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Money Market Portfolio - Select Class C000013088 1000000.00 40538085.70 40535634.1700 1.0001 2024-09-03 1.0001 2024-09-04 1.0001 2024-09-05 1.0000 2024-09-06 1.0001 2024-09-09 1.0001 2024-09-10 1.0001 2024-09-11 1.0001 2024-09-12 1.0001 2024-09-13 1.0001 2024-09-16 1.0001 2024-09-17 1.0001 2024-09-18 1.0001 2024-09-19 1.0001 2024-09-20 1.0001 2024-09-23 1.0001 2024-09-24 1.0001 2024-09-25 1.0001 2024-09-26 1.0001 2024-09-27 1.0001 2024-09-30 173424.55 57422.59 2024-09-03 53058.05 1322405.41 2024-09-04 2065862.88 66934.02 2024-09-05 87750.00 57884.63 2024-09-06 10000.00 5108.20 2024-09-09 1658.36 12852.60 2024-09-10 27350.01 33797.53 2024-09-11 0.00 21069.02 2024-09-12 788.93 194989.30 2024-09-13 2046.35 65242.46 2024-09-16 5051.81 20636.17 2024-09-17 104.00 845122.60 2024-09-18 2136.00 21000.00 2024-09-19 4150.00 420.12 2024-09-20 14106.08 18103.50 2024-09-23 122699.75 3800.00 2024-09-24 430.00 5800.00 2024-09-25 147599.76 2000.00 2024-09-26 2650.02 99630.00 2024-09-27 453.46 0.00 2024-09-30 2721320.01 2854218.15 0.0523 2024-09-03 0.0523 2024-09-04 0.0522 2024-09-05 0.0522 2024-09-06 0.0522 2024-09-09 0.0522 2024-09-10 0.0522 2024-09-11 0.0522 2024-09-12 0.0522 2024-09-13 0.0522 2024-09-16 0.0522 2024-09-17 0.0522 2024-09-18 0.0517 2024-09-19 0.0511 2024-09-20 0.0492 2024-09-23 0.0486 2024-09-24 0.0479 2024-09-25 0.0478 2024-09-26 0.0477 2024-09-27 0.0477 2024-09-30 Y 1067.30 Broker-dealer 0.0000 0.1057 Broker-dealer 0.0000 0.1258 Broker-dealer 0.0000 0.1844 Retail investor 0.0510 0.0000 Retail investor 0.0639 0.0000 N Fidelity Investments Money Market - Money Market Portfolio - Institutional Class C000056571 10000000.00 75949042270.27 75934539974.8300 1.0002 2024-09-03 1.0002 2024-09-04 1.0002 2024-09-05 1.0002 2024-09-06 1.0002 2024-09-09 1.0002 2024-09-10 1.0002 2024-09-11 1.0002 2024-09-12 1.0002 2024-09-13 1.0002 2024-09-16 1.0002 2024-09-17 1.0002 2024-09-18 1.0002 2024-09-19 1.0002 2024-09-20 1.0002 2024-09-23 1.0002 2024-09-24 1.0002 2024-09-25 1.0002 2024-09-26 1.0002 2024-09-27 1.0002 2024-09-30 892843954.59 212346303.75 2024-09-03 506138934.86 280721413.36 2024-09-04 367810327.45 255306334.75 2024-09-05 367756144.87 252970158.23 2024-09-06 409380617.17 262158225.20 2024-09-09 267982511.13 352371505.90 2024-09-10 314831046.80 306299343.39 2024-09-11 298104613.09 306434911.63 2024-09-12 391648043.51 376029784.93 2024-09-13 288773456.28 406556911.10 2024-09-16 297145646.77 541734147.62 2024-09-17 280124888.39 288994764.04 2024-09-18 350644008.46 359962056.45 2024-09-19 336628314.50 326032943.59 2024-09-20 361388848.33 317684517.16 2024-09-23 251638231.60 285601837.34 2024-09-24 289997094.88 249192402.12 2024-09-25 217223943.26 280949508.13 2024-09-26 208359444.90 287930363.25 2024-09-27 331191167.73 224486261.30 2024-09-30 7029611238.57 6173763693.24 0.0532 2024-09-03 0.0532 2024-09-04 0.0531 2024-09-05 0.0531 2024-09-06 0.0531 2024-09-09 0.0531 2024-09-10 0.0531 2024-09-11 0.0531 2024-09-12 0.0531 2024-09-13 0.0531 2024-09-16 0.0531 2024-09-17 0.0531 2024-09-18 0.0526 2024-09-19 0.0520 2024-09-20 0.0501 2024-09-23 0.0495 2024-09-24 0.0488 2024-09-25 0.0487 2024-09-26 0.0486 2024-09-27 0.0486 2024-09-30 Y 2542608.23 Broker-dealer 0.0000 0.1917 Broker-dealer 0.0000 0.2762 Broker-dealer 0.0000 0.2236 N ABN AMRO Bank NV ABNGR M RP 4.9% 10/1/24 4.90 N/A N/A KQQ652000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KQQ652000 2047-07-01 2053-02-01 3.000 - 6.000 N/A 275605520.00 168205256.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KQQ652000 2033-03-01 2054-02-01 2.500 - 6.000 N/A 4712118.00 2137110.21 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KQQ652000 2025-12-31 2028-06-30 1.250 - 4.250 N/A 23178100.00 22463878.47 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0490 189000000.00 189000000.00 0.0014 N Y Y N ABN AMRO Bank NV ABNGR T RP 4.88% 10/1/24 4.88 N/A N/A KQQ683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KQQ683000 2025-11-15 2029-05-15 1.000 - 2.375 N/A 212617600.00 203007529.58 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0488 199000000.00 199000000.00 0.0015 N Y Y N Australia & New Zealand Banking Group Ltd ANZ YCP SOFR+18 12/17/24 5.02 05253MVY7 JHE42UYNWWTJB8YTTU19 US05253MVY73 0000859994 1241985 KLA131000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2024-12-17 2024-12-17 N N N 0.0489 276035880.00 276035880.00 0.0020 N N N N BMO Capital Markets Corp BMOCAPNG A RP 4.97% 10/1/24 4.97 N/A RUC0QBLBRPRCU4W1NE59 KQQ754000 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y APPLE INC SR GLBL NT 51 HWUPKR0MPOU8FGXBT394 KQQ754000 2051-02-08 2051-02-08 2.650 N/A 32300000.00 22444229.23 Corporate Debt Securities BANK AMERICA CORP ALT TIER I PERP 9DJT3UXIJIZJI4WXO774 KQQ754000 2099-12-31 2099-12-31 4.300 N/A 17216000.00 17245707.17 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT 56 51M0QTTNCGUN7KFCFZ59 KQQ754000 2056-11-01 2056-11-01 2.937 N/A 23893000.00 15968311.13 Corporate Debt Securities Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0497 53000000.00 53000000.00 0.0004 N Y Y N BMO Capital Markets Corp BMOCAPNG A RP 5.03% 10/1/24 5.03 N/A RUC0QBLBRPRCU4W1NE59 KQQ763000 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ALTERYX INC SR GLBL 144A 28 549300XWZG0JHL7I0827 KQQ763000 2028-03-15 2028-03-15 8.750 N/A 3154000.00 3233152.26 Corporate Debt Securities AVIANCA MIDCO 2 LTD SR SEC GLBL 28 N/A KQQ763000 2028-12-01 2028-12-01 9.000 N/A 7082467.00 7289416.69 Corporate Debt Securities FLY LEASING LTD SR 144A NT 7%24 549300LI58A0MHGHTZ98 KQQ763000 2024-10-15 2024-10-15 7.000 N/A 19394000.00 19944466.37 Corporate Debt Securities STAPLES INC SR SEC 144A NT29 XQM2JINI1UL7642TU573 KQQ763000 2029-09-01 2029-09-01 10.750 N/A 20065000.00 19679545.78 Corporate Debt Securities VISTA OUTDOOR INC SR GLBL 144A 29 549300QI2D33ESTJLN81 KQQ763000 2029-03-15 2029-03-15 4.500 N/A 7129000.00 7102301.90 Corporate Debt Securities Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0503 53000000.00 53000000.00 0.0004 N Y Y N BMO Chicago Branch BMOCHIGR *G RP 5.18% 10/4/24 5.18 N/A 3Y4U8VZURTYWI1W2K376 KPN077000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KPN077000 2031-02-15 2050-08-15 1.375 - 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6.225 N/A 131389676.00 132176851.51 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-10-07 2024-10-07 2024-10-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0499 128000000.00 128000000.00 0.0009 N N Y N BMO Chicago Branch BMOCHIGR *G RP 4.85% 10/22/24 4.85 N/A 3Y4U8VZURTYWI1W2K376 KQE004000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 KQE004000 2052-12-20 2054-07-20 6.345 - 6.500 N/A 262071589.00 196016381.73 Agency Collateralized Mortgage Obligation Y N/A N/A 2024-10-07 2024-10-07 2024-10-22 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0475 190000000.00 190000000.00 0.0014 N N Y N BMO Chicago Branch BMOCHIGR *G RP 4.83% 10/10/24 4.83 N/A 3Y4U8VZURTYWI1W2K376 KQE033000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KQE033000 2039-11-15 2048-08-15 3.000 - 4.375 N/A 67390800.00 57657946.98 U.S. Treasuries (including strips) Y N/A N/A 2024-10-07 2024-10-07 2024-10-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0472 56000000.00 56000000.00 0.0004 N N Y N BNP Paribas Prime Brokerage, Inc. BNPPBNG A RP 5.08% 10/1/24 5.08 N/A 7VHWWWW4UJS7NUM3PT30 KQQ758000 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y 101-500 N/A KQQ758000 2024-10-15 2500-12-31 0.000 - 11.887 N/A 28163676.00 683736527.70 Equities Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0508 633000000.00 633000000.00 0.0047 N Y Y N BNP Paribas, SA BNP (GR) *G RP 5.31% 10/1/24 5.31 N/A R0MUWSFPU8MPRO8K5P83 KNO417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KNO417000 2025-01-31 2054-02-15 0.000 - 4.793 N/A 431917600.00 422993577.89 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0531 411000000.00 411000000.00 0.0030 N Y Y N BNP Paribas, SA BNP (GR) *G RP SOFR+0.03% 12/3/24 4.87 N/A R0MUWSFPU8MPRO8K5P83 KPK928000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KPK928000 2036-11-17 2036-11-17 2.580 N/A 451000.00 379758.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp N/A KPK928000 2049-01-01 2054-10-01 4.500 - 6.000 N/A 6327189.00 2124367.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KPK928000 2034-09-01 2054-10-01 2.890 - 6.000 N/A 2000.00 1927.30 Agency Mortgage-Backed Securities Government National Mortgage Association N/A KPK928000 2053-03-20 2053-11-20 7.000 N/A 108569.00 108700.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KPK928000 2025-04-30 2054-02-15 0.000 - 4.763 N/A 302777817.00 194653225.95 U.S. Treasuries (including strips) Y N/A N/A 2024-10-07 2024-10-07 2024-12-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0479 191000000.00 191000000.00 0.0014 N N Y N BNP Paribas, SA BNP (GR) *G RP 4.85% 10/21/24 4.85 N/A R0MUWSFPU8MPRO8K5P83 KQD417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KQD417000 2025-01-31 2053-08-15 0.500 - 4.875 N/A 1484318600.00 1468165774.53 U.S. Treasuries (including strips) Y N/A N/A 2024-10-07 2024-10-07 2024-10-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0475 1436000000.00 1436000000.00 0.0106 N N Y N BNP Paribas, SA BNP (GR) *G RP 4.86% 10/21/24 4.86 N/A R0MUWSFPU8MPRO8K5P83 KQD431000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KQD431000 2036-11-17 2042-01-24 2.480 - 2.820 N/A 6751000.00 5493069.95 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 KQD431000 2043-06-12 2043-06-12 3.740 N/A 9700000.00 8763348.60 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KQD431000 2047-10-01 2054-10-01 3.500 - 7.000 N/A 358540.00 183257.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KQD431000 2034-09-01 2054-10-01 2.000 - 6.500 N/A 39307780.00 3556750.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KQD431000 2049-12-20 2053-11-20 5.500 - 7.000 N/A 14255213.00 12844650.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KQD431000 2025-04-30 2052-11-15 0.000 - 4.762 N/A 539684021.00 294845974.16 U.S. Treasuries (including strips) Y N/A N/A 2024-10-07 2024-10-07 2024-10-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0476 316000000.00 316000000.00 0.0023 N N Y N BNY Mellon Capital Markets LLC FICASH MB 4.891% 10/01/24 4.89 N/A N/A KQQ982000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KQQ982000 2026-04-13 2027-09-23 3.750 - 5.000 N/A 3067697.00 3111798.89 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 KQQ982000 2024-11-20 2029-09-27 0.000 - 4.680 N/A 8261658.00 8236784.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KQQ982000 2024-10-25 2054-10-01 1.500 - 8.000 N/A 136646830.00 132974938.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KQQ982000 2024-10-25 2054-10-01 1.500 - 8.500 N/A 164251431.00 156717814.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KQQ982000 2025-10-20 2054-08-20 1.500 - 7.000 N/A 11582328.00 6318123.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KQQ982000 2024-10-15 2044-08-15 0.000 - 5.000 N/A 20779925.00 20420454.65 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0489 321309000.00 321309000.00 0.0024 N Y Y N Bank of America, N.A. FICASH MB 4.891% 10/01/24 4.89 N/A N/A KQQ982000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 KQQ982000 2040-09-20 2052-05-20 2.000 - 4.500 N/A 1711522869.00 464101703.05 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0489 454940000.00 454940000.00 0.0034 N Y Y N Bank of Montreal/Chicago IL BANK OF MONTREAL CHICAG BRH IL YCD SOFR+23 12/06/2024 5.07 06367DJS5 NQQ6HPCNCCU6TUTQYE16 US06367DJS53 0001018949 KJH419000 Certificate of Deposit Y N/A N/A 2024-10-01 2024-12-06 2024-12-06 N N N 0.0489 105019614.00 105019614.00 0.0008 N N N N Bank of Montreal/Chicago IL BANK OF MONTREAL CHICAG BRH IL YCD SOFR+21 04/22/2025 5.05 06367DM51 NQQ6HPCNCCU6TUTQYE16 US06367DM519 0001018949 KQJ955000 Certificate of Deposit Y N/A N/A 2024-10-01 2025-04-22 2025-04-22 N N N 0.0504 130000065.00 130000065.00 0.0010 N N N N Bank of Montreal BANK OF MONTREAL QUE VCP SOFR+23 12/02/2024 5.07 06373LCF4 NQQ6HPCNCCU6TUTQYE16 US06373LCF40 0000927971 1231333 KJG522000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2024-12-02 2024-12-02 N N N 0.0488 262048234.20 262048234.20 0.0019 N N N N Bank of Montreal BMOM VCP SOFR+23 12/09/24 5.07 06373LCK3 NQQ6HPCNCCU6TUTQYE16 US06373LCK35 0000927971 1231333 KJN900000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2024-12-09 2024-12-09 N N N 0.0489 131024719.70 131024719.70 0.0010 N N N N Bank of Montreal BMOM VCP SOFR+23 12/11/24 5.07 06373LCL1 NQQ6HPCNCCU6TUTQYE16 US06373LCL18 0000927971 1231333 KJN913000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2024-12-11 2024-12-11 N N N 0.0490 131024863.80 131024863.80 0.0010 N N N N Bank of Montreal BANK OF MONTREAL QUE YCP .0535 11/25/2024 5.35 06369LLR4 NQQ6HPCNCCU6TUTQYE16 0000927971 1231333 KJY046000 Financial Company Commercial Paper Y N/A N/A 2024-11-25 2024-11-25 2024-11-25 N N N 0.0487 154851372.00 154851372.00 0.0011 N N N N Bank of Montreal BANK OF MONTREAL QUE YCP .0535 12/04/2024 5.35 06369LM44 NQQ6HPCNCCU6TUTQYE16 0000927971 1231333 KJY047000 Financial Company Commercial Paper Y N/A N/A 2024-12-04 2024-12-04 2024-12-04 N N N 0.0483 466004436.00 466004436.00 0.0034 N N N N Bank of Montreal BANK OF MONTREAL QUE YCP .0526 10/25/2024 5.26 06369LKR5 NQQ6HPCNCCU6TUTQYE16 0000927971 1231333 KOA711000 Financial Company Commercial Paper Y N/A N/A 2024-10-25 2024-10-25 2024-10-25 N N N 0.0494 1039492808.20 1039492808.20 0.0077 N N N N Bank of Montreal BANK OF MONTREAL QUE VCP SOFR+20 03/04/2025 5.04 06373LD22 NQQ6HPCNCCU6TUTQYE16 US06373LD220 0000927971 1231333 KPD558000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2025-03-04 2025-03-04 N N N 0.0502 127000825.50 127000825.50 0.0009 N N N N Bank of Montreal BANK OF MONTREAL QUE YCP SOFR+20 03/05/2025 5.04 06373LD30 NQQ6HPCNCCU6TUTQYE16 0000927971 1231333 KPD597000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2025-03-05 2025-03-05 N N N 0.0502 134000804.00 134000804.00 0.0010 N N N N Bank of Nova Scotia/The BANK OF NOVA SCOTIA YCP .0527 10/21/2024 5.27 06417JKM3 L3I9ZG2KFGXZ61BMYR72 0000009631 1238967 KGE367000 Financial Company Commercial Paper Y N/A N/A 2024-10-21 2024-10-21 2024-10-21 N N N 0.0491 393889615.50 393889615.50 0.0029 N N N N Bank of Nova Scotia/The BNS VCP SOFR+23 12/03/2024 5.07 06417LZQ3 L3I9ZG2KFGXZ61BMYR72 US06417LZQ30 0000009631 1238967 KJD138000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2024-12-03 2024-12-03 N N N 0.0487 262055544.00 262055544.00 0.0019 N N N N Bank of Nova Scotia/The BANK OF NOVA SCOTIA VCP SOFR+18 12/06/24 5.02 06417LZS9 L3I9ZG2KFGXZ61BMYR72 0000009631 1238967 KKP635000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2024-12-06 2024-12-06 N N N 0.0487 262034138.60 262034138.60 0.0019 N N N N Bank of Nova Scotia FICASH MB 4.891% 10/01/24 4.89 N/A N/A KQQ982000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 KQQ982000 2024-10-15 2042-11-15 0.000 - 6.625 N/A 286273619.00 285955993.61 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0489 280311000.00 280311000.00 0.0021 N Y Y N Barclays Bank PLC BPLCGR T RP 4.89% 10/1/24 4.89 N/A G5GSEF7VJP5I7OUK5573 KQQ643000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KQQ643000 2027-02-28 2047-11-15 1.875 - 4.125 N/A 125369500.00 116508972.24 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0489 114000000.00 114000000.00 0.0008 N Y Y N Barclays Bank PLC BPLCGR M RP 4.91% 10/1/24 4.91 N/A G5GSEF7VJP5I7OUK5573 KQQ645000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A KQQ645000 2045-05-20 2059-09-15 3.000 - 7.000 N/A 978529083.00 258095196.52 Agency Mortgage-Backed Securities Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0491 253000000.00 253000000.00 0.0019 N Y Y N Barclays Bank PLC BPLCGR G RP 4.9% 10/1/24 4.90 N/A G5GSEF7VJP5I7OUK5573 KQQ692000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KQQ692000 2025-08-31 2047-11-15 1.750 - 4.750 N/A 246945100.00 233084928.16 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0490 228000000.00 228000000.00 0.0017 N Y Y N Bayerische Lbk (Ungtd) NY Brh BAYERISCHE LBK (UNGTD) NY BRH YCD 4.94% 10/25/2024 4.94 0727MDAF2 VDYMYTQGZZ6DU0912C88 KQE074000 Certificate of Deposit Y N/A N/A 2024-10-25 2024-10-25 2024-10-25 N N N 0.0481 260004498.00 260004498.00 0.0019 N N N N Bedford Row Funding Corp BEDFORD ROW FUNDING CORP CP .0532 10/02/2024 5.32 07644AK29 5493000JWH1Z48FX0180 KHA223000 Financial Company Commercial Paper Y N/A N/A 2024-10-02 2024-10-02 2024-10-02 N N Y ROYAL BANK OF CANADA Obligor 1.0000 N/A N/A ROYAL BANK OF CANADA Liquidity 1.0000 N/A N/A 0.0490 52985801.30 52985801.30 0.0004 N N Y N Bedford Row Funding Corp BEDFORD ROW FUNDING CORP CP .0535 11/13/2024 5.35 07644ALD4 5493000JWH1Z48FX0180 KJK293000 Financial Company Commercial Paper Y N/A N/A 2024-11-13 2024-11-13 2024-11-13 N N Y ROYAL BANK OF CANADA Liquidity 1.0000 N/A N/A ROYAL BANK OF CANADA Obligor 1.0000 N/A N/A 0.0495 130228803.00 130228803.00 0.0010 N N N N Bedford Row Funding Corp BEDFORD ROW FUNDING CORP CP .0536 11/18/2024 5.36 07644ALJ1 5493000JWH1Z48FX0180 KJP550000 Financial Company Commercial Paper Y N/A N/A 2024-11-18 2024-11-18 2024-11-18 N N Y ROYAL BANK OF CANADA Obligor 1.0000 N/A N/A ROYAL BANK OF CANADA Liquidity 1.0000 N/A N/A 0.0494 76497174.60 76497174.60 0.0006 N N N N Bedford Row Funding Corp BEDFORD ROW FUNDING CORP CP .0536 11/18/2024 5.36 07644ALJ1 5493000JWH1Z48FX0180 KJP579000 Financial Company Commercial Paper Y N/A N/A 2024-11-18 2024-11-18 2024-11-18 N N Y ROYAL BANK OF CANADA Obligor 1.0000 N/A N/A ROYAL BANK OF CANADA Liquidity 1.0000 N/A N/A 0.0494 53647371.36 53647371.36 0.0004 N N N N Bedford Row Funding Corp BEDFORD ROW FUNDING CORP CP .0535 11/21/2024 5.35 07644ALM4 5493000JWH1Z48FX0180 KJR572000 Financial Company Commercial Paper Y N/A N/A 2024-11-21 2024-11-21 2024-11-21 N N Y ROYAL BANK OF CANADA Liquidity 1.0000 N/A N/A ROYAL BANK OF CANADA Obligor 1.0000 N/A N/A 0.0493 168825096.00 168825096.00 0.0012 N N N N Bedford Row Funding Corp BEDFORD ROW FUNDING CORP VCP SOFR+21 01/22/25 5.05 07644DNV6 5493000JWH1Z48FX0180 KLN358000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2025-01-22 2025-01-22 N N Y ROYAL BANK OF CANADA Liquidity 1.0000 N/A N/A ROYAL BANK OF CANADA Obligor 1.0000 N/A N/A 0.0496 157018007.90 157018007.90 0.0012 N N N N Bedford Row Funding Corp BEDFORD ROW FUNDING CORP VCP SOFR+23 02/12/2025 5.07 07644DNY0 5493000JWH1Z48FX0180 US07644DNY03 KMK343000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2025-02-12 2025-02-12 N N Y ROYAL BANK OF CANADA Obligor 1.0000 N/A N/A ROYAL BANK OF CANADA Liquidity 1.0000 N/A N/A 0.0500 131018628.20 131018628.20 0.0010 N N N N Bedford Row Funding Corp BEDFORD ROW FUNDING CORP VCP SOFR+22 04/03/2025 5.06 07645REW2 5493000JWH1Z48FX0180 US07645REW25 KPK903000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2025-04-03 2025-04-03 N N Y ROYAL BANK OF CANADA Liquidity 1.0000 N/A N/A ROYAL BANK OF CANADA Obligor 1.0000 N/A N/A 0.0506 130000845.00 130000845.00 0.0010 N N N N Bmo Capital Markets Corp BMOCAP *G RP 4.83% 10/9/24 4.83 N/A RUC0QBLBRPRCU4W1NE59 0000772028 KQK680000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KQK680000 2024-10-31 2048-11-15 0.000 - 5.000 N/A 60880200.00 58186855.67 U.S. Treasuries (including strips) Y N/A N/A 2024-10-07 2024-10-07 2024-10-09 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0472 57000000.00 57000000.00 0.0004 N N Y N BofA Securities Inc BOFA SECURITIES INC CP .0534 12/09/2024 5.34 06054NM99 549300HN4UKV1E2R3U73 0001675365 KMA927000 Financial Company Commercial Paper Y N/A N/A 2024-12-09 2024-12-09 2024-12-09 N N N 0.0488 258587681.40 258587681.40 0.0019 N N N N BofA Securities Inc BOFA SECURITIES INC CP .0535 10/28/2024 5.35 06054NKU4 549300HN4UKV1E2R3U73 0001675365 KMM288000 Financial Company Commercial Paper Y N/A N/A 2024-10-28 2024-10-28 2024-10-28 N N N 0.0497 261007413.00 261007413.00 0.0019 N N N N BofA Securities, Inc. BASGR *G RP SOFR+0.04% 10/2/24 4.88 N/A 549300HN4UKV1E2R3U73 KLU757000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KLU757000 2036-05-01 2053-12-01 1.500 - 7.500 N/A 28696862.00 25636260.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KLU757000 2042-05-01 2054-05-01 2.000 - 7.000 N/A 119205414.00 88065435.29 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 KLU757000 2038-06-15 2038-06-15 5.500 N/A 903000.00 1040106.70 Agency Debentures and Agency Strips Y N/A N/A 2024-10-02 2024-10-02 2024-10-02 Y BANK OF AMERICA CORPORATION 1.0000 2 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0477 111000000.00 111000000.00 0.0008 N N Y N BofA Securities, Inc. FICASH MB 4.891% 10/01/24 4.89 N/A N/A KQQ982000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KQQ982000 2025-04-01 2054-10-01 1.500 - 7.000 N/A 155710737.00 77049724.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KQQ982000 2025-06-01 2059-08-01 1.500 - 7.500 N/A 248705653.00 113889124.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 KQQ982000 2028-06-15 2054-09-20 2.000 - 8.000 N/A 42946732.00 27771929.95 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 KQQ982000 2024-11-15 2032-11-15 0.000 - 3.500 N/A 7025762.00 6895237.46 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0489 221152000.00 221152000.00 0.0016 N Y Y N BofA Securities, Inc. 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FICASH MB 4.891% 10/01/24 4.89 N/A N/A KQQ982000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 KQQ982000 2025-02-14 2041-06-21 1.750 - 5.220 N/A 2570086.00 2212715.45 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 KQQ982000 2024-10-16 2036-07-15 0.000 - 5.750 N/A 5070746.00 5192132.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KQQ982000 2025-02-12 2054-08-01 0.000 - 6.750 N/A 2787016.00 2807236.93 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 KQQ982000 2025-01-07 2054-08-01 0.375 - 7.250 N/A 1002343.00 1161685.32 Agency Debentures and Agency Strips Resolution Funding Corp N/A KQQ982000 2025-01-15 2030-04-15 0.000 N/A 124643.00 121868.85 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 KQQ982000 2036-09-15 2065-09-15 0.000 N/A 343402.00 112480.28 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 KQQ982000 2024-11-15 2054-08-15 0.000 - 5.375 N/A 333605280.00 312769235.45 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0489 315931000.00 315931000.00 0.0023 N Y Y N Commonwealth Bank of Australia/New York NY COMMONWEALTH BANK ASTL NEW YORK BRH YCD SOFR+20 10/04/2024 5.04 20271EH93 MSFSBD3QN1GSN7Q6C537 US20271EH935 KGN791000 Certificate of Deposit Y N/A N/A 2024-10-01 2024-10-04 2024-10-04 N N N 0.0482 66000732.60 66000732.60 0.0005 N N Y N Commonwealth Bank of Australia COMMONWEALTH BANK AUSTRALIA VCP SOFR+20 01/21/2025 5.04 20272A6A9 MSFSBD3QN1GSN7Q6C537 0000008565 1242021 KML332000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2025-01-21 2025-01-21 N N N 0.0493 106019016.40 106019016.40 0.0008 N N N N Commonwealth Bank of Australia COMMONWEALTH BANK AUSTRALIA VCP SOFR+17 01/02/2025 5.01 20272A5R3 MSFSBD3QN1GSN7Q6C537 0000008565 1242021 KML439000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2025-01-02 2025-01-02 N N N 0.0489 25003477.50 25003477.50 0.0002 N N N N Commonwealth Bank of Australia CBA VCP SOFR+18 1/10/25 5.02 20272A5V4 MSFSBD3QN1GSN7Q6C537 US20272A5V42 0000008565 1242021 KMQ019000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2025-01-10 2025-01-10 N N N 0.0491 75011025.00 75011025.00 0.0006 N N N N Commonwealth Bank of Australia COMMONWEALTH BANK AUSTRALIA VCP SOFR+19 04/09/2025 5.03 20272A6L5 MSFSBD3QN1GSN7Q6C537 0000008565 1242021 KPM260000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2025-04-09 2025-04-09 N N N 0.0503 130000507.00 130000507.00 0.0010 N N N N Commonwealth Bank of Australia COMMONWEALTH BANK AUSTRALIA VCP SOFR+19 04/07/2025 5.03 20272A6K7 MSFSBD3QN1GSN7Q6C537 US20272A6K77 0000008565 1242021 KPM266000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2025-04-07 2025-04-07 N N N 0.0503 130000611.00 130000611.00 0.0010 N N N N Commonwealth Bank of Australia COMMONWEALTH BANK AUSTRALIA VCP SOFR+18 03/21/2025 5.02 20272A6R2 MSFSBD3QN1GSN7Q6C537 US20272A6R21 0000008565 1242021 KQE521000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2025-03-21 2025-03-21 N N N 0.0501 104000083.20 104000083.20 0.0008 N N N N Commonwealth Bank of Australia COMMONWEALTH BANK AUSTRALIA VCP SOFR+18 03/25/2025 5.02 20272A6S0 MSFSBD3QN1GSN7Q6C537 US20272A6S04 0000008565 1242021 KQI674000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2025-03-25 2025-03-25 N N N 0.0502 156000046.80 156000046.80 0.0012 N N N N Cooperatieve Rabobank UA/NY RABOBANK NEDERLAND NY BRH YCP .0484 10/01/2024 4.84 21687AK10 DG3RU1DBUFHT4ZF9WN62 0001098062 KQQ717000 Financial Company Commercial Paper Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0000 650000000.00 650000000.00 0.0048 N Y Y N Credit AG CREDITAG *G RP 4.84% 10/11/24 4.84 N/A 1VUV7VQFKUOQSJ21A208 KQE522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 KQE522000 2025-08-15 2025-08-15 2.000 N/A 23849200.00 23494729.34 U.S. Treasuries (including strips) Y N/A N/A 2024-10-07 2024-10-07 2024-10-11 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0473 23000000.00 23000000.00 0.0002 N N Y N Credit Agricole CIB New York Branch FICASH MB 4.891% 10/01/24 4.89 N/A N/A KQQ982000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 KQQ982000 2046-10-01 2054-08-01 2.000 - 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4.625 N/A 5348338300.00 6050640086.31 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0488 5932000000.00 5932000000.00 0.0439 N Y Y N Fixed Income Clearing Corp - Citi CITG FIG T RP 4.87% 10/1/24 4.87 N/A 6SHGI4ZSSLCXXQSBB395 KQQ638000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y United States Treasury 254900HROIFWPRGM1V77 KQQ638000 2024-10-15 2052-02-15 0.000 - 6.250 N/A 899953000.00 863036740.53 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0487 846000000.00 846000000.00 0.0063 N Y Y N Fixed Income Clearing Corp - Credit Agricole CAG FID G RP 4.88% 10/1/24 4.88 N/A N/A KQN696000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KQN696000 2025-10-31 2051-05-15 1.875 - 5.000 N/A 2583820000.00 2285009084.95 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0488 2217000000.00 2217000000.00 0.0164 N Y Y N Fixed Income Clearing Corp - 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The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fixed Income Clearing Corp - ING ING FID G RP 4.86% 10/1/24 4.86 N/A N/A KQN501000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KQN501000 2028-05-31 2028-05-31 3.625 N/A 344828000.00 350406857.87 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0486 343000000.00 343000000.00 0.0025 N Y Y N Fixed Income Clearing Corp - ING ING FID T RP 4.89% 10/1/24 4.89 N/A N/A KQQ679000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N US TREASURY N/A KQQ679000 2026-03-31 2031-09-30 0.750 - 4.000 N/A 1750769000.00 1690548164.96 U.S. Treasuries (including strips) Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0489 1654000000.00 1654000000.00 0.0122 N Y Y N Fixed Income Clearing Corp - ING ING FID G RP 4.88% 10/2/24 4.88 N/A N/A KQQ896000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2024-10-02 2024-10-02 2024-10-02 N N N 0.0477 342000000.00 342000000.00 0.0025 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. 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NATSECNG A RP 5.07% 10/1/24 5.07 N/A ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KQQ755000 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y BANCO SANTANDER S.A. 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0.0490 264000448.80 264000448.80 0.0020 N N N N Sumitomo Mitsui Banking Corp/New York SMBC NY YCD SOFR+18 10/15/2024 5.02 86565GCL2 549300MS3WYYVQ4HXM15 US86565GCL23 0001184915 KLA084000 Certificate of Deposit Y N/A N/A 2024-10-01 2024-10-15 2024-10-15 N N N 0.0490 264000501.60 264000501.60 0.0020 N N N N Sumitomo Mitsui Banking Corp/New York SMBC NY YCD SOFR+18 10/11/24 5.02 86565GCN8 549300MS3WYYVQ4HXM15 US86565GCN88 0001184915 KLA086000 Certificate of Deposit Y N/A N/A 2024-10-01 2024-10-11 2024-10-11 N N N 0.0489 264000844.80 264000844.80 0.0020 N N N N Sumitomo Mitsui Trust Bank Ltd/ New York SUMITOMO MITSUI TR BANK LTD NY YCD 5.47% 10/01/2024 5.47 86564PYM7 5493006GGLR4BTEL8O61 0001046017 KLN143000 Certificate of Deposit Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0474 199003283.50 199003283.50 0.0015 N Y Y N Sumitomo Mitsui Trust Bank Ltd/ New York SUMITOMO MITSUI TR BANK LTD NY YCD 5.47% 10/03/2024 5.47 86564PYP0 5493006GGLR4BTEL8O61 0001046017 KLN147000 Certificate of 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ALT TIER I COCO 549300NYKK9MWM7GGW15 KQM012000 2099-12-31 2099-12-31 6.500 N/A 503000.00 518296.79 Corporate Debt Securities JAMES HARDIE INTL FIN LTD SR GLBL 144A 28 635400G32A4Q1LVQ8M88 KQM012000 2028-01-15 2028-01-15 5.000 N/A 376000.00 377807.31 Corporate Debt Securities M D C HLDGS INC SR GLBL NT 61 5299005FV4VNV75R8R35 KQM012000 2061-08-06 2061-08-06 3.966 N/A 2418000.00 2142659.92 Corporate Debt Securities MAGIC MERGECO INC SR 144A NT 29 549300H9LWMBP7HYLR98 KQM012000 2029-05-01 2029-05-01 7.875 N/A 2199000.00 1357209.06 Corporate Debt Securities MARKEL GROUP INC TIER I PERP GLBL 549300SCNO12JLWIK605 KQM012000 2500-12-31 2500-12-31 6.000 N/A 10989000.00 11206838.61 Corporate Debt Securities MGM CHINA HOLDINGS LIMITED SR GLBL 144A 25 529900VZFN87OS7WJM66 KQM012000 2025-06-18 2025-06-18 5.250 N/A 2122000.00 2140281.03 Corporate Debt Securities NATWEST GROUP PLC ALT TIER I COCO 2138005O9XJIJN4JPN90 KQM012000 2099-12-31 2099-12-31 8.000 N/A 750000.00 760905.00 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 27 N/A KQM012000 2027-02-15 2027-02-15 5.875 N/A 472000.00 477141.85 Corporate Debt Securities PETROLEOS MEXICANOS GLBL NT 6.7%32 549300CAZKPF4HKMPX17 KQM012000 2032-02-16 2050-01-23 6.700 - 7.690 N/A 912000.00 737917.86 Corporate Debt Securities ROGERS COMMUNICATIONS INC SUB GLBL 144A 82 54930030NVF3Y2OL0A78 KQM012000 2082-03-15 2082-03-15 5.250 N/A 351000.00 345316.43 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR GLBL 144A 31 K2NEH8QNVW44JIWK7Z55 KQM012000 2031-09-30 2031-09-30 5.625 N/A 75000.00 76111.88 Corporate Debt Securities SPIRIT IP CAYMAN LTD / SP SR SEC GLBL 25 549300DCAFIXFNFR3304 KQM012000 2025-09-20 2025-09-20 8.000 N/A 45436297.00 26082504.35 Corporate Debt Securities STANDARD CHARTERED PLC ALT TIER I PERP N/A KQM012000 2099-01-01 2500-12-31 6.000 N/A 1200000.00 1210796.00 Corporate Debt Securities SUNNOVA ENERGY CORP SR GLBL 144A 28 549300TH3GCD8YQUDR46 KQM012000 2028-10-01 2028-10-01 11.750 N/A 5182000.00 5222127.39 Corporate Debt Securities TELESAT CDA / TELESAT LLC GLBL 144A NT 27 5493004V5GLBY6SO5Y34 KQM012000 2026-12-06 2027-10-15 5.625 - 6.500 N/A 6465000.00 2319508.73 Corporate Debt Securities TITAN INTL INC ILL SR SEC GLBL 28 254900CXRGBE7C4B5A06 KQM012000 2028-04-30 2028-04-30 7.000 N/A 118000.00 120514.19 Corporate Debt Securities TOLL RD INVS PARTNERSHIP II LP SR SEC GLBL 53 254900SGF4ZQDBH2YC59 KQM012000 2032-02-15 2053-02-15 0.000 N/A 95700000.00 21644652.89 Corporate Debt Securities TRANSOCEAN INC SR GLBL NT6.8%38 DOL4HJ22ADYSIWES4H94 KQM012000 2029-05-15 2038-03-15 6.800 - 8.250 N/A 15894000.00 13413107.53 Corporate Debt Securities UNIFRAX ESCROW ISSUER CORPORA 144A NT 5.25%28 549300RRU6BWJLD0YT71 KQM012000 2028-09-30 2028-09-30 5.250 N/A 880000.00 440000.00 Corporate Debt Securities VERITAS US INC/VERITAS BERMUDA SR SEC 144A NT25 549300RFUWCPWS8FQ104 KQM012000 2025-09-01 2025-09-01 7.500 N/A 41438000.00 39178869.32 Corporate Debt Securities VIKING CRUISES LTD SR 144A NT 25 549300IJP90T4MV2GL84 KQM012000 2025-05-15 2031-07-15 5.875 - 9.125 N/A 4596000.00 4975939.31 Corporate Debt Securities VISTAJET MALTA FIN P L C SR 144A NT9.5%28 5299001UK94VGT0CPQ36 KQM012000 2028-06-01 2028-06-01 9.500 N/A 2000000.00 2009365.56 Corporate Debt Securities WEATHERFORD INTL LTD BERMUDA SR GLBL 144A 30 549300A2JKMG5PGOGF82 KQM012000 2030-04-30 2030-04-30 8.625 N/A 2000000.00 2138840.83 Corporate Debt Securities Y N/A N/A 2024-10-03 2024-10-03 2024-10-03 N N N 0.0495 264000000.00 264000000.00 0.0020 N N Y N Wells Fargo Securities, LLC WELLSNGR A RP 5.03% 10/1/24 5.03 N/A VYVVCKR63DVZZN70PB21 0000276523 KQQ762000 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ARK ETF TR INNOVATION ETF 254900636IK9WKHH6949 KQQ762000 2500-12-31 2500-12-31 N/A N/A 52104.00 2494739.52 Equities ASML HOLDING N V N Y REGISTRY SHS N/A KQQ762000 2500-12-31 2500-12-31 N/A N/A 1036.00 871835.44 Equities BAIDU INC SPON ADR REP A 254900AL64IANZYI1E02 KQQ762000 2500-12-31 2500-12-31 N/A N/A 13500.00 1419795.00 Equities BP PLC SPONSORED ADR 213800LH1BZH3DI6G760 KQQ762000 2500-12-31 2500-12-31 N/A N/A 26022.00 817611.24 Equities COLUMBIA ETF TR I RESEARCH ENHAN 549300AZD93FII3ZYW76 KQQ762000 2500-12-31 2500-12-31 N/A N/A 10409.00 247593.68 Equities DIREXION SHS ETF TR DAILY 20+ YEAR T 549300K7JGG8P4IIGY05 KQQ762000 2500-12-31 2500-12-31 N/A N/A 2000.00 117040.00 Equities ICICI BANK LIMITED ADR R7RX8ER1V4666J8D1I38 KQQ762000 2500-12-31 2500-12-31 N/A N/A 17703.00 541711.80 Equities INVESCO EXCH TRADED FD TR II S&P500 LOW VOL 549300INXEJOUVOV7Z07 KQQ762000 2500-12-31 2500-12-31 N/A N/A 183226.00 13106155.78 Equities ISHARES SILVER TR ISHARES 549300K2C2CG14B0ZA09 KQQ762000 2500-12-31 2500-12-31 N/A N/A 66296.00 1913302.56 Equities ISHARES TR 20 YR TR BD ETF 549300G3FWQPUM47D181 KQQ762000 2500-12-31 2500-12-31 N/A N/A 60001.00 5914298.57 Equities ISHARES TR NATIONAL MUN ETF 549300G3FWQPUM47D181 KQQ762000 2500-12-31 2500-12-31 N/A N/A 68478.00 7443558.60 Equities NETEASE INC SPONSORED ADS 5299004AF4DSJDB0PA32 KQQ762000 2500-12-31 2500-12-31 N/A N/A 20600.00 1927748.00 Equities NIO INC SPON ADS 549300JBU4TV5OCKJV96 KQQ762000 2500-12-31 2500-12-31 N/A N/A 1125022.00 7335143.44 Equities OFFICE PPTYS INCOME TR 6.375% NT 50 N/A KQQ762000 2050-06-23 2050-06-23 6.375 N/A 3607.00 53095.04 Equities PDD HOLDINGS INC SPONSORED ADS 5493000573DS7005T657 KQQ762000 2500-12-31 2500-12-31 N/A N/A 240038.00 32496344.44 Equities PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 5493000J801JZRCMFE49 KQQ762000 2500-12-31 2500-12-31 N/A N/A 36889.00 537841.62 Equities PROSHARES TR PSHS ULTRUSS2000 UT59PM4NN1V3JAKZPS19 KQQ762000 2500-12-31 2500-12-31 N/A N/A 12495.00 533661.45 Equities SCE TR III FXD/FLT RT PFD 9R1Z5I36FERIBVKW4P77 KQQ762000 2500-12-31 2500-12-31 7.845 N/A 73882.00 1852960.56 Equities SELECT SECTOR SPDR TR FINANCIAL 549300N81BAQ1XPGBT65 KQQ762000 2500-12-31 2500-12-31 N/A N/A 5814.00 262502.10 Equities SELECT SECTOR SPDR TR SBI HEALTHCARE 549300N81BAQ1XPGBT65 KQQ762000 2500-12-31 2500-12-31 N/A N/A 284588.00 43547655.76 Equities SPDR S&P 500 ETF TR TR UNIT 549300NZAMSJ8FXPQQ63 KQQ762000 2500-12-31 2500-12-31 N/A N/A 150164.00 85814221.08 Equities SPDR SER TR PORTFOLIO INTRMD 549300PS44ZVKSLTMI64 KQQ762000 2500-12-31 2500-12-31 N/A N/A 242900.00 8205162.00 Equities SPDR SER TR S&P BIOTECH 549300PS44ZVKSLTMI64 KQQ762000 2500-12-31 2500-12-31 N/A N/A 41940.00 4128154.20 Equities SPDR SER TR S&P METALS MNG 549300PS44ZVKSLTMI64 KQQ762000 2500-12-31 2500-12-31 N/A N/A 120156.00 7714015.20 Equities SPDR SER TR S&P REGL BKG 549300PS44ZVKSLTMI64 KQQ762000 2500-12-31 2500-12-31 N/A N/A 176693.00 9880672.56 Equities TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 549300KB6NK5SBD14S87 KQQ762000 2500-12-31 2500-12-31 N/A N/A 214146.00 38111563.62 Equities UNITED STS NAT GAS FD LP UNIT PAR 549300OG34E313WTTY71 KQQ762000 2500-12-31 2500-12-31 N/A N/A 30513.00 499497.81 Equities VALE S A SPONSORED ADS 254900SMTWBX7RU2SR20 KQQ762000 2500-12-31 2500-12-31 N/A N/A 265946.00 3135503.34 Equities VANGUARD INTL EQUITY INDEX FDS TT WRLD ST ETF N/A KQQ762000 2500-12-31 2500-12-31 N/A N/A 35419.00 4236466.59 Equities Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0503 264000000.00 264000000.00 0.0020 N Y Y N Wells Fargo Securities, LLC WELLSNGR A RP 4.99% 10/1/24 4.99 N/A VYVVCKR63DVZZN70PB21 0000276523 KQQ765000 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y Inter-American Development Bank VKU1UKDS9E7LYLMACP54 KQQ765000 2025-07-15 2031-01-13 0.625 - 6.750 N/A 18155000.00 17364786.64 Other Instrument INTERNATIONAL DEBT International Bank for Reconstruction and Development (World Bank) ZTMSNXROF84AHWJNKQ93 KQQ765000 2025-07-28 2034-08-28 0.375 - 4.500 N/A 282486000.00 279497103.86 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2024-10-01 2024-10-01 2024-10-01 N N N 0.0499 291000000.00 291000000.00 0.0022 N Y Y N 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Fidelity Investments Money Market Money Market Portfolio 2024-10-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer