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Australia & New Zealand Banking Group Ltd., 2.68% 05253MQL1 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-11-18 2022-11-18 N N N 0.0264 401032801.80 401032801.80 0.0077 N N N N Bank of Montreal Bank of Montreal, 2.45% 06373LAT6 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-08-09 2022-08-09 N N N 0.0233 411011631.30 411011631.30 0.0079 N N N N Bank of Montreal Bank of Montreal, 2.52% 06369MJP9 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-09-23 2022-09-23 2022-09-23 N N N 0.0252 252031844.90 252031844.90 0.0049 N N N N Bank of Montreal Bank of Montreal, 2.70% 06373L3C1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-12-02 2022-12-02 2022-12-02 N N N 0.0276 252934751.30 252934751.30 0.0049 N N N N BNP Paribas SA BNP Paribas SA, 2.32% 09660KH59 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2022-08-05 2022-08-05 2022-08-05 N N N 0.0232 501774501.60 501774501.60 0.0097 N N Y N BofA Securities, Inc. BofA Securities, Inc., 2.70% 06054CAW5 549300HN4UKV1E2R3U73 JBD722000 Financial Company Commercial Paper Y N/A N/A 2022-12-05 2022-12-05 2022-12-05 N N N 0.0278 256922000.50 256922000.50 0.0050 N N N N BPCE SA BPCE SA, 2.44% 05571CJ10 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0244 125716663.80 125716663.80 0.0024 N N N N BPCE SA BPCE SA, 2.55% 05571CJF9 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0255 402659810.80 402659810.80 0.0078 N N N N BPCE SA BPCE SA, 2.58% 05571EAF4 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0226 298007241.40 298007241.40 0.0057 N Y Y N BPCE SA BPCE SA, 2.58% 05571EAG2 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-08-04 2022-08-04 N N N 0.0228 199008815.70 199008815.70 0.0038 N N Y N BPCE SA BPCE SA, 3.04% 05571CL41 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-11-04 2022-11-04 2022-11-04 N N N 0.0304 573361492.20 573361492.20 0.0111 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.45% 13608CMG4 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-08-19 2022-08-19 N N N 0.0245 399994560.00 399994560.00 0.0077 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.69% 13608CMX7 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-11-23 2022-11-23 N N N 0.0265 122009003.60 122009003.60 0.0024 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 2.83% 31428HBU4 549300B2Q47IR0CR5B54 JKK960000 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2023-01-20 2023-01-20 N N N 0.0283 168999915.50 168999915.50 0.0033 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 2.83% 31428HBT7 549300B2Q47IR0CR5B54 JKL004000 Financial Company Commercial Paper Y N/A N/A 2023-01-19 2023-01-19 2023-01-19 N N N 0.0283 141999914.80 141999914.80 0.0027 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 2.88% 31428HBW0 549300B2Q47IR0CR5B54 JKP723000 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2023-02-28 2023-02-28 N N N 0.0288 130999986.90 130999986.90 0.0025 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.94% 46650WAV7 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-11-21 2022-11-21 N N N 0.0200 220952087.20 220952087.20 0.0043 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.94% 46650WAT2 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-11-16 2022-11-16 N N N 0.0199 159972128.00 159972128.00 0.0031 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.94% 46650WAU9 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-11-17 2022-11-17 N N N 0.0199 220959800.10 220959800.10 0.0043 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X1H14 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0000 260000000.00 260000000.00 0.0050 N Y Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.31% 60683CH38 JBONEPAGQXF4QP29B387 JBA306000 Financial Company Commercial Paper Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0231 99968070.00 99968070.00 0.0019 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.33% 60683CHB0 JBONEPAGQXF4QP29B387 JBE272000 Financial Company Commercial Paper Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0233 99916400.00 99916400.00 0.0019 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.50% 60683CJN2 JBONEPAGQXF4QP29B387 JJY611000 Financial Company Commercial Paper Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0250 95642428.80 95642428.80 0.0018 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.51% 60683CJP7 JBONEPAGQXF4QP29B387 JJY624000 Financial Company Commercial Paper Y N/A N/A 2022-09-23 2022-09-23 2022-09-23 N N N 0.0251 110578177.80 110578177.80 0.0021 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.75% 60683CKJ9 JBONEPAGQXF4QP29B387 JKL544000 Financial Company Commercial Paper Y N/A N/A 2022-10-18 2022-10-18 2022-10-18 N N N 0.0275 94426295.00 94426295.00 0.0018 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.76% 60683CKK6 JBONEPAGQXF4QP29B387 JKL543000 Financial Company Commercial Paper Y N/A N/A 2022-10-19 2022-10-19 2022-10-19 N N N 0.0276 112306338.20 112306338.20 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.83% 60683CKS9 JBONEPAGQXF4QP29B387 JKP629000 Financial Company Commercial Paper Y N/A N/A 2022-10-26 2022-10-26 2022-10-26 N N N 0.0283 104281212.00 104281212.00 0.0020 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.83% 60683CKS9 JBONEPAGQXF4QP29B387 JKP630000 Financial Company Commercial Paper Y N/A N/A 2022-10-26 2022-10-26 2022-10-26 N N N 0.0283 104281214.10 104281214.10 0.0020 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 2.34% 60689QH31 RB0PEZSDGCO3JS6CEU02 JBB222000 Financial Company Commercial Paper Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0234 99967640.00 99967640.00 0.0019 N N Y N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 2.35% 60689QH80 RB0PEZSDGCO3JS6CEU02 JBD630000 Financial Company Commercial Paper Y N/A N/A 2022-08-08 2022-08-08 2022-08-08 N N N 0.0235 125918310.42 125918310.42 0.0024 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 2.35% 60689QH80 RB0PEZSDGCO3JS6CEU02 JBC381000 Financial Company Commercial Paper Y N/A N/A 2022-08-08 2022-08-08 2022-08-08 N N N 0.0235 149902755.00 149902755.00 0.0029 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 2.69% 63254GUH6 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-12-01 2022-12-01 N N N 0.0273 191963481.60 191963481.60 0.0037 N N N N National Bank of Canada National Bank of Canada, 2.45% 63307NFY8 BSGEFEIOM18Y80CKCV46 US63307NFY85 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-08-30 2022-08-30 N N N 0.0246 487785658.68 487785658.68 0.0094 N N N N National Bank of Canada National Bank of Canada, 2.84% 63307NGV3 BSGEFEIOM18Y80CKCV46 JKL596000 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2023-01-19 2023-01-19 N N N 0.0284 503744685.44 503744685.44 0.0097 N N N N NatWest Markets PLC NatWest Markets PLC, 2.63% 63906FHR3 RR3QWICWWIPCS8A4S074 0000729153 Financial Company Commercial Paper Y N/A N/A 2022-08-25 2022-08-25 2022-08-25 N N N 0.0263 129745525.00 129745525.00 0.0025 N N N N Royal Bank of Canada Royal Bank of Canada, 2.46% 78015M5F3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-08-22 2022-08-22 N N N 0.0244 235998513.20 235998513.20 0.0046 N N N N Royal Bank of Canada Royal Bank of Canada, 2.83% 78014XJH1 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2023-01-31 2023-01-31 N N N 0.0283 416999624.70 416999624.70 0.0080 N N N N Royal Bank of Canada Royal Bank of Canada, 2.83% 78014XJG3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2023-01-30 2023-01-30 N N N 0.0283 347999791.20 347999791.20 0.0067 N N N N Royal Bank of Canada Royal Bank of Canada, 2.87% 78014XJU2 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2023-02-24 2023-02-24 N N N 0.0287 283998466.40 283998466.40 0.0055 N N N N Royal Bank of Canada Royal Bank of Canada, 2.87% 78014XJT5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2023-02-23 2023-02-23 N N N 0.0287 223998812.80 223998812.80 0.0043 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.33% 86564XHA5 5493006GGLR4BTEL8O61 JBD081000 Financial Company Commercial Paper Y N/A N/A 2022-08-10 2022-08-10 2022-08-10 N N N 0.0233 250806403.70 250806403.70 0.0048 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.33% 86564XHB3 5493006GGLR4BTEL8O61 JBD094000 Financial Company Commercial Paper Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0233 250790164.00 250790164.00 0.0048 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 1.93% 86960LDK3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-11-23 2022-11-23 N N N 0.0202 301903178.80 301903178.80 0.0058 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 1.93% 86960LDH0 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-11-18 2022-11-18 N N N 0.0201 200949448.50 200949448.50 0.0039 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 1.94% 86960LDL1 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-12-01 2022-12-01 N N N 0.0204 377866981.80 377866981.80 0.0073 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.87% 86960LEB2 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2023-03-01 2023-03-01 N N N 0.0287 502700000.00 502700000.00 0.0097 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.08% 89120DV22 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2023-01-30 2023-01-30 N N N 0.0213 232938371.50 232938371.50 0.0045 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.08% 89120DV30 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2023-01-31 2023-01-31 N N N 0.0208 277999749.80 277999749.80 0.0054 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.13% 89120DVA4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-02-27 2023-02-27 2023-02-27 N N N 0.0116 242346539.30 242346539.30 0.0047 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.13% 89120DVB2 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-02-28 2023-02-28 2023-02-28 N N N 0.0116 286592295.00 286592295.00 0.0055 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.70% 89120DUS6 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-12-15 2022-12-15 N N N 0.0273 225963049.00 225963049.00 0.0044 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.70% 89120DUT4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-12-16 2022-12-16 N N N 0.0274 276946511.30 276946511.30 0.0053 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.45% 89233BCB1 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-08-09 2022-08-09 N N N 0.0233 116003282.80 116003282.80 0.0022 N N N N Arizona Public Service Co. Arizona Public Service Co., 0.00% 04056BH11 YG6VT0TPHRH4TFVAQV64 JKR052000 Non-Financial Company Commercial Paper Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0000 46581000.00 46581000.00 0.0009 N Y Y N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 2.61% 89355QHF6 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0261 45943654.60 45943654.60 0.0009 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 2.63% 89355QHJ8 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-08-18 2022-08-18 2022-08-18 N N N 0.0263 45733667.86 45733667.86 0.0009 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 2.65% 89355QHP4 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-08-23 2022-08-23 2022-08-23 N N N 0.0265 59890500.00 59890500.00 0.0012 N N N N Abn Amro Bank NV Abn Amro Bank NV, 2.32% BFXS5XCH7N0Y05NIXW11 JKQ978000 Non-Negotiable Time Deposit Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0232 335000000.00 335000000.00 0.0065 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.39% G5GSEF7VJP5I7OUK5573 JKR227000 Non-Negotiable Time Deposit Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0239 585000000.00 585000000.00 0.0113 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.39% G5GSEF7VJP5I7OUK5573 JKR233000 Non-Negotiable Time Deposit Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0239 750000000.00 750000000.00 0.0145 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.39% G5GSEF7VJP5I7OUK5573 JKQ970000 Non-Negotiable Time Deposit Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0239 750000000.00 750000000.00 0.0145 N Y Y N Bayerische Landesbank Bayerische Landesbank, 2.34% JKR014000 Non-Negotiable Time Deposit Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0234 1043000000.00 1043000000.00 0.0201 N Y Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.31% 2IGI19DL77OX0HC3ZE78 JKR487000 Non-Negotiable Time Deposit Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0231 173866000.00 173866000.00 0.0034 N Y Y N Credit Agricole CIB Credit Agricole CIB, 2.31% 1VUV7VQFKUOQSJ21A208 JKR491000 Non-Negotiable Time Deposit Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0231 342000000.00 342000000.00 0.0066 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 2.37% DIZES5CFO5K3I5R58746 JKQ950000 Non-Negotiable Time Deposit Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0234 391000000.00 391000000.00 0.0075 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 2.37% DIZES5CFO5K3I5R58746 JKQ466000 Non-Negotiable Time Deposit Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0162 499060678.40 499060678.40 0.0096 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 2.34% RB0PEZSDGCO3JS6CEU02 JKR039000 Non-Negotiable Time Deposit Y N/A N/A 2022-08-02 2022-08-02 2022-08-02 N N N 0.0231 1243000000.00 1243000000.00 0.0240 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 2.36% RB0PEZSDGCO3JS6CEU02 JKQ531000 Non-Negotiable Time Deposit Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0235 314998929.00 314998929.00 0.0061 N N Y N Royal Bank of Canada Royal Bank of Canada, 2.30% ES7IP3U3RHIGC71XBU11 JKQ964000 Non-Negotiable Time Deposit Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 380820000.00 380820000.00 0.0073 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 2.31% F3JS33DEI6XQ4ZBPTN86 JKQ982000 Non-Negotiable Time Deposit Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0231 2550000000.00 2550000000.00 0.0492 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 2.70% 06417MYN9 L3I9ZG2KFGXZ61BMYR72 US06417MYN90 0000009631 Certificate of Deposit Y N/A N/A 2022-08-01 2022-12-16 2022-12-16 N N N 0.0275 253939624.20 253939624.20 0.0049 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.69% 13606KHM1 2IGI19DL77OX0HC3ZE78 US13606KHM18 0001045520 Certificate of Deposit Y N/A N/A 2022-08-01 2022-11-23 2022-11-23 N N N 0.0265 381028117.80 381028117.80 0.0073 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.87% 13606KKW5 2IGI19DL77OX0HC3ZE78 US13606KKW52 0001045520 Certificate of Deposit Y N/A N/A 2022-08-01 2023-02-27 2023-02-27 N N N 0.0287 516731448.68 516731448.68 0.0100 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 0.0232 632887072.80 632887072.80 0.0122 N N Y 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 0.0233 506778288.90 506778288.90 0.0098 N N N N Credit Agricole CIB Credit Agricole CIB, 2.40% 22536AUS1 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-09-23 2022-09-23 2022-09-23 N N N 0.0252 533888554.20 533888554.20 0.0103 N N N N Credit Agricole CIB Credit Agricole CIB, 2.58% 22536AWG5 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-09-21 2022-09-21 2022-09-21 N N N 0.0249 534049608.60 534049608.60 0.0103 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 0.0265 516743206.10 516743206.10 0.0100 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 2.61% 55380T3G3 C3GTMMZIHMY46P4OIX74 US55380T3G34 Certificate of Deposit Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0251 256022348.80 256022348.80 0.0049 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 2.64% 55380T3H1 C3GTMMZIHMY46P4OIX74 US55380T3H17 Certificate of Deposit Y N/A N/A 2022-08-01 2022-10-13 2022-10-13 N N N 0.0257 256025600.00 256025600.00 0.0049 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 0.0235 126925501.80 126925501.80 0.0024 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 0.0245 256945284.70 256945284.70 0.0050 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 0.0245 127971660.80 127971660.80 0.0025 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 0.0245 255941094.40 255941094.40 0.0049 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 0.0249 101985230.40 101985230.40 0.0020 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.64% 86565FMT6 5U0XI89JRFVHWIBS4F54 US86565FMT65 0001184915 Certificate of Deposit Y N/A N/A 2022-08-01 2022-10-12 2022-10-12 N N N 0.0262 122999889.30 122999889.30 0.0024 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.64% 86565FMX7 5U0XI89JRFVHWIBS4F54 US86565FMX77 0001184915 Certificate of Deposit Y N/A N/A 2022-08-01 2022-10-14 2022-10-14 N N N 0.0262 222999799.30 222999799.30 0.0043 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.64% 86565FMV1 5U0XI89JRFVHWIBS4F54 US86565FMV12 0001184915 Certificate of Deposit Y N/A N/A 2022-10-13 2022-10-13 2022-10-13 N N N 0.0262 166999849.70 166999849.70 0.0032 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.60% 86564MGY8 5493006GGLR4BTEL8O61 US86564MGY84 0001046017 Certificate of Deposit Y N/A N/A 2022-08-02 2022-08-02 2022-08-02 N N N 0.0227 116003897.60 116003897.60 0.0022 N N Y 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 0.0281 517732815.60 517732815.60 0.0100 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 0.0284 308810737.50 308810737.50 0.0060 N N N N Citibank NA Citibank NA, 3.15% 17305T5E8 E57ODZWZ7FF32TWEFA76 JKP593000 Certificate of Deposit Y N/A N/A 2022-11-23 2022-11-23 2022-11-23 N N N 0.0310 267030224.40 267030224.40 0.0051 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.46% RUC0QBLBRPRCU4W1NE59 JKR027000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MERCK & CO INC 3.9%39 4YV9Y5M8S0BRK1RP0397 2039-03-07 2039-03-07 3.9 - 3.9 5000000.00 4950866.67 Corporate Debt Securities MICROSOFT CORP SR NT 2.7%25 INR2EJN1ERAN0W5ZP974 2025-02-12 2025-02-12 2.7 - 2.7 5000000.00 5043575.00 Corporate Debt Securities TRUIST FINL CORP FR 4.26%072826 549300DRQQI75D2JP341 2026-07-28 2026-07-28 4.26 - 4.26 991000.00 997667.78 Corporate Debt Securities METLIFE INC SR GLBL NT 5%52 C4BXATY60WC6XEOZDX54 2052-07-15 2052-07-15 5 - 5 1300000.00 1384864.00 Corporate Debt Securities CLEVELAND ELEC ILLUM CO SR GLBL 144A 30 2030-11-15 2030-11-15 4.55 - 4.55 5000000.00 5096263.89 Corporate Debt Securities INVESCO FINANCE PLC SR GLBL NT 26 549300OYQ3LAJYXXO449 2026-01-15 2026-01-15 3.75 - 3.75 1000000.00 996538.33 Corporate Debt Securities DAIMLER FINANCE NORTH AMER LLC SR GLBL REGS 27 549300423Z16BB673J12 2027-01-06 2027-01-06 3.45 - 3.45 25000000.00 24624854.17 Corporate Debt Securities CITRIX SYS INC SR GLBL NT3.3%30 HCTKJGUQOPZ5NBK7NP58 2030-03-01 2030-03-01 3.3 - 3.3 36934000.00 37095647.81 Corporate Debt Securities ESSEX PORTFOLIO L P SR GLBL NT 26 5493003GN3O58H286O74 2026-04-15 2026-04-15 3.375 - 3.375 5000000.00 4947300.00 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT 25 5493006ORUSIL88JOE18 2025-01-15 2025-01-15 2.95 - 2.95 1512000.00 1480364.76 Corporate Debt Securities NBCUNIVERSAL MEDIA LLC SR NT 4.45%43 VTBDOQJ6KOGQ6K786R46 2043-01-15 2043-01-15 4.45 - 4.45 7000000.00 6734843.89 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 25 353800V2V8PUY9TK3E06 2025-07-18 2025-07-18 4.788 - 4.788 1000000.00 1012527.00 Corporate Debt Securities PIEDMONT OPER PARTNERSHIP LP SR NT 4.45%24 549300WKGDPAS39FBD10 2024-03-15 2024-03-15 4.45 - 4.45 10000000.00 10224738.89 Corporate Debt Securities SIMON PPTY GROUP LP 3.375%27 MR92GTD0MJTTTTQDVG45 2027-12-01 2027-12-01 3.375 - 3.375 6000000.00 5807265.00 Corporate Debt Securities FISERV INC SR GLBL NT3.2%26 GI7UBEJLXYLGR2C7GV83 2026-07-01 2026-07-01 3.2 - 3.2 3000000.00 2918336.67 Corporate Debt Securities AVALONBAY CMNTYS INC FR 3.5%111524 K9G90K85RBWD2LAGQX17 2024-11-15 2024-11-15 3.5 - 3.5 4300000.00 4308533.11 Corporate Debt Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0246 112000000.00 112000000.00 0.0022 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.52% RUC0QBLBRPRCU4W1NE59 JKR028000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SWITCH LTD SR GLBL 144A 28 5493002D70VTFFLT8L43 2028-09-15 2028-09-15 3.75 - 3.75 17048000.00 17268061.27 Corporate Debt Securities CHANGE HEALTHCARE HLDGS LLC/ SR GLBL 144A 25 2025-03-01 2025-03-01 5.75 - 5.75 18838000.00 19047834.39 Corporate Debt Securities INVESCO FINANCE PLC SR GLBL NT 26 549300OYQ3LAJYXXO449 2026-01-15 2026-01-15 3.75 - 3.75 3900000.00 3886499.50 Corporate Debt Securities MERITOR INC SR GLBL 144A 28 5LTG829X630QFHTFBO82 2028-12-15 2028-12-15 4.5 - 4.5 18250000.00 18213865.00 Corporate Debt Securities TEGNA INC SR GLBL NT 5%29 549300YC5EDBGX85AO10 2029-09-15 2029-09-15 5 - 5 20159000.00 20053994.01 Corporate Debt Securities HERTZ CORP SR GLBL 144A 26 549300PD0C69OJ0NLB27 2026-12-01 2026-12-01 4.625 - 4.625 20000000.00 17699827.78 Corporate Debt Securities CITRIX SYS INC SR GLBL NT3.3%30 HCTKJGUQOPZ5NBK7NP58 2030-03-01 2030-03-01 3.3 - 3.3 140000.00 140612.73 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT 25 5493006ORUSIL88JOE18 2025-01-15 2025-01-15 2.95 - 2.95 255000.00 249664.69 Corporate Debt Securities LOGMEIN INC SR SEC GLBL 27 549300GHIQDMXT6NPC14 2027-09-01 2027-09-01 5.5 - 5.5 10000000.00 7516811.11 Corporate Debt Securities DRAX FINCO PLC SR SEC GLBL 25 5493000MW6H7G7JFNQ88 2025-11-01 2025-11-01 6.625 - 6.625 2786000.00 2791974.42 Corporate Debt Securities RHP HOTEL PPTY/ RHP FINANCE SR GLBL 144A 29 2029-02-15 2029-02-15 4.5 - 4.5 15000000.00 13995000.00 Corporate Debt Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0252 112000000.00 112000000.00 0.0022 N Y Y N BMO Chicago Branch BMO Chicago Branch, 2.52% 3Y4U8VZURTYWI1W2K376 JKR032000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N United States Treasury 254900HROIFWPRGM1V77 2022-08-31 2022-08-31 0.125 - 0.125 129700.00 129542.01 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-12-20 2072-05-20 2.096 - 3.5 147503904.00 13973863.35 Agency Collateralized Mortgage Obligation WESTPAC BKG CORP COCO SUB FX/FL31 EN5TNI6CI43VEPAMHL14 2031-11-23 2031-11-23 4.322 - 4.322 66000.00 64659.12 Corporate Debt Securities DIGICEL HLDGS BERMUDA LTD / D SR SEC GLBL 24 2024-05-25 2024-05-25 8.75 - 8.75 54694.00 52259.36 Corporate Debt Securities TMX FIN LLC/TITLEMAX FIN CORP SR SEC 144A NT23 54930043TEPI4UKGHU90 2023-04-01 2023-04-01 11.125 - 11.125 210000.00 215490.51 Corporate Debt Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0252 14000000.00 14000000.00 0.0003 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 2.57% 7VHWWWW4UJS7NUM3PT30 JKR029000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2025-01-28 2500-12-31 0 - 6.5 17801427.00 177157960.64 Equities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0257 164000000.00 164000000.00 0.0032 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 2.58% 7VHWWWW4UJS7NUM3PT30 JKR037000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2023-08-15 2500-12-31 0 - 7 21839412.00 236570869.52 Equities Y N/A N/A 2022-08-05 2022-08-05 2022-08-05 N N N 0.0255 219000000.00 219000000.00 0.0042 N N Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 2.82% 7VHWWWW4UJS7NUM3PT30 JKF818000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WAYFAIR INC SR GLBL COCO 26 54930027N9ZAVYFDHK53 2024-11-01 2026-08-15 1 - 1.125 5219000.00 3635156.92 Equities ALTERYX INC SR GLBL COCO 26 549300XWZG0JHL7I0827 2026-08-01 2026-08-01 1 - 1 7075000.00 5631306.94 Equities PACIRA BIOSCIENCES INC SR GLBL COCO 25 2025-08-01 2025-08-01 0.75 - 0.75 8621000.00 8933152.04 Equities CLARIVATE PLC 5.25% PFD CONV A 549300WDHIIODXFO0R55 2500-12-31 2500-12-31 5.25 - 5.25 331042.00 18889256.52 Equities II-VI INC 6% CONV PFD A 549300O5C25A0MMHHU33 2023-07-01 2023-07-01 6 - 6 39000.00 8603010.00 Equities SNAP INC GLBL COCO 28 549300JNC0L6VP8A2Q35 2028-03-01 2028-03-01 0.125 - 0.125 3430000.00 2276090.83 Equities TABULA RASA HEALTHCARE INC SR SB COCO 26 549300K6KY242XRMEF28 2026-02-15 2026-02-15 1.75 - 1.75 2838000.00 2019385.21 Equities ALPHATEC HLDGS INC SR GLBL COCO 26 549300EZE8CQ8K65FS24 2026-08-01 2026-08-01 0.75 - 0.75 1000.00 831.84 Equities MAKEMYTRIP LIMITED MAURITIUS SR GLBL CV ZRO28 529900DNT8HNJ7RYUO60 2028-02-15 2028-02-15 N/A 687000.00 757417.50 Equities RLJ LODGING TR CUM CONV PFD A 549300T03GDH1L37S188 2500-12-31 2500-12-31 1.95 - 1.95 61323.00 1592558.31 Equities MERCADOLIBRE INC SR GLBL COCO 28 549300DKPDN9M5S8GB14 2028-08-15 2028-08-15 2 - 2 24867000.00 48617748.00 Equities AIR CDA INC SR GLBL COCO 25 4B4HI3CGXMBDC0G6BM51 2025-07-01 2025-07-01 4 - 4 21858000.00 24329945.51 Equities PALO ALTO NETWORKS INC SR GLBL COCO 25 549300QXR2YVZV231H43 2025-06-01 2025-06-01 0.375 - 0.375 2000000.00 3427208.33 Equities CENTERPOINT ENERGY INC NT EX SUB 2029 21TPXMRRHFKOBHDC8J74 2029-09-15 2029-09-15 4.566 - 4.566 2055413.00 949971.15 Equities TRIP COM GROUP LTD SR GLBL COCO 27 2549004RMYDSRQL4KW41 2027-07-01 2027-07-01 1.5 - 1.5 40604000.00 46953924.21 Equities SABRE CORP 6.50% CONV PFD A 529900VKCYZW8GZ4WW58 2023-09-01 2023-09-01 6.5 - 6.5 20874.00 1763853.00 Equities WINNEBAGO INDS INC SR GLBL COCO 25 549300B7OYKYJLTE3G11 2025-04-01 2025-04-01 1.5 - 1.5 1000.00 1143.52 Equities COMCAST HOLDINGS CORP ZONES CV2% PCS 2029-10-15 2029-10-15 2 - 2 42303.00 2601211.47 Equities CITGO HOLDING INC SR SEC GLBL 24 549300NYHOALWZ2BSL72 2024-08-01 2024-08-01 9.25 - 9.25 2793000.00 2885828.46 Corporate Debt Securities NEXTERA ENERGY PARTNERS LP SR GLBL 144A 24 5493008F4ZOQFNG3WN54 2024-06-15 2024-06-15 N/A 8362000.00 8261656.00 Equities NCL CORP LTD SR GLBL COCO 27 UNZWILHE4KMRP9K2L524 2027-02-15 2027-02-15 1.125 - 1.125 750000.00 513093.75 Equities RBC BEARINGS INC 5% CNV PFD SR A 2500-12-31 2500-12-31 5 - 5 87728.00 9960637.12 Equities ROYAL CARIBBEAN GROUP SR GLBL COCO 23 K2NEH8QNVW44JIWK7Z55 2023-06-15 2023-06-15 4.25 - 4.25 1000.00 980.19 Equities UNITY SOFTWARE INC SR GLBL COCO 26 549300D1ESJMGNQNG432 2026-11-15 2026-11-15 N/A 5420000.00 4029770.00 Equities JOYY INC SR COCO 25 549300N6CHVU5CQZPW24 2025-06-15 2025-06-15 0.75 - 0.75 45259000.00 41272436.42 Equities CABLE ONE INC SR GLBL COCO 26 549300648QS85T0XSH18 2026-03-15 2026-03-15 N/A 4000000.00 3432000.00 Equities NIO INC SR GLBL COCO 27 549300JBU4TV5OCKJV96 2027-02-01 2027-02-01 0.5 - 0.5 459000.00 347909.25 Equities ARRIVAL GROUP SR SEC GLBL 549300IID9QLI5KRBG37 2026-12-01 2026-12-01 3.5 - 3.5 22250000.00 8371982.78 Equities OPENDOOR TECHNOLOGIES INC SR GLBL COCO 26 254900KX11YZ4HV5BQ47 2026-08-15 2026-08-15 0.25 - 0.25 165545000.00 100972333.36 Equities BLOOM ENERGY CORP SR GLBL COCO 25 549300XB5J9BFW5JXV97 2025-08-15 2025-08-15 2.5 - 2.5 9902000.00 14135985.18 Equities COLLEGIUM PHARMACEUTICAL INC SR GLBL COCO 26 54930049FXZMTLW8D496 2026-02-15 2026-02-15 2.625 - 2.625 30492000.00 26842361.70 Equities INSIGHT ENTERPRISES INC SR GLBL COCO 25 529900S8991TYW6YP792 2025-02-15 2025-02-15 0.75 - 0.75 1477000.00 2082446.92 Equities LIBERTY MEDIA CORP DEL SR EXC DB3.75%30 549300SZUIU7Z32Q0664 2030-02-15 2030-02-15 3.75 - 3.75 999000.00 456626.25 Equities Y N/A N/A 2022-09-02 2022-09-02 2022-09-06 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0279 374000000.00 374000000.00 0.0072 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 2.55% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Asian Development Bank 549300X0MVH42CY8Q105 2023-03-17 2023-07-14 0.25 - 2.75 16278000.00 15839914.86 Other Instrument INTERNATIONAL DEBT International Bank for Reconstruction and Development (World Bank) ZTMSNXROF84AHWJNKQ93 2024-11-25 2025-04-22 0.625 - 2.5 3831000.00 3729274.34 Other Instrument INTERNATIONAL DEBT Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2036-02-01 1 - 4 2173798.00 983994.95 Agency Mortgage-Backed Securities HCA INC. 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4.234 9490000.00 9654789.11 Corporate Debt Securities SIEMENS FIN NV SR GLBL 144A 31 TAFO772JB70PDRN5VS48 2031-03-11 2031-03-11 2.15 - 2.15 1917000.00 1704637.94 Corporate Debt Securities NEW YORK ST ELEC & GAS CORP SR GLBL 144A 30 549300GEC6J0YHUXA160 2030-10-01 2030-10-01 1.95 - 1.95 200000.00 172066.33 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.45%062929 Z2VZBHUMB7PWWJ63I008 2029-06-29 2032-01-13 2.4 - 4.45 2060000.00 1921688.37 Corporate Debt Securities TORONTO DOMINION BANK FR 3.766%060625 PT3QB789TSUIDF371261 2025-06-06 2025-06-06 3.766 - 3.766 3262000.00 3290167.91 Corporate Debt Securities VODAFONE GROUP PLC SR GLBL NT 5%38 213800TB53ELEUKM7Q61 2025-05-30 2038-05-30 4.125 - 5 8677000.00 8774496.88 Corporate Debt Securities TELEFONICA EMISONES SA SR GLBL NT 27 549300Y5MFC4SW5Z3K71 2027-03-08 2027-03-08 4.103 - 4.103 6322000.00 6377634.13 Corporate Debt Securities VOLKSWAGEN GROUP AMER FIN LLC SR GLBL 144A 30 5493002SQ1AVQBY41K40 2027-06-08 2030-05-13 3.75 - 4.6 8478000.00 8221996.88 Corporate Debt Securities EXXON MOBIL CORP SR GLBL NT 25 J3WHBG0MTS7O8ZVMDC91 2025-03-19 2030-10-15 2.61 - 2.992 6828000.00 6659086.95 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 1.5%101326 549300XFX12G42QIKN82 2026-10-13 2028-02-16 1.5 - 2.972 10251000.00 9345789.78 Corporate Debt Securities CANADIAN IMPERIAL BK COMM TORO SR COCO 26 2IGI19DL77OX0HC3ZE78 2026-06-22 2026-06-22 1.25 - 1.25 9000.00 8189.86 Corporate Debt Securities EQUINOR ASA SR GLBL NT 25 OW6OFBNCKXC4US5C7523 2025-04-06 2025-04-06 2.875 - 2.875 1591000.00 1589018.10 Corporate Debt Securities T MOBILE USA INC SR SEC GLBL NT31 549300V2JRLO5DIFGE82 2031-02-15 2031-02-15 2.55 - 2.55 1950000.00 1714921.00 Corporate Debt Securities BANK OF MONTREAL FR 1.25%091526 NQQ6HPCNCCU6TUTQYE16 2025-01-10 2026-09-15 1.25 - 1.5 4743000.00 4520493.26 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 32 QEKMOTMBBKA8I816DO57 2032-04-15 2032-04-15 3.25 - 3.25 584000.00 574465.39 Corporate Debt Securities BPCE S A FR 2.75%011123 9695005MSX1OYEMGDF46 2023-01-11 2024-07-21 2.75 - 5.15 3415000.00 3419801.51 Corporate Debt Securities BP CAP MKTS P L C SR GLBL NT 28 549300CRVT18MXX0AG93 2028-11-28 2028-11-28 3.723 - 3.723 52000.00 52150.72 Corporate Debt Securities HSBC HLDGS PLC SR GLBL COCO 32 MLU0ZO3ML4LN2LL2TL39 2025-03-11 2032-11-22 2.804 - 3.803 12270000.00 10854176.19 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 31 2S72QS2UO2OESLG6Y829 2026-03-20 2031-03-21 1.45 - 2.55 6621000.00 6124038.03 Corporate Debt Securities AIR LEASE CORP FR 2.875%011526 5493004NW4M4P8TMMK63 2026-01-15 2026-01-15 2.875 - 2.875 3212000.00 3007485.71 Corporate Debt Securities LLOYDS BANKING GROUP PLC SR GLBL COCO 27 549300PPXHEU2JF0AM85 2026-03-18 2028-11-07 1.627 - 3.574 9151000.00 8407473.49 Corporate Debt Securities CITIGROUP INC SR GLBL FL NT 28 6SHGI4ZSSLCXXQSBB395 2028-02-24 2028-02-24 2.611 - 2.611 1115000.00 1076200.00 Corporate Debt Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0257 110000000.00 110000000.00 0.0021 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.97% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ADANI PORTS & SPL ECONOMIC SR GLBL REGS 29 335800QOAXP5TM7OYP69 2027-08-04 2041-08-02 4.2 - 5 18838000.00 16681181.64 Corporate Debt Securities HANWHA LIFE INS CO LTD LW TIER II 32 988400ZKCI3R9DQHR320 2032-02-04 2032-02-04 3.379 - 3.379 499000.00 465929.12 Corporate Debt Securities BPCE S A SUB 144A NT 32 9695005MSX1OYEMGDF46 2032-10-19 2032-10-19 3.116 - 3.116 3912000.00 3231138.13 Corporate Debt Securities THREE GORGES FINANCE I GLBL REGS NT 26 2026-06-02 2026-06-02 3.15 - 3.15 20000000.00 19995150.00 Corporate Debt Securities SAUDI ARABIAN OIL CO FR 4.25%041639 5586006WD91QHB7J4X50 2039-04-16 2039-04-16 4.25 - 4.25 220000.00 214579.14 Corporate Debt Securities KEB HANA BANK FR 4.375%093024 6RPK2YDJN6L35AS0M510 2024-09-30 2024-09-30 4.375 - 4.375 450000.00 458186.31 Corporate Debt Securities BANGKOK BK PUB CO LTD HONG KON FR 3.466%092336 549300CCL2BKJGMYXV60 2036-09-23 2036-09-23 3.466 - 3.466 4308000.00 3745207.19 Corporate Debt Securities JPMORGAN CHASE & CO SUB GLBL NT 23 8I5DZWZKVSZI1NUHU748 2023-05-01 2031-05-13 2.956 - 4.125 6313000.00 5707982.40 Corporate Debt Securities PETRONAS CAPITAL LTD FR 4.5%031845 549300G7YFX3540OYR85 2045-03-18 2045-03-18 4.5 - 4.5 8262000.00 8082342.81 Corporate Debt Securities RAYTHEON TECHNOLOGIES CORP GLBL NT 2.82%51 I07WOS4YJ0N7YRFE7309 2051-09-01 2051-09-01 2.82 - 2.82 1149000.00 874840.94 Corporate Debt Securities NEW YORK LIFE INS SUB 144A NT 33 TAE73CY392TBWJ3O3305 2033-05-15 2033-05-15 5.875 - 5.875 4604000.00 5280449.09 Corporate Debt Securities PNC FINL SVCS GROUP INC PERP SR GLBL -U CFGNEKW0P8842LEUIA51 2500-12-31 2500-12-31 6 - 6 60000.00 61017.60 Corporate Debt Securities KEYBANK NATIONAL ASSOCIATION FR 3.4%052026 549300EV1V8GXBV18004 2026-05-20 2026-05-20 3.4 - 3.4 817000.00 800796.17 Corporate Debt Securities SINOPEC GRP OVSEAS DEV 2012 SR NT 144A 42 2042-05-17 2042-05-17 4.875 - 4.875 400000.00 398472.00 Corporate Debt Securities MAJAPAHIT HLDG B V SR GLBL REGS 37 213800SWP1ZR2AQ4KL66 2037-06-29 2037-06-29 7.875 - 7.875 4423000.00 5033069.92 Corporate Debt Securities BAIDU INC SR GLBL NT 24 254900AL64IANZYI1E02 2024-05-14 2024-05-14 4.375 - 4.375 11051000.00 11228529.71 Corporate Debt Securities INDUSTRIAL & COML BK CHINA LTD FR 3.538%110827 5493002ERZU2K9PZDL40 2027-11-08 2027-11-08 3.538 - 3.538 1100000.00 1111572.55 Corporate Debt Securities WESTPAC BKG CORP LW TIER II GLBL EN5TNI6CI43VEPAMHL14 2034-07-24 2034-07-24 4.11 - 4.11 422000.00 390717.49 Corporate Debt Securities EVEREST REINS HLDGS INC GLBL NT 3.125%52 2052-10-15 2052-10-15 3.125 - 3.125 3049000.00 2264485.52 Corporate Debt Securities PTTEP TREAS CTR CO LTD FR 2.587%061027 2549006WFOUPZX6TZG08 2027-06-10 2027-06-10 2.587 - 2.587 960000.00 886762.75 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 3%103028 WFLLPEPC7FZXENRZV188 2028-10-30 2028-10-30 3 - 3 10000000.00 9495766.67 Corporate Debt Securities ALPHABET INC SR GLBL NT1.9%40 5493006MHB84DD0ZWV18 2040-08-15 2040-08-15 1.9 - 1.9 183000.00 137768.91 Corporate Debt Securities POWER FIN CORP LTD FR 6.15%120628 3358003Q6D9LIJJZ1614 2028-12-06 2028-12-06 6.15 - 6.15 4341000.00 4567314.42 Corporate Debt Securities NORTHWESTERN MUT LIFE INS CO SUB 144A NT 51 1DU7IM20QESYGDO4HO54 2051-03-30 2051-03-30 3.45 - 3.45 600000.00 473237.50 Corporate Debt Securities ALIBABA GROUP HLDG LTD SR GLBL NT 4%37 5493001NTNQJDH60PM02 2027-12-06 2037-12-06 3.4 - 4 18980000.00 16978500.41 Corporate Debt Securities TENCENT HLDGS LTD FR 3.94%042261 254900N4SLUMW4XUYY11 2050-06-03 2061-04-22 3.24 - 3.94 15237000.00 11483931.55 Corporate Debt Securities JACKSON FINANCIAL INC SR GLBL 144A 51 213800WXW2KG1N4CO374 2051-11-23 2051-11-23 4 - 4 2275000.00 1619443.58 Corporate Debt Securities BK OF AMERICA CORP FR 2.482%092136 9DJT3UXIJIZJI4WXO774 2036-09-21 2037-01-29 2.482 - 6.11 6600000.00 5497131.29 Corporate Debt Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0197 130000000.00 130000000.00 0.0025 N Y Y N 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 ITT INC 2022-08-24 2022-08-24 N/A 2835000.00 2829392.37 Money Market FISERV INC 2022-08-05 2022-08-05 N/A 3000000.00 2998284.00 Money Market NUTRIEN LTD DISC COML PAPER 4/ 2022-10-25 2022-10-26 N/A 75000000.00 74458575.00 Money Market REALTY INCOME CORP 2022-08-11 2022-08-11 N/A 750000.00 749247.00 Money Market GENERAL MTRS FINL CO IN 0.0 06JUN23 2023-06-06 2023-06-06 N/A 35000000.00 33758130.00 Money Market ECOLAB INC 2022-10-20 2022-10-20 N/A 20000000.00 19864200.00 Money Market PARKER-HANNIFIN CORP 2022-10-06 2022-10-06 N/A 2700000.00 2684091.60 Money Market UDR INC DISC COML PAPER 4/2 YR 2022-08-19 2022-08-19 N/A 44250260.00 44179548.08 Money Market GLOBE LIFE INC 2022-10-24 2022-10-24 N/A 10000000.00 9929840.00 Money Market TRI-STATE GENERATION &TRANSMIS 2022-09-07 2022-09-07 N/A 35000000.00 34899550.00 Money Market HARLEY-DAVIDSON FDG CORP 2022-09-26 2022-10-12 N/A 19405849.00 19295166.24 Money Market LIBERTY UTILS CO DISC CP 2022-08-29 2022-08-29 N/A 37500000.00 37411500.00 Money Market CONTINENTAL RUBR AMER CORP 2022-08-04 2022-08-04 N/A 17750000.00 17741196.00 Money Market Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0213 290000000.00 290000000.00 0.0056 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 HSBC USA INC 2022-10-14 2022-10-14 N/A 52000000.00 51692212.00 Money Market CENTENNIAL ENERGY HLDGS INC 2022-09-07 2022-09-07 N/A 19697154.00 19636880.71 Money Market ENBRIDGE U S INC DISC COML PAP 2022-10-26 2022-10-26 N/A 93701737.00 92977891.08 Money Market Y N/A N/A 2022-09-07 2022-09-07 2022-09-07 N N N 0.0225 159000000.00 159000000.00 0.0031 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 3.37% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SINOPEC GRP OVSEAS DEV 2015 GLBL REGS NT 45 5299002Z28NLP3WPFH36 2045-04-28 2045-04-28 4.1 - 4.1 8737000.00 7782254.62 Corporate Debt Securities XLIT LTD SB GLBL NT5.5%45 635400XCGXK8NVDIVE95 2045-03-31 2045-03-31 5.5 - 5.5 641000.00 689652.26 Corporate Debt Securities BANK NOVA SCOTIA HALIFAX SUB GLBL COCO 37 L3I9ZG2KFGXZ61BMYR72 2037-05-04 2037-05-04 4.588 - 4.588 4999000.00 4724687.65 Corporate Debt Securities BK OF AMERICA CORP PERP GLBL -RR NT 9DJT3UXIJIZJI4WXO774 2500-12-31 2500-12-31 4.375 - 4.375 537000.00 483430.52 Corporate Debt Securities NEW YORK LIFE INS JR SB GLBL 69 TAE73CY392TBWJ3O3305 2069-05-15 2069-05-15 4.45 - 4.45 470000.00 422227.89 Corporate Debt Securities PACIFIC LIFE INS CO SUB GLBL 144A 67 8WC3XYHE06SQFW7CQK10 2067-10-24 2067-10-24 4.3 - 4.3 7575000.00 6595758.71 Corporate Debt Securities ADANI INTERNATIONAL CONTAINER SR SEC GLBL 31 335800J4SLERP6S94P28 2031-02-16 2031-02-16 3 - 3 4976000.00 3990656.46 Corporate Debt Securities PETROLIAM NASIONAL BERHAD SR REGS BD 26 5493003RZQYJM7QGNE15 2026-10-15 2026-10-15 7.625 - 7.625 6506000.00 7631653.66 Corporate Debt Securities CNOOC FIN 2013 LTD SR NT 3%23 5493006KAH3PSSMCES09 2023-05-09 2023-05-09 3 - 3 2076000.00 2083653.52 Corporate Debt Securities LBJ INFRASTRUCTURE GROUP LLC SR SEC 144A 57 2057-12-31 2057-12-31 3.797 - 3.797 14321000.00 10329288.97 Corporate Debt Securities PTT TREASURY CENTER COMPANY LT SR GLBL REGS 42 254900FBQLIN5XACCX50 2042-10-25 2042-10-25 4.5 - 4.5 1427000.00 1303949.79 Corporate Debt Securities STATE GRID OVERSEAS INVT 2014 4.85%44 2044-05-07 2044-05-07 4.85 - 4.85 9551000.00 10310086.95 Corporate Debt Securities CNOOC PETROLEUM NORTH AMERICA SR NT 7.5%39 6Q7WW7FQZR6X22IL2I79 2039-07-30 2039-07-30 7.5 - 7.5 11595000.00 14631749.82 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 46 5299002BJODD4TLAOX51 2046-05-03 2046-05-03 4.25 - 4.25 2412000.00 2204044.06 Corporate Debt Securities XIAOMI BEST TIME INTERNATIONAL SR REGS BD 31 254900IGJCVEY8WNJT74 2031-07-14 2031-07-14 2.875 - 2.875 950000.00 737264.52 Corporate Debt Securities CHUBB INA HLDGS INC SR GLBL NT 61 CZCBJZWDMLTHWJDXU843 2061-12-15 2061-12-15 3.05 - 3.05 2636000.00 1968058.10 Corporate Debt Securities TRUIST FINL CORP PERP SUB GLBL -Q 549300DRQQI75D2JP341 2500-12-31 2500-12-31 5.1 - 5.1 1576000.00 1537524.59 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV2013 SR GLBL REGS 43 529900F9XKMFEV9DNO17 2043-10-17 2043-10-17 5.375 - 5.375 8101000.00 8714400.97 Corporate Debt Securities Y N/A N/A 2022-10-25 2022-10-25 2022-10-25 N N N 0.0334 82000000.00 82000000.00 0.0016 N N N Y Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 2.31%, dated 7/29/2022 due 08/01/2022 B4TYDEB6GKMZO031MB27 JKR326000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2050-06-20 3 - 5.25 1934329720.00 271875811.83 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0231 264788000.00 264788000.00 0.0051 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.31%, dated 7/29/2022 due 08/01/2022 VJW2DOOHGDT6PR0ZRO63 JKR326000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-08-14 2029-04-26 0.43 - 3.5 996991.00 971708.18 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2022-08-15 2022-08-15 1.875 - 1.875 355.00 358.30 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-08-25 2052-08-01 0.25 - 9 41741507.00 35950255.78 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-08-09 2052-05-15 0 - 7.25 38712115.00 38243736.37 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-08-20 2052-07-20 1.5 - 9 26349572.00 19898211.31 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-06-09 2026-11-25 0.23 - 3.375 4562137.00 4401413.48 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-11-01 2052-08-01 0.125 - 8 27056211.00 22887819.04 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0231 119916000.00 119916000.00 0.0023 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 2.31%, dated 7/29/2022 due 08/01/2022 MBNUM2BPBDO7JBLYG310 JKR326000_00137 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 2023-04-15 2052-05-20 2 - 10 143468815.00 112556222.94 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0231 110328000.00 110328000.00 0.0021 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.31%, dated 7/29/2022 due 08/01/2022 7TK5RJIZDFROZCA6XF66 JKR326000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-11 2023-07-13 0 - 0 13712070.00 13553301.16 U.S. Treasuries (including strips) Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0231 13285000.00 13285000.00 0.0003 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.31%, dated 7/29/2022 due 08/01/2022 5U0XI89JRFVHWIBS4F54 JKR326000_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 2051-06-01 2051-09-01 2.5 - 2.5 17756482.00 14406456.97 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2052-02-15 0.25 - 7.625 56401574.00 53549742.81 U.S. Treasuries (including strips) Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0231 66600000.00 66600000.00 0.0013 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 2.31%, dated 7/29/2022 due 08/01/2022 5U0XI89JRFVHWIBS4F54 JKR326000_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 B1V7KEBTPIMZEU4LTD58 2048-12-01 2052-07-01 2 - 4.5 972154475.00 329432821.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 469753338.00 72659410.18 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0231 389826000.00 389826000.00 0.0075 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.31%, dated 7/29/2022 due 08/01/2022 VYVVCKR63DVZZN70PB21 JKR326000_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 S6XOOCT0IEG5ABCC6L87 2032-12-01 2041-07-01 1.995 - 3.17 73556.00 394.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-01 2052-07-01 1.758 - 6.5 24610712.00 15007713.97 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0231 14711000.00 14711000.00 0.0003 N Y Y N Fidelity Colchester Street Trust: Money Market Portfolio 2022-08-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer