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CIBC Bank U.S.A., 5.06% 2IGI19DL77OX0HC3ZE78 JTV036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-12-31 2052-11-15 0.75 - 4.375 116332418.00 111398821.79 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 109000000.00 109000000.00 0.0011 N N Y N Credit AG Credit AG, 5.06% 1VUV7VQFKUOQSJ21A208 JUB107000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-05-31 2029-05-31 2.75 - 2.75 112488200.00 106199322.20 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 104000000.00 104000000.00 0.0010 N N Y N Credit AG Credit AG, 5.06% 1VUV7VQFKUOQSJ21A208 JTK021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-05-31 2029-05-31 2.75 - 2.75 113888700.00 107521524.45 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 105000000.00 105000000.00 0.0010 N N Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 5.05% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2043-02-15 0.625 - 4.75 56036630400.00 50987151366.54 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0505 50980000000.00 50980000000.00 0.5082 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 5.06% 549300H47WTHXPU08X20 JUH443000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-06-15 2032-02-15 0 - 1.875 1526212200.00 1377000049.93 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 1350000000.00 1350000000.00 0.0135 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 5.06% 549300H47WTHXPU08X20 JUG887000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-04-30 2029-05-31 2.375 - 2.875 1125022300.00 1064563863.92 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 1044000000.00 1044000000.00 0.0104 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 5.06% 549300H47WTHXPU08X20 JUH560000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-11-30 2028-11-30 1.5 - 1.5 480610200.00 425227383.98 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 417000000.00 417000000.00 0.0042 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 5.07% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 56450000.00 53038000.99 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 52000000.00 52000000.00 0.0005 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 5.06% RB0PEZSDGCO3JS6CEU02 JUH482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2031-05-15 2031-05-15 1.625 - 1.625 246446000.00 212117679.47 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 208000000.00 208000000.00 0.0021 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 5.06% U7M81AY481YLIOR75625 JUH417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-07-31 2052-11-15 0.375 - 4 400591100.00 374514180.11 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 365000000.00 365000000.00 0.0036 N Y Y N Natixis SA Natixis SA, 5.07% KX1WK48MPD4Y2NCUIZ63 JUH445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-03-31 2047-11-15 2.75 - 3.875 119204900.00 106434369.10 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 104000000.00 104000000.00 0.0010 N Y Y N RBC Dominion Securities RBC Dominion Securities, 5.06% 549300QJJX6CVVUXLE15 JUB150000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-10-31 2042-05-15 1.875 - 4.75 61496800.00 53099712.92 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0494 52000000.00 52000000.00 0.0005 N N Y N RBC Dominion Securities RBC Dominion Securities, 5.06% 549300QJJX6CVVUXLE15 JUB151000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2046-08-15 0.25 - 3.625 57035500.00 53107168.24 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0494 52000000.00 52000000.00 0.0005 N N Y N RBC Dominion Securities RBC Dominion Securities, 5.06% 549300QJJX6CVVUXLE15 JUC739000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-03-15 2051-08-15 0.5 - 4.625 88269200.00 79627591.95 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 78000000.00 78000000.00 0.0008 N N Y N RBS Securities, Inc. 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SMBC Nikko Securities America, Inc., 5.06% 6PJDTY319315T5LR2241 JUH467000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-12 2027-08-31 0 - 3.125 731936000.00 714681626.01 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 700000000.00 700000000.00 0.0070 N Y Y N Societe Generale Societe Generale, 5.06% O2RNE8IBXP4R0TD8PU41 JUG793000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-06-15 2026-04-30 2.375 - 2.875 107190300.00 104069259.03 U.S. Treasuries (including strips) Y N/A N/A 2023-06-06 2023-06-06 2023-06-06 N N N 0.0499 101999051.40 101999051.40 0.0010 N N Y N Societe Generale Societe Generale, 5.06% O2RNE8IBXP4R0TD8PU41 JUH462000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2042-11-15 2043-05-15 2.875 - 4 378906300.00 343788377.49 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 N N N 0.0494 337000000.00 337000000.00 0.0034 N N Y N Societe Generale Societe Generale, 5.07% O2RNE8IBXP4R0TD8PU41 JUC518000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-06-30 2033-05-15 0.125 - 4.625 220930200.00 208285204.29 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 204000000.00 204000000.00 0.0020 N Y Y N Bank of Montreal Bank of Montreal, 5.41% 06373L6U8 NQQ6HPCNCCU6TUTQYE16 US06373L6U84 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-06-01 2023-11-09 2023-11-09 N N N 0.0539 264999417.00 264999417.00 0.0026 N N N N Bank of Montreal Bank of Montreal, 5.41% 06373L5P0 NQQ6HPCNCCU6TUTQYE16 US06373L5P09 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-06-01 2023-07-14 2023-07-14 N N N 0.0530 274000602.80 274000602.80 0.0027 N N N N Bank of Montreal Bank of Montreal, 5.45% 06369MVM2 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-08-21 2023-08-21 2023-08-21 N N N 0.0545 522551119.70 522551119.70 0.0052 N N N N Bank of Montreal Bank of Montreal, 5.48% 06369MVU4 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-08-28 2023-08-28 2023-08-28 N N N 0.0548 271344397.50 271344397.50 0.0027 N N N N Bank of Montreal Bank of Montreal, 5.60% 06373L5D7 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-06-01 2023-06-07 2023-06-07 N N N 0.0503 136011383.20 136011383.20 0.0014 N N Y N Bank of Montreal Bank of Montreal, 5.60% 06369MW58 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-09-05 2023-09-05 2023-09-05 N N N 0.0560 270998007.50 270998007.50 0.0027 N N N N Bank of Montreal Bank of Montreal, 5.62% 06373L5C9 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-06-01 2023-07-07 2023-07-07 N N N 0.0552 216994857.10 216994857.10 0.0022 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.10% 06417KTU3 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-06-28 2023-06-28 2023-06-28 N N N 0.0510 326717552.80 326717552.80 0.0033 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.48% 06417LUZ8 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-06-01 2023-06-15 2023-06-15 N N N 0.0535 162999576.20 162999576.20 0.0016 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.51% 06417LVA2 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-06-01 2023-07-14 2023-07-14 N N N 0.0513 163053056.50 163053056.50 0.0016 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.58% 06417LUW5 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-06-01 2023-07-17 2023-07-17 N N N 0.0547 433000519.60 433000519.60 0.0043 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.59% 06417LUU9 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-06-01 2023-07-07 2023-07-07 N N N 0.0547 94999829.00 94999829.00 0.0009 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 5.13% 06744GS37 G5GSEF7VJP5I7OUK5573 JRI324000 Financial Company Commercial Paper Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0513 165976627.20 165976627.20 0.0017 N Y Y N Bayerische Landesbank Bayerische Landesbank, 5.13% 07274MT62 VDYMYTQGZZ6DU0912C88 JTJ448000 Financial Company Commercial Paper Y N/A N/A 2023-06-06 2023-06-06 2023-06-06 N N N 0.0513 395665459.20 395665459.20 0.0039 N N Y N Bayerische Landesbank Bayerische Landesbank, 5.19% 07274MTF2 VDYMYTQGZZ6DU0912C88 JTK485000 Financial Company Commercial Paper Y N/A N/A 2023-06-15 2023-06-15 2023-06-15 N N N 0.0519 263436249.12 263436249.12 0.0026 N N N N Bayerische Landesbank Bayerische Landesbank, 5.19% 07274MTF2 VDYMYTQGZZ6DU0912C88 JTK484000 Financial Company Commercial Paper Y N/A N/A 2023-06-15 2023-06-15 2023-06-15 N N N 0.0519 264434119.00 264434119.00 0.0026 N N N N BNP Paribas SA BNP Paribas SA, 5.25% 09660KUX3 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2023-07-31 2023-07-31 2023-07-31 N N N 0.0525 257721438.00 257721438.00 0.0026 N N N N BofA Securities, Inc. 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BofA Securities, Inc., 5.44% 06054CCN3 549300HN4UKV1E2R3U73 US06054CCN39 Financial Company Commercial Paper Y N/A N/A 2023-06-01 2023-08-07 2023-08-07 N N N 0.0528 137017631.90 137017631.90 0.0014 N N N N BPCE SA BPCE SA, 5.30% 05571CUH2 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2023-07-17 2023-07-17 2023-07-17 N N N 0.0530 780626982.60 780626982.60 0.0078 N N N N BPCE SA BPCE SA, 5.32% 05571CUL3 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2023-07-20 2023-07-20 2023-07-20 N N N 0.0532 790189200.00 790189200.00 0.0079 N N N N BPCE SA BPCE SA, 5.47% 05571CV73 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2023-08-07 2023-08-07 2023-08-07 N N N 0.0547 779000853.30 779000853.30 0.0078 N N N N BPCE SA BPCE SA, 5.54% 05571CVG3 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2023-08-16 2023-08-16 2023-08-16 N N N 0.0554 522840271.10 522840271.10 0.0052 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 5.41% 13608CPG1 2IGI19DL77OX0HC3ZE78 US13608CPG14 0001045520 Financial Company Commercial Paper Y N/A N/A 2023-06-01 2023-11-09 2023-11-09 N N N 0.0539 22999949.40 22999949.40 0.0002 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 5.20% 31428GUK7 549300B2Q47IR0CR5B54 JPW879000 Financial Company Commercial Paper Y N/A N/A 2023-07-19 2023-07-19 2023-07-19 N N N 0.0520 165833020.70 165833020.70 0.0017 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X1T11 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0000 2118000000.00 2118000000.00 0.0211 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 5.67% 53943SW52 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2023-09-05 2023-09-05 2023-09-05 N N N 0.0567 246320735.00 246320735.00 0.0025 N N N N Lloyds Bank PLC Lloyds Bank PLC, 5.67% 53943SW52 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2023-09-05 2023-09-05 2023-09-05 N N N 0.0567 144836586.30 144836586.30 0.0014 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 5.36% 60683CVA6 JBONEPAGQXF4QP29B387 JTQ538000 Financial Company Commercial Paper Y N/A N/A 2023-08-10 2023-08-10 2023-08-10 N N N 0.0536 97970835.60 97970835.60 0.0010 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 5.36% 60683CVB4 JBONEPAGQXF4QP29B387 JTQ536000 Financial Company Commercial Paper Y N/A N/A 2023-08-11 2023-08-11 2023-08-11 N N N 0.0536 163259580.00 163259580.00 0.0016 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 5.15% 60689QT95 RB0PEZSDGCO3JS6CEU02 JRO125000 Financial Company Commercial Paper Y N/A N/A 2023-06-09 2023-06-09 2023-06-09 N N N 0.0515 275649286.80 275649286.80 0.0027 N N N N Podium Funding Trust Podium Funding Trust, 5.41% 73044GVE6 JTU737000 Financial Company Commercial Paper Y N/A N/A 2023-08-14 2023-08-14 2023-08-14 N N Y BANK OF MONTREAL QUE OBLIGOR 1.0000 N/A N/A BANK OF MONTREAL QUE LIQUIDITY 1.0000 N/A N/A 0.0541 54389846.50 54389846.50 0.0005 N N N N Podium Funding Trust Podium Funding Trust, 5.57% 73044GVQ9 JUD370000 Financial Company Commercial Paper Y N/A N/A 2023-08-24 2023-08-24 2023-08-24 N N Y BANK OF MONTREAL QUE LIQUIDITY 1.0000 N/A N/A BANK OF MONTREAL QUE OBLIGOR 1.0000 N/A N/A 0.0557 104631953.40 104631953.40 0.0010 N N N N Royal Bank of Canada Royal Bank of Canada, 5.41% 78014XKY2 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2023-06-01 2023-11-09 2023-11-09 N N N 0.0540 264995733.50 264995733.50 0.0026 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 5.13% 86564XTE4 5493006GGLR4BTEL8O61 JSQ647000 Financial Company Commercial Paper Y N/A N/A 2023-06-14 2023-06-14 2023-06-14 N N N 0.0513 253499797.80 253499797.80 0.0025 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 5.13% 86564XTF1 5493006GGLR4BTEL8O61 JSQ649000 Financial Company Commercial Paper Y N/A N/A 2023-06-15 2023-06-15 2023-06-15 N N N 0.0513 277413086.40 277413086.40 0.0028 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 5.15% 86564XTL8 5493006GGLR4BTEL8O61 JSS321000 Financial Company Commercial Paper Y N/A N/A 2023-06-20 2023-06-20 2023-06-20 N N N 0.0515 211401693.60 211401693.60 0.0021 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 5.15% 86564XTM6 5493006GGLR4BTEL8O61 JSS322000 Financial Company Commercial Paper Y N/A N/A 2023-06-21 2023-06-21 2023-06-21 N N N 0.0515 217353608.20 217353608.20 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 5.24% 86564XUD4 5493006GGLR4BTEL8O61 JTT691000 Financial Company Commercial Paper Y N/A N/A 2023-07-13 2023-07-13 2023-07-13 N N N 0.0524 116276799.60 116276799.60 0.0012 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 5.24% 86564XUD4 5493006GGLR4BTEL8O61 JTT706000 Financial Company Commercial Paper Y N/A N/A 2023-07-13 2023-07-13 2023-07-13 N N N 0.0524 106338606.25 106338606.25 0.0011 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 5.24% 86564XUE2 5493006GGLR4BTEL8O61 JTT692000 Financial Company Commercial Paper Y N/A N/A 2023-07-14 2023-07-14 2023-07-14 N N N 0.0524 274252616.40 274252616.40 0.0027 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 5.31% 86960LFN5 NHBDILHZTYCNBV5UYZ31 US86960LFN55 0001448613 Financial Company Commercial Paper Y N/A N/A 2023-06-01 2023-09-05 2023-09-05 N N N 0.0524 274999615.00 274999615.00 0.0027 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 5.52% 86960KW16 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0552 543416036.00 543416036.00 0.0054 N N N N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 5.46% 86960LFJ4 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2023-06-01 2023-07-24 2023-07-24 N N N 0.0536 275000027.50 275000027.50 0.0027 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 5.11% 89119BUQ7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-07-24 2023-07-24 2023-07-24 N N N 0.0511 272919762.50 272919762.50 0.0027 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 5.12% 89119BUU8 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-07-28 2023-07-28 2023-07-28 N N N 0.0512 272764332.50 272764332.50 0.0027 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 5.59% 89119BW51 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-09-05 2023-09-05 2023-09-05 N N N 0.0559 271993114.80 271993114.80 0.0027 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 5.67% 89119BXG6 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-10-16 2023-10-16 2023-10-16 N N N 0.0567 248678903.20 248678903.20 0.0025 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 5.68% 89119BXH4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-10-17 2023-10-17 2023-10-17 N N N 0.0568 272131781.40 272131781.40 0.0027 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 5.46% 89233HVW1 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2023-08-30 2023-08-30 2023-08-30 N N N 0.0546 108525747.00 108525747.00 0.0011 N N N N Gotham Funding Corp. Gotham Funding Corp., 5.27% 38346MUA0 549300Z2ZR7VTUMRPR17 JSQ602000 Asset Backed Commercial Paper Y N/A N/A 2023-07-10 2023-07-10 2023-07-10 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0527 158080089.60 158080089.60 0.0016 N N N N Gotham Funding Corp. Gotham Funding Corp., 5.27% 38346MUB8 549300Z2ZR7VTUMRPR17 JSQ609000 Asset Backed Commercial Paper Y N/A N/A 2023-07-11 2023-07-11 2023-07-11 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0527 40756677.30 40756677.30 0.0004 N N N N Gotham Funding Corp. Gotham Funding Corp., 5.30% 38346MUB8 549300Z2ZR7VTUMRPR17 JSQ630000 Asset Backed Commercial Paper Y N/A N/A 2023-07-11 2023-07-11 2023-07-11 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0530 99403200.00 99403200.00 0.0010 N N N N Gotham Funding Corp. Gotham Funding Corp., 5.31% 38346MUH5 549300Z2ZR7VTUMRPR17 JSV659000 Asset Backed Commercial Paper Y N/A N/A 2023-07-17 2023-07-17 2023-07-17 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0531 118185445.00 118185445.00 0.0012 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 5.06% JUH452000 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 2024-01-31 2027-05-15 1.25 - 2.375 96816000.00 91745517.22 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-06-20 2053-05-20 4.5 - 5.5 130060957.00 126565206.08 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 214000000.00 214000000.00 0.0021 N Y Y N Bank of America, N.A. In a joint trading account with Bank of America, N.A. at 5.06%, dated 5/31/2023 due 06/01/2023 B4TYDEB6GKMZO031MB27 JUH718000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-03-01 2049-05-01 3 - 4.5 2400800882.00 425501798.24 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 417100000.00 417100000.00 0.0042 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 5.06% 3Y4U8VZURTYWI1W2K376 JTK018000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2042-12-20 2053-05-20 3 - 6 140263718.00 119809669.63 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-06 2023-06-06 2023-06-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0494 117000000.00 117000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 5.06% 3Y4U8VZURTYWI1W2K376 JTP111000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2042-12-20 2051-07-20 3 - 4.5 146101413.00 118685871.92 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 116000000.00 116000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 5.07% R0MUWSFPU8MPRO8K5P83 JTK032000 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 2034-05-03 2034-05-03 4.43 - 4.43 388000.00 369155.83 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-06-06 2052-11-15 0 - 5.357 797926987.00 761762773.76 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2025-12-15 2053-05-20 2 - 6.5 267707330.00 242680765.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-03-01 2053-03-01 1.5 - 8 33483263.00 16777231.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-09-01 2052-12-01 2 - 5.5 4976195.00 4114666.78 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-05 2023-06-05 2023-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0495 1001000000.00 1001000000.00 0.0100 N N Y N BNP Paribas, SA BNP Paribas, SA, 5.07% R0MUWSFPU8MPRO8K5P83 JTO169000 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 2038-05-01 2053-04-01 3 - 6 8180054.00 7330556.61 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-09-30 2052-02-15 0 - 5.572 466371366.00 412541328.69 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-11-15 2053-03-20 2 - 7 874385990.00 78972511.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-07-13 2049-11-01 2.22 - 5 285002.00 194300.47 Agency Debentures and Agency Strips Y N/A N/A 2023-06-07 2023-06-07 2023-06-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 487000000.00 487000000.00 0.0049 N N Y N BNP Paribas, SA BNP Paribas, SA, 5.07% R0MUWSFPU8MPRO8K5P83 JTP849000 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 2040-03-01 2040-07-13 2.22 - 2.77 156000.00 106264.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-07-20 2052-06-20 2.5 - 4.5 58061.00 33531.58 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2034-05-03 2034-05-03 4.43 - 4.43 1000.00 951.43 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-10-26 2046-05-15 0 - 3.5 35509553.00 32679127.52 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-10-01 2053-04-01 2 - 5.5 28397470.00 26561687.41 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-07 2023-06-07 2023-06-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 58000000.00 58000000.00 0.0006 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 5.06%, dated 5/31/2023 due 06/01/2023 VJW2DOOHGDT6PR0ZRO63 JUH718000_08066 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 2024-01-20 2052-11-20 1.5 - 9 15107805.00 9387477.44 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2025-06-13 2025-06-13 2.625 - 2.625 14717.00 14341.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-07-01 2053-06-01 1.5 - 8 89381609.00 83361053.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-06-25 2053-06-01 1.5 - 9 66477461.00 57375707.72 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 147174000.00 147174000.00 0.0015 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 5.06% 549300HN4UKV1E2R3U73 JTI627000 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 2026-08-15 2026-08-15 1.5 - 1.5 129187100.00 119860027.63 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 Y BANK OF AMERICA CORPORATION 1.0000 1 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0506 117000000.00 117000000.00 0.0012 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 5.07% 549300HN4UKV1E2R3U73 JTK039000 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 2050-06-20 2052-12-20 3 - 6 577965067.00 251909462.00 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-05 2023-06-05 2023-06-05 Y BANK OF AMERICA CORPORATION 1.0000 5 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0495 246000000.00 246000000.00 0.0025 N N Y N BofA Securities, Inc. In a joint trading account with BofA Securities, Inc. at 5.06%, dated 5/31/2023 due 06/01/2023 8NAV47T0Y26Q87Y0QP81 JUH718000_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 2023-11-16 2029-09-30 0 - 5.541 119092463.00 118318135.85 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-07-01 2049-05-01 1.73 - 5.652 495383539.00 163429029.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-03-20 2051-03-20 2.5 - 2.5 31860724.00 21282270.67 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0506 297046000.00 297046000.00 0.0030 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 5.06% 2IGI19DL77OX0HC3ZE78 JTK025000 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 2028-04-01 2053-05-01 2 - 6 383705418.00 179852824.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-12-01 2053-05-01 2 - 6.5 257771756.00 130423497.88 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 303000000.00 303000000.00 0.0030 N N Y N Citibank NA Citibank NA, 5.06% 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 2024-07-02 2053-04-01 0.75 - 5.5 1171676.00 873206.55 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-06-27 2024-06-27 5.225 - 5.225 1000.00 1010.84 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2053-04-01 0.25 - 5.5 264547.00 240398.01 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2053-02-15 0.125 - 5.25 169724244.00 174329049.03 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-11-15 2052-08-20 3 - 6.5 23733117.00 1624300.88 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 173000000.00 173000000.00 0.0017 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 5.06% 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 2027-02-15 2041-02-20 1.5 - 7.5 3094474922.00 85162191.96 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-11-30 2026-09-30 1 - 4.5 120034500.00 121080563.78 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0506 202000000.00 202000000.00 0.0020 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 5.06%, dated 5/31/2023 due 06/01/2023 MBNUM2BPBDO7JBLYG310 JUH718000_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 2043-09-20 2053-05-20 1.5 - 7 587696102.00 295487586.61 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0506 289653000.00 289653000.00 0.0029 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 5.06% 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 2025-05-01 2053-05-01 3.5 - 6 266070892.00 182786865.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-07-01 2052-11-01 2 - 6 250518762.00 171451624.22 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 347000000.00 347000000.00 0.0035 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 5.06% FOR8UP27PHTHYVLBNG30 0000769993 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 2032-10-20 2057-04-15 2.5 - 6.5 118196354.00 31017254.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-06-01 2053-01-01 1.5 - 7.5 530709585.00 325988156.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2040-05-15 4.375 - 4.375 114420000.00 121782489.22 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-10-01 2053-01-01 1.5 - 6.5 724762115.00 524717677.32 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-02 2023-06-02 2023-06-02 N N N 0.0494 983000000.00 983000000.00 0.0098 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 5.06% 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 2030-04-01 2053-05-01 1.5 - 6 414238723.00 149446417.82 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2029-11-15 2042-05-15 1.625 - 3.25 45506400.00 40397444.68 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-06-20 2029-06-20 4 - 4 619093.00 55049.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-07-01 2055-02-01 2 - 6.5 320054983.00 164140585.90 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-06 2023-06-06 2023-06-06 N N N 0.0501 346995801.30 346995801.30 0.0035 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 5.06% 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 2043-02-15 2043-02-15 3.875 - 3.875 219108800.00 216654264.54 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-10-01 2053-05-01 2 - 5.5 449421419.00 297693850.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-06-01 2053-05-01 1.5 - 6 452261697.00 192611238.92 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 N N N 0.0494 693000000.00 693000000.00 0.0069 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 5.07% 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 2041-02-15 2041-02-15 1.875 - 1.875 52643400.00 38459980.17 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-08-01 2052-08-01 4.5 - 4.5 81099904.00 75387004.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-12-20 2063-04-15 2.43 - 4 280804967.00 122005298.76 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 231000000.00 231000000.00 0.0023 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 5.06%, dated 5/31/2023 due 06/01/2023 CYYGQCGNHMHPSMRL3R97 JUH718000_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 S6XOOCT0IEG5ABCC6L87 2035-09-01 2053-04-01 2 - 6 21755589.00 20607728.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-03-01 2053-05-01 2 - 6 21842729.00 10018591.43 Agency Mortgage-Backed Securities Government National Mortgage Association 2037-12-20 2063-03-15 2.5 - 6.5 32444298.00 22560909.41 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 52137000.00 52137000.00 0.0005 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 5.06%, dated 5/31/2023 due 06/01/2023 KBVRJ5K57JZ3E2AVWX40 JUH718000_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 2023-09-30 2050-08-15 0.125 - 4.5 23335859.00 21252743.91 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 20822000.00 20822000.00 0.0002 N Y Y N JP Morgan Securities LLC In a joint trading account with JP Morgan Securities LLC at 5.06%, dated 5/31/2023 due 06/01/2023 ZBUT11V806EZRVTWT807 JUH718000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-01 2059-04-01 2 - 6.5 156540691.00 118194830.73 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 115861000.00 115861000.00 0.0012 N Y Y N Mitsubishi UFJ Securities Holdings Ltd In a joint trading account with Mitsubishi UFJ Securities Holdings Ltd at 5.06%, dated 5/31/2023 due 06/01/2023 ZOMOLU8CGIZRYZ7PFU34 JUH718000_76664 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 2041-07-20 2073-04-20 0.5 - 7 99620016.00 25557648.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2058-01-01 2 - 6.5 206695136.00 67201393.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2023-08-24 2053-05-01 0.25 - 6.5 165053790.00 72431272.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-06-15 2050-02-15 0 - 2.625 321920.00 282041.12 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 162205000.00 162205000.00 0.0016 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 5.06%, dated 5/31/2023 due 06/01/2023 7TK5RJIZDFROZCA6XF66 JUH718000_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 2037-05-01 2053-06-01 2 - 6.5 53018887.00 41367833.67 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 40551000.00 40551000.00 0.0004 N Y Y N Nomura Securities International In a joint trading account with Nomura Securities International at 5.06%, dated 5/31/2023 due 06/01/2023 OXTKY6Q8X53C9ILVV871 JUH718000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-07-25 2031-06-13 0 - 1.625 1350591.00 1312451.03 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-06-15 2069-01-20 1.5 - 10 682044245.00 107475544.37 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-06-15 2053-02-15 0 - 5.572 91367492.00 87693476.39 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2042-12-15 2.875 - 3.5 66388.00 58314.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-06-15 2053-06-01 1.5 - 9.5 1273078102.00 232938233.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 2062-06-01 1.5 - 7.706 1747541279.00 516114841.12 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 926888000.00 926888000.00 0.0092 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 5.06%, dated 5/31/2023 due 06/01/2023 549300QJJX6CVVUXLE15 JUH718000_07749 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 2041-09-20 2053-04-20 2 - 6 601587416.00 325601461.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2052-02-01 2 - 5.5 256429524.00 50701340.26 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-06-30 2051-08-15 0 - 6.625 43606807.00 37432585.86 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 405514000.00 405514000.00 0.0040 N Y Y N RBC Financial Group RBC Financial Group, 5.06% ES7IP3U3RHIGC71XBU11 JTK006000 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 2029-04-15 2048-05-15 0 - 4.375 23385651.00 22318623.98 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-06-01 2061-03-01 2 - 7 2009149618.00 1057192748.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-06-01 2053-06-01 2.5 - 6.5 931743.00 958925.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-09-20 2053-05-20 2.75 - 7.5 129108.00 51722.12 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0495 1055000000.00 1055000000.00 0.0105 N N Y N Societe Generale In a joint trading account with Societe Generale at 5.06%, dated 5/31/2023 due 06/01/2023 O2RNE8IBXP4R0TD8PU41 JUH718000_00925 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 2023-08-15 2053-05-15 1.125 - 7.625 49096704.00 41055100.02 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 40047000.00 40047000.00 0.0004 N Y Y N Sumitomo Mitsui Banking Corp. In a joint trading account with Sumitomo Mitsui Banking Corp. at 5.06%, dated 5/31/2023 due 06/01/2023 5U0XI89JRFVHWIBS4F54 JUH718000_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 2053-02-20 3 - 5.5 1284981263.00 596659151.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-05-01 2 - 5.5 2170141615.00 784122152.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.5 - 5.5 315730696.00 309455474.34 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 1656862000.00 1656862000.00 0.0165 N Y Y N Sumitomo Mitsui Banking Corp. NY In a joint trading account with Sumitomo Mitsui Banking Corp. NY at 5.06%, dated 5/31/2023 due 06/01/2023 5U0XI89JRFVHWIBS4F54 JUH718000_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 2052-02-01 2052-02-01 2 - 2 770402.00 589440.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-06-20 2051-03-20 2 - 4.5 8445534.00 2339429.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2048-05-15 0.25 - 5.25 92395645.00 84000947.13 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 85087000.00 85087000.00 0.0008 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 5.07% SUVUFHICNZMP2WKHG940 JUH464000 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 2051-12-01 2051-12-01 2 - 2 348006976.00 259116487.10 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 254000000.00 254000000.00 0.0025 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 5.06%, dated 5/31/2023 due 06/01/2023 VYVVCKR63DVZZN70PB21 JUH718000_08395 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 2024-01-20 2053-05-20 1.5 - 7 1694657749.00 708771003.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-08-25 2052-11-25 6 - 7.712 383377.00 401881.83 Agency Debentures and Agency Strips Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 695166000.00 695166000.00 0.0069 N Y Y N Bayerische Landesbank Bayerische Landesbank, 5.25% 0727MCM20 VDYMYTQGZZ6DU0912C88 JTO540000 Certificate of Deposit Y N/A N/A 2023-06-15 2023-06-15 2023-06-15 N N N 0.0504 397014450.80 397014450.80 0.0040 N N N N BNP Paribas Fortis BNP Paribas Fortis, 5.37% 34959TSU1 KGCEPHLVVKVRZYO1T647 JSW408000 Certificate of Deposit Y N/A N/A 2023-07-31 2023-07-31 2023-07-31 N N N 0.0517 259047189.80 259047189.80 0.0026 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 5.41% 13606KWH5 549300H8L46OOZOFHU82 US13606KWH57 0001045520 Certificate of Deposit Y N/A N/A 2023-06-01 2023-11-09 2023-11-09 N N N 0.0542 373958523.40 373958523.40 0.0037 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 5.47% 13606KVK9 549300H8L46OOZOFHU82 0001045520 Certificate of Deposit Y N/A N/A 2023-10-17 2023-10-17 2023-10-17 N N N 0.0551 257930933.40 257930933.40 0.0026 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 5.47% 13606KVL7 549300H8L46OOZOFHU82 0001045520 Certificate of Deposit Y N/A N/A 2023-10-18 2023-10-18 2023-10-18 N N N 0.0551 276918977.50 276918977.50 0.0028 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 0.0503 277985377.20 277985377.20 0.0028 N N N N Credit Agricole CIB Credit Agricole CIB, 5.02% 22536CMV9 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2023-06-15 2023-06-15 2023-06-15 N N N 0.0503 276985291.30 276985291.30 0.0028 N N N N Credit Agricole CIB Credit Agricole CIB, 5.34% 22536CWH9 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2023-08-08 2023-08-08 2023-08-08 N N N 0.0520 267025338.30 267025338.30 0.0027 N N N N Credit Agricole CIB Credit Agricole CIB, 5.36% 22532XUJ5 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2023-06-01 2023-07-05 2023-07-05 N N N 0.0511 540070092.00 540070092.00 0.0054 N N N N Credit Agricole CIB Credit Agricole CIB, 5.36% 22536CXB1 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2023-09-12 2023-09-12 2023-09-12 N N N 0.0552 377767076.40 377767076.40 0.0038 N N N N Credit Agricole CIB Credit Agricole CIB, 5.43% 22536CTZ3 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2023-08-18 2023-08-18 2023-08-18 N N N 0.0534 1056026822.40 1056026822.40 0.0105 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 5.13% 51501JJ71 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 N N N 0.0501 264000000.00 264000000.00 0.0026 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 5.22% 51501JHA6 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2023-06-16 2023-06-16 2023-06-16 N N N 0.0505 264005887.20 264005887.20 0.0026 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 5.39% 60710TDF5 RB0PEZSDGCO3JS6CEU02 JTU773000 Certificate of Deposit Y N/A N/A 2023-08-16 2023-08-16 2023-08-16 N N N 0.0532 532983903.40 532983903.40 0.0053 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 5.40% 60710TDK4 RB0PEZSDGCO3JS6CEU02 JTV452000 Certificate of Deposit Y N/A N/A 2023-08-18 2023-08-18 2023-08-18 N N N 0.0534 532970471.80 532970471.80 0.0053 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 5.55% 60710TDR9 RB0PEZSDGCO3JS6CEU02 JUG862000 Certificate of Deposit Y N/A N/A 2023-08-30 2023-08-30 2023-08-30 N N N 0.0547 506010276.86 506010276.86 0.0050 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 5.34% 55380UJ99 C3GTMMZIHMY46P4OIX74 JTL085000 Certificate of Deposit Y N/A N/A 2023-08-07 2023-08-07 2023-08-07 N N N 0.0530 211980305.20 211980305.20 0.0021 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 5.34% 55380UJA6 C3GTMMZIHMY46P4OIX74 JTL086000 Certificate of Deposit Y N/A N/A 2023-08-10 2023-08-10 2023-08-10 N N N 0.0533 212970158.70 212970158.70 0.0021 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 5.36% 55380UH75 C3GTMMZIHMY46P4OIX74 US55380UH755 Certificate of Deposit Y N/A N/A 2023-06-01 2023-07-06 2023-07-06 N N N 0.0511 270036153.00 270036153.00 0.0027 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 5.36% 55380UHE0 C3GTMMZIHMY46P4OIX74 US55380UHE01 Certificate of Deposit Y N/A N/A 2023-06-01 2023-07-12 2023-07-12 N N N 0.0512 432067262.40 432067262.40 0.0043 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 0.0503 166991215.80 166991215.80 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 0.0503 221987168.40 221987168.40 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 0.0504 277982319.20 277982319.20 0.0028 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 5.17% 86564MZ68 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2023-06-21 2023-06-21 2023-06-21 N N N 0.0502 267004912.80 267004912.80 0.0027 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 5.17% 86564MZ76 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2023-06-23 2023-06-23 2023-06-23 N N N 0.0503 267004191.90 267004191.90 0.0027 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 0.0556 258676768.00 258676768.00 0.0026 N N N N Bank of America NA Bank of America NA, 5.39% 06050FEM0 B4TYDEB6GKMZO031MB27 0001102113 Certificate of Deposit Y N/A N/A 2023-06-01 2023-07-11 2023-07-11 N N N 0.0530 131997069.60 131997069.60 0.0013 N N N N Bank of America NA Bank of America NA, 5.39% 06050FEN8 B4TYDEB6GKMZO031MB27 0001102113 Certificate of Deposit Y N/A N/A 2023-06-01 2023-07-13 2023-07-13 N N N 0.0530 142996811.10 142996811.10 0.0014 N N N N Bank of America NA Bank of America NA, 5.50% 06052T3J7 B4TYDEB6GKMZO031MB27 0001102113 Certificate of Deposit Y N/A N/A 2023-08-25 2023-08-25 2023-08-25 N N N 0.0542 533001012.70 533001012.70 0.0053 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 5.20% RUC0QBLBRPRCU4W1NE59 JUH548000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N STATE STR CORP ALT TIER I EXT77 549300ZFEEJ2IP5VME73 2077-06-01 2077-06-01 5.866 - 5.866 15097000.00 12210413.48 Corporate Debt Securities JPMORGAN CHASE & CO SUB NT 3.875%24 8I5DZWZKVSZI1NUHU748 2024-09-10 2024-09-10 3.875 - 3.875 320000.00 315980.40 Corporate Debt Securities SUMITOMO MITSUI FINL G 5.71 13JAN30 35380028MYWPB6AUO129 2030-01-13 2030-01-13 5.71 - 5.71 24000000.00 25095080.00 Corporate Debt Securities MOLSON COORS BEVERAGE CO SR GLBL NT 3%26 54930073LBBH6ZCBE225 2026-07-15 2026-07-15 3 - 3 7186000.00 6834987.85 Corporate Debt Securities UNITED PARCEL SVC INC 4.875 03MAR33 D01LMJZU09ULLNCY6Z23 2033-03-03 2033-03-03 4.875 - 4.875 20000000.00 20490983.33 Corporate Debt Securities MICROSOFT CORP GLBL NT 2.525%50 INR2EJN1ERAN0W5ZP974 2050-06-01 2050-06-01 2.525 - 2.525 8000.00 5544.20 Corporate Debt Securities NRG ENERGY INC 7.0 15MAR33 144A 5E2UPK5SW04M13XY7I38 2033-03-15 2033-03-15 7 - 7 10150000.00 10356394.61 Corporate Debt Securities ANHEUSER-BUSCH COS LLC / ANHEU 3.65%26 5493008H3828EMEXB082 2026-02-01 2026-02-01 3.65 - 3.65 516000.00 507737.12 Corporate Debt Securities NORTHWEST FLA TIMBER FIN LLC SR SEC 144A NT29 529900XVHOT3BF8PWG49 2029-03-04 2029-03-04 4.75 - 4.75 357000.00 336046.08 Corporate Debt Securities ROGERS COMMUNICATIONS INC SR GLBL 144A 27 54930030NVF3Y2OL0A78 2027-03-15 2027-03-15 3.2 - 3.2 16184000.00 15153169.11 Corporate Debt Securities NORTHERN TR CORP SUB NT 3.95%25 549300GLF98S992BC502 2025-10-30 2025-10-30 3.95 - 3.95 25000000.00 24210791.67 Corporate Debt Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0520 110000000.00 110000000.00 0.0011 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 5.26% RUC0QBLBRPRCU4W1NE59 JUH544000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JPMORGAN CHASE & CO SUB NT 3.875%24 8I5DZWZKVSZI1NUHU748 2024-09-10 2025-01-10 3.875 - 6.061 623000.00 618605.11 Corporate Debt Securities ECOPETROL S A SR GLBL BD 51 254900IDGKCJICKBPA66 2051-11-02 2051-11-02 5.875 - 5.875 2000.00 1274.40 Corporate Debt Securities MOZART DEBT MERG 3.875 01APR29 144A BFU6OK7LIKHO5ZXU3397 2029-04-01 2029-04-01 3.875 - 3.875 55156000.00 47830639.71 Corporate Debt Securities FLNG LIQUEFACTION 2 LLC SR SEC GLBL 38 5493008RXZY6NJ5WF161 2038-03-31 2038-03-31 4.125 - 4.125 356000.00 275182.79 Corporate Debt Securities AVERY DENNISON CORP SR GLBL NT 32 549300PW7VPFCYKLIV37 2032-02-15 2032-02-15 2.25 - 2.25 12582000.00 9933677.73 Corporate Debt Securities BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT 26 BVHHEFJI6SHNOKQT2572 2026-02-01 2026-02-01 3.65 - 3.65 24776000.00 23195951.89 Corporate Debt Securities ANHEUSER-BUSCH COS LLC / ANHEU 3.65%26 5493008H3828EMEXB082 2026-02-01 2026-02-01 3.65 - 3.65 1309000.00 1288038.55 Corporate Debt Securities CARGILL INC SR 144A NT 33 QXZYQNMR4JZ5RIRN4T31 2033-04-24 2033-04-24 4.75 - 4.75 3000.00 2975.92 Corporate Debt Securities SOCIETE GENERALE M 3.0 22JAN30 144A O2RNE8IBXP4R0TD8PU41 2030-01-22 2030-01-22 3 - 3 25000000.00 20998166.67 Corporate Debt Securities MICROSOFT CORP GLBL NT 2.525%50 INR2EJN1ERAN0W5ZP974 2050-06-01 2050-06-01 2.525 - 2.525 9764000.00 6766696.10 Corporate Debt Securities INTEL CORP 3.7 29JUL25 KNX4USFCNGPY45LOCE31 2025-07-29 2025-07-29 3.7 - 3.7 6000000.00 5934413.33 Corporate Debt Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0526 110000000.00 110000000.00 0.0011 N Y Y N BMO Chicago Branch BMO Chicago Branch, 5.26% 3Y4U8VZURTYWI1W2K376 JUH551000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WABASH NATL CORP 4.5 15OCT28 144A 5299004ZAWHQZI5XO485 2028-10-15 2028-10-15 4.5 - 4.5 97000.00 84498.64 Corporate Debt Securities LITHIA MTRS INC SR GLBL 144A 29 SE8N1EZEHPZQBCBVKD53 2029-06-01 2029-06-01 3.875 - 3.875 5000.00 4398.93 Corporate Debt Securities PILGRIMS PRIDE CO 4.25 15APR31 144A 549300ZSLGV64ZL3HD75 2031-04-15 2031-04-15 4.25 - 4.25 145000.00 124830.58 Corporate Debt Securities NATIONAL FINL PARTNERS CORP SR SEC GLBL 30 VO2L9FZNXDJNQNEYH039 2030-10-01 2030-10-01 7.5 - 7.5 462000.00 449253.42 Corporate Debt Securities POST HLDGS INC 5.5 15DEC29 144A JM1I5YUAURL6DC8N1468 2029-12-15 2029-12-15 5.5 - 5.5 1400000.00 1332941.56 Corporate Debt Securities PHH MORTGAGE CORPORATION SR SEC GLBL 26 PAOOWF3GUFM46FBSP561 2026-03-15 2026-03-15 7.875 - 7.875 317000.00 288173.60 Corporate Debt Securities VIACOM INC SR DEB 5.25%44 X0ST5BPF0CZG9FE5OV61 2044-04-01 2044-04-01 5.25 - 5.25 1252000.00 949354.04 Corporate Debt Securities PERFORMANCE FOOD GROUP CO SR GLBL 144A 25 549300OMUOGBYK0FFO76 2025-05-01 2029-08-01 4.25 - 6.875 30000.00 28126.77 Corporate Debt Securities ALCOA NEDERLAND HLDG B V 6.125%28 5493000UL1QLQLT1VQ42 2028-05-15 2028-05-15 6.125 - 6.125 500000.00 496276.04 Corporate Debt Securities CIENA CORP SR GLBL 144A 30 W0CZ7N0GH8UIGXDM1H41 2030-01-31 2030-01-31 4 - 4 850000.00 750969.33 Corporate Debt Securities KEHE DISTRS LLC/ KEHE FIN CORP SR SEC GLBL 26 2026-10-15 2026-10-15 8.625 - 8.625 159000.00 161149.81 Corporate Debt Securities DAVE & BUSTERS INC SR SEC GLBL 25 549300JAVWTAY1FT5Z45 2025-11-01 2025-11-01 7.625 - 7.625 175000.00 177826.98 Corporate Debt Securities CHEPLAPHARM ARZNEIMITTEL GMBH SR SEC GLBL 28 2028-01-15 2028-01-15 5.5 - 5.5 850000.00 781468.75 Corporate Debt Securities BOYNE USA INC SR GLBL 144A 29 2029-05-15 2029-05-15 4.75 - 4.75 734000.00 657591.42 Corporate Debt Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-06-25 2053-05-01 3.556 - 5 2804499.00 169459.20 Agency Mortgage-Backed Securities BLOOMIN BRANDS INC / OSI RESTA SR GLBL 144A 29 E1UJ2GO305B5FXGV7N04 2029-04-15 2029-04-15 5.125 - 5.125 200000.00 179393.72 Corporate Debt Securities STEELCASE INC 5.125 18JAN29 GIE4CCPBJDI8SMV1OX95 2029-01-18 2029-01-18 5.125 - 5.125 1000000.00 883554.03 Corporate Debt Securities US FOODS INC SR GLBL 144A 30 5493000JOOFAOUY1JZ87 2030-06-01 2030-06-01 4.625 - 4.625 52000.00 47903.70 Corporate Debt Securities LEVEL 3 FING INC SR GLBL 144A 29 254900AE5FEFIJOXWL19 2029-07-15 2029-07-15 3.75 - 3.75 2100000.00 1182125.00 Corporate Debt Securities Government National Mortgage Association 2046-03-20 2065-05-16 0 - 4.04 6456279.00 3514470.56 Agency Collateralized Mortgage Obligation ZIGGO BD CO BV 5.125 28FEB30 144A 213800JYI4P7V5QDOG59 2030-02-28 2030-02-28 5.125 - 5.125 607000.00 479341.07 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT 39 IM7X0T3ECJW4C1T7ON55 2039-06-15 2039-06-15 7.95 - 7.95 931000.00 1074521.41 Corporate Debt Securities DARLING INGREDIEN 5.25 15APR27 144A L1N0SPPKS7EXZYUMZ898 2027-04-15 2027-04-15 5.25 - 5.25 17000.00 16708.42 Corporate Debt Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0526 13000000.00 13000000.00 0.0001 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 5.31% 7VHWWWW4UJS7NUM3PT30 JUH546000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2029-10-15 2500-12-31 0 - 8.25 13332585.00 174985806.63 Equities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0531 162000000.00 162000000.00 0.0016 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 5.29% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DEUTSCHE BK AG N Y LW TIER II GLBL 7LTWFZYICNSX8D621K86 2031-07-08 2031-07-08 5.882 - 5.882 600000.00 533294.77 Corporate Debt Securities SITIOS LATINOAMERICA S A B DE GLBL REGS NT 32 2032-04-04 2032-04-04 5.375 - 5.375 200000.00 183360.22 Corporate Debt Securities COMMSCOPE TECHNOLOGIES LLC SR GLBL 144A 27 M4TWC4QDOKW45N7T6Y12 2027-03-15 2027-03-15 5 - 5 6000000.00 4097253.33 Corporate Debt Securities FORD MTR CO DEL 3.25 12FEB32 20S05OYHG0MQM4VUIC57 2032-02-12 2032-02-12 3.25 - 3.25 1708000.00 1316578.11 Corporate Debt Securities VICI PPTYS INC SR GLBL REGS 25 2025-02-15 2025-02-15 3.5 - 3.5 12657000.00 12169775.82 Corporate Debt Securities CENTENE CORP DEL SR GLBL NT 3%30 549300Z7JJ4TQSQGT333 2027-12-15 2030-10-15 3 - 4.25 5885000.00 4954145.98 Corporate Debt Securities PILGRIMS PRIDE C 5.875 30SEP27 144A 549300ZSLGV64ZL3HD75 2027-09-30 2027-09-30 5.875 - 5.875 4350000.00 4305941.75 Corporate Debt Securities XPO ESCROW SUB LLC GLBL 144A NT 27 2027-11-15 2027-11-15 7.5 - 7.5 510000.00 524429.60 Corporate Debt Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0529 26000000.00 26000000.00 0.0003 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 5.30% 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 10980796.00 300284236.04 Equities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0530 278000000.00 278000000.00 0.0028 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 5.63% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2023-06-01 2500-12-31 0 - 7.25 475433141.00 895726742.13 Equities Y N/A N/A 2023-08-29 2023-08-29 2023-09-27 Y JPMORGAN SECS (NON GOV REPO) 1.0000 90 N N/A N/A N N 0.0557 837000334.80 837000334.80 0.0083 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 5.29% K5HU16E3LMSVCCJJJ255 JUH552000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CNH INDL N V SHS 2500-12-31 2500-12-31 N/A 925200.00 12184884.00 Equities ATLAS ENERGY SOLUTIONS INC COM CLASS A 2500-12-31 2500-12-31 N/A 66291.00 1034802.51 Equities DIMENSIONAL ETF TRUST NATL MUN BD ETF 549300O3PQG5V42IUV84 2500-12-31 2500-12-31 N/A 98596.00 4668520.60 Equities ISHARES TR ISHS 1-5YR INVS 549300G3FWQPUM47D181 2500-12-31 2500-12-31 N/A 218493.00 10990197.90 Equities SEA LTD SPONSORD ADS 529900OM6JLLW44YKI15 2500-12-31 2500-12-31 N/A 22910.00 1341838.70 Equities ENERGY TRANSFER L P COM UT LTD PTN MTLVN9N7JE8MIBIJ1H73 2500-12-31 2500-12-31 N/A 140700.00 1757343.00 Equities FERGUSON PLC NEW SHS 2500-12-31 2500-12-31 N/A 81300.00 11914515.00 Equities PDD HLDGS INC USD 0.00002 ADR 5493000573DS7005T657 2500-12-31 2500-12-31 N/A 273900.00 18523857.00 Equities COMPUTE HEALTH ACQUISITIN CORP COM CL A 2500-12-31 2500-12-31 N/A 43450.00 457963.00 Equities BAUSCH HEALTH COS INC COM B3BS7ACMDUWISF18KY76 2500-12-31 2500-12-31 N/A 106600.00 873054.00 Equities CREDICORP LTD COM 2500-12-31 2500-12-31 0 - 0 42400.00 5525144.00 Equities COUPANG INC CL A 549300XR4L1D80AK4W76 2500-12-31 2500-12-31 N/A 85240.00 1312696.00 Equities HUBSPOT INC COM 529900BLNVEW0MVKJB37 2500-12-31 2500-12-31 N/A 3499.00 1785819.62 Equities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0529 67000000.00 67000000.00 0.0007 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 5.58% K5HU16E3LMSVCCJJJ255 JUH547000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SENSATA TECH BV SR GLBL 144A 30 PUCKW5P5O3XMOZVH7T53 2030-09-01 2030-09-01 5.875 - 5.875 3175000.00 3118054.17 Corporate Debt Securities ADVISORSHARES TR PURE US CANNABIS 549300YKE0FBCHCMFG06 2500-12-31 2500-12-31 N/A 6.00 33.90 Equities SOUTHERN CO SR GLBL COCO 25 549300FC3G3YU2FBZD92 2025-12-15 2025-12-15 3.875 - 3.875 1324000.00 1345717.28 Equities ENCOMPASS HEALTH CORP SR GLBL NT 25 549300FVRPM9DRQZRG64 2025-09-15 2025-09-15 5.75 - 5.75 500000.00 502184.44 Corporate Debt Securities NEXTERA ENERGY PARTNERS LP SR GLBL 144A 26 5493008F4ZOQFNG3WN54 2026-06-15 2026-06-15 2.5 - 2.5 180000.00 163662.50 Equities SEAGATE HDD CAYMAN SR GLBL NT 29 529900BD50TRWEG1SF63 2029-06-01 2029-06-01 4.091 - 4.091 1392000.00 1231448.61 Corporate Debt Securities SNAP INC SR COCO 27 549300JNC0L6VP8A2Q35 2027-05-01 2027-05-01 N/A 1000.00 723.00 Equities TOLL BROS FIN CORP 4.875%27 529900JB6IS9MSZGVR44 2027-03-15 2027-03-15 4.875 - 4.875 481000.00 474699.70 Corporate Debt Securities FORD MTR CO DEL 3.25 12FEB32 20S05OYHG0MQM4VUIC57 2032-02-12 2032-02-12 3.25 - 3.25 1114000.00 858704.93 Corporate Debt Securities SEA LTD SR GLBL CV NT 26 529900OM6JLLW44YKI15 2025-12-01 2026-09-15 0.25 - 2.375 1138000.00 1055857.02 Equities GRAY TELEVISION INC 7%27 529900TM5726KDN7UU35 2027-05-15 2027-05-15 7 - 7 2009000.00 1667231.15 Corporate Debt Securities REDFIN CORP SR GLBL COCO 27 549300HXWD3JEMZU3O57 2027-04-01 2027-04-01 0.5 - 0.5 72000.00 49380.00 Equities OAK STR HEALTH INC SR GLBL COCO 26 2549007CJE6GSEURLA30 2026-03-15 2026-03-15 N/A 228000.00 225834.00 Equities LIBERTY MEDIA CORP DEL SR COCO 23 549300ZKUTPIBZLWLL89 2023-10-15 2023-10-15 1.375 - 1.375 65000.00 69696.70 Equities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0558 10000000.00 10000000.00 0.0001 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 5.33% 7TK5RJIZDFROZCA6XF66 JUH545000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HNR ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 177150.00 1876018.50 Equities HH&L ACQUISITION CO SHS CL A 2500-12-31 2500-12-31 N/A 231356.00 2415356.64 Equities EMBRACE CHANGE ACQUISITN CORP ORDINARY SHARES 2500-12-31 2500-12-31 N/A 130866.00 1404192.18 Equities BEARD ENERGY TRANSITION ACQ CL A COM 2500-12-31 2500-12-31 N/A 287770.00 3004318.80 Equities EXAGEN INC COM 549300JV2CYDOME5OO17 2500-12-31 2500-12-31 N/A 360546.00 1081638.00 Equities EVERGREEN CORPORATION CLASS A ORD SHS 2500-12-31 2500-12-31 N/A 17287.00 184106.55 Equities ST ENERGY TRANSITION I LTD CL A ORD SHS 2500-12-31 2500-12-31 N/A 213900.00 2237394.00 Equities JACKSON ACQUISITION CO COM CL A 2500-12-31 2500-12-31 N/A 926630.00 9618419.40 Equities INTEGRATED WELLNESS ACQ CORP ORD SHS CL A 2500-12-31 2500-12-31 N/A 444176.00 4717149.12 Equities RCF ACQUISITION CORP CL A COM 2500-12-31 2500-12-31 N/A 513684.00 5439913.56 Equities EVEREST CONSOLIDATOR ACQ CORP CL A COM 2500-12-31 2500-12-31 N/A 210962.00 2242526.06 Equities BATTERY FUTURE ACQUISITION COR CL A ORD SHS 2500-12-31 2500-12-31 N/A 989337.00 10437505.35 Equities LEO HLDGS CORP II COM CL A 2500-12-31 2500-12-31 N/A 21758.00 230634.80 Equities VIVEON HEALTH ACQUISITION CORP COMMON STOCK 2500-12-31 2500-12-31 N/A 481300.00 5294300.00 Equities NABORS ENERGY TRANSITION CORP CL A COM 2500-12-31 2500-12-31 N/A 92064.00 975869.19 Equities CF ACQUISITION CORP IV COM CL A 2500-12-31 2500-12-31 N/A 94827.00 991890.42 Equities MAGNUM OPUS ACQUISITION LTD SHS CL A 2500-12-31 2500-12-31 N/A 445000.00 4605750.00 Equities GLOBALINK INVT INC COM 2500-12-31 2500-12-31 N/A 296002.00 3119861.08 Equities RIGEL RESOURCE ACQ CORP CL A ORD SHS 2500-12-31 2500-12-31 N/A 737200.00 7836436.00 Equities ALTIMAR ACQUISITION CORP III SHS CL A 2500-12-31 2500-12-31 N/A 169956.00 1735250.76 Equities A SPAC II ACQUISITION CORP ORD SHS CL A 2500-12-31 2500-12-31 N/A 274701.00 2898095.55 Equities CONSTELLATION ACQUISITN CORP I SHS CL A 2500-12-31 2500-12-31 N/A 279966.00 2953641.30 Equities TWO HBRS INVT CORP COM 549300ZUIBT6KH4HU823 2500-12-31 2500-12-31 N/A 45500.00 571025.00 Equities ELLIOTT OPPORTUNITY II CORP SHS CL A 2500-12-31 2500-12-31 N/A 1765702.00 18239701.66 Equities CVR PARTNERS LP COM 529900LE0OS06MYQRP11 2500-12-31 2500-12-31 N/A 400.00 32552.00 Equities TWIN RIDGE CAPITAL ACQUIS CORP SHS CL A 2500-12-31 2500-12-31 N/A 350000.00 3675000.00 Equities RALLYBIO CORP COM 2500-12-31 2500-12-31 N/A 176977.00 1175127.28 Equities BROAD CAPITAL ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 258704.00 2762958.72 Equities PRIME IMPACT ACQUISITION I SHS CL A 2500-12-31 2500-12-31 N/A 284800.00 3018880.00 Equities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0533 97000000.00 97000000.00 0.0010 N Y Y N Mizuho Securities U.S.A., Inc. 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4.95 988000.00 986206.78 Corporate Debt Securities BP CAP MKTS AMER INC SR GLBL NT 28 5493009NTB34VXE1T760 2028-09-21 2028-09-21 3.937 - 3.937 727000.00 707847.39 Corporate Debt Securities METROPOLITAN LIFE GLOBAL FDG I FR 3.45%121826 635400MMSOCXNNNZDZ82 2026-12-18 2026-12-18 3.45 - 3.45 2331000.00 2229183.86 Corporate Debt Securities EQUINOR ASA SR GLBL NT 25 OW6OFBNCKXC4US5C7523 2025-04-06 2025-04-06 2.875 - 2.875 65000.00 62941.60 Corporate Debt Securities BPCE S A FR 4.5%031525 9695005MSX1OYEMGDF46 2025-03-15 2028-01-18 4.5 - 5.125 4336000.00 4289695.01 Corporate Debt Securities BP CAP MKTS P L C SR GLBL NT 28 549300CRVT18MXX0AG93 2028-11-28 2028-11-28 3.723 - 3.723 2000000.00 1908460.50 Corporate Debt Securities SHELL INTERNATIONAL FIN BV SR NT 3.25%25 213800ITMMKU4Z7I4F78 2025-05-11 2025-05-11 3.25 - 3.25 37000.00 36050.79 Corporate Debt Securities HSBC HLDGS PLC SR GLBL COCO 25 MLU0ZO3ML4LN2LL2TL39 2025-05-24 2025-05-24 0.976 - 0.976 3950000.00 3752194.53 Corporate Debt Securities BARCLAYS PLC SR GLBL COCO 29 213800LBQA1Y9L22JB70 2029-05-16 2029-05-16 4.972 - 4.972 3000000.00 2865215.00 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.55%051730 Z2VZBHUMB7PWWJ63I008 2030-05-17 2030-05-17 4.55 - 4.55 8150000.00 8031279.40 Corporate Debt Securities SWEDBANK AB MEDI 5.337 20SEP27 144A M312WZV08Y7LYUC71685 2027-09-20 2027-09-20 5.337 - 5.337 4073000.00 4042360.86 Corporate Debt Securities VODAFONE GROUP PLC NE 5.625 10FEB53 213800TB53ELEUKM7Q61 2025-05-30 2053-02-10 4.125 - 6.15 6239000.00 6235343.51 Corporate Debt Securities MORGAN STANLEY FR 5%112425 IGJSJL3JD5P30I6NJZ34 2025-11-24 2029-04-20 5 - 5.164 860000.00 861166.13 Corporate Debt Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0532 54000000.00 54000000.00 0.0005 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 5.22% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LIBERTY UTILS CO DISC CP 2023-06-06 2023-06-06 N/A 600000.00 599392.20 Money Market EVERGY KANS CENT INC CP 4/A2 2023-06-13 2023-06-13 N/A 26289480.00 26235612.86 Money Market PARKER-HANNIFIN CORP 2023-08-09 2023-08-09 N/A 4950000.00 4894258.05 Money Market MOHAWK INDS INC 2023-07-07 2023-07-28 N/A 32500000.00 32224635.00 Money Market MARRIOTT INTL INC DISC COML PA 2023-07-28 2023-07-28 N/A 2608000.00 2584465.41 Money Market PORTLAND GEN ELEC CO DISC COMLPAPER 3/A3 YRS 3&4 2023-06-07 2023-06-07 N/A 15000000.00 14925000.00 Money Market NEW JERSEY NATURAL GAS CO 2023-06-01 2023-06-01 N/A 4700000.00 4698688.70 Money Market NEXTERA ENERGY CAP HLDGS INC 2023-08-01 2023-08-01 N/A 30000000.00 29702070.00 Money Market HSBC USA INC NEW 2023-12-22 2023-12-22 N/A 15197000.00 14707413.45 Money Market OGLETHORPE PWR CORP ELEC MEMBE 2023-07-05 2023-07-05 N/A 24469000.00 24331141.65 Money Market CRH AMER FIN INC DISC COML PAP 2023-07-24 2023-07-24 N/A 10000000.00 9916090.00 Money Market WRKCO INC DISC COML PAPER 4/A2 2023-06-26 2023-06-26 N/A 30000000.00 29879460.00 Money Market Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0522 189000000.00 189000000.00 0.0019 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 5.82% 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 549300PSXEKU4PHLCR04 2029-11-15 2030-02-15 3.75 - 4 19923000.00 4761762.71 Equities CANADIAN SOLAR INC SR GLBL 144A 25 5493001XSC6TKMBVOM15 2025-10-01 2025-10-01 2.5 - 2.5 139000.00 183850.67 Equities MAKEMYTRIP LIMITED MAURITIUS SR GLBL CV ZRO28 529900DNT8HNJ7RYUO60 2028-02-15 2028-02-15 N/A 2637000.00 2575030.50 Equities AVIATION CAP GROUP LLC 2023-06-16 2023-06-16 N/A 8921381.00 8898854.51 Money Market GARRETT MOTION INC PFD CONV SER A 549300LS5WT7EMBNV724 2500-12-31 2500-12-31 11 - 11 2289.00 20028.75 Equities CLARIVATE PLC 5.25% PFD CONV A 2500-12-31 2500-12-31 5.25 - 5.25 462720.00 15908313.60 Equities SEA LTD SR GLBL COCO 25 529900OM6JLLW44YKI15 2025-12-01 2025-12-01 2.375 - 2.375 8290000.00 8582711.84 Equities VROOM INC SR GLBL COCO 26 2026-07-01 2026-07-01 0.75 - 0.75 770000.00 264206.25 Equities APHRIA INC SR GLBL COCO 24 52990092S6BM5E48CI11 2024-06-01 2024-06-01 5.25 - 5.25 17608000.00 17210411.36 Equities Y N/A N/A 2023-07-24 2023-07-24 2023-07-24 N N N 0.0570 54000000.00 54000000.00 0.0005 N N N Y Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 5.12% DIZES5CFO5K3I5R58746 JUC491000 Non-Negotiable Time Deposit Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0502 448999685.70 448999685.70 0.0045 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 5.12% DIZES5CFO5K3I5R58746 JUD126000 Non-Negotiable Time Deposit Y N/A N/A 2023-06-02 2023-06-02 2023-06-02 N N N 0.0502 448999416.30 448999416.30 0.0045 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 5.12% DIZES5CFO5K3I5R58746 JUH472000 Non-Negotiable Time Deposit Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 N N N 0.0500 449000000.00 449000000.00 0.0045 N N Y N Royal Bank of Canada Royal Bank of Canada, 5.07% ES7IP3U3RHIGC71XBU11 JUH801000 Non-Negotiable Time Deposit Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 191758000.00 191758000.00 0.0019 N Y Y N The Toronto-Dominion Bank The Toronto-Dominion Bank, 5.10% PT3QB789TSUIDF371261 0000947263 Non-Negotiable Time Deposit Y N/A N/A 2023-06-06 2023-06-06 2023-06-06 N N N 0.0500 528998148.50 528998148.50 0.0053 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 5.16% 313384LX5 2549001DPIFGXC1TOL40 US313384LX50 U.S. Government Agency Debt Y N/A N/A 2023-09-19 2023-09-19 2023-09-19 N N N 0.0516 122593530.26 122593530.26 0.0012 N N N N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 5.06% 549300H47WTHXPU08X20 JUH561000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2023-06-02 2023-06-02 2023-06-02 N N N 0.0494 1043000000.00 1043000000.00 0.0104 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date RBC Financial Group RBC Financial Group, 5.06% ES7IP3U3RHIGC71XBU11 JUH605000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0495 173000000.00 173000000.00 0.0017 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date Fidelity Colchester Street Trust: Money Market Portfolio 2023-06-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer