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LLC 0000862124 084-01839 N N N Prime Y 12 21 56492031646.20 58816813778.08 59114229672.21 61897348607.18 64874931686.19 66626687776.14 68393736515.53 69757923730.77 0.5900 0.6000 0.5900 0.6100 0.6800 0.6700 0.6800 0.6900 686.82 100692271192.09 100688872314.00 1066899364.78 736726875.74 101019045489.86 100997660933.14 1.0000 0.0477 1.0002 1.0002 1.0002 1.0002 C000013041 1000000.00 42143212698.13 42134945215.73 1.0002 1.0002 1.0002 1.0002 2050230095.37 869599541.96 1982165387.86 938162227.55 1659187715.10 957936510.78 1160703979.87 954623539.28 6741809638.42 3799737703.91 0.0459 Y Fidelity Investments, Reimbursement Fees, -1830625.38; C000013086 1000000.00 100159796.54 100149840.12 1.0001 1.0001 1.0001 1.0001 594870.22 87354.36 1997495.22 1547363.94 3067260.27 2435294.08 3286316.97 2289742.41 8945870.68 6453900.84 0.0444 Y Fidelity Investments, Reimbursement Fees, -5343.28; C000013087 1000000.00 14824169.05 14828919.59 0.9997 0.9997 0.9997 0.9997 27785.29 10674048.54 36983.35 36983.34 0.00 8855.59 0.00 100000.00 6064768.64 10669887.47 0.0434 Y Fidelity Investments, Reimbursement Fees, -630.86; C000013088 1000000.00 58902265.76 58895409.47 1.0002 1.0001 1.0001 1.0001 2235278.08 767788.93 288051.04 882212.27 435058.50 75000.00 109375.33 372037.78 5841500.95 3321651.01 0.0454 Y Fidelity Investments, Reimbursement Fees, -2635.53; C000056571 10000000.00 58701946560.38 58688841548.22 1.0003 1.0002 1.0002 1.0002 2944042394.89 1207563110.21 2592569576.64 972736287.01 2168679381.17 1393692623.03 1766068208.34 1208687305.99 9098928228.00 4869349974.60 0.0463 Y Fidelity Investments, Reimbursement Fees, -2861843.39; Federal Reserve Bank of New York Federal Reserve Bank of New York, 4.55% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-15 2029-11-15 0.25 - 2.875 47187868600.00 43258466720.96 U.S. Treasuries (including strips) Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 43253000000.00 43253000000.00 0.4282 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 4.56% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2027-10-31 4.125 - 4.625 36671300.00 36743292.11 U.S. Treasuries (including strips) Y N/A N/A 2023-03-03 2023-03-03 2023-03-03 N N N 0.0446 36000000.00 36000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 4.56% ES7IP3U3RHIGC71XBU11 JQE826000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2042-08-15 1.25 - 2.75 27529800.00 22531073.80 U.S. Treasuries (including strips) Y N/A N/A 2023-03-07 2023-03-07 2023-03-09 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0446 22000000.00 22000000.00 0.0002 N N Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 4.92% 05253MRN6 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-12 2023-04-12 N N N 0.0483 273999424.60 273999424.60 0.0027 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 4.92% 05253MRF3 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-06 2023-04-06 N N N 0.0483 274999505.00 274999505.00 0.0027 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 4.95% 05253MSH8 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-05 2023-04-05 N N N 0.0489 272990936.40 272990936.40 0.0027 N N N N Bank of Montreal Bank of Montreal, 4.90% 06373L5P0 NQQ6HPCNCCU6TUTQYE16 US06373L5P09 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-07-14 2023-07-14 N N N 0.0487 273999424.60 273999424.60 0.0027 N N N N Bank of Montreal Bank of Montreal, 5.09% 06373L5D7 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-06-07 2023-06-07 N N N 0.0503 135999728.00 135999728.00 0.0013 N N N N Bank of Montreal Bank of Montreal, 5.11% 06373L5C9 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-07-07 2023-07-07 N N N 0.0508 216992600.30 216992600.30 0.0021 N N N N Bank of Montreal Bank of Montreal, 5.25% 06373L4R7 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-05-10 2023-05-10 N N N 0.0517 160999629.70 160999629.70 0.0016 N N N N Bank of Montreal Bank of Montreal, 5.25% 06373L4P1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-05-02 2023-05-02 N N N 0.0461 269261306.60 269261306.60 0.0027 N N N N Bank of Nova Scotia Bank of Nova Scotia, 4.85% 06417KTU3 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-06-28 2023-06-28 2023-06-28 N N N 0.0485 322834000.00 322834000.00 0.0032 N N N N Bank of Nova Scotia Bank of Nova Scotia, 4.97% 06417LUZ8 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-06-15 2023-06-15 N N N 0.0492 162999674.00 162999674.00 0.0016 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.00% 06417LVA2 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-07-14 2023-07-14 N N N 0.0497 162999641.40 162999641.40 0.0016 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.05% 06417LSR9 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-03-16 2023-03-16 N N N 0.0494 160999661.90 160999661.90 0.0016 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.07% 06417LUW5 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-07-17 2023-07-17 N N N 0.0504 432999090.70 432999090.70 0.0043 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.08% 06417LUU9 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-07-07 2023-07-07 N N N 0.0504 94999819.50 94999819.50 0.0009 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.19% 06417LTL1 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-20 2023-04-20 N N N 0.0510 408999304.70 408999304.70 0.0040 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.25% 06417LTW7 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-05-01 2023-05-01 N N N 0.0517 268997767.30 268997767.30 0.0027 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 4.87% 06744GD41 G5GSEF7VJP5I7OUK5573 JQA753000 Financial Company Commercial Paper Y N/A N/A 2023-05-05 2023-05-05 2023-05-05 N N N 0.0487 135793057.40 135793057.40 0.0013 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 4.89% 06744GE24 G5GSEF7VJP5I7OUK5573 JQB602000 Financial Company Commercial Paper Y N/A N/A 2023-05-08 2023-05-08 2023-05-08 N N N 0.0489 107993439.50 107993439.50 0.0011 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 5.02% 06744GS37 G5GSEF7VJP5I7OUK5573 JRI324000 Financial Company Commercial Paper Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0502 163895857.04 163895857.04 0.0016 N N N N Bayerische Landesbank Bayerische Landesbank, 4.61% 07274MQN8 VDYMYTQGZZ6DU0912C88 JQC116000 Financial Company Commercial Paper Y N/A N/A 2023-03-22 2023-03-22 2023-03-22 N N N 0.0461 272237893.20 272237893.20 0.0027 N N N N Bayerische Landesbank Bayerische Landesbank, 4.61% 07274MQQ1 VDYMYTQGZZ6DU0912C88 JQD497000 Financial Company Commercial Paper Y N/A N/A 2023-03-24 2023-03-24 2023-03-24 N N N 0.0461 274162707.50 274162707.50 0.0027 N N N N BofA Securities, Inc. BofA Securities, Inc., 4.93% 06054CCN3 549300HN4UKV1E2R3U73 US06054CCN39 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-08-07 2023-08-07 N N N 0.0478 137082474.00 137082474.00 0.0014 N N N N BofA Securities, Inc. BofA Securities, Inc., 4.93% 06054CCL7 549300HN4UKV1E2R3U73 US06054CCL72 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-08-04 2023-08-04 N N N 0.0478 219129472.80 219129472.80 0.0022 N N N N BofA Securities, Inc. BofA Securities, Inc., 4.97% 06054CBU8 549300HN4UKV1E2R3U73 JLX024000 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-17 2023-04-17 N N N 0.0488 272999481.30 272999481.30 0.0027 N N N N BofA Securities, Inc. BofA Securities, Inc., 4.99% 06054CBN4 549300HN4UKV1E2R3U73 JLW324000 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-05-03 2023-05-03 N N N 0.0492 269997813.00 269997813.00 0.0027 N N N N BofA Securities, Inc. BofA Securities, Inc., 5.25% 06054CCC7 549300HN4UKV1E2R3U73 JMK424000 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-05-08 2023-05-08 N N N 0.0517 133999705.20 133999705.20 0.0013 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia, 4.95% 20272AZ33 MSFSBD3QN1GSN7Q6C537 0000008565 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-27 2023-04-27 N N N 0.0461 261109854.90 261109854.90 0.0026 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia, 4.95% 20272AZ41 MSFSBD3QN1GSN7Q6C537 0000008565 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-28 2023-04-28 N N N 0.0487 144000000.00 144000000.00 0.0014 N N N N Credit Agricole CIB Credit Agricole CIB, 4.74% 22533US38 1VUV7VQFKUOQSJ21A208 0001330437 Financial Company Commercial Paper Y N/A N/A 2023-05-03 2023-05-03 2023-05-03 N N N 0.0474 192388325.60 192388325.60 0.0019 N N N N DNB Bank ASA DNB Bank ASA, 4.92% 2332K4NF7 549300GKFG0RYRRQ1414 JLJ868000 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-10 2023-04-10 N N N 0.0458 270076599.00 270076599.00 0.0027 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 4.93% 31428HCB5 549300B2Q47IR0CR5B54 JLM402000 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-17 2023-04-17 N N N 0.0484 164999686.50 164999686.50 0.0016 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 5.01% 31428GUK7 549300B2Q47IR0CR5B54 JPW879000 Financial Company Commercial Paper Y N/A N/A 2023-07-19 2023-07-19 2023-07-19 N N N 0.0501 163804154.40 163804154.40 0.0016 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 5.13% 46650WBB0 ZBUT11V806EZRVTWT807 US46650WBB00 0001287279 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-05-10 2023-05-10 N N N 0.0505 161999643.60 161999643.60 0.0016 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 5.13% 46650WBC8 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-05-17 2023-05-17 N N N 0.0506 161999659.80 161999659.80 0.0016 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 5.13% 46650WBD6 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-05-24 2023-05-24 N N N 0.0506 161999838.00 161999838.00 0.0016 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X1Q14 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0000 1655000000.00 1655000000.00 0.0164 N Y Y N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 4.60% 5148X1QQ9 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2023-03-24 2023-03-24 2023-03-24 N N N 0.0460 547329228.30 547329228.30 0.0054 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 4.60% 5148X1QQ9 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2023-03-24 2023-03-24 2023-03-24 N N N 0.0460 411743104.71 411743104.71 0.0041 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 4.61% 5148X1QT3 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2023-03-27 2023-03-27 2023-03-27 N N N 0.0461 249144250.00 249144250.00 0.0025 N N N N Lloyds Bank PLC Lloyds Bank PLC, 4.77% 53943SSB4 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2023-05-11 2023-05-11 2023-05-11 N N N 0.0477 108965560.00 108965560.00 0.0011 N N N N Lloyds Bank PLC Lloyds Bank PLC, 4.78% 53943SSC2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2023-05-12 2023-05-12 2023-05-12 N N N 0.0478 109940982.30 109940982.30 0.0011 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 4.65% 60683CRD5 JBONEPAGQXF4QP29B387 JPV489000 Financial Company Commercial Paper Y N/A N/A 2023-04-13 2023-04-13 2023-04-13 N N N 0.0465 109384649.00 109384649.00 0.0011 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.61% 60689QQF4 RB0PEZSDGCO3JS6CEU02 JOS780000 Financial Company Commercial Paper Y N/A N/A 2023-03-15 2023-03-15 2023-03-15 N N N 0.0461 111786270.40 111786270.40 0.0011 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.72% 60689QR63 RB0PEZSDGCO3JS6CEU02 JPT938000 Financial Company Commercial Paper Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0472 276671688.20 276671688.20 0.0027 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.74% 60689QRA4 RB0PEZSDGCO3JS6CEU02 JPU370000 Financial Company Commercial Paper Y N/A N/A 2023-04-10 2023-04-10 2023-04-10 N N N 0.0474 282493067.60 282493067.60 0.0028 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.74% 60689QRC0 RB0PEZSDGCO3JS6CEU02 JPU947000 Financial Company Commercial Paper Y N/A N/A 2023-04-12 2023-04-12 2023-04-12 N N N 0.0474 220762993.80 220762993.80 0.0022 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.83% 60689QS88 RB0PEZSDGCO3JS6CEU02 JQS804000 Financial Company Commercial Paper Y N/A N/A 2023-05-08 2023-05-08 2023-05-08 N N N 0.0483 274472319.60 274472319.60 0.0027 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.88% 60689QSQ8 RB0PEZSDGCO3JS6CEU02 JRE110000 Financial Company Commercial Paper Y N/A N/A 2023-05-24 2023-05-24 2023-05-24 N N N 0.0488 218496379.40 218496379.40 0.0022 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 4.92% 63254GVG7 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-14 2023-04-14 N N N 0.0483 411999134.80 411999134.80 0.0041 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 4.92% 63254GVF9 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-13 2023-04-13 N N N 0.0458 247076495.90 247076495.90 0.0024 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 4.95% 63254GUZ6 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-03-15 2023-03-15 N N N 0.0485 410999136.90 410999136.90 0.0041 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 4.95% 63254GVM4 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-28 2023-04-28 N N N 0.0487 539000000.00 539000000.00 0.0053 N N N N National Bank of Canada National Bank of Canada, 4.82% 63307MSR1 BSGEFEIOM18Y80CKCV46 JMV088000 Financial Company Commercial Paper Y N/A N/A 2023-05-25 2023-05-25 2023-05-25 N N N 0.0482 532898034.90 532898034.90 0.0053 N N N N National Bank of Canada National Bank of Canada, 5.05% 63307NHF7 BSGEFEIOM18Y80CKCV46 JKX786000 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-03-15 2023-03-15 N N N 0.0494 401999115.60 401999115.60 0.0040 N N N N Royal Bank of Canada Royal Bank of Canada, 4.96% 78015M6V7 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-03 2023-04-03 N N N 0.0490 409986265.00 409986265.00 0.0041 N N N N Royal Bank of Canada Royal Bank of Canada, 5.21% 78015M7C8 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-21 2023-04-21 N N N 0.0514 284991193.50 284991193.50 0.0028 N N N N Royal Bank of Canada Royal Bank of Canada, 5.21% 78015M7B0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-20 2023-04-20 N N N 0.0514 262991768.10 262991768.10 0.0026 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.70% 86564XRB2 5493006GGLR4BTEL8O61 JPU408000 Financial Company Commercial Paper Y N/A N/A 2023-04-11 2023-04-11 2023-04-11 N N N 0.0470 10940671.50 10940671.50 0.0001 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.70% 86564XRB2 5493006GGLR4BTEL8O61 JPU411000 Financial Company Commercial Paper Y N/A N/A 2023-04-11 2023-04-11 2023-04-11 N N N 0.0470 53708751.00 53708751.00 0.0005 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.70% 86564XRB2 5493006GGLR4BTEL8O61 JPU410000 Financial Company Commercial Paper Y N/A N/A 2023-04-11 2023-04-11 2023-04-11 N N N 0.0470 99460650.00 99460650.00 0.0010 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.90% 86564XSN5 5493006GGLR4BTEL8O61 JRD004000 Financial Company Commercial Paper Y N/A N/A 2023-05-22 2023-05-22 2023-05-22 N N N 0.0490 54388922.50 54388922.50 0.0005 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.91% 86564XSP0 5493006GGLR4BTEL8O61 JRD006000 Financial Company Commercial Paper Y N/A N/A 2023-05-23 2023-05-23 2023-05-23 N N N 0.0491 218512932.30 218512932.30 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.91% 86564XSQ8 5493006GGLR4BTEL8O61 JRD610000 Financial Company Commercial Paper Y N/A N/A 2023-05-24 2023-05-24 2023-05-24 N N N 0.0491 272853765.60 272853765.60 0.0027 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 4.80% 86960LFN5 NHBDILHZTYCNBV5UYZ31 US86960LFN55 0001448613 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-09-05 2023-09-05 N N N 0.0480 274999532.50 274999532.50 0.0027 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 4.92% 86960LEK2 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-13 2023-04-13 N N N 0.0483 383999193.60 383999193.60 0.0038 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 5.14% 86960LEB2 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0514 502700000.00 502700000.00 0.0050 N Y Y N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 4.95% 86960LFJ4 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-07-24 2023-07-24 N N N 0.0493 274999725.00 274999725.00 0.0027 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 4.70% 89119BSN7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-05-22 2023-05-22 2023-05-22 N N N 0.0470 411563152.00 411563152.00 0.0041 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 4.95% 89119BUQ7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-07-24 2023-07-24 2023-07-24 N N N 0.0495 269614317.50 269614317.50 0.0027 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 4.97% 89119BUU8 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-07-28 2023-07-28 2023-07-28 N N N 0.0497 269453030.00 269453030.00 0.0027 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 5.00% 89120DWA3 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-06 2023-04-06 N N N 0.0457 276095082.00 276095082.00 0.0027 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 5.05% 89120DVL0 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-03-20 2023-03-20 N N N 0.0500 287990409.60 287990409.60 0.0029 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 5.05% 89120DVK2 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-03-16 2023-03-16 N N N 0.0501 247991964.80 247991964.80 0.0025 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 5.25% 89120DW54 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-26 2023-04-26 N N N 0.0457 266246874.60 266246874.60 0.0026 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 5.25% 89120DW70 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-04-27 2023-04-27 N N N 0.0518 284991963.00 284991963.00 0.0028 N N N N UBS AG London Branch UBS AG London Branch, 4.89% 90351XSP9 BFM8T61CT2L1QCEMIK50 JMV143000 Financial Company Commercial Paper Y N/A N/A 2023-05-23 2023-05-23 2023-05-23 N N N 0.0489 160184093.40 160184093.40 0.0016 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 4.59% 91058UQ14 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0459 92988198.30 92988198.30 0.0009 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 4.70% 91058UQM8 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2023-03-21 2023-03-21 2023-03-21 N N N 0.0470 193471970.80 193471970.80 0.0019 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 4.71% 91058UQN6 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2023-03-22 2023-03-22 2023-03-22 N N N 0.0471 55840216.32 55840216.32 0.0006 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 4.71% 91058UQN6 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2023-03-22 2023-03-22 2023-03-22 N N N 0.0471 279201076.00 279201076.00 0.0028 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 4.71% 91058UQN6 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2023-03-22 2023-03-22 2023-03-22 N N N 0.0471 279201081.60 279201081.60 0.0028 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 4.71% 91058UQP1 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2023-03-23 2023-03-23 2023-03-23 N N N 0.0471 111665769.60 111665769.60 0.0011 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 4.71% 91058UQP1 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2023-03-23 2023-03-23 2023-03-23 N N N 0.0471 111665764.00 111665764.00 0.0011 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 4.71% 91058UQP1 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2023-03-23 2023-03-23 2023-03-23 N N N 0.0471 55832882.00 55832882.00 0.0006 N N N N Gotham Funding Corp. Gotham Funding Corp., 4.72% 38346MRA4 549300Z2ZR7VTUMRPR17 JPU378000 Asset Backed Commercial Paper Y N/A N/A 2023-04-10 2023-04-10 2023-04-10 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0472 99470640.00 99470640.00 0.0010 N N N N Gotham Funding Corp. Gotham Funding Corp., 4.73% 38346MRB2 549300Z2ZR7VTUMRPR17 JPU369000 Asset Backed Commercial Paper Y N/A N/A 2023-04-11 2023-04-11 2023-04-11 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0473 48734062.30 48734062.30 0.0005 N N N N Gotham Funding Corp. Gotham Funding Corp., 4.73% 38346MRC0 549300Z2ZR7VTUMRPR17 JPU382000 Asset Backed Commercial Paper Y N/A N/A 2023-04-12 2023-04-12 2023-04-12 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0473 99443870.00 99443870.00 0.0010 N N N N Gotham Funding Corp. Gotham Funding Corp., 4.83% 38346MS13 549300Z2ZR7VTUMRPR17 JQA351000 Asset Backed Commercial Paper Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0483 273735033.60 273735033.60 0.0027 N N N N Barclays Bank PLC Barclays Bank PLC, 4.64% G5GSEF7VJP5I7OUK5573 JRI100000 Non-Negotiable Time Deposit Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0464 2206000000.00 2206000000.00 0.0218 N Y Y N Credit Agricole CIB London Branch Credit Agricole CIB London Branch, 4.60% 1VUV7VQFKUOQSJ21A208 JRD546000 Non-Negotiable Time Deposit Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0452 274999642.50 274999642.50 0.0027 N N Y N First Republic Bank (TD) First Republic Bank (TD), 4.63% JRI206000 Non-Negotiable Time Deposit Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0463 2758000000.00 2758000000.00 0.0273 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 4.62% DIZES5CFO5K3I5R58746 JRD543000 Non-Negotiable Time Deposit Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0454 357999534.60 357999534.60 0.0035 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 4.62% DIZES5CFO5K3I5R58746 JRI095000 Non-Negotiable Time Deposit Y N/A N/A 2023-03-07 2023-03-07 2023-03-07 N N N 0.0452 414000000.00 414000000.00 0.0041 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 4.58% RB0PEZSDGCO3JS6CEU02 JRI238000 Non-Negotiable Time Deposit Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0458 1199000000.00 1199000000.00 0.0119 N Y Y N Royal Bank of Canada Royal Bank of Canada, 4.57% ES7IP3U3RHIGC71XBU11 JRI216000 Non-Negotiable Time Deposit Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0457 554000000.00 554000000.00 0.0055 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 4.57% F3JS33DEI6XQ4ZBPTN86 JRI204000 Non-Negotiable Time Deposit Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0457 3680000000.00 3680000000.00 0.0364 N Y Y N Bank of Montreal Bank of Montreal, 4.96% 06367CY43 NQQ6HPCNCCU6TUTQYE16 US06367CY433 0000927971 Certificate of Deposit Y N/A N/A 2023-03-01 2023-04-04 2023-04-04 N N N 0.0457 109031163.10 109031163.10 0.0011 N N N N Bayerische Landesbank Bayerische Landesbank, 4.70% 0727MCA72 VDYMYTQGZZ6DU0912C88 JQB433000 Certificate of Deposit Y N/A N/A 2023-03-22 2023-03-22 2023-03-22 N N N 0.0452 273015015.00 273015015.00 0.0027 N N N N Bayerische Landesbank Bayerische Landesbank, 4.70% 0727MCB22 VDYMYTQGZZ6DU0912C88 JQC142000 Certificate of Deposit Y N/A N/A 2023-03-23 2023-03-23 2023-03-23 N N N 0.0452 137007932.30 137007932.30 0.0014 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 4.95% 13606KNQ5 2IGI19DL77OX0HC3ZE78 US13606KNQ57 0001045520 Certificate of Deposit Y N/A N/A 2023-03-01 2023-04-04 2023-04-04 N N N 0.0455 543162085.50 543162085.50 0.0054 N N N N Credit Agricole CIB Credit Agricole CIB, 4.70% 22536A7K4 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2023-03-15 2023-03-15 2023-03-15 N N N 0.0454 550013970.00 550013970.00 0.0054 N N N N Credit Agricole CIB Credit Agricole CIB, 4.82% 22536CEG1 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2023-05-02 2023-05-02 2023-05-02 N N N 0.0467 279036353.70 279036353.70 0.0028 N N N N Credit Agricole CIB Credit Agricole CIB, 4.82% 22536CFK1 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2023-05-08 2023-05-08 2023-05-08 N N N 0.0471 276021334.80 276021334.80 0.0027 N N N N Credit Agricole CIB Credit Agricole CIB, 4.84% 22536CEA4 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2023-05-02 2023-05-02 2023-05-02 N N N 0.0467 413067649.40 413067649.40 0.0041 N N N N Credit Agricole CIB Credit Agricole CIB, 4.85% 22536CKF6 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2023-05-12 2023-05-12 2023-05-12 N N N 0.0472 139016638.30 139016638.30 0.0014 N N N N Credit Agricole CIB Credit Agricole CIB, 5.00% 22536CMG2 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2023-06-13 2023-06-13 2023-06-13 N N N 0.0495 278000000.00 278000000.00 0.0028 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 4.67% 51501JCS2 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2023-03-23 2023-03-23 2023-03-23 N N N 0.0451 275011935.00 275011935.00 0.0027 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 4.69% 51501JCZ6 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2023-03-27 2023-03-27 2023-03-27 N N N 0.0451 163010774.30 163010774.30 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 4.82% 60683DDW6 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0466 413068268.90 413068268.90 0.0041 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 4.82% 60683DDZ9 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2023-05-05 2023-05-05 2023-05-05 N N N 0.0466 553083724.20 553083724.20 0.0055 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 4.81% 60710RGM1 RB0PEZSDGCO3JS6CEU02 JQA323000 Certificate of Deposit Y N/A N/A 2023-05-05 2023-05-05 2023-05-05 N N N 0.0468 553060221.70 553060221.70 0.0055 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 4.83% 60710RLZ6 RB0PEZSDGCO3JS6CEU02 JQS858000 Certificate of Deposit Y N/A N/A 2023-05-08 2023-05-08 2023-05-08 N N N 0.0469 557070404.80 557070404.80 0.0055 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 4.85% 60710RNZ4 RB0PEZSDGCO3JS6CEU02 JQX052000 Certificate of Deposit Y N/A N/A 2023-05-12 2023-05-12 2023-05-12 N N N 0.0472 1117129236.90 1117129236.90 0.0111 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.90% 55380UEH6 C3GTMMZIHMY46P4OIX74 US55380UEH68 Certificate of Deposit Y N/A N/A 2023-03-01 2023-04-21 2023-04-21 N N N 0.0459 391125784.70 391125784.70 0.0039 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.92% 55380UEF0 C3GTMMZIHMY46P4OIX74 US55380UEF03 Certificate of Deposit Y N/A N/A 2023-03-01 2023-04-20 2023-04-20 N N N 0.0459 385133325.50 385133325.50 0.0038 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.92% 55380UEE3 C3GTMMZIHMY46P4OIX74 US55380UEE38 Certificate of Deposit Y N/A N/A 2023-03-01 2023-04-19 2023-04-19 N N N 0.0459 275093637.50 275093637.50 0.0027 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 5.03% 55380UDW4 C3GTMMZIHMY46P4OIX74 US55380UDW45 Certificate of Deposit Y N/A N/A 2023-03-01 2023-03-29 2023-03-29 N N N 0.0497 409986019.00 409986019.00 0.0041 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 5.11% 55380UCZ8 C3GTMMZIHMY46P4OIX74 US55380UCZ84 Certificate of Deposit Y N/A N/A 2023-03-01 2023-03-16 2023-03-16 N N N 0.0455 312063024.00 312063024.00 0.0031 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 5.11% 55380UD20 C3GTMMZIHMY46P4OIX74 US55380UD200 Certificate of Deposit Y N/A N/A 2023-03-01 2023-03-17 2023-03-17 N N N 0.0455 284060832.80 284060832.80 0.0028 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.82% 86564MF60 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2023-05-08 2023-05-08 2023-05-08 N N N 0.0476 266994339.60 266994339.60 0.0026 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.82% 86564MF78 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2023-05-09 2023-05-09 2023-05-09 N N N 0.0477 285991076.80 285991076.80 0.0028 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 5.00% 86564MQ68 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2023-06-13 2023-06-13 2023-06-13 N N N 0.0495 167000000.00 167000000.00 0.0017 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 5.00% 86564MQ84 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2023-06-14 2023-06-14 2023-06-14 N N N 0.0495 222000000.00 222000000.00 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 5.00% 86564MQ92 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2023-06-15 2023-06-15 2023-06-15 N N N 0.0495 278000000.00 278000000.00 0.0028 N N N N Bank of America NA Bank of America NA, 4.88% 06050FEM0 B4TYDEB6GKMZO031MB27 0001102113 Certificate of Deposit Y N/A N/A 2023-03-01 2023-07-11 2023-07-11 N N N 0.0486 131995855.20 131995855.20 0.0013 N N N N Bank of America NA Bank of America NA, 4.88% 06050FEN8 B4TYDEB6GKMZO031MB27 0001102113 Certificate of Deposit Y N/A N/A 2023-03-01 2023-07-13 2023-07-13 N N N 0.0486 142995581.30 142995581.30 0.0014 N N N N Bank of America NA Bank of America NA, 5.12% 06052TU99 B4TYDEB6GKMZO031MB27 0001102113 Certificate of Deposit Y N/A N/A 2023-08-31 2023-08-31 2023-08-31 N N N 0.0523 258859777.40 258859777.40 0.0026 N N N N Bank of America, N.A. In a joint trading account with Bank of America, N.A. at 4.55%, dated 2/28/2023 due 03/01/2023 B4TYDEB6GKMZO031MB27 JRI357000_00352 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 2047-05-01 2051-04-01 2 - 3.5 1011344376.00 471408713.30 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 462107000.00 462107000.00 0.0046 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 4.55%, dated 2/28/2023 due 03/01/2023 L3I9ZG2KFGXZ61BMYR72 JRI357000_00324 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 2023-05-11 2023-07-31 0 - 2.75 89147016.00 88327866.57 U.S. Treasuries (including strips) Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 86585000.00 86585000.00 0.0009 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 4.56% 3Y4U8VZURTYWI1W2K376 JQE769000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-03-20 2052-05-20 2.5 - 5 123820706.00 112583724.15 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-07 2023-03-07 2023-03-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0447 110000000.00 110000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.56% 3Y4U8VZURTYWI1W2K376 JRH485000 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 2040-08-20 2052-02-20 2.5 - 5 107937735.00 97944806.59 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-07 2023-03-07 2023-03-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0447 96000000.00 96000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.56% R0MUWSFPU8MPRO8K5P83 JQF396000 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 2042-01-24 2042-01-24 2.82 - 2.82 25000.00 18388.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-03-01 2053-02-01 2.5 - 5.5 16273913.00 12955707.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2052-05-15 0 - 6.25 85573258.00 77807922.34 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-11-20 2053-01-20 2.5 - 7 251266519.00 94176363.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2053-03-01 2.5 - 6.5 4105651.00 3457806.00 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-03 2023-03-03 2023-03-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0446 184000000.00 184000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.56% R0MUWSFPU8MPRO8K5P83 JQQ484000 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 2036-02-01 2053-02-01 2 - 6 143868187.00 119023874.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-03-01 2053-02-01 2 - 7 123440633.00 89459411.41 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2052-05-15 0 - 4.845 346796352.00 297450328.63 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-04-14 2036-08-12 2.22 - 2.5 6197000.00 4716720.49 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-09-15 2058-02-15 2 - 6.5 27898423.00 17837126.22 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-06 2023-03-06 2023-03-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0446 516000000.00 516000000.00 0.0051 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 4.55%, dated 2/28/2023 due 03/01/2023 VJW2DOOHGDT6PR0ZRO63 JRI357000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-02 2053-02-15 0 - 6.125 39149049.00 38005827.38 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-03-06 2025-06-16 0.125 - 4.875 780028.00 782271.53 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-03-02 2026-03-13 0 - 4.875 2354815.00 2365390.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-03-25 2053-03-01 0.125 - 8 112966338.00 104601662.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-03-25 2053-03-01 0.25 - 9 128800687.00 115083856.86 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2024-09-15 2.875 - 2.875 6269.00 6152.64 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-05-15 2053-01-20 1.5 - 9 21383406.00 10955288.75 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 266435000.00 266435000.00 0.0026 N Y Y N BofA Securities, Inc. In a joint trading account with BofA Securities, Inc. at 4.55%, dated 2/28/2023 due 03/01/2023 8NAV47T0Y26Q87Y0QP81 JRI357000_00431 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 2029-08-31 2029-08-31 3.125 - 3.125 1057748.00 997465.02 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2052-04-01 2 - 2.5 124777832.00 96127264.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-04-01 2058-05-01 1.5 - 9 520091072.00 164961692.14 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0455 256915000.00 256915000.00 0.0025 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.56% 2IGI19DL77OX0HC3ZE78 JQX179000 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 2027-02-28 2027-02-28 1.875 - 1.875 15800.00 14380.75 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-10-01 2052-06-01 3 - 7.5 54522376.00 24870506.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-09-20 2052-12-20 3.5 - 7 347382835.00 36178863.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 2052-12-01 2 - 5.5 56820915.00 35995823.88 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-07 2023-03-07 2023-03-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0447 95000000.00 95000000.00 0.0009 N N Y N Citibank NA Citibank NA, 4.56% E57ODZWZ7FF32TWEFA76 0000036684 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 2023-11-27 2027-10-08 0.25 - 0.75 10502000.00 9019413.82 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-10-27 2025-12-29 4.575 - 4.88 10286000.00 10389745.05 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2051-05-15 0.125 - 6.125 182818600.00 166923855.50 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-09-18 2036-03-14 3.37 - 5.625 7530000.00 7632459.53 Agency Debentures and Agency Strips Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0446 190000000.00 190000000.00 0.0019 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 4.56% MBNUM2BPBDO7JBLYG310 0000315030 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 2052-12-20 2067-09-20 4.584 - 7 195405662.00 163389371.66 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-12-31 2032-05-15 2.875 - 3.875 24576900.00 23909079.59 U.S. Treasuries (including strips) Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 Y CITIGROUP INC 1.0000 1 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0456 183000000.00 183000000.00 0.0018 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 4.56% MBNUM2BPBDO7JBLYG310 0000315030 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 2052-12-20 2052-12-20 5.5 - 7.5 157654450.00 161196777.27 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-11-30 2026-11-30 1.625 - 1.625 1215200.00 1106550.01 U.S. Treasuries (including strips) Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0446 159000000.00 159000000.00 0.0016 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 4.55%, dated 2/28/2023 due 03/01/2023 MBNUM2BPBDO7JBLYG310 JRI357000_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 2023-03-20 2073-01-20 1.5 - 9.5 553030968.00 265622093.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-05-01 2053-02-01 2 - 9 16532632.00 13935517.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-09-01 2053-03-01 2.5 - 6.5 53125316.00 47808990.44 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0455 320907000.00 320907000.00 0.0032 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 4.56% 7LTWFZYICNSX8D621K86 JRI094000 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 2051-04-01 2052-10-01 1.5 - 4 289064666.00 228508941.46 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0456 224000000.00 224000000.00 0.0022 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 4.56% 7LTWFZYICNSX8D621K86 JRD545000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2024-06-15 3.35 - 3.35 66212416.00 64939316.77 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0446 63000000.00 63000000.00 0.0006 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.56% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2025-04-01 2053-03-01 2 - 7.5 131888542.00 99057935.15 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-30 2051-11-15 0 - 1.875 235074300.00 212918861.88 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-08-01 2057-06-01 1.5 - 7.5 381716241.00 270127243.92 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2040-03-26 2040-03-26 2.49 - 2.49 10000.00 7220.62 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-05-09 2032-07-19 2.9 - 3.05 270000.00 242700.54 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-03-20 2052-10-20 3 - 5.5 32216867.00 2624299.86 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0456 573000000.00 573000000.00 0.0057 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.56% FOR8UP27PHTHYVLBNG30 0000769993 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 2023-03-16 2023-03-16 0 - 0 529523200.00 528532462.09 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2037-10-20 2064-04-15 2.5 - 6.5 1129416510.00 312479842.94 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-03 2023-03-03 2023-03-03 N N N 0.0446 824000000.00 824000000.00 0.0082 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.56% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-08-01 2052-08-01 5 - 5 12791551.00 12331472.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-06-01 2036-06-01 2 - 2 311380992.00 222834014.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-05-20 2052-07-20 3 - 6.5 46482737.00 25987588.84 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-07 2023-03-07 2023-03-07 N N N 0.0446 256000000.00 256000000.00 0.0025 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 4.55%, dated 2/28/2023 due 03/01/2023 CYYGQCGNHMHPSMRL3R97 JRI357000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2042-05-01 2053-03-01 3.538 - 6.5 19798214.00 15792155.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-03-01 2052-10-01 1 - 5.5 68434595.00 43133550.88 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 57763000.00 57763000.00 0.0006 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 4.55%, dated 2/28/2023 due 03/01/2023 KBVRJ5K57JZ3E2AVWX40 JRI357000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-23 2052-08-15 0 - 5.375 30228803.00 23590178.72 U.S. Treasuries (including strips) Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 23089000.00 23089000.00 0.0002 N Y Y N JP Morgan Securities LLC In a joint trading account with JP Morgan Securities LLC at 4.55%, dated 2/28/2023 due 03/01/2023 ZBUT11V806EZRVTWT807 JRI357000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-07-20 2053-02-15 0 - 7.625 4897.00 4489.44 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-07-17 2025-08-25 0.61 - 2.875 770.00 704.46 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-03-25 2053-01-01 2 - 8.75 284965135.00 126855939.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-07-20 2026-07-20 2.625 - 2.625 621674.00 336.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-03-25 2052-10-01 2.5 - 7.5 57752143.00 4085350.17 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 128363000.00 128363000.00 0.0013 N Y Y N Mitsubishi UFJ Securities Holdings Ltd In a joint trading account with Mitsubishi UFJ Securities Holdings Ltd at 4.55%, dated 2/28/2023 due 03/01/2023 ZOMOLU8CGIZRYZ7PFU34 JRI357000_76664 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 2023-08-24 2053-02-01 0.25 - 5.5 36221771.00 22415423.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-09-01 2058-01-01 2 - 5.5 36569562.00 26882244.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-07-20 2052-08-20 2.5 - 4.5 81177382.00 11483097.00 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-15 2049-08-15 0.25 - 4.75 4879796.00 4695230.62 U.S. Treasuries (including strips) Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 64182000.00 64182000.00 0.0006 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 4.55%, dated 2/28/2023 due 03/01/2023 7TK5RJIZDFROZCA6XF66 JRI357000_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 2028-01-01 2053-03-01 1.5 - 8 47015896.00 32736957.13 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 32091000.00 32091000.00 0.0003 N Y Y N Nomura Securities International In a joint trading account with Nomura Securities International at 4.55%, dated 2/28/2023 due 03/01/2023 OXTKY6Q8X53C9ILVV871 JRI357000_07426 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 2025-06-15 2071-10-20 1.5 - 7 51051029.00 20983239.10 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-21 2052-08-15 0 - 5.008 104564452.00 45505750.54 U.S. Treasuries (including strips) Resolution Funding Corp 2030-04-15 2030-04-15 8.875 - 8.875 128.00 164.63 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-09-20 2044-10-06 0 - 6.98 5776.00 5321.58 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-12-30 2053-03-01 0.375 - 6 51309774.00 21739194.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-03-25 2053-03-01 0.5 - 9 1486782802.00 304063304.32 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-07-26 2028-03-10 0 - 5.125 849123.00 832909.16 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2038-01-15 0 - 7.125 140941.00 130591.49 Agency Debentures and Agency Strips Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 385089000.00 385089000.00 0.0038 N Y Y N RBC Dominion Securities RBC Dominion Securities, 4.56% 549300QJJX6CVVUXLE15 JQE801000 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 2023-07-15 2049-08-15 0 - 4.5 181308700.00 164821672.77 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-11-20 2052-12-20 2 - 5 323131516.00 82713940.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-11-01 2052-02-01 2 - 4.5 344890514.00 169341559.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2052-02-01 1.875 - 4.5 592791333.00 96626790.58 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-07 2023-03-07 2023-03-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0447 501000000.00 501000000.00 0.0050 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 4.55%, dated 2/28/2023 due 03/01/2023 549300QJJX6CVVUXLE15 JRI357000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2052-10-01 1.5 - 5.5 163268349.00 57547797.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2052-02-01 2 - 5.5 312311608.00 61615974.20 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-28 2052-11-15 0 - 6.375 141804915.00 137847097.72 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2052-12-20 2 - 5.5 1092162679.00 228034868.47 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 474985000.00 474985000.00 0.0047 N Y Y N RBC Financial Group RBC Financial Group, 4.56% ES7IP3U3RHIGC71XBU11 JQE747000 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 2023-05-31 2053-02-15 0.125 - 4.733 495785600.00 440912752.88 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-10-20 2053-02-20 3.5 - 6 255792736.00 257615592.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-02-15 2053-02-01 1.5 - 7 148209197.00 109397048.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-03-01 2056-02-01 2 - 6.5 434536697.00 322650576.38 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-07 2023-03-07 2023-03-23 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0447 1103000000.00 1103000000.00 0.0109 N N Y N Sumitomo Mitsui Banking Corp. In a joint trading account with Sumitomo Mitsui Banking Corp. at 4.55%, dated 2/28/2023 due 03/01/2023 5U0XI89JRFVHWIBS4F54 JRI357000_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 2052-12-20 3 - 5.5 1151415165.00 400904433.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-02-01 2 - 5.5 1929729920.00 594290768.98 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 975558000.00 975558000.00 0.0097 N Y Y N Sumitomo Mitsui Banking Corp. NY In a joint trading account with Sumitomo Mitsui Banking Corp. NY at 4.55%, dated 2/28/2023 due 03/01/2023 5U0XI89JRFVHWIBS4F54 JRI357000_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 2051-11-01 2052-09-01 2.5 - 4.5 10185517.00 9039953.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-03-20 2051-06-20 2 - 3.5 812929.00 176617.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2044-08-15 0.25 - 3.125 269320951.00 249637185.76 U.S. Treasuries (including strips) Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 253634000.00 253634000.00 0.0025 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 4.56% SUVUFHICNZMP2WKHG940 JRI210000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2051-10-01 2053-01-01 2.5 - 5.5 329671344.00 286656305.49 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0456 281000000.00 281000000.00 0.0028 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 4.55%, dated 2/28/2023 due 03/01/2023 VYVVCKR63DVZZN70PB21 JRI357000_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 2023-03-15 2052-11-25 0 - 7.042 25633272.00 23407669.12 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2031-09-15 2036-04-01 1.5 - 5.88 9834773.00 10750436.27 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2024-12-05 2024-12-05 5.08 - 5.08 164304.00 165858.90 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-06 2038-08-06 0 - 7.125 16464068.00 14994962.43 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-03-03 2036-07-15 0 - 5.5 210810998.00 207373909.82 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-05-10 2050-02-03 0.125 - 5.125 69460061.00 66734726.80 Agency Debentures and Agency Strips Resolution Funding Corp 2023-07-15 2029-07-15 0 - 0 4904357.00 3943299.90 Agency Debentures and Agency Strips Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 320907000.00 320907000.00 0.0032 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 4.71% RUC0QBLBRPRCU4W1NE59 JRI240000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CONSOLIDATED EDISON INC SR GLBL 2020 A23 54930033SBW53OO8T749 2023-12-01 2023-12-01 0.65 - 0.65 13000000.00 12577640.83 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 23609083.33 Corporate Debt Securities INTEL CORP SR GLBL NT5.9%63 KNX4USFCNGPY45LOCE31 2063-02-10 2063-02-10 5.9 - 5.9 2000000.00 1967820.00 Corporate Debt Securities CREDIT SUISSE AG NEW YORK FR 5%070927 549300D0YARF5HYP1809 2027-07-09 2027-07-09 5 - 5 2216000.00 2044183.67 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL FL NT 24 8I5DZWZKVSZI1NUHU748 2024-07-23 2024-07-23 5.705 - 5.705 20000000.00 20144705.80 Corporate Debt Securities NOMURA HLDGS INC SR GLBL NT 33 549300B3CEAHYG7K8164 2033-01-18 2033-01-18 6.181 - 6.181 15900000.00 16275711.26 Corporate Debt Securities ROGERS COMMUNICATIONS INC SR GLBL 144A 27 54930030NVF3Y2OL0A78 2027-03-15 2027-03-15 3.2 - 3.2 24000000.00 22437333.33 Corporate Debt Securities CAPITAL ONE FINL CORP SR GLBL NT 27 ZUE8T73ROZOF6FLBAR73 2027-05-11 2027-05-11 3.65 - 3.65 4797000.00 4520398.32 Corporate Debt Securities LLOYDS BANKING GROUP PLC SUB GLBL COCO 45 549300PPXHEU2JF0AM85 2045-12-01 2045-12-01 5.3 - 5.3 10307000.00 9418107.14 Corporate Debt Securities MICROSOFT CORP GLBL NT 2.525%50 INR2EJN1ERAN0W5ZP974 2050-06-01 2050-06-01 2.525 - 2.525 10000000.00 6720820.83 Corporate Debt Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0471 114000000.00 114000000.00 0.0011 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 4.77% RUC0QBLBRPRCU4W1NE59 JRI241000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DEERE JOHN CAPITAL CORP FR 4.35%091532 E0KSF7PFQ210NWI8Z391 2032-09-15 2032-09-15 4.35 - 4.35 2000.00 1964.50 Corporate Debt Securities WYNN LAS VEGAS LLC / WYNN SR GLBL 144A 23 2023-05-30 2023-05-30 4.25 - 4.25 18000000.00 18125620.00 Corporate Debt Securities STANFORD UNIV CALIF GLBL -2017 BD 48 JIUV0DC2REIJXQ26CR37 2048-05-01 2048-05-01 3.647 - 3.647 15000000.00 12669041.25 Corporate Debt Securities MAXAR TECHNOLOGIES INC SR SEC GLBL 27 2027-06-15 2027-06-15 7.75 - 7.75 14870000.00 15775512.78 Corporate Debt Securities BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT 26 BVHHEFJI6SHNOKQT2572 2026-02-01 2026-02-01 3.65 - 3.65 350000.00 332338.13 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 29 353800V2V8PUY9TK3E06 2029-02-22 2029-02-22 5.422 - 5.422 9300000.00 9238933.10 Corporate Debt Securities CONSOLIDATED EDISON INC SR GLBL 2020 A23 54930033SBW53OO8T749 2023-12-01 2023-12-01 0.65 - 0.65 7316000.00 7078309.26 Corporate Debt Securities CREDIT AGRICOLE SA LONDON BRH FR 4.125%011027 969500TJ5KRTCJQWXH05 2027-01-10 2027-01-10 4.125 - 4.125 919000.00 878619.14 Corporate Debt Securities VIASAT INC SR GLBL 144A 25 UFC8NYMNFSYIHNSM2I38 2025-09-15 2025-09-15 5.625 - 5.625 10000000.00 9429687.50 Corporate Debt Securities TEGNA INC SR GLBL NT 5%29 549300YC5EDBGX85AO10 2028-03-15 2029-09-15 4.625 - 5 15444000.00 14045600.80 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.8%011025 Z2VZBHUMB7PWWJ63I008 2025-01-10 2025-01-10 4.8 - 4.8 4000000.00 4003613.33 Corporate Debt Securities LLOYDS BANKING GROUP PLC SUB GLBL COCO 45 549300PPXHEU2JF0AM85 2045-12-01 2045-12-01 5.3 - 5.3 9693000.00 8857059.52 Corporate Debt Securities WALMART INC SR GLBL NT 27 Y87794H0US1R65VBXU25 2027-09-09 2027-09-09 3.95 - 3.95 5000000.00 4963415.28 Corporate Debt Securities MONEYGRAM INTL INC SR SEC GLBL 26 5299002DLX0Q04KC4156 2026-08-01 2026-08-01 5.375 - 5.375 8289000.00 8405305.03 Corporate Debt Securities HEXCEL CORP NEW CR SEN SR NT 27 S6Q7LW43WUBUHXY2QP69 2027-02-15 2027-02-15 4.2 - 4.2 7730000.00 7293229.23 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT 48 549300EJG376EN5NQE29 2048-03-25 2048-03-25 5.05 - 5.05 705000.00 647988.41 Corporate Debt Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0477 114000000.00 114000000.00 0.0011 N Y Y N BMO Chicago Branch BMO Chicago Branch, 4.77% 3Y4U8VZURTYWI1W2K376 JRI247000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TMX FIN LLC/TITLEMAX FIN CORP SR SEC 144A NT23 54930043TEPI4UKGHU90 2023-04-01 2023-04-01 11.125 - 11.125 787000.00 824325.11 Corporate Debt Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-03-01 2052-03-01 2.5 - 2.5 349559.00 280336.49 Agency Mortgage-Backed Securities DONNELLEY R R & SONS CO SR SEC GLBL 26 SU4X0P4WWRGOQDTSV032 2026-11-01 2026-11-01 6.125 - 6.125 1908000.00 1888741.12 Corporate Debt Securities PHH MORTGAGE CORPORATION SR SEC GLBL 26 PAOOWF3GUFM46FBSP561 2026-03-15 2026-03-15 7.875 - 7.875 2000.00 1869.27 Corporate Debt Securities SEAWORLD PKS & ENTMT INC SR GLBL 144A 29 549300UZV72O3371JJ53 2029-08-15 2029-08-15 5.25 - 5.25 54000.00 48297.38 Corporate Debt Securities TORONTO DOMINION BANK FR 5.156%011028 PT3QB789TSUIDF371261 2028-01-10 2028-01-10 5.156 - 5.156 59000.00 59135.39 Corporate Debt Securities BUILDERS FIRSTSOURCE INC SR GLBL 144A 32 549300W0SKP6L3H7DP63 2032-06-15 2032-06-15 6.375 - 6.375 772000.00 749833.63 Corporate Debt Securities PAPA JOHNS INTL INC SR GLBL 144A 29 HZYLD3DK5XOX0WBVNB56 2029-09-15 2029-09-15 3.875 - 3.875 3000.00 2590.67 Corporate Debt Securities STEELCASE INC SR GLBL NT 29 GIE4CCPBJDI8SMV1OX95 2029-01-18 2029-01-18 5.125 - 5.125 992000.00 842886.97 Corporate Debt Securities DARLING INGREDIENTS INC SR GLBL 144A 27 L1N0SPPKS7EXZYUMZ898 2027-04-15 2027-04-15 5.25 - 5.25 640000.00 630013.33 Corporate Debt Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-01-20 2053-01-20 6 - 6 5069130.00 5166365.64 Agency Collateralized Mortgage Obligation STARWOOD PPTY TR INC SR GLBL 144A 27 BUGSFQZERKRBFWIG5267 2027-01-15 2027-01-15 4.375 - 4.375 469000.00 409894.60 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 33 2033-06-01 2033-06-01 4.5 - 4.5 4484000.00 3546283.50 Corporate Debt Securities FERTITTA ENTMT LLC / FERTITTA SR SEC 144A NT29 2029-01-15 2029-01-15 4.625 - 4.625 395000.00 344437.75 Corporate Debt Securities COTY INC SR SEC GLBL 26 549300BO9IWPF3S48F93 2026-04-15 2026-04-15 5 - 5 24000.00 23269.49 Corporate Debt Securities PERFORMANCE FOOD GROUP CO SR GLBL 144A 29 549300OMUOGBYK0FFO76 2029-08-01 2029-08-01 4.25 - 4.25 8000.00 7004.30 Corporate Debt Securities CUSHMAN & WAKEFIELD U S BRRWR SR SEC GLBL 28 2028-05-15 2028-05-15 6.75 - 6.75 29000.00 27744.66 Corporate Debt Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0477 14000000.00 14000000.00 0.0001 N Y Y N BNP Paribas BNP Paribas, 4.82% R0MUWSFPU8MPRO8K5P83 JRI453000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALABAMA PWR CO SR NT-T 5.7%33 0RL818ELFOHP5JHOFU19 2033-02-15 2033-02-15 5.7 - 5.7 6511000.00 6710876.85 Corporate Debt Securities ROYAL BK CDA SUSTAINABL FR 5%020133 ES7IP3U3RHIGC71XBU11 2033-02-01 2033-02-01 5 - 5 4202000.00 4130897.49 Corporate Debt Securities DEUTSCHE TELEKOM INTL FIN B V SR REGS NT3.6%27 529900ERDFHS6C1M4U58 2027-01-19 2027-01-19 3.6 - 3.6 5313000.00 5060738.76 Corporate Debt Securities STANFORD UNIV CALIF GLBL -2017 BD 48 JIUV0DC2REIJXQ26CR37 2048-05-01 2048-05-01 3.647 - 3.647 9912000.00 8371702.46 Corporate Debt Securities VISA INC SR GLBL NT 30 549300JZ4OKEHW3DPJ59 2030-04-15 2030-04-15 2.05 - 2.05 5283000.00 4510697.31 Corporate Debt Securities ZIMMER BIOMET HOLDINGS INC GLBL NT 1.45%24 2P2YLDVPES3BXQ1FRB91 2024-11-22 2024-11-22 1.45 - 1.45 6025000.00 5644380.67 Corporate Debt Securities PHILIP MORRIS INTL INC SR NT 6.375%38 HL3H1H2BGXWVG3BSWR90 2028-02-15 2038-05-16 4.875 - 6.375 13259000.00 13460804.54 Corporate Debt Securities PFIZER INC SR GLBL NT 3%26 765LHXWGK1KXCLTFYQ30 2026-12-15 2026-12-15 3 - 3 8610000.00 8146035.80 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 27 5493008B6JBRUJ90QL97 2027-01-17 2027-01-17 4.35 - 4.35 4475000.00 4300269.90 Corporate Debt Securities WALMART INC 4.05%48 Y87794H0US1R65VBXU25 2048-06-29 2048-06-29 4.05 - 4.05 7425000.00 6584991.19 Corporate Debt Securities MERCK & CO INC 4%49 4YV9Y5M8S0BRK1RP0397 2049-03-07 2049-03-07 4 - 4 8949000.00 7825542.54 Corporate Debt Securities TEACHERS INS & ANNUITY ASSN AM JR SB GLBL 50 O06XD7BJ4EPXNABVFN69 2050-05-15 2050-05-15 3.3 - 3.3 7000000.00 5080541.67 Corporate Debt Securities CDP FINANCIAL INC. SR GLBL 144A 39 549300OXMGVYFCBFV096 2039-11-25 2039-11-25 5.6 - 5.6 5890000.00 6366658.07 Corporate Debt Securities DOMINION ENERGY INC SR GLBL -C NT 32 ILUL7B6Z54MRYCF6H308 2032-11-15 2032-11-15 5.375 - 5.375 6016000.00 5989532.94 Corporate Debt Securities AGILENT TECHNOLOGIES INC SR GLBL NT2.3%31 QUIX8Y7A2WP0XRMW7G29 2031-03-12 2031-03-12 2.3 - 2.3 4669000.00 3851390.66 Corporate Debt Securities JOHNSON & JOHNSON SR GLBL NT 47 549300G0CFPGEF6X2043 2033-05-15 2047-03-03 3.75 - 4.95 16882000.00 15893630.00 Corporate Debt Securities PARAMOUNT GLOBAL SR GLBL NT 50 5KYC8KF17ROCY24M3H09 2050-05-19 2050-05-19 4.95 - 4.95 1942000.00 1470157.11 Corporate Debt Securities CF INDS INC SR NT 5.375%44 5FVKT86LAD2F40NPC183 2044-03-15 2044-03-15 5.375 - 5.375 5532000.00 5031889.53 Corporate Debt Securities FEDEX CORP GLBL NT 3.25%41 549300E707U7WNPZN687 2041-05-15 2041-05-15 3.25 - 3.25 6905000.00 5055693.31 Corporate Debt Securities GOLDMAN SACHS GROUP INC SUB NT 6.75%37 784F5XWPLTWKTBV3E584 2037-10-01 2037-10-01 6.75 - 6.75 4370000.00 4786996.33 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 41 2041-09-15 2041-09-15 4.95 - 4.95 8296000.00 8105793.46 Corporate Debt Securities BANK AMERICA CORP PERP SUB GLBL -U 9DJT3UXIJIZJI4WXO774 2500-12-31 2500-12-31 5.2 - 5.2 6100000.00 6161406.67 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT3.5%24 549300GHBMY8T5GXDE41 2024-02-15 2024-02-15 3.5 - 3.5 3912000.00 3853491.69 Corporate Debt Securities NIPPON LIFE INSURANCE COMPANY SUB GLBL 144A 51 549300Y0HHMFW3EVWY08 2051-09-16 2051-09-16 2.9 - 2.9 4500000.00 3747150.00 Corporate Debt Securities MARATHON OIL CORP SR GLBL NT6.6%37 1FRVQX2CRLGC1XLP5727 2037-10-01 2037-10-01 6.6 - 6.6 4883000.00 4991597.92 Corporate Debt Securities APPLE INC SR NT 2.5%25 HWUPKR0MPOU8FGXBT394 2025-02-09 2062-08-08 2.5 - 4.1 12545000.00 11406959.22 Corporate Debt Securities GALLAGHER ARTHUR J & CO SR GLBL NT3.5%51 54930049QLLMPART6V29 2051-05-20 2051-05-20 3.5 - 3.5 5500000.00 3951627.78 Corporate Debt Securities LOWES COS INC SR GLBL NT 50 WAFCR4OKGSC504WU3E95 2050-04-15 2050-04-15 5.125 - 5.125 4000000.00 3722416.11 Corporate Debt Securities SOUTHERN PWR CO SR -2013A NT 43 5LADC78JBG2BMZD5XF57 2043-07-15 2043-07-15 5.25 - 5.25 5120000.00 4686954.67 Corporate Debt Securities WHIRLPOOL CORP SR GLBL NT4.6%50 WHENKOULSSK7WUM60H03 2050-05-15 2050-05-15 4.6 - 4.6 7800000.00 6434774.67 Corporate Debt Securities MICROSOFT CORP SR GLBL NT3.3%27 INR2EJN1ERAN0W5ZP974 2027-02-06 2027-02-06 3.3 - 3.3 3850000.00 3687440.17 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT 53 549300EJG376EN5NQE29 2053-02-21 2053-02-21 5.625 - 5.625 7579000.00 7338546.75 Corporate Debt Securities INTEL CORP SR GLBL NT 28 KNX4USFCNGPY45LOCE31 2028-02-10 2028-02-10 4.875 - 4.875 8140000.00 8051335.05 Corporate Debt Securities AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 24 2024-10-29 2024-10-29 1.65 - 1.65 5000000.00 4657770.83 Corporate Debt Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0482 199088000.00 199088000.00 0.0020 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 4.82% 7VHWWWW4UJS7NUM3PT30 JRI242000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2040-10-30 2500-12-31 0 - 11.172 16382004.00 182544437.96 Equities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0482 169000000.00 169000000.00 0.0017 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 4.83% 7VHWWWW4UJS7NUM3PT30 JRE144000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2026-04-30 2500-12-31 0 - 6.5 22392042.00 243163019.38 Equities Y N/A N/A 2023-03-03 2023-03-03 2023-03-03 N N N 0.0472 225000000.00 225000000.00 0.0022 N N Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 5.02% 7VHWWWW4UJS7NUM3PT30 JRC447000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2023-07-01 2500-12-31 0 - 8 466138605.00 427076040.63 Equities Y N/A N/A 2023-04-04 2023-04-04 2023-04-24 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0493 395000000.00 395000000.00 0.0039 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 4.80% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LEVEL 3 FING INC GLBL 144A NT 29 254900AE5FEFIJOXWL19 2029-01-15 2029-01-15 3.625 - 3.625 3800000.00 2488432.64 Corporate Debt Securities DEUTSCHE BK AG N Y LW TIER II GLBL 7LTWFZYICNSX8D621K86 2034-02-10 2034-02-10 7.079 - 7.079 5190000.00 5056458.71 Corporate Debt Securities FIRSTENERGY CORP SR GLBL NT 31 549300SVYJS666PQJH88 2031-11-15 2031-11-15 7.375 - 7.375 477000.00 546690.03 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 25 2025-06-15 2025-06-15 4.625 - 4.625 3661000.00 3542121.74 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC NT 2.3%32 2032-02-01 2032-02-01 2.3 - 2.3 5507000.00 4058356.12 Corporate Debt Securities DEUTSCHE BK AG SUB GLBL NT 28 7LTWFZYICNSX8D621K86 2028-05-24 2028-05-24 4.296 - 4.296 10019000.00 9933911.97 Corporate Debt Securities FORD MOTOR CREDIT COMPANY SR GLBL NT2.3%25 UDSQCVRUX5BONN0VY111 2025-02-10 2025-02-10 2.3 - 2.3 5000000.00 4618250.00 Corporate Debt Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0480 28000000.00 28000000.00 0.0003 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 4.80% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2049-12-31 2500-12-31 N/A 7750686.00 243032401.00 Equities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0480 225000000.00 225000000.00 0.0022 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 5.14% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2023-03-15 2500-12-31 0 - 8.5 642199114.00 939423581.19 Equities Y N/A N/A 2023-05-30 2023-05-30 2023-06-22 Y JPMORGAN SECS (NON GOV REPO) 1.0000 91 N N/A N/A N N 0.0509 873000000.00 873000000.00 0.0086 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 4.80% K5HU16E3LMSVCCJJJ255 JRI249000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BYNORDIC ACQUISITION CORP CLASS A COM 2500-12-31 2500-12-31 N/A 441351.00 4541501.79 Equities NABORS ENERGY TRANSITION CORP CL A COM 2500-12-31 2500-12-31 N/A 162773.00 1699350.12 Equities PDD HOLDINGS INC SPONSORED ADS 5493000573DS7005T657 2500-12-31 2500-12-31 N/A 505060.00 43435160.00 Equities TWO COM CL A 2500-12-31 2500-12-31 N/A 32000.00 326841.60 Equities BETTER WORLD ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 122100.00 1306470.00 Equities SISECAM RESOURCES LP COM UNIT LTD 529900SP2BAE1Y7TOP80 2500-12-31 2500-12-31 N/A 52091.00 1308525.92 Equities CIIG CAPITAL PARTNERS II INC COM CL A 2500-12-31 2500-12-31 N/A 534597.00 5490311.19 Equities CHURCHILL CAPITAL CORP V COM CL A 2500-12-31 2500-12-31 N/A 8100.00 81243.00 Equities PLIANT THERAPEUTICS INC COM 5493002Q5LITR7VHZH02 2500-12-31 2500-12-31 N/A 232000.00 7192000.00 Equities SELECT SECTOR SPDR TR COMMUNICATION 549300N81BAQ1XPGBT65 2500-12-31 2500-12-31 N/A 175000.00 9346750.00 Equities LL FLOORING HOLDINGS INC COM 2500-12-31 2500-12-31 N/A 89737.00 462145.55 Equities HH&L ACQUISITION CO SHS CL A 2500-12-31 2500-12-31 N/A 91164.00 931696.08 Equities BERKSHIRE HATHAWAY INC DEL CL B NEW 5493000C01ZX7D35SD85 2500-12-31 2500-12-31 N/A 102230.00 31145391.80 Equities GLOBAL X FDS NASDAQ 100 COVER 549300VKDE3V7TRRED38 2500-12-31 2500-12-31 N/A 79097.00 1297190.80 Equities PROJECT ENERGY REIMAGINED ACQU CLASS A ORD 2500-12-31 2500-12-31 N/A 187256.00 1896903.28 Equities BLACK STONE MINERALS L P COM UNIT 2500-12-31 2500-12-31 N/A 56400.00 886608.00 Equities METALS ACQUISITION CORP SHS CL A 2500-12-31 2500-12-31 N/A 5000.00 50700.00 Equities International Bank for Reconstruction and Development (World Bank) ZTMSNXROF84AHWJNKQ93 2028-11-22 2028-11-22 4.865 - 4.865 9613000.00 9535624.00 Other Instrument INTERNATIONAL DEBT GLOBAL PARTNER ACQISTN CORP II CL A SHS 2500-12-31 2500-12-31 N/A 54381.00 560940.01 Equities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0480 113000000.00 113000000.00 0.0011 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 5.09% K5HU16E3LMSVCCJJJ255 JRI246000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N H WORLD GROUP LTD SR CONV NT 3%26 549300Y5ML31FVN83730 2026-05-01 2026-05-01 3 - 3 344000.00 460014.00 Equities BOOKING HOLDINGS INC SR CV NT 0.75%25 FXM8FAOHMYDIPD38UZ17 2025-05-01 2025-05-01 0.75 - 0.75 445000.00 641884.69 Equities DISH NETWORK CORPORATION GLBL COCO 25 529900U350CWHH15G169 2025-12-15 2026-08-15 0 - 3.375 3567000.00 2317148.58 Equities ZTO EXPRESS CAYMAN INC SR CV 144A NT 27 549300SCJPK3YZJTJR78 2027-09-01 2027-09-01 1.5 - 1.5 1776000.00 1764382.00 Equities LIBERTY MEDIA CORP DEL SR COCO 23 549300ZKUTPIBZLWLL89 2023-10-15 2023-10-15 1.375 - 1.375 65000.00 73942.69 Equities ALNYLAM PHARMACEUTICALS INC SR CV 144A NT 27 529900S3ZI14OWRJII50 2027-09-15 2027-09-15 1 - 1 1060000.00 1017099.44 Equities CYBERARK SOFTWARE LTD SR GLBL COCO 24 529900YEXNDM894PWS93 2024-11-15 2024-11-15 N/A 76000.00 84124.40 Equities PPL CAP FDG INC SR GLBL 144A 28 549300MROK5WY0D2NU17 2028-03-15 2028-03-15 2.875 - 2.875 3876000.00 3834602.17 Equities BURLINGTON STORES INC SR GLBL COCO 25 5299003Z37DVGKKC1W09 2025-04-15 2025-04-15 2.25 - 2.25 378000.00 451072.12 Equities AFFIRM HLDGS INC SR GLBL COCO 26 2026-11-15 2026-11-15 N/A 1000.00 666.90 Equities INVACARE CORP SR GLBL COCO 26 549300NNUTG7HCZICS76 2026-03-15 2026-03-15 N/A 499000.00 28692.50 Equities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0509 10000000.00 10000000.00 0.0001 N Y Y N Mizuho Securities U.S.A., Inc. 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GLBL COCO 26 549300NYKK9MWM7GGW15 2026-03-28 2026-03-28 6.103 - 6.103 380000.00 386787.21 Corporate Debt Securities DOMINION RES INC VA 2023-03-28 2023-03-28 N/A 14750000.00 14693197.75 Money Market SUNCOR ENERGY INC NEW SR GLBL NT 32 549300W70ZOQDVLCHY06 2023-04-28 2032-02-01 0 - 7.15 3835000.00 3972156.54 Corporate Debt Securities CITIGROUP INC SR GLBL FL NT 24 6SHGI4ZSSLCXXQSBB395 2024-06-01 2024-06-01 5.985 - 5.985 8639000.00 8779446.93 Corporate Debt Securities DEUTSCHE BK AG N Y SNR NPF GLBL 7LTWFZYICNSX8D621K86 2027-11-16 2027-11-16 5.794 - 5.794 3505000.00 3354043.80 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 3%24 784F5XWPLTWKTBV3E584 2024-03-15 2026-12-09 3 - 5.163 2682000.00 2661332.25 Corporate Debt Securities MPLX LP GLBL NT 2.65%30 5493000CZJ19CK4P3G36 2030-08-15 2030-08-15 2.65 - 2.65 1879000.00 1542183.51 Corporate Debt Securities RAYTHEON TECHNOLOGIES CORP SR GLBL NT6.7%28 I07WOS4YJ0N7YRFE7309 2028-08-01 2028-08-01 6.7 - 6.7 5931000.00 6388250.45 Corporate Debt Securities PIONEER NAT RES CO SR GLBL NT 23 FY8JBF7CCL2VE4F1B628 2023-05-15 2023-05-15 0.55 - 0.55 3479000.00 3452085.10 Corporate Debt Securities CONSOLIDATED EDISON CO N Y INC SR GLBL 2020 B50 VZFZPMWDHTQCFKYOBP05 2050-04-01 2050-04-01 3.95 - 3.95 2000000.00 1608598.33 Corporate Debt Securities ENTERPRISE PRODS OPER LLC 4.15%28 5493004LGN656HWLDA30 2028-10-16 2028-10-16 4.15 - 4.15 1109000.00 1064813.74 Corporate Debt Securities SOUTHERN CO SR GLBL COCO 28 549300FC3G3YU2FBZD92 2028-03-15 2028-03-15 1.75 - 1.75 1026000.00 869887.54 Corporate Debt Securities GRAY OAK PIPELINE LLC SR GLBL 144A 27 2027-10-15 2027-10-15 3.45 - 3.45 288000.00 256612.56 Corporate Debt Securities ANGLO AMERICAN CAPITAL PLC SR GLBL 144A 27 TINT358G1SSHR3L3PW36 2027-04-10 2027-04-10 4.75 - 4.75 4700000.00 4650501.17 Corporate Debt Securities STANDARD CHARTERED PLC SR GLBL 144A 26 U4LOSYZ7YG4W3S5F2G91 2026-03-30 2026-03-30 6.216 - 6.216 635000.00 644067.52 Corporate Debt Securities ORANGE & ROCKLAND UTILS INC DI 2023-03-01 2023-03-01 N/A 20000000.00 19994700.00 Money Market Y N/A N/A 2023-04-10 2023-04-10 2023-04-10 N N N 0.0497 112000000.00 112000000.00 0.0011 N N N Y RBC Capital Markets Co. RBC Capital Markets Co., 5.07% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TOYOTA AUTO LN EXD NT TR 19-1 A 20311125 2.56000 2031-11-25 2031-11-25 2.56 - 2.56 22320000.00 21569140.32 Asset-Backed Securities NORTHWOODS CAPITAL 27 LTD A-1 20341017 FLT 2034-10-17 2034-10-17 6.02 - 6.02 500000.00 493786.50 Asset-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-06-23 2028-06-23 1 - 1 4000.00 3341.12 Agency Debentures and Agency Strips TRINITAS CLO LTD 2021-16 A-1 20340720 FLT 5493004FCKEPFTK2QI86 2034-07-20 2034-07-20 5.988 - 5.988 380000.00 374868.74 Asset-Backed Securities TRESTLES CLO LTD 2021-5 A-1 20341020 FLT 2034-10-20 2034-10-20 5.978 - 5.978 10770000.00 10626175.83 Asset-Backed Securities CFIP CLO LTD 2018-1 A 20310718 FLT 2031-07-18 2031-07-18 5.945 - 5.945 1100000.00 1092366.40 Asset-Backed Securities LOANCORE 2021-CRE5 ISSUER LTD A 20360715 FLT 2036-07-15 2036-07-15 5.888 - 5.888 16000000.00 15835458.75 Other Instrument COLLATERALIZED DEBT OBLIGATION Federal Home Loan Banks 2549001DPIFGXC1TOL40 2026-05-26 2029-01-08 0.69 - 1 520000.00 443957.40 Agency Debentures and Agency Strips LFT CRE 2021-FL1 LLC A 20390615 FLT 2039-06-15 2039-06-15 5.758 - 5.758 20000000.00 19512586.92 Other Instrument COLLATERALIZED DEBT OBLIGATION United States Treasury 254900HROIFWPRGM1V77 2023-05-30 2053-02-15 0 - 4 18746900.00 30215362.61 U.S. Treasuries (including strips) LOANCORE ISSUER LTD 2022-CRE7 A 20370121 FLT 2037-01-21 2037-01-21 5.968 - 5.968 18356000.00 17907995.08 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2023-04-28 2023-04-28 2023-04-28 N N N 0.0498 113000000.00 113000000.00 0.0011 N N N Y RBS Securities, Inc. RBS Securities, Inc., 4.82% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TORONTO DOMINION BANK FR 4.456%060832 PT3QB789TSUIDF371261 2032-06-08 2032-06-08 4.456 - 4.456 90000.00 85573.10 Corporate Debt Securities EQUINOR ASA SR GLBL NT 25 OW6OFBNCKXC4US5C7523 2025-04-06 2025-04-06 2.875 - 2.875 69000.00 66778.22 Corporate Debt Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-06-15 2044-12-14 0.3 - 5.27 1928000.00 1655393.81 Agency Debentures and Agency Strips SHELL INTERNATIONAL FIN BV SR GLBL NT 29 213800ITMMKU4Z7I4F78 2029-11-07 2029-11-07 2.375 - 2.375 800000.00 692338.33 Corporate Debt Securities KEYCORP FR 3.878%052325 RKPI3RZGV1V1FJTH5T61 2025-05-23 2025-05-23 3.878 - 3.878 18000.00 17794.33 Corporate Debt Securities BPCE S A FR 5.125%011828 9695005MSX1OYEMGDF46 2028-01-18 2028-01-18 5.125 - 5.125 2000000.00 1975708.89 Corporate Debt Securities BANCO SANTANDER S.A. SNR NPF GLBL 5493006QMFDDMYWIAM13 2025-08-18 2025-08-18 5.147 - 5.147 1600000.00 1584671.56 Corporate Debt Securities VODAFONE GROUP PLC SR GLBL NT 37 213800TB53ELEUKM7Q61 2037-02-27 2037-02-27 6.15 - 6.15 466000.00 481024.23 Corporate Debt Securities DIAGEO CAP PLC SR GLBL NT 2%30 213800L23DJLALFC4O95 2027-10-24 2030-04-29 2 - 5.3 5762000.00 5341089.86 Corporate Debt Securities BANK MONTREAL MEDIUM FR 1.5%011025 NQQ6HPCNCCU6TUTQYE16 2025-01-10 2025-01-10 1.5 - 1.5 758000.00 707395.92 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 5.95%011527 784F5XWPLTWKTBV3E584 2027-01-15 2027-01-15 5.95 - 5.95 180000.00 184468.85 Corporate Debt Securities TOYOTA MTR CR CORP FR 3.05%011128 Z2VZBHUMB7PWWJ63I008 2028-01-11 2028-01-11 3.05 - 3.05 17000.00 15708.71 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 3.25%051627 WFLLPEPC7FZXENRZV188 2027-01-26 2027-05-16 2.05 - 3.25 1571000.00 1424652.11 Corporate Debt Securities SWEDBANK AB SNR NPF 144A 27 M312WZV08Y7LYUC71685 2027-09-20 2027-09-20 5.337 - 5.337 5073000.00 5127958.35 Corporate Debt Securities Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 10400000.00 7640243.26 Agency Debentures and Agency Strips TELEFONICA EMISONES SA SR GLBL NT 27 549300Y5MFC4SW5Z3K71 2027-03-08 2027-03-08 4.103 - 4.103 2092000.00 2020883.04 Corporate Debt Securities US BANCORP FR 4.839%020134 N1GZ7BBF3NP8GI976H15 2034-02-01 2034-02-01 4.839 - 4.839 42000.00 40335.09 Corporate Debt Securities JPMORGAN CHASE & CO 3.96%27 8I5DZWZKVSZI1NUHU748 2026-04-22 2027-01-29 2.083 - 3.96 4098000.00 3918686.29 Corporate Debt Securities HSBC HLDGS PLC SR GLBL COCO 30 MLU0ZO3ML4LN2LL2TL39 2026-09-12 2030-03-31 4.292 - 4.95 6761000.00 6649395.43 Corporate Debt Securities MORGAN STANLEY FR 5.05%012827 IGJSJL3JD5P30I6NJZ34 2025-07-23 2028-10-18 4 - 6.296 1939000.00 2010362.57 Corporate Debt Securities United States Treasury 254900HROIFWPRGM1V77 2029-09-30 2029-09-30 3.875 - 3.875 9780200.00 9790741.71 U.S. Treasuries (including strips) NATIONWIDE BLDG SOC GLOBAL COV SR-20222 144A 28 549300XFX12G42QIKN82 2028-02-16 2028-02-16 5.865 - 5.865 1500000.00 1459372.28 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 49439.39 Corporate Debt Securities BANK AMERICA CORP FR 4.125%012224 9DJT3UXIJIZJI4WXO774 2024-01-22 2033-07-22 3.95 - 5.08 4400000.00 4324750.93 Corporate Debt Securities BARCLAYS PLC SR GLBL COCO 28 213800LBQA1Y9L22JB70 2028-08-09 2028-08-09 5.501 - 5.501 1000000.00 981783.31 Corporate Debt Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0482 56000000.00 56000000.00 0.0006 N Y Y N Truist Securities, Inc. Truist Securities, Inc., 4.85% CSVTK36R0PNGXEM7NS14 JRI245000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MANASSAS PARK VA ECONOMIC DEV BDS 2021 2052-12-15 2052-12-15 4 - 4 380000.00 358564.62 Other Instrument MUNICIPAL DEBT MIAMI-DADE CNTY FLA AVIATION R AVIATION REV REF BDS 2017 2030-10-01 2030-10-01 3.454 - 3.454 3635000.00 3331745.88 Other Instrument MUNICIPAL DEBT SAN ANTONIO TEX WTR REV WTR SYSTEM JR LIEN REV R 2017 2033-05-15 2033-05-15 5 - 5 320000.00 351358.58 Other Instrument MUNICIPAL DEBT ELGIN TEX INDPT SCH DIST UNLTD TAX BLDG REF BDS 2022 2047-08-01 2047-08-01 4 - 4 185000.00 177128.25 Other Instrument MUNICIPAL DEBT NEW YORK ST TWY AUTH ST PERS I BDS 2022 2053-03-15 2053-03-15 5 - 5 6965000.00 7628617.46 Other Instrument MUNICIPAL DEBT JEFFERSON CNTY ALA SWR REV SWR REV WTS D 2042-10-01 2042-10-01 6 - 6 9055000.00 9833548.90 Other Instrument MUNICIPAL DEBT SOUTHERN CALIF EDISON CO 1M GLBL 2022B 52 9R1Z5I36FERIBVKW4P77 2052-02-01 2052-02-01 3.45 - 3.45 2677000.00 1902778.14 Corporate Debt Securities TRIBOROUGH BRDG & TUNL AUTH N SR LIEN BDS 2022 54930020ZN4LQF7K3456 2027-11-15 2027-11-15 5 - 5 2150000.00 2374116.00 Other Instrument MUNICIPAL DEBT TARRANT CNTY TEX CULTURAL ED F REV BDS 2016 2047-02-15 2047-02-15 4 - 4 7035000.00 6550038.37 Other Instrument MUNICIPAL DEBT BENTON & LINN CNTYS ORE SCH DI GO BDS A 2035-06-15 2035-06-15 5 - 5 3725000.00 4118616.61 Other Instrument MUNICIPAL DEBT COMMONWEALTH FING AUTH PA TOB BDS 2018 2039-06-01 2039-06-01 4 - 4 5000000.00 4913983.33 Other Instrument MUNICIPAL DEBT SAVANNAH GA HOSP AUTH REV ANTIC CTFS 2019 2043-07-01 2043-07-01 4 - 4 13145000.00 12218847.12 Other Instrument MUNICIPAL DEBT VERA WTR & PWR WASH REV ELEC REV BDS 2017 2037-01-01 2037-01-01 4 - 4 935000.00 944848.67 Other Instrument MUNICIPAL DEBT MISSOURI ST HEALTH & EDL FACS REV BDS 2015 549300IWTBCMX5JB3277 2029-11-15 2029-11-15 5 - 5 1575000.00 1660106.00 Other Instrument MUNICIPAL DEBT WISCONSIN ST GO REF TAXABLE BDS 2021 2027-05-01 2027-05-01 1.081 - 1.081 475000.00 413351.29 Other Instrument MUNICIPAL DEBT GAINESVILLE & HALL CNTY GA HOS CTFS 2021 2051-02-15 2051-02-15 2.5 - 2.5 4025000.00 2607808.68 Other Instrument MUNICIPAL DEBT WILLIAMSON CNTY TEX LTD TAX REF BDS 2015 2026-02-15 2026-02-15 5 - 5 1075000.00 1111846.22 Other Instrument MUNICIPAL DEBT LEXINGTON-FAYETTE URBAN CNTY A TAXABLE GOVT GO REV REF 2019 2028-07-01 2028-07-01 2.669 - 2.669 1060000.00 955797.67 Other Instrument MUNICIPAL DEBT CALIFORNIA HEALTH FACS FING AU BDS 2021 5493007RI8BUDOGHZ546 2051-08-15 2051-08-15 3 - 3 7590000.00 5439095.20 Other Instrument MUNICIPAL DEBT PENNSYLVANIA HSG FIN AGY SINGL REV BDS 2016 2031-10-01 2031-10-01 2.8 - 2.8 1285000.00 1206580.73 Other Instrument MUNICIPAL DEBT KING CNTY WASH HSG AUTH HSG RE POOLED REF BDS 2019 2039-11-01 2039-11-01 3 - 3 270000.00 225215.10 Other Instrument MUNICIPAL DEBT NORTH CAROLINA TPK AUTH TRIANG SYS BDS 2019 2041-01-01 2041-01-01 0 - 0 5350000.00 2392894.50 Other Instrument MUNICIPAL DEBT PLATTE CNTY MO REORG SCH DIST GO BLDG BDS 2021 2040-03-01 2040-03-01 5.25 - 5.25 2025000.00 2326183.31 Other Instrument MUNICIPAL DEBT LAUREL MISS GO REF BDS 2020 2026-12-01 2026-12-01 3 - 3 750000.00 740422.50 Other Instrument MUNICIPAL DEBT Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0485 70000000.00 70000000.00 0.0007 N Y Y N Truist Securities, Inc. Truist Securities, Inc., 5.10% CSVTK36R0PNGXEM7NS14 JRI248000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JAMF HLDG CORP SR GLBL COCO 26 254900IHLXZU4Z5ANA12 2026-09-01 2026-09-01 0.125 - 0.125 328000.00 274737.58 Equities PRA GROUP INC SR GLBL COCO 23 549300Q5HW3JSSB86K27 2023-06-01 2023-06-01 3.5 - 3.5 381000.00 382508.12 Equities ATLAS AIR WORLDWIDE HLDGS INC SR COCO 24 549300R0A2TUVCYZB465 2024-06-01 2024-06-01 1.875 - 1.875 3041000.00 5104413.53 Equities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 2.5 - 2.5 8526627.00 1094490.48 Agency Mortgage-Backed Securities NEW RELIC INC SR GLBL COCO 23 549300AB8FY2HQILL804 2023-05-01 2023-05-01 0.5 - 0.5 314000.00 311213.25 Equities ARES CAPITAL CORP CONV NT 4.625%24 WEQ82666OJYSI5GUAB47 2024-03-01 2024-03-01 4.625 - 4.625 585000.00 621702.66 Equities Q2 HLDGS INC SR GLBL COCO 26 549300M9RKR9DZXWS696 2026-06-01 2026-06-01 0.75 - 0.75 4000.00 3375.25 Equities PEGASYSTEMS INC SR GLBL COCO 25 549300FMCOKPL06FYN26 2025-03-01 2025-03-01 0.75 - 0.75 502000.00 442607.12 Equities OAK STR HEALTH INC SR GLBL COCO 26 2549007CJE6GSEURLA30 2026-03-15 2026-03-15 N/A 1884000.00 1746279.60 Equities LIVE NATION ENTERTAINMENT INC SR CV 144A NT 29 5493007B9BM9ZXJINO78 2029-01-15 2029-01-15 3.125 - 3.125 744000.00 738057.71 Equities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0510 10000000.00 10000000.00 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 4.73% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALIMENTATION COUCHE-TARD INC 2023-03-14 2023-04-11 0 - 4.94 3850000.00 3835007.25 Money Market Consolidated Edison Co of New York Inc 2023-03-01 2023-03-01 N/A 21100000.00 21094408.50 Money Market SHERWIN WILLIAMS CO 2023-04-05 2023-04-05 N/A 9700000.00 9653042.30 Money Market QUESTAR GAS CO 2023-03-30 2023-03-30 N/A 15000000.00 14934855.00 Money Market B A T INTL FIN DISC COML PAPER 2023-05-09 2023-07-13 N/A 16025000.00 15731737.02 Money Market WASTE MGMT INC 2023-04-05 2023-04-05 N/A 6416996.00 6385020.11 Money Market TRANSCANADA PIPELINES LTD 4/2 2023-03-15 2023-03-15 N/A 6000000.00 5987208.00 Money Market OGLETHORPE PWR CORP ELEC MEMBE 2023-04-10 2023-04-10 N/A 30065000.00 29887796.89 Money Market SOUTHERN CALIF EDISON CO 2023-03-01 2023-03-01 N/A 53500000.00 53485715.50 Money Market TELUS CORPORATION 2023-06-21 2023-06-21 N/A 25000000.00 24593400.00 Money Market EIDP INC 2023-05-17 2023-05-17 N/A 16500000.00 16318335.00 Money Market Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0473 196000000.00 196000000.00 0.0019 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 5.37% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LIBERTY MEDIA CORP DEL SR EXCH DEB 4%29 549300SZUIU7Z32Q0664 2029-11-15 2030-02-15 3.75 - 4 19922000.00 6964352.83 Equities LIBERTY MEDIA CORP DEL SR COCO 23 549300ZKUTPIBZLWLL89 2023-10-15 2023-10-15 1.375 - 1.375 8968000.00 10201816.19 Equities MAKEMYTRIP LIMITED MAURITIUS SR GLBL CV ZRO28 529900DNT8HNJ7RYUO60 2028-02-15 2028-02-15 N/A 2544000.00 2443512.00 Equities SHIFT TECHNOLOGIES INC SR GLBL COCO 26 5493000DBZBX1I1QVY71 2026-05-15 2026-05-15 4.75 - 4.75 2189000.00 278857.32 Equities SEA LTD SR GLBL CV NT 26 529900OM6JLLW44YKI15 2026-09-15 2026-09-15 0.25 - 0.25 16953000.00 12945852.35 Equities MAXEON SOLAR TECHNOLOGIES LTD SR GLBL COCO 25 5493007JPB074ITT6Y72 2025-07-15 2025-07-15 6.5 - 6.5 260000.00 301148.61 Equities VROOM INC SR GLBL COCO 26 2026-07-01 2026-07-01 0.75 - 0.75 998000.00 339307.53 Equities ATLAS CORP SR GLBL COCO 25 5493007Z8Q1H45KT7W98 2025-12-15 2025-12-15 3.75 - 3.75 11122000.00 13681218.54 Equities MERCADOLIBRE INC SR GLBL COCO 28 549300DKPDN9M5S8GB14 2028-08-15 2028-08-15 2 - 2 529000.00 1441113.56 Equities 1LIFE HEALTHCARE INC SR GLBL COCO 25 2025-06-15 2025-06-15 3 - 3 1433000.00 1438421.52 Equities PDD HOLDINGS INC SR COCO 24 5493000573DS7005T657 2024-10-01 2024-10-01 N/A 190000.00 388075.00 Equities NEXTERA ENERGY PARTNERS LP SR GLBL 144A 25 5493008F4ZOQFNG3WN54 2024-06-15 2025-11-15 N/A 11189000.00 10363119.00 Equities Y N/A N/A 2023-04-26 2023-04-26 2023-04-26 N N N 0.0527 56000000.00 56000000.00 0.0006 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 5.40% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALIMENTATION COUCHE-TARD INC 2023-04-27 2023-04-27 N/A 13415000.00 13304715.29 Money Market WISCONSIN PWR & LT CO 2023-03-01 2023-03-01 N/A 6200000.00 6198443.80 Money Market BLACK HILLS CORP 2023-03-01 2023-03-01 N/A 11800000.00 11796873.00 Money Market ENBRIDGE U S INC DISC COML PAP 2023-03-31 2023-03-31 N/A 30000000.00 29867070.00 Money Market CONSTELLATION BRANDS INC 2023-04-03 2023-04-03 N/A 16063848.00 15983335.99 Money Market PORTLAND GEN ELEC CO DISC COMLPAPER 3/A3 YRS 3&4 2023-03-01 2023-03-01 N/A 10000000.00 9950000.00 Money Market BANCO SANTANDER CHILE DISC COM 2023-07-24 2023-07-24 N/A 62844.00 61434.66 Money Market Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0531 84000000.00 84000000.00 0.0008 N N N Y U.S. Treasury Bills U.S. Treasury Bills, 4.02% 912796YK9 254900HROIFWPRGM1V77 US912796YK93 U.S. Treasury Debt Y N/A N/A 2023-03-09 2023-03-09 2023-03-09 N N N 0.0402 14585436.50 14585436.50 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.31% 912796Z77 254900HROIFWPRGM1V77 US912796Z772 U.S. Treasury Debt Y N/A N/A 2023-03-21 2023-03-21 2023-03-21 N N N 0.0431 774064205.92 774064205.92 0.0077 N Y Y N Fidelity Colchester Street Trust: Money Market Portfolio 2023-03-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer