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Australia & New Zealand Banking Group Ltd., 2.69% 05253MQL1 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-11-18 2022-11-18 N N N 0.0255 401107227.40 401107227.40 0.0069 N N N N Bank of Montreal Bank of Montreal, 2.41% 06369MJP9 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-09-23 2022-09-23 2022-09-23 N N N 0.0241 252620145.80 252620145.80 0.0044 N N N N Bank of Montreal Bank of Montreal, 2.71% 06373L3C1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-12-02 2022-12-02 N N N 0.0259 253065653.50 253065653.50 0.0044 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.79% 06417LSR9 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-03-16 2023-03-16 N N N 0.0279 160999887.30 160999887.30 0.0028 N N N N Bayerische Landesbank Bayerische Landesbank, 2.41% 07274MJN6 VDYMYTQGZZ6DU0912C88 JKS869000 Financial Company Commercial Paper Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0241 261622772.40 261622772.40 0.0045 N N N N Bayerische Landesbank Bayerische Landesbank, 2.41% 07274MJN6 VDYMYTQGZZ6DU0912C88 JKT368000 Financial Company Commercial Paper Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0241 264618458.30 264618458.30 0.0046 N N N N Bayerische Landesbank Bayerische Landesbank, 2.41% 07274MJP1 VDYMYTQGZZ6DU0912C88 JKV463000 Financial Company Commercial Paper Y N/A N/A 2022-09-23 2022-09-23 2022-09-23 N N N 0.0241 400395893.50 400395893.50 0.0069 N N N N BofA Securities, Inc. BofA Securities, Inc., 2.71% 06054CAW5 549300HN4UKV1E2R3U73 JBD722000 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-12-05 2022-12-05 N N N 0.0263 257044820.80 257044820.80 0.0044 N N N N BPCE SA BPCE SA, 2.33% 05571CJ10 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0233 125992036.80 125992036.80 0.0022 N Y Y N BPCE SA BPCE SA, 2.40% 05571CJF9 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0240 403604403.20 403604403.20 0.0070 N N N N BPCE SA BPCE SA, 2.82% 05571CL41 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-11-04 2022-11-04 2022-11-04 N N N 0.0282 575137397.20 575137397.20 0.0099 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.70% 13608CMX7 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-11-23 2022-11-23 N N N 0.0254 122040138.00 122040138.00 0.0021 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 2.84% 31428HBT7 549300B2Q47IR0CR5B54 JKL004000 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-01-19 2023-01-19 N N N 0.0283 142000369.20 142000369.20 0.0025 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 2.84% 31428HBU4 549300B2Q47IR0CR5B54 JKK960000 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-01-20 2023-01-20 N N N 0.0283 169000405.60 169000405.60 0.0029 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 2.89% 31428HBW0 549300B2Q47IR0CR5B54 JKP723000 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-02-28 2023-02-28 N N N 0.0289 131000052.40 131000052.40 0.0023 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.69% 46650WAV7 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-11-21 2022-11-21 N N N 0.0257 221050388.00 221050388.00 0.0038 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.69% 46650WAU9 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-11-17 2022-11-17 N N N 0.0256 221053150.50 221053150.50 0.0038 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.69% 46650WAT2 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-11-16 2022-11-16 N N N 0.0255 160039008.00 160039008.00 0.0028 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.40% 60683CJN2 JBONEPAGQXF4QP29B387 JJY611000 Financial Company Commercial Paper Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0240 95862547.20 95862547.20 0.0017 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.40% 60683CJP7 JBONEPAGQXF4QP29B387 JJY624000 Financial Company Commercial Paper Y N/A N/A 2022-09-23 2022-09-23 2022-09-23 N N N 0.0240 110833766.40 110833766.40 0.0019 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.48% 60683CKJ9 JBONEPAGQXF4QP29B387 JKL544000 Financial Company Commercial Paper Y N/A N/A 2022-10-18 2022-10-18 2022-10-18 N N N 0.0248 94691696.50 94691696.50 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.49% 60683CKK6 JBONEPAGQXF4QP29B387 JKL543000 Financial Company Commercial Paper Y N/A N/A 2022-10-19 2022-10-19 2022-10-19 N N N 0.0249 112624873.90 112624873.90 0.0019 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.52% 60683CKS9 JBONEPAGQXF4QP29B387 JKP630000 Financial Company Commercial Paper Y N/A N/A 2022-10-26 2022-10-26 2022-10-26 N N N 0.0252 104596403.10 104596403.10 0.0018 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.52% 60683CKS9 JBONEPAGQXF4QP29B387 JKP629000 Financial Company Commercial Paper Y N/A N/A 2022-10-26 2022-10-26 2022-10-26 N N N 0.0252 104596401.00 104596401.00 0.0018 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.63% 60683CL33 JBONEPAGQXF4QP29B387 JKT412000 Financial Company Commercial Paper Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0263 108502960.00 108502960.00 0.0019 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.65% 60683CL41 JBONEPAGQXF4QP29B387 JKT413000 Financial Company Commercial Paper Y N/A N/A 2022-11-04 2022-11-04 2022-11-04 N N N 0.0265 109486993.00 109486993.00 0.0019 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 2.69% 63254GUZ6 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-03-15 2023-03-15 N N N 0.0269 411001644.00 411001644.00 0.0071 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 2.70% 63254GUH6 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-12-01 2022-12-01 N N N 0.0259 192046387.20 192046387.20 0.0033 N N N N National Bank of Canada National Bank of Canada, 2.79% 63307NHF7 BSGEFEIOM18Y80CKCV46 JKX786000 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-03-15 2023-03-15 N N N 0.0279 401999718.60 401999718.60 0.0070 N N N N National Bank of Canada National Bank of Canada, 2.85% 63307NGV3 BSGEFEIOM18Y80CKCV46 JKL596000 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-01-19 2023-01-19 N N N 0.0264 504131691.38 504131691.38 0.0087 N N N N Royal Bank of Canada Royal Bank of Canada, 2.84% 78014XJH1 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-01-31 2023-01-31 N N N 0.0283 417001125.90 417001125.90 0.0072 N N N N Royal Bank of Canada Royal Bank of Canada, 2.84% 78014XJG3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-01-30 2023-01-30 N N N 0.0283 348003967.20 348003967.20 0.0060 N N N N Royal Bank of Canada Royal Bank of Canada, 2.88% 78014XJU2 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-02-24 2023-02-24 N N N 0.0288 284000028.40 284000028.40 0.0049 N N N N Royal Bank of Canada Royal Bank of Canada, 2.88% 78014XJT5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-02-23 2023-02-23 N N N 0.0288 224000448.00 224000448.00 0.0039 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.73% 86564XL28 5493006GGLR4BTEL8O61 JKS888000 Financial Company Commercial Paper Y N/A N/A 2022-11-02 2022-11-02 2022-11-02 N N N 0.0273 146317258.50 146317258.50 0.0025 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.74% 86564XL36 5493006GGLR4BTEL8O61 JKS887000 Financial Company Commercial Paper Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0274 114454336.50 114454336.50 0.0020 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.76% 86564XL44 5493006GGLR4BTEL8O61 JKT402000 Financial Company Commercial Paper Y N/A N/A 2022-11-04 2022-11-04 2022-11-04 N N N 0.0276 269687194.70 269687194.70 0.0047 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.68% 86960LDK3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-11-23 2022-11-23 N N N 0.0257 302064265.60 302064265.60 0.0052 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.68% 86960LDH0 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-11-18 2022-11-18 N N N 0.0256 201041044.20 201041044.20 0.0035 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.69% 86960LDL1 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-12-01 2022-12-01 N N N 0.0258 378084407.40 378084407.40 0.0065 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.87% 86960LEB2 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-03-01 2023-03-01 N N N 0.0264 503253070.54 503253070.54 0.0087 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.71% 89120DUS6 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-12-15 2022-12-15 N N N 0.0255 226092795.60 226092795.60 0.0039 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.71% 89120DUT4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-12-16 2022-12-16 N N N 0.0256 277112295.80 277112295.80 0.0048 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.78% 89120DVK2 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-03-16 2023-03-16 N N N 0.0278 247999206.40 247999206.40 0.0043 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.78% 89120DVL0 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-03-20 2023-03-20 N N N 0.0278 287998876.80 287998876.80 0.0050 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.83% 89120DV22 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-01-30 2023-01-30 N N N 0.0266 233152964.50 233152964.50 0.0040 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.83% 89120DV30 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-01-31 2023-01-31 N N N 0.0282 278000750.60 278000750.60 0.0048 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.88% 89120DVA4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-02-27 2023-02-27 N N N 0.0288 240999807.20 240999807.20 0.0042 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.88% 89120DVB2 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-02-28 2023-02-28 2023-02-28 N N N 0.0288 284999829.00 284999829.00 0.0049 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 2.63% 89355QJ98 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-09-09 2022-09-09 2022-09-09 N N N 0.0263 54964593.75 54964593.75 0.0010 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 2.67% 89355QJE7 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-09-14 2022-09-14 2022-09-14 N N N 0.0267 46952257.40 46952257.40 0.0008 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 2.71% 89355QJK3 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-09-19 2022-09-19 2022-09-19 N N N 0.0271 45935710.40 45935710.40 0.0008 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.00% 04821UJ11 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0000 14077000.00 14077000.00 0.0002 N Y Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.00% 0527M1J14 JLG408000 Asset Backed Commercial Paper Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0000 9556000.00 9556000.00 0.0002 N Y Y N Liberty Street Funding LLC Liberty Street Funding LLC, 0.00% 53127UJ19 549300F33VRHM10B9391 JLG295000 Asset Backed Commercial Paper Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0000 77000000.00 77000000.00 0.0013 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.39% G5GSEF7VJP5I7OUK5573 JLG255000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0236 750000000.00 750000000.00 0.0130 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.39% G5GSEF7VJP5I7OUK5573 JLG436000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0236 750000000.00 750000000.00 0.0130 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.39% G5GSEF7VJP5I7OUK5573 JLG421000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0236 649000000.00 649000000.00 0.0112 N Y Y N Credit Agricole CIB Credit Agricole CIB, 2.31% 1VUV7VQFKUOQSJ21A208 JLG562000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 482195000.00 482195000.00 0.0083 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 2.37% DIZES5CFO5K3I5R58746 JLD466000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0236 510999693.40 510999693.40 0.0088 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 2.37% DIZES5CFO5K3I5R58746 JLE116000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-02 2022-09-02 2022-09-02 N N N 0.0236 268999677.20 268999677.20 0.0047 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 2.37% DIZES5CFO5K3I5R58746 JLG286000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-07 2022-09-07 2022-09-07 N N N 0.0234 268000000.00 268000000.00 0.0046 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 2.33% RB0PEZSDGCO3JS6CEU02 JLG296000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0230 1968000000.00 1968000000.00 0.0340 N Y Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 2.36% RB0PEZSDGCO3JS6CEU02 JLD469000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0235 106999935.80 106999935.80 0.0019 N Y Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 2.36% RB0PEZSDGCO3JS6CEU02 JLF886000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-06 2022-09-06 2022-09-06 N N N 0.0235 160999452.60 160999452.60 0.0028 N N Y N Royal Bank of Canada Royal Bank of Canada, 2.32% ES7IP3U3RHIGC71XBU11 JLG254000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0229 537000000.00 537000000.00 0.0093 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 2.31% F3JS33DEI6XQ4ZBPTN86 JLG275000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 2175000000.00 2175000000.00 0.0376 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 2.71% 06417MYN9 L3I9ZG2KFGXZ61BMYR72 US06417MYN90 0000009631 Certificate of Deposit Y N/A N/A 2022-09-01 2022-12-16 2022-12-16 N N N 0.0262 254052374.80 254052374.80 0.0044 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.70% 13606KHM1 2IGI19DL77OX0HC3ZE78 US13606KHM18 0001045520 Certificate of Deposit Y N/A N/A 2022-09-01 2022-11-23 2022-11-23 N N N 0.0254 381125349.00 381125349.00 0.0066 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.88% 13606KKW5 2IGI19DL77OX0HC3ZE78 US13606KKW52 0001045520 Certificate of Deposit Y N/A N/A 2022-09-01 2023-02-27 2023-02-27 N N N 0.0266 517288040.10 517288040.10 0.0089 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 0.0235 534007956.60 534007956.60 0.0092 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 0.0234 534064934.40 534064934.40 0.0092 N N N N Credit Agricole CIB Credit Agricole CIB, 2.95% 22536AYR9 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-11-10 2022-11-10 2022-11-10 N N N 0.0285 542075554.80 542075554.80 0.0094 N N N N Credit Agricole CIB Credit Agricole CIB, 3.01% 22536AD76 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-11-14 2022-11-14 2022-11-14 N N N 0.0289 560108752.00 560108752.00 0.0097 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 0.0239 516992762.00 516992762.00 0.0089 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 2.61% 55380T3G3 C3GTMMZIHMY46P4OIX74 US55380T3G34 Certificate of Deposit Y N/A N/A 2022-09-01 2022-09-08 2022-09-08 N N N 0.0233 256014208.00 256014208.00 0.0044 N N Y N MUFG Bank Ltd. MUFG Bank Ltd., 2.64% 55380T7L8 C3GTMMZIHMY46P4OIX74 US55380T7L82 Certificate of Deposit Y N/A N/A 2022-09-01 2022-12-19 2022-12-19 N N N 0.0260 231017763.90 231017763.90 0.0040 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 2.64% 55380T7M6 C3GTMMZIHMY46P4OIX74 US55380T7M65 Certificate of Deposit Y N/A N/A 2022-09-01 2022-12-22 2022-12-22 N N N 0.0261 288018288.00 288018288.00 0.0050 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 2.65% 55380T3H1 C3GTMMZIHMY46P4OIX74 US55380T3H17 Certificate of Deposit Y N/A N/A 2022-09-01 2022-10-13 2022-10-13 N N N 0.0254 256026444.80 256026444.80 0.0044 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 2.67% 55380T6R6 C3GTMMZIHMY46P4OIX74 US55380T6R61 Certificate of Deposit Y N/A N/A 2022-09-01 2022-12-13 2022-12-13 N N N 0.0259 270051516.00 270051516.00 0.0047 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 2.67% 55380T6Q8 C3GTMMZIHMY46P4OIX74 US55380T6Q88 Certificate of Deposit Y N/A N/A 2022-09-01 2022-12-12 2022-12-12 N N N 0.0259 271050270.50 271050270.50 0.0047 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 0.0230 126997968.00 126997968.00 0.0022 N Y Y 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 0.0233 256994577.30 256994577.30 0.0044 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 0.0233 127997107.20 127997107.20 0.0022 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 0.0233 255993830.40 255993830.40 0.0044 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 0.0237 102003366.00 102003366.00 0.0018 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.65% 86565FMT6 5U0XI89JRFVHWIBS4F54 US86565FMT65 0001184915 Certificate of Deposit Y N/A N/A 2022-09-01 2022-10-12 2022-10-12 N N N 0.0253 123013886.70 123013886.70 0.0021 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.65% 86565FMV1 5U0XI89JRFVHWIBS4F54 US86565FMV12 0001184915 Certificate of Deposit Y N/A N/A 2022-09-01 2022-10-13 2022-10-13 N N N 0.0253 167018102.80 167018102.80 0.0029 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.65% 86565FMX7 5U0XI89JRFVHWIBS4F54 US86565FMX77 0001184915 Certificate of Deposit Y N/A N/A 2022-09-01 2022-10-14 2022-10-14 N N N 0.0254 223023102.80 223023102.80 0.0039 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 0.0260 517983734.80 517983734.80 0.0090 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 0.0263 308975558.10 308975558.10 0.0053 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 0.0303 267054681.60 267054681.60 0.0046 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.46% RUC0QBLBRPRCU4W1NE59 JLG300000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PIEDMONT OPER PARTNERSHIP LP SR NT 4.45%24 549300WKGDPAS39FBD10 2024-03-15 2024-03-15 4.45 - 4.45 4000000.00 4081437.78 Corporate Debt Securities CITRIX SYS INC SR GLBL NT3.3%30 HCTKJGUQOPZ5NBK7NP58 2030-03-01 2030-03-01 3.3 - 3.3 45302000.00 45625003.26 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 33 353800V2V8PUY9TK3E06 2028-07-20 2033-07-20 5.017 - 5.133 1512000.00 1535503.75 Corporate Debt Securities NBCUNIVERSAL MEDIA LLC SR NT 4.45%43 VTBDOQJ6KOGQ6K786R46 2043-01-15 2043-01-15 4.45 - 4.45 7000000.00 6565342.78 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT3.8%25 5493008B6JBRUJ90QL97 2025-04-07 2025-04-07 3.8 - 3.8 4000000.00 3966520.00 Corporate Debt Securities WALMART INC SR GLBL NT 30 Y87794H0US1R65VBXU25 2030-02-15 2030-02-15 7.55 - 7.55 2000000.00 2472811.11 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 2028-08-23 2032-04-22 2.615 - 4.482 14900000.00 12813300.82 Corporate Debt Securities MICROSOFT CORP GLBL NT 2.525%50 INR2EJN1ERAN0W5ZP974 2050-06-01 2050-06-01 2.525 - 2.525 10000000.00 7458325.00 Corporate Debt Securities MERCK & CO INC 3.9%39 4YV9Y5M8S0BRK1RP0397 2039-03-07 2039-03-07 3.9 - 3.9 5000000.00 4773700.00 Corporate Debt Securities JPMORGAN CHASE & CO GLBL NT 1.578%27 8I5DZWZKVSZI1NUHU748 2027-04-22 2027-04-22 1.578 - 1.578 2000000.00 1800769.00 Corporate Debt Securities CHEVRON CORPORATION SR GLBL NT 26 2026-05-16 2026-05-16 2.954 - 2.954 3362000.00 3294208.07 Corporate Debt Securities PNC FINL SVCS GROUP INC LW TIER II 33 CFGNEKW0P8842LEUIA51 2033-06-06 2033-06-06 4.626 - 4.626 10000.00 9689.52 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 24262270.83 Corporate Debt Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0243 113000000.00 113000000.00 0.0020 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.52% RUC0QBLBRPRCU4W1NE59 JLG299000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMERICAN TOWER CORP SR GLBL NT 5%24 5493006ORUSIL88JOE18 2024-02-15 2024-02-15 5 - 5 219000.00 221295.61 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 33 353800V2V8PUY9TK3E06 2033-07-20 2033-07-20 5.133 - 5.133 4720000.00 4796539.13 Corporate Debt Securities SWITCH LTD SR GLBL 144A 28 5493002D70VTFFLT8L43 2028-09-15 2028-09-15 3.75 - 3.75 17048000.00 17257548.33 Corporate Debt Securities LOGMEIN INC SR SEC GLBL 27 549300GHIQDMXT6NPC14 2027-09-01 2027-09-01 5.5 - 5.5 7310000.00 5533596.90 Corporate Debt Securities ELEVANCE HEALTH INC SR GLBL NT 28 8MYN82XMYQH89CTMTH67 2028-03-01 2028-03-01 4.101 - 4.101 3000.00 3006.26 Corporate Debt Securities TEGNA INC SR GLBL NT 5%29 549300YC5EDBGX85AO10 2029-09-15 2029-09-15 5 - 5 20159000.00 19773671.91 Corporate Debt Securities HERTZ CORP SR GLBL 144A 26 549300PD0C69OJ0NLB27 2026-12-01 2026-12-01 4.625 - 4.625 6166000.00 5358207.75 Corporate Debt Securities MERITOR INC SR GLBL 144A 28 5LTG829X630QFHTFBO82 2028-12-15 2028-12-15 4.5 - 4.5 26250000.00 27191850.00 Corporate Debt Securities BK OF AMERICA CORP FR 1.734%072227 9DJT3UXIJIZJI4WXO774 2027-07-22 2027-07-22 1.734 - 1.734 7000.00 6254.14 Corporate Debt Securities RHP HOTEL PPTY/ RHP FINANCE SR GLBL 144A 29 2029-02-15 2029-02-15 4.5 - 4.5 15000000.00 13194600.00 Corporate Debt Securities INVESCO FINANCE PLC SR GLBL NT 26 549300OYQ3LAJYXXO449 2026-01-15 2026-01-15 3.75 - 3.75 4213000.00 4145093.46 Corporate Debt Securities CHEVRON CORPORATION SR GLBL NT 26 2026-05-16 2026-05-16 2.954 - 2.954 4000000.00 3919343.33 Corporate Debt Securities T-MOBILE US INC SR GLBL NT 24 549300ZTTY7CXOLJ6539 2024-06-15 2024-06-15 7.125 - 7.125 19323000.00 20274303.49 Corporate Debt Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0249 113000000.00 113000000.00 0.0020 N Y Y N BMO Chicago Branch BMO Chicago Branch, 2.52% 3Y4U8VZURTYWI1W2K376 JLG304000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2024-11-15 0.75 - 0.75 38100.00 36001.07 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-11-20 2052-08-20 3 - 10.497 140849569.00 14477957.56 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0249 14000000.00 14000000.00 0.0002 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 2.57% 7VHWWWW4UJS7NUM3PT30 JLG301000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2026-02-22 2500-12-31 0 - 7.15 17987262.00 179292798.65 Equities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0254 166000000.00 166000000.00 0.0029 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 2.58% 7VHWWWW4UJS7NUM3PT30 JLE204000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2028-03-01 2500-12-31 0 - 6.85 22255787.00 239863097.40 Equities Y N/A N/A 2022-09-02 2022-09-02 2022-09-02 N N N 0.0255 222000000.00 222000000.00 0.0038 N N Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 2.82% 7VHWWWW4UJS7NUM3PT30 JKT401000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COMCAST HOLDINGS CORP ZONES CV2% PCS 2029-10-15 2029-10-15 2 - 2 42303.00 2671434.45 Equities NIO INC SR GLBL COCO 27 549300JBU4TV5OCKJV96 2027-02-01 2027-02-01 0.5 - 0.5 459000.00 346555.45 Equities CLARIVATE PLC 5.25% PFD CONV A 549300WDHIIODXFO0R55 2500-12-31 2500-12-31 5.25 - 5.25 416155.00 20910124.13 Equities II-VI INC 6% CONV PFD A 549300O5C25A0MMHHU33 2023-07-01 2023-07-01 6 - 6 39000.00 7986810.00 Equities WAYFAIR INC SR GLBL COCO 26 54930027N9ZAVYFDHK53 2024-11-01 2026-08-15 1 - 1.125 11712000.00 8389241.01 Equities CARNIVAL CORP SR GLBL COCO 24 F1OF2ZSX47CR0BCWA982 2024-10-01 2024-10-01 5.75 - 5.75 4292000.00 5467143.64 Equities ACCURAY INC DEL SR GLBL COCO 26 549300G28LY4TZKZJG51 2026-06-01 2026-06-01 3.75 - 3.75 1000.00 859.98 Equities VERITAS US INC/VERITAS BERMUDA SR SEC 144A NT25 529900ER63TFLEIJV631 2025-09-01 2025-09-01 7.5 - 7.5 2736000.00 2354601.60 Corporate Debt Securities GLOBAL BLOOD THERAPEUTICS INC SR GLBL 144A 28 549300U4G0QKK99GRT15 2028-12-15 2028-12-15 1.875 - 1.875 574000.00 1272821.08 Equities INNOVIVA INC SR GLBL COCO 28 549300ACOX4QTBES6535 2028-03-15 2028-03-15 2.125 - 2.125 116000.00 96891.42 Equities INSIGHT ENTERPRISES INC SR GLBL COCO 25 529900S8991TYW6YP792 2025-02-15 2025-02-15 0.75 - 0.75 391000.00 545575.33 Equities CHEGG INC SR GLBL COCO 25 549300AKX7O8JG0O3G77 2025-03-15 2025-03-15 0.125 - 0.125 2000.00 1748.15 Equities CYBERARK SOFTWARE LTD SR GLBL COCO 24 529900YEXNDM894PWS93 2024-11-15 2024-11-15 N/A 2940000.00 3310763.40 Equities COLLEGIUM PHARMACEUTICAL INC SR GLBL COCO 26 54930049FXZMTLW8D496 2026-02-15 2026-02-15 2.625 - 2.625 30492000.00 27078928.80 Equities WOLFSPEED INC SR GLBL COCO 26 549300OGU88P3AW3TO93 2026-05-01 2026-05-01 1.75 - 1.75 196000.00 490261.33 Equities KKR & CO INC 6% MCONV PFD C 549300JOHU21WRN2Z451 2023-09-15 2023-09-15 6 - 6 5876.00 373361.04 Equities CYTOKINETICS INC SR GLBL COCO 27 549300BE5DY1HW7IHA64 2027-07-01 2027-07-01 3.5 - 3.5 2205000.00 2761425.62 Equities LIBERTY MEDIA CORP DEL SR EXC 144A DB49 549300ZKUTPIBZLWLL89 2049-12-01 2050-12-01 0.5 - 2.75 787000.00 919194.90 Equities TRIP COM GROUP LTD SR GLBL COCO 27 2549004RMYDSRQL4KW41 2027-07-01 2027-07-01 1.5 - 1.5 46629000.00 50618499.52 Equities MULTIPLAN CORPORATION SR GLBL PIK 27 2027-10-15 2027-10-15 6 - 6 6115000.00 4893019.17 Equities GUIDEWIRE SOFTWARE INC COCO 25 549300WXSG0J8IXZCK32 2025-03-15 2025-03-15 1.25 - 1.25 689000.00 654731.82 Equities ARRIVAL GROUP SR SEC GLBL 549300IID9QLI5KRBG37 2026-12-01 2026-12-01 3.5 - 3.5 22250000.00 7684927.50 Equities SABRE CORP 6.50% CONV PFD A 529900VKCYZW8GZ4WW58 2023-09-01 2023-09-01 6.5 - 6.5 18970.00 1816187.80 Equities ZENDESK INC SR GLBL COCO 23 549300SLI6BN94BKKO36 2023-03-15 2023-03-15 0.25 - 0.25 1000.00 1236.15 Equities UPSTART HLDGS INC SR GLBL COCO 26 549300WNB47JRNENIC75 2026-08-15 2026-08-15 0.25 - 0.25 5900000.00 3469855.56 Equities SEA LTD SR GLBL CV NT 26 529900OM6JLLW44YKI15 2026-09-15 2026-09-15 0.25 - 0.25 4502000.00 3288917.34 Equities RBC BEARINGS INC 5% CNV PFD SR A 2500-12-31 2500-12-31 5 - 5 81206.00 9694372.28 Equities LIBERTY MEDIA CORP DEL SR EXCH DEB 4%29 549300SZUIU7Z32Q0664 2029-11-15 2029-11-15 4 - 4 1179000.00 585701.00 Equities CEREVEL THERAPEUTICS HLDNG INC SR GLBL COCO 27 2027-08-15 2027-08-15 2.5 - 2.5 3000.00 2868.12 Equities DICKS SPORTING GOODS INC SR GLBL COCO 25 529900SSBV5I4LWSK313 2025-04-15 2025-04-15 3.25 - 3.25 3247000.00 10968066.55 Equities BLOOM ENERGY CORP SR GLBL COCO 25 549300XB5J9BFW5JXV97 2025-08-15 2025-08-15 2.5 - 2.5 9902000.00 16807764.82 Equities OPENDOOR TECHNOLOGIES INC SR GLBL COCO 26 254900KX11YZ4HV5BQ47 2026-08-15 2026-08-15 0.25 - 0.25 136085000.00 85490109.06 Equities MERCADOLIBRE INC SR GLBL COCO 28 549300DKPDN9M5S8GB14 2028-08-15 2028-08-15 2 - 2 19240000.00 39631193.33 Equities TABULA RASA HEALTHCARE INC SR SB COCO 26 549300K6KY242XRMEF28 2026-02-15 2026-02-15 1.75 - 1.75 8337000.00 6178782.28 Equities PLUG PWR INC SR GLBL COCO 25 549300JPDKRSJ8JSM954 2025-06-01 2025-06-01 3.75 - 3.75 91000.00 512546.12 Equities JOYY INC SR COCO 25 549300N6CHVU5CQZPW24 2025-06-15 2025-06-15 0.75 - 0.75 41432000.00 38700077.50 Equities HESKA CORP SR GLBL COCO 26 529900O1OR2EB7L0HY27 2026-09-15 2026-09-15 3.75 - 3.75 79000.00 104580.33 Equities NCL CORP LTD SR GLBL COCO 27 UNZWILHE4KMRP9K2L524 2027-02-15 2027-02-15 1.125 - 1.125 750000.00 517851.56 Equities EXACT SCIENCES CORP SR CV NT0.375%27 549300VM3X1FYD4N9Z14 2027-03-15 2028-03-01 0.375 - 0.375 4806000.00 3509118.47 Equities UNITY SOFTWARE INC SR GLBL COCO 26 549300D1ESJMGNQNG432 2026-11-15 2026-11-15 N/A 5400000.00 4087800.00 Equities PACIRA BIOSCIENCES INC SR GLBL COCO 25 2025-08-01 2025-08-01 0.75 - 0.75 8621000.00 8475520.62 Equities ENPHASE ENERGY INC SR GLBL COCO 25 5493008U7KIGMI59Z314 2025-03-01 2028-03-01 0 - 0.25 4866000.00 17152355.75 Equities NEXTERA ENERGY PARTNERS LP SR GLBL 144A 24 5493008F4ZOQFNG3WN54 2024-06-15 2024-06-15 N/A 7798000.00 7840889.00 Equities LIBERTY BROADBAND CORP SR EXC 144A DB50 549300MIX43II8JLN536 2050-09-30 2050-09-30 1.25 - 1.25 169000.00 160479.58 Equities SAILPOINT TECHNOLOGIES HLDGS SR GLBL COCO 24 529900809B15HNZH5H79 2024-09-15 2024-09-15 0.125 - 0.125 4319000.00 10000974.42 Equities SHOPIFY INC GLBL COCO 25 549300HGQ43STJLLP808 2025-11-01 2025-11-01 0.125 - 0.125 1000.00 849.96 Equities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 33 N N/A N/A N N 0.0279 386000000.00 386000000.00 0.0067 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 AIR LEASE CORP FR 3.25%100129 5493004NW4M4P8TMMK63 2029-10-01 2029-10-01 3.25 - 3.25 230000.00 202276.18 Corporate Debt Securities Inter-American Development Bank VKU1UKDS9E7LYLMACP54 2031-01-13 2031-01-13 1.125 - 1.125 1013000.00 852448.36 Other Instrument INTERNATIONAL DEBT MICROSOFT CORP SR NT 3.5%35 INR2EJN1ERAN0W5ZP974 2035-02-12 2035-02-12 3.5 - 3.5 251000.00 240402.08 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 26 2S72QS2UO2OESLG6Y829 2026-08-15 2026-08-15 2.625 - 2.625 298000.00 281877.21 Corporate Debt Securities International Bank for Reconstruction and Development (World Bank) ZTMSNXROF84AHWJNKQ93 2024-11-25 2025-04-22 0.625 - 2.5 4440000.00 4286043.98 Other Instrument INTERNATIONAL DEBT Asian Development Bank 549300X0MVH42CY8Q105 2023-07-14 2026-04-14 0.25 - 1 8020000.00 7624849.37 Other Instrument INTERNATIONAL DEBT BPCE S A SR 144A NT 27 9695005MSX1OYEMGDF46 2027-07-19 2027-07-19 4.75 - 4.75 406000.00 404838.73 Corporate Debt Securities HONDA MOTOR CO LTD GLBL NT 2.534%27 2027-03-10 2027-03-10 2.534 - 2.534 521000.00 493927.02 Corporate Debt Securities BANCO SANTANDER S.A. 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3.45 5440000.00 5178442.72 Corporate Debt Securities VOLKSWAGEN GROUP AMER FIN LLC SR 144A NT4.6%29 5493002SQ1AVQBY41K40 2029-06-08 2030-05-13 3.75 - 4.6 6628000.00 6233656.95 Corporate Debt Securities VODAFONE GROUP PLC SR GLBL NT 50 213800TB53ELEUKM7Q61 2025-05-30 2050-09-17 4.125 - 5 3862000.00 3781144.43 Corporate Debt Securities WALMART INC SR GLBL NT1.8%31 Y87794H0US1R65VBXU25 2031-09-22 2031-09-22 1.8 - 1.8 14000.00 11974.90 Corporate Debt Securities SIEMENS FIN NV SR GLBL 144A 31 TAFO772JB70PDRN5VS48 2031-03-11 2031-03-11 2.15 - 2.15 1000000.00 863463.06 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 28 2S72QS2UO2OESLG6Y829 2028-03-22 2030-09-18 1.5 - 4.329 5330000.00 4864279.12 Corporate Debt Securities TOTALENERGIES CAP SA SR GLBL NT 28 529900QI55ZLJVCMPA71 2028-10-11 2028-10-11 3.883 - 3.883 51000.00 50951.07 Corporate Debt Securities AIR LEASE CORP FR 2.875%011526 5493004NW4M4P8TMMK63 2026-01-15 2026-01-15 2.875 - 2.875 2000000.00 1861427.22 Corporate Debt Securities BP CAP MKTS AMER INC SR GLBL NT 26 5493009NTB34VXE1T760 2025-09-21 2032-01-12 2.721 - 4.234 10021000.00 10029846.53 Corporate Debt Securities B A T INTL FIN PLC DISC COML FR 1.668%032526 21380041YBGOQDFAC823 2026-03-25 2026-03-25 1.668 - 1.668 10000.00 9018.48 Corporate Debt Securities HSBC HLDGS PLC SR GLBL COCO 26 MLU0ZO3ML4LN2LL2TL39 2026-03-10 2026-03-10 2.999 - 2.999 268000.00 257533.33 Corporate Debt Securities BPCE S A FR 2.75%011123 9695005MSX1OYEMGDF46 2023-01-11 2023-01-11 2.75 - 2.75 500000.00 500126.53 Corporate Debt Securities TELEFONICA EMISONES SA SR GLBL NT 27 549300Y5MFC4SW5Z3K71 2027-03-08 2027-03-08 4.103 - 4.103 8363000.00 8303599.24 Corporate Debt Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0254 111000000.00 111000000.00 0.0019 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 MAXEON SOLAR TECHNOLOGIES LTD SR GLBL COCO 25 5493007JPB074ITT6Y72 2025-07-15 2025-07-15 6.5 - 6.5 260000.00 329239.44 Equities VROOM INC SR GLBL COCO 26 2026-07-01 2026-07-01 0.75 - 0.75 2210000.00 610512.50 Equities ARES CAPITAL CORP CONV NT 4.625%24 WEQ82666OJYSI5GUAB47 2024-03-01 2024-03-01 4.625 - 4.625 680000.00 750553.40 Equities UGI CORP NEW UNIT 06/01/24 DX6GCWD4Q1JO9CRE5I40 2500-12-31 2500-12-31 N/A 95674.00 8729659.32 Equities ATLAS CORP SR GLBL COCO 25 5493007Z8Q1H45KT7W98 2025-12-15 2025-12-15 3.75 - 3.75 2722000.00 3233509.17 Equities SOUTH JERSEY INDS INC UNIT 04/01/24 549300DJYWYT5VXLFA46 2500-12-31 2500-12-31 N/A 22843.00 1557664.17 Equities ALGONQUIN PWR UTILS CORP UNIT 06/15/24 549300K5VIUTJXQL7X75 2500-12-31 2500-12-31 N/A 167150.00 7653798.50 Equities LIBERTY MEDIA CORP DEL SR COCO 23 549300ZKUTPIBZLWLL89 2023-10-15 2023-10-15 1.375 - 1.375 13206000.00 17315633.83 Equities SHIFT TECHNOLOGIES INC SR GLBL COCO 26 5493000DBZBX1I1QVY71 2026-05-15 2026-05-15 4.75 - 4.75 2790000.00 818491.45 Equities GFL ENVIRONMENTAL INC UNIT 03/15/23 549300FYK4MBXWIVZU26 2500-12-31 2500-12-31 N/A 113454.00 7339339.26 Equities PG&E CORP UNIT 08/16/23 8YQ2GSDWYZXO2EDN3511 2500-12-31 2500-12-31 N/A 7152.00 803956.32 Equities STANLEY BLACK & DECKER INC UNIT 11/15/22 549300DJ09SMTO561131 2500-12-31 2500-12-31 N/A 29916.00 1704314.52 Equities CANADIAN SOLAR INC SR GLBL 144A 25 5493001XSC6TKMBVOM15 2025-10-01 2025-10-01 2.5 - 2.5 3289000.00 4405275.64 Equities International Bank for Reconstruction and Development (World Bank) ZTMSNXROF84AHWJNKQ93 2025-09-18 2031-02-11 2.186 - 2.657 89635000.00 90143555.06 Other Instrument INTERNATIONAL DEBT BERKSHIRE HATHAWAY ENERGY CO SR GLBL NT 51 549300JD0S5IZJE9LY15 2051-05-15 2051-05-15 2.85 - 2.85 3337000.00 2446627.22 Corporate Debt Securities Asian Development Bank 549300X0MVH42CY8Q105 2023-07-14 2026-04-14 0.25 - 2.875 33207000.00 32708664.40 Other Instrument INTERNATIONAL DEBT CLARIVATE PLC 5.25% PFD CONV A 549300WDHIIODXFO0R55 2500-12-31 2500-12-31 5.25 - 5.25 8636.00 433924.46 Equities NEXTERA ENERGY PARTNERS LP SR GLBL 144A 25 5493008F4ZOQFNG3WN54 2024-06-15 2025-11-15 N/A 12820000.00 13186610.00 Equities GOL EQUITY FIN SR EXC 144A NT24 222100H9BH197YU7RY14 2024-07-15 2024-07-15 3.75 - 3.75 1500000.00 948791.25 Equities NEXTERA ENERGY INC UNIT 03/01/23 2023-09-01 2500-12-31 0 - 6.219 59786.00 3275802.81 Equities APTIV PLC 5.5% CNV PFD A 2023-06-15 2023-06-15 5.5 - 5.5 77466.00 8515837.38 Equities Inter-American Development Bank VKU1UKDS9E7LYLMACP54 2023-05-24 2027-06-10 0.5 - 3 76261000.00 74264005.33 Other Instrument INTERNATIONAL DEBT SMILEDIRECTCLUB INC SR GLBL COCO 26 254900QFZEGKCURCJS93 2026-02-01 2026-02-01 N/A 1342000.00 161040.00 Equities NISOURCE INC UNIT 12/01/23 549300D8GOWWH0SJB189 2500-12-31 2500-12-31 N/A 10726.00 1215255.80 Equities RBC BEARINGS INC 5% CNV PFD SR A 2500-12-31 2500-12-31 5 - 5 70625.00 8431212.50 Equities ALTUS POWER INC WT EXP 120926 5493005V83PBRWNLK259 2500-12-31 2500-12-31 N/A 42091.00 119959.35 Equities LIBERTY MEDIA CORP DEL SR EXCH DEB 4%29 549300SZUIU7Z32Q0664 2029-11-15 2030-02-15 3.75 - 4 19164000.00 9391952.39 Equities DTE ENERGY CO UNIT 11/01/22 549300IX8SD6XXD71I78 2500-12-31 2500-12-31 N/A 53314.00 2739273.32 Equities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0213 290000000.00 290000000.00 0.0050 N Y Y N 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 CVR PARTNERS LP COM 529900LE0OS06MYQRP11 2500-12-31 2500-12-31 N/A 1277.00 156292.03 Equities PALO ALTO NETWORKS INC SR GLBL COCO 25 549300QXR2YVZV231H43 2025-06-01 2025-06-01 0.375 - 0.375 14004000.00 26718756.75 Equities INVESCO EXCHANGE TRADED FD TR S&P500 EQL WGT 5493008OEEYFK3E4QY42 2500-12-31 2500-12-31 N/A 2000.00 283560.00 Equities SPDR SER TR S&P RETAIL ETF 549300PS44ZVKSLTMI64 2500-12-31 2500-12-31 N/A 26270.00 1696253.90 Equities SPDR S&P 500 ETF TR TR UNIT 549300NZAMSJ8FXPQQ63 2500-12-31 2500-12-31 N/A 285945.00 113866158.45 Equities ISHARES TR CHINA LG-CAP ETF 549300G3FWQPUM47D181 2500-12-31 2500-12-31 N/A 100403.00 2971928.80 Equities SPDR SER TR S&P OILGAS EXP 5493000HR5YXNE4QNM46 2500-12-31 2500-12-31 N/A 23679.00 3393200.70 Equities INVACARE CORP SR GLBL COCO 26 549300NNUTG7HCZICS76 2026-03-15 2026-03-15 4.25 - 4.25 3293000.00 1617644.17 Equities ISHARES TR IBOXX HI YD ETF 549300R95TKRXHGD3Z08 2500-12-31 2500-12-31 N/A 224664.00 16836320.16 Equities SMILEDIRECTCLUB INC CL A COM 254900QFZEGKCURCJS93 2500-12-31 2500-12-31 N/A 132930.00 155528.10 Equities MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 2500-12-31 2500-12-31 N/A 47333.00 196431.95 Equities VANGUARD SCOTTSDALE FDS INT-TERM CORP 549300XM64W8RMO6ZH82 2500-12-31 2500-12-31 N/A 3400.00 272850.00 Equities BAUSCH PLUS LOMB CORP COMMON SHARES 549300NY6OZM39SO6475 2500-12-31 2500-12-31 N/A 5965.00 86850.40 Equities SPDR SER TR S&P HOMEBUILD 549300PS44ZVKSLTMI64 2500-12-31 2500-12-31 N/A 46940.00 2841747.60 Equities PROSHARES TR PSHS ULTRA QQQ UT59PM4NN1V3JAKZPS19 2500-12-31 2500-12-31 N/A 4200.00 197064.00 Equities ISHARES TR 7-10 YR TRSY BD 549300G3FWQPUM47D181 2500-12-31 2500-12-31 N/A 6869.00 696241.84 Equities FIRST EAGLE ALTR CAP BDC INC COM ZPFGW6VV73M9CW4FN909 2500-12-31 2500-12-31 N/A 16594.00 53930.50 Equities ARK ETF TR INNOVATION ETF 254900636IK9WKHH6949 2500-12-31 2500-12-31 N/A 7736.00 324215.76 Equities XPRESSPA GROUP INC COM 5493008DNQXUL3S4T320 2500-12-31 2500-12-31 N/A 36369.00 37096.38 Equities ISHARES TR MSCI EMG MKT ETF 549300G3FWQPUM47D181 2500-12-31 2500-12-31 N/A 5514.00 216645.06 Equities Y N/A N/A 2022-09-07 2022-09-07 2022-09-07 N N N 0.0225 159000000.00 159000000.00 0.0027 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 3.35% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 2023-05-24 2031-01-13 0.5 - 3.125 71973000.00 66931828.95 Other Instrument INTERNATIONAL DEBT TELUS CORPORATION 2022-11-21 2022-11-21 N/A 14195376.00 14091664.58 Money Market International Bank for Reconstruction and Development (World Bank) ZTMSNXROF84AHWJNKQ93 2024-08-28 2030-05-14 0.875 - 2.5 62604000.00 59256499.01 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2022-10-28 2022-10-28 2022-10-28 N N N 0.0331 137000000.00 137000000.00 0.0024 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 BANCO SANTANDER CHILE DISC COM 2022-09-02 2022-09-02 N/A 2000000.00 1999582.00 Money Market ALLIANT ENERGY CORP 2022-09-07 2022-09-07 N/A 41572000.00 41548303.96 Money Market SOUTHERN CALIF EDISON CO 2022-09-01 2022-09-01 N/A 30165216.00 30160842.04 Money Market ONEOK INC 2022-09-23 2022-09-23 N/A 10914467.00 10894831.87 Money Market TRANSCANADA PIPELINES LTD 4/2 2022-10-19 2022-10-19 N/A 350000.00 348591.60 Money Market Y N/A N/A 2022-10-25 2022-10-25 2022-10-25 N N N 0.0333 82000000.00 82000000.00 0.0014 N N N Y Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 2.31%, dated 8/31/2022 due 09/01/2022 B4TYDEB6GKMZO031MB27 JLG470000_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 2241382436.00 305352401.32 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 297501000.00 297501000.00 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 8/31/2022 due 09/01/2022 VJW2DOOHGDT6PR0ZRO63 JLG470000_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 2023-01-20 2029-04-26 0.22 - 2.96 580834.00 539165.35 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-09-02 2026-12-11 0 - 3.375 10816723.00 10564451.38 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-11-15 2052-07-20 1.5 - 9 28977812.00 20892211.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-11-01 2052-09-01 0.125 - 8 41227760.00 36648444.27 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-09-06 2050-08-15 0 - 6.25 32671250.00 32110358.90 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-09-06 2052-09-01 0.25 - 9 44443954.00 37152275.51 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 135194000.00 135194000.00 0.0023 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 2.31%, dated 8/31/2022 due 09/01/2022 8NAV47T0Y26Q87Y0QP81 JLG470000_00431 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 2064-10-20 2072-07-20 2.423 - 5.279 14011395.00 13208618.12 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2042-05-15 2048-02-15 3 - 3.25 418082.00 398164.88 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-02-25 2052-09-01 0.01 - 5.5 77418885.00 47436452.44 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0228 59841000.00 59841000.00 0.0010 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 2.31%, dated 8/31/2022 due 09/01/2022 MBNUM2BPBDO7JBLYG310 JLG470000_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 2022-09-20 2052-08-20 1.5 - 10 701552887.00 126446293.16 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0228 123959000.00 123959000.00 0.0021 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.31%, dated 8/31/2022 due 09/01/2022 CYYGQCGNHMHPSMRL3R97 JLG470000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-02-15 2047-08-20 3 - 3.5 5923920.00 1187418.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-04-01 2052-04-01 2.5 - 4 32291348.00 20467958.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-10-01 2052-07-01 2 - 5 18761686.00 16278806.18 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 37188000.00 37188000.00 0.0006 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 2.31%, dated 8/31/2022 due 09/01/2022 ZBUT11V806EZRVTWT807 JLG470000_00267 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 2028-02-01 2052-08-01 1.5 - 6 117481549.00 99898908.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-01-01 2052-06-01 2.375 - 6 9056481.00 5472803.31 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 103299000.00 103299000.00 0.0018 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 2.31%, dated 8/31/2022 due 09/01/2022 ZOMOLU8CGIZRYZ7PFU34 JLG470000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2047-02-15 0.125 - 3.125 7342274.00 6752288.69 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-02-20 2052-07-20 2.5 - 4 2490977.00 2465283.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-09-01 0.25 - 5.5 14957451.00 3891450.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-02-01 2052-08-01 1.73 - 5 60745988.00 29045243.73 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 41320000.00 41320000.00 0.0007 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.31%, dated 8/31/2022 due 09/01/2022 7TK5RJIZDFROZCA6XF66 JLG470000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-05-01 2052-05-01 4 - 4 7943667.00 7665981.52 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2052-05-15 0.25 - 2.875 14251359.00 13452865.44 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 20660000.00 20660000.00 0.0004 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 8/31/2022 due 09/01/2022 5U0XI89JRFVHWIBS4F54 JLG470000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2052-02-15 0.25 - 2.875 45699957.00 42510985.04 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 2051-06-01 2.5 - 2.5 11043073.00 8492768.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-11-01 2047-11-01 3.5 - 3.5 256152.00 44256.60 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 50035000.00 50035000.00 0.0009 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 2.31%, dated 8/31/2022 due 09/01/2022 5U0XI89JRFVHWIBS4F54 JLG470000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 498950060.00 73723665.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2052-08-01 2 - 4.5 1248610451.00 373500346.97 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 437988000.00 437988000.00 0.0076 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.31%, dated 8/31/2022 due 09/01/2022 VYVVCKR63DVZZN70PB21 JLG470000_08395 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 2023-01-17 2036-09-02 1 - 2.35 992.00 938.13 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-25 2042-06-25 2.389 - 14.208 153002.00 90913.34 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 549300HE1ISW43LNKM54 2023-03-15 2023-03-15 0 - 0 19255.00 18954.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-08-25 2052-08-01 1.5 - 5.012 19138756.00 16749805.44 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 16528000.00 16528000.00 0.0003 N Y Y N Fidelity Colchester Street Trust: Money Market Portfolio 2022-09-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer