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LLC 0000862124 084-01839 N N N Prime Y 13 36 17805434176.50 18110445428.32 23945479536.46 23834668178.33 20736401722.88 24908286617.71 26422391870.07 26005664968.33 0.4300 0.4300 0.5600 0.5400 0.5000 0.5900 0.6200 0.5900 3964.93 44862572924.79 44864608051.67 608168230.12 562607809.61 44910172437.11 44888962957.97 1.0000 0.0170 1.0005 1.0005 1.0004 1.0005 C000013041 1000000.00 20081743965.54 20072472852.17 1.0005 1.0005 1.0004 1.0004 564184489.19 281416695.87 615578995.68 273197844.01 697488409.93 386124007.00 799642628.89 318718421.82 3429945948.72 1494054112.02 0.0152 Y Fidelity Investments, Reimbursement Fees, -447122.85; C000013086 1000000.00 92880267.96 92850421.86 1.0004 1.0004 1.0003 1.0003 36787.70 2608642.32 3835883.77 2407035.51 459.93 2043.18 270019.31 30000.00 4431100.35 5447721.01 0.0137 Y Fidelity Investments, Reimbursement Fees, -2056.22; C000013087 1000000.00 3892526.28 3892798.55 1.0000 0.9999 0.9999 0.9999 1213.75 1229.39 0.00 0.00 0.00 0.00 0.00 0.00 1213.75 1229.39 0.0127 Y Fidelity Investments, Reimbursement Fees, -131.15; C000013088 1000000.00 12671460.89 12666567.08 1.0004 1.0004 1.0003 1.0004 697911.09 119266.95 193910.95 4042.58 1467065.66 78473.05 681714.51 30555.23 2729602.21 457335.81 0.0147 Y Fidelity Investments, Reimbursement Fees, -276.60; C000056571 10000000.00 24718984216.44 24707080318.32 1.0005 1.0005 1.0004 1.0005 658174963.46 324720064.04 611481179.39 419454402.48 865699454.09 474935461.94 847075016.29 406808715.03 3868097261.65 1942715191.44 0.0156 Y Fidelity Investments, Reimbursement Fees, -742602.43; Federal Reserve Bank of New York Federal Reserve Bank of New York, 1.55% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2023-05-15 2031-05-15 0.125 - 2.5 16563965800.00 16254699887.45 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 16254000000.00 16254000000.00 0.3619 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 1.91% 05253MQL1 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-11-18 2022-11-18 N N N 0.0191 400998275.70 400998275.70 0.0089 N N N N Bank of Montreal Bank of Montreal, 1.68% 06373LAT6 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-08-09 2022-08-09 N N N 0.0172 410977066.20 410977066.20 0.0092 N N N N Bank of Montreal Bank of Montreal, 1.93% 06373L3C1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-12-02 2022-12-02 N N N 0.0204 252880761.10 252880761.10 0.0056 N N N N Bank of Montreal Bank of Montreal, 2.23% 06369MJP9 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-09-23 2022-09-23 2022-09-23 N N N 0.0223 251705525.50 251705525.50 0.0056 N N N N BNP Paribas SA BNP Paribas SA, 1.71% 09660KH59 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2022-08-05 2022-08-05 2022-08-05 N N N 0.0171 501146600.00 501146600.00 0.0112 N N N N BofA Securities, Inc. BofA Securities, Inc., 1.93% 06054CAW5 549300HN4UKV1E2R3U73 JBD722000 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-12-05 2022-12-05 N N N 0.0199 256925855.50 256925855.50 0.0057 N N N N BPCE SA BPCE SA, 1.81% 05571EAG2 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-08-04 2022-08-04 N N N 0.0170 199017929.90 199017929.90 0.0044 N N N N BPCE SA BPCE SA, 1.81% 05571EAF4 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-08-01 2022-08-01 N N N 0.0169 298028816.60 298028816.60 0.0066 N N N N BPCE SA BPCE SA, 2.01% 05571CJ10 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0201 125567605.80 125567605.80 0.0028 N N N N BPCE SA BPCE SA, 2.11% 05571CJF9 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0211 402220784.00 402220784.00 0.0090 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.68% 13608CMG4 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-08-19 2022-08-19 N N N 0.0170 399985160.00 399985160.00 0.0089 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.92% 13608CMX7 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-11-23 2022-11-23 N N N 0.0187 122021618.40 122021618.40 0.0027 N N N N Dz Bank New York Branch Dz Bank New York Branch, 0.00% 26821JG12 JKD333000 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0000 78000000.00 78000000.00 0.0017 N Y Y N Federation des caisses Desjardin Federation des caisses Desjardin, 1.69% 31428GGT4 549300B2Q47IR0CR5B54 JBA825000 Financial Company Commercial Paper Y N/A N/A 2022-07-27 2022-07-27 2022-07-27 N N N 0.0169 100872669.30 100872669.30 0.0022 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.93% 46650WAT2 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-11-16 2022-11-16 N N N 0.0196 159977760.00 159977760.00 0.0036 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.93% 46650WAV7 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-11-21 2022-11-21 N N N 0.0196 220966452.20 220966452.20 0.0049 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.93% 46650WAU9 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-11-17 2022-11-17 N N N 0.0196 220968220.20 220968220.20 0.0049 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X1G15 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0000 510000000.00 510000000.00 0.0114 N Y Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.73% 60683CGS4 JBONEPAGQXF4QP29B387 JBA857000 Financial Company Commercial Paper Y N/A N/A 2022-07-26 2022-07-26 2022-07-26 N N N 0.0173 98877022.20 98877022.20 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.74% 60683CGT2 JBONEPAGQXF4QP29B387 JBA858000 Financial Company Commercial Paper Y N/A N/A 2022-07-27 2022-07-27 2022-07-27 N N N 0.0174 109857440.00 109857440.00 0.0024 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.79% 60683CH38 JBONEPAGQXF4QP29B387 JBA306000 Financial Company Commercial Paper Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0179 99832080.00 99832080.00 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.85% 60683CHB0 JBONEPAGQXF4QP29B387 JBE272000 Financial Company Commercial Paper Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0185 99786030.00 99786030.00 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.30% 60683CJN2 JBONEPAGQXF4QP29B387 JJY611000 Financial Company Commercial Paper Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0230 95498236.80 95498236.80 0.0021 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.31% 60683CJP7 JBONEPAGQXF4QP29B387 JJY624000 Financial Company Commercial Paper Y N/A N/A 2022-09-23 2022-09-23 2022-09-23 N N N 0.0231 110409790.80 110409790.80 0.0025 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 1.73% 60689QGT5 RB0PEZSDGCO3JS6CEU02 JBB211000 Financial Company Commercial Paper Y N/A N/A 2022-07-27 2022-07-27 2022-07-27 N N N 0.0173 149806395.00 149806395.00 0.0033 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 1.79% 60689QH31 RB0PEZSDGCO3JS6CEU02 JBB222000 Financial Company Commercial Paper Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0179 99832270.00 99832270.00 0.0022 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 1.83% 60689QH80 RB0PEZSDGCO3JS6CEU02 JBD630000 Financial Company Commercial Paper Y N/A N/A 2022-08-08 2022-08-08 2022-08-08 N N N 0.0183 125751433.50 125751433.50 0.0028 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 1.83% 60689QH80 RB0PEZSDGCO3JS6CEU02 JBC381000 Financial Company Commercial Paper Y N/A N/A 2022-08-08 2022-08-08 2022-08-08 N N N 0.0183 149704095.00 149704095.00 0.0033 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 1.92% 63254GUH6 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-12-01 2022-12-01 N N N 0.0194 191981184.00 191981184.00 0.0043 N N N N National Bank of Canada National Bank of Canada, 1.68% 63307NFY8 BSGEFEIOM18Y80CKCV46 US63307NFY85 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-08-30 2022-08-30 N N N 0.0182 487676245.14 487676245.14 0.0109 N N N N NatWest Markets PLC NatWest Markets PLC, 2.19% 63906FHR3 RR3QWICWWIPCS8A4S074 0000729153 Financial Company Commercial Paper Y N/A N/A 2022-08-25 2022-08-25 2022-08-25 N N N 0.0219 129560574.00 129560574.00 0.0029 N N N N Royal Bank of Canada Royal Bank of Canada, 1.69% 78015M5F3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-08-22 2022-08-22 N N N 0.0179 235963538.00 235963538.00 0.0053 N N N N Royal Bank of Canada Royal Bank of Canada, 2.07% 78014XJH1 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2023-01-31 2023-01-31 N N N 0.0207 416998707.30 416998707.30 0.0093 N N N N Royal Bank of Canada Royal Bank of Canada, 2.07% 78014XJG3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2023-01-30 2023-01-30 N N N 0.0207 347998956.00 347998956.00 0.0077 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.78% 86564XHA5 5493006GGLR4BTEL8O61 JBD081000 Financial Company Commercial Paper Y N/A N/A 2022-08-10 2022-08-10 2022-08-10 N N N 0.0178 250496017.10 250496017.10 0.0056 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.79% 86564XHB3 5493006GGLR4BTEL8O61 JBD094000 Financial Company Commercial Paper Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0179 250479928.00 250479928.00 0.0056 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 1.92% 86960LDK3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-11-23 2022-11-23 N N N 0.0199 301915772.20 301915772.20 0.0067 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 1.92% 86960LDH0 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-11-18 2022-11-18 N N N 0.0198 200947378.20 200947378.20 0.0045 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 1.93% 86960LDL1 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-12-01 2022-12-01 N N N 0.0200 377884332.00 377884332.00 0.0084 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.60% 89119BGF7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0160 79946832.00 79946832.00 0.0018 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.93% 89120DUS6 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-12-15 2022-12-15 N N N 0.0201 225917284.00 225917284.00 0.0050 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.93% 89120DUT4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-12-16 2022-12-16 N N N 0.0201 276892967.20 276892967.20 0.0062 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.06% 89120DV30 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2023-01-31 2023-01-31 N N N 0.0206 278000000.00 278000000.00 0.0062 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.06% 89120DV22 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2023-01-30 2023-01-30 N N N 0.0206 233000000.00 233000000.00 0.0052 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.68% 89233BCB1 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-08-09 2022-08-09 N N N 0.0172 115993527.20 115993527.20 0.0026 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.00% 91058UG15 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0000 106036000.00 106036000.00 0.0024 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 1.93% 06417MYN9 L3I9ZG2KFGXZ61BMYR72 US06417MYN90 0000009631 Certificate of Deposit Y N/A N/A 2022-07-01 2022-12-16 2022-12-16 N N N 0.0197 253946761.60 253946761.60 0.0057 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.92% 13606KHM1 2IGI19DL77OX0HC3ZE78 US13606KHM18 0001045520 Certificate of Deposit Y N/A N/A 2022-07-01 2022-11-23 2022-11-23 N N N 0.0187 381067513.20 381067513.20 0.0085 N N N N Credit Agricole CIB Credit Agricole CIB, 1.41% 22536APB4 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-08-05 2022-08-05 2022-08-05 N N N 0.0169 632818202.40 632818202.40 0.0141 N N N N Credit Agricole CIB Credit Agricole CIB, 1.55% 22536AQA5 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-08-18 2022-08-18 2022-08-18 N N N 0.0181 506818037.70 506818037.70 0.0113 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.25% 51501HX53 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2022-07-05 2022-07-05 2022-07-05 N N N 0.0160 380981026.20 380981026.20 0.0085 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.63% 51501H2T5 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2022-07-08 2022-07-08 2022-07-08 N N N 0.0162 255000000.00 255000000.00 0.0057 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.83% 60683B6B4 JBONEPAGQXF4QP29B387 US60683B6B42 0001462160 Certificate of Deposit Y N/A N/A 2022-07-01 2022-07-15 2022-07-15 N N N 0.0163 100007770.00 100007770.00 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.84% 60683B5W9 JBONEPAGQXF4QP29B387 US60683B5W97 0001462160 Certificate of Deposit Y N/A N/A 2022-07-01 2022-07-21 2022-07-21 N N N 0.0171 127008585.20 127008585.20 0.0028 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 1.20% 60710RJ71 RB0PEZSDGCO3JS6CEU02 JAE775000 Certificate of Deposit Y N/A N/A 2022-07-21 2022-07-21 2022-07-21 N N N 0.0164 501869881.60 501869881.60 0.0112 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.40% 60710R6F7 RB0PEZSDGCO3JS6CEU02 JKA735000 Certificate of Deposit Y N/A N/A 2022-10-04 2022-10-04 2022-10-04 N N N 0.0241 516971254.80 516971254.80 0.0115 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 1.83% 55380TU65 C3GTMMZIHMY46P4OIX74 US55380TU651 Certificate of Deposit Y N/A N/A 2022-07-01 2022-07-11 2022-07-11 N N N 0.0159 383025890.80 383025890.80 0.0085 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 1.84% 55380T3G3 C3GTMMZIHMY46P4OIX74 US55380T3G34 Certificate of Deposit Y N/A N/A 2022-07-01 2022-09-08 2022-09-08 N N N 0.0176 256033920.00 256033920.00 0.0057 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 1.87% 55380T3H1 C3GTMMZIHMY46P4OIX74 US55380T3H17 Certificate of Deposit Y N/A N/A 2022-07-01 2022-10-13 2022-10-13 N N N 0.0189 255980544.00 255980544.00 0.0057 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.73% 63873QUE2 2549003L5ZG5M2ZSE107 0001274981 Certificate of Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0219 126896812.50 126896812.50 0.0028 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.87% 86565FMV1 5U0XI89JRFVHWIBS4F54 US86565FMV12 0001184915 Certificate of Deposit Y N/A N/A 2022-07-01 2022-10-13 2022-10-13 N N N 0.0187 166997478.30 166997478.30 0.0037 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.87% 86565FMX7 5U0XI89JRFVHWIBS4F54 US86565FMX77 0001184915 Certificate of Deposit Y N/A N/A 2022-07-01 2022-10-14 2022-10-14 N N N 0.0187 222995272.40 222995272.40 0.0050 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.87% 86565FMT6 5U0XI89JRFVHWIBS4F54 US86565FMT65 0001184915 Certificate of Deposit Y N/A N/A 2022-07-01 2022-10-12 2022-10-12 N N N 0.0187 122998868.40 122998868.40 0.0027 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.30% 86565FNR9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-09-14 2022-09-14 2022-09-14 N N N 0.0211 257092494.30 257092494.30 0.0057 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.30% 86565FNQ1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0212 128045030.40 128045030.40 0.0029 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.30% 86565FNS7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-09-16 2022-09-16 2022-09-16 N N N 0.0212 256087347.20 256087347.20 0.0057 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.43% 86565FNY4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0230 102032028.00 102032028.00 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.83% 86564MGY8 5493006GGLR4BTEL8O61 US86564MGY84 0001046017 Certificate of Deposit Y N/A N/A 2022-07-01 2022-08-02 2022-08-02 N N N 0.0169 116013583.60 116013583.60 0.0026 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.83% 86564MGR3 5493006GGLR4BTEL8O61 US86564MGR34 0001046017 Certificate of Deposit Y N/A N/A 2022-07-01 2022-07-27 2022-07-27 N N N 0.0168 306032038.20 306032038.20 0.0068 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.83% 86564MGQ5 5493006GGLR4BTEL8O61 US86564MGQ50 0001046017 Certificate of Deposit Y N/A N/A 2022-07-01 2022-07-26 2022-07-26 N N N 0.0168 203020442.10 203020442.10 0.0045 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 0.21% 89114WHU2 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0161 149413005.95 149413005.95 0.0033 N N N N Citibank NA Citibank NA, 2.60% 17305T3Q3 E57ODZWZ7FF32TWEFA76 JKB330000 Certificate of Deposit Y N/A N/A 2022-10-21 2022-10-21 2022-10-21 N N N 0.0247 518183061.20 518183061.20 0.0115 N N N N Citibank NA Citibank NA, 2.60% 17305T3E0 E57ODZWZ7FF32TWEFA76 JKA746000 Certificate of Deposit Y N/A N/A 2022-10-24 2022-10-24 2022-10-24 N N N 0.0249 309092761.80 309092761.80 0.0069 N N N N Barclays Bank PLC Barclays Bank PLC, 1.64% G5GSEF7VJP5I7OUK5573 JKD209000 Non-Negotiable Time Deposit Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0164 2215000000.00 2215000000.00 0.0493 N Y Y N Credit Agricole CIB Credit Agricole CIB, 1.56% 1VUV7VQFKUOQSJ21A208 JKD455000 Non-Negotiable Time Deposit Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0156 243000000.00 243000000.00 0.0054 N Y Y N Credit Agricole CIB Credit Agricole CIB, 1.56% 1VUV7VQFKUOQSJ21A208 JKD302000 Non-Negotiable Time Deposit Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0156 25800000.00 25800000.00 0.0006 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 1.62% DIZES5CFO5K3I5R58746 JKB971000 Non-Negotiable Time Deposit Y N/A N/A 2022-07-05 2022-07-05 2022-07-05 N N N 0.0163 126999644.40 126999644.40 0.0028 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 1.62% DIZES5CFO5K3I5R58746 JKC474000 Non-Negotiable Time Deposit Y N/A N/A 2022-07-06 2022-07-06 2022-07-06 N N N 0.0163 126999580.90 126999580.90 0.0028 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 1.61% RB0PEZSDGCO3JS6CEU02 JKC066000 Non-Negotiable Time Deposit Y N/A N/A 2022-07-05 2022-07-05 2022-07-05 N N N 0.0162 151999574.40 151999574.40 0.0034 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 1.61% RB0PEZSDGCO3JS6CEU02 JKC519000 Non-Negotiable Time Deposit Y N/A N/A 2022-07-06 2022-07-06 2022-07-06 N N N 0.0162 152999495.10 152999495.10 0.0034 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 1.61% RB0PEZSDGCO3JS6CEU02 JKD308000 Non-Negotiable Time Deposit Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0160 270000000.00 270000000.00 0.0060 N N Y N Royal Bank of Canada Royal Bank of Canada, 1.57% ES7IP3U3RHIGC71XBU11 JKD460000 Non-Negotiable Time Deposit Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0157 87000000.00 87000000.00 0.0019 N Y Y N Royal Bank of Canada Royal Bank of Canada, 1.57% ES7IP3U3RHIGC71XBU11 JKD055000 Non-Negotiable Time Deposit Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0157 1021000000.00 1021000000.00 0.0227 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 1.57% F3JS33DEI6XQ4ZBPTN86 JKD155000 Non-Negotiable Time Deposit Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0157 2090000000.00 2090000000.00 0.0465 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.71% RUC0QBLBRPRCU4W1NE59 JKD229000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PIEDMONT OPER PARTNERS 4.45 15MAR24 2024-03-15 2024-03-15 4.45 - 4.45 10000000.00 10149991.67 Corporate Debt Securities NBCUNIVERSAL MEDIA LLC SR NT 4.45%43 2043-01-15 2043-01-15 4.45 - 4.45 7000000.00 6622180.83 Corporate Debt Securities MERCK & CO INC 3.9%39 2039-03-07 2039-03-07 3.9 - 3.9 7000000.00 6710841.67 Corporate Debt Securities XCEL ENERGY INC SR GLBL NT3.3%25 2025-06-01 2025-06-01 3.3 - 3.3 13100000.00 12844790.17 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 30 2030-07-17 2030-07-17 2.048 - 2.048 11800000.00 9705180.09 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC SR GLBL NT 23 2023-07-16 2023-07-16 2.721 - 2.721 4300000.00 4353301.37 Corporate Debt Securities DAIMLER FINANCE NORTH AMER LLC SR GLBL REGS 27 2027-01-06 2027-01-06 3.45 - 3.45 25000000.00 24459625.00 Corporate Debt Securities CITRIX SYS INC SR GLBL NT3.3%30 2030-03-01 2030-03-01 3.3 - 3.3 38028000.00 37447629.34 Corporate Debt Securities CONSOLIDATED EDISON CO 2.4 15JUN31 2031-06-15 2031-06-15 2.4 - 2.4 2523000.00 2162211.00 Corporate Debt Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0171 109000000.00 109000000.00 0.0024 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.77% RUC0QBLBRPRCU4W1NE59 JKD233000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MERITOR INC SR GLBL 144A 28 2028-12-15 2028-12-15 4.5 - 4.5 7187000.00 6989609.04 Corporate Debt Securities TEGNA INC SR GLBL NT 5%29 2029-09-15 2029-09-15 5 - 5 20159000.00 19445035.42 Corporate Debt Securities GCP APPLIED TECHNOLOGIES INC SR GLBL 144A 26 2026-04-15 2026-04-15 5.5 - 5.5 22479000.00 22286991.87 Corporate Debt Securities SWITCH LTD SR GLBL 144A 28 2028-09-15 2028-09-15 3.75 - 3.75 5561000.00 5538742.10 Corporate Debt Securities LOGMEIN INC SR SEC GLBL 27 2027-09-01 2027-09-01 5.5 - 5.5 10000000.00 7184705.56 Corporate Debt Securities CITIGROUP INC SR GLBL NT 28 2028-01-10 2028-01-10 3.887 - 3.887 7917000.00 7730596.43 Corporate Debt Securities RHP HOTEL PPTYS LP 4.5 15FEB29 144A 2029-02-15 2029-02-15 4.5 - 4.5 15000000.00 12890625.00 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 25 2025-06-01 2025-06-01 0.824 - 0.824 2000000.00 1869847.56 Corporate Debt Securities CHANGE HEALTHCARE HLDGS LLC/ SR GLBL 144A 25 2025-03-01 2025-03-01 5.75 - 5.75 23738000.00 23583867.85 Corporate Debt Securities BROOKFIELD RESIDEN 5.0 15JUN29 144A 2029-06-15 2029-06-15 5 - 5 12927000.00 9931857.19 Corporate Debt Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0177 109000000.00 109000000.00 0.0024 N Y Y N BMO Chicago Branch BMO Chicago Branch, 1.77% 3Y4U8VZURTYWI1W2K376 JKD234000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Government National Mortgage Association 2050-12-20 2051-02-20 3 - 3 103396407.00 13390658.41 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0177 13000000.00 13000000.00 0.0003 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 1.82% 7VHWWWW4UJS7NUM3PT30 JKD236000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2025-01-28 2500-12-31 0 - 9 15806558.00 171728683.40 Equities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0182 159000000.00 159000000.00 0.0035 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 1.83% 7VHWWWW4UJS7NUM3PT30 JKA741000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2025-01-28 2500-12-31 0 - 7.375 20721696.00 228189639.54 Equities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0183 211000000.00 211000000.00 0.0047 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 2.07% 7VHWWWW4UJS7NUM3PT30 JJT069000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HUAZHU GROUP LTD SR CONV NT 3%26 2026-05-01 2026-05-01 3 - 3 2935000.00 3401420.42 Equities DIGICEL HLDGS BERMUDA LTD / D SR SEC GLBL 24 2024-05-25 2024-05-25 8.75 - 8.75 3100639.00 2921383.31 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR GLBL COCO 23 2023-06-15 2023-06-15 4.25 - 4.25 1000.00 958.07 Equities CITGO PETE CORP SR SEC GLBL 25 2025-06-15 2025-06-15 7 - 7 2478000.00 2400925.94 Corporate Debt Securities ACCURAY INC DEL SR GLBL COCO 26 2026-06-01 2026-06-01 3.75 - 3.75 2000.00 1584.84 Equities PRA GROUP INC SR GLBL COCO 23 2023-06-01 2023-06-01 3.5 - 3.5 1000.00 1006.57 Equities WINNEBAGO INDS INC SR GLBL COCO 25 2025-04-01 2025-04-01 1.5 - 1.5 1000.00 1043.71 Equities BERKSHIRE HATHAWAY ENERGY CO SR GLBL NT 51 2051-05-15 2051-05-15 2.85 - 2.85 377000.00 268409.86 Corporate Debt Securities CONTINENTAL RES INC SR GLBL 144A 32 2032-04-01 2032-04-01 2.875 - 2.875 1043000.00 822569.92 Corporate Debt Securities COMCAST HLDGS INC 2.0 15OCT29 2029-10-15 2029-10-15 2 - 2 42303.00 2528873.34 Equities SABRE CORP 6.50% CONV PFD A 2023-09-01 2023-09-01 6.5 - 6.5 25530.00 2045974.20 Equities WABASH NATL CORP 4.5 15OCT28 144A 2028-10-15 2028-10-15 4.5 - 4.5 69000.00 54634.54 Corporate Debt Securities CLARIVATE PLC 5.25% PFD CONV A 2500-12-31 2500-12-31 5.25 - 5.25 331063.00 18993084.31 Equities BENTLEY SYS INC SR GLBL COCO 26 2026-01-15 2026-01-15 0.125 - 0.125 1000.00 868.07 Equities RBC BEARINGS INC 5% CNV PFD SR A 2500-12-31 2500-12-31 5 - 5 87850.00 8385282.50 Equities LIBERTY MEDIA CORP 3.75 15FEB30 2030-02-15 2030-02-15 3.75 - 3.75 999000.00 493568.44 Equities CARNIVAL CORP 10.5 01JUN30 144A 2030-06-01 2030-06-01 10.5 - 10.5 12000.00 10262.50 Corporate Debt Securities LI AUTO INC 0.25 01MAY28 2028-05-01 2028-05-01 0.25 - 0.25 1000.00 1482.91 Equities FIVERR INTL LTD 0.0 01NOV25 2025-11-01 2025-11-01 N/A 385000.00 291445.00 Equities TRIP COM GROUP LTD SR GLBL COCO 27 2027-07-01 2027-07-01 1.5 - 1.5 40864000.00 46738540.53 Equities II-VI INC 6% CONV PFD A 2023-07-01 2023-07-01 6 - 6 39000.00 8522670.00 Equities WAYFAIR INC SR GLBL COCO 24 2024-11-01 2026-08-15 1 - 1.125 5219000.00 3514337.09 Equities CENTERPOINT ENERGY I 4.5656 15SEP29 2029-09-15 2029-09-15 4.566 - 4.566 2052660.00 945254.72 Equities MONGODB INC SR GLBL COCO 26 2026-01-15 2026-01-15 0.25 - 0.25 1000.00 1465.15 Equities SHELF DRILLING HLDGS LTD SR SEC 144A NT24 2024-11-15 2024-11-15 8.875 - 8.875 383000.00 378631.41 Corporate Debt Securities BILIBILI INC SR CV NT 1.25%27 2027-06-15 2027-06-15 1.25 - 1.25 155208000.00 162661217.50 Equities NEXTERA ENERGY PARTNERS LP SR GLBL 144A 24 2024-06-15 2024-06-15 N/A 8502000.00 8093904.00 Equities CITGO HLDG INC 9.25 01AUG24 144A 2024-08-01 2024-08-01 9.25 - 9.25 256000.00 259400.89 Corporate Debt Securities KALEYRA INC SR GLBL COCO 26 2026-06-01 2026-06-01 6.125 - 6.125 3099000.00 2438863.50 Equities AIR CDA INC SR GLBL COCO 25 2025-07-01 2025-07-01 4 - 4 57325000.00 64667122.31 Equities SUNPOWER CORP SR CONV DEB 4%23 2023-01-15 2023-01-15 4 - 4 431000.00 449892.17 Equities VROOM INC SR CONV NT 26 2026-07-01 2026-07-01 0.75 - 0.75 1488000.00 425909.00 Equities AMERICAN AIRLINES GROUP INC SR GLBL COCO 25 2025-07-01 2025-07-01 6.5 - 6.5 71000.00 78513.18 Equities PARAMOUNT GLOBAL 5.75% CONV PFD A 2024-04-01 2024-04-01 5.75 - 5.75 3683.00 147099.02 Equities OPENDOOR TECHNOLOGIES INC SR GLBL COCO 26 2026-08-15 2026-08-15 0.25 - 0.25 2590000.00 1473807.12 Equities ARRIVAL GROUP SR SEC GLBL 2026-12-01 2026-12-01 3.5 - 3.5 24042000.00 9263850.08 Equities RLJ LODGING TR CUM CONV PFD A 2500-12-31 2500-12-31 1.95 - 1.95 95722.00 2449525.98 Equities MAKEMYTRIP LIMITED MAURITIUS SR GLBL CV ZRO28 2028-02-15 2028-02-15 N/A 3687000.00 3600355.50 Equities NIO INC SR GLBL COCO 26 2026-02-01 2026-02-01 N/A 26000.00 21983.00 Equities JOYY INC SR COCO 25 2025-06-15 2025-06-15 0.75 - 0.75 47308000.00 42331789.75 Equities Y N/A N/A 2022-08-04 2022-08-04 2022-08-09 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0205 371000000.00 371000000.00 0.0083 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 1.80% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Federal National Mortgage Association 2049-07-01 2051-11-01 3 - 3.5 9729157.00 6400876.15 Agency Mortgage-Backed Securities UBS GROUP AG GLBL COCO 33 2033-02-11 2033-02-11 2.746 - 2.746 860000.00 713302.01 Corporate Debt Securities AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT 30 2030-06-19 2030-06-19 2.63 - 2.63 500000.00 413021.81 Corporate Debt Securities BANK NOVA SCOTIA B C SR GLBL COCO 26 2026-08-03 2026-08-03 2.7 - 2.7 97000.00 92052.51 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 31 2031-01-08 2031-01-08 2.35 - 2.35 91000.00 71520.34 Corporate Debt Securities CONAGRA BRANDS INC SR GLBL NT5.4%48 2048-11-01 2048-11-01 5.4 - 5.4 1000000.00 949750.00 Corporate Debt Securities MORGAN STANLEY FR 2.484%091636 2026-04-28 2036-09-16 2.188 - 2.484 4078000.00 3190881.63 Corporate Debt Securities CAMERON LNG LLC 2.902 15JUL31 144A 2031-07-15 2031-07-15 2.902 - 2.902 49000.00 43581.13 Corporate Debt Securities BAXTER INTL INC SR GLBL NT 51 2051-12-01 2051-12-01 3.132 - 3.132 75000.00 54859.72 Corporate Debt Securities BP CAP MKTS AMER INC 3.633 06APR30 2030-04-06 2030-04-06 3.633 - 3.633 41000.00 39014.25 Corporate Debt Securities CARGILL INC SR 144A NT3.5%25 2025-04-22 2025-04-22 3.5 - 3.5 500000.00 499995.56 Corporate Debt Securities HCA INC. SR SEC GLBL NT51 2051-07-15 2051-07-15 3.5 - 3.5 852000.00 607034.38 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT 27 2027-01-15 2027-01-15 2.75 - 2.75 405000.00 373602.04 Corporate Debt Securities DANAHER CORP DEL SR GLBL NT2.6%50 2050-10-01 2050-10-01 2.6 - 2.6 700000.00 493134.44 Corporate Debt Securities UNILEVER CAP CORP SR GLBL NT 31 2031-08-12 2031-08-12 1.75 - 1.75 200000.00 165059.67 Corporate Debt Securities BOARDWALK PIPELINES LP SR GLBL NT3.4%31 2031-02-15 2031-02-15 3.4 - 3.4 400000.00 345472.00 Corporate Debt Securities ORACLE CORP 2.5 01APR25 2025-04-01 2025-04-01 2.5 - 2.5 118000.00 112496.55 Corporate Debt Securities SOCIETE GENERALE MEDI 3.625 01MAR41 2041-03-01 2041-03-01 3.625 - 3.625 10000000.00 6936926.39 Corporate Debt Securities EBAY INC. SR GLBL NT2.6%31 2031-05-10 2031-05-10 2.6 - 2.6 169000.00 140236.39 Corporate Debt Securities NIKE INC SR GLBL NT 30 2030-03-27 2030-03-27 2.85 - 2.85 726000.00 671021.84 Corporate Debt Securities BP CAP MKTS P L C SR GLBL NT 28 2028-11-28 2028-11-28 3.723 - 3.723 76000.00 73374.91 Corporate Debt Securities BK OF AMERICA CORP FR 3.97%030529 2029-03-05 2032-07-21 2.299 - 3.97 303000.00 249221.64 Corporate Debt Securities BLACKSTONE PRIVATE CREDIT FUND SR GLBL 144A 27 2027-03-15 2027-03-15 3.25 - 3.25 883000.00 751467.58 Corporate Debt Securities ECOLAB INC SR GLBL NT4.8%30 2030-03-24 2030-03-24 4.8 - 4.8 200000.00 210020.00 Corporate Debt Securities PFIZER INC SR GLBL NT 4%36 2036-12-15 2036-12-15 4 - 4 100000.00 96857.67 Corporate Debt Securities CROWN CASTLE INTL CORP SR GLBL NT 4%49 2049-11-15 2049-11-15 4 - 4 1433000.00 1163896.93 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC GLBL DEB 28 2028-06-15 2028-06-15 1.9 - 1.9 120000.00 103916.60 Corporate Debt Securities PRINCIPAL FINANCIAL GROUP INC SR NT 4.625%42 2042-09-15 2042-09-15 4.625 - 4.625 500000.00 470019.79 Corporate Debt Securities MARSH & MCLENNAN COS INC SR GLBL NT 30 2030-11-15 2030-11-15 2.25 - 2.25 157000.00 132100.19 Corporate Debt Securities NESTLE HLDGS INC SR GLBL 144A 48 2048-09-24 2048-09-24 4 - 4 150000.00 141713.50 Corporate Debt Securities HESS CORP SR NT 5.6%41 2041-02-15 2041-02-15 5.6 - 5.6 2469000.00 2456729.07 Corporate Debt Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0180 27000000.00 27000000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.80% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BAUSCH HEALTH COS INC COM 2500-12-31 2500-12-31 N/A 255095.00 2170858.45 Equities ON HLDG AG NAMEN AKT A 2500-12-31 2500-12-31 N/A 18098.00 321782.44 Equities VANGUARD REAL ESTATE ETF 2500-12-31 2500-12-31 N/A 225251.00 20560911.28 Equities ENDEAVOR GROUP HLDGS IN USD 0.00001 2500-12-31 2500-12-31 N/A 42353.00 885177.70 Equities BAIDU COM INC USD 0.00005 ADR 2500-12-31 2500-12-31 0 - 0 12607.00 1907691.24 Equities CIGNA CORP NEW USD 0.01 2500-12-31 2500-12-31 N/A 1603.00 428546.02 Equities WASTE CONNECTIONS INC COM 2500-12-31 2500-12-31 N/A 18059.00 2250512.58 Equities NU HLDGS LTD ORD SHS CL A 2500-12-31 2500-12-31 N/A 4.00 15.48 Equities PROGRESSIVE CORP OH USD 1.0 2500-12-31 2500-12-31 N/A 211.00 23978.04 Equities US BANCORP DEL USD 0.01 2500-12-31 2500-12-31 N/A 648506.00 29909096.72 Equities CANADIAN NATL RY CO NPV 2500-12-31 2500-12-31 N/A 29354.00 3303792.70 Equities WHEATON PRECIOUS METALS CORP COM 2500-12-31 2500-12-31 N/A 462804.00 17359778.04 Equities TRICON RESIDENITAL INC NPV 2500-12-31 2500-12-31 N/A 249387.00 2486388.39 Equities AUTOLIV INC USD 1.0 2500-12-31 2500-12-31 N/A 445288.00 33102709.92 Equities AVALONBAY COM USD0.01 2500-12-31 2500-12-31 N/A 1.00 195.08 Equities DIGITAL RE COM STK USD0.01 2500-12-31 2500-12-31 N/A 8478.00 1080097.20 Equities AMPLIFY ENERGY CORP NEW COM 2500-12-31 2500-12-31 N/A 13911.00 95012.13 Equities CLAROS MTG TR INC COMMON STOCK 2500-12-31 2500-12-31 N/A 37330.00 629383.80 Equities CBL & ASSOC PPTYS INC COMMON STOCK 2500-12-31 2500-12-31 N/A 9797.00 220138.59 Equities CANADA GOOSE HLDGS INC SHS SUB VTG 2500-12-31 2500-12-31 N/A 45699.00 853657.32 Equities FARFETCH LTD ORD SH CL A 2500-12-31 2500-12-31 N/A 2688165.00 20430054.00 Equities ICL GROUP LTD SHS 2500-12-31 2500-12-31 N/A 48450.00 453976.50 Equities MONDELEZ INTL INC CL A 2500-12-31 2500-12-31 N/A 107.00 6639.35 Equities STAR BULK CARRIERS CORP. 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5.375 6551000.00 6818014.21 Corporate Debt Securities CNOOC PETROLEUM NORTH AMERICA SR GLBL NT6.4%37 2032-03-15 2039-07-30 6.4 - 7.875 28135000.00 32806765.56 Corporate Debt Securities TOLL RD INVS PARTNERSHIP II LP BD AGM-CR 38 2038-02-15 2038-02-15 0 - 0 10500000.00 4645935.00 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 26 2026-05-03 2026-05-03 3.5 - 3.5 676000.00 671417.85 Corporate Debt Securities ALIBABA GROUP HLDG LTD SR GLBL NT 4%37 2037-12-06 2037-12-06 4 - 4 16730000.00 14400459.03 Corporate Debt Securities SINOPEC GRP OVERSEAS DEV 2017 SR GLBL 144A 27 2027-09-13 2047-04-12 3.25 - 4.25 5035000.00 4687808.99 Corporate Debt Securities BK OF AMERICA CORP PERP GLBL -RR NT 2500-12-31 2500-12-31 4.375 - 4.375 982000.00 817688.08 Corporate Debt Securities BROOKFIELD FIN INC 3.5 30MAR51 2051-03-30 2051-03-30 3.5 - 3.5 385000.00 281230.95 Corporate Debt Securities ADANI ELECTRICITY MUMBAI LTD SR SEC GLBL 30 2030-02-12 2030-02-12 3.949 - 3.949 1556000.00 1282265.11 Corporate Debt Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0195 130000000.00 130000000.00 0.0029 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 2.15% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ORACLE CORP SR GLBL NT 4%46 2046-07-15 2046-07-15 4 - 4 1780000.00 1359498.73 Corporate Debt Securities JACKSON FINANCIAL INC SR GLBL 144A 51 2051-11-23 2051-11-23 4 - 4 2275000.00 1608882.53 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 23 2023-03-08 2033-02-24 0.523 - 3.691 19858000.00 18082943.83 Corporate Debt Securities BERKLEY W R CORP 3.15 30SEP61 2061-09-30 2061-09-30 3.15 - 3.15 250000.00 165306.25 Corporate Debt Securities INVACARE CORP SR GLBL COCO 26 2026-03-15 2026-03-15 4.25 - 4.25 2008000.00 1022666.03 Equities COCA COLA CO 2.5 15MAR51 2051-03-15 2051-03-15 2.5 - 2.5 12000.00 8719.94 Corporate Debt Securities BPCE S A SUB 144A NT 32 2032-10-19 2032-10-19 3.116 - 3.116 3912000.00 3159313.38 Corporate Debt Securities SAUDI ARABIAN OIL 4.25 16APR39 144A 2039-04-16 2039-04-16 4.25 - 4.25 220000.00 204590.34 Corporate Debt Securities ADANI PORTS & SPL ECONOMIC SR GLBL REGS 29 2027-08-04 2041-08-02 4.2 - 5 18899000.00 16888237.09 Corporate Debt Securities SINOPEC GRP OVERSEAS DEV 2018 SR GLBL REGS 24 2024-08-08 2024-08-08 2.5 - 2.5 889000.00 879044.19 Corporate Debt Securities BK OF AMERICA CORP FR 2.482%092136 2036-09-21 2036-09-21 2.482 - 2.482 11514000.00 8998369.47 Corporate Debt Securities ATLANTICA SUSTAINABLE INFRA SR COCO 25 2025-07-15 2025-07-15 4 - 4 839000.00 916887.17 Equities PALO ALTO NETWORKS INC SR GLBL COCO 23 2023-07-01 2023-07-01 0.75 - 0.75 33657000.00 62979960.06 Equities TRIP COM GROUP LTD SR GLBL COCO 27 2027-07-01 2027-07-01 1.5 - 1.5 28375000.00 32454142.71 Equities MEGA ADVANCE INVESTMENTS LTD SR GLBL REGS 41 2041-05-12 2041-05-12 6.375 - 6.375 13390000.00 15439607.30 Corporate Debt Securities PETRONAS CAPITAL LTD FR 4.5%031845 2032-01-28 2045-03-18 2.48 - 4.5 36878000.00 35263665.36 Corporate Debt Securities SMILEDIRECTCLUB INC SR GLBL COCO 26 2026-02-01 2026-02-01 N/A 15866000.00 2598850.80 Equities MAJAPAHIT HLDG B V SR GLBL REGS 37 2037-06-29 2037-06-29 7.875 - 7.875 4423000.00 4974669.73 Corporate Debt Securities JPMORGAN CHASE & CO SUB NT 3.625%27 2027-12-01 2027-12-01 3.625 - 3.625 90000.00 86498.11 Corporate Debt Securities TENCENT HLDGS LTD FR 3.84%042251 2051-04-22 2061-04-22 3.84 - 3.94 15435000.00 11771970.50 Corporate Debt Securities ALIBABA GROUP HLDG LTD SR NT 4.2%47 2047-12-06 2047-12-06 4.2 - 4.2 204000.00 168283.68 Corporate Debt Securities GC TREAS CTR CO LTD FR 5.2%033052 2052-03-30 2052-03-30 5.2 - 5.2 4500000.00 3957255.00 Corporate Debt Securities AT&T INC SR GLBL NT 59 2059-09-15 2059-09-15 3.65 - 3.65 214000.00 162016.37 Corporate Debt Securities PTTEP TREAS CTR CO LTD FR 2.587%061027 2027-06-10 2030-01-15 2.587 - 2.993 2920000.00 2680986.58 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 52 2051-05-25 2052-05-15 3.45 - 3.95 1645000.00 1166682.49 Corporate Debt Securities GUARDIAN LIFE INS CO AMER SUB 144A NT 77 2077-01-24 2077-01-24 4.85 - 4.85 513000.00 472963.77 Corporate Debt Securities WESTPAC BKG CORP LW TIER II GLBL 2034-07-24 2034-07-24 4.11 - 4.11 997000.00 926691.56 Corporate Debt Securities XIAOMI BEST TIME INTERNATIONAL SR REGS BD 31 2031-07-14 2031-07-14 2.875 - 2.875 950000.00 746773.10 Corporate Debt Securities EVEREST REINS HLDGS I 3.125 15OCT52 2052-10-15 2052-10-15 3.125 - 3.125 3049000.00 2162047.17 Corporate Debt Securities BAIDU INC SR GLBL NT 24 2024-05-14 2024-05-14 4.375 - 4.375 11051000.00 11164938.88 Corporate Debt Securities RELIANCE INDS LTD GLBL 144A NT 52 2052-01-12 2052-01-12 3.625 - 3.625 7039000.00 5341592.08 Corporate Debt Securities LBJ INFRASTRUCTURE GROUP LLC SR SEC 144A 57 2057-12-31 2057-12-31 3.797 - 3.797 252000.00 174129.48 Corporate Debt Securities CNOOC NEXEN FINANCE ULC SR NT 4.875%44 2044-04-30 2044-04-30 4.875 - 4.875 1400000.00 1324813.00 Corporate Debt Securities PNC FINL SVCS GROUP INC PERP SR GLBL -U 2500-12-31 2500-12-31 6 - 6 1805000.00 1747540.83 Corporate Debt Securities NEW YORK LIFE INS SUB 144A NT 33 2033-05-15 2033-05-15 5.875 - 5.875 690000.00 756849.79 Corporate Debt Securities THAIOIL TREAS CTR CO LTD FR 4.875%012343 2043-01-23 2043-01-23 4.875 - 4.875 14700000.00 12727266.12 Corporate Debt Securities CNOOC FINANCE (2015) USA SR GLBL NT3.5%25 2025-05-05 2025-05-05 3.5 - 3.5 39780000.00 39655378.10 Corporate Debt Securities BANGKOK BANK PCL/HONG 3.466 23SEP36 2036-09-23 2036-09-23 3.466 - 3.466 4308000.00 3622808.05 Corporate Debt Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0213 290000000.00 290000000.00 0.0065 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 2.27% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EVERBRIDGE INC SR GLBL COCO 24 2024-12-15 2024-12-15 0.125 - 0.125 70847000.00 61624993.61 Equities DROPBOX INC 0.0 01MAR28 2028-03-01 2028-03-01 N/A 11553000.00 10188359.64 Equities XOMETRY INC SR GLBL COCO 27 2027-02-01 2027-02-01 1 - 1 6948000.00 5940231.20 Equities ZIFF DAVIS INC 1.75 01NOV26 144A 2026-11-01 2026-11-01 1.75 - 1.75 39822000.00 38482708.71 Equities KALEYRA INC SR GLBL COCO 26 2026-06-01 2026-06-01 6.125 - 6.125 18604000.00 14641050.85 Equities LIGHTNING EMOTORS INC SR GLBL 144A 24 2024-05-15 2024-05-15 7.5 - 7.5 7118000.00 5084707.71 Equities SNAP INC GLBL COCO 28 2028-03-01 2028-03-01 0.125 - 0.125 38205000.00 26895656.72 Equities UPHEALTH INC SR GLBL COCO 26 2026-06-15 2026-06-15 6.25 - 6.25 12000000.00 9090290.00 Equities Y N/A N/A 2022-09-07 2022-09-07 2022-09-07 N N N 0.0225 159000000.00 159000000.00 0.0035 N N N Y Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.55%, dated 6/30/2022 due 07/01/2022 B4TYDEB6GKMZO031MB27 JKD470000_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 2039-12-20 2050-06-20 3 - 5.25 316915303.00 44353203.27 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 43204000.00 43204000.00 0.0010 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.56%, dated 6/30/2022 due 07/01/2022 B4TYDEB6GKMZO031MB27 JKD384000_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 2039-12-20 2050-06-20 3 - 5.25 239329589.00 33494860.73 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0156 32627000.00 32627000.00 0.0007 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.56%, dated 6/30/2022 due 07/01/2022 VJW2DOOHGDT6PR0ZRO63 JKD384000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-07-07 2052-02-15 0 - 7.25 45038383.00 44476626.82 U.S. Treasuries (including strips) Federal Home Loan Banks 2022-08-15 2026-11-25 0.125 - 5.25 6183798.00 5978719.40 Agency Debentures and Agency Strips Federal National Mortgage Association 2022-07-25 2052-07-01 0.25 - 9 31399319.00 25020288.50 Agency Mortgage-Backed Securities Government National Mortgage Association 2022-08-20 2052-06-20 1.5 - 9 22971639.00 16809513.16 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2022-08-09 2035-05-14 0.17 - 3.375 2749270.00 2719192.85 Agency Debentures and Agency Strips Tennessee Valley Authority 2024-09-15 2048-01-15 2.875 - 4.875 935.00 1034.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2022-11-01 2052-07-01 0.125 - 8 16420887.00 12263889.46 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0156 105160000.00 105160000.00 0.0023 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 1.56%, dated 6/30/2022 due 07/01/2022 MBNUM2BPBDO7JBLYG310 JKD384000_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 2024-01-15 2024-01-15 0.125 - 0.125 102230107.00 97938303.51 U.S. Treasuries (including strips) Federal National Mortgage Association 2028-08-01 2048-08-01 2.16 - 4.28 654164.00 642848.96 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0156 96644000.00 96644000.00 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 1.55%, dated 6/30/2022 due 07/01/2022 5U0XI89JRFVHWIBS4F54 JKD470000_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 2051-06-01 2051-09-01 2.5 - 2.5 36753.00 29070.73 Agency Mortgage-Backed Securities United States Treasury 2022-10-31 2030-08-15 0.25 - 2.875 109271.00 103534.99 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 130000.00 130000.00 0.0000 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.56%, dated 6/30/2022 due 07/01/2022 5U0XI89JRFVHWIBS4F54 JKD384000_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 2022-10-31 2030-08-15 0.25 - 2.875 54567351.00 51702985.53 U.S. Treasuries (including strips) Federal National Mortgage Association 2051-06-01 2051-09-01 2.5 - 2.5 18353291.00 14517250.50 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0156 64919000.00 64919000.00 0.0014 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.55%, dated 6/30/2022 due 07/01/2022 5U0XI89JRFVHWIBS4F54 JKD470000_77387 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 2048-12-01 2050-06-01 2 - 4 1378487.00 353430.70 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-10-20 2046-03-20 3 - 3.5 557460.00 84863.60 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 419000.00 419000.00 0.0000 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.56%, dated 6/30/2022 due 07/01/2022 5U0XI89JRFVHWIBS4F54 JKD384000_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 2042-10-20 2046-03-20 3 - 3.5 368596235.00 56112460.86 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-12-01 2050-06-01 2 - 4 911464927.00 233691078.37 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0156 277046000.00 277046000.00 0.0062 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.56%, dated 6/30/2022 due 07/01/2022 VYVVCKR63DVZZN70PB21 JKD384000_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 2037-07-01 2052-07-01 2.5 - 5.5 13324660.00 13144289.62 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0156 12886000.00 12886000.00 0.0003 N Y Y N Fidelity Colchester Street Trust: Money Market Portfolio 2022-07-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer