N-MFP2 0000803013 XXXXXXXX 2021-06-30 0000803013 549300Q17YGLGYUMKO90 S000007011 1 N N FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Prime N 27 27 581626772.09 684564488.11 731628055.35 848148987.17 760781595.59 782019346.37 870782210.45 914304002.47 0.4400 0.5200 0.5500 0.6200 0.5700 0.5900 0.6600 0.6600 131600153.17 925721949.09 925681041.20 257756839.87 190762.59 1314888179.54 1314905179.99 0.0017 1.0000 1.0000 1.0000 1.0000 C000019137 1.00 1314888179.54 1314905179.99 1.0000 1.0000 1.0000 1.0000 2165116.17 1888449.59 1111395.40 1222664.77 2650690.82 1073286.42 1332008.40 1851871.55 7591273.50 6962349.21 0.0017 N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.13% 06742XFE2 G5GSEF7VJP5I7OUK5573 HFF983000 Financial Company Commercial Paper Y N/A N/A 2021-08-23 2021-08-23 2021-08-23 N N N 0.0013 6998635.00 6998635.00 0.0053 N N N N BNP Paribas Fortis BNP Paribas Fortis, 0.09% 09659JWG4 KGCEPHLVVKVRZYO1T647 HFG408000 Financial Company Commercial Paper Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0009 1999627.40 1999627.40 0.0015 N N N N BNP Paribas New York Branch BNP Paribas New York Branch, 0.09% 09659BWG1 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0009 4999068.50 4999068.50 0.0038 N N N N BNP Paribas New York Branch BNP Paribas New York Branch, 0.09% 09659BWH9 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper Y N/A N/A 2021-09-17 2021-09-17 2021-09-17 N N N 0.0009 3999245.20 3999245.20 0.0030 N N N N BNP Paribas SA BNP Paribas SA, 0.00% 09660EU17 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0000 21999963.26 21999963.26 0.0167 N Y Y 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 6999813.10 6999813.10 0.0053 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.07% 12802VU61 969500P04DQJS4BPM574 HCH473000 Financial Company Commercial Paper Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N N N 0.0007 6999918.10 6999918.10 0.0053 N N Y N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.07% 12802VU61 969500P04DQJS4BPM574 HCH500000 Financial Company Commercial Paper Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N N N 0.0007 6999918.10 6999918.10 0.0053 N N Y N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.07% 12802VU61 969500P04DQJS4BPM574 HCG820000 Financial Company Commercial Paper Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N N N 0.0007 6999918.10 6999918.10 0.0053 N N Y N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.08% 12802VUC8 969500P04DQJS4BPM574 HDA683000 Financial Company Commercial Paper Y N/A N/A 2021-07-12 2021-07-12 2021-07-12 N N N 0.0008 7999797.60 7999797.60 0.0061 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.09% 12802VUV6 969500P04DQJS4BPM574 HDI295000 Financial Company Commercial Paper Y N/A N/A 2021-07-29 2021-07-29 2021-07-29 N N N 0.0009 5999569.80 5999569.80 0.0046 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.10% 13608AXL5 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2021-10-20 2021-10-20 2021-10-20 N N N 0.0010 13995644.60 13995644.60 0.0106 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.12% 13608AZA7 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2021-12-10 2021-12-10 2021-12-10 N N N 0.0012 6996386.60 6996386.60 0.0053 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.12% 13608AZD1 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0012 6996287.90 6996287.90 0.0053 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.09% 17327AUW5 MBNUM2BPBDO7JBLYG310 HDC133000 Financial Company Commercial Paper Y N/A N/A 2021-07-30 2021-07-30 2021-07-30 N N N 0.0009 6999475.00 6999475.00 0.0053 N N N 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 8999046.90 8999046.90 0.0068 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X0U11 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0000 6999984.46 6999984.46 0.0053 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 0.07% 53943RU80 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-07-08 2021-07-08 2021-07-08 N N N 0.0007 3999936.80 3999936.80 0.0030 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.09% 53943RUP2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-07-23 2021-07-23 2021-07-23 N N N 0.0009 3999782.80 3999782.80 0.0030 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.09% 53943RUS6 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-07-26 2021-07-26 2021-07-26 N N N 0.0009 3999748.80 3999748.80 0.0030 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.07% 60682YU85 JBONEPAGQXF4QP29B387 HCJ974000 Financial Company Commercial Paper Y N/A N/A 2021-07-08 2021-07-08 2021-07-08 N N N 0.0007 4999922.00 4999922.00 0.0038 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.07% 60682YU93 JBONEPAGQXF4QP29B387 HCE978000 Financial Company Commercial Paper Y N/A N/A 2021-07-09 2021-07-09 2021-07-09 N N N 0.0007 2999946.90 2999946.90 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YUM4 JBONEPAGQXF4QP29B387 HDD305000 Financial Company Commercial Paper Y N/A N/A 2021-07-21 2021-07-21 2021-07-21 N N N 0.0008 1999911.40 1999911.40 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YUP7 JBONEPAGQXF4QP29B387 HDF058000 Financial Company Commercial Paper Y N/A N/A 2021-07-23 2021-07-23 2021-07-23 N N N 0.0008 999950.80 999950.80 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YVJ0 JBONEPAGQXF4QP29B387 HEG427000 Financial Company Commercial Paper Y N/A N/A 2021-08-18 2021-08-18 2021-08-18 N N N 0.0008 2999673.30 2999673.30 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YVL5 JBONEPAGQXF4QP29B387 HEF837000 Financial Company Commercial Paper Y N/A N/A 2021-08-20 2021-08-20 2021-08-20 N N N 0.0008 3999546.80 3999546.80 0.0030 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YVR2 JBONEPAGQXF4QP29B387 HEH493000 Financial Company Commercial Paper Y N/A N/A 2021-08-25 2021-08-25 2021-08-25 N N N 0.0008 2999626.80 2999626.80 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.10% 60682YXN9 JBONEPAGQXF4QP29B387 HHE705000 Financial Company Commercial Paper Y N/A N/A 2021-10-22 2021-10-22 2021-10-22 N N N 0.0010 1999392.00 1999392.00 0.0015 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 3999633.20 3999633.20 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.11% 60689PVJ2 RB0PEZSDGCO3JS6CEU02 HFD688000 Financial Company Commercial Paper Y N/A N/A 2021-08-18 2021-08-18 2021-08-18 N N N 0.0011 4999231.00 4999231.00 0.0038 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.11% 60689PVK9 RB0PEZSDGCO3JS6CEU02 HFE211000 Financial Company Commercial Paper Y N/A N/A 2021-08-19 2021-08-19 2021-08-19 N N N 0.0011 3999372.40 3999372.40 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.11% 60689PVL7 RB0PEZSDGCO3JS6CEU02 HFE736000 Financial Company Commercial Paper Y N/A N/A 2021-08-20 2021-08-20 2021-08-20 N N N 0.0011 3999354.00 3999354.00 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 3999304.00 3999304.00 0.0030 N N N N National Bank of Canada National Bank of Canada, 0.11% 63307LX48 BSGEFEIOM18Y80CKCV46 HEB867000 Financial Company Commercial Paper Y N/A N/A 2021-10-04 2021-10-04 2021-10-04 N N N 0.0011 9997227.00 9997227.00 0.0076 N N N N NatWest Markets PLC NatWest Markets PLC, 0.12% 63906EUS9 RR3QWICWWIPCS8A4S074 0000729153 Financial Company Commercial Paper Y N/A N/A 2021-07-26 2021-07-26 2021-07-26 N N N 0.0012 6858400.52 6858400.52 0.0052 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 12997697.70 12997697.70 0.0099 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 3999953.20 3999953.20 0.0030 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.07% 86562KW75 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2021-09-07 2021-09-07 2021-09-07 N N N 0.0007 9998601.00 9998601.00 0.0076 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.08% 86562KW91 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2021-09-09 2021-09-09 2021-09-09 N N N 0.0008 1999708.20 1999708.20 0.0015 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.08% 86562KWE0 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2021-09-14 2021-09-14 2021-09-14 N N N 0.0008 3999366.80 3999366.80 0.0030 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.09% 86562KX66 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2021-10-06 2021-10-06 2021-10-06 N N N 0.0009 2999256.90 2999256.90 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.07% 86564YVW9 5493006GGLR4BTEL8O61 HGA651000 Financial Company Commercial Paper Y N/A N/A 2021-08-30 2021-08-30 2021-08-30 N N N 0.0007 4999407.00 4999407.00 0.0038 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.08% 86564YWP3 5493006GGLR4BTEL8O61 HGI635000 Financial Company Commercial Paper Y N/A N/A 2021-09-23 2021-09-23 2021-09-23 N N N 0.0008 3999263.20 3999263.20 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.08% 86564YWT5 5493006GGLR4BTEL8O61 HGJ740000 Financial Company Commercial Paper Y N/A N/A 2021-09-27 2021-09-27 2021-09-27 N N N 0.0008 6998615.40 6998615.40 0.0053 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.08% 86564YWU2 5493006GGLR4BTEL8O61 HHA362000 Financial Company Commercial Paper Y N/A N/A 2021-09-28 2021-09-28 2021-09-28 N N N 0.0008 2999400.00 2999400.00 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.08% 86564YWV0 5493006GGLR4BTEL8O61 HHE755000 Financial Company Commercial Paper Y N/A N/A 2021-09-29 2021-09-29 2021-09-29 N N N 0.0008 8998157.70 8998157.70 0.0068 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 86564YX56 5493006GGLR4BTEL8O61 HHE216000 Financial Company Commercial Paper Y N/A N/A 2021-10-05 2021-10-05 2021-10-05 N N N 0.0009 7998081.60 7998081.60 0.0061 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 86564YX80 5493006GGLR4BTEL8O61 HHE704000 Financial Company Commercial Paper Y N/A N/A 2021-10-08 2021-10-08 2021-10-08 N N N 0.0009 5998450.20 5998450.20 0.0046 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.10% 89119AWG9 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0010 2999376.00 2999376.00 0.0023 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.19% 89119BD45 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0019 14977991.70 14977991.70 0.0114 N N N N UBS AG London Branch UBS AG London Branch, 0.13% 90351WWG6 BFM8T61CT2L1QCEMIK50 US90351WWG67 Financial Company Commercial Paper Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0013 9997270.00 9997270.00 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 2999138.70 2999138.70 0.0023 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.08% 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 0.0008 999984.40 999984.40 0.0008 N N Y N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.08% 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 0.0008 2999906.70 2999906.70 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 N 0.0010 999930.70 999930.70 0.0008 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.11% 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 N 0.0011 9998058.00 9998058.00 0.0076 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 0.14% 89355PUL0 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2021-07-20 2021-07-20 2021-07-20 N N N 0.0014 5999523.60 5999523.60 0.0046 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.04% to 0.32% RUC0QBLBRPRCU4W1NE59 HHH209000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NATIONAL AUSTRALIA BK LTD144A LW TIER II GLBL F8SB4JFBSYQFRQEH3Z21 2031-05-21 2031-05-21 2.99 - 2.99 3099000.00 3150068.94 Corporate Debt Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0032 3000000.00 3000000.00 0.0023 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.04% to 0.22% RUC0QBLBRPRCU4W1NE59 HHH210000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N REGENCY ENERGY PARTNERS LP SR NT 4.5%23 213800NTOH3FK3WER551 2023-11-01 2023-11-01 4.5 - 4.5 2916000.00 3150227.70 Corporate Debt Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0022 3000000.00 3000000.00 0.0023 N Y Y N BMO Chicago Branch BMO Chicago Branch, 0.04% to 0.32% 3Y4U8VZURTYWI1W2K376 HHH200000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-05-20 2066-04-20 1.589 - 3.5 6316032.00 807953.48 Agency Collateralized Mortgage Obligation LEGENDS HOSPITALITY HLDG CO SR SEC 144A NT26 2026-02-01 2026-02-01 5 - 5 200000.00 212694.44 Corporate Debt Securities NCR CORP NEW SR GLBL 144A 25 549300YKTY8JX1DV2R67 2025-04-15 2025-04-15 8.125 - 8.125 3000.00 3331.28 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 27 784F5XWPLTWKTBV3E584 2027-01-26 2027-01-26 3.85 - 3.85 2000.00 2237.74 Corporate Debt Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-25 2050-01-25 2 - 2.5 17226.00 14885.73 Agency Debentures and Agency Strips Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0032 1000000.00 1000000.00 0.0008 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.04% to 0.38% 7VHWWWW4UJS7NUM3PT30 HHH205000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ROCKET INTERNET GRWT OPRT CORP SHS CL A 2500-12-31 2500-12-31 N/A 573492.00 5562872.40 Equities TCV ACQUISITION CORP CL A SHS 2500-12-31 2500-12-31 N/A 190.00 1882.90 Equities MMTEC INC SHS 2500-12-31 2500-12-31 N/A 59.00 110.33 Equities RMG ACQUISITION CORP II CL A SHS 2500-12-31 2500-12-31 N/A 1484.00 14810.32 Equities TAILWIND ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 329057.00 3277407.72 Equities MARLIN TECHNOLOGY CORP UNIT EX 2500-12-31 2500-12-31 N/A 1.00 10.05 Equities TPG PACE SOLUTIONS CORP SHS CL A 2500-12-31 2500-12-31 N/A 125872.00 1267531.04 Equities LONGVIEW ACQUISITION CORP II COM CL A 2500-12-31 2500-12-31 N/A 508227.00 4985706.87 Equities LEVERE HOLDINGS CORP UNIT EXP 030926 2500-12-31 2500-12-31 N/A 897.00 8907.21 Equities ITIQUIRA ACQUISITION CORP UNIT EX 020326 2500-12-31 2500-12-31 N/A 93.00 928.14 Equities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0038 14000000.00 14000000.00 0.0106 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.04% to 0.54% 7VHWWWW4UJS7NUM3PT30 HHB325000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS 2500-12-31 2500-12-31 N/A 20317.00 197887.58 Equities LEO HLDGS CORP II COM CL A 2500-12-31 2500-12-31 N/A 121628.00 1190738.12 Equities FORTRESS VALUE ACQUISI CORP IV COM CL A 2500-12-31 2500-12-31 N/A 109428.00 1088808.60 Equities SCION TECH GROWTH II UNIT 2500-12-31 2500-12-31 N/A 1174.00 11810.44 Equities CAPSTAR SPL PURP ACQUISITION C COM CL A 2500-12-31 2500-12-31 N/A 1.00 9.79 Equities QELL ACQUISITION CORP CL A 2500-12-31 2500-12-31 N/A 1.00 9.95 Equities LONGVIEW ACQUISITION CORP II COM CL A 2500-12-31 2500-12-31 N/A 109757.00 1076716.17 Equities CONCORD ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 115738.00 1133075.02 Equities OCCIDENTAL PETE CORP SR GLBL NT 39 IM7X0T3ECJW4C1T7ON55 2039-06-15 2039-06-15 7.95 - 7.95 78000.00 100170.13 Corporate Debt Securities WARRIOR TECHNOLOGIES ACQUI CO COM CL A 2500-12-31 2500-12-31 N/A 173600.00 1678712.00 Equities LEAD EDGE GROWTH OPRTUNTS LTD COM 2500-12-31 2500-12-31 N/A 110883.00 1084435.74 Equities Y N/A N/A 2021-08-04 2021-08-04 2021-08-17 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0054 7000000.00 7000000.00 0.0053 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.04% to 0.78% 549300HN4UKV1E2R3U73 HEJ116000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N United States Treasury 254900HROIFWPRGM1V77 2039-05-15 2039-05-15 4.25 - 4.25 2973400.00 4086110.21 U.S. Treasuries (including strips) Y N/A N/A 2021-10-04 2021-10-04 2021-10-20 Y BANK OF AMERICA CORPORATION 1.0000 96 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 BofA Securities, Inc. BofA Securities, Inc., 0.04% to 0.73% 549300HN4UKV1E2R3U73 HHF622000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N United States Treasury 254900HROIFWPRGM1V77 2039-05-15 2044-02-15 3.625 - 4.25 2971300.00 4080815.08 U.S. Treasuries (including strips) Y N/A N/A 2021-10-04 2021-10-04 2021-11-01 Y BANK OF AMERICA CORPORATION 1.0000 96 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 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.04% to 0.53% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GSR MTG TR 2004-9 B2 20340825 FLT 2034-08-25 2034-08-25 2.666 - 2.666 250000.00 5355.90 Private Label Collateralized Mortgage Obligations CSAB MTG BCKD TR 2006-1 A-3 20360625 FLT 2036-06-25 2036-06-25 0.332 - 0.332 6945470.00 1040459.35 Private Label Collateralized Mortgage Obligations BA ALTERNATIVE LN TR 2007-2 1-A-1 20370625 5.50000 2037-06-25 2037-06-25 5.5 - 5.5 5000000.00 837016.40 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TRUST 2004-8 B-2 20340920 FLT 2034-09-20 2034-09-20 1.443 - 1.443 54522.00 5708.90 Private Label Collateralized Mortgage Obligations BEAR STEARNS ABS TR 2006-HE10 I-M-1 20361225 FLT 2036-12-25 2036-12-25 0.431 - 0.431 200000.00 199287.39 Asset-Backed Securities CARRINGTON MTG LN 2005-OPT2 M-7 20350525 FLT 2035-05-25 2035-05-25 2.117 - 2.117 555647.00 77071.13 Asset-Backed Securities Y N/A N/A 2021-10-19 2021-10-19 2021-10-19 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0053 2000000.00 2000000.00 0.0015 N N N Y Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.04% to 0.50% 1V8Y6QCX6YMJ2OELII46 0000318336 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VERUS SECUR TR 2021-R1 A-2 20631025 FLT 2063-10-25 2063-10-25 1.057 - 1.057 517398.00 404558.59 Private Label Collateralized Mortgage Obligations SMB PRIVATE ED LN TR 2021-A A-2A2 20530115 FLT 2053-01-15 2053-01-15 0.831 - 0.831 137724.00 138777.07 Asset-Backed Securities STORE MSTR FDG I-VII 2018-1 A-4 20481020 4.74000 2048-10-20 2048-10-20 4.74 - 4.74 230000.00 244595.33 Private Label Collateralized Mortgage Obligations CG-CCRE COML MTG TR 2014-FL1 B 20310615 FLT 2031-06-15 2031-06-15 1.223 - 1.223 112100.00 78602.06 Private Label Collateralized Mortgage Obligations MORGAN STAN CAP I TR 2019-L2 X-A 20520315 FLT 2052-03-15 2052-03-15 1.19 - 1.19 2799959.00 183787.79 Private Label Collateralized Mortgage Obligations Y N/A N/A 2021-09-03 2021-09-03 2021-11-08 Y CREDIT SUISSE AG 1.0000 65 N N/A N/A Y CREDIT SUISSE AG 1.0000 N/A N/A N 0.0050 1000000.00 1000000.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.04% to 0.30% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MASTERCARD INCORPORATED CL A AR5L2ODV9HN37376R084 2500-12-31 2500-12-31 0 - 0 490.00 180320.00 Equities RAYMOND JAMES FINL INC COM RGUZHJ05YTITL6D76949 2500-12-31 2500-12-31 N/A 6904.00 899729.28 Equities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0030 1000000.00 1000000.00 0.0008 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.04% to 0.30% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MGM GROWTH PPTYS LLC CL A COM 549300E2UGIBHWE12262 2500-12-31 2500-12-31 N/A 81.00 2936.25 Equities HUMANA INC COM 529900YLDW34GJAO4J06 2500-12-31 2500-12-31 N/A 30.00 13268.70 Equities PROOFPOINT INC COM 529900C5FODDK0WSR085 2500-12-31 2500-12-31 N/A 211.00 36638.04 Equities APPLE HOSPITALITY REIT INC COM NEW 2500-12-31 2500-12-31 N/A 68478.00 1027170.00 Equities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0030 1000000.00 1000000.00 0.0008 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.04% to 0.33% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N APTEVO THERAPEUTICS INC COM NEW 529900UTQOXOZBMZFN24 2500-12-31 2500-12-31 N/A 169.00 3942.77 Equities INVESCO CURRENCYSHARES BRIT PO BRIT POUN STRL 549300QKM404ILG3V824 2500-12-31 2500-12-31 N/A 37.00 4943.24 Equities FIRST TR EXCHANGE TRADED FD II AUTO INDEX FD 549300KKKIV5V4SB1F02 2500-12-31 2500-12-31 N/A 53.00 3247.84 Equities SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B TJ88LXZZW5PWIN93ZC81 2500-12-31 2500-12-31 N/A 9.00 426.24 Equities NI HLDGS INC COM 549300LLJVCO2EGU3180 2500-12-31 2500-12-31 N/A 101.00 1931.12 Equities INVESCO EXCH TRADED FD TR II INTL CORP BD 549300GTL6XXLFU4LC25 2500-12-31 2500-12-31 N/A 100.00 2916.00 Equities TPG PACE SOLUTIONS CORP SHS CL A 2500-12-31 2500-12-31 N/A 4.00 40.28 Equities CITIC CAPITAL ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 924003.00 9175349.79 Equities L CATTERTON ASIA ACQUISITION UNIT EXP 031126 2500-12-31 2500-12-31 N/A 937954.00 9445196.78 Equities INVESCO MORTGAGE CAPITAL INC 7.5% PFD SER C PV3BDP2HFZL2FNXQBL39 2500-12-31 2500-12-31 7.5 - 7.5 10.00 249.40 Equities KISMET ACQUISITION ONE CORP WT EXP 21380075EDCGKVWYU511 2500-12-31 2500-12-31 N/A 1416618.00 1501615.08 Equities MOTION ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 31.00 308.14 Equities FIRST TR EXCH TRD ALPHDX FD II ASIA EX JAPAN 5493000DZJC8BJLIJI03 2500-12-31 2500-12-31 N/A 2.00 72.56 Equities DRAGONEER GROWTH OPPORTUN CORP WT EXP 081827 2027-08-18 2027-08-18 N/A 1149.00 2309.49 Equities FIRST TR EXCH TRD ALPHDX FD II INDIA NFTY50 EQW 5493000DZJC8BJLIJI03 2500-12-31 2500-12-31 N/A 100.00 4511.58 Equities NATIONAL ENERGY SERVICES REUNI WT EXP 050522 2022-05-05 2022-05-05 N/A 180.00 500.40 Equities PROVIDENT FINL HLDGS INC COM 2500-12-31 2500-12-31 N/A 46.00 798.56 Equities SCION TECH GROWTH I UNIT EXP 121725 2500-12-31 2500-12-31 N/A 570708.00 5775564.96 Equities Y N/A N/A 2021-07-07 2021-07-07 2021-07-14 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0033 24000000.00 24000000.00 0.0183 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.04% to 0.43% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DISRUPTIVE ACQUISITION CORP I UNIT EX 030626 2500-12-31 2500-12-31 N/A 1372354.00 13654922.30 Equities ISOS ACQUISITION CORPORATION UNIT 2500-12-31 2500-12-31 N/A 462528.00 4708535.04 Equities Y N/A N/A 2021-08-04 2021-08-04 2021-08-13 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0042 17000232.90 17000232.90 0.0129 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.04% to 0.43% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COINBASE GLOBAL INC SR GLBL COCO 26 5493004G3J2SC154DU06 2026-06-01 2026-06-01 0.5 - 0.5 378000.00 384441.75 Equities EJF ACQUISITION CORP UNIT EX 031026 2500-12-31 2500-12-31 N/A 4.00 39.92 Equities MICROSTRATEGY INC SR GLBL COCO 27 549300WQTWEJUEHXQX21 2027-02-15 2027-02-15 0 - 0 6016000.00 4508992.00 Equities LCI INDS SR GLBL COCO 26 549300E1B98YNJ1WIQ04 2026-05-15 2026-05-15 1.125 - 1.125 1000.00 1015.97 Equities FORUM ENERGY TECHNOLOGIES INC SR SEC GLBL 549300SF93HLCR1REE27 2025-08-04 2025-08-04 9 - 9 16.00 16.30 Equities AMERICAN ELEC PWR CO INC UNIT 08/15/23 1B4S6S7G0TW5EE83BO58 2023-08-15 2500-12-31 0 - 6.125 11.00 556.87 Equities AMERICAN ACQUISITION OPPT INC UNIT EX 052826 2500-12-31 2500-12-31 N/A 13.00 131.17 Equities FREEDOM ACQUISITION I CORP SHS CL A 2500-12-31 2500-12-31 N/A 2.00 19.40 Equities NICE SYS INC SR EXC NT1.25%24 254900T6KBE4O3728267 2024-01-15 2024-01-15 1.25 - 1.25 1000.00 2952.61 Equities DIGITAL TRANSFORMATN OPT CORP CLASS A COM 549300EPISPY3RE3DL21 2049-01-01 2049-01-01 N/A 629.00 61.01 Equities HH&L ACQUISITION CO SHS CL A 2500-12-31 2500-12-31 N/A 2.00 19.40 Equities INVACARE CORP SR GLBL COCO 24 549300NNUTG7HCZICS76 2024-11-15 2024-11-15 5 - 5 3848000.00 3739294.00 Equities TAILWIND TWO ACQUISITION CORP UNIT EX 030128 2500-12-31 2500-12-31 N/A 122.00 1216.34 Equities QUEENS GAMBIT GROWTH CAPITAL CL A SHS 2500-12-31 2500-12-31 N/A 1.00 9.69 Equities GORES GUGGENHEIM INC UNIT EX 032528 2500-12-31 2500-12-31 N/A 144.00 1440.00 Equities Y N/A N/A 2021-08-04 2021-08-04 2021-08-27 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0043 8000000.00 8000000.00 0.0061 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.04% to 0.34% K5HU16E3LMSVCCJJJ255 HHE175000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ATLAS CREST INVESTMENT CORP II COM CL A 2500-12-31 2500-12-31 N/A 110662.00 1080061.12 Equities ADIT EDTECH ACQUISITION CORP COMMON STOCK 549300Z467EZLMODV621 2500-12-31 2500-12-31 N/A 2.00 19.36 Equities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0034 1000000.00 1000000.00 0.0008 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.04% to 0.31% K5HU16E3LMSVCCJJJ255 HHH201000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MASON INDUSTRIAL TECHNOLGY INC UNIT 2500-12-31 2500-12-31 N/A 432870.00 4320042.60 Equities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0031 4000000.00 4000000.00 0.0030 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.04% to 0.34% K5HU16E3LMSVCCJJJ255 HHH217000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ATLAS CREST INVESTMENT CORP II COM CL A 2500-12-31 2500-12-31 N/A 110656.00 1080002.56 Equities ADIT EDTECH ACQUISITION CORP COMMON STOCK 549300Z467EZLMODV621 2500-12-31 2500-12-31 N/A 1.00 9.68 Equities Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 N N N 0.0034 1000000.00 1000000.00 0.0008 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.04% to 0.42% 7TK5RJIZDFROZCA6XF66 HHH207000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EAST STONE ACQUISITION CORP SHS 2500-12-31 2500-12-31 N/A 214076.00 2160026.84 Equities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0042 2000000.00 2000000.00 0.0015 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.04% to 0.49% 7TK5RJIZDFROZCA6XF66 HGB111000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DELL INTL LLC/EMC CORP CR SEN SR SEC 36 2036-07-15 2036-07-15 8.1 - 8.1 676000.00 1051392.94 Corporate Debt Securities Y N/A N/A 2021-08-23 2021-08-23 2021-08-23 N N N 0.0049 1000000.00 1000000.00 0.0008 N N N Y Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.04% to 0.32% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HILTON USA TRUST 2016-HHV X-B 20381105 FLT 2038-11-05 2038-11-05 0 - 0 2040000.00 204.00 Private Label Collateralized Mortgage Obligations EPR PPTYS CONV PFD 9% SR E 549300YSSXFHMPOWZ492 2500-12-31 2500-12-31 9 - 9 100.00 3674.00 Equities CHARLIE MAC TRUST 2004-1 A-9 20340825 FLT 2034-08-25 2034-08-25 7.359 - 7.359 7276988.00 2324.84 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET 2006-A9CB A-6 20360925 6.00000 2036-09-25 2036-09-25 6 - 6 4600000.00 894492.08 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2007-C1 D 20510215 FLT 2051-02-15 2051-02-15 7.055 - 7.055 11000000.00 63615.87 Private Label Collateralized Mortgage Obligations GS MTG COML 2006-GG8 A-J 20391114 5.62200 2039-11-14 2039-11-14 5.622 - 5.622 5243420.00 733522.33 Private Label Collateralized Mortgage Obligations ML MTG TRUST 2005-MCP1 H 20430612 FLT 2043-06-12 2043-06-12 5.599 - 5.599 4862500.00 427850.04 Private Label Collateralized Mortgage Obligations MS MTG LN TR 2007-12 2-A-X 20220825 6.00000 2022-08-25 2022-08-25 6 - 6 989000.00 1724.60 Private Label Collateralized Mortgage Obligations CBRE REALTY FIN CDO 2006-1 C 20460326 FLT 549300W99ZWF6PQFU553 2046-03-26 2046-03-26 0.792 - 0.792 7000000.00 1469.64 Other Instrument COLLATERALIZED DEBT OBLIGATION MORGAN STAN CAP I TR 2017-ASHF X-EXT 20341115 FLT 2034-11-15 2034-11-15 1.543 - 1.543 32400000.00 25662.49 Private Label Collateralized Mortgage Obligations EL PASO ENERGY CAP TR I PFD CV TR SEC 28 2028-03-31 2028-03-31 4.75 - 4.75 100.00 5005.00 Equities Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 N N N 0.0032 2000000.00 2000000.00 0.0015 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.04% to 0.32% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N United States Treasury 254900HROIFWPRGM1V77 2049-11-15 2049-11-15 0 - 0 5623800.00 3090053.15 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0032 3000000.00 3000000.00 0.0023 N Y Y N Societe Generale Societe Generale, 0.04% to 0.22% O2RNE8IBXP4R0TD8PU41 HHH208000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RHP HOTEL PPTY/ RHP FINANCE SR GLBL NT 27 2027-10-15 2027-10-15 4.75 - 4.75 564000.00 584386.25 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL FL NT 22 IM7X0T3ECJW4C1T7ON55 2022-08-15 2022-08-15 1.606 - 1.606 2000.00 1993.97 Corporate Debt Securities PRIME HEALTHCARE SVCS INC SR SEC 144A NT25 2025-11-01 2025-11-01 7.25 - 7.25 2000.00 2182.22 Corporate Debt Securities IHEARTCOMMUNICATIONS INC SR SEC GLBL NT26 54930076J6KDZL504O62 2026-05-01 2026-05-01 6.375 - 6.375 23092.00 25173.41 Corporate Debt Securities HCA INC. SR NT 7.69%25 L3CJ6J7LJ2DX62FTXD46 2024-04-15 2025-06-15 7.69 - 8.36 101000.00 122864.13 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 2026-02-01 10.25 - 10.25 2000.00 2427.35 Corporate Debt Securities MICROSTRATEGY INC EXTND SR SEC 28 549300WQTWEJUEHXQX21 2028-06-15 2028-06-15 6.125 - 6.125 144000.00 142743.20 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2024-12-15 2025-02-15 7.125 - 7.875 10000.00 10693.20 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR SEC GLBL 25 K2NEH8QNVW44JIWK7Z55 2025-06-01 2025-06-01 11.5 - 11.5 14000.00 16908.48 Corporate Debt Securities FREEDOM MORTGAGE CORPORATION SR 144A NT 26 549300LYRWPSYPK6S325 2026-05-01 2026-05-01 7.625 - 7.625 2000.00 2107.59 Corporate Debt Securities VIATRIS INC SR GLBL 144A 50 254900ZZTSW7NL773X71 2050-06-22 2050-06-22 4 - 4 15000.00 15893.98 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR GLBL 144A 29 2029-02-15 2029-02-15 6.5 - 6.5 2000.00 2058.44 Corporate Debt Securities NAVIENT CORPORATION FR 5.5%012523 54930067J0ZNOEBRW338 2023-01-25 2023-01-25 5.5 - 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4.5 2000.00 2064.47 Corporate Debt Securities ODEBRECHT DRILLING NORBE VIII/ FR 6.35%120121 549300YNW6BY570L6488 2021-12-01 2021-12-01 6.35 - 6.35 1255110.00 37494.73 Corporate Debt Securities LANNETT CO INC SR SEC 144A NT26 5299001DJ6C90XX17G45 2026-04-15 2026-04-15 7.75 - 7.75 56000.00 56399.78 Corporate Debt Securities CWMBS INC 2005-9 1-A-3 20350525 FLT 2035-05-25 2035-05-25 0.551 - 0.551 360000.00 15837.89 Private Label Collateralized Mortgage Obligations JACKCON PK TR 2019-LIC F 20391014 FLT 2039-10-14 2039-10-14 3.35 - 3.35 100000.00 89274.90 Private Label Collateralized Mortgage Obligations TOTAL PLAY TELECOMUNICACIONES SR GLBL REGS 25 4469000001BSAPAMOQ06 2025-11-12 2025-11-12 7.5 - 7.5 200000.00 212500.00 Corporate Debt Securities FRONTIER COMMUNICATIONS HLDGS SR SEC GLBL NT29 2029-11-01 2029-11-01 5.875 - 5.875 952.00 977.98 Corporate Debt Securities EQUINOR ASA SR DEB 7.75%23 549300N1SDN71ZZ8BO45 2023-06-15 2023-06-15 7.75 - 7.75 3000.00 3431.88 Corporate Debt Securities MAGNETITE VIII LTD 2014-8R2 E-R2 20310415 FLT 549300NJNSVWVLHGRY73 2031-04-15 2031-04-15 5.834 - 5.834 368241.00 366998.44 Asset-Backed Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 28 2028-04-15 2028-04-15 4.75 - 4.75 13000.00 13055.07 Corporate Debt Securities MGM GROWTH PPTYS OPER PRTN/ SR GLBL 144A 25 2025-06-15 2025-06-15 4.625 - 4.625 242000.00 258801.35 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 26 5493007X5NC5XI1BB106 2026-03-15 2026-03-15 8 - 8 542000.00 595974.17 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 2025-02-15 7.875 - 7.875 46000.00 50688.38 Corporate Debt Securities MOVIDA EUROPE S.A SR GLBL 144A 31 2031-02-08 2031-02-08 5.25 - 5.25 200000.00 205643.67 Corporate Debt Securities IHEARTCOMMUNICATIONS INC SR SEC GLBL NT26 54930076J6KDZL504O62 2026-05-01 2026-05-01 6.375 - 6.375 17568.00 19151.50 Corporate Debt Securities PHH MORTGAGE CORPORATION SR SEC GLBL 26 PAOOWF3GUFM46FBSP561 2026-03-15 2026-03-15 7.875 - 7.875 2000.00 2115.75 Corporate Debt Securities KANSAS CITY SOUTHERN COM NEW 5493008C12PZMWP3WY03 2500-12-31 2500-12-31 N/A 1.00 284.95 Equities PETROBRAS GLOBAL FINANCE BV SR GLBL NT 15 549300FNENFFSMO3GT38 2115-06-05 2115-06-05 6.85 - 6.85 2000.00 2290.11 Corporate Debt Securities PETRORIO LUXEMBOURG S.A.R.L SR SEC GLBL 26 2026-06-09 2026-06-09 6.125 - 6.125 237000.00 243534.78 Corporate Debt Securities NAVIENT CORPORATION FR 5.5%012523 54930067J0ZNOEBRW338 2023-01-25 2023-01-25 5.5 - 5.5 199000.00 214159.93 Corporate Debt Securities CITIGROUP MTG LN TR 2007-SHL1 M-1 20461125 FLT 2046-11-25 2046-11-25 0.792 - 0.792 369000.00 341403.20 Asset-Backed Securities CWALT INC 2005-11CB 3-A-2 20350625 FLT 2035-06-25 2035-06-25 0.592 - 0.592 451000.00 17982.79 Private Label Collateralized Mortgage Obligations SECURITIZED ASSET REC 2007-BR1 A-2B 20370225 FLT 54930094OK8LA3QDW486 2037-02-25 2037-02-25 0.362 - 0.362 41733.00 18116.87 Asset-Backed Securities VIATRIS INC SR GLBL 144A 50 254900ZZTSW7NL773X71 2050-06-22 2050-06-22 4 - 4 57000.00 60397.14 Corporate Debt Securities UNITED AIRLS HLDGS INC SR NT 4.25%22 98450079DA0B78DD6764 2022-10-01 2022-10-01 4.25 - 4.25 5000.00 5183.78 Corporate Debt Securities CWABS INC 2006-BC5 1-A 20370325 FLT 2037-03-25 2037-03-25 0.371 - 0.371 855875.00 98579.16 Asset-Backed Securities OCCIDENTAL PETE CORP SR GLBL FL NT 22 IM7X0T3ECJW4C1T7ON55 2022-08-15 2022-08-15 1.606 - 1.606 102000.00 101692.24 Corporate Debt Securities DELUXE CORP MEDIUM TERM NTS SR GLBL 144A 29 KWGNKB8TX9LE5TV29231 2029-06-01 2029-06-01 8 - 8 9000.00 9776.47 Corporate Debt Securities HCA INC. SR NT 7.69%25 L3CJ6J7LJ2DX62FTXD46 2025-06-15 2025-06-15 7.69 - 7.69 3000.00 3652.21 Corporate Debt Securities RALI SERIES TRUST 2007-QH4 A-1 20370525 FLT 2037-05-25 2037-05-25 0.282 - 0.282 717386.00 116390.55 Private Label Collateralized Mortgage Obligations FREEDOM MORTGAGE CORPORATION SR 144A NT 24 549300LYRWPSYPK6S325 2024-11-15 2024-11-15 8.125 - 8.125 20000.00 20878.12 Corporate Debt Securities MICROSTRATEGY INC EXTND SR SEC 28 549300WQTWEJUEHXQX21 2028-06-15 2028-06-15 6.125 - 6.125 3000.00 2973.82 Corporate Debt Securities CALLON PETE CO DEL SR GLBL NT 24 549300EFOWPEB0WLZW21 2024-10-01 2024-10-01 6.125 - 6.125 3000.00 3007.93 Corporate Debt Securities T-MOBILE US INC SR GLBL NT 21 549300ZTTY7CXOLJ6539 2021-09-15 2021-09-15 7.25 - 7.25 27000.00 27897.91 Corporate Debt Securities BEAR STEARNS CMBS 2007-PWR17 C 20500613 FLT 2050-06-13 2050-06-13 5.936 - 5.936 26958.00 17237.14 Private Label Collateralized Mortgage Obligations GENPACT LUXEMBOURG SARL CR SEN SR GLBL24 549300875ZJZQ1PBR343 2024-12-01 2024-12-01 3.375 - 3.375 3000.00 3213.00 Corporate Debt Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0030 3000000.00 3000000.00 0.0023 N Y Y N Societe Generale Societe Generale, 0.04% to 0.24% O2RNE8IBXP4R0TD8PU41 HHG167000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UBER TECHNOLOGIES INC SR GLBL 144A 27 549300B2FTG34FILDR98 2027-09-15 2027-09-15 7.5 - 7.5 2000.00 2236.25 Corporate Debt Securities ADVANTAGE SOLUTIONS FINCO LLC SR SEC GLBL 28 549300T4O24KQDED1182 2028-11-15 2028-11-15 6.5 - 6.5 2000.00 2126.25 Corporate Debt Securities FRONTIER COMMUNICATIONS HLDGS SR SEC GLBL NT29 2029-11-01 2029-11-01 5.875 - 5.875 1435.00 1474.16 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 2025-02-15 7.875 - 7.875 118000.00 130026.71 Corporate Debt Securities NABORS INDS INC SR GLBL NT 25 549300VFQWRKICUFNU92 2025-02-01 2025-02-01 5.75 - 5.75 2000.00 1887.60 Corporate Debt Securities FRESH MKT INC 1PRI SR 144A 23 529900QM5ZSBEBR6CS58 2023-05-01 2023-05-01 9.75 - 9.75 3000.00 3145.44 Corporate Debt Securities CARVANA CO SR GLBL 144A 28 5493003WEAK2PJ5WS063 2028-10-01 2028-10-01 5.875 - 5.875 50000.00 53186.22 Corporate Debt Securities DIAMONDBACK ENERGY INC SR GLBL NT 26 549300R22LSX6OHWEN64 2026-12-01 2026-12-01 3.25 - 3.25 53000.00 56858.30 Corporate Debt Securities PHH MORTGAGE CORPORATION SR SEC GLBL 26 PAOOWF3GUFM46FBSP561 2026-03-15 2026-03-15 7.875 - 7.875 6000.00 6347.25 Corporate Debt Securities MICROSTRATEGY INC EXTND SR SEC 28 549300WQTWEJUEHXQX21 2028-06-15 2028-06-15 6.125 - 6.125 7000.00 6938.91 Corporate Debt Securities FREEDOM MORTGAGE CORPORATION SR 144A NT 24 549300LYRWPSYPK6S325 2024-11-15 2024-11-15 8.125 - 8.125 50000.00 52195.31 Corporate Debt Securities FELCOR LODGING LTD PARTNERSHIP SR GLBL NT 6%25 549300TFR6HALUYTYJ66 2025-06-01 2025-06-01 6 - 6 77000.00 79008.42 Corporate Debt Securities SEAGATE HDD CAYMAN SR GLBL 144A 31 529900BD50TRWEG1SF63 2031-01-15 2031-01-15 4.125 - 4.125 43000.00 44755.10 Corporate Debt Securities NAVIENT CORPORATION FR 5.5%012523 54930067J0ZNOEBRW338 2023-01-25 2023-01-25 5.5 - 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3.65 268000.00 297029.98 Corporate Debt Securities T-MOBILE US INC SR GLBL NT 21 549300ZTTY7CXOLJ6539 2021-09-15 2021-09-15 7.25 - 7.25 2000.00 2066.51 Corporate Debt Securities FORD MOTOR CREDIT COMPANY 3.815%27 UDSQCVRUX5BONN0VY111 2027-11-02 2027-11-02 3.815 - 3.815 243000.00 254213.57 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 31 5493003STKEZ2S0RNU91 2031-03-01 2042-06-04 4.25 - 5 63000.00 74424.77 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 2026-02-01 10.25 - 10.25 7000.00 8495.72 Corporate Debt Securities SQUARE INC SR GLBL 144A 31 549300OHIIUWSTIZME52 2031-06-01 2031-06-01 3.5 - 3.5 743000.00 752390.69 Corporate Debt Securities VIKING CRUISES LTD SR SEC GLBL 25 549300IJP90T4MV2GL84 2025-05-15 2025-05-15 13 - 13 3000.00 3570.00 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 30 2030-03-01 2030-03-01 4.75 - 4.75 16000.00 17141.30 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 27 5493007X5NC5XI1BB106 2025-02-15 2027-03-15 5.625 - 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5 2000.00 2116.57 Corporate Debt Securities PETROBRAS GLOBAL FINANCE BV SR GLBL NT 15 549300FNENFFSMO3GT38 2115-06-05 2115-06-05 6.85 - 6.85 15000.00 17175.85 Corporate Debt Securities MORGAN STANLEY CAP 2004-HE2 M-1 20340325 FLT 2034-03-25 2034-03-25 0.947 - 0.947 25000.00 4538.52 Asset-Backed Securities BEAR STEARNS CMBS 2007-TOP26 A-J 20450112 FLT 2045-01-12 2045-01-12 5.54 - 5.54 25000.00 20442.67 Private Label Collateralized Mortgage Obligations RALI SERIES TRUST 2007-QH4 A-1 20370525 FLT 2037-05-25 2037-05-25 0.282 - 0.282 25001.00 4056.23 Private Label Collateralized Mortgage Obligations ONEMAIN FINANCIAL CORPORATION 6.875%25 5493008I795YYBFWFU90 2025-03-15 2025-03-15 6.875 - 6.875 3000.00 3438.61 Corporate Debt Securities SQUARE INC SR GLBL 144A 26 549300OHIIUWSTIZME52 2026-06-01 2026-06-01 2.75 - 2.75 82000.00 83478.10 Corporate Debt Securities CWABS INC 2007-BC2 1-A 20370625 FLT 5493009O8OIWZPZRY516 2037-06-25 2037-06-25 0.292 - 0.292 44515.00 9112.22 Asset-Backed Securities AIR CANADA 2020-1 C 20260715 10.50000 4B4HI3CGXMBDC0G6BM51 2026-07-15 2026-07-15 10.5 - 10.5 107000.00 136299.60 Asset-Backed Securities CITIGROUP COML MTG TR 2019-C7 805C 20721216 FLT 2072-12-16 2072-12-16 3.917 - 3.917 11092.00 9942.10 Private Label Collateralized Mortgage Obligations NCR CORP NEW SR GLBL 144A 29 549300YKTY8JX1DV2R67 2029-04-15 2029-04-15 5.125 - 5.125 2000.00 2078.92 Corporate Debt Securities RHP HOTEL PPTY/ RHP FINANCE SR GLBL NT 27 2027-10-15 2027-10-15 4.75 - 4.75 2000.00 2072.29 Corporate Debt Securities MORGAN STANLEY ABS 2007-NC3 A1 144 20370525 FLT 549300LT6TIGKPKJS707 2037-05-25 2037-05-25 0.292 - 0.292 25000.00 5261.27 Asset-Backed Securities SPIRIT AEROSYSTEMS INC 3.95%23 ZD2NBKV6GCC3UMGBM518 2023-06-15 2023-06-15 3.95 - 3.95 208000.00 208342.33 Corporate Debt Securities TENET HEALTHCARE CORP SR SEC GLBL 28 0W9AIBT6U6ADJ2I8HK17 2028-06-15 2028-06-15 4.625 - 4.625 2000.00 2056.81 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 2026-02-01 10.25 - 10.25 2000.00 2427.35 Corporate Debt Securities UNITED AIRLINES PT CERT 2007-1 A 20240102 6.63600 2024-01-02 2024-01-02 6.636 - 6.636 259000.00 88983.24 Asset-Backed Securities T-MOBILE US INC SR GLBL NT 21 549300ZTTY7CXOLJ6539 2021-09-15 2021-09-15 7.25 - 7.25 2000.00 2066.51 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 28 2028-04-15 2028-04-15 4.75 - 4.75 158000.00 158669.31 Corporate Debt Securities FIVE POINT OPERATING COMPANY SR GLBL 144A 25 2025-11-15 2025-11-15 7.875 - 7.875 293000.00 310666.07 Corporate Debt Securities Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N N N 0.0032 1000000.00 1000000.00 0.0008 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.04% to 0.51% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MONGODB INC SR GLBL COCO 26 549300TPTG69WKWE1Z37 2026-01-15 2026-01-15 0.25 - 0.25 570000.00 1081874.73 Equities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0051 1000000.00 1000000.00 0.0008 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.04% to 0.48% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PINDUODUO INC SR GLBL COCO 25 5493000573DS7005T657 2025-12-01 2025-12-01 N/A 1033000.00 1081034.50 Equities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0048 1000000.00 1000000.00 0.0008 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.04% to 0.71% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INFINERA CORP SR GLBL COCO 24 549300ZOF66WPV3H0H17 2024-09-01 2024-09-01 2.125 - 2.125 3490000.00 4324927.73 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, 0.04% to 0.71% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LIBERTY MEDIA CORP DEL SR EXC DB3.75%30 549300SZUIU7Z32Q0664 2030-02-15 2030-02-15 3.75 - 3.75 5623000.00 4324438.44 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, 0.04% to 0.67% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MICROSTRATEGY INC SR GLBL COCO 25 549300WQTWEJUEHXQX21 2025-12-15 2025-12-15 0.75 - 0.75 4839000.00 8643966.19 Equities Y N/A N/A 2021-09-03 2021-09-03 2021-09-03 N N N 0.0067 8000000.00 8000000.00 0.0061 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.04% to 0.68% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HERBALIFE NUTRITION LTD SR COCO 24 549300BA7TYPBSZZIA41 2024-03-15 2024-03-15 2.625 - 2.625 1620000.00 1780228.12 Equities ZSCALER INC SR GLBL COCO 25 529900MZ0RTK1BWRNF46 2025-07-01 2025-07-01 0.125 - 0.125 1601000.00 2541782.07 Equities Y N/A N/A 2021-09-13 2021-09-13 2021-09-13 N N N 0.0068 4000000.00 4000000.00 0.0030 N N N Y ABN AMRO Bank NV ABN AMRO Bank NV, 0.04% to 0.05% HHH138000 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 2035-12-01 2050-10-01 2 - 4 4070876.00 2405020.18 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2047-05-15 0.375 - 3.375 1622300.00 1675072.72 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 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 0.05%, dated 6/30/2021 due 07/01/2021 B4TYDEB6GKMZO031MB27 HHH320000_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 2050-06-20 2.5 - 5.25 28349032.00 7378640.97 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 7197000.00 7197000.00 0.0055 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.05%, dated 6/30/2021 due 07/01/2021 VJW2DOOHGDT6PR0ZRO63 HHH320000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-07-06 2028-11-16 0 - 5.375 413097.00 419364.62 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-07-06 2051-05-15 0 - 7.5 3826869.00 3815687.40 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-05-15 2051-06-20 2 - 9 185614.00 20465.69 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-07-16 2031-04-01 0.01 - 5.25 368752.00 369945.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-08-12 2051-01-01 0.125 - 8 883918.00 324124.14 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2024-09-15 2.875 - 2.875 25.00 26.89 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-07-25 2051-06-01 0.25 - 9 947854.00 755018.98 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 5592000.00 5592000.00 0.0043 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 6/30/2021 due 07/01/2021 8NAV47T0Y26Q87Y0QP81 HHH320000_00431 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 2022-07-08 2045-04-06 0.09 - 5.25 607433.00 657165.03 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2048-08-15 0.125 - 5 3258116.00 3778947.42 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-07-01 2051-09-01 0 - 7.25 2002508.00 1732255.84 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2021-10-01 2050-01-21 0 - 3.2 12228.00 12332.63 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-07-02 2039-01-24 0 - 5.625 1109992.00 1168350.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-08-12 2045-10-05 0 - 6.25 1267057.00 1238248.89 Agency Debentures and Agency Strips Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 8398000.00 8398000.00 0.0064 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.05%, dated 6/30/2021 due 07/01/2021 E57ODZWZ7FF32TWEFA76 HHH320000_00276 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 2021-11-01 2051-08-01 0.25 - 9 92510.00 84216.96 Agency Mortgage-Backed Securities Resolution Funding Corp 5493006TKFPYISY2DS54 2030-04-15 2030-04-15 0 - 0 3044.00 2634.60 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2051-05-15 0 - 8.125 1498617.00 1624269.66 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-12-15 2051-06-20 1.5 - 10 190480.00 126201.95 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-07-16 2036-07-15 0 - 5.5 148425.00 148625.77 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-09-15 2065-09-15 0 - 5.98 25545.00 8700.72 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-10-08 2049-10-15 0.1 - 2.875 37675.00 37697.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-13 2050-08-01 0.125 - 7.5 30924.00 8324.43 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 1999000.00 1999000.00 0.0015 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 6/30/2021 due 07/01/2021 MBNUM2BPBDO7JBLYG310 HHH320000_00137 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 2021-07-31 2022-07-31 0 - 2.25 622348.00 623200.06 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-06-20 2051-06-20 2.5 - 4.5 2309179.00 2434765.54 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0005 2998000.00 2998000.00 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 0.05%, dated 6/30/2021 due 07/01/2021 1VUV7VQFKUOQSJ21A208 HHH320000_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 2021-07-15 2031-05-15 0 - 3 5547863.00 5667127.99 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 5556000.00 5556000.00 0.0042 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.04% to 0.05% 7LTWFZYICNSX8D621K86 HHH139000 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 2024-06-15 2024-06-15 3.35 - 3.35 978545.00 1030002.39 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 1000000.00 1000000.00 0.0008 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.04% to 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 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 2056-01-15 2056-01-15 3 - 3 1041315.00 1030002.40 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 1000000.00 1000000.00 0.0008 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.04% to 0.05% FOR8UP27PHTHYVLBNG30 0000769993 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 2026-09-01 2046-03-01 3.5 - 7 8738603.00 241620.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-12-01 2045-04-01 3 - 7 1729653.00 115506.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-01-20 2049-06-20 3 - 5.5 2520457.00 662873.84 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 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 0.05%, dated 6/30/2021 due 07/01/2021 CYYGQCGNHMHPSMRL3R97 HHH320000_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 2025-12-01 2050-06-01 1.85 - 5.5 543296.00 252347.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2051-03-01 1.882 - 5.5 948661.00 461653.86 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 700000.00 700000.00 0.0005 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 6/30/2021 due 07/01/2021 KBVRJ5K57JZ3E2AVWX40 HHH320000_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 2021-07-08 2050-08-15 0 - 3.125 557604.00 561379.04 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 550000.00 550000.00 0.0004 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 6/30/2021 due 07/01/2021 ZBUT11V806EZRVTWT807 HHH320000_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 2023-08-15 2023-08-15 2.5 - 2.5 869994.00 919021.89 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 901000.00 901000.00 0.0007 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 6/30/2021 due 07/01/2021 ZOMOLU8CGIZRYZ7PFU34 HHH320000_76664 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 2041-01-20 2051-03-20 2.5 - 4 961660.00 370694.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-12-01 2051-06-01 2 - 4.5 2833703.00 854613.30 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2051-05-15 0.125 - 4.25 1051532.00 1111664.23 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-05-01 2058-01-01 2 - 4.5 4241024.00 2839495.25 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 5073000.00 5073000.00 0.0039 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 6/30/2021 due 07/01/2021 7TK5RJIZDFROZCA6XF66 HHH320000_08126 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 2026-09-01 2051-06-01 0 - 7 446150.00 399602.79 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2026-10-26 2026-10-26 0.94 - 0.94 110680.00 110397.99 Agency Debentures and Agency Strips Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 500000.00 500000.00 0.0004 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.04% to 0.05% 9R7GPTSO7KV3UQJZQ078 0000068136 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 2024-10-01 2050-11-01 2.5 - 5.5 5216865.00 1961878.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-01 2051-06-01 2.5 - 7 84597285.00 3138128.15 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 5000000.00 5000000.00 0.0038 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 6/30/2021 due 07/01/2021 OXTKY6Q8X53C9ILVV871 HHH320000_07426 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 2027-02-01 2042-12-15 2.875 - 4.65 33957.00 41342.54 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-06-28 2028-11-16 0.4 - 5.375 133422.00 142816.23 Agency Debentures and Agency Strips Resolution Funding Corp 5493006TKFPYISY2DS54 2030-04-15 2030-04-15 0 - 0 2153.00 1863.33 Agency Debentures and Agency Strips Federal Farm Credit Bank 2037-03-26 2040-08-13 1.95 - 3.47 3998.00 3759.14 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-07-20 2043-11-15 0 - 7.625 8016434.00 9188696.94 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-07-15 2051-07-01 0 - 9.5 8215374.00 1443022.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-12-01 2059-01-01 0 - 8.5 4665755.00 2131957.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-07-15 2069-11-20 1.5 - 9.5 6138121.00 899713.38 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 13578000.00 13578000.00 0.0103 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.05%, dated 6/30/2021 due 07/01/2021 549300QJJX6CVVUXLE15 HHH320000_07749 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 2024-08-01 2051-07-01 1.5 - 6 3134638.00 1514893.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-09-09 2051-02-15 0 - 4.625 838457.00 792765.24 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-09-20 2051-06-20 2 - 6 6596314.00 3942414.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-05-01 2051-06-01 1.31 - 4 882916.00 379029.22 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 6497000.00 6497000.00 0.0049 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.05%, dated 6/30/2021 due 07/01/2021 O2RNE8IBXP4R0TD8PU41 HHH320000_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 2030-06-01 2051-02-01 2 - 5.559 179299.00 92306.43 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-07-08 2050-11-15 0 - 7.125 1853664.00 1987943.02 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2057-02-01 1.658 - 4.5 132370.00 40942.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-01-20 2051-04-20 2 - 4.5 358474.00 359749.02 Agency Mortgage-Backed Securities Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 556577.00 482453.74 Agency Debentures and Agency Strips Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 2902000.00 2902000.00 0.0022 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.05%, dated 6/30/2021 due 07/01/2021 5U0XI89JRFVHWIBS4F54 HHH320000_10193 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 2021-09-30 2050-05-15 0.25 - 3 11836063.00 12316560.16 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-06-20 2051-03-20 2 - 5 18403831.00 8369534.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-06-01 2 - 4 9446592.00 5213417.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-09-01 2.5 - 3.5 5655088.00 1870503.87 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 27225000.00 27225000.00 0.0207 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 6/30/2021 due 07/01/2021 5U0XI89JRFVHWIBS4F54 HHH320000_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 10796070.00 2675902.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-06-01 2 - 4 30122056.00 12245838.39 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 14592000.00 14592000.00 0.0111 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.04% to 0.06% SUVUFHICNZMP2WKHG940 HHH159000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2024-02-12 2024-02-12 0.15 - 0.15 4078000.00 4080993.93 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 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 0.05%, dated 6/30/2021 due 07/01/2021 VYVVCKR63DVZZN70PB21 HHH320000_08395 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 2051-07-25 2051-07-25 2 - 2 12793.00 12948.42 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2051-05-15 1.625 - 7.625 202233.00 220443.94 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-25 2051-06-01 0.222 - 2.5 280564.00 289962.10 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 511000.00 511000.00 0.0004 N Y Y N Bank of Montreal Bank of Montreal, 0.04% to 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 0.0011 5000936.50 5000936.50 0.0038 N N N N Bank of Montreal Bank of Montreal, 0.04% to 0.16% 06367CHD2 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0015 6000249.00 6000249.00 0.0046 N N N N Credit Agricole CIB Credit Agricole CIB, 0.04% to 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 11000655.60 11000655.60 0.0084 N N N N Credit Agricole CIB Credit Agricole CIB, 0.04% to 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 0.0009 8000980.80 8000980.80 0.0061 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.04% to 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 7000147.70 7000147.70 0.0053 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.04% to 0.10% 51501HJP5 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-08-06 2021-08-06 2021-08-06 N N N 0.0010 7000000.00 7000000.00 0.0053 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.04% to 0.10% 51501HJT7 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-08-09 2021-08-09 2021-08-09 N N N 0.0010 4000000.00 4000000.00 0.0030 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.04% to 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 0.0008 7000577.50 7000577.50 0.0053 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.04% to 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 0.0008 7001032.50 7001032.50 0.0053 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.04% to 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 0.0008 4000598.80 4000598.80 0.0030 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.04% to 0.10% 86565CW21 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-10-07 2021-10-07 2021-10-07 N N N 0.0010 999994.50 999994.50 0.0008 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.04% to 0.10% 86565CW62 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-10-08 2021-10-08 2021-10-08 N N N 0.0010 6999941.90 6999941.90 0.0053 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.04% to 0.14% 86565CY78 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-10-28 2021-10-28 2021-10-28 N N N 0.0013 7000233.10 7000233.10 0.0053 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.04% to 0.14% 86565CZ93 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-11-02 2021-11-02 2021-11-02 N N N 0.0013 9000250.20 9000250.20 0.0068 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.04% to 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 4000120.00 4000120.00 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.04% to 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 3000097.50 3000097.50 0.0023 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 0.04% to 0.14% 89114WBU8 PT3QB789TSUIDF371261 US89114WBU80 0000947263 Certificate of Deposit Y N/A N/A 2021-09-09 2021-12-09 2021-12-09 N N N 0.0018 1999600.00 1999600.00 0.0015 N N N N Bank of America NA Bank of America NA, 0.04% to 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 0.0005 4001676.80 4001676.80 0.0030 N N N N Abn Amro Bank NV(TD) Abn Amro Bank NV(TD), 0.04% to 0.08% BFXS5XCH7N0Y05NIXW11 HHH231000 Non-Negotiable Time Deposit Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0008 8000000.00 8000000.00 0.0061 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.04% to 0.17% G5GSEF7VJP5I7OUK5573 HHH212000 Non-Negotiable Time Deposit Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0017 29000000.00 29000000.00 0.0221 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.04% to 0.17% G5GSEF7VJP5I7OUK5573 HHH387000 Non-Negotiable Time Deposit Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0017 29000000.00 29000000.00 0.0221 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.04% to 0.06% 1VUV7VQFKUOQSJ21A208 HHH391000 Non-Negotiable Time Deposit Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 21000000.00 21000000.00 0.0160 N Y Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 0.04% to 0.12% RB0PEZSDGCO3JS6CEU02 HHG151000 Non-Negotiable Time Deposit Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N N N 0.0014 3999986.80 3999986.80 0.0030 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796J34 US912796J347 U.S. Treasury Debt Y N/A N/A 2021-07-27 2021-07-27 2021-07-27 N N N 0.0004 49998330.00 49998330.00 0.0380 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796C64 US912796C649 U.S. Treasury Debt Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0005 3999817.88 3999817.88 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.35% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2021-07-01 2021-10-31 2021-10-31 N N N 0.0004 3003090.27 3003090.27 0.0023 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.04% to 0.05% HHH137000 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 2047-05-15 1.25 - 3.375 3046300.00 3060111.99 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 3000000.00 3000000.00 0.0023 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.04% to 0.05% G5GSEF7VJP5I7OUK5573 HHH143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-16 2022-06-16 0 - 0 7145100.00 7140012.69 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 7000000.00 7000000.00 0.0053 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.04% to 0.05% 549300IMBXQ8SGH3HJ31 HHH140000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-15 2030-02-15 0.25 - 1.5 11040700.00 11220090.79 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 11000000.00 11000000.00 0.0084 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.04% to 0.05% 7LTWFZYICNSX8D621K86 HHH135000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2027-11-15 2.25 - 2.25 4750200.00 5100045.10 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 5000000.00 5000000.00 0.0038 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.04% to 0.05% 549300H47WTHXPU08X20 HHH299000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-13 2021-07-13 0 - 0 2040100.00 2040067.36 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 2000000.00 2000000.00 0.0015 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.04% to 0.05% 549300H47WTHXPU08X20 HHH177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-13 2021-07-13 0 - 0 4080100.00 4080034.72 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 4000000.00 4000000.00 0.0030 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.04% to 0.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-31 2025-08-31 0.25 - 0.25 2090000.00 2049307.79 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 2000000.00 2000000.00 0.0015 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.04% to 0.05% RB0PEZSDGCO3JS6CEU02 HHH166000 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 3771000.00 4079750.63 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 4000000.00 4000000.00 0.0030 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.04% to 0.05% U7M81AY481YLIOR75625 HHH124000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2028-08-15 1.25 - 2.875 12901100.00 13257056.08 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 13000000.00 13000000.00 0.0099 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.04% to 0.06% SUVUFHICNZMP2WKHG940 HHH158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-08-15 2026-10-31 0.375 - 2.75 2992200.00 3060089.12 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 3000000.00 3000000.00 0.0023 N Y Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.04% to 0.09% Series 2008, LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 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 0.0009 25155000.00 25155000.00 0.0191 N N Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2021-07-06 Laura M. Del Prato Laura M. Del Prato President and Treasurer