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LLC 0000862124 084-01839 N N N Prime N 35 36 425169848.66 401471102.76 383440542.72 410604299.73 415386657.41 499325273.76 508625788.96 491995223.30 492759292.03 496541530.91 0.3200 0.3000 0.2900 0.3100 0.3100 0.3700 0.3800 0.3700 0.3700 0.3700 0.00 1306745744.23 1306690255.43 143128620.38 137407149.15 1312467215.46 1312470588.72 0.0019 1.0000 1.0000 1.0000 1.0000 1.0000 C000019137 1.00 1312467215.46 1312470588.72 1.0000 1.0000 1.0000 1.0000 1.0000 2247875.99 5725819.05 2923867.81 5648687.43 1589660.03 3656670.57 2303783.96 574404.54 803881.16 3056552.52 7940079.79 13244383.75 0.0018 N Bank of Nova Scotia Bank of Nova Scotia, 0.13% 06417JT85 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0013 11998270.80 11998270.80 0.0091 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.14% 06417JTU6 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2021-06-28 2021-06-28 2021-06-28 N N N 0.0014 5998623.60 5998623.60 0.0046 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.14% 06417JTU6 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2021-06-28 2021-06-28 2021-06-28 N N N 0.0014 5998623.60 5998623.60 0.0046 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.07% 06742V3X7 G5GSEF7VJP5I7OUK5573 HBG155000 Financial Company Commercial Paper Y N/A N/A 2021-05-11 2021-05-11 2021-05-11 N N N 0.0007 3999920.40 3999920.40 0.0030 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.07% 06742V3Y5 G5GSEF7VJP5I7OUK5573 HBG156000 Financial Company Commercial Paper Y N/A N/A 2021-05-12 2021-05-12 2021-05-12 N N N 0.0007 2999934.00 2999934.00 0.0023 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.15% 06742V4N8 G5GSEF7VJP5I7OUK5573 HCB960000 Financial Company Commercial Paper Y N/A N/A 2021-06-04 2021-06-04 2021-06-04 N N N 0.0015 6998992.70 6998992.70 0.0053 N N N N BNP Paribas Fortis BNP Paribas Fortis, 0.10% 09659JTF0 KGCEPHLVVKVRZYO1T647 HCJ992000 Financial Company Commercial Paper Y N/A N/A 2021-06-15 2021-06-15 2021-06-15 N N N 0.0010 2999631.90 2999631.90 0.0023 N N N N BNP Paribas SA BNP Paribas SA, 0.06% 09660ESC6 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-05-12 2021-05-12 2021-05-12 N N N 0.0006 6999850.90 6999850.90 0.0053 N N N N BNP Paribas SA BNP Paribas SA, 0.07% 09660ESH5 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-05-17 2021-05-17 2021-05-17 N N N 0.0007 3999869.60 3999869.60 0.0030 N N N N BNP Paribas SA BNP Paribas SA, 0.08% 09660ET19 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0008 4999635.50 4999635.50 0.0038 N N N N BNP Paribas SA BNP Paribas SA, 0.09% 09660ET43 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-06-04 2021-06-04 2021-06-04 N N N 0.0009 5999504.40 5999504.40 0.0046 N N N N BNP Paribas SA BNP Paribas SA, 0.09% 09660ET92 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-06-09 2021-06-09 2021-06-09 N N N 0.0009 6999300.00 6999300.00 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 6998310.90 6998310.90 0.0053 N N N N BofA Securities, Inc. 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N N N 0.0015 6998433.40 6998433.40 0.0053 N N N N Credit Suisse AG Credit Suisse AG, 0.15% 2254EATP8 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N N N 0.0015 6998404.00 6998404.00 0.0053 N N N N Credit Suisse AG Credit Suisse AG, 0.15% 2254EATQ6 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2021-06-24 2021-06-24 2021-06-24 N N N 0.0015 6998374.60 6998374.60 0.0053 N N N N Credit Suisse AG Credit Suisse AG, 0.15% 2254EATR4 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2021-06-25 2021-06-25 2021-06-25 N N N 0.0015 3999060.40 3999060.40 0.0030 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.09% 31428FT96 549300B2Q47IR0CR5B54 HCJ967000 Financial Company Commercial Paper Y N/A N/A 2021-06-09 2021-06-09 2021-06-09 N N N 0.0009 1999800.00 1999800.00 0.0015 N N N N ING U.S. Funding LLC ING U.S. Funding LLC, 0.09% 45685QT33 HCH545000 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Lloyds Bank PLC, 0.07% 53943RSJ9 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0007 2999892.00 2999892.00 0.0023 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.09% 53943RT82 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0009 2999710.80 2999710.80 0.0023 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.09% 53943RTB5 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-06-11 2021-06-11 2021-06-11 N N N 0.0009 2999678.10 2999678.10 0.0023 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.10% 53943RTF6 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-06-15 2021-06-15 2021-06-15 N N N 0.0010 2999631.90 2999631.90 0.0023 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.10% 53943RTG4 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-06-16 2021-06-16 2021-06-16 N N N 0.0010 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2021-07-26 2021-07-26 2021-07-26 N N N 0.0012 3998849.60 3998849.60 0.0030 N N N N Mitsubishi UFJ Trust & Banking Corp. 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Mitsubishi UFJ Trust & Banking Corp., 0.14% 60682YUP7 JBONEPAGQXF4QP29B387 HDF058000 Financial Company Commercial Paper Y N/A N/A 2021-07-23 2021-07-23 2021-07-23 N N N 0.0014 999682.70 999682.70 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.16% 60682YVJ0 JBONEPAGQXF4QP29B387 HEG427000 Financial Company Commercial Paper Y N/A N/A 2021-08-18 2021-08-18 2021-08-18 N N N 0.0016 2998533.30 2998533.30 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.16% 60682YVL5 JBONEPAGQXF4QP29B387 HEF837000 Financial Company Commercial Paper Y N/A N/A 2021-08-20 2021-08-20 2021-08-20 N N N 0.0016 3997984.00 3997984.00 0.0030 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.17% 60682YVR2 JBONEPAGQXF4QP29B387 HEH493000 Financial Company Commercial Paper Y N/A N/A 2021-08-25 2021-08-25 2021-08-25 N N N 0.0017 2998371.90 2998371.90 0.0023 N N N N Mizuho Bank Ltd. 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Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.14% 60689PTQ9 RB0PEZSDGCO3JS6CEU02 HDB398000 Financial Company Commercial Paper Y N/A N/A 2021-06-24 2021-06-24 2021-06-24 N N N 0.0014 3999175.20 3999175.20 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.14% 60689PTR7 RB0PEZSDGCO3JS6CEU02 HDC132000 Financial Company Commercial Paper Y N/A N/A 2021-06-25 2021-06-25 2021-06-25 N N N 0.0014 3999153.60 3999153.60 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.18% 60689PUW4 RB0PEZSDGCO3JS6CEU02 HEG412000 Financial Company Commercial Paper Y N/A N/A 2021-07-30 2021-07-30 2021-07-30 N N N 0.0018 3998180.00 3998180.00 0.0030 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.09% 63873JSS0 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2021-05-26 2021-05-26 2021-05-26 N N N 0.0009 8999427.60 8999427.60 0.0069 N N N N National Bank of Canada National Bank of Canada, 0.06% 63307LSA0 BSGEFEIOM18Y80CKCV46 HBJ411000 Financial Company Commercial Paper Y N/A N/A 2021-05-10 2021-05-10 2021-05-10 N N N 0.0006 8999839.80 8999839.80 0.0069 N N N N National Bank of Canada National Bank of Canada, 0.07% 63307LSB8 BSGEFEIOM18Y80CKCV46 HBJ541000 Financial Company Commercial Paper Y N/A N/A 2021-05-11 2021-05-11 2021-05-11 N N N 0.0007 9999801.00 9999801.00 0.0076 N N N N National Bank of Canada National Bank of Canada, 0.07% 63307LSJ1 BSGEFEIOM18Y80CKCV46 GIE972000 Financial Company Commercial Paper Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0007 5999784.00 5999784.00 0.0046 N N N N National Bank of Canada National Bank of Canada, 0.08% 63307LT19 BSGEFEIOM18Y80CKCV46 HCG845000 Financial Company Commercial Paper Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0008 12999052.30 12999052.30 0.0099 N N N N National Bank of Canada National Bank of Canada, 0.11% 63307LTP6 BSGEFEIOM18Y80CKCV46 HCD519000 Financial Company Commercial Paper Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N N N 0.0011 999844.00 999844.00 0.0008 N N N N National Bank of Canada National Bank of Canada, 0.17% 63307LX48 BSGEFEIOM18Y80CKCV46 HEB867000 Financial Company Commercial Paper Y N/A N/A 2021-10-04 2021-10-04 2021-10-04 N N N 0.0017 9992673.00 9992673.00 0.0076 N N N N Royal Bank of Canada Royal Bank of Canada, 0.07% 78015CT93 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2021-06-09 2021-06-09 2021-06-09 N N N 0.0007 11999066.40 11999066.40 0.0091 N N N N Royal Bank of Canada Royal Bank of Canada, 0.13% 78015CWD0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2021-09-13 2021-09-13 2021-09-13 N N N 0.0013 12993713.20 12993713.20 0.0099 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.10% 83050TTM3 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y N/A N/A 2021-06-21 2021-06-21 2021-06-21 N N N 0.0010 12998085.10 12998085.10 0.0099 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.10% 83050TTN1 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y N/A N/A 2021-06-22 2021-06-22 2021-06-22 N N N 0.0010 6998938.80 6998938.80 0.0053 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.11% 83050TTP6 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N N N 0.0011 6998908.00 6998908.00 0.0053 N N N N Societe Generale Societe Generale, 0.09% 83369BSS6 O2RNE8IBXP4R0TD8PU41 HDG258000 Financial Company Commercial Paper Y N/A N/A 2021-05-26 2021-05-26 2021-05-26 N N N 0.0009 1449910.97 1449910.97 0.0011 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.12% 86562KU69 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N N N 0.0012 3999144.00 3999144.00 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 86564YT28 5493006GGLR4BTEL8O61 HCG822000 Financial Company Commercial Paper Y N/A N/A 2021-06-02 2021-06-02 2021-06-02 N N N 0.0009 2299806.11 2299806.11 0.0018 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YTE2 5493006GGLR4BTEL8O61 HCF790000 Financial Company Commercial Paper Y N/A N/A 2021-06-14 2021-06-14 2021-06-14 N N N 0.0010 6999125.00 6999125.00 0.0053 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YTF9 5493006GGLR4BTEL8O61 HCG793000 Financial Company Commercial Paper Y N/A N/A 2021-06-15 2021-06-15 2021-06-15 N N N 0.0010 3999483.60 3999483.60 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YTG7 5493006GGLR4BTEL8O61 HCH387000 Financial Company Commercial Paper Y N/A N/A 2021-06-16 2021-06-16 2021-06-16 N N N 0.0010 2999604.30 2999604.30 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YTN2 5493006GGLR4BTEL8O61 HDA002000 Financial Company Commercial Paper Y N/A N/A 2021-06-22 2021-06-22 2021-06-22 N N N 0.0011 5999072.40 5999072.40 0.0046 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YTN2 5493006GGLR4BTEL8O61 HDA701000 Financial Company Commercial Paper Y N/A N/A 2021-06-22 2021-06-22 2021-06-22 N N N 0.0011 2999536.20 2999536.20 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YTP7 5493006GGLR4BTEL8O61 HDA705000 Financial Company Commercial Paper Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N N N 0.0011 2999523.00 2999523.00 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YTR3 5493006GGLR4BTEL8O61 HDC098000 Financial Company Commercial Paper Y N/A N/A 2021-06-25 2021-06-25 2021-06-25 N N N 0.0011 3999334.40 3999334.40 0.0030 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 4999442.00 4999442.00 0.0038 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.15% 89119AWG9 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0015 2998343.70 2998343.70 0.0023 N N N N UBS AG London Branch UBS AG London Branch, 0.18% 90351WWG6 BFM8T61CT2L1QCEMIK50 US90351WWG67 Financial Company Commercial Paper Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0018 9993050.00 9993050.00 0.0076 N N N N UBS AG London Branch UBS AG London Branch, 0.23% 90276JMG8 BFM8T61CT2L1QCEMIK50 US90276JMG84 Financial Company Commercial Paper Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0023 2997695.10 2997695.10 0.0023 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.13% 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 0.0013 5099397.69 5099397.69 0.0039 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.13% 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 0.0013 9998570.00 9998570.00 0.0076 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.13% 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 0.0013 999857.00 999857.00 0.0008 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.15% 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 0.0015 9997558.00 9997558.00 0.0076 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.15% 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 0.0015 999711.00 999711.00 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 2999031.30 2999031.30 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 999615.80 999615.80 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 999771.80 999771.80 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 999766.00 999766.00 0.0008 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.08% 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 0.0008 4999946.50 4999946.50 0.0038 N N Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.09% 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 0.0009 13999570.20 13999570.20 0.0107 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.12% 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 0.0012 999890.70 999890.70 0.0008 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.12% 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 0.0012 10998797.70 10998797.70 0.0084 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.13% 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 0.0013 8874990.80 8874990.80 0.0068 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.13% 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 0.0013 1999763.80 1999763.80 0.0015 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.13% 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 0.0013 2999585.10 2999585.10 0.0023 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.14% 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 0.0014 1999621.40 1999621.40 0.0015 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.11% 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 0.0011 999945.00 999945.00 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.12% 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 0.0012 999930.00 999930.00 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.12% 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 0.0012 5999344.20 5999344.20 0.0046 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.13% 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 0.0013 999881.90 999881.90 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.13% 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 0.0013 4999308.50 4999308.50 0.0038 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.14% 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 0.0014 999825.00 999825.00 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.14% 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 0.0014 999815.90 999815.90 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.15% 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 0.0015 999790.60 999790.60 0.0008 N N N 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 5000603.00 5000603.00 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 0.0009 5000060.00 5000060.00 0.0038 N Y Y 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 0.0009 6000348.60 6000348.60 0.0046 N N N N Bank of Montreal Bank of Montreal, 0.25% 06367C3Q8 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0009 2000158.80 2000158.80 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 0.0009 3000251.70 3000251.70 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 0.0014 10001205.00 10001205.00 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 0.0015 13001931.80 13001931.80 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 0.0007 1000010.00 1000010.00 0.0008 N N Y 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 0.0012 5000121.50 5000121.50 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 0.0011 3000172.20 3000172.20 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 0.0011 5000293.00 5000293.00 0.0038 N N N N Credit Agricole CIB Credit Agricole CIB, 0.16% 22535CXP1 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0015 11000114.40 11000114.40 0.0084 N N N N Credit Agricole CIB Credit Agricole CIB, 0.16% 22535CYZ8 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 N N N 0.0016 7999916.80 7999916.80 0.0061 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 0.0012 4000203.20 4000203.20 0.0030 N N N 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 0.0008 7000126.70 7000126.70 0.0053 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501HED7 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-05-17 2021-05-17 2021-05-17 N N N 0.0010 10000250.00 10000250.00 0.0076 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 0.0017 12999925.90 12999925.90 0.0099 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 0.0010 6001124.40 6001124.40 0.0046 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 0.0014 7000474.60 7000474.60 0.0053 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 0.0011 6000351.00 6000351.00 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 0.0011 3000176.70 3000176.70 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 0.0013 4000332.40 4000332.40 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 0.0013 3000252.60 3000252.60 0.0023 N N N N Bank of America NA Bank of America NA, 0.19% 06052TN63 B4TYDEB6GKMZO031MB27 0001102113 Certificate of Deposit Y N/A N/A 2021-10-19 2021-10-19 2021-10-19 N N N 0.0018 4000152.40 4000152.40 0.0030 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 0.02% HFB540000 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 2025-08-15 2029-05-15 2 - 2.375 3790600.00 4080076.48 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0002 4000000.00 4000000.00 0.0030 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.01%, dated 4/30/2021 due 05/03/2021 B4TYDEB6GKMZO031MB27 HFC035000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-03-20 2050-07-20 2.5 - 3.5 8478745.00 7222626.02 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 7081000.00 7081000.00 0.0054 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 HFB886000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-07-20 2047-07-20 4.5 - 4.5 3517845.00 1020001.08 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 1000000.00 1000000.00 0.0008 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.01%, dated 4/30/2021 due 05/03/2021 VJW2DOOHGDT6PR0ZRO63 HFC035000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-08-15 2051-04-20 2 - 9 526427.00 379373.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-05-25 2051-04-01 0.25 - 8 1107105.00 975994.34 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-05-06 2051-02-15 0 - 8 2877719.00 2833254.31 U.S. Treasuries (including strips) Federal Farm Credit Bank 2021-05-13 2029-09-10 0.045 - 5.24 225859.00 226121.56 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 2051-04-01 0.19 - 9 2835707.00 2654551.76 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-05-28 2032-05-04 0 - 5.375 445635.00 450325.58 Agency Debentures and Agency Strips Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 7372000.00 7372000.00 0.0056 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.01%, dated 4/30/2021 due 05/03/2021 8NAV47T0Y26Q87Y0QP81 HFC035000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-12-15 2051-04-20 1.5 - 9 12999140.00 7734307.28 Agency Mortgage-Backed Securities Resolution Funding Corp 2022-07-15 2024-01-15 0 - 0 1270.00 1257.78 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2028-03-31 2048-08-15 1.25 - 3.625 914171.00 1035048.79 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2065-09-15 0.75 - 5.25 29182.00 38664.23 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-05-25 2038-09-13 3.54 - 4.08 153856.00 161223.82 Agency Debentures and Agency Strips Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0001 8786000.00 8786000.00 0.0067 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.01%, dated 4/30/2021 due 05/03/2021 E57ODZWZ7FF32TWEFA76 HFC035000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-09-15 2065-09-15 0 - 5.98 58324.00 49210.55 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-10-08 2049-10-15 0.05 - 2.625 24356.00 24243.71 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-05-27 2050-02-15 0 - 8.125 1476794.00 1616087.28 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-08-15 2051-03-20 2 - 10.5 234647.00 170614.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-12-01 2049-07-01 0 - 9 31268.00 9852.36 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 2050-03-01 0 - 8.5 40895.00 29225.21 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-07-20 2028-11-16 0.025 - 3.25 89265.00 92555.35 Agency Debentures and Agency Strips Resolution Funding Corp 5493006TKFPYISY2DS54 2028-04-15 2030-04-15 0 - 0 22448.00 19158.63 Agency Debentures and Agency Strips Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 1967000.00 1967000.00 0.0015 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.01%, dated 4/30/2021 due 05/03/2021 MBNUM2BPBDO7JBLYG310 HFC035000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-11-01 2049-09-01 1.5 - 7 4787619.00 2117112.43 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 2.125 - 2.125 0.00 0.69 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-01-01 2049-09-01 1.5 - 5 1933045.00 892909.49 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0001 2951000.00 2951000.00 0.0022 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.01%, dated 4/30/2021 due 05/03/2021 1VUV7VQFKUOQSJ21A208 HFC035000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-12-01 2059-04-01 2 - 4.5 1715815.00 901859.20 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-05-15 2031-02-15 0 - 3 8444518.00 8546495.13 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-03-01 2051-03-01 2 - 2 211396.00 212073.81 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 9471000.00 9471000.00 0.0072 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.01% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-06-15 2047-10-20 3 - 8 21750352.00 2040001.71 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 2000000.00 2000000.00 0.0015 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.01%, dated 4/30/2021 due 05/03/2021 CYYGQCGNHMHPSMRL3R97 HFC035000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-04-01 2051-01-01 2.5 - 5 429390.00 235707.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-11-20 2049-04-20 3 - 4 95111.00 28455.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-10-01 2052-03-01 2 - 5.5 801905.00 435877.06 Agency Mortgage-Backed Securities Resolution Funding Corp 2025-01-15 2030-04-15 0 - 0 3233.00 2740.67 Agency Debentures and Agency Strips Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 689000.00 689000.00 0.0005 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.01%, dated 4/30/2021 due 05/03/2021 KBVRJ5K57JZ3E2AVWX40 HFC035000_03735 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 2021-06-30 2049-11-15 0 - 5.5 506116.00 561257.52 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 550000.00 550000.00 0.0004 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.01%, dated 4/30/2021 due 05/03/2021 ZOMOLU8CGIZRYZ7PFU34 HFC035000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-01-01 2051-04-01 1.5 - 4.5 4052883.00 1136550.03 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-05-15 2051-02-15 0.125 - 6.375 1119845.00 1205098.23 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-06-15 2051-02-20 2.5 - 6.5 3766533.00 587484.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-04-01 2058-01-01 2 - 5 3992202.00 2188123.34 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 5015000.00 5015000.00 0.0038 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.01%, dated 4/30/2021 due 05/03/2021 7TK5RJIZDFROZCA6XF66 HFC035000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-04-01 2051-04-01 2 - 3.5 498956.00 501840.42 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 492000.00 492000.00 0.0004 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.01% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-01-01 2036-09-01 2 - 5.5 108659001.00 3060002.55 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 3000000.00 3000000.00 0.0023 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.01%, dated 4/30/2021 due 05/03/2021 OXTKY6Q8X53C9ILVV871 HFC035000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 2022-04-08 2037-03-26 0.375 - 3.47 20012.00 20079.72 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2042-12-15 2.875 - 3.5 24290.00 27871.34 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-05-15 2069-11-20 1.5 - 9.5 6119338.00 1383283.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-25 2056-05-01 0.375 - 9 17951529.00 3110847.15 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-12-08 2028-11-16 2.875 - 5.375 12580.00 13998.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-05-15 2051-04-01 0.375 - 9.5 7773524.00 2161958.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-05-13 2040-11-15 0 - 7.625 6309684.00 6971392.98 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 13421000.00 13421000.00 0.0102 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.01%, dated 4/30/2021 due 05/03/2021 549300QJJX6CVVUXLE15 HFC035000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-07-01 2048-04-01 1.5 - 4.5 520791.00 242662.15 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-05-27 2051-02-15 0 - 6.375 8396215.00 8997112.21 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-08-01 2051-04-01 1 - 6.5 4544485.00 3126975.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-09-20 2062-05-15 1.5 - 4.5 9330753.00 8084360.33 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 20021000.00 20021000.00 0.0153 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.01%, dated 4/30/2021 due 05/03/2021 O2RNE8IBXP4R0TD8PU41 HFC035000_00925 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 556560.00 471591.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-08-15 2051-02-01 0 - 5.558 21523.00 17996.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2048-05-01 1.663 - 4 34683.00 25380.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-04-20 2061-05-15 2.125 - 4.5 44557.00 14329.42 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-06-04 2021-06-04 0.02 - 0.02 2243.00 2243.12 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-05-15 2051-02-15 0 - 8 3213467.00 3350061.99 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 3801000.00 3801000.00 0.0029 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.01%, dated 4/30/2021 due 05/03/2021 5U0XI89JRFVHWIBS4F54 HFC035000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-09-01 2.5 - 4 3763820.00 1474765.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-03-20 2051-03-20 2 - 4.5 7785707.00 5367116.90 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-12-02 2030-05-15 0 - 2.875 12507017.00 13071759.52 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 2050-10-01 2 - 4 10265864.00 5483359.57 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 24899000.00 24899000.00 0.0190 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.01%, dated 4/30/2021 due 05/03/2021 5U0XI89JRFVHWIBS4F54 HFC035000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 13219687.00 3533405.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-06-01 2 - 4 26399903.00 12336141.10 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 15541000.00 15541000.00 0.0118 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.01% SUVUFHICNZMP2WKHG940 HFB572000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 2022-03-15 2023-06-09 0.18 - 0.33 6105000.00 6120761.56 Agency Debentures and Agency Strips Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 6000000.00 6000000.00 0.0046 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.01%, dated 4/30/2021 due 05/03/2021 VYVVCKR63DVZZN70PB21 HFC035000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 2022-04-08 2023-03-10 0.05 - 0.375 37298.00 37393.06 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2022-04-28 2025-01-06 0 - 0.16 39950.00 39922.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2051-02-15 1.25 - 7.625 408427.00 452343.48 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 515000.00 515000.00 0.0004 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.19% RUC0QBLBRPRCU4W1NE59 HFB850000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ONE GAS INC GLBL NT 1.1%24 549300HXDWI0LATTX840 2024-03-11 2024-03-11 1.1 - 1.1 3000000.00 3006081.67 Corporate Debt Securities FISERV INC SR GLBL NT 30 GI7UBEJLXYLGR2C7GV83 2030-06-01 2030-06-01 2.65 - 2.65 140000.00 143995.33 Corporate Debt Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0019 3000000.00 3000000.00 0.0023 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.26% RUC0QBLBRPRCU4W1NE59 HFB851000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PIONEER NAT RES CO COM FY8JBF7CCL2VE4F1B628 2500-12-31 2500-12-31 0 - 0 20306.00 3240228.42 Equities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0026 3000000.00 3000000.00 0.0023 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.29% RUC0QBLBRPRCU4W1NE59 HFB857000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AVALONBAY CMNTYS INC FR 2.45%011531 2031-01-15 2031-01-15 2.45 - 2.45 1035000.00 1047363.94 Corporate Debt Securities BOEING CO CR SEN SR GLBL28 RVHJWBXLJ1RFUBSY1F30 2028-02-01 2028-02-01 3.25 - 3.25 13000.00 13647.85 Corporate Debt Securities CIT GROUP INC SR GLBL NT 25 N8O96ZZJQRFYQUJY7K79 2025-03-07 2025-03-07 5.25 - 5.25 1867000.00 2130597.06 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT5.7%40 549300GHBMY8T5GXDE41 2040-10-15 2040-10-15 5.7 - 5.7 13000.00 18014.69 Corporate Debt Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0029 3000000.00 3000000.00 0.0023 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.35% 7VHWWWW4UJS7NUM3PT30 HFB852000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MODEL PERFORMANCE ACQU CORP UNIT EX 042926 2500-12-31 2500-12-31 N/A 106091.00 1082128.20 Equities FINTECH EVOLUTION ACQUIS GROUP UNIT 2500-12-31 2500-12-31 N/A 35254.00 352540.00 Equities LEAD EDGE GROWTH OPRTUNTS LTD UNIT EX 040126 2500-12-31 2500-12-31 N/A 32417.00 325142.51 Equities VIRTUOSO ACQUISITION CORP UNIT EX 011425 2500-12-31 2500-12-31 N/A 316251.00 3159347.49 Equities LEVERE HOLDINGS CORP UNIT EXP 030926 2500-12-31 2500-12-31 N/A 21472.00 214934.72 Equities TAILWIND TWO ACQUISITION CORP UNIT EX 030128 2500-12-31 2500-12-31 N/A 781067.00 7826291.34 Equities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0035 12000000.00 12000000.00 0.0091 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.44% 7VHWWWW4UJS7NUM3PT30 HFB855000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MDH ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 132133.00 1286975.42 Equities PERIPHAS CAPITAL PARTNERING COM CL A 2500-12-31 2500-12-31 N/A 6346.00 157000.04 Equities AUSTERLITZ ACQUISITION CORP II UNIT 2500-12-31 2500-12-31 N/A 93951.00 949844.61 Equities CF ACQUISITION CORP VI COM CL A 2500-12-31 2500-12-31 N/A 22064.00 216006.56 Equities TISHMAN SPEYER INNOVATION CORP UNIT EX 021126 2500-12-31 2500-12-31 N/A 68678.00 690213.90 Equities BROADSCALE ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 22705.00 221827.85 Equities CM LIFE SCIENCES III INC UNIT EX 043028 2500-12-31 2500-12-31 N/A 35724.00 392964.00 Equities TWO COM CL A 2500-12-31 2500-12-31 N/A 9193.00 90918.77 Equities DECARBONIZATION PLUS ACQU III UNIT EX 031926 2500-12-31 2500-12-31 N/A 245727.00 2474470.89 Equities TRIBE CAPITAL GROWTH CORP I UNIT EXP 022426 2500-12-31 2500-12-31 N/A 2.00 20.44 Equities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0044 6000000.00 6000000.00 0.0046 N Y Y N BNP Paribas Prime Brokerage, Inc. 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BofA Securities, Inc., 0.73% 549300HN4UKV1E2R3U73 HEJ636000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DISNEY WALT CO COM 549300GZKULIZ0WOW665 2500-12-31 2500-12-31 N/A 23314.00 4320783.62 Equities Y N/A N/A 2021-08-03 2021-08-03 2021-08-30 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 4000000.00 4000000.00 0.0030 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.78% 549300HN4UKV1E2R3U73 HEJ116000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DISNEY WALT CO COM 549300GZKULIZ0WOW665 2500-12-31 2500-12-31 N/A 23315.00 4320968.95 Equities Y N/A N/A 2021-08-03 2021-08-03 2021-10-20 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 4000000.00 4000000.00 0.0030 N N N Y Citigroup Global Markets, Inc. 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TD Securities (U.S.A.), 0.01% SUVUFHICNZMP2WKHG940 HFB571000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2050-02-15 2050-02-15 2 - 2 1095300.00 1030066.56 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 1000000.00 1000000.00 0.0008 N Y Y 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 2021-05-07 2021-05-07 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 0.0011 25155000.00 25155000.00 0.0192 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 0.0014 1300193.57 1300193.57 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 2021-05-05 2021-05-07 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 2021-05-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer