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LLC 0000862124 084-01839 N N N Prime N 28 29 412759977.31 470369516.52 483246913.44 558242547.80 546914632.51 577524271.42 577851701.44 661673080.23 0.3100 0.3500 0.3600 0.4200 0.4100 0.4300 0.4300 0.5000 94301708.59 1107633182.34 1107573513.66 112308965.26 2089690.49 1312154165.70 1312152649.86 0.0015 1.0000 1.0000 1.0000 1.0000 C000019137 1.00 1312154165.70 1312152649.86 1.0000 1.0000 1.0000 1.0000 1922719.31 2413807.13 3342507.32 1772923.42 2476736.39 643423.95 1701552.64 3172237.10 9443515.66 8002391.60 0.0015 N Bank of Nova Scotia Bank of Nova Scotia, 0.07% 06417JT85 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0007 11999736.00 11999736.00 0.0091 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.08% 06417JTU6 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2021-06-28 2021-06-28 2021-06-28 N N N 0.0008 5999586.60 5999586.60 0.0046 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.08% 06417JTU6 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2021-06-28 2021-06-28 2021-06-28 N N N 0.0008 5999586.60 5999586.60 0.0046 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.05% 06742V4N8 G5GSEF7VJP5I7OUK5573 HCB960000 Financial Company Commercial Paper Y N/A N/A 2021-06-04 2021-06-04 2021-06-04 N N N 0.0005 6999932.10 6999932.10 0.0053 N N Y N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.17% 06742XFE2 G5GSEF7VJP5I7OUK5573 HFF983000 Financial Company Commercial Paper Y N/A N/A 2021-08-23 2021-08-23 2021-08-23 N N N 0.0017 6997158.00 6997158.00 0.0053 N N N N BNP Paribas Fortis BNP Paribas Fortis, 0.05% 09659JTF0 KGCEPHLVVKVRZYO1T647 HCJ992000 Financial Company Commercial Paper Y N/A N/A 2021-06-15 2021-06-15 2021-06-15 N N N 0.0005 2999919.00 2999919.00 0.0023 N N N N BNP Paribas Fortis BNP Paribas Fortis, 0.10% 09659JWG4 KGCEPHLVVKVRZYO1T647 HFG408000 Financial Company Commercial Paper Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0010 1999401.80 1999401.80 0.0015 N N N N BNP Paribas New York Branch BNP Paribas New York Branch, 0.10% 09659BWG1 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0010 4998504.50 4998504.50 0.0038 N N N N BNP Paribas New York Branch BNP Paribas New York Branch, 0.10% 09659BWH9 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper Y N/A N/A 2021-09-17 2021-09-17 2021-09-17 N N N 0.0010 3998792.80 3998792.80 0.0030 N N N N BNP Paribas SA BNP Paribas SA, 0.04% 09660ET19 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0004 4999978.00 4999978.00 0.0038 N Y Y N BNP Paribas SA BNP Paribas SA, 0.04% 09660ET43 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-06-04 2021-06-04 2021-06-04 N N N 0.0004 5999953.20 5999953.20 0.0046 N N Y N BNP Paribas SA BNP Paribas SA, 0.05% 09660ET92 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-06-09 2021-06-09 2021-06-09 N N N 0.0005 6999892.90 6999892.90 0.0053 N N N N BNP Paribas SA BNP Paribas SA, 0.08% 09660EUC3 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-07-12 2021-07-12 2021-07-12 N N N 0.0008 6999344.10 6999344.10 0.0053 N N N N BofA Securities, Inc. 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Citigroup Global Markets, Inc., 0.08% 17327AUW5 MBNUM2BPBDO7JBLYG310 HDC133000 Financial Company Commercial Paper Y N/A N/A 2021-07-30 2021-07-30 2021-07-30 N N N 0.0008 6999008.10 6999008.10 0.0053 N N N N Credit Suisse AG Credit Suisse AG, 0.12% 2254EATM5 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2021-06-21 2021-06-21 2021-06-21 N N N 0.0012 6999454.00 6999454.00 0.0053 N N N N Credit Suisse AG Credit Suisse AG, 0.12% 2254EATN3 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2021-06-22 2021-06-22 2021-06-22 N N N 0.0012 6999426.70 6999426.70 0.0053 N N N N Credit Suisse AG Credit Suisse AG, 0.12% 2254EATP8 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N N N 0.0012 6999403.60 6999403.60 0.0053 N N N N Credit Suisse AG Credit Suisse AG, 0.12% 2254EATQ6 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2021-06-24 2021-06-24 2021-06-24 N N N 0.0012 6999375.60 6999375.60 0.0053 N N N N Credit Suisse AG Credit Suisse AG, 0.12% 2254EATR4 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2021-06-25 2021-06-25 2021-06-25 N N N 0.0012 3999629.60 3999629.60 0.0030 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.04% 31428FT96 549300B2Q47IR0CR5B54 HCJ967000 Financial Company Commercial Paper Y N/A N/A 2021-06-09 2021-06-09 2021-06-09 N N N 0.0004 1999976.00 1999976.00 0.0015 N N N N ING U.S. Funding LLC ING U.S. Funding LLC, 0.05% 45685QT33 HCH545000 Financial Company Commercial Paper Y N/A N/A 2021-06-03 2021-06-03 2021-06-03 N Y ING BANK NV 1.0000 N/A N/A N 0.0005 1999983.40 1999983.40 0.0015 N N Y N ING U.S. Funding LLC ING U.S. Funding LLC, 0.09% 45685QVA4 HFA122000 Financial Company Commercial Paper Y N/A N/A 2021-08-10 2021-08-10 2021-08-10 N Y ING BANK NV 1.0000 N/A N/A N 0.0009 8998427.70 8998427.70 0.0069 N N N N KfW KfW, 0.05% 48246TTJ8 549300GDPG70E3MBBU98 HCI723000 Financial Company Commercial Paper Y N/A N/A 2021-06-18 2021-06-18 2021-06-18 N N N 0.0005 6999795.60 6999795.60 0.0053 N N N N KfW KfW, 0.05% 48246TTM1 549300GDPG70E3MBBU98 HCJ359000 Financial Company Commercial Paper Y N/A N/A 2021-06-21 2021-06-21 2021-06-21 N N N 0.0005 3999858.80 3999858.80 0.0030 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X0T13 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0000 6999953.31 6999953.31 0.0053 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 0.06% 53943RT82 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0006 2999949.60 2999949.60 0.0023 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.06% 53943RTB5 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-06-11 2021-06-11 2021-06-11 N N N 0.0006 2999931.30 2999931.30 0.0023 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.06% 53943RTF6 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-06-15 2021-06-15 2021-06-15 N N N 0.0006 2999907.00 2999907.00 0.0023 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.06% 53943RTG4 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-06-16 2021-06-16 2021-06-16 N N N 0.0006 3999867.20 3999867.20 0.0030 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.06% 53943RTJ8 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-06-18 2021-06-18 2021-06-18 N N N 0.0006 2999888.10 2999888.10 0.0023 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.07% 53943RTM1 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-06-21 2021-06-21 2021-06-21 N N N 0.0007 2999868.00 2999868.00 0.0023 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.08% 53943RU80 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-07-08 2021-07-08 2021-07-08 N N N 0.0008 3999649.20 3999649.20 0.0030 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.08% 53943RUP2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-07-23 2021-07-23 2021-07-23 N N N 0.0008 3999502.40 3999502.40 0.0030 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.08% 53943RUS6 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-07-26 2021-07-26 2021-07-26 N N N 0.0008 3999475.60 3999475.60 0.0030 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.07% 60682YTW4 JBONEPAGQXF4QP29B387 HCG785000 Financial Company Commercial Paper Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0007 2999802.00 2999802.00 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YU85 JBONEPAGQXF4QP29B387 HCJ974000 Financial Company Commercial Paper Y N/A N/A 2021-07-08 2021-07-08 2021-07-08 N N N 0.0008 4999561.50 4999561.50 0.0038 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YU93 JBONEPAGQXF4QP29B387 HCE978000 Financial Company Commercial Paper Y N/A N/A 2021-07-09 2021-07-09 2021-07-09 N N N 0.0008 2999727.00 2999727.00 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.09% 60682YUM4 JBONEPAGQXF4QP29B387 HDD305000 Financial Company Commercial Paper Y N/A N/A 2021-07-21 2021-07-21 2021-07-21 N N N 0.0009 1999742.00 1999742.00 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.09% 60682YUP7 JBONEPAGQXF4QP29B387 HDF058000 Financial Company Commercial Paper Y N/A N/A 2021-07-23 2021-07-23 2021-07-23 N N N 0.0009 999864.70 999864.70 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.11% 60682YVJ0 JBONEPAGQXF4QP29B387 HEG427000 Financial Company Commercial Paper Y N/A N/A 2021-08-18 2021-08-18 2021-08-18 N N N 0.0011 2999282.40 2999282.40 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.11% 60682YVL5 JBONEPAGQXF4QP29B387 HEF837000 Financial Company Commercial Paper Y N/A N/A 2021-08-20 2021-08-20 2021-08-20 N N N 0.0011 3999010.80 3999010.80 0.0030 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.11% 60682YVR2 JBONEPAGQXF4QP29B387 HEH493000 Financial Company Commercial Paper Y N/A N/A 2021-08-25 2021-08-25 2021-08-25 N N N 0.0011 2999191.50 2999191.50 0.0023 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.09% 60689PTQ9 RB0PEZSDGCO3JS6CEU02 HDB398000 Financial Company Commercial Paper Y N/A N/A 2021-06-24 2021-06-24 2021-06-24 N N N 0.0009 3999736.00 3999736.00 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.09% 60689PTR7 RB0PEZSDGCO3JS6CEU02 HDC132000 Financial Company Commercial Paper Y N/A N/A 2021-06-25 2021-06-25 2021-06-25 N N N 0.0009 3999723.20 3999723.20 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.11% 60689PUW4 RB0PEZSDGCO3JS6CEU02 HEG412000 Financial Company Commercial Paper Y N/A N/A 2021-07-30 2021-07-30 2021-07-30 N N N 0.0011 3999223.20 3999223.20 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.12% 60689PVJ2 RB0PEZSDGCO3JS6CEU02 HFD688000 Financial Company Commercial Paper Y N/A N/A 2021-08-18 2021-08-18 2021-08-18 N N N 0.0012 4998667.50 4998667.50 0.0038 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.12% 60689PVK9 RB0PEZSDGCO3JS6CEU02 HFE211000 Financial Company Commercial Paper Y N/A N/A 2021-08-19 2021-08-19 2021-08-19 N N N 0.0012 3998911.60 3998911.60 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.12% 60689PVL7 RB0PEZSDGCO3JS6CEU02 HFE736000 Financial Company Commercial Paper Y N/A N/A 2021-08-20 2021-08-20 2021-08-20 N N N 0.0012 3998898.80 3998898.80 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.12% 60689PVP8 RB0PEZSDGCO3JS6CEU02 HFF373000 Financial Company Commercial Paper Y N/A N/A 2021-08-23 2021-08-23 2021-08-23 N N N 0.0012 3998849.60 3998849.60 0.0030 N N N N National Bank of Canada National Bank of Canada, 0.05% 63307LT19 BSGEFEIOM18Y80CKCV46 HCG845000 Financial Company Commercial Paper Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0005 12999927.20 12999927.20 0.0099 N Y Y N National Bank of Canada National Bank of Canada, 0.07% 63307LTP6 BSGEFEIOM18Y80CKCV46 HCD519000 Financial Company Commercial Paper Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N N N 0.0007 999951.60 999951.60 0.0008 N N N N National Bank of Canada National Bank of Canada, 0.13% 63307LX48 BSGEFEIOM18Y80CKCV46 HEB867000 Financial Company Commercial Paper Y N/A N/A 2021-10-04 2021-10-04 2021-10-04 N N N 0.0013 9995378.00 9995378.00 0.0076 N N N N Royal Bank of Canada Royal Bank of Canada, 0.04% 78015CT93 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2021-06-09 2021-06-09 2021-06-09 N N N 0.0004 11999856.00 11999856.00 0.0091 N N N N Royal Bank of Canada Royal Bank of Canada, 0.09% 78015CWD0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2021-09-13 2021-09-13 2021-09-13 N N N 0.0009 12996568.00 12996568.00 0.0099 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.08% 83050TTM3 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y N/A N/A 2021-06-21 2021-06-21 2021-06-21 N N N 0.0008 12999333.10 12999333.10 0.0099 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.08% 83050TTN1 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y N/A N/A 2021-06-22 2021-06-22 2021-06-22 N N N 0.0008 6999620.60 6999620.60 0.0053 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.08% 83050TTP6 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N N N 0.0008 6999605.90 6999605.90 0.0053 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.07% 86562KU69 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N N N 0.0007 3999714.00 3999714.00 0.0030 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.10% 86562KW75 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2021-09-07 2021-09-07 2021-09-07 N N N 0.0010 9997110.00 9997110.00 0.0076 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.11% 86562KW91 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2021-09-09 2021-09-09 2021-09-09 N N N 0.0011 1999399.20 1999399.20 0.0015 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.11% 86562KWE0 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2021-09-14 2021-09-14 2021-09-14 N N N 0.0011 3998680.00 3998680.00 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.04% 86564YT28 5493006GGLR4BTEL8O61 HCG822000 Financial Company Commercial Paper Y N/A N/A 2021-06-02 2021-06-02 2021-06-02 N N N 0.0004 2299986.20 2299986.20 0.0018 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.05% 86564YTE2 5493006GGLR4BTEL8O61 HCF790000 Financial Company Commercial Paper Y N/A N/A 2021-06-14 2021-06-14 2021-06-14 N N N 0.0005 6999825.00 6999825.00 0.0053 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.05% 86564YTF9 5493006GGLR4BTEL8O61 HCG793000 Financial Company Commercial Paper Y N/A N/A 2021-06-15 2021-06-15 2021-06-15 N N N 0.0005 3999892.00 3999892.00 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.06% 86564YTG7 5493006GGLR4BTEL8O61 HCH387000 Financial Company Commercial Paper Y N/A N/A 2021-06-16 2021-06-16 2021-06-16 N N N 0.0006 2999913.00 2999913.00 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.06% 86564YTN2 5493006GGLR4BTEL8O61 HDA701000 Financial Company Commercial Paper Y N/A N/A 2021-06-22 2021-06-22 2021-06-22 N N N 0.0006 2999868.90 2999868.90 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.06% 86564YTN2 5493006GGLR4BTEL8O61 HDA002000 Financial Company Commercial Paper Y N/A N/A 2021-06-22 2021-06-22 2021-06-22 N N N 0.0006 5999737.80 5999737.80 0.0046 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.07% 86564YTP7 5493006GGLR4BTEL8O61 HDA705000 Financial Company Commercial Paper Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N N N 0.0007 2999859.30 2999859.30 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.07% 86564YTR3 5493006GGLR4BTEL8O61 HDC098000 Financial Company Commercial Paper Y N/A N/A 2021-06-25 2021-06-25 2021-06-25 N N N 0.0007 3999791.60 3999791.60 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YVW9 5493006GGLR4BTEL8O61 HGA651000 Financial Company Commercial Paper Y N/A N/A 2021-08-30 2021-08-30 2021-08-30 N N N 0.0010 4998773.00 4998773.00 0.0038 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.06% 89119AT81 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0006 4999911.50 4999911.50 0.0038 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.09% 89119AWG9 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0009 2999223.00 2999223.00 0.0023 N N N N UBS AG London Branch UBS AG London Branch, 0.14% 90351WWG6 BFM8T61CT2L1QCEMIK50 US90351WWG67 Financial Company Commercial Paper Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0014 9995653.00 9995653.00 0.0076 N N N N UBS AG London Branch UBS AG London Branch, 0.17% 90276JMG8 BFM8T61CT2L1QCEMIK50 US90276JMG84 Financial Company Commercial Paper Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0017 2998635.00 2998635.00 0.0023 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.06% 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 Y CREDIT AGRICOLE CIB NY BRH LIQUIDITY 1.0000 N/A N/A 0.0006 5099949.00 5099949.00 0.0039 N N Y N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.07% 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 Y CREDIT AGRICOLE CIB NY BRH LIQUIDITY 1.0000 N/A N/A 0.0007 9999801.00 9999801.00 0.0076 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.07% 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 Y CREDIT AGRICOLE CIB NY BRH LIQUIDITY 1.0000 N/A N/A 0.0007 999980.10 999980.10 0.0008 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.08% 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 Y CREDIT AGRICOLE CIB NY BRH LIQUIDITY 1.0000 N/A N/A 0.0008 9999303.00 9999303.00 0.0076 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.09% 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 Y CREDIT AGRICOLE CIB NY BRH LIQUIDITY 1.0000 N/A N/A 0.0009 999903.30 999903.30 0.0008 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.09% 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 Y CREDIT AGRICOLE CIB NY BRH LIQUIDITY 1.0000 N/A N/A 0.0009 2999643.60 2999643.60 0.0023 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.10% 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 Y CREDIT AGRICOLE CIB NY BRH LIQUIDITY 1.0000 N/A N/A 0.0010 999837.80 999837.80 0.0008 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.13% 04821TW19 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A Y CREDIT AGRICOLE CIB NY BRH LIQUIDITY 1.0000 N/A N/A 0.0013 9996693.00 9996693.00 0.0076 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.07% 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 Y MUFG BANK LTD LIQUIDITY 1.0000 N/A N/A 0.0007 999952.10 999952.10 0.0008 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.07% 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 Y MUFG BANK LTD LIQUIDITY 1.0000 N/A N/A 0.0007 999948.70 999948.70 0.0008 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.06% 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 Y SUMITOMO MITSUI BKG CORP LIQUIDITY 1.0000 N/A N/A 0.0006 999993.30 999993.30 0.0008 N Y Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.06% 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 Y SUMITOMO MITSUI BKG CORP LIQUIDITY 1.0000 N/A N/A 0.0006 10999926.30 10999926.30 0.0084 N Y Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.06% 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 Y SUMITOMO MITSUI BKG CORP LIQUIDITY 1.0000 N/A N/A 0.0006 8875926.33 8875926.33 0.0068 N N Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.06% 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 Y SUMITOMO MITSUI BKG CORP LIQUIDITY 1.0000 N/A N/A 0.0006 1999980.00 1999980.00 0.0015 N N Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.06% 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 Y SUMITOMO MITSUI BKG CORP LIQUIDITY 1.0000 N/A N/A 0.0006 2999946.60 2999946.60 0.0023 N N Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.07% 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 Y SUMITOMO MITSUI BKG CORP LIQUIDITY 1.0000 N/A N/A 0.0007 1999922.20 1999922.20 0.0015 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.06% 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 Y BARCLAYS BANK PLC LIQUIDITY 1.0000 N/A N/A 0.0006 5999959.80 5999959.80 0.0046 N Y Y N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.06% 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 Y BARCLAYS BANK PLC LIQUIDITY 1.0000 N/A N/A 0.0006 999990.00 999990.00 0.0008 N N Y N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.06% 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 Y BARCLAYS BANK PLC LIQUIDITY 1.0000 N/A N/A 0.0006 4999911.00 4999911.00 0.0038 N N Y N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.07% 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 Y BARCLAYS BANK PLC LIQUIDITY 1.0000 N/A N/A 0.0007 999966.90 999966.90 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.07% 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 Y BARCLAYS BANK PLC LIQUIDITY 1.0000 N/A N/A 0.0007 999963.10 999963.10 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.07% 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 Y BARCLAYS BANK PLC LIQUIDITY 1.0000 N/A N/A 0.0007 999951.30 999951.30 0.0008 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 0.02% HGD547000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2050-10-01 2 - 5.57 4077625.00 2440976.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2047-05-15 0.375 - 3 580600.00 619067.84 U.S. Treasuries (including strips) Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0002 3000000.00 3000000.00 0.0023 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.01%, dated 5/28/2021 due 06/01/2021 B4TYDEB6GKMZO031MB27 HGD733000_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 2039-12-20 2050-07-20 2.5 - 5.25 25768545.00 7357500.42 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 7175000.00 7175000.00 0.0055 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.01%, dated 5/28/2021 due 06/01/2021 VJW2DOOHGDT6PR0ZRO63 HGD733000_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 2051-05-20 2.5 - 9 330159.00 170769.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-10-01 2051-05-01 0.125 - 8 1150961.00 409830.27 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-06-07 2032-05-04 0 - 5.625 454847.00 464571.27 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-06-03 2051-05-15 0 - 8 4033945.00 4104997.02 U.S. Treasuries (including strips) Federal Farm Credit Bank 2021-06-02 2029-09-10 0.006 - 5.24 400683.00 401633.87 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-06-22 2051-05-01 0.25 - 9 1011735.00 804980.85 Agency Mortgage-Backed Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 6232000.00 6232000.00 0.0047 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.01%, dated 5/28/2021 due 06/01/2021 8NAV47T0Y26Q87Y0QP81 HGD733000_00431 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 2028-03-31 2048-08-15 1.25 - 4.5 784586.00 1029539.66 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2057-01-01 1.5 - 5.5 8243379.00 4599421.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-12-20 2071-04-20 1.173 - 5.255 4632180.00 3416773.23 Agency Mortgage-Backed Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0001 8868000.00 8868000.00 0.0068 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.01%, dated 5/28/2021 due 06/01/2021 E57ODZWZ7FF32TWEFA76 HGD733000_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 25446.00 7964.59 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-08-15 2050-11-15 0 - 8 1373143.00 1416976.41 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-12-01 2051-05-01 0 - 9 79609.00 57823.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-06-22 2051-08-01 0 - 9 153020.00 146140.46 Agency Mortgage-Backed Securities Resolution Funding Corp 2028-04-15 2030-04-15 0 - 0 5383.00 4703.04 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-06-11 2039-06-17 0.125 - 4 194977.00 195123.99 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-09-15 2051-05-20 1.5 - 10 267569.00 202171.71 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-10-08 2049-10-15 0.1 - 2.875 2674.00 2613.15 Agency Debentures and Agency Strips Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 1993000.00 1993000.00 0.0015 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.01%, dated 5/28/2021 due 06/01/2021 MBNUM2BPBDO7JBLYG310 HGD733000_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 2050-10-01 2051-03-01 1.5 - 5 2301780.00 2331867.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-10-01 2051-03-01 1.5 - 4.5 707812.00 716913.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-15 2024-10-15 0.125 - 0.125 2.00 1.79 U.S. Treasuries (including strips) Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0001 2989000.00 2989000.00 0.0023 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 5/28/2021 due 06/01/2021 1VUV7VQFKUOQSJ21A208 HGD733000_02102 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 2021-06-03 2031-05-15 0 - 3.125 12437316.00 12735855.23 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-04-01 2059-04-01 2 - 4.5 1081429.00 602278.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-03-01 2051-03-01 2 - 2 112595.00 112613.98 Agency Mortgage-Backed Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 13187000.00 13187000.00 0.0100 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.01%, dated 5/28/2021 due 06/01/2021 ANGGYXNX0JLX3X63JN86 HGD733000_76547 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 2031-05-15 0 - 2.625 850153.00 913920.56 U.S. Treasuries (including strips) Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 896000.00 896000.00 0.0007 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 2051-05-20 2051-05-20 4 - 4 938908.00 1020001.48 Agency Mortgage-Backed Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 1000000.00 1000000.00 0.0008 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.01%, dated 5/28/2021 due 06/01/2021 CYYGQCGNHMHPSMRL3R97 HGD733000_03556 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 2049-04-20 2049-04-20 4 - 4 306625.00 86280.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-04-01 2051-03-01 2.18 - 4.5 182756.00 120752.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2050-06-01 1 - 3 604708.00 504927.99 Agency Mortgage-Backed Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 698000.00 698000.00 0.0005 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.01%, dated 5/28/2021 due 06/01/2021 KBVRJ5K57JZ3E2AVWX40 HGD733000_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 2050-11-15 0 - 4.375 559079.00 558219.54 U.S. Treasuries (including strips) Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 547000.00 547000.00 0.0004 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.01%, dated 5/28/2021 due 06/01/2021 ZBUT11V806EZRVTWT807 HGD733000_00267 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 2023-09-15 2023-09-15 0.125 - 0.125 914889.00 913921.49 U.S. Treasuries (including strips) Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 896000.00 896000.00 0.0007 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.01%, dated 5/28/2021 due 06/01/2021 ZOMOLU8CGIZRYZ7PFU34 HGD733000_76664 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 2031-05-01 2058-01-01 2 - 5 4257171.00 2497490.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-11-01 2050-06-01 2.5 - 5 2817642.00 690406.15 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-06-30 2051-02-15 0.125 - 6.375 1323392.00 1395874.37 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-11-20 2051-03-20 2 - 5 3187133.00 573076.24 Agency Mortgage-Backed Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 5054000.00 5054000.00 0.0039 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.01%, dated 5/28/2021 due 06/01/2021 7TK5RJIZDFROZCA6XF66 HGD733000_08126 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 2021-06-24 2022-03-24 0 - 0 454350.00 454308.22 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2051-05-01 1.5 - 6.5 590430.00 510612.65 Agency Mortgage-Backed Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 946000.00 946000.00 0.0007 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 2023-03-01 2051-05-01 2.5 - 6.5 1093751.00 1036390.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-09-01 2050-05-01 3.5 - 5 8525127.00 3043613.93 Agency Mortgage-Backed Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 4000000.00 4000000.00 0.0030 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.01%, dated 5/28/2021 due 06/01/2021 OXTKY6Q8X53C9ILVV871 HGD733000_07426 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 2021-07-06 2041-02-15 0 - 7.625 7078592.00 8090498.90 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-04-20 2051-05-01 0.375 - 5 2141766.00 1401329.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-10-20 2069-10-20 2 - 5.5 2423092.00 1226428.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-05 2051-05-01 1.5 - 5.5 5479980.00 2970799.14 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2027-02-01 2065-09-15 2.875 - 4.25 2929.00 3684.97 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2026-12-11 2028-11-16 3 - 3.25 95692.00 108893.45 Agency Debentures and Agency Strips Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 13531000.00 13531000.00 0.0103 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.01%, dated 5/28/2021 due 06/01/2021 549300QJJX6CVVUXLE15 HGD733000_07749 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 2021-07-15 2051-05-15 0 - 7.125 5627157.00 5921495.34 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-07-15 2051-05-20 2 - 5 992869.00 318459.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-02-01 2051-06-01 1.5 - 5.5 1137503.00 704062.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-08-01 2058-05-01 1.5 - 8 3384576.00 2509982.91 Agency Mortgage-Backed Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 9248000.00 9248000.00 0.0070 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.01%, dated 5/28/2021 due 06/01/2021 O2RNE8IBXP4R0TD8PU41 HGD733000_00925 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 2027-08-15 2051-02-01 0 - 5.559 23200.00 19613.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-04-20 2051-04-20 2 - 4.5 10131.00 8742.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2057-02-01 1.707 - 4.5 37947.00 26920.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-06-03 2051-02-15 0 - 8 3264554.00 3294987.47 U.S. Treasuries (including strips) Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 609407.00 518374.38 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-06-04 2021-06-04 0.02 - 0.02 2456.00 2456.14 Agency Debentures and Agency Strips Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 3786000.00 3786000.00 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 5/28/2021 due 06/01/2021 5U0XI89JRFVHWIBS4F54 HGD733000_10193 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 2040-06-20 2051-03-20 2 - 5 9700962.00 5675505.48 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-02-28 2030-05-15 0.5 - 2.875 12973156.00 13568626.35 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 2051-05-01 2 - 4 9526345.00 5390210.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-09-01 2.5 - 3.5 4029032.00 1437906.73 Agency Mortgage-Backed Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 25561000.00 25561000.00 0.0195 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.01%, dated 5/28/2021 due 06/01/2021 5U0XI89JRFVHWIBS4F54 HGD733000_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 13392252.00 3406232.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-06-01 2 - 4 27250235.00 12042708.69 Agency Mortgage-Backed Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 15146000.00 15146000.00 0.0115 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.01% SUVUFHICNZMP2WKHG940 HGD579000 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 2021-06-02 2023-12-08 0.1 - 0.305 4075000.00 4080349.21 Agency Debentures and Agency Strips Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 4000000.00 4000000.00 0.0030 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.01%, dated 5/28/2021 due 06/01/2021 VYVVCKR63DVZZN70PB21 HGD733000_08395 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 2036-03-25 2036-03-25 0.244 - 0.244 1006.00 9.65 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2022-08-15 2051-02-15 1.25 - 7.625 218906.00 218925.01 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-03-20 2051-04-20 2 - 5 362642.00 301337.69 Agency Mortgage-Backed Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 508000.00 508000.00 0.0004 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 0.0009 5001559.00 5001559.00 0.0038 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 0.0008 10000606.00 10000606.00 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 0.0009 13001411.80 13001411.80 0.0099 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 0.0006 3000134.70 3000134.70 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 0.0006 5000236.00 5000236.00 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 0.0009 11001229.80 11001229.80 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 0.0012 8000926.40 8000926.40 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 0.0007 4000282.40 4000282.40 0.0030 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.14% 51501HGZ6 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-07-19 2021-07-19 2021-07-19 N N N 0.0010 7000353.50 7000353.50 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 0.0019 12999906.40 12999906.40 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 0.0007 6000512.40 6000512.40 0.0046 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.16% 86565CM97 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-09-07 2021-09-07 2021-09-07 N N N 0.0011 7000951.30 7000951.30 0.0053 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.16% 86565CN88 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-09-08 2021-09-08 2021-09-08 N N N 0.0011 4000537.60 4000537.60 0.0030 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 0.0009 7001000.30 7001000.30 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 0.0005 6000196.20 6000196.20 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 0.0005 3000105.90 3000105.90 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 0.0008 4000450.00 4000450.00 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 0.0008 3000341.10 3000341.10 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 0.0011 4001278.80 4001278.80 0.0030 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.18% RUC0QBLBRPRCU4W1NE59 HGD625000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BOEING CO 3.25 01FEB28 RVHJWBXLJ1RFUBSY1F30 2028-02-01 2028-02-01 3.25 - 3.25 2568000.00 2728942.98 Corporate Debt Securities APPLE INC 3.85 04MAY43 HWUPKR0MPOU8FGXBT394 2043-05-04 2043-05-04 3.85 - 3.85 370000.00 421565.67 Corporate Debt Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0018 3000000.00 3000000.00 0.0023 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.25% RUC0QBLBRPRCU4W1NE59 HGD626000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PLAINS ALL AMERICAN PIPELINE L.P. 5521FA2ITF25TVH63740 2500-12-31 2500-12-31 N/A 305381.00 3240092.41 Equities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0025 3000000.00 3000000.00 0.0023 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.28% RUC0QBLBRPRCU4W1NE59 HGD629000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ESH HOSPITALITY I 5.25 01MAY25 144A 54930042FMK7X7SQ2896 2025-05-01 2025-05-01 5.25 - 5.25 3154000.00 3226344.88 Corporate Debt Securities BOEING CO 3.25 01FEB28 RVHJWBXLJ1RFUBSY1F30 2028-02-01 2028-02-01 3.25 - 3.25 13000.00 13814.74 Corporate Debt Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0028 3000000.00 3000000.00 0.0023 N Y Y N BMO Chicago Branch BMO Chicago Branch, 0.28% 3Y4U8VZURTYWI1W2K376 HGD628000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-25 2049-10-25 2.5 - 2.5 29860.00 23446.42 Agency Debentures and Agency Strips GOLDMAN SACHS GROUP IN 3.85 26JAN27 784F5XWPLTWKTBV3E584 2027-01-26 2027-01-26 3.85 - 3.85 2000.00 2243.27 Corporate Debt Securities BRITISH COLUMBIA PROV C 1.3 29JAN31 54930058TO7MEKUHWL16 2031-01-29 2031-01-29 1.3 - 1.3 5000.00 4796.54 Corporate Debt Securities PENSKE TRUCK LEASI 1.7 15JUN26 144A 2026-06-15 2026-06-15 1.7 - 1.7 274000.00 276642.73 Corporate Debt Securities NCR CORP NEW 8.125 15APR25 144A 549300YKTY8JX1DV2R67 2025-04-15 2025-04-15 8.125 - 8.125 3000.00 3299.11 Corporate Debt Securities LIGADO NETWORKS L 15.5 01NOV23 144A 2023-11-01 2023-11-01 15.5 - 15.5 546036.00 550057.56 Corporate Debt Securities LEGENDS HOSPITALIT 5.0 01FEB26 144A 2026-02-01 2026-02-01 5 - 5 200000.00 210305.56 Corporate Debt Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0028 1000000.00 1000000.00 0.0008 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.34% 7VHWWWW4UJS7NUM3PT30 HGD631000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N QWEST CORP 6.5 PFD 549300R2L4N683OO1509 2056-09-01 2056-09-01 6.5 - 6.5 14925.00 378050.25 Equities LEAD EDGE GROWTH OPPORTUNITIES LTD 2500-12-31 2500-12-31 N/A 32417.00 322549.15 Equities MODEL PERFORMANCE ACQUISITION CORP 2500-12-31 2500-12-31 N/A 106091.00 1080006.38 Equities CLARIM ACQUISITION CORP 549300PKSLI6PT0ULL72 2500-12-31 2500-12-31 N/A 84.00 832.44 Equities CHURCHILL CAP CORP VII 2500-12-31 2500-12-31 N/A 23244.00 232440.00 Equities MORGAN STANLEY 7.125 PFD IGJSJL3JD5P30I6NJZ34 2500-12-31 2500-12-31 7.125 - 7.125 11.00 317.35 Equities LONGVIEW ACQUISITION CORP II 2500-12-31 2500-12-31 N/A 1596.00 15960.00 Equities TAILWIND TWO ACQUISITION CORP 2500-12-31 2500-12-31 N/A 781067.00 7756073.42 Equities VIRTUOSO ACQUISITION CORP 2500-12-31 2500-12-31 N/A 316251.00 3162510.00 Equities MMTEC INC USD 0.001 2500-12-31 2500-12-31 N/A 72.00 121.68 Equities LEVERE HOLDINGS CORP 2500-12-31 2500-12-31 N/A 897.00 8916.18 Equities TB SA ACQUISITION CORP 2500-12-31 2500-12-31 N/A 274.00 2715.34 Equities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0034 12000000.00 12000000.00 0.0091 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.43% 7VHWWWW4UJS7NUM3PT30 HGD630000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DATADOG INC 0.125 15JUN25 144A 549300F6JNO0KRPO1K63 2025-06-15 2025-06-15 0.125 - 0.125 5240000.00 6480915.69 Equities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0043 6000000.00 6000000.00 0.0046 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.56% 7VHWWWW4UJS7NUM3PT30 HFI760000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ANZU SPL ACQUISITION COR USD 0.0001 2500-12-31 2500-12-31 N/A 962.00 9283.30 Equities BILIBILI INC 1.25 15JUN27 144A 5493008V60M52L3PIS45 2027-06-15 2027-06-15 1.25 - 1.25 414000.00 1083918.12 Equities AVADEL FIN CAYMAN 4.5 01FEB23 144A 2023-02-01 2023-02-01 4.5 - 4.5 6031000.00 6439630.41 Equities ARCHIMEDES TECH SPAC PARTNERS CO 2500-12-31 2500-12-31 N/A 2.00 19.52 Equities GAMING + HOSPITALITY ACQ USD 0.0001 2500-12-31 2500-12-31 N/A 3020.00 29505.40 Equities Y N/A N/A 2021-07-02 2021-07-02 2021-07-16 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0056 7000000.00 7000000.00 0.0053 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.73% 549300HN4UKV1E2R3U73 HGD537000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MAXIM INTEGRATED PRODS IN USD 0.001 SO0H5YEO14Y4PVKQH532 2500-12-31 2500-12-31 N/A 42709.00 4320442.44 Equities Y N/A N/A 2021-08-31 2021-08-31 2021-09-30 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 MAXIM INTEGRATED PRODS IN USD 0.001 SO0H5YEO14Y4PVKQH532 2500-12-31 2500-12-31 N/A 42741.00 4323679.56 Equities Y N/A N/A 2021-08-31 2021-08-31 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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4.375 2000.00 2101.50 Corporate Debt Securities UBER TECHNOLOGIES 7.5 15SEP27 144A 549300B2FTG34FILDR98 2027-09-15 2027-09-15 7.5 - 7.5 2000.00 2226.84 Corporate Debt Securities FELCOR LODGING LTD PART 6.0 01JUN25 549300TFR6HALUYTYJ66 2025-06-01 2025-06-01 6 - 6 21000.00 22039.50 Corporate Debt Securities SLM CORP MEDIUM TERM NT 5.5 25JAN23 54930067J0ZNOEBRW338 2023-01-25 2023-01-25 5.5 - 5.5 2000.00 2135.08 Corporate Debt Securities CARVANA CO 5.875 01OCT28 144A 5493003WEAK2PJ5WS063 2028-10-01 2028-10-01 5.875 - 5.875 50000.00 52735.10 Corporate Debt Securities TOPAZ SOLAR FARMS 5.75 30SEP39 144A 2039-09-30 2039-09-30 5.75 - 5.75 81891.00 94861.22 Corporate Debt Securities SPRINT CORP 7.25 15SEP21 549300ZTTY7CXOLJ6539 2021-09-15 2021-09-15 7.25 - 7.25 2000.00 2060.26 Corporate Debt Securities W + T OFFSHORE IN 9.75 01NOV23 144A 549300Q7EOY2YIO3YK85 2023-11-01 2023-11-01 9.75 - 9.75 437000.00 386536.33 Corporate Debt Securities SQUARE INC 3.5 01JUN31 144A 549300OHIIUWSTIZME52 2031-06-01 2031-06-01 3.5 - 3.5 743000.00 743429.29 Corporate Debt Securities NEWS CORP NEW 3.875 15MAY29 144A 549300ITS31QK8VRBQ14 2029-05-15 2029-05-15 3.875 - 3.875 13000.00 13170.67 Corporate Debt Securities MICROSOFT CORP 3.3 06FEB27 INR2EJN1ERAN0W5ZP974 2027-02-06 2027-02-06 3.3 - 3.3 2000.00 2245.45 Corporate Debt Securities VIKING CRUISES LT 13.0 15MAY25 144A 549300IJP90T4MV2GL84 2025-05-15 2025-05-15 13 - 13 9000.00 10589.35 Corporate Debt Securities VERIZON COMMUNICATION 4.812 15MAR39 2S72QS2UO2OESLG6Y829 2039-03-15 2039-03-15 4.812 - 4.812 5000.00 6159.39 Corporate Debt Securities HOSPITALITY PPTYS TR 4.75 01OCT26 529900IS770AG1K9QG27 2026-10-01 2026-10-01 4.75 - 4.75 127000.00 121922.65 Corporate Debt Securities CITIGROUP INC 4.7 31DEC49 FRN 6SHGI4ZSSLCXXQSBB395 2500-12-31 2500-12-31 4.7 - 4.7 112000.00 116385.42 Corporate Debt Securities NGL ENERGY PARTNERS LP 7.5 15APR26 5493008V5DSDZIGQOP17 2026-04-15 2026-04-15 7.5 - 7.5 7000.00 6238.53 Corporate Debt Securities IHEARTCOMMUNICATIONS 6.375 01MAY26 54930076J6KDZL504O62 2026-05-01 2026-05-01 6.375 - 6.375 7314.00 7940.95 Corporate Debt Securities CHS / CMNTY HEAL 6.625 15FEB25 144A 5493007X5NC5XI1BB106 2025-02-15 2027-03-15 5.625 - 6.625 388000.00 415955.27 Corporate Debt Securities EBAY INC 2.6 10MAY31 OML71K8X303XQONU6T67 2031-05-10 2031-05-10 2.6 - 2.6 3000.00 2992.95 Corporate Debt Securities FORD MTR CR CO LLC 3.815 02NOV27 UDSQCVRUX5BONN0VY111 2024-03-18 2027-11-02 3.815 - 5.584 1007000.00 1088945.77 Corporate Debt Securities TRANSOCEAN GUARD 5.875 15JAN24 144A 2024-01-15 2024-01-15 5.875 - 5.875 4000.00 2752.69 Corporate Debt Securities FRESH MKT INC 9.75 01MAY23 144A 529900QM5ZSBEBR6CS58 2023-05-01 2023-05-01 9.75 - 9.75 3000.00 3111.94 Corporate Debt Securities FREEDOM MTG CORP 8.125 15NOV24 144A 549300LYRWPSYPK6S325 2024-11-15 2024-11-15 8.125 - 8.125 50000.00 51433.70 Corporate Debt Securities TALLGRASS ENERGY P 7.5 01OCT25 144A 2025-10-01 2025-10-01 7.5 - 7.5 529000.00 583865.23 Corporate Debt Securities TELECOM ITALIA CAP 6.375 15NOV33 549300777DJZOR5C4L39 2033-11-15 2033-11-15 6.375 - 6.375 1000.00 1159.80 Corporate Debt Securities HCA INC 3.5 01SEP30 L3CJ6J7LJ2DX62FTXD46 2030-09-01 2030-09-01 3.5 - 3.5 6000.00 6218.15 Corporate Debt Securities NATIONAL RURAL UTILS CO 4.3 15MAR49 4NYF266XZC35SCTGX023 2049-03-15 2049-03-15 4.3 - 4.3 3000.00 3653.10 Corporate Debt Securities DISH DBS C 6.75 01JUN21 2021-06-01 2021-06-01 6.75 - 6.75 85000.00 87820.94 Corporate Debt Securities AES GENER SA 7.125 26MAR79 FRN 549300IF4IFG0FS0RM26 2079-03-26 2079-03-26 7.125 - 7.125 402000.00 439025.87 Corporate Debt Securities ENCANA CORP 6.5 01FEB38 CZ72ZHBVKZXQRV3XFE26 2038-02-01 2038-02-01 6.5 - 6.5 2000.00 2658.93 Corporate Debt Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0031 4000000.00 4000000.00 0.0030 N Y Y N Societe Generale Societe Generale, 0.36% O2RNE8IBXP4R0TD8PU41 HGD635000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N STRUCTURED ASSE 0.35163 25MAY47 FRN 2037-06-25 2037-06-25 0.352 - 0.352 25000.00 22275.48 Asset-Backed Securities OCCIDENTAL PETE 1.60588 15AUG22 FRN IM7X0T3ECJW4C1T7ON55 2022-08-15 2022-08-15 1.606 - 1.606 102000.00 101285.05 Corporate Debt Securities SPRINT CORP 7.25 15SEP21 549300ZTTY7CXOLJ6539 2021-09-15 2021-09-15 7.25 - 7.25 29000.00 29873.81 Corporate Debt Securities CWMBS INC FR A/BKD 25/05/2035 USD 2035-05-25 2035-05-25 0.552 - 0.552 360000.00 16187.37 Private Label Collateralized Mortgage Obligations CYRUSONE LP / CYRUSONE 2.9 15NOV24 2024-11-15 2024-11-15 2.9 - 2.9 13000.00 13780.87 Corporate Debt Securities BEAR STEARNS 5.74451 11JUN50 144A F 2050-06-13 2050-06-13 5.745 - 5.745 28351.00 18117.17 Private Label Collateralized Mortgage Obligations PHH MTG CORP 7.875 15MAR26 144A 2026-03-15 2026-03-15 7.875 - 7.875 2000.00 2114.93 Corporate Debt Securities IHEARTCOMMUNICATIONS 6.375 01MAY26 54930076J6KDZL504O62 2026-05-01 2026-05-01 6.375 - 6.375 18366.00 19940.31 Corporate Debt Securities MAGNETITE VI 5.83375 15APR31 144A F 549300NJNSVWVLHGRY73 2031-04-15 2031-04-15 5.834 - 5.834 368241.00 364970.32 Asset-Backed Securities COLUMBIA / HCA HEALTHC 7.69 15JUN25 L3CJ6J7LJ2DX62FTXD46 2025-06-15 2025-06-15 7.69 - 7.69 3000.00 3689.46 Corporate Debt Securities RALI SER 2007-Q 0.28163 25MAY37 FRN 2037-05-25 2037-05-25 0.282 - 0.282 719746.00 118818.91 Private Label Collateralized Mortgage Obligations CREDIT SUISS 1.305 02FEB27 144A FRN 549300506SI9CRFV9Z86 2027-02-02 2027-02-02 1.305 - 1.305 342000.00 336297.15 Corporate Debt Securities MARB BONDCO PLC 3.95 29JAN31 144A 2031-01-29 2031-01-29 3.95 - 3.95 304000.00 296192.35 Corporate Debt Securities SLM CORP MEDIUM TERM NT 5.5 25JAN23 54930067J0ZNOEBRW338 2023-01-25 2023-01-25 5.5 - 5.5 221000.00 235926.71 Corporate Debt Securities CURTISS WRIGHT CORP USD 1.0 TEL51ETZWP7D0ZM4X325 2500-12-31 2500-12-31 N/A 2.00 253.40 Equities TOTAL PLAY TELECOMUNICA 7.5 12NOV25 2025-11-12 2025-11-12 7.5 - 7.5 200000.00 204166.67 Corporate Debt Securities FRONTIER COMMUNICATIO 5.875 01NOV29 2029-11-01 2029-11-01 5.875 - 5.875 952.00 962.20 Corporate Debt Securities CALLON PETE CO DEL 6.125 01OCT24 549300EFOWPEB0WLZW21 2024-10-01 2024-10-01 6.125 - 6.125 3000.00 2781.59 Corporate Debt Securities AES GENER SA 7.125 26MAR79 FRN 549300IF4IFG0FS0RM26 2079-03-26 2079-03-26 7.125 - 7.125 200000.00 218420.83 Corporate Debt Securities CWABS ASSET-BAC 0.37163 25MAR37 FRN 2037-03-25 2037-03-25 0.372 - 0.372 855875.00 100329.68 Asset-Backed Securities WELLS FARGO + CO NEW 5.606 15JAN44 PBLD0EJDB5FWOLXP3B76 2044-01-15 2044-01-15 5.606 - 5.606 1000.00 1342.83 Corporate Debt Securities FREEDOM MTG CORP 8.125 15NOV24 144A 549300LYRWPSYPK6S325 2024-11-15 2024-11-15 8.125 - 8.125 20000.00 20573.48 Corporate Debt Securities CHS / CMNTY HEALTH 8.0 15MAR26 144A 5493007X5NC5XI1BB106 2026-03-15 2026-03-15 8 - 8 542000.00 590087.44 Corporate Debt Securities LANNETT CO INC 7.75 15APR26 144A 5299001DJ6C90XX17G45 2026-04-15 2026-04-15 7.75 - 7.75 56000.00 55804.00 Corporate Debt Securities SECURITIZED ASS 0.36163 25FEB37 FRN 54930094OK8LA3QDW486 2037-02-25 2037-02-25 0.362 - 0.362 26224.00 11416.42 Asset-Backed Securities CITIGROUP MT 0.79163 25NOV46 144A F 2046-11-25 2046-11-25 0.792 - 0.792 369000.00 339050.10 Asset-Backed Securities CWALT INC 0.59163 25JUN35 144A FRN 2035-06-25 2035-06-25 0.592 - 0.592 451000.00 18224.49 Private Label Collateralized Mortgage Obligations ODEBRECHT DRILLIN 6.35 01DEC21 144A 549300YNW6BY570L6488 2021-12-01 2021-12-01 6.35 - 6.35 1255131.00 37880.84 Corporate Debt Securities CITIGROUP INC 4.7 31DEC49 FRN 6SHGI4ZSSLCXXQSBB395 2500-12-31 2500-12-31 4.7 - 4.7 48000.00 49879.47 Corporate Debt Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0036 3000000.00 3000000.00 0.0023 N Y Y N Societe Generale Societe Generale, 0.41% O2RNE8IBXP4R0TD8PU41 HGB620000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPIRIT AER 3.95 15JUN23 ZD2NBKV6GCC3UMGBM518 2023-06-15 2023-06-15 3.95 - 3.95 208000.00 210663.38 Corporate Debt Securities UNITED AIR LINES PASS 6.636 02JUL22 2024-01-02 2024-01-02 6.636 - 6.636 263000.00 90172.81 Asset-Backed Securities ADT INC DEL USD 0.01 2500-12-31 2500-12-31 N/A 54.00 559.98 Equities SPRINT CORP 7.25 15SEP21 549300ZTTY7CXOLJ6539 2021-09-15 2021-09-15 7.25 - 7.25 2000.00 2060.26 Corporate Debt Securities RALI SER 2007-Q 0.28163 25MAY37 FRN 2037-05-25 2037-05-25 0.282 - 0.282 25000.00 4127.11 Private Label Collateralized Mortgage Obligations CITIGROUP INC 4.7 31DEC49 FRN 6SHGI4ZSSLCXXQSBB395 2500-12-31 2500-12-31 4.7 - 4.7 2000.00 2078.31 Corporate Debt Securities ATENTO LUXCO 1 8.0 10FEB26 144A 549300MLFF3HYCZQTC48 2026-02-10 2026-02-10 8 - 8 72000.00 80028.00 Corporate Debt Securities CITIGROUP CO 3.79025 15DEC72 144A F 2072-12-16 2072-12-16 3.79 - 3.79 11092.00 9870.14 Private Label Collateralized Mortgage Obligations CWABS ASSET-BAC 0.29163 25JUN37 FRN 5493009O8OIWZPZRY516 2037-06-25 2037-06-25 0.292 - 0.292 46287.00 9491.95 Asset-Backed Securities AES GENER SA 7.125 26MAR79 FRN 549300IF4IFG0FS0RM26 2079-03-26 2079-03-26 7.125 - 7.125 200000.00 218420.83 Corporate Debt Securities SQUARE INC 2.75 01JUN26 144A 549300OHIIUWSTIZME52 2026-06-01 2026-06-01 2.75 - 2.75 92000.00 92727.82 Corporate Debt Securities AIR CDA INC 10.5 15JUL26 144A 4B4HI3CGXMBDC0G6BM51 2026-07-15 2026-07-15 10.5 - 10.5 107000.00 135675.54 Asset-Backed Securities SLM CORP MEDIUM TERM NT 5.5 25JAN23 54930067J0ZNOEBRW338 2023-01-25 2023-01-25 5.5 - 5.5 2000.00 2135.08 Corporate Debt Securities CALLON PETE CO DEL 6.125 01OCT24 549300EFOWPEB0WLZW21 2024-10-01 2024-10-01 6.125 - 6.125 7000.00 6490.39 Corporate Debt Securities TEVA PHARMACEUTICAL FI 3.65 10NOV21 549300P1YOE2RRPSGG38 2021-11-10 2021-11-10 3.65 - 3.65 2000.00 2011.15 Corporate Debt Securities WINDSTREAM ESCROW 7.75 15AUG28 144A 2028-08-15 2028-08-15 7.75 - 7.75 2000.00 2084.79 Corporate Debt Securities FELCOR LODGING LTD PART 6.0 01JUN25 549300TFR6HALUYTYJ66 2025-06-01 2025-06-01 6 - 6 2000.00 2099.00 Corporate Debt Securities DISH DBS C 5.0 15MAR23 2023-03-15 2023-03-15 5 - 5 3000.00 3146.67 Corporate Debt Securities TOTAL PLAY TELECOMUNICA 7.5 12NOV25 2025-11-12 2025-11-12 7.5 - 7.5 200000.00 204166.67 Corporate Debt Securities CLEAR CHANNEL OUT 7.75 15APR28 144A 2028-04-15 2028-04-15 7.75 - 7.75 2000.00 2090.99 Corporate Debt Securities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0041 1000000.00 1000000.00 0.0008 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.44% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WISDOMTREE INVTS 4.25 15JUN23 144A 549300WIU8IS7UFO7871 2023-06-15 2023-06-15 4.25 - 4.25 837000.00 1081188.94 Equities Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0044 1000000.00 1000000.00 0.0008 N Y 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 LIVONGO HEALTH I 0.875 01JUN25 144A 54930061HKCVF1H2O156 2025-06-01 2025-06-01 0.875 - 0.875 736000.00 1080685.05 Equities Y N/A N/A 2021-06-03 2021-06-03 2021-06-03 N N N 0.0047 1000000.00 1000000.00 0.0008 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.71% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HELIX ENERGY SOLUTIONS 4.25 01MAY22 416AP2JOUTCWEGSOZW41 2022-05-01 2022-05-01 4.25 - 4.25 4447000.00 4322206.06 Equities Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0071 4000000.00 4000000.00 0.0030 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.71% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SEA LTD 2.375 01DEC25 144A 529900OM6JLLW44YKI15 2025-12-01 2025-12-01 2.375 - 2.375 1469000.00 4323159.89 Equities Y N/A N/A 2021-08-09 2021-08-09 2021-08-09 N N N 0.0071 4000000.00 4000000.00 0.0030 N N N Y 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 SPLUNK INC 1.125 15SEP25 549300XGDSGBP6UEI867 2025-09-15 2025-09-15 1.125 - 1.125 3908000.00 4327255.12 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 CARNIVAL CORP 5.75 01APR23 F1OF2ZSX47CR0BCWA982 2023-04-01 2023-04-01 5.75 - 5.75 2420000.00 7575578.08 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 Y N Abn Amro Bank NV(TD) Abn Amro Bank NV(TD), 0.05% BFXS5XCH7N0Y05NIXW11 HGD551000 Non-Negotiable Time Deposit Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0005 11000000.00 11000000.00 0.0084 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.12% G5GSEF7VJP5I7OUK5573 HGD531000 Non-Negotiable Time Deposit Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0012 51700000.00 51700000.00 0.0394 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.10% DIZES5CFO5K3I5R58746 HGC892000 Non-Negotiable Time Deposit Y N/A N/A 2021-06-03 2021-06-03 2021-06-03 N N N 0.0010 11000000.00 11000000.00 0.0084 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.10% DIZES5CFO5K3I5R58746 HGD528000 Non-Negotiable Time Deposit Y N/A N/A 2021-06-04 2021-06-04 2021-06-04 N N N 0.0010 3000000.00 3000000.00 0.0023 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.11% DIZES5CFO5K3I5R58746 HGB548000 Non-Negotiable Time Deposit Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0012 10999987.90 10999987.90 0.0084 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.11% DIZES5CFO5K3I5R58746 HGB962000 Non-Negotiable Time Deposit Y N/A N/A 2021-06-02 2021-06-02 2021-06-02 N N N 0.0012 10999984.60 10999984.60 0.0084 N N Y N Mizuho Bank Ltd. Mizuho Bank Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 HGD586000 Non-Negotiable Time Deposit Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0005 18000000.00 18000000.00 0.0137 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.01% HGD546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2025-02-15 2 - 2.5 2891900.00 3060040.63 U.S. Treasuries (including strips) Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 3000000.00 3000000.00 0.0023 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 HGD565000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 1.875 - 1.875 9615300.00 9180036.03 U.S. Treasuries (including strips) Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 9000000.00 9000000.00 0.0069 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.01% 549300IMBXQ8SGH3HJ31 HGD578000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2030-05-15 0.125 - 2.875 11191800.00 11220106.76 U.S. Treasuries (including strips) Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 11000000.00 11000000.00 0.0084 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.01% RB0PEZSDGCO3JS6CEU02 HGD591000 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 2855000.00 3064382.83 U.S. Treasuries (including strips) Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 3000000.00 3000000.00 0.0023 N Y Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.09% Series 2008, LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2021-06-04 2021-06-04 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 0.0009 25155000.00 25155000.00 0.0192 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.01% 912796C64 US912796C649 U.S. Treasury Debt Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0001 3999909.72 3999909.72 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 2021-06-01 2021-10-31 2021-10-31 N N N 0.0002 3003754.74 3003754.74 0.0023 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 0.0015 1300068.64 1300068.64 0.0010 N N N N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2021-06-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer