021-06-07 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0015 2999133.00 2999133.00 0.0023 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.16% 56274LTH7 549300S0NSJYSOB32S63 HDF760000 Asset Backed Commercial Paper Y N/A N/A 2021-06-17 2021-06-17 2021-06-17 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0016 1999324.00 1999324.00 0.0015 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.14% 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 0.0014 999810.70 999810.70 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.14% 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 0.0014 999796.00 999796.00 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.15% 82124LT10 549300MYF6MOTU9T3G29 HCG802000 Asset Backed Commercial Paper Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0015 5998439.40 5998439.40 0.0046 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.15% 82124LT36 549300MYF6MOTU9T3G29 HCI683000 Asset Backed Commercial Paper Y N/A N/A 2021-06-03 2021-06-03 2021-06-03 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0015 999731.60 999731.60 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.15% 82124LT77 549300MYF6MOTU9T3G29 HCJ907000 Asset Backed Commercial Paper Y N/A N/A 2021-06-07 2021-06-07 2021-06-07 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0015 4998555.00 4998555.00 0.0038 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.16% 82124LTE2 549300MYF6MOTU9T3G29 HDD917000 Asset Backed Commercial Paper Y N/A N/A 2021-06-14 2021-06-14 2021-06-14 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0016 999677.10 999677.10 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.16% 82124LTG7 549300MYF6MOTU9T3G29 HDE437000 Asset Backed Commercial Paper Y N/A N/A 2021-06-16 2021-06-16 2021-06-16 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0016 999666.30 999666.30 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.16% 82124LTM4 549300MYF6MOTU9T3G29 HDF646000 Asset Backed Commercial Paper Y N/A N/A 2021-06-21 2021-06-21 2021-06-21 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0016 999642.40 999642.40 0.0008 N N N N Abn Amro Bank NV(TD) Abn Amro Bank NV(TD), 0.07% BFXS5XCH7N0Y05NIXW11 HDJ800000 Non-Negotiable Time Deposit Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0007 15000000.00 15000000.00 0.0114 N Y Y N Abn Amro Bank NV(TD) Abn Amro Bank NV(TD), 0.07% BFXS5XCH7N0Y05NIXW11 HDJ960000 Non-Negotiable Time Deposit Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0007 10000000.00 10000000.00 0.0076 N Y Y N Bank of Montreal Que (TD) Bank of Montreal Que (TD), 0.05% NQQ6HPCNCCU6TUTQYE16 HDJ858000 Non-Negotiable Time Deposit Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0005 11000000.00 11000000.00 0.0083 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.15% G5GSEF7VJP5I7OUK5573 HDJ802000 Non-Negotiable Time Deposit Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0015 51900000.00 51900000.00 0.0394 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.05% 1VUV7VQFKUOQSJ21A208 HDJ816000 Non-Negotiable Time Deposit Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0005 15000000.00 15000000.00 0.0114 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.13% 1VUV7VQFKUOQSJ21A208 HDJ952000 Non-Negotiable Time Deposit Y N/A N/A 2021-04-07 2021-04-07 2021-04-07 N N N 0.0013 3000000.00 3000000.00 0.0023 N N Y N ING Bank NV ING Bank NV, 0.07% 3TK20IVIUJ8J3ZU0QE75 HDJ309000 Non-Negotiable Time Deposit Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0009 15999990.40 15999990.40 0.0121 N Y Y N Mizuho Bank Ltd. Mizuho Bank Ltd., 0.07% RB0PEZSDGCO3JS6CEU02 HDJ855000 Non-Negotiable Time Deposit Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0007 3000000.00 3000000.00 0.0023 N Y Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 0.07% RB0PEZSDGCO3JS6CEU02 HDJ877000 Non-Negotiable Time Deposit Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0007 3000000.00 3000000.00 0.0023 N Y Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 0.12% RB0PEZSDGCO3JS6CEU02 HDI937000 Non-Negotiable Time Deposit Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 N N N 0.0014 12999963.60 12999963.60 0.0099 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.05% ES7IP3U3RHIGC71XBU11 HDJ820000 Non-Negotiable Time Deposit Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0005 17000000.00 17000000.00 0.0129 N Y Y N Bank of Montreal Bank of Montreal, 0.20% 06367CCV7 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-09-13 2021-09-13 2021-09-13 N N N 0.0017 5000667.50 5000667.50 0.0038 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 0.0010 5000494.50 5000494.50 0.0038 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 0.0010 5000586.00 5000586.00 0.0038 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 0.0011 6001009.80 6001009.80 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 0.0011 2000367.60 2000367.60 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 0.0011 3000558.90 3000558.90 0.0023 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 0.0016 10001831.00 10001831.00 0.0076 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 0.0016 13002512.90 13002512.90 0.0099 N N N N Bayerische Landesbank Bayerische Landesbank, 0.16% 0727MCJW8 VDYMYTQGZZ6DU0912C88 HDE495000 Certificate of Deposit Y N/A N/A 2021-05-04 2021-05-04 2021-05-04 N N N 0.0014 1000014.20 1000014.20 0.0008 N N N N Bayerische Landesbank Bayerische Landesbank, 0.16% 0727MCKD8 VDYMYTQGZZ6DU0912C88 HDI307000 Certificate of Deposit Y N/A N/A 2021-05-25 2021-05-25 2021-05-25 N N N 0.0017 4999900.50 4999900.50 0.0038 N N N N Credit Agricole CIB Credit Agricole CIB, 0.15% 22535CWA5 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2021-06-16 2021-06-16 2021-06-16 N N N 0.0012 3000186.00 3000186.00 0.0023 N N N N Credit Agricole CIB Credit Agricole CIB, 0.15% 22535CVZ1 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2021-06-17 2021-06-17 2021-06-17 N N N 0.0012 5000303.00 5000303.00 0.0038 N N N N DZ BANK AG DZ BANK AG, 0.15% 23328AU93 529900HNOAA1KXQJUQ27 HDJ856000 Certificate of Deposit Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0015 4000000.00 4000000.00 0.0030 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.13% 51501HEB1 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-04-08 2021-04-08 2021-04-08 N N N 0.0013 7000000.00 7000000.00 0.0053 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501HDT3 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-05-10 2021-05-10 2021-05-10 N N N 0.0012 7000233.10 7000233.10 0.0053 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.17% 60710AYX4 RB0PEZSDGCO3JS6CEU02 HCE073000 Certificate of Deposit Y N/A N/A 2021-06-10 2021-06-10 2021-06-10 N N N 0.0021 12999101.70 12999101.70 0.0099 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 0.24% 55380TLP3 C3GTMMZIHMY46P4OIX74 GJA176000 Certificate of Deposit Y N/A N/A 2021-04-09 2021-04-09 2021-04-09 N N N 0.0006 4000180.00 4000180.00 0.0030 N N N N MUFG Bank Ltd. 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 0.0006 6000360.00 6000360.00 0.0046 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 0.0013 6001435.80 6001435.80 0.0046 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.15% 86565CYA1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-04-29 2021-04-29 2021-04-29 N N N 0.0010 1000025.00 1000025.00 0.0008 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.17% 86565CE39 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0017 6999976.20 6999976.20 0.0053 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 0.0007 6000198.00 6000198.00 0.0046 N N Y 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 0.0007 2000079.60 2000079.60 0.0015 N N Y 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 0.0014 6000241.20 6000241.20 0.0046 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 0.0014 3000116.40 3000116.40 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 86564GVA6 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2021-07-12 2021-07-12 2021-07-12 N N N 0.0016 4000068.80 4000068.80 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 86564GUZ2 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2021-07-13 2021-07-13 2021-07-13 N N N 0.0016 3000043.20 3000043.20 0.0023 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 9127964P1 US9127964P13 U.S. Treasury Debt Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0000 13000000.00 13000000.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 9127964X4 US9127964X47 U.S. Treasury Debt Y N/A N/A 2021-04-08 2021-04-08 2021-04-08 N N N 0.0000 9999990.30 9999990.30 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.01% 9127964Y2 US9127964Y20 U.S. Treasury Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0001 13999931.96 13999931.96 0.0106 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.01% 912796F20 US912796F204 U.S. Treasury Debt Y N/A N/A 2021-04-27 2021-04-27 2021-04-27 N N N 0.0001 12999859.21 12999859.21 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.01% 9127964Z9 US9127964Z94 U.S. Treasury Debt Y N/A N/A 2021-04-29 2021-04-29 2021-04-29 N N N 0.0001 10199920.64 10199920.64 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.01% 9127965A3 US9127965A35 U.S. Treasury Debt Y N/A N/A 2021-05-06 2021-05-06 2021-05-06 N N N 0.0001 7999902.80 7999902.80 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.01% 9127962Y4 US9127962Y48 U.S. Treasury Debt Y N/A N/A 2021-05-20 2021-05-20 2021-05-20 N N N 0.0001 9099814.18 9099814.18 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.01% 912796A33 US912796A338 U.S. Treasury Debt Y N/A N/A 2021-05-27 2021-05-27 2021-05-27 N N N 0.0001 999980.56 999980.56 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 912796D97 US912796D977 U.S. Treasury Debt Y N/A N/A 2021-04-20 2021-04-20 2021-04-20 N N N 0.0002 8999916.84 8999916.84 0.0068 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 22999631.08 22999631.08 0.0175 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 912796A25 US912796A254 U.S. Treasury Debt Y N/A N/A 2021-05-13 2021-05-13 2021-05-13 N N N 0.0002 13999673.38 13999673.38 0.0106 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 912796C64 US912796C649 U.S. Treasury Debt Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0002 3999764.32 3999764.32 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2021-04-01 2021-10-31 2021-10-31 N N N 0.0012 3003423.75 3003423.75 0.0023 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.21% RUC0QBLBRPRCU4W1NE59 HDJ884000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VERIZON COMMUNICATIONS INC SR GLBL NT 51 2S72QS2UO2OESLG6Y829 2051-03-22 2051-03-22 3.55 - 3.55 3163281.00 3150018.94 Corporate Debt Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0021 3000000.00 3000000.00 0.0023 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.28% RUC0QBLBRPRCU4W1NE59 HDJ887000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HOWMET AEROSPACE INC COM 549300HO5WFZUT5N2T22 2500-12-31 2500-12-31 N/A 3192.00 101377.92 Equities FIRSTENERGY CORP COM 549300SVYJS666PQJH88 2500-12-31 2500-12-31 0 - 0 1688.00 58219.12 Equities PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 5521FA2ITF25TVH63740 2500-12-31 2500-12-31 N/A 346898.00 3080454.24 Equities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0028 3000000.00 3000000.00 0.0023 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.31% RUC0QBLBRPRCU4W1NE59 HDJ886000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ORACLE CORP SR GLBL NT 31 1Z4GXXU7ZHVWFCD8TV52 2031-03-25 2031-03-25 2.875 - 2.875 3100302.00 3150027.83 Corporate Debt Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0031 3000000.00 3000000.00 0.0023 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.37% 7VHWWWW4UJS7NUM3PT30 HDJ888000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ATLANTIC COASTAL ACQUISTN CORP UNIT EX 030226 2500-12-31 2500-12-31 N/A 35343.00 349895.70 Equities KHOSLA VENTURES ACQUT CO III COM CL A 2500-12-31 2500-12-31 N/A 17909.00 178552.73 Equities TAILWIND TWO ACQUISITION CORP UNIT EX 030128 2500-12-31 2500-12-31 N/A 806506.00 7976344.34 Equities SWEDISH EXPT CR CORP ELEMENT USETN22 2500-12-31 2500-12-31 N/A 7638.00 216269.97 Equities VIRTUOSO ACQUISITION CORP UNIT EX 011425 2500-12-31 2500-12-31 N/A 429927.00 4239080.22 Equities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0037 12000000.00 12000000.00 0.0091 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.46% 7VHWWWW4UJS7NUM3PT30 HDJ889000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MARLIN TECHNOLOGY CORP CL A SHS 2500-12-31 2500-12-31 N/A 1.00 9.71 Equities ALGONQUIN PWR UTILS CORP SUB NT A 19 549300K5VIUTJXQL7X75 2079-07-01 2079-07-01 6.2 - 6.2 5.00 137.05 Equities ARYA SCIENCES ACQU CORP IV CL A 2500-12-31 2500-12-31 N/A 98290.00 1026147.60 Equities DTE ENERGY CO JR SUB DB 2016 F 549300IX8SD6XXD71I78 2076-12-15 2076-12-15 6 - 6 1.00 25.95 Equities TEXAS CAP BANCSHARES INC SUB NT 6.50%42 549300466Q2SXRX0YM48 2042-09-21 2042-09-21 6.5 - 6.5 1223.00 31027.51 Equities SUSTAINABLE DEVELP ACQU I CORP UNIT EX 020426 2500-12-31 2500-12-31 N/A 81096.00 806905.20 Equities ANZU SPECIAL ACQUISITIN CORP I UNIT EX 012726 2500-12-31 2500-12-31 N/A 271.00 2696.45 Equities GIGCAPITAL4 INC UNIT 549300XGCF2ELN28CS63 2500-12-31 2500-12-31 N/A 282264.00 2780300.40 Equities KHOSLA VENTURES ACQUT CO III COM CL A 2500-12-31 2500-12-31 N/A 75509.00 752824.73 Equities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0046 5000000.00 5000000.00 0.0038 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.59% 7VHWWWW4UJS7NUM3PT30 HDG265000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TWELVE SEAS INVESTMENT CO II UNIT 2500-12-31 2500-12-31 N/A 626247.00 6174795.42 Equities SOGOU INC ADR REPSTG A 549300WNVDJ6CR8AY837 2500-12-31 2500-12-31 N/A 48756.00 385659.96 Equities DRAGONEER GROWTH OPT CORP III CL A SHS 2500-12-31 2500-12-31 N/A 9768.00 98461.44 Equities GLENFARNE MERGER CORP UNIT EX 031726 2500-12-31 2500-12-31 N/A 1992.00 19820.40 Equities INVESCO MORTGAGE CAPITAL INC 7.5% PFD SER C PV3BDP2HFZL2FNXQBL39 2500-12-31 2500-12-31 7.5 - 7.5 36659.00 882382.13 Equities Y N/A N/A 2021-05-05 2021-05-05 2021-05-24 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0059 7000000.00 7000000.00 0.0053 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.73% 549300HN4UKV1E2R3U73 HDI291000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 549300I9F52K06HPZX60 2500-12-31 2500-12-31 N/A 104766.00 3240412.38 Equities Y N/A N/A 2021-07-06 2021-07-06 2021-07-29 Y BANK OF AMERICA CORPORATION 1.0000 97 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0073 3000000.00 3000000.00 0.0023 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 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 549300I9F52K06HPZX60 2500-12-31 2500-12-31 N/A 104903.00 3244649.79 Equities Y N/A N/A 2021-07-06 2021-07-06 2021-07-26 Y BANK OF AMERICA CORPORATION 1.0000 97 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0078 3000000.00 3000000.00 0.0023 N N N Y 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 CITIMORTGAGE ALT LN TR 2007-A6 IA-2 20370625 FLT 2037-06-25 2037-06-25 5.291 - 5.291 179353.00 5196.85 Private Label Collateralized Mortgage Obligations UBS-BARCLY COML MTG TR 2012-C2 G 20630511 FLT 2063-05-11 2063-05-11 5 - 5 10000.00 529.67 Private Label Collateralized Mortgage Obligations GSR MTG TR 2004-9 B2 20340825 FLT 2034-08-25 2034-08-25 2.894 - 2.894 8208000.00 200055.17 Private Label Collateralized Mortgage Obligations CITIGRP COML MTG TR 2016-P4 A-4 20490712 2.90200 2049-07-12 2049-07-12 2.902 - 2.902 10000.00 10649.28 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2007-FS1 A-2A 20371025 FLT 2037-10-25 2037-10-25 1.359 - 1.359 12000000.00 2146013.26 Asset-Backed Securities MORGAN STANLEY CAP 2006-TOP21 C 20521012 FLT 2052-10-12 2052-10-12 5.6 - 5.6 74832.00 70152.67 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TRUST 2004-8 B-2 20340920 FLT 2034-09-20 2034-09-20 1.461 - 1.461 4100000.00 416264.93 Private Label Collateralized Mortgage Obligations GSAA HEQ TR 2006-10 AF-3 20360625 FLT 2036-06-25 2036-06-25 5.985 - 5.985 2000000.00 401901.32 Private Label Collateralized Mortgage Obligations 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 0.0023 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 COMM MTG TR 2014-LC17 E 20471011 3.11400 2047-10-11 2047-10-11 3.114 - 3.114 100000.00 73930.80 Private Label Collateralized Mortgage Obligations WAMU WMABS 2006-HE3 I-A 20360825 FLT 2036-08-25 2036-08-25 0.264 - 0.264 78069.00 9932.32 Asset-Backed Securities LONG BEACH MTG LN TR 2004-4 M-4 20341025 FLT 2034-10-25 2034-10-25 1.684 - 1.684 2360063.00 134087.10 Asset-Backed Securities SAXON ASSET SEC TR 2006-3 A-4 20361125 FLT 2036-11-25 2036-11-25 0.349 - 0.349 2041530.00 1810165.66 Asset-Backed Securities CWABS REVOLVING HEQ 2004-R 2-A 20300315 FLT 2030-03-15 2030-03-15 0.356 - 0.356 19181406.00 205020.23 Asset-Backed Securities 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 ING Financial Markets LLC ING Financial Markets LLC, 0.30% KBVRJ5K57JZ3E2AVWX40 HEA037000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MGM GROWTH PPTYS LLC CL A COM 549300E2UGIBHWE12262 2500-12-31 2500-12-31 N/A 33272.00 1080009.12 Equities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0030 1000000.00 1000000.00 0.0008 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.37% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SHOPIFY INC CL A 549300HGQ43STJLLP808 2500-12-31 2500-12-31 N/A 1030.00 1080140.40 Equities Y N/A N/A 2021-05-05 2021-05-05 2021-05-21 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0037 1000000.00 1000000.00 0.0008 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 SHOPIFY INC CL A 549300HGQ43STJLLP808 2500-12-31 2500-12-31 N/A 11332.00 11883641.76 Equities Y N/A N/A 2021-05-05 2021-05-05 2021-05-07 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0042 11000000.00 11000000.00 0.0083 N N N Y J.P. Morgan Securities, LLC J.P. 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0.649 4.00 3.77 Asset-Backed Securities DISH DBS CORPORATION SR NT 5%23 2023-03-15 2023-03-15 5 - 5 3000.00 3111.67 Corporate Debt Securities NATIXIS COM MTG SEC 2019-10K E 20390517 FLT 2039-05-17 2039-05-17 4.135 - 4.135 2720.00 2554.55 Private Label Collateralized Mortgage Obligations STRUCTURED ASSET SEC 2007-MLN1 A4 20370125 FLT 2037-01-25 2037-01-25 0.349 - 0.349 1310.00 841.58 Asset-Backed Securities SPIRIT AEROSYSTEMS INC 3.95%23 ZD2NBKV6GCC3UMGBM518 2023-06-15 2023-06-15 3.95 - 3.95 211899.00 212509.39 Corporate Debt Securities KENNEDY WILSON INC SR GLBL NT 5%31 5EA4464UK7FM5QNNKL62 2031-03-01 2031-03-01 5 - 5 3.00 3.05 Corporate Debt Securities SLM CORP FR 5.5%012523 54930067J0ZNOEBRW338 2023-01-25 2023-01-25 5.5 - 5.5 4000.00 4165.33 Corporate Debt Securities T-MOBILE US INC SR GLBL NT 21 549300ZTTY7CXOLJ6539 2021-09-15 2021-09-15 7.25 - 7.25 2000.00 2053.94 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 2000.00 2040.89 Corporate Debt Securities INDIGO NAT RES LLC SR GLBL 144A 29 549300F7DOI6H6TA3C86 2029-02-01 2029-02-01 5.375 - 5.375 2.00 1.98 Corporate Debt Securities UNITED AIRLINES PT CERT 2007-1 A 20240102 6.63600 2024-01-02 2024-01-02 6.636 - 6.636 260255.00 87428.37 Asset-Backed Securities CITIGROUP COML MTG TR 2019-C7 805C 20721216 FLT 2072-12-16 2072-12-16 3.79 - 3.79 11092.00 9652.50 Private Label Collateralized Mortgage Obligations SEALED AIR CORPORATION SR 144A NT 24 Q0M0CZB4YN6JZ65WXI09 2024-12-01 2024-12-01 5.125 - 5.125 544000.00 596813.33 Corporate Debt Securities CITIGROUP MTG LN TR 2007-SHL1 M-1 20461125 FLT 2046-11-25 2046-11-25 0.809 - 0.809 1093.00 994.75 Asset-Backed Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 23 2023-03-01 2023-03-01 4 - 4 34.00 34.45 Corporate Debt Securities Y N/A N/A 2021-04-06 2021-04-06 2021-04-06 N N N 0.0041 1000000.00 1000000.00 0.0008 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.47% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WIX COM LTD SR GLBL COCO 25 5493008P6N29Q1AG9464 2025-08-15 2025-08-15 N/A 124000.00 129968.12 Equities CANADIAN SOLAR INC SR GLBL 144A 25 5493001XSC6TKMBVOM15 2025-10-01 2025-10-01 2.5 - 2.5 365000.00 549544.00 Equities NICE LTD SR COCO 25 254900YTY4EF5Z4W0A51 2025-09-15 2025-09-15 N/A 388000.00 401463.60 Equities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0047 1000000.00 1000000.00 0.0008 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.50% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DISH NETWORK CORPORATION GLBL COCO 25 529900U350CWHH15G169 2025-12-15 2025-12-15 N/A 3098853.00 3240315.64 Equities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0050 3000000.00 3000000.00 0.0023 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MEDALLIA INC SR GLBL COCO 25 5493009P6W6C5BK60J60 2025-09-15 2025-09-15 0.125 - 0.125 4350687.00 4321170.01 Equities Y N/A N/A 2021-06-15 2021-06-15 2021-06-15 N N N 0.0075 4000000.00 4000000.00 0.0030 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.78% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INNOVIVA INC 2.125%23 549300ACOX4QTBES6535 2023-01-15 2023-01-15 2.125 - 2.125 7535000.00 7564131.15 Equities Y N/A N/A 2021-06-07 2021-06-07 2021-06-07 N N N 0.0078 7000000.00 7000000.00 0.0053 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.80% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SEA LTD SR COCO 24 529900OM6JLLW44YKI15 2024-12-01 2024-12-01 1 - 1 1013000.00 4326964.22 Equities Y N/A N/A 2021-05-07 2021-05-07 2021-05-07 N N N 0.0080 4000000.00 4000000.00 0.0030 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.80% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PINDUODUO INC SR GLBL COCO 25 5493000573DS7005T657 2025-12-01 2025-12-01 N/A 3088000.00 3244345.44 Equities Y N/A N/A 2021-05-11 2021-05-11 2021-05-11 N N N 0.0080 3000000.00 3000000.00 0.0023 N N N Y Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.10% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2021-04-07 2021-04-07 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 0.0010 25155000.00 25155000.00 0.0191 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.01% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-12 2021-08-12 0 - 0 6130000.00 6129429.30 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 6000000.00 6000000.00 0.0046 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.01% RB0PEZSDGCO3JS6CEU02 HDJ832000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 1906000.00 2045407.51 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 2000000.00 2000000.00 0.0015 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 HDJ822000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2028-08-15 0.25 - 2.875 10700900.00 11219232.49 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 11000000.00 11000000.00 0.0083 N Y 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 0.0017 1300219.70 1300219.70 0.0010 N N N N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 HDJ808000 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 2043-02-15 2043-02-15 0.625 - 0.625 795200.00 1030073.51 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 1000000.00 1000000.00 0.0008 N Y Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.34% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Note Y N/A N/A 2021-04-07 2021-04-07 2021-05-28 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0034 5000000.00 5000000.00 0.0038 N N Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2021-04-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer