N-MFP2
0000803013
XXXXXXXX
2021-11-30
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
43
43
417288005.54
484720187.09
408772258.39
652671732.17
562442602.44
587874855.49
546926785.99
791826533.17
0.3100
0.3600
0.3000
0.3800
0.4200
0.4300
0.4000
0.4600
0.00
1651892206.36
1651893439.35
81328999.62
43035540.17
1690185665.81
1690307501.56
0.0016
1.0000
1.0000
1.0000
0.9999
C000019137
1.00
1690185665.81
1690307501.56
1.0000
1.0000
1.0000
0.9999
3023604.34
398065.26
5649797.51
236113.20
3989518.64
2004584.05
349183705.68
1316956.21
363789901.24
7630253.13
0.0016
N
ASB Finance Ltd. (London)
ASB Finance Ltd. (London), 0.07%
0020P2ZD1
549300A8V0FZJN79NH08
IAG684000
Financial Company Commercial Paper
Y
N/A
N/A
2021-12-13
2021-12-13
2021-12-13
N
N
N
0.0007
3999903.20
3999903.20
0.0024
N
N
N
N
Bank of Montreal
Bank of Montreal, 0.15%
06366HBE6
NQQ6HPCNCCU6TUTQYE16
0000927971
Financial Company Commercial Paper
Y
N/A
N/A
2022-02-14
2022-02-14
2022-02-14
N
N
N
0.0015
4998406.00
4998406.00
0.0030
N
N
N
N
Bank of Montreal
Bank of Montreal, 0.16%
06366HBG1
NQQ6HPCNCCU6TUTQYE16
0000927971
Financial Company Commercial Paper
Y
N/A
N/A
2022-02-16
2022-02-16
2022-02-16
N
N
N
0.0016
7997365.60
7997365.60
0.0047
N
N
N
N
Bank of Montreal
Bank of Montreal, 0.21%
06366HD46
NQQ6HPCNCCU6TUTQYE16
0000927971
Financial Company Commercial Paper
Y
N/A
N/A
2022-04-04
2022-04-04
2022-04-04
N
N
N
0.0021
11991375.60
11991375.60
0.0071
N
N
N
N
Bank of Montreal
Bank of Montreal, 0.21%
06366HD46
NQQ6HPCNCCU6TUTQYE16
0000927971
Financial Company Commercial Paper
Y
N/A
N/A
2022-04-04
2022-04-04
2022-04-04
N
N
N
0.0021
7994250.40
7994250.40
0.0047
N
N
N
N
Bank of Montreal
Bank of Montreal, 0.21%
06366HD79
NQQ6HPCNCCU6TUTQYE16
0000927971
Financial Company Commercial Paper
Y
N/A
N/A
2022-04-07
2022-04-07
2022-04-07
N
N
N
0.0021
7993998.40
7993998.40
0.0047
N
N
N
N
Bank of Montreal
Bank of Montreal, 0.25%
06366HE37
NQQ6HPCNCCU6TUTQYE16
0000927971
Financial Company Commercial Paper
Y
N/A
N/A
2022-05-03
2022-05-03
2022-05-03
N
N
N
0.0025
7991649.60
7991649.60
0.0047
N
N
N
N
Bank of Nova Scotia
Bank of Nova Scotia, 0.26%
06417KET2
L3I9ZG2KFGXZ61BMYR72
0000009631
Financial Company Commercial Paper
Y
N/A
N/A
2022-05-27
2022-05-27
2022-05-27
N
N
N
0.0026
20973315.30
20973315.30
0.0124
N
N
N
N
Bank of Nova Scotia
Bank of Nova Scotia, 0.29%
06417KF38
L3I9ZG2KFGXZ61BMYR72
0000009631
Financial Company Commercial Paper
Y
N/A
N/A
2022-06-03
2022-06-03
2022-06-03
N
N
N
0.0029
20969946.69
20969946.69
0.0124
N
N
N
N
BNP Paribas SA
BNP Paribas SA, 0.06%
09660EZ20
R0MUWSFPU8MPRO8K5P83
0000872786
Financial Company Commercial Paper
Y
N/A
N/A
2021-12-02
2021-12-02
2021-12-02
N
N
N
0.0006
3999986.80
3999986.80
0.0024
N
N
Y
N
BNP Paribas SA
BNP Paribas SA, 0.11%
09660KB71
R0MUWSFPU8MPRO8K5P83
0000872786
Financial Company Commercial Paper
Y
N/A
N/A
2022-02-07
2022-02-07
2022-02-07
N
N
N
0.0011
7998328.80
7998328.80
0.0047
N
N
N
N
BPCE SA
BPCE SA, 0.08%
05571CA50
9695005MSX1OYEMGDF46
0001485022
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-05
2022-01-05
2022-01-05
N
N
N
0.0008
15998816.00
15998816.00
0.0095
N
N
N
N
BPCE SA
BPCE SA, 0.09%
05571CAE1
9695005MSX1OYEMGDF46
0001485022
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-14
2022-01-14
2022-01-14
N
N
N
0.0009
15998240.00
15998240.00
0.0095
N
N
N
N
Caisse d'Amort de la Dette Sociale
Caisse d'Amort de la Dette Sociale, 0.07%
12802VZ90
969500P04DQJS4BPM574
HIA142000
Financial Company Commercial Paper
Y
N/A
N/A
2021-12-09
2021-12-09
2021-12-09
N
N
N
0.0007
22999581.40
22999581.40
0.0136
N
N
N
N
Caisse d'Amort de la Dette Sociale
Caisse d'Amort de la Dette Sociale, 0.08%
12802VZD1
969500P04DQJS4BPM574
HIB137000
Financial Company Commercial Paper
Y
N/A
N/A
2021-12-13
2021-12-13
2021-12-13
N
N
N
0.0008
8999749.80
8999749.80
0.0053
N
N
N
N
Caisse d'Amort de la Dette Sociale
Caisse d'Amort de la Dette Sociale, 0.15%
12802WB94
969500P04DQJS4BPM574
IAI008000
Financial Company Commercial Paper
Y
N/A
N/A
2022-02-09
2022-02-09
2022-02-09
N
N
N
0.0015
13995830.80
13995830.80
0.0083
N
N
N
N
Caisse d'Amort de la Dette Sociale
Caisse d'Amort de la Dette Sociale, 0.21%
12802WDE1
969500P04DQJS4BPM574
ICD439000
Financial Company Commercial Paper
Y
N/A
N/A
2022-04-14
2022-04-14
2022-04-14
N
N
N
0.0021
7993700.00
7993700.00
0.0047
N
N
N
N
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce, 0.07%
13608AZA7
2IGI19DL77OX0HC3ZE78
0001045520
Financial Company Commercial Paper
Y
N/A
N/A
2021-12-10
2021-12-10
2021-12-10
N
N
N
0.0007
6999864.20
6999864.20
0.0041
N
N
N
N
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce, 0.07%
13608AZD1
2IGI19DL77OX0HC3ZE78
0001045520
Financial Company Commercial Paper
Y
N/A
N/A
2021-12-13
2021-12-13
2021-12-13
N
N
N
0.0007
6999822.90
6999822.90
0.0041
N
N
N
N
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce, 0.24%
13608BEP5
2IGI19DL77OX0HC3ZE78
0001045520
Financial Company Commercial Paper
Y
N/A
N/A
2022-05-23
2022-05-23
2022-05-23
N
N
N
0.0024
15981748.80
15981748.80
0.0095
N
N
N
N
Federation des caisses Desjardin
Federation des caisses Desjardin, 0.15%
31428GC35
549300B2Q47IR0CR5B54
IAE761000
Financial Company Commercial Paper
Y
N/A
N/A
2022-03-03
2022-03-03
2022-03-03
N
N
N
0.0015
1999219.80
1999219.80
0.0012
N
N
N
N
ING U.S. Funding LLC
ING U.S. Funding LLC, 0.08%
4497W0ZA9
IAD807000
Financial Company Commercial Paper
Y
N/A
N/A
2021-12-10
2021-12-10
2021-12-10
N
Y
ING BANK NV
1.0000
N/A
N/A
N
0.0008
3999917.60
3999917.60
0.0024
N
N
N
N
Lloyds Bank PLC
Lloyds Bank PLC, 0.07%
53943RZ93
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
Y
N/A
N/A
2021-12-09
2021-12-09
2021-12-09
N
N
N
0.0007
4699914.46
4699914.46
0.0028
N
N
N
N
Lloyds Bank PLC
Lloyds Bank PLC, 0.08%
53943RZE2
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
Y
N/A
N/A
2021-12-14
2021-12-14
2021-12-14
N
N
N
0.0008
7999754.40
7999754.40
0.0047
N
N
N
N
Lloyds Bank PLC
Lloyds Bank PLC, 0.10%
53943SA56
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-05
2022-01-05
2022-01-05
N
N
N
0.0010
2999712.00
2999712.00
0.0018
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp.
Mitsubishi UFJ Trust & Banking Corp., 0.07%
60682YZD9
JBONEPAGQXF4QP29B387
IAA683000
Financial Company Commercial Paper
Y
N/A
N/A
2021-12-13
2021-12-13
2021-12-13
N
N
N
0.0007
2999922.00
2999922.00
0.0018
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp.
Mitsubishi UFJ Trust & Banking Corp., 0.08%
60682YZH0
JBONEPAGQXF4QP29B387
IAA257000
Financial Company Commercial Paper
Y
N/A
N/A
2021-12-17
2021-12-17
2021-12-17
N
N
N
0.0008
4999825.50
4999825.50
0.0030
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp.
Mitsubishi UFJ Trust & Banking Corp., 0.08%
60682YZM9
JBONEPAGQXF4QP29B387
IAC730000
Financial Company Commercial Paper
Y
N/A
N/A
2021-12-21
2021-12-21
2021-12-21
N
N
N
0.0008
2999867.10
2999867.10
0.0018
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp.
Mitsubishi UFJ Trust & Banking Corp., 0.10%
60683CAC5
JBONEPAGQXF4QP29B387
IAJ093000
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-12
2022-01-12
2022-01-12
N
N
N
0.0010
4999420.50
4999420.50
0.0030
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp.
Mitsubishi UFJ Trust & Banking Corp., 0.14%
60682XB47
JBONEPAGQXF4QP29B387
0001462160
Financial Company Commercial Paper
Y
N/A
N/A
2022-02-04
2022-02-04
2022-02-04
N
N
N
0.0014
2999262.90
2999262.90
0.0018
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp.
Mitsubishi UFJ Trust & Banking Corp., 0.15%
60683CB91
JBONEPAGQXF4QP29B387
IBI281000
Financial Company Commercial Paper
Y
N/A
N/A
2022-02-09
2022-02-09
2022-02-09
N
N
N
0.0015
11996545.20
11996545.20
0.0071
N
N
N
N
Mizuho Bank Ltd. Singapore Branch
Mizuho Bank Ltd. Singapore Branch, 0.10%
60689PZD1
RB0PEZSDGCO3JS6CEU02
IAE418000
Financial Company Commercial Paper
Y
N/A
N/A
2021-12-13
2021-12-13
2021-12-13
N
N
N
0.0010
4999819.50
4999819.50
0.0030
N
N
N
N
Mizuho Bank Ltd. Singapore Branch
Mizuho Bank Ltd. Singapore Branch, 0.14%
60689QAE4
RB0PEZSDGCO3JS6CEU02
IBH984000
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-14
2022-01-14
2022-01-14
N
N
N
0.0014
1999662.60
1999662.60
0.0012
N
N
N
N
Mizuho Bank Ltd. Singapore Branch
Mizuho Bank Ltd. Singapore Branch, 0.15%
60689QAJ3
RB0PEZSDGCO3JS6CEU02
IBJ522000
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-18
2022-01-18
2022-01-18
N
N
N
0.0015
1999608.00
1999608.00
0.0012
N
N
N
N
Mizuho Bank Ltd. Singapore Branch
Mizuho Bank Ltd. Singapore Branch, 0.15%
60689QAJ3
RB0PEZSDGCO3JS6CEU02
ICA009000
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-18
2022-01-18
2022-01-18
N
N
N
0.0015
4999020.00
4999020.00
0.0030
N
N
N
N
Mizuho Bank Ltd. Singapore Branch
Mizuho Bank Ltd. Singapore Branch, 0.15%
60689QAM6
RB0PEZSDGCO3JS6CEU02
ICB939000
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-21
2022-01-21
2022-01-21
N
N
N
0.0015
2999345.70
2999345.70
0.0018
N
N
N
N
National Bank of Canada
National Bank of Canada, 0.11%
63307MAJ8
BSGEFEIOM18Y80CKCV46
HIF578000
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-18
2022-01-18
2022-01-18
N
N
N
0.0011
10998367.60
10998367.60
0.0065
N
N
N
N
National Bank of Canada
National Bank of Canada, 0.12%
63307MAR0
BSGEFEIOM18Y80CKCV46
HIF649000
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-25
2022-01-25
2022-01-25
N
N
N
0.0012
10998015.60
10998015.60
0.0065
N
N
N
N
National Bank of Canada
National Bank of Canada, 0.13%
63307MB40
BSGEFEIOM18Y80CKCV46
IAE510000
Financial Company Commercial Paper
Y
N/A
N/A
2022-02-04
2022-02-04
2022-02-04
N
N
N
0.0013
5998614.00
5998614.00
0.0035
N
N
N
N
National Bank of Canada
National Bank of Canada, 0.13%
63307MB81
BSGEFEIOM18Y80CKCV46
HJI254000
Financial Company Commercial Paper
Y
N/A
N/A
2022-02-08
2022-02-08
2022-02-08
N
N
N
0.0013
7997977.60
7997977.60
0.0047
N
N
N
N
National Bank of Canada
National Bank of Canada, 0.18%
63307MDD8
BSGEFEIOM18Y80CKCV46
ICE763000
Financial Company Commercial Paper
Y
N/A
N/A
2022-04-13
2022-04-13
2022-04-13
N
N
N
0.0018
12991338.10
12991338.10
0.0077
N
N
N
N
Nationwide Building Society
Nationwide Building Society, 0.15%
6385E1AL5
549300XFX12G42QIKN82
IEB876000
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-20
2022-01-20
2022-01-20
N
N
N
0.0015
49989730.00
49989730.00
0.0296
N
N
N
N
NatWest Markets PLC
NatWest Markets PLC, 0.12%
63906FA41
RR3QWICWWIPCS8A4S074
0000729153
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-04
2022-01-04
2022-01-04
N
N
N
0.0012
3369613.46
3369613.46
0.0020
N
N
N
N
NatWest Markets PLC
NatWest Markets PLC, 0.12%
63906FAJ8
RR3QWICWWIPCS8A4S074
0000729153
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-18
2022-01-18
2022-01-18
N
N
N
0.0012
2999514.00
2999514.00
0.0018
N
N
N
N
Rabobank Nederland New York Branch
Rabobank Nederland New York Branch, 0.07%
21687AZF3
DG3RU1DBUFHT4ZF9WN62
0001098062
Financial Company Commercial Paper
Y
N/A
N/A
2021-12-15
2021-12-15
2021-12-15
N
N
N
0.0007
26999211.60
26999211.60
0.0160
N
N
N
N
Royal Bank of Canada
Royal Bank of Canada, 0.11%
78009BAQ5
ES7IP3U3RHIGC71XBU11
0001000275
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-24
2022-01-24
2022-01-24
N
N
N
0.0011
17997112.80
17997112.80
0.0106
N
N
N
N
Royal Bank of Canada
Royal Bank of Canada, 0.13%
78009BBF8
ES7IP3U3RHIGC71XBU11
0001000275
Financial Company Commercial Paper
Y
N/A
N/A
2022-02-15
2022-02-15
2022-02-15
N
N
N
0.0013
4998642.00
4998642.00
0.0030
N
N
N
N
Royal Bank of Canada
Royal Bank of Canada, 0.13%
78009BBG6
ES7IP3U3RHIGC71XBU11
0001000275
Financial Company Commercial Paper
Y
N/A
N/A
2022-02-16
2022-02-16
2022-02-16
N
N
N
0.0013
4998613.50
4998613.50
0.0030
N
N
N
N
Royal Bank of Canada
Royal Bank of Canada, 0.13%
78009BBH4
ES7IP3U3RHIGC71XBU11
0001000275
Financial Company Commercial Paper
Y
N/A
N/A
2022-02-17
2022-02-17
2022-02-17
N
N
N
0.0013
4998584.50
4998584.50
0.0030
N
N
N
N
Royal Bank of Canada
Royal Bank of Canada, 0.13%
78009BBJ0
ES7IP3U3RHIGC71XBU11
0001000275
Financial Company Commercial Paper
Y
N/A
N/A
2022-02-18
2022-02-18
2022-02-18
N
N
N
0.0013
4998555.50
4998555.50
0.0030
N
N
N
N
Royal Bank of Canada
Royal Bank of Canada, 0.16%
78015DD80
ES7IP3U3RHIGC71XBU11
0001000275
Financial Company Commercial Paper
Y
N/A
N/A
2022-04-08
2022-04-08
2022-04-08
N
N
N
0.0016
16990315.10
16990315.10
0.0101
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd.
Sumitomo Mitsui Trust Bank Ltd., 0.07%
86564YZF2
5493006GGLR4BTEL8O61
IAF368000
Financial Company Commercial Paper
Y
N/A
N/A
2021-12-15
2021-12-15
2021-12-15
N
N
N
0.0007
5999824.80
5999824.80
0.0035
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd.
Sumitomo Mitsui Trust Bank Ltd., 0.09%
86564XA61
5493006GGLR4BTEL8O61
IBE592000
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-06
2022-01-06
2022-01-06
N
N
N
0.0009
2999719.50
2999719.50
0.0018
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd.
Sumitomo Mitsui Trust Bank Ltd., 0.11%
86564XAB0
5493006GGLR4BTEL8O61
IBF950000
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-11
2022-01-11
2022-01-11
N
N
N
0.0011
7999010.40
7999010.40
0.0047
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd.
Sumitomo Mitsui Trust Bank Ltd., 0.11%
86564XAD6
5493006GGLR4BTEL8O61
IBG497000
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-13
2022-01-13
2022-01-13
N
N
N
0.0011
2999589.30
2999589.30
0.0018
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd.
Sumitomo Mitsui Trust Bank Ltd., 0.11%
86564XAD6
5493006GGLR4BTEL8O61
IBG900000
Financial Company Commercial Paper
Y
N/A
N/A
2022-01-13
2022-01-13
2022-01-13
N
N
N
0.0011
1999726.20
1999726.20
0.0012
N
N
N
N
Svenska Handelsbanken AB
Svenska Handelsbanken AB, 0.14%
86960KCE0
NHBDILHZTYCNBV5UYZ31
0001448613
Financial Company Commercial Paper
Y
N/A
N/A
2022-03-14
2022-03-14
2022-03-14
N
N
N
0.0014
13994540.00
13994540.00
0.0083
N
N
N
N
The Toronto-Dominion Bank
The Toronto-Dominion Bank, 0.16%
89119BBJ4
PT3QB789TSUIDF371261
0000947263
Financial Company Commercial Paper
Y
N/A
N/A
2022-02-18
2022-02-18
2022-02-18
N
N
N
0.0016
3998577.60
3998577.60
0.0024
N
N
N
N
The Toronto-Dominion Bank
The Toronto-Dominion Bank, 0.19%
89119BC79
PT3QB789TSUIDF371261
0000947263
Financial Company Commercial Paper
Y
N/A
N/A
2022-03-07
2022-03-07
2022-03-07
N
N
N
0.0019
14992441.50
14992441.50
0.0089
N
N
N
N
The Toronto-Dominion Bank
The Toronto-Dominion Bank, 0.21%
89119BD45
PT3QB789TSUIDF371261
0000947263
Financial Company Commercial Paper
Y
N/A
N/A
2022-04-04
2022-04-04
2022-04-04
N
N
N
0.0021
14988958.50
14988958.50
0.0089
N
N
N
N
The Toronto-Dominion Bank
The Toronto-Dominion Bank, 0.22%
89119BDB9
PT3QB789TSUIDF371261
0000947263
Financial Company Commercial Paper
Y
N/A
N/A
2022-04-11
2022-04-11
2022-04-11
N
N
N
0.0022
7993722.40
7993722.40
0.0047
N
N
N
N
The Toronto-Dominion Bank
The Toronto-Dominion Bank, 0.30%
89119BGF7
PT3QB789TSUIDF371261
0000947263
Financial Company Commercial Paper
Y
N/A
N/A
2022-07-15
2022-07-15
2022-07-15
N
N
N
0.0030
6987155.70
6987155.70
0.0041
N
N
N
N
Toyota Motor Credit Corp.
Toyota Motor Credit Corp., 0.10%
89233HC28
Z2VZBHUMB7PWWJ63I008
0000834071
Financial Company Commercial Paper
Y
N/A
N/A
2022-03-02
2022-03-02
2022-03-02
N
N
N
0.0010
1999483.80
1999483.80
0.0012
N
N
N
N
UBS AG London Branch
UBS AG London Branch, 0.28%
90351XEJ8
BFM8T61CT2L1QCEMIK50
IEA030000
Financial Company Commercial Paper
Y
N/A
N/A
2022-05-18
2022-05-18
2022-05-18
N
N
N
0.0028
11984114.40
11984114.40
0.0071
N
N
N
N
UBS AG London Branch
UBS AG London Branch, 0.29%
90351XEP4
BFM8T61CT2L1QCEMIK50
IEB875000
Financial Company Commercial Paper
Y
N/A
N/A
2022-05-23
2022-05-23
2022-05-23
N
N
N
0.0029
7988786.40
7988786.40
0.0047
N
N
N
N
UBS AG London Branch
UBS AG London Branch, 0.30%
90351XES8
BFM8T61CT2L1QCEMIK50
IED214000
Financial Company Commercial Paper
Y
N/A
N/A
2022-05-26
2022-05-26
2022-05-26
N
N
N
0.0030
14978244.00
14978244.00
0.0089
N
N
N
N
Atlantic Asset Securitization LLC
Atlantic Asset Securitization LLC, 0.08%
04821TZ16
549300BUNY5BIX4CVW20
0000916935
Asset Backed Commercial Paper
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
Y
CREDIT AGRICOLE CIB NY BRH
1.0000
N/A
N/A
N
0.0008
7999982.40
7999982.40
0.0047
N
Y
Y
N
Atlantic Asset Securitization LLC
Atlantic Asset Securitization LLC, 0.09%
04821TZA6
549300BUNY5BIX4CVW20
0000916935
Asset Backed Commercial Paper
Y
N/A
N/A
2021-12-10
2021-12-10
2021-12-10
N
Y
CREDIT AGRICOLE CIB NY BRH
1.0000
N/A
N/A
N
0.0009
18999540.20
18999540.20
0.0112
N
N
N
N
Atlantic Asset Securitization LLC
Atlantic Asset Securitization LLC, 0.11%
04821TZV0
549300BUNY5BIX4CVW20
0000916935
Asset Backed Commercial Paper
Y
N/A
N/A
2021-12-29
2021-12-29
2021-12-29
N
Y
CREDIT AGRICOLE CIB NY BRH
1.0000
N/A
N/A
N
0.0011
9999122.00
9999122.00
0.0059
N
N
N
N
Atlantic Asset Securitization LLC
Atlantic Asset Securitization LLC, 0.17%
04821UC42
549300BUNY5BIX4CVW20
0000916935
Asset Backed Commercial Paper
Y
N/A
N/A
2022-03-04
2022-03-04
2022-03-04
N
Y
CREDIT AGRICOLE CIB NY BRH
1.0000
N/A
N/A
N
0.0017
9995483.00
9995483.00
0.0059
N
N
N
N
Atlantic Asset Securitization LLC
Atlantic Asset Securitization LLC, 0.17%
04821UC42
549300BUNY5BIX4CVW20
0000916935
Asset Backed Commercial Paper
Y
N/A
N/A
2022-03-04
2022-03-04
2022-03-04
N
Y
CREDIT AGRICOLE CIB NY BRH
1.0000
N/A
N/A
N
0.0017
18991417.70
18991417.70
0.0112
N
N
N
N
Gotham Funding Corp.
Gotham Funding Corp., 0.09%
38346LZ66
549300Z2ZR7VTUMRPR17
IAI018000
Asset Backed Commercial Paper
Y
N/A
N/A
2021-12-06
2021-12-06
2021-12-06
N
Y
MUFG BANK LTD
1.0000
N/A
N/A
N
0.0009
9999860.00
9999860.00
0.0059
N
N
Y
N
Gotham Funding Corp.
Gotham Funding Corp., 0.12%
38346MA38
549300Z2ZR7VTUMRPR17
IBG958000
Asset Backed Commercial Paper
Y
N/A
N/A
2022-01-03
2022-01-03
2022-01-03
N
Y
MUFG BANK LTD
1.0000
N/A
N/A
N
0.0012
13998479.60
13998479.60
0.0083
N
N
N
N
Manhattan Asset Funding Co. LLC
Manhattan Asset Funding Co. LLC, 0.16%
56274MB27
549300S0NSJYSOB32S63
IDJ914000
Asset Backed Commercial Paper
Y
N/A
N/A
2022-02-02
2022-02-02
2022-02-02
N
Y
SUMITOMO MITSUI BKG CORP
1.0000
N/A
N/A
N
0.0016
34990480.00
34990480.00
0.0207
N
N
N
N
Manhattan Asset Funding Co. LLC
Manhattan Asset Funding Co. LLC, 0.22%
56274MC34
549300S0NSJYSOB32S63
IEE341000
Asset Backed Commercial Paper
Y
N/A
N/A
2022-03-03
2022-03-03
2022-03-03
N
Y
SUMITOMO MITSUI BKG CORP
1.0000
N/A
N/A
N
0.0000
34980108.45
34980108.45
0.0207
N
N
N
N
Sheffield Receivables Corp.
Sheffield Receivables Corp., 0.08%
82124LZ13
549300MYF6MOTU9T3G29
IAE733000
Asset Backed Commercial Paper
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
Y
BARCLAYS BANK PLC
1.0000
N/A
N/A
N
0.0008
999997.80
999997.80
0.0006
N
Y
Y
N
Sheffield Receivables Corp.
Sheffield Receivables Corp., 0.17%
82124MBH2
549300MYF6MOTU9T3G29
IEA655000
Asset Backed Commercial Paper
Y
N/A
N/A
2022-02-17
2022-02-17
2022-02-17
N
Y
BARCLAYS BANK PLC
1.0000
N/A
N/A
N
0.0017
1999284.60
1999284.60
0.0012
N
N
N
N
Sheffield Receivables Corp.
Sheffield Receivables Corp., 0.17%
82124MBN9
549300MYF6MOTU9T3G29
IEA650000
Asset Backed Commercial Paper
Y
N/A
N/A
2022-02-22
2022-02-22
2022-02-22
N
Y
BARCLAYS BANK PLC
1.0000
N/A
N/A
N
0.0017
3998450.80
3998450.80
0.0024
N
N
N
N
Sheffield Receivables Corp.
Sheffield Receivables Corp., 0.17%
82124MBN9
549300MYF6MOTU9T3G29
IEB867000
Asset Backed Commercial Paper
Y
N/A
N/A
2022-02-22
2022-02-22
2022-02-22
N
Y
BARCLAYS BANK PLC
1.0000
N/A
N/A
N
0.0017
24990317.50
24990317.50
0.0148
N
N
N
N
Sheffield Receivables Corp.
Sheffield Receivables Corp., 0.17%
82124MBN9
549300MYF6MOTU9T3G29
IEA652000
Asset Backed Commercial Paper
Y
N/A
N/A
2022-02-22
2022-02-22
2022-02-22
N
Y
BARCLAYS BANK PLC
1.0000
N/A
N/A
N
0.0017
26989542.90
26989542.90
0.0160
N
N
N
N
Sheffield Receivables Corp.
Sheffield Receivables Corp., 0.17%
82124MBN9
549300MYF6MOTU9T3G29
IEB328000
Asset Backed Commercial Paper
Y
N/A
N/A
2022-02-22
2022-02-22
2022-02-22
N
Y
BARCLAYS BANK PLC
1.0000
N/A
N/A
N
0.0017
18992641.30
18992641.30
0.0112
N
N
N
N
Abn Amro Bank NV(TD)
Abn Amro Bank NV(TD), 0.08%
BFXS5XCH7N0Y05NIXW11
IEE116000
Non-Negotiable Time Deposit
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0008
60000000.00
60000000.00
0.0355
N
Y
Y
N
Barclays Bank PLC
Barclays Bank PLC, 0.14%
G5GSEF7VJP5I7OUK5573
IEE258000
Non-Negotiable Time Deposit
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0014
84000000.00
84000000.00
0.0497
N
Y
Y
N
Bayerische Landesbank
Bayerische Landesbank, 0.08%
IEE180000
Non-Negotiable Time Deposit
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0008
29000000.00
29000000.00
0.0172
N
Y
Y
N
Credit Agricole CIB
Credit Agricole CIB, 0.08%
1VUV7VQFKUOQSJ21A208
IEE149000
Non-Negotiable Time Deposit
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0008
76000000.00
76000000.00
0.0450
N
Y
Y
N
Landesbank Hessen-Thuringen London Branch
Landesbank Hessen-Thuringen London Branch, 0.12%
DIZES5CFO5K3I5R58746
IEC275000
Non-Negotiable Time Deposit
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0014
14999991.00
14999991.00
0.0089
N
Y
Y
N
Landesbank Hessen-Thuringen London Branch
Landesbank Hessen-Thuringen London Branch, 0.12%
DIZES5CFO5K3I5R58746
IEC829000
Non-Negotiable Time Deposit
Y
N/A
N/A
2021-12-03
2021-12-03
2021-12-03
N
N
N
0.0014
3999993.20
3999993.20
0.0024
N
N
Y
N
Landesbank Hessen-Thuringen London Branch
Landesbank Hessen-Thuringen London Branch, 0.12%
DIZES5CFO5K3I5R58746
IED716000
Non-Negotiable Time Deposit
Y
N/A
N/A
2021-12-06
2021-12-06
2021-12-06
N
N
N
0.0014
15999947.20
15999947.20
0.0095
N
N
Y
N
Landesbank Hessen-Thuringen London Branch
Landesbank Hessen-Thuringen London Branch, 0.12%
DIZES5CFO5K3I5R58746
IEE087000
Non-Negotiable Time Deposit
Y
N/A
N/A
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0012
16000000.00
16000000.00
0.0095
N
N
Y
N
Mizuho Bank Ltd. Canada Branch
Mizuho Bank Ltd. Canada Branch, 0.08%
RB0PEZSDGCO3JS6CEU02
IEE186000
Non-Negotiable Time Deposit
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0008
34000000.00
34000000.00
0.0201
N
Y
Y
N
Mizuho Bank Ltd. Canada Branch
Mizuho Bank Ltd. Canada Branch, 0.11%
RB0PEZSDGCO3JS6CEU02
IED215000
Non-Negotiable Time Deposit
Y
N/A
N/A
2021-12-03
2021-12-03
2021-12-03
N
N
N
0.0013
9999983.00
9999983.00
0.0059
N
N
Y
N
Royal Bank of Canada
Royal Bank of Canada, 0.07%
ES7IP3U3RHIGC71XBU11
IEE144000
Non-Negotiable Time Deposit
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0007
29000000.00
29000000.00
0.0172
N
Y
Y
N
The Toronto-Dominion Bank
The Toronto-Dominion Bank, 0.08%
PT3QB789TSUIDF371261
0000947263
Non-Negotiable Time Deposit
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0008
29000000.00
29000000.00
0.0172
N
Y
Y
N
BMO Capital Markets Corp.
BMO Capital Markets Corp., 0.21%
RUC0QBLBRPRCU4W1NE59
IEE155000
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
HUMANA INC SR GLBL NT 32
529900YLDW34GJAO4J06
2032-02-03
2032-02-03
2.15 - 2.15
5000000.00
4829287.50
Corporate Debt Securities
HOST HOTELS & RESORTS LP CR SEN SR GLBL31
FXB7X4WXVA8QPMNOGS12
2031-12-15
2031-12-15
2.9 - 2.9
5300000.00
5139112.61
Corporate Debt Securities
SHERWIN WILLIAMS CO SR GLBL NT2.2%32
Z15BMIOX8DDH0X2OBP21
2032-03-15
2032-03-15
2.2 - 2.2
5000000.00
4884411.11
Corporate Debt Securities
BOEING CO CR SEN SR GLBL50
RVHJWBXLJ1RFUBSY1F30
2050-05-01
2050-05-01
5.805 - 5.805
5503000.00
7401459.33
Corporate Debt Securities
FAIRVIEW HEALTH SERVICES SR GLBL -2021 51
549300U24FRQCV80DC69
2051-11-15
2051-11-15
3.456 - 3.456
1804000.00
1896815.80
Corporate Debt Securities
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0021
23000000.00
23000000.00
0.0136
N
Y
Y
N
BMO Capital Markets Corp.
BMO Capital Markets Corp., 0.27%
RUC0QBLBRPRCU4W1NE59
IEE156000
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BAUSCH HEALTH COS INC SR GLBL 144A 25
B3BS7ACMDUWISF18KY76
2025-12-15
2025-12-15
9 - 9
3987000.00
4310943.75
Corporate Debt Securities
TD SYNNEX CORPORATION CR SEN SR GLBL28
5493004HI6PFLF46NS53
2028-08-09
2028-08-09
2.375 - 2.375
10000.00
9816.23
Corporate Debt Securities
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0027
4000000.00
4000000.00
0.0024
N
Y
Y
N
BMO Chicago Branch
BMO Chicago Branch, 0.27%
3Y4U8VZURTYWI1W2K376
IEE157000
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28
2028-08-15
2028-08-15
7.75 - 7.75
1006000.00
1078074.03
Corporate Debt Securities
US FOODS INC SR SEC GLBL 25
5493000JOOFAOUY1JZ87
2025-04-15
2025-04-15
6.25 - 6.25
2000.00
2103.18
Corporate Debt Securities
Government National Mortgage Association
549300M8ZYFG0OCMTT87
2051-07-20
2068-02-20
0.361 - 6.209
4082150.00
1022219.17
Agency Collateralized Mortgage Obligation
United States Treasury
254900HROIFWPRGM1V77
2031-11-15
2031-11-15
1.375 - 1.375
7600.00
7553.27
U.S. Treasuries (including strips)
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0027
2000000.00
2000000.00
0.0012
N
Y
Y
N
BNP Paribas Prime Brokerage, Inc.
BNP Paribas Prime Brokerage, Inc., 0.37%
7VHWWWW4UJS7NUM3PT30
IEE158000
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
APOLLO STRATEGIC GRWT CPTL II SHS CL A
2500-12-31
2500-12-31
N/A
3.00
29.49
Equities
PRIMAVERA CAPITAL ACQUIST CORP SHS CL A
2500-12-31
2500-12-31
N/A
180.00
1755.00
Equities
COHN ROBBINS HOLDINGS CORP UNIT EX
2500-12-31
2500-12-31
N/A
93.00
949.53
Equities
JATT ACQUISITION CORP UNIT
549300LQXD6M2MIQFN24
2500-12-31
2500-12-31
N/A
240.00
2431.20
Equities
GREEN VISOR FIN TEC ACQ CORP I UNIT EX 110826
2500-12-31
2500-12-31
N/A
262311.00
2641471.77
Equities
SUPERNOVA PARTN ACQ CO III LTD UNIT
2500-12-31
2500-12-31
N/A
57.00
567.72
Equities
TORTOISEECOFIN ACQUISITION CO UNITS
2500-12-31
2500-12-31
N/A
434611.00
4315687.23
Equities
TWO COM CL A
2500-12-31
2500-12-31
N/A
1.00
9.80
Equities
AUTHENTIC EQUITY ACQUISTN CORP UNIT EX 103127
2500-12-31
2500-12-31
N/A
2070.00
20782.80
Equities
MORINGA ACQUISITION CORP UNIT EX 021626
2500-12-31
2500-12-31
N/A
297.00
2946.24
Equities
FRONTIER INVESTMENT CORP UNIT EX 062926
549300D3XEVQHIB48278
2500-12-31
2500-12-31
N/A
6401.00
63305.89
Equities
FINNOVATE ACQUISITION CORP UNIT EX 092326
2500-12-31
2500-12-31
N/A
318898.00
3220869.80
Equities
LAKESHORE ACQUISITION I CORP UNIT EX 060426
2500-12-31
2500-12-31
N/A
58849.00
596140.37
Equities
CONSTELLATION ACQUISITN CORP I SHS CL A
2500-12-31
2500-12-31
N/A
87.00
850.86
Equities
SPORTSTEK ACQUISITION CORP UNIT EX 021628
2500-12-31
2500-12-31
N/A
45.00
456.75
Equities
TECH AND ENERGY TRANSITION UNIT EX 033128
2500-12-31
2500-12-31
N/A
69.00
687.24
Equities
EUROPEAN BIOTECH ACQUTN CORP UNIT EXP 030926
984500Y57CDE4CE7CC20
2500-12-31
2500-12-31
N/A
1.00
9.89
Equities
KAIROS ACQUISITION CORP UNIT
2500-12-31
2500-12-31
N/A
288.00
2871.36
Equities
SHELTER ACQUISITION CORP I UNIT EX 022526
2500-12-31
2500-12-31
N/A
364377.00
3651057.54
Equities
COLONNADE ACQUISITION CORP II SHS CL A
2500-12-31
2500-12-31
N/A
327.00
3190.01
Equities
L CATTERTON ASIA ACQUISITION CLASS A ORD SHS
2500-12-31
2500-12-31
N/A
379.00
3683.88
Equities
AEA-BRIDGES IMPACT CORP SHS CL A
2500-12-31
2500-12-31
N/A
4.00
39.32
Equities
TLG ACQUISITION ONE CORP COM CL A
2500-12-31
2500-12-31
N/A
153.00
1491.75
Equities
EUCRATES BIOMEDICAL ACQU CORP UNIT EXP 102327
2500-12-31
2500-12-31
N/A
7.00
69.58
Equities
RMG ACQUISITION CORP III UNIT EX 020826
2500-12-31
2500-12-31
N/A
300.00
2976.00
Equities
FAT PROJECTS ACQUISITION CORP UNIT EX 101226
2500-12-31
2500-12-31
N/A
2.00
20.28
Equities
NOVA VISION ACQUISITION CORP UNIT EX 072026
2500-12-31
2500-12-31
N/A
1.00
10.10
Equities
WARBURG PINCUS CAPTAL CORP I B UNIT
2500-12-31
2500-12-31
N/A
43637.00
432442.67
Equities
DIGITAL TRANSFORMATN OPT CORP CLASS A COM
549300EPISPY3RE3DL21
2049-01-01
2049-01-01
N/A
395805.00
38393.08
Equities
G SQUARED ASCEND II INC COM CL A
2500-12-31
2500-12-31
N/A
1.00
9.87
Equities
SCION TECH GROWTH I UNIT EXP 121725
2500-12-31
2500-12-31
N/A
32.00
320.32
Equities
IBERE PHARMACEUTICALS SHS CL A
549300HLPTRASHS0E726
2500-12-31
2500-12-31
N/A
457.00
4455.75
Equities
POWERED BRANDS UNIT EX
2500-12-31
2500-12-31
N/A
8449.00
83645.10
Equities
MMTEC INC SHS
2500-12-31
2500-12-31
N/A
68.00
89.08
Equities
WARBURG PINCUS CAPTAL CORP I A SHS CL A
2500-12-31
2500-12-31
N/A
6.00
58.86
Equities
LEO HLDGS CORP II COM CL A
2500-12-31
2500-12-31
N/A
375.00
3663.75
Equities
ASCENDANT DIGITAL ACQ CORP III UNIT
2500-12-31
2500-12-31
N/A
106825.00
1080000.75
Equities
CC NEUBERGER PRIN HLDGS II SHS CL A
984500Y57CDE4CE7CC20
2500-12-31
2500-12-31
N/A
294.00
2942.70
Equities
PERIDOT ACQUISITION CORP II UNIT
2500-12-31
2500-12-31
N/A
1.00
9.93
Equities
VEON LTD SPONSORED ADR
5493008CA3NMHYEVT131
2500-12-31
2500-12-31
N/A
3891.00
6887.07
Equities
PRIME IMPACT ACQUISITION I SHS CL A
2500-12-31
2500-12-31
N/A
1.00
9.84
Equities
GLOBAL SPAC PARTNERS CO SUBUNIT
2500-12-31
2500-12-31
N/A
1278.00
12767.22
Equities
FREEDOM ACQUISITION I CORP SHS CL A
2500-12-31
2500-12-31
N/A
2.00
19.46
Equities
AVANTI ACQUISITION CORP SHS CL A
549300N1STADABPJNC94
2500-12-31
2500-12-31
N/A
2.00
19.74
Equities
SPARTAN ACQUISITION CORP III COM CL A
2500-12-31
2500-12-31
N/A
1.00
9.94
Equities
HPX CORP UNITS
2500-12-31
2500-12-31
N/A
6.00
60.00
Equities
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0037
15000000.00
15000000.00
0.0089
N
Y
Y
N
BNP Paribas Prime Brokerage, Inc.
BNP Paribas Prime Brokerage, Inc., 0.53%
7VHWWWW4UJS7NUM3PT30
IDC299000
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
WOLFSPEED INC SR GLBL COCO 26
549300OGU88P3AW3TO93
2026-05-01
2026-05-01
1.75 - 1.75
1774000.00
4976424.31
Equities
NCL CORP LTD SR GLBL COCO 27
UNZWILHE4KMRP9K2L524
2027-02-15
2027-02-15
1.125 - 1.125
232000.00
216584.47
Equities
DROPBOX INC SR GLBL COCO 26
549300JCDF7UAR6TJR51
2026-03-01
2026-03-01
N/A
1000.00
982.30
Equities
WORKDAY INC SR GLBL COCO 22
549300J0DYC0N31V7G13
2022-10-01
2022-10-01
0.25 - 0.25
150000.00
287020.46
Equities
SUNNOVA ENERGY INTL INC. SR GLBL COCO 26
549300JK1Y1VVC3JU540
2026-12-01
2026-12-01
0.25 - 0.25
245000.00
311324.70
Equities
COPA HOLDINGS SA SR COCO 25
529900BB9UQJV6QQHA59
2025-04-15
2025-04-15
4.5 - 4.5
257000.00
405680.92
Equities
ZOGENIX INC SR GLBL COCO 27
54930089H3HF4C32SK78
2027-10-01
2027-10-01
2.75 - 2.75
442000.00
378487.67
Equities
ARCH RESOURCES INC SR GLBL COCO 25
W47HVZ7Q6FXL86RELH91
2025-11-15
2025-11-15
5.25 - 5.25
903000.00
2110886.66
Equities
Y
N/A
N/A
2022-01-03
2022-01-03
2022-01-03
Y
BNPP PRIME BRKRGE INT (NG RP)
1.0000
34
N
N/A
N/A
N
N
0.0053
8000000.00
8000000.00
0.0047
N
N
N
N
BofA Securities, Inc.
BofA Securities, Inc., 0.73%
549300HN4UKV1E2R3U73
IED207000
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PALO ALTO NETWORKS INC SR GLBL COCO 23
549300QXR2YVZV231H43
2023-07-01
2023-07-01
0.75 - 0.75
2603000.00
5402277.05
Equities
Y
N/A
N/A
2022-03-07
2022-03-07
2022-03-31
Y
BANK OF AMERICA CORPORATION
1.0000
97
N
N/A
N/A
Y
BANK OF AMERICA CORPORATION
1.0000
N/A
N/A
N
0.0073
5000000.00
5000000.00
0.0030
N
N
N
N
BofA Securities, Inc.
BofA Securities, Inc., 0.78%
549300HN4UKV1E2R3U73
ICF938000
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MIDDLEBY CORP SR GLBL COCO 25
JDFO86U9VQRBKW5KYA35
2025-09-01
2025-09-01
1 - 1
15000.00
22194.63
Equities
SOFI TECHNOLOGIES INC GLBL COCO 26
549300SW81JCMVZDDY09
2026-10-15
2026-10-15
N/A
148000.00
165575.00
Equities
LUMENTUM HLDGS INC SR COCO 24
549300JLWRRC38DWEF52
2024-03-15
2024-03-15
0.25 - 0.25
2740000.00
4136963.88
Equities
Y
N/A
N/A
2022-03-07
2022-03-07
2022-04-13
Y
BANK OF AMERICA CORPORATION
1.0000
97
N
N/A
N/A
Y
BANK OF AMERICA CORPORATION
1.0000
N/A
N/A
N
0.0078
4000000.00
4000000.00
0.0024
N
N
N
N
Credit Suisse Securities (U.S.A.) LLC
Credit Suisse Securities (U.S.A.) LLC, 0.50%
1V8Y6QCX6YMJ2OELII46
0000318336
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CSAIL COML MTG TR 2019-C16 X-A 20520617 FLT
2052-06-17
2052-06-17
1.72 - 1.72
5862873.00
563759.39
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAP 2019-H6 X-A 20520617 FLT
2052-06-17
2052-06-17
1.463 - 1.463
6099990.00
487334.42
Private Label Collateralized Mortgage Obligations
Y
N/A
N/A
2022-02-03
2022-02-03
2022-02-16
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
0.0006
N
N
N
N
HSBC Securities, Inc.
HSBC Securities, Inc., 0.30%
CYYGQCGNHMHPSMRL3R97
0000853784
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
RAYTHEON TECHNOLOGIES CORP GLBL NT 2.375%32
I07WOS4YJ0N7YRFE7309
2032-03-15
2032-03-15
2.375 - 2.375
1864000.00
1860222.81
Corporate Debt Securities
QUALCOMM INC FR 2.9%052024
H1J8DDZKZP6H7RWC0H53
2024-05-20
2024-05-20
2.9 - 2.9
57000.00
59661.08
Corporate Debt Securities
CANADIAN NAT RES LTD MED TERM SR NT 6.25%38
549300T15RIMIKZC5Q38
2038-03-15
2038-03-15
6.25 - 6.25
125000.00
165715.10
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR NT 3.875%28
213800ITMMKU4Z7I4F78
2028-11-13
2028-11-13
3.875 - 3.875
13000.00
14446.51
Corporate Debt Securities
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0030
2000000.00
2000000.00
0.0012
N
Y
Y
N
ING Financial Markets LLC
ING Financial Markets LLC, 0.30%
KBVRJ5K57JZ3E2AVWX40
0000877559
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
GENERAL MTRS CO COM
54930070NSV60J38I987
2500-12-31
2500-12-31
0 - 0
30.00
1795.80
Equities
BK OF AMERICA CORP COM
9DJT3UXIJIZJI4WXO774
2500-12-31
2500-12-31
0 - 0
77.00
3510.43
Equities
PFIZER INC COM
765LHXWGK1KXCLTFYQ30
2500-12-31
2500-12-31
N/A
2195.00
115018.00
Equities
INTEL CORP COM
KNX4USFCNGPY45LOCE31
2500-12-31
2500-12-31
0 - 0
2174.00
108700.00
Equities
CARLYLE GROUP INC COM
529900NGGVF94UK6PG95
2500-12-31
2500-12-31
N/A
3972.00
225609.60
Equities
NVIDIA CORPORATION COM
549300S4KLFTLO7GSQ80
2500-12-31
2500-12-31
N/A
927.00
309395.52
Equities
MGM GROWTH PPTYS LLC CL A COM
549300E2UGIBHWE12262
2500-12-31
2500-12-31
N/A
32285.00
1223278.65
Equities
CISCO SYS INC COM
8E6NF1YAL0WT6CWXXV93
2500-12-31
2500-12-31
N/A
3098.00
172744.48
Equities
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0030
2000000.00
2000000.00
0.0012
N
Y
Y
N
J.P. Morgan Securities, LLC
J.P. Morgan Securities, LLC, 0.25%
ZBUT11V806EZRVTWT807
0001287279
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
HOSPITAL FOR SPL SURGERY SR -2020 BD 50
549300U0XV0GGBTV6I72
2050-10-01
2050-10-01
2.667 - 2.667
2045000.00
1967291.87
Corporate Debt Securities
BERKSHIRE HATHAWAY FIN CORP SR GLBL NT 50
549300RLHFT5RU20WM87
2050-10-15
2050-10-15
2.85 - 2.85
867000.00
862329.04
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 0.65%090823
B6Q2VFHD1797Q7NZ3E43
2023-09-08
2023-09-08
0.65 - 0.65
80000.00
79974.44
Corporate Debt Securities
INTESA SANPAOLO S P A SR GLBL-X 144A22
2W8N8UU78PMDQKZENC08
2022-07-14
2022-07-14
3.125 - 3.125
300000.00
307873.67
Corporate Debt Securities
RAYTHEON TECHNOLOGIES CORP SR GLBL NT 40
YR6K3WJN0KKLUPZSNL57
2040-10-15
2040-10-15
4.875 - 4.875
845000.00
1066317.12
Corporate Debt Securities
COOPERATIEVE RABOBANK U.A. SUB NT 4.625%23
DG3RU1DBUFHT4ZF9WN62
2023-12-01
2023-12-01
4.625 - 4.625
455000.00
496599.07
Corporate Debt Securities
BANK NEW YORK MELLON CORP FXD/FLT SRNT 28
WFLLPEPC7FZXENRZV188
2028-02-07
2028-02-07
3.442 - 3.442
93000.00
100813.31
Corporate Debt Securities
NESTLE HLDGS INC SR GLBL 144A 38
549300EAEU8YV8MQXP30
2038-09-24
2038-09-24
3.9 - 3.9
415000.00
489874.30
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT4.2%25
R4PP93JZOLY261QX3811
2025-11-06
2025-11-06
4.2 - 4.2
12000.00
13259.28
Corporate Debt Securities
AVOLON HLDGS FDG LTD SR GLBL 144A 26
635400ZRKEX9L1BKCH30
2026-04-15
2026-04-15
4.25 - 4.25
721000.00
771990.92
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL 27 BD 25
1HNPXZSMMB7HMBMVBS46
2025-07-01
2025-07-01
3.45 - 3.45
130968.00
138350.56
Corporate Debt Securities
SHANDS TEACHING HOSP & CLINICS SR SEC -2013A 42
549300VJKZWK0KYJ1043
2042-12-01
2042-12-01
4.741 - 4.741
45000.00
57346.80
Corporate Debt Securities
GA GLOBAL FUNDING TRUST GLBL 144A NT 26
2026-01-15
2026-01-15
1.625 - 1.625
500000.00
501246.88
Corporate Debt Securities
JPMORGAN CHASE & CO VR 112917-011025
2025-01-10
2500-12-31
0.971 - 3.65
4916000.00
4898447.53
Corporate Debt Securities
NEW YORK LIFE GLOBAL FDG 3%28
635400DPNHEAUHB7ZI15
2028-01-10
2028-01-10
3 - 3
412000.00
445609.59
Corporate Debt Securities
HUNTINGTON NATL BK COLUMBUS SR GLBL NT2.5%22
2WHM8VNJH63UN14OL754
2022-08-07
2022-08-07
2.5 - 2.5
350000.00
357233.53
Corporate Debt Securities
ATHENE GLOBAL FUNDING SR SEC REGS NT26
2026-10-02
2026-10-02
1.73 - 1.73
1960000.00
1932424.98
Corporate Debt Securities
MORGAN STANLEY FR 4.875%110122
IGJSJL3JD5P30I6NJZ34
2022-11-01
2022-11-01
4.875 - 4.875
355000.00
369735.01
Corporate Debt Securities
SOUTHWEST GAS HLDGS INC FR 7.92%060427
2027-06-04
2027-06-04
7.92 - 7.92
5692000.00
7193435.76
Corporate Debt Securities
Y
N/A
N/A
2021-12-06
2021-12-06
2021-12-06
N
N
N
0.0025
21000000.00
21000000.00
0.0124
N
N
Y
N
J.P. Morgan Securities, LLC
J.P. Morgan Securities, LLC, 0.27%
ZBUT11V806EZRVTWT807
0001287279
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CONSTELLATION ACQUISITN CORP I UNIT EXP 012928
2500-12-31
2500-12-31
N/A
576117.00
5732364.15
Equities
PLUM ACQUISITION CORP I UNIT EXP 031526
2500-12-31
2500-12-31
N/A
1598064.00
15868775.52
Equities
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0027
20000000.00
20000000.00
0.0118
N
Y
Y
N
J.P. Morgan Securities, LLC
J.P. Morgan Securities, LLC, 0.42%
ZBUT11V806EZRVTWT807
0001287279
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
HILLMAN SOLUTIONS CORP WT EXP 100127
2027-10-01
2027-10-01
N/A
22713.00
63369.27
Equities
ACCELERATE ACQUISITION CORP COM CL A
2500-12-31
2500-12-31
N/A
724590.00
7050260.70
Equities
ISHARES TR MSCI INTL SZE FT
5493007FV3TUIV4WU687
2500-12-31
2500-12-31
N/A
14627.00
448222.47
Equities
Y
N/A
N/A
2022-01-04
2022-01-04
2022-01-10
Y
JPMORGAN SECS (NON GOV REPO)
1.0000
35
N
N/A
N/A
N
N
0.0041
7000047.60
7000047.60
0.0041
N
N
N
N
J.P. Morgan Securities, LLC
J.P. Morgan Securities, LLC, 0.42%
ZBUT11V806EZRVTWT807
0001287279
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
KISMET ACQUISITION TWO CORP UNIT
2500-12-31
2500-12-31
N/A
596055.00
5883062.85
Equities
XPAC ACQUISITION CORP UNIT EX 072721
2500-12-31
2500-12-31
N/A
893543.00
8801398.55
Equities
COLISEUM ACQUISITION CORP UNIT EX 040228
2500-12-31
2500-12-31
N/A
98714.00
977268.60
Equities
INVACARE CORP SR GLBL COCO 22
549300NNUTG7HCZICS76
2022-06-01
2022-06-01
4.5 - 4.5
800000.00
736228.00
Equities
GLOBAL PARTNER ACQISTN CORP II UNIT EX 010626
2500-12-31
2500-12-31
N/A
94969.00
939718.26
Equities
EVERBRIDGE INC SR GLBL COCO 24
549300WCY0UMR64ATW81
2024-12-15
2024-12-15
0.125 - 0.125
1738000.00
2107086.75
Equities
Y
N/A
N/A
2022-01-04
2022-01-04
2022-01-10
Y
JPMORGAN SECS (NON GOV REPO)
1.0000
35
N
N/A
N/A
N
N
0.0042
18000000.00
18000000.00
0.0106
N
N
N
N
Mitsubishi UFJ Securities (U.S.A.), Inc.
Mitsubishi UFJ Securities (U.S.A.), Inc., 0.30%
K5HU16E3LMSVCCJJJ255
IEE162000
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
WILLIAMS ROWLAND ACQUISITION C COM
2500-12-31
2500-12-31
N/A
143553.00
1424045.76
Equities
FINTECH EVOLUTION ACQUIS GROUP UNIT
2500-12-31
2500-12-31
N/A
400000.00
3976000.00
Equities
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0030
5000000.00
5000000.00
0.0030
N
Y
Y
N
Mitsubishi UFJ Securities (U.S.A.), Inc.
Mitsubishi UFJ Securities (U.S.A.), Inc., 0.33%
K5HU16E3LMSVCCJJJ255
IEC327000
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
EXPERIAN FINANCE PLC
2022-02-18
2022-02-18
N/A
1856610.00
1855811.66
Money Market
ACKRELL SPAC PARTNERS I CO UNIT EXP 120126
2500-12-31
2500-12-31
N/A
20600.00
214240.00
Equities
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0033
2000000.00
2000000.00
0.0012
N
Y
Y
N
Mitsubishi UFJ Securities (U.S.A.), Inc.
Mitsubishi UFJ Securities (U.S.A.), Inc., 0.59%
K5HU16E3LMSVCCJJJ255
IEE161000
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MOELIS & CO CL A
549300891QNU7VTQUR83
2500-12-31
2500-12-31
N/A
8.00
513.12
Equities
SOLAREDGE TECHNOLOGIES INC SR COCO 25
5493000K6Y58XXPDF853
2025-09-15
2025-09-15
N/A
103000.00
147251.89
Equities
NEXTERA ENERGY PARTNERS LP SR GLBL 144A 24
5493008F4ZOQFNG3WN54
2024-06-15
2024-06-15
N/A
891000.00
932271.12
Equities
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0059
1000000.00
1000000.00
0.0006
N
Y
Y
N
Mizuho Securities U.S.A., Inc.
Mizuho Securities U.S.A., Inc., 0.34%
7TK5RJIZDFROZCA6XF66
IEE160000
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SCVX CORP COM
2500-12-31
2500-12-31
N/A
541630.00
5400051.10
Equities
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0034
5000000.00
5000000.00
0.0030
N
Y
Y
N
RBS Securities, Inc.
RBS Securities, Inc., 0.32%
ZE2ZWJ5BTIQJ8M0C6K34
0000808379
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
Federal Farm Credit Bank
2032-05-13
2033-08-11
1.55 - 1.75
4091000.00
4080481.09
Agency Debentures and Agency Strips
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0032
4000000.00
4000000.00
0.0024
N
Y
Y
N
Societe Generale
Societe Generale, 0.21%
O2RNE8IBXP4R0TD8PU41
IEE164000
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BAPTIST HEALTHCARE SYSTEM KY SR SEC GLBL 50
2050-08-15
2050-08-15
3.54 - 3.54
4000.00
4489.22
Corporate Debt Securities
VIKING CRUISES LTD SR SEC GLBL 25
549300IJP90T4MV2GL84
2025-05-15
2025-05-15
13 - 13
17000.00
19305.65
Corporate Debt Securities
COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 26
5493007X5NC5XI1BB106
2026-03-15
2026-03-15
8 - 8
16000.00
17070.67
Corporate Debt Securities
GOODYEAR TIRE & RUBR CO SR GLBL NT 31
5493002BI0S2ZQUY3437
2031-04-30
2031-04-30
5.25 - 5.25
11000.00
11653.12
Corporate Debt Securities
AEROPUERTOS DOMINICANOS SIGLO SR SEC GLBL 29
254900KJA5MXNPYB4W32
2029-03-30
2029-03-30
6.75 - 6.75
400000.00
423500.00
Corporate Debt Securities
VIRTUSA CORP SR 144A NT 28
2028-12-15
2028-12-15
7.125 - 7.125
2000.00
2115.31
Corporate Debt Securities
ODEBRECHT OFFSHORE DRILLING FR 6.72%120122
549300L7LF2PIRAWID66
2022-12-01
2022-12-01
6.72 - 6.72
11.00
2.09
Corporate Debt Securities
CITIGROUP INC ALT TIER I PERP
6SHGI4ZSSLCXXQSBB395
2500-12-31
2500-12-31
4.15 - 4.15
200000.00
198260.83
Corporate Debt Securities
BRAND ENERGY & INFRASTRUCTURE SR 144A NT8.5%25
549300B658W2BPDQMW42
2025-07-15
2025-07-15
8.5 - 8.5
5000.00
5084.38
Corporate Debt Securities
IHEARTCOMMUNICATIONS INC 8.375%27
54930076J6KDZL504O62
2027-05-01
2027-05-01
8.375 - 8.375
4899.00
5191.85
Corporate Debt Securities
OLIN CORP SR NT 5.5%22
549300GKK294V7W57P06
2022-08-15
2022-08-15
5.5 - 5.5
3000.00
3126.88
Corporate Debt Securities
UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25
2025-02-15
2025-02-15
7.875 - 7.875
361000.00
386323.70
Corporate Debt Securities
BCPE CYCLE MERGER SUB II INC SR 144A NT 27
54930058SS5MF69JGN89
2027-07-15
2027-07-15
10.625 - 10.625
2000.00
2135.87
Corporate Debt Securities
ECOPETROL S A SR GLBL NT 31
254900IDGKCJICKBPA66
2031-11-02
2031-11-02
4.625 - 4.625
1000.00
954.10
Corporate Debt Securities
AKUMIN INC SR SEC GLBL 25
2025-11-01
2025-11-01
7 - 7
1000.00
943.72
Corporate Debt Securities
PARK INTER HLDGS LLC / PK DOME SR SEC GLBL 28
2028-10-01
2028-10-01
5.875 - 5.875
2000.00
2084.26
Corporate Debt Securities
MILLICOM INTL CELLULAR S A 6.25%29
222100SZ6J5ZF05ZTR58
2029-03-25
2029-03-25
6.25 - 6.25
736000.00
716243.00
Corporate Debt Securities
FIRST QUANTUM MINERALS LTD SR GLBL 144A 23
549300I7UVBGWRYMYZ18
2023-04-01
2023-04-01
7.25 - 7.25
689000.00
704076.66
Corporate Debt Securities
WOLVERINE ESCROW LLC SR SEC GLBL 24
2024-11-15
2026-11-15
8.5 - 9
860000.00
810909.60
Corporate Debt Securities
NGL ENERGY OPERATING LLC/ NGL SR SEC GLBL 26
2026-02-01
2026-02-01
7.5 - 7.5
2000.00
2059.58
Corporate Debt Securities
APOLLO COML REAL ESTATE FIN SR SEC GLBL 29
549300E0AN7M2AQHSY29
2029-06-15
2029-06-15
4.625 - 4.625
2000.00
1953.80
Corporate Debt Securities
DUKE ENERGY CORP NEW SR GLBL NT 26
I1BZKREC126H0VB1BL91
2026-09-01
2026-09-01
2.65 - 2.65
707000.00
737182.81
Corporate Debt Securities
ENOVA INTL INC SR GLBL 144A 24
549300O8XOCQSB49UO63
2024-09-01
2024-09-01
8.5 - 8.5
3000.00
3100.54
Corporate Debt Securities
AKBANK TURK ANONIM SIRKETI SR REGS NT 5%22
789000TUMN63Z28TJ497
2022-10-24
2022-10-24
5 - 5
150000.00
151950.00
Corporate Debt Securities
CLEVELAND-CLIFFS INC NEW SR GLBL 144A 31
549300TM2WLI2BJMDD86
2031-03-01
2031-03-01
4.875 - 4.875
847000.00
864255.15
Corporate Debt Securities
NETFLIX INC. 5.875%28
549300Y7VHGU0I7CE873
2028-11-15
2028-11-15
5.875 - 5.875
4000.00
4785.63
Corporate Debt Securities
TOPAZ SOLAR FARMS LLC SR SEC GLBL 39
2039-09-30
2039-09-30
4.875 - 5.75
423.00
486.32
Corporate Debt Securities
SERVICE PPTYS TR SR GLBL NT 28
529900IS770AG1K9QG27
2028-01-15
2028-01-15
3.95 - 3.95
24000.00
22088.46
Corporate Debt Securities
ING GROEP N.V. ALT TIER I PERP
549300NYKK9MWM7GGW15
2500-12-31
2500-12-31
3.875 - 3.875
200000.00
188301.39
Corporate Debt Securities
ALTICE FINANCING S.A. SR SEC GLBL 29
549300DIYGW8HVDF7Q17
2029-08-15
2029-08-15
5.75 - 5.75
200000.00
194950.00
Corporate Debt Securities
DISH DBS CORPORATION SR NT 5%23
2023-03-15
2023-03-15
5 - 5
10000.00
10283.77
Corporate Debt Securities
TENNECO PACKAGING INC SR DEB 7.95%25
549300O4WTC6DL4JIE57
2025-12-15
2025-12-15
7.95 - 7.95
1000.00
1141.44
Corporate Debt Securities
BARCLAYS BANK PLC FR 11%012731
2031-01-27
2031-01-27
4.027 - 4.027
2000.00
1710.06
Corporate Debt Securities
NAVIENT CORPORATION SR GLBL NT6.5%22
54930067J0ZNOEBRW338
2022-06-15
2022-06-15
6.5 - 6.5
756000.00
798367.50
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 30
2030-02-15
2030-02-15
4.875 - 4.875
157000.00
158010.88
Corporate Debt Securities
NCL CORP LTD SR SEC GLBL 24
UNZWILHE4KMRP9K2L524
2024-05-15
2026-02-01
10.25 - 12.25
4000.00
4737.97
Corporate Debt Securities
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0021
6000000.00
6000000.00
0.0035
N
Y
Y
N
Societe Generale
Societe Generale, 0.24%
O2RNE8IBXP4R0TD8PU41
IEE151000
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FRESH MKT INC 1PRI SR 144A 23
529900QM5ZSBEBR6CS58
2023-05-01
2023-05-01
9.75 - 9.75
3000.00
3102.31
Corporate Debt Securities
DIRECTV FING LLC / DIRECTV SR SEC 144A NT27
2027-08-15
2027-08-15
5.875 - 5.875
2000.00
2073.93
Corporate Debt Securities
WOLVERINE ESCROW LLC SR SEC GLBL 24
2024-11-15
2026-11-15
8.5 - 9
312000.00
291283.80
Corporate Debt Securities
CENTENE CORP DEL SR GLBL NT 28
549300Z7JJ4TQSQGT333
2028-07-15
2028-07-15
2.45 - 2.45
13000.00
12836.85
Corporate Debt Securities
XP INC SR GLBL 144A 26
5493008KDA8NBZRJST80
2026-07-01
2026-07-01
3.25 - 3.25
874000.00
838621.69
Corporate Debt Securities
CGG SR 144A NT 27
969500FCVQ5SLAAUJV59
2027-04-01
2027-04-01
8.75 - 8.75
758000.00
747340.62
Corporate Debt Securities
ATHABASCA OIL CORP SR SEC 144A NT26
549300STK2KBVO6WED71
2026-11-01
2026-11-01
9.75 - 9.75
2000.00
1995.58
Corporate Debt Securities
TWILIO INC SR GLBL NT 31
5493004W8TRGD63APX93
2031-03-15
2031-03-15
3.875 - 3.875
7000.00
6994.42
Corporate Debt Securities
TULLOW OIL PLC SR GLBL REGS 25
2025-03-01
2025-03-01
7 - 7
200000.00
166461.11
Corporate Debt Securities
PENNYMAC FINL SVCS INC NEW SR GLBL 144A 31
549300W1D516HBDEU871
2031-09-15
2031-09-15
5.75 - 5.75
26000.00
25527.31
Corporate Debt Securities
ALTICE FINANCING S.A. SR SEC GLBL 29
549300DIYGW8HVDF7Q17
2029-08-15
2029-08-15
5.75 - 5.75
200000.00
194950.00
Corporate Debt Securities
MOSS CREEK RES HLDGS INC SR 144A NT7.5%26
54930037SLMSPWKYIX36
2026-01-15
2026-01-15
7.5 - 7.5
4000.00
3654.34
Corporate Debt Securities
BAPTIST HEALTHCARE SYSTEM KY SR SEC GLBL 50
2050-08-15
2050-08-15
3.54 - 3.54
33000.00
37036.07
Corporate Debt Securities
VIKING CRUISES LTD SR SEC GLBL 25
549300IJP90T4MV2GL84
2025-05-15
2025-05-15
13 - 13
16000.00
18170.03
Corporate Debt Securities
MAV ACQUISITION CORP SR 144A NT 8%29
2029-08-01
2029-08-01
8 - 8
117000.00
116551.50
Corporate Debt Securities
LENNAR CORP SR NT 5.25%26
529900G61XVRLX5TJX09
2026-06-01
2026-06-01
5.25 - 5.25
176000.00
202594.33
Corporate Debt Securities
CARVANA CO SR GLBL 144A 29
5493003WEAK2PJ5WS063
2028-10-01
2029-09-01
4.875 - 5.875
55000.00
55315.49
Corporate Debt Securities
SHRIRAM TRANS FIN CO LTD FR 5.1%071623
335800TM2YO24B76XL26
2023-07-16
2023-07-16
5.1 - 5.1
227000.00
234146.72
Corporate Debt Securities
METIS MERGER SUB LLC SR 144A NT6.5%29
2029-05-15
2029-05-15
6.5 - 6.5
913000.00
894930.21
Corporate Debt Securities
PARTNERS HEALTHCARE SYS INC GLBL -2020 BD 60
5493007Z86EDN0QFYU66
2060-07-01
2060-07-01
3.342 - 3.342
3000.00
3326.95
Corporate Debt Securities
AKUMIN INC SR SEC GLBL 28
2028-08-01
2028-08-01
7.5 - 7.5
48000.00
45870.00
Corporate Debt Securities
BCPE CYCLE MERGER SUB II INC SR 144A NT 27
54930058SS5MF69JGN89
2027-07-15
2027-07-15
10.625 - 10.625
2000.00
2135.87
Corporate Debt Securities
GENERAL ELECTRIC CO PERP JR SB GLBL
3C7474T6CDKPR9K6YT90
2099-12-31
2099-12-31
3.446 - 3.446
1000.00
988.77
Corporate Debt Securities
APPLE INC SR GLBL NT1.2%28
HWUPKR0MPOU8FGXBT394
2028-02-08
2028-02-08
1.2 - 1.2
2000.00
1942.37
Corporate Debt Securities
ONEMAIN FINANCIAL CORPORATION SR GLBL NT 23
5493008I795YYBFWFU90
2023-03-15
2023-03-15
5.625 - 5.625
17000.00
17879.22
Corporate Debt Securities
TOPAZ SOLAR FARMS LLC SR SEC GLBL 39
2039-09-30
2039-09-30
5.75 - 5.75
14029.00
16925.19
Corporate Debt Securities
GENESIS ENERGY LP SR GLBL NT 8%27
2027-01-15
2027-01-15
8 - 8
126000.00
129395.70
Corporate Debt Securities
GOLDEN NUGGET INC SR GLBL 144A 24
91D14OD6M4H1RVBN7R43
2024-10-15
2024-10-15
6.75 - 6.75
71000.00
71599.06
Corporate Debt Securities
VODAFONE GROUP PLC SUB GLBL NT 81
213800TB53ELEUKM7Q61
2081-06-04
2081-06-04
5.125 - 5.125
2000.00
2070.11
Corporate Debt Securities
ODEBRECHT OFFSHORE DRILLING FR 6.72%120122
549300L7LF2PIRAWID66
2022-12-01
2022-12-01
6.72 - 6.72
415.00
78.72
Corporate Debt Securities
GXO LOGISTICS INCORPORATED GLBL 144A NT 26
5493007CNWMXN78JRN66
2026-07-15
2026-07-15
1.65 - 1.65
374000.00
366719.47
Corporate Debt Securities
NAVIENT CORPORATION SR GLBL NT6.5%22
54930067J0ZNOEBRW338
2022-06-15
2033-08-01
5.625 - 6.5
174000.00
183633.80
Corporate Debt Securities
BRAND ENERGY & INFRASTRUCTURE SR 144A NT8.5%25
549300B658W2BPDQMW42
2025-07-15
2025-07-15
8.5 - 8.5
2000.00
2033.75
Corporate Debt Securities
SERVICE PPTYS TR SR GLBL NT 29
529900IS770AG1K9QG27
2028-01-15
2029-10-01
3.95 - 4.95
5000.00
4651.38
Corporate Debt Securities
OLIN CORP SR NT 5.5%22
549300GKK294V7W57P06
2022-08-15
2022-08-15
5.5 - 5.5
2000.00
2084.58
Corporate Debt Securities
PHH MORTGAGE CORPORATION SR SEC GLBL 26
PAOOWF3GUFM46FBSP561
2026-03-15
2026-03-15
7.875 - 7.875
2000.00
2092.81
Corporate Debt Securities
IHEARTCOMMUNICATIONS INC 8.375%27
54930076J6KDZL504O62
2027-05-01
2027-05-01
8.375 - 8.375
995.00
1054.48
Corporate Debt Securities
CLEVELAND-CLIFFS INC NEW SR GLBL 144A 31
549300TM2WLI2BJMDD86
2031-03-01
2031-03-01
4.875 - 4.875
1063000.00
1084655.52
Corporate Debt Securities
DISH DBS CORPORATION SR NT 5%23
2023-03-15
2023-03-15
5 - 5
2000.00
2056.75
Corporate Debt Securities
DELTA AIR LINES INC SR GLBL NT 26
Q2CCMS6R0AS67HJMBN42
2026-01-15
2026-01-15
7.375 - 7.375
5000.00
5902.08
Corporate Debt Securities
SYNGENTA FIN N V SR NT 4.375%42
54930042S3BYCEGOCN86
2042-03-28
2042-03-28
4.375 - 4.375
2000.00
1971.63
Corporate Debt Securities
CITIGROUP INC TIER I PERP GLBL
6SHGI4ZSSLCXXQSBB395
2500-12-31
2500-12-31
4.15 - 4.7
6000.00
5982.19
Corporate Debt Securities
W & T OFFSHORE INC SR SEC GLBL 23
549300Q7EOY2YIO3YK85
2023-11-01
2023-11-01
9.75 - 9.75
268000.00
254024.92
Corporate Debt Securities
NIPPON DENRO ISPAT LTD GLBL 1 REGS NT27
335800EK6HZSC4CVAJ09
2027-04-05
2027-04-05
3.95 - 3.95
203000.00
199528.98
Corporate Debt Securities
ECOPETROL S A SR GLBL NT 31
254900IDGKCJICKBPA66
2031-11-02
2031-11-02
4.625 - 4.625
221000.00
210855.49
Corporate Debt Securities
Y
N/A
N/A
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0024
6000000.00
6000000.00
0.0035
N
N
Y
N
Societe Generale
Societe Generale, 0.29%
O2RNE8IBXP4R0TD8PU41
IEE163000
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AXIS BANK LTD 144A FR 4.1%
549300HVNWMJPOFVNI41
2500-12-31
2500-12-31
4.1 - 4.1
200000.00
197037.78
Corporate Debt Securities
FREEDOM MORTGAGE CORPORATION SR 144A NT 26
549300LYRWPSYPK6S325
2026-05-01
2026-05-01
7.625 - 7.625
2000.00
1927.28
Corporate Debt Securities
COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 26
5493007X5NC5XI1BB106
2026-03-15
2026-03-15
8 - 8
359000.00
383023.08
Corporate Debt Securities
XP INC SR GLBL 144A 26
5493008KDA8NBZRJST80
2026-07-01
2026-07-01
3.25 - 3.25
200000.00
191904.28
Corporate Debt Securities
ROCKCLIFF ENERGY II LLC SR 144A NT5.5%29
5493007AZNVKZ5HEMT23
2029-10-15
2029-10-15
5.5 - 5.5
10000.00
10160.56
Corporate Debt Securities
CARVANA CO SR GLBL 144A 27
5493003WEAK2PJ5WS063
2027-04-15
2027-04-15
5.5 - 5.5
10000.00
10111.05
Corporate Debt Securities
MC BRAZIL DOWNSTREAM TRADING S SR SEC GLBL 31
213800T2A7R9TYNXZI63
2031-06-30
2031-06-30
7.25 - 7.25
200000.00
196695.83
Corporate Debt Securities
CAESARS ENTERTAINMENT INC NEW SR SEC GLBL 25
5299000BKFWWVND5L441
2025-07-01
2025-07-01
6.25 - 6.25
13000.00
13888.78
Corporate Debt Securities
ENCOMPASS HEALTH CORP SR GLBL NT 31
549300FVRPM9DRQZRG64
2031-04-01
2031-04-01
4.625 - 4.625
2000.00
2002.42
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 29
B3BS7ACMDUWISF18KY76
2029-05-30
2029-05-30
7.25 - 7.25
2000.00
1920.00
Corporate Debt Securities
MPH ACQUISITION HLDGS LLC SR SEC GLBL 28
5493002WXOPRPTXWTU06
2028-09-01
2028-09-01
5.5 - 5.5
187000.00
183633.38
Corporate Debt Securities
NCL CORP LTD SR SEC GLBL 24
UNZWILHE4KMRP9K2L524
2024-05-15
2024-05-15
12.25 - 12.25
2000.00
2370.21
Corporate Debt Securities
RALI SERIES TRUST 2007-QH4 A-1 20370525 FLT
2037-05-25
2037-05-25
0.282 - 0.282
122421.00
18502.76
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-11CB 3-A-2 20350625 FLT
2035-06-25
2035-06-25
0.592 - 0.592
451000.00
16531.01
Private Label Collateralized Mortgage Obligations
DIRECTV FING LLC / DIRECTV SR SEC 144A NT27
2027-08-15
2027-08-15
5.875 - 5.875
2000.00
2073.93
Corporate Debt Securities
WESTLAKE AUTO RECE TR 2020-3 F 20270517 5.11000
2027-05-17
2027-05-17
5.11 - 5.11
450000.00
465437.77
Asset-Backed Securities
AMER AIRLINES PT TR 2013-1 A 20270115 4.00000
2027-01-15
2027-01-15
4 - 4
2309000.00
1076752.14
Asset-Backed Securities
WELLS FARGO COM MTG 2019-C50 F 20520517 3.54000
2052-05-17
2052-05-17
3.54 - 3.54
10382.00
6896.99
Private Label Collateralized Mortgage Obligations
CWABS INC 2006-BC5 1-A 20370325 FLT
2037-03-25
2037-03-25
0.372 - 0.372
160930.00
17363.37
Asset-Backed Securities
OFG BANCORP COM
549300Q4QEXJ37LEXQ06
2500-12-31
2500-12-31
N/A
8158.00
199789.42
Equities
CSC HLDGS LLC SR GLBL 144A 30
3HG2WD2W22M120IUNG49
2030-01-15
2030-01-15
5.75 - 5.75
437000.00
437901.31
Corporate Debt Securities
ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 42
549300MVHZ20SBIOEQ79
2042-09-19
2042-09-19
6.75 - 6.75
200000.00
264664.50
Corporate Debt Securities
CLEVELAND-CLIFFS INC NEW SR GLBL 144A 31
549300TM2WLI2BJMDD86
2031-03-01
2031-03-01
4.875 - 4.875
10000.00
10203.72
Corporate Debt Securities
CITGRP COML MTG TR 2015-GC29 E 20480410 FLT
2048-04-10
2048-04-10
4.287 - 4.287
10000.00
8133.79
Private Label Collateralized Mortgage Obligations
ENOVA INTL INC SR GLBL 144A 24
549300O8XOCQSB49UO63
2024-09-01
2024-09-01
8.5 - 8.5
11000.00
11368.65
Corporate Debt Securities
GARTNER INC SR GLBL 144A 29
PP55B5R38BFB8O8HH686
2029-06-15
2029-06-15
3.625 - 3.625
7000.00
7104.53
Corporate Debt Securities
BRAND ENERGY & INFRASTRUCTURE SR 144A NT8.5%25
549300B658W2BPDQMW42
2025-07-15
2025-07-15
8.5 - 8.5
1000.00
1016.88
Corporate Debt Securities
BAYVIEW FINANCIAL TR 2006-A B-1 20410228 FLT
2041-02-28
2041-02-28
2.118 - 2.118
199947.00
201725.70
Asset-Backed Securities
COMM MORTGAGE TRUST 2019-521F E 20340615 FLT
2034-06-15
2034-06-15
2.089 - 2.089
100000.00
95366.54
Private Label Collateralized Mortgage Obligations
TOPAZ SOLAR FARMS LLC SR SEC GLBL 39
2039-09-30
2039-09-30
4.875 - 4.875
1179.00
1342.46
Corporate Debt Securities
PHH MORTGAGE CORPORATION SR SEC GLBL 26
PAOOWF3GUFM46FBSP561
2026-03-15
2026-03-15
7.875 - 7.875
4000.00
4185.62
Corporate Debt Securities
JACKCON PK TR 2019-LIC F 20391014 FLT
2039-10-14
2039-10-14
3.35 - 3.35
140000.00
122263.12
Private Label Collateralized Mortgage Obligations
SERVICE PPTYS TR SR GLBL NT 28
529900IS770AG1K9QG27
2028-01-15
2028-01-15
3.95 - 3.95
2000.00
1840.71
Corporate Debt Securities
NMG FINCO PLC (MCLAREN) SR SEC 144A BD26
213800BKPDWMWX3GSG36
2026-08-01
2026-08-01
7.5 - 7.5
206000.00
217258.59
Corporate Debt Securities
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0029
4000000.00
4000000.00
0.0024
N
Y
Y
N
Societe Generale
Societe Generale, 0.32%
O2RNE8IBXP4R0TD8PU41
IEE152000
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FRESH MKT INC 1PRI SR 144A 23
529900QM5ZSBEBR6CS58
2023-05-01
2023-05-01
9.75 - 9.75
2000.00
2068.21
Corporate Debt Securities
MEG ENERGY CORP 2LIEN SR 144A25
5493002WXPTG5ZC1T326
2025-01-15
2025-01-15
6.5 - 6.5
4000.00
4163.02
Corporate Debt Securities
NETFLIX INC. 5.875%28
549300Y7VHGU0I7CE873
2028-11-15
2029-11-15
5.375 - 5.875
25000.00
30032.70
Corporate Debt Securities
AEROPUERTOS DOMINICANOS SIGLO SR SEC GLBL 29
254900KJA5MXNPYB4W32
2029-03-30
2029-03-30
6.75 - 6.75
200000.00
211750.00
Corporate Debt Securities
FORD MOTOR CREDIT COMPANY SR GLBL NT 23
UDSQCVRUX5BONN0VY111
2023-11-17
2023-11-17
3.37 - 3.37
200000.00
204651.39
Corporate Debt Securities
ALLEN MEDIA LLC / ALLEN MEDIA SR GLBL 144A 28
2028-02-15
2028-02-15
10.5 - 10.5
3000.00
3316.88
Corporate Debt Securities
MOSS CREEK RES HLDGS INC SR 144A NT7.5%26
54930037SLMSPWKYIX36
2026-01-15
2026-01-15
7.5 - 7.5
2000.00
1827.17
Corporate Debt Securities
BCPE CYCLE MERGER SUB II INC SR 144A NT 27
54930058SS5MF69JGN89
2027-07-15
2027-07-15
10.625 - 10.625
3000.00
3203.80
Corporate Debt Securities
DELUXE CORP MEDIUM TERM NTS SR GLBL 144A 29
KWGNKB8TX9LE5TV29231
2029-06-01
2029-06-01
8 - 8
35000.00
37832.47
Corporate Debt Securities
ING GROEP N.V. ALT TIER I PERP
549300NYKK9MWM7GGW15
2500-12-31
2500-12-31
3.875 - 3.875
200000.00
188301.39
Corporate Debt Securities
CARVANA CO SR GLBL 144A 29
5493003WEAK2PJ5WS063
2029-09-01
2029-09-01
4.875 - 4.875
100000.00
96681.33
Corporate Debt Securities
WOLVERINE ESCROW LLC SR SEC GLBL 24
2024-11-15
2024-11-15
8.5 - 8.5
2000.00
1867.08
Corporate Debt Securities
HACKENSACK MERIDIAN HEALTH SR SEC GLBL 57
5493001CB3OCWTEJY668
2057-07-01
2057-07-01
4.5 - 4.5
5000.00
6791.23
Corporate Debt Securities
NCL CORP LTD SR SEC GLBL 26
UNZWILHE4KMRP9K2L524
2026-02-01
2026-02-01
10.25 - 10.25
3000.00
3551.65
Corporate Debt Securities
ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 42
549300MVHZ20SBIOEQ79
2042-09-19
2042-09-19
6.75 - 6.75
200000.00
264664.50
Corporate Debt Securities
MAGNETITE XVI LTD 2015-16R E-R 20280118 FLT
549300Z3WHVYABE20I45
2028-01-18
2028-01-18
5.122 - 5.122
250000.00
248074.56
Asset-Backed Securities
GENWORTH HLDGS INC SR GLBL NT4.8%24
PXDECZED7L8SRUP41R09
2024-02-15
2024-02-15
4.8 - 4.8
96000.00
101184.00
Corporate Debt Securities
DISH DBS CORPORATION SR NT 5%23
2023-03-15
2023-03-15
5 - 5
2000.00
2056.75
Corporate Debt Securities
SERVICE PPTYS TR SR GLBL NT 29
529900IS770AG1K9QG27
2029-10-01
2029-10-01
4.95 - 4.95
6000.00
5670.98
Corporate Debt Securities
PENNYMAC FINL SVCS INC NEW SR GLBL 144A 31
549300W1D516HBDEU871
2031-09-15
2031-09-15
5.75 - 5.75
7000.00
6872.74
Corporate Debt Securities
MAGIC MERGECO INC SR SEC 144A NT29
549300H9LWMBP7HYLR98
2029-05-01
2029-05-01
7.875 - 7.875
61000.00
60614.71
Corporate Debt Securities
CITIGROUP INC TIER I PERP GLBL
6SHGI4ZSSLCXXQSBB395
2500-12-31
2500-12-31
4.7 - 4.7
1000.00
1025.67
Corporate Debt Securities
NAVIENT CORPORATION SR GLBL NT6.5%22
54930067J0ZNOEBRW338
2022-06-15
2022-06-15
6.5 - 6.5
5000.00
5280.21
Corporate Debt Securities
FIVE POINT OPERATING COMPANY SR GLBL 144A 25
2025-11-15
2025-11-15
7.875 - 7.875
113000.00
116760.78
Corporate Debt Securities
MILLICOM INTL CELLULAR S A 6.25%29
222100SZ6J5ZF05ZTR58
2029-03-25
2029-03-25
6.25 - 6.25
200000.00
194631.25
Corporate Debt Securities
NGL ENERGY OPERATING LLC/ NGL SR SEC GLBL 26
2026-02-01
2026-02-01
7.5 - 7.5
2000.00
2059.58
Corporate Debt Securities
SPIRIT AEROSYSTEMS INC 3.95%23
ZD2NBKV6GCC3UMGBM518
2023-06-15
2023-06-15
3.95 - 3.95
126000.00
128281.12
Corporate Debt Securities
LD HOLDINGS GROUP LLC SR GLBL 144A 28
2028-04-01
2028-04-01
6.125 - 6.125
4000.00
3720.15
Corporate Debt Securities
FIRSTENERGY CORP GLBL B NT2.25%30
549300SVYJS666PQJH88
2030-09-01
2030-09-01
2.25 - 2.25
2000.00
1906.12
Corporate Debt Securities
CLEVELAND-CLIFFS INC NEW SR GLBL 144A 31
549300TM2WLI2BJMDD86
2031-03-01
2031-03-01
4.875 - 4.875
6000.00
6122.23
Corporate Debt Securities
PETROBRAS GLOBAL FINANCE BV SR GLBL NT 15
549300FNENFFSMO3GT38
2031-01-03
2115-06-05
5.6 - 6.85
14000.00
14171.85
Corporate Debt Securities
DANA INC SR GLBL NT 30
KVWHW7YLZPFJM8QYNJ51
2030-09-01
2030-09-01
4.25 - 4.25
2000.00
2018.51
Corporate Debt Securities
XP INC SR GLBL 144A 26
5493008KDA8NBZRJST80
2026-07-01
2026-07-01
3.25 - 3.25
200000.00
191904.28
Corporate Debt Securities
Y
N/A
N/A
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0032
2000000.00
2000000.00
0.0012
N
N
Y
N
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC, 0.67%
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
10843000.00
9736905.57
Equities
Y
N/A
N/A
2021-12-02
2021-12-02
2021-12-02
N
N
N
0.0067
9000000.00
9000000.00
0.0053
N
N
Y
N
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC, 0.67%
VYVVCKR63DVZZN70PB21
0000276523
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CARNIVAL CORP SR COCO 23
F1OF2ZSX47CR0BCWA982
2023-04-01
2023-04-01
5.75 - 5.75
2235000.00
4326945.72
Equities
Y
N/A
N/A
2021-12-10
2021-12-10
2021-12-10
N
N
N
0.0067
4000000.00
4000000.00
0.0024
N
N
N
N
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC, 0.69%
VYVVCKR63DVZZN70PB21
0000276523
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SNAP INC SR GLBL COCO 26
549300JNC0L6VP8A2Q35
2026-08-01
2026-08-01
0.75 - 0.75
2417000.00
5404555.01
Equities
Y
N/A
N/A
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0069
5000000.00
5000000.00
0.0030
N
N
N
N
Wells Fargo Securities, LLC
Wells Fargo Securities, LLC, 0.69%
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
4814000.00
4322923.86
Equities
Y
N/A
N/A
2022-02-03
2022-02-03
2022-02-03
N
N
N
0.0069
4000000.00
4000000.00
0.0024
N
N
N
N
Bank of Montreal
Bank of Montreal, 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
0.0009
6000407.40
6000407.40
0.0036
N
N
N
N
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce, 0.18%
13606CXR0
2IGI19DL77OX0HC3ZE78
0001045520
Certificate of Deposit
Y
N/A
N/A
2022-05-23
2022-05-23
2022-05-23
N
N
N
0.0025
11996173.20
11996173.20
0.0071
N
N
N
N
Credit Agricole CIB
Credit Agricole CIB, 0.12%
22535CT35
1VUV7VQFKUOQSJ21A208
0001330437
Certificate of Deposit
Y
N/A
N/A
2021-12-06
2021-12-06
2021-12-06
N
N
N
0.0009
8000040.00
8000040.00
0.0047
N
N
Y
N
Landesbank Baden-Wuerttemberg New York Branch
Landesbank Baden-Wuerttemberg New York Branch, 0.12%
51501HUX5
B81CK4ESI35472RHJ606
0000878519
Certificate of Deposit
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0009
5000004.00
5000004.00
0.0030
N
Y
Y
N
Landesbank Baden-Wuerttemberg New York Branch
Landesbank Baden-Wuerttemberg New York Branch, 0.12%
51501HUZ0
B81CK4ESI35472RHJ606
0000878519
Certificate of Deposit
Y
N/A
N/A
2021-12-03
2021-12-03
2021-12-03
N
N
N
0.0009
5000011.00
5000011.00
0.0030
N
N
Y
N
Landesbank Baden-Wuerttemberg New York Branch
Landesbank Baden-Wuerttemberg New York Branch, 0.12%
51501HVD8
B81CK4ESI35472RHJ606
0000878519
Certificate of Deposit
Y
N/A
N/A
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0012
15000000.00
15000000.00
0.0089
N
N
Y
N
Landesbank Baden-Wuerttemberg New York Branch
Landesbank Baden-Wuerttemberg New York Branch, 0.13%
51501HRH4
B81CK4ESI35472RHJ606
0000878519
Certificate of Deposit
Y
N/A
N/A
2021-12-17
2021-12-17
2021-12-17
N
N
N
0.0011
12000096.00
12000096.00
0.0071
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp.
Mitsubishi UFJ Trust & Banking Corp., 0.14%
60683B2L6
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
N/A
N/A
2022-01-24
2022-01-24
2022-01-24
N
N
N
0.0012
2000051.80
2000051.80
0.0012
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp.
Mitsubishi UFJ Trust & Banking Corp., 0.14%
60683B2M4
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
N/A
N/A
2022-01-25
2022-01-25
2022-01-25
N
N
N
0.0012
2000046.60
2000046.60
0.0012
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp.
Mitsubishi UFJ Trust & Banking Corp., 0.14%
60683B2N2
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
N/A
N/A
2022-02-03
2022-02-03
2022-02-03
N
N
N
0.0014
2999988.90
2999988.90
0.0018
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp.
Mitsubishi UFJ Trust & Banking Corp., 0.14%
60683B2P7
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
N/A
N/A
2022-02-08
2022-02-08
2022-02-08
N
N
N
0.0015
2999924.10
2999924.10
0.0018
N
N
N
N
Mizuho Corporate Bank Ltd.
Mizuho Corporate Bank Ltd., 0.11%
60710RZ65
RB0PEZSDGCO3JS6CEU02
IAE398000
Certificate of Deposit
Y
N/A
N/A
2021-12-13
2021-12-13
2021-12-13
N
N
N
0.0007
15000216.00
15000216.00
0.0089
N
N
N
N
Mizuho Corporate Bank Ltd.
Mizuho Corporate Bank Ltd., 0.13%
60710RRN7
RB0PEZSDGCO3JS6CEU02
IBI312000
Certificate of Deposit
Y
N/A
N/A
2021-12-08
2021-12-08
2021-12-08
N
N
N
0.0007
3000039.90
3000039.90
0.0018
N
N
N
N
Sumitomo Mitsui Banking Corp.
Sumitomo Mitsui Banking Corp., 0.14%
86565C5L9
5U0XI89JRFVHWIBS4F54
0001184915
Certificate of Deposit
Y
N/A
N/A
2022-01-18
2022-01-18
2022-01-18
N
N
N
0.0010
8000413.60
8000413.60
0.0047
N
N
N
N
Sumitomo Mitsui Banking Corp.
Sumitomo Mitsui Banking Corp., 0.18%
86565FBE1
5U0XI89JRFVHWIBS4F54
0001184915
Certificate of Deposit
Y
N/A
N/A
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0019
7999756.80
7999756.80
0.0047
N
N
N
N
Sumitomo Mitsui Banking Corp.
Sumitomo Mitsui Banking Corp., 0.20%
86565FBL5
5U0XI89JRFVHWIBS4F54
0001184915
Certificate of Deposit
Y
N/A
N/A
2022-03-14
2022-03-14
2022-03-14
N
N
N
0.0021
7999699.20
7999699.20
0.0047
N
N
N
N
Sumitomo Mitsui Banking Corp.
Sumitomo Mitsui Banking Corp., 0.23%
86565FCE0
5U0XI89JRFVHWIBS4F54
0001184915
Certificate of Deposit
Y
N/A
N/A
2022-03-21
2022-03-21
2022-03-21
N
N
N
0.0022
8000122.40
8000122.40
0.0047
N
N
N
N
Toronto-Dominion Bank
Toronto-Dominion Bank, 0.14%
89114WBU8
PT3QB789TSUIDF371261
US89114WBU80
0000947263
Certificate of Deposit
Y
N/A
N/A
2021-12-09
2021-12-09
2021-12-09
N
N
N
0.0014
2000000.00
2000000.00
0.0012
N
N
N
N
Toronto-Dominion Bank
Toronto-Dominion Bank, 0.17%
89114WFY6
PT3QB789TSUIDF371261
0000947263
Certificate of Deposit
Y
N/A
N/A
2022-04-18
2022-04-18
2022-04-18
N
N
N
0.0023
3999134.80
3999134.80
0.0024
N
N
N
N
Bank of America NA
Bank of America NA, 0.15%
06052TP46
B4TYDEB6GKMZO031MB27
0001102113
Certificate of Deposit
Y
N/A
N/A
2022-02-07
2022-02-07
2022-02-07
N
N
N
0.0008
5000613.00
5000613.00
0.0030
N
N
N
N
BNY Mellon Capital Markets LLC
In a joint trading account with BNY Mellon Capital Markets LLC at 0.06%, dated 11/30/2021 due 12/01/2021
VJW2DOOHGDT6PR0ZRO63
IEE303000_08066
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
2025-05-15
2025-05-15
0.75 - 0.75
135.00
133.88
Agency Debentures and Agency Strips
Federal Farm Credit Bank
2022-01-18
2031-12-01
0.07 - 5.25
504732.00
504617.36
Agency Debentures and Agency Strips
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
2021-12-25
2051-12-01
0.25 - 9
2219390.00
2020744.23
Agency Mortgage-Backed Securities
Government National Mortgage Association
549300M8ZYFG0OCMTT87
2022-05-15
2051-11-20
1.5 - 9
1936314.00
1786517.65
Agency Mortgage-Backed Securities
Federal Home Loan Banks
2549001DPIFGXC1TOL40
2022-06-03
2026-11-24
0.125 - 5.25
570494.00
571170.22
Agency Debentures and Agency Strips
Federal Home Loan Mortgage Corp
S6XOOCT0IEG5ABCC6L87
2022-01-13
2051-12-01
0.125 - 8
2168745.00
2078657.83
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2021-12-02
2051-08-15
0 - 7.5
224204.00
226176.73
U.S. Treasuries (including strips)
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
7047000.00
7047000.00
0.0042
N
Y
Y
N
Citigroup Global Markets, Inc.
In a joint trading account with Citigroup Global Markets, Inc. at 0.06%, dated 11/30/2021 due 12/01/2021
MBNUM2BPBDO7JBLYG310
IEE303000_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
2022-06-30
2022-06-30
0.125 - 0.125
148550.00
148631.99
U.S. Treasuries (including strips)
Government National Mortgage Association
549300M8ZYFG0OCMTT87
2051-07-20
2051-10-20
1.5 - 4.5
3518959.00
3684534.52
Agency Mortgage-Backed Securities
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
Y
Citigroup Inc
1.0000
N/A
N/A
N
0.0006
3758000.00
3758000.00
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 0.06%, dated 11/30/2021 due 12/01/2021
5U0XI89JRFVHWIBS4F54
IEE303000_10193
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
2046-12-01
2051-09-01
2 - 4
8314003.00
4414013.17
Agency Mortgage-Backed Securities
Federal Home Loan Mortgage Corp
S6XOOCT0IEG5ABCC6L87
2046-08-01
2049-09-01
2.5 - 4
4924317.00
1224510.85
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2022-01-31
2050-05-15
0 - 4.75
6919310.00
7056364.22
U.S. Treasuries (including strips)
Government National Mortgage Association
549300M8ZYFG0OCMTT87
2039-12-15
2051-08-20
2.5 - 5
10751794.00
3215414.48
Agency Mortgage-Backed Securities
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
15597000.00
15597000.00
0.0092
N
Y
Y
N
Sumitomo Mitsui Bk Corp (REPO)
In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.06%, dated 11/30/2021 due 12/01/2021
5U0XI89JRFVHWIBS4F54
IEE303000_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
12352550.00
2470396.39
Agency Mortgage-Backed Securities
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
2048-12-01
2050-06-01
2 - 4
37958587.00
12423309.99
Agency Mortgage-Backed Securities
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
14532000.00
14532000.00
0.0086
N
Y
Y
N
TD Securities (U.S.A.)
TD Securities (U.S.A.), 0.05%
SUVUFHICNZMP2WKHG940
IEE097000
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
2043-04-20
2043-04-20
4 - 4
44079722.00
7140010.06
Agency Mortgage-Backed Securities
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
7000000.00
7000000.00
0.0041
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
2021-12-07
2021-12-07
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
0.0149
N
N
Y
N
ABN AMRO Bank NV
ABN AMRO Bank NV, 0.05%
IEE053000
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2025-09-30
2051-05-15
2.375 - 3
2839100.00
3168583.86
U.S. Treasuries (including strips)
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
3087000.00
3087000.00
0.0018
N
Y
Y
N
Barclays Bank PLC
Barclays Bank PLC, 0.05%
G5GSEF7VJP5I7OUK5573
IEE105000
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2022-01-25
2022-01-25
0 - 0
6120500.00
6120083.81
U.S. Treasuries (including strips)
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
6000000.00
6000000.00
0.0035
N
Y
Y
N
Fixed Income Clearing Corp. - BNYM
Fixed Income Clearing Corp. - BNYM, 0.06%
549300H47WTHXPU08X20
IEE136000
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2028-11-30
2028-11-30
1.5 - 1.5
5075500.00
5100065.42
U.S. Treasuries (including strips)
Y
N/A
N/A
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
5000000.00
5000000.00
0.0030
N
Y
Y
N
Fidelity Garrison Street Trust: Fidelity Money Market Central Fund
2021-12-02
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer