N-MFP2 0000803013 XXXXXXXX 2021-07-31 0000803013 549300Q17YGLGYUMKO90 S000007011 1 N N FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Prime N 35 35 769772933.80 694009241.56 715479850.67 638923004.64 581533717.75 855927556.40 835164030.66 844634540.17 769077637.34 707688587.85 0.5800 0.5200 0.5400 0.4800 0.4400 0.6500 0.6300 0.6400 0.5700 0.5300 56197131.94 1161971464.67 1161932060.41 96836377.80 329359.60 1314675614.81 1314694609.96 0.0016 1.0000 1.0000 1.0000 1.0000 1.0000 C000019137 1.00 1314675614.81 1314694609.96 1.0000 1.0000 1.0000 1.0000 1.0000 1010801.29 1288771.57 1366090.78 5165664.46 2103341.20 668008.76 3545937.35 2029473.83 1260749.29 688296.11 8954857.20 8914137.85 0.0014 N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.10% 06742XFE2 G5GSEF7VJP5I7OUK5573 HFF983000 Financial Company Commercial Paper Y N/A N/A 2021-08-23 2021-08-23 2021-08-23 N N N 0.0010 6999538.00 6999538.00 0.0053 N N N N BNP Paribas Fortis BNP Paribas Fortis, 0.08% 09659JWG4 KGCEPHLVVKVRZYO1T647 HFG408000 Financial Company Commercial Paper Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0008 1999786.60 1999786.60 0.0015 N N N N BNP Paribas New York Branch BNP Paribas New York Branch, 0.08% 09659BWG1 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0008 4999466.50 4999466.50 0.0038 N N N N BNP Paribas New York Branch BNP Paribas New York Branch, 0.08% 09659BWH9 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper Y N/A N/A 2021-09-17 2021-09-17 2021-09-17 N N N 0.0008 3999564.40 3999564.40 0.0030 N N N N BNP Paribas SA BNP Paribas SA, 0.10% 09660EY39 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-11-03 2021-11-03 2021-11-03 N N N 0.0010 10997242.30 10997242.30 0.0084 N N N N BPCE SA BPCE SA, 0.12% 05571BY31 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2021-11-03 2021-11-03 2021-11-03 N N N 0.0012 6997722.90 6997722.90 0.0053 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.13% 12802VZ90 969500P04DQJS4BPM574 HIA142000 Financial Company Commercial Paper Y N/A N/A 2021-12-09 2021-12-09 2021-12-09 N N N 0.0013 22989541.90 22989541.90 0.0175 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.13% 12802VZD1 969500P04DQJS4BPM574 HIB137000 Financial Company Commercial Paper Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0013 8995750.20 8995750.20 0.0068 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.10% 13608AXL5 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2021-10-20 2021-10-20 2021-10-20 N N N 0.0010 13996970.40 13996970.40 0.0106 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.11% 13608AZA7 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2021-12-10 2021-12-10 2021-12-10 N N N 0.0011 6997310.60 6997310.60 0.0053 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.11% 13608AZD1 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0011 6997223.10 6997223.10 0.0053 N N N N ING U.S. Funding LLC ING U.S. Funding LLC, 0.08% 45685QVA4 HFA122000 Financial Company Commercial Paper Y N/A N/A 2021-08-10 2021-08-10 2021-08-10 N Y ING BANK NV 1.0000 N/A N/A N 0.0008 8999780.40 8999780.40 0.0068 N N N N Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.00% 51489GV20 DIZES5CFO5K3I5R58746 HII491000 Financial Company Commercial Paper Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0000 1999984.00 1999984.00 0.0015 N Y Y N Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.10% 51489GW94 DIZES5CFO5K3I5R58746 HHH689000 Financial Company Commercial Paper Y N/A N/A 2021-09-09 2021-09-09 2021-09-09 N N N 0.0010 999892.90 999892.90 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YVJ0 JBONEPAGQXF4QP29B387 HEG427000 Financial Company Commercial Paper Y N/A N/A 2021-08-18 2021-08-18 2021-08-18 N N N 0.0008 2999881.20 2999881.20 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YVL5 JBONEPAGQXF4QP29B387 HEF837000 Financial Company Commercial Paper Y N/A N/A 2021-08-20 2021-08-20 2021-08-20 N N N 0.0008 3999822.80 3999822.80 0.0030 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YVR2 JBONEPAGQXF4QP29B387 HEH493000 Financial Company Commercial Paper Y N/A N/A 2021-08-25 2021-08-25 2021-08-25 N N N 0.0008 2999831.10 2999831.10 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.10% 60682YXN9 JBONEPAGQXF4QP29B387 HHE705000 Financial Company Commercial Paper Y N/A N/A 2021-10-22 2021-10-22 2021-10-22 N N N 0.0010 1999552.00 1999552.00 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. 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Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.14% 60689PY42 RB0PEZSDGCO3JS6CEU02 HIF512000 Financial Company Commercial Paper Y N/A N/A 2021-11-04 2021-11-04 2021-11-04 N N N 0.0014 2998908.90 2998908.90 0.0023 N N N N National Bank of Canada National Bank of Canada, 0.09% 63307LX48 BSGEFEIOM18Y80CKCV46 HEB867000 Financial Company Commercial Paper Y N/A N/A 2021-10-04 2021-10-04 2021-10-04 N N N 0.0009 9998313.00 9998313.00 0.0076 N N N N National Bank of Canada National Bank of Canada, 0.15% 63307MAJ8 BSGEFEIOM18Y80CKCV46 HIF578000 Financial Company Commercial Paper Y N/A N/A 2022-01-18 2022-01-18 2022-01-18 N N N 0.0015 10992274.70 10992274.70 0.0084 N N N N National Bank of Canada National Bank of Canada, 0.15% 63307MAR0 BSGEFEIOM18Y80CKCV46 HIF649000 Financial Company Commercial Paper Y N/A N/A 2022-01-25 2022-01-25 2022-01-25 N N N 0.0015 10991796.20 10991796.20 0.0084 N N N N Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.07% 21687AX16 DG3RU1DBUFHT4ZF9WN62 0001098062 Financial Company Commercial Paper Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0007 35995528.80 35995528.80 0.0274 N N N N Royal Bank of Canada Royal Bank of Canada, 0.08% 78015CWD0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2021-09-13 2021-09-13 2021-09-13 N N N 0.0008 12998700.00 12998700.00 0.0099 N N N N Royal Bank of Canada Royal Bank of Canada, 0.13% 78009BAQ5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-01-24 2022-01-24 2022-01-24 N N N 0.0013 17988519.60 17988519.60 0.0137 N N N N Sumitomo Mitsui Banking Corp. 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Sumitomo Mitsui Trust Bank Ltd., 0.14% 86564YY97 5493006GGLR4BTEL8O61 HII534000 Financial Company Commercial Paper Y N/A N/A 2021-11-09 2021-11-09 2021-11-09 N N N 0.0014 13994442.00 13994442.00 0.0106 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.10% 86960JYA7 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-11-10 2021-11-10 2021-11-10 N N N 0.0010 4998569.50 4998569.50 0.0038 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.09% 89119AWG9 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0009 2999655.90 2999655.90 0.0023 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.15% 89119BD45 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0015 14984500.50 14984500.50 0.0114 N N N N UBS AG London Branch UBS AG London Branch, 0.11% 90351WWG6 BFM8T61CT2L1QCEMIK50 US90351WWG67 Financial Company Commercial Paper Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0011 9998507.00 9998507.00 0.0076 N N N N UBS AG London Branch UBS AG London Branch, 0.13% 90276JMG8 BFM8T61CT2L1QCEMIK50 US90276JMG84 Financial Company Commercial Paper Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0013 2999644.50 2999644.50 0.0023 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.10% 04821TVP7 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-08-23 2021-08-23 2021-08-23 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0010 26998272.00 26998272.00 0.0205 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.10% 04821TVR3 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-08-25 2021-08-25 2021-08-25 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0010 13999018.60 13999018.60 0.0106 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.10% 04821TW19 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0010 9999083.00 9999083.00 0.0076 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. 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BMO Capital Markets Corp., 0.22% RUC0QBLBRPRCU4W1NE59 HII505000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VIACOMCBS INC SR GLBL NT4.2%32 5KYC8KF17ROCY24M3H09 2032-05-19 2032-05-19 4.2 - 4.2 2474000.00 2896839.59 Corporate Debt Securities NATIONAL AUSTRALIA BK LTD144A LW TIER II GLBL F8SB4JFBSYQFRQEH3Z21 2031-05-21 2031-05-21 2.99 - 2.99 250000.00 257527.71 Corporate Debt Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0022 3000000.00 3000000.00 0.0023 N Y Y N BMO Capital Markets Corp. 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RBS Securities, Inc., 0.32% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Federal Farm Credit Bank 2021-09-13 2035-12-04 2.75 - 5.5 2562000.00 3060933.78 Agency Debentures and Agency Strips Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0032 3000000.00 3000000.00 0.0023 N Y Y N Societe Generale Societe Generale, 0.22% O2RNE8IBXP4R0TD8PU41 HII516000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FREEDOM MORTGAGE CORPORATION SR 144A NT 26 549300LYRWPSYPK6S325 2026-05-01 2026-05-01 7.625 - 7.625 2000.00 2093.90 Corporate Debt Securities PARK INTER HLDGS LLC / PK DOME SR SEC GLBL 28 2028-10-01 2028-10-01 5.875 - 5.875 2000.00 2173.84 Corporate Debt Securities ODEBRECHT DRILLING NORBE VIII/ FR 6.35%120121 549300YNW6BY570L6488 2021-12-01 2021-12-01 6.35 - 6.35 25983.00 780.33 Corporate Debt Securities GXO LOGISTICS INCORPORATED SR 144A NT 31 2031-07-15 2031-07-15 2.65 - 2.65 2000.00 2011.98 Corporate Debt Securities JAGUAR LAND ROVER PLC SR 144A NT5.5%29 529900L73GEWN1O5NH84 2029-07-15 2029-07-15 5.5 - 5.5 1074000.00 1082693.43 Corporate Debt Securities CITGO PETE CORP SR SEC GLBL 26 YX52P86PXMLYDOTUQ225 2025-06-15 2026-06-15 6.375 - 7 327000.00 338596.70 Corporate Debt Securities SHELL INTERNATIONAL FIN BV SR GLBL NT 42 213800ITMMKU4Z7I4F78 2042-08-21 2042-08-21 3.625 - 3.625 5000.00 5794.50 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 25 B3BS7ACMDUWISF18KY76 2025-04-15 2025-04-15 6.125 - 6.125 2000.00 2076.39 Corporate Debt Securities FORD MTR CO DEL SR GLBL DB7.7%97 20S05OYHG0MQM4VUIC57 2097-05-15 2097-05-15 7.7 - 7.7 5000.00 6395.21 Corporate Debt Securities WOLVERINE ESCROW LLC SR SEC GLBL 24 2024-11-15 2024-11-15 8.5 - 8.5 4000.00 3950.43 Corporate Debt Securities BRAND ENERGY & INFRASTRUCTURE SR 144A NT8.5%25 549300B658W2BPDQMW42 2025-07-15 2025-07-15 8.5 - 8.5 5000.00 5084.46 Corporate Debt Securities CINEMARK USA INC SR GLBL 144A 28 54930008H2137JSCPQ09 2028-07-15 2028-07-15 5.25 - 5.25 2000.00 1895.49 Corporate Debt Securities IHEARTCOMMUNICATIONS INC SR SEC GLBL NT26 54930076J6KDZL504O62 2026-05-01 2026-05-01 6.375 - 6.375 21625.00 23526.87 Corporate Debt Securities DELUXE CORP MEDIUM TERM NTS SR GLBL 144A 29 KWGNKB8TX9LE5TV29231 2029-06-01 2029-06-01 8 - 8 357000.00 394703.17 Corporate Debt Securities RHP HOTEL PPTY/ RHP FINANCE SR GLBL NT 27 2027-10-15 2027-10-15 4.75 - 4.75 564000.00 591187.15 Corporate Debt Securities VIKING CRUISES LTD SR SEC GLBL 25 549300IJP90T4MV2GL84 2025-05-15 2025-05-15 13 - 13 69000.00 81736.25 Corporate Debt Securities CAESARS ENTERTAINMENT INC NEW SR SEC GLBL 25 5299000BKFWWVND5L441 2025-07-01 2025-07-01 6.25 - 6.25 3000.00 3171.07 Corporate Debt Securities SYNGENTA FIN N V SR NT 3.125%22 54930042S3BYCEGOCN86 2022-03-28 2022-03-28 3.125 - 3.125 2000.00 2048.26 Corporate Debt Securities ONEMAIN FINANCIAL CORPORATION 6.875%25 5493008I795YYBFWFU90 2025-03-15 2025-03-15 6.875 - 6.875 138000.00 160360.31 Corporate Debt Securities PETROBRAS GLOBAL FINANCE BV SR NT 6.75%41 549300FNENFFSMO3GT38 2041-01-27 2041-01-27 6.75 - 6.75 94000.00 109792.24 Corporate Debt Securities SPX FLOW INCORPORATION SR GLBL 144A 26 2026-08-15 2026-08-15 5.875 - 5.875 1086000.00 1151080.81 Corporate Debt Securities AKBANK TURK ANONIM SIRKETI SR REGS NT 5%22 789000TUMN63Z28TJ497 2022-10-24 2022-10-24 5 - 5 150000.00 155750.00 Corporate Debt Securities MILLICOM INTL CELLULAR S A 6.25%29 222100SZ6J5ZF05ZTR58 2029-03-25 2029-03-25 6.25 - 6.25 660000.00 662934.53 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR GLBL 144A 29 2029-02-15 2029-02-15 6.5 - 6.5 2000.00 2090.80 Corporate Debt Securities NAVIENT CORPORATION FR 5.625%080133 54930067J0ZNOEBRW338 2022-06-15 2033-08-01 5.625 - 6.5 402000.00 421792.34 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL FL NT 22 IM7X0T3ECJW4C1T7ON55 2022-08-15 2022-08-15 1.606 - 1.606 2000.00 1995.72 Corporate Debt Securities PRIME HEALTHCARE SVCS INC SR SEC 144A NT25 2025-11-01 2025-11-01 7.25 - 7.25 2000.00 2178.35 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2024-12-15 2025-02-15 7.125 - 7.875 10000.00 10677.55 Corporate Debt Securities MICROSTRATEGY INC EXTND SR SEC 28 549300WQTWEJUEHXQX21 2028-06-15 2028-06-15 6.125 - 6.125 144000.00 145512.92 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR SEC GLBL 25 K2NEH8QNVW44JIWK7Z55 2025-06-01 2025-06-01 11.5 - 11.5 14000.00 16167.08 Corporate Debt Securities TENNECO PACKAGING INC SR DEB 7.95%25 549300O4WTC6DL4JIE57 2025-12-15 2025-12-15 7.95 - 7.95 1000.00 1133.69 Corporate Debt Securities VIDEOTRON LTD/ VIDEOTRON LTEE SR 144A NT 29 2029-06-15 2029-06-15 3.625 - 3.625 6000.00 6188.76 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 2026-02-01 10.25 - 10.25 2000.00 2391.93 Corporate Debt Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0022 5000000.00 5000000.00 0.0038 N Y Y N Societe Generale Societe Generale, 0.24% O2RNE8IBXP4R0TD8PU41 HIH030000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CARVANA CO SR GLBL 144A 28 5493003WEAK2PJ5WS063 2028-10-01 2028-10-01 5.875 - 5.875 50000.00 53541.01 Corporate Debt Securities BRAND ENERGY & INFRASTRUCTURE SR 144A NT8.5%25 549300B658W2BPDQMW42 2025-07-15 2025-07-15 8.5 - 8.5 1000.00 1016.89 Corporate Debt Securities IHEARTCOMMUNICATIONS INC SR SEC GLBL NT26 54930076J6KDZL504O62 2026-05-01 2026-05-01 6.375 - 6.375 7314.00 7957.25 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 2025-02-15 7.875 - 7.875 118000.00 129694.24 Corporate Debt Securities TRANSOCEAN GUARDIAN LTD SR SEC GLBL 24 2024-01-15 2024-01-15 5.875 - 5.875 3000.00 1899.35 Corporate Debt Securities BUILDERS FIRSTSOURCE INC SR GLBL 144A 32 549300W0SKP6L3H7DP63 2032-02-01 2032-02-01 4.25 - 4.25 3000.00 3071.93 Corporate Debt Securities CENTENE CORP DEL SR GLBL NT 27 549300Z7JJ4TQSQGT333 2027-12-15 2027-12-15 4.25 - 4.25 5000.00 5295.31 Corporate Debt Securities SHRIRAM TRANS FIN CO LTD FR 5.1%071623 335800TM2YO24B76XL26 2023-07-16 2023-07-16 5.1 - 5.1 227000.00 228925.72 Corporate Debt Securities PETROBRAS GLOBAL FINANCE BV SR GLBL NT5.6%31 549300FNENFFSMO3GT38 2031-01-03 2031-01-03 5.6 - 5.6 5000.00 5591.00 Corporate Debt Securities NAVIENT CORPORATION FR 5.5%012523 54930067J0ZNOEBRW338 2022-06-15 2023-01-25 5.5 - 6.5 175000.00 183640.90 Corporate Debt Securities FREEDOM MORTGAGE CORPORATION SR 144A NT 24 549300LYRWPSYPK6S325 2024-11-15 2024-11-15 8.125 - 8.125 50000.00 52096.35 Corporate Debt Securities BRASKEM NETH FIN B V SUB GLBL 144A 81 2081-01-23 2081-01-23 8.5 - 8.5 280000.00 323165.58 Corporate Debt Securities WYNN LAS VEGAS LLC / WYNN SR 144A NT5.5%25 2025-03-01 2025-03-01 5.5 - 5.5 2000.00 2160.53 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 2039-09-30 5.75 - 5.75 79977.00 94485.36 Corporate Debt Securities TWILIO INC SR GLBL NT 31 2031-03-15 2031-03-15 3.875 - 3.875 7000.00 7415.71 Corporate Debt Securities T-MOBILE US INC SR GLBL NT 21 549300ZTTY7CXOLJ6539 2021-09-15 2021-09-15 7.25 - 7.25 2000.00 2068.38 Corporate Debt Securities W & T OFFSHORE INC SR SEC GLBL 23 549300Q7EOY2YIO3YK85 2023-11-01 2023-11-01 9.75 - 9.75 437000.00 430053.52 Corporate Debt Securities FRONTIER COMMUNICATIONS HLDGS SR SEC GLBL NT29 2029-11-01 2029-11-01 5.875 - 5.875 1434.00 1492.70 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 5%42 V1BYR0MM295ZFWYYS367 2031-03-01 2042-06-04 4.25 - 5 63000.00 76135.71 Corporate Debt Securities VIDEOTRON LTD/ VIDEOTRON LTEE SR 144A NT 29 2029-06-15 2029-06-15 3.625 - 3.625 10000.00 10314.60 Corporate Debt Securities ODEBRECHT OFFSHORE DRILLING FR 6.72%120122 549300L7LF2PIRAWID66 2022-12-01 2022-12-01 6.72 - 6.72 3.00 0.97 Corporate Debt Securities CGG SR 144A NT 27 2027-04-01 2027-04-01 8.75 - 8.75 753000.00 772896.98 Corporate Debt Securities GOLDEN NUGGET INC SR GLBL 144A 24 91D14OD6M4H1RVBN7R43 2024-10-15 2024-10-15 6.75 - 6.75 71000.00 72557.56 Corporate Debt Securities XP INC SR GLBL 144A 26 2026-07-01 2026-07-01 3.25 - 3.25 874000.00 858808.18 Corporate Debt Securities FELCOR LODGING LTD PARTNERSHIP SR GLBL NT 6%25 549300TFR6HALUYTYJ66 2025-06-01 2025-06-01 6 - 6 77000.00 79367.24 Corporate Debt Securities HILTON DOMESTIC OPER CO INC SR GLBL 144A 32 5493003EG7H0N1E4XV50 2031-05-01 2032-02-15 3.625 - 4 943000.00 955220.90 Corporate Debt Securities ADVANTAGE SOLUTIONS FINCO LLC SR SEC GLBL 28 549300T4O24KQDED1182 2028-11-15 2028-11-15 6.5 - 6.5 2000.00 2105.48 Corporate Debt Securities MICROSTRATEGY INC EXTND SR SEC 28 549300WQTWEJUEHXQX21 2028-06-15 2028-06-15 6.125 - 6.125 7000.00 7073.54 Corporate Debt Securities NABORS INDS INC SR GLBL NT 25 549300VFQWRKICUFNU92 2025-02-01 2025-02-01 5.75 - 5.75 2000.00 1757.10 Corporate Debt Securities VOYA FINANCIAL INC SR GLBL NT 26 549300T065Z4KJ686G75 2026-06-15 2026-06-15 3.65 - 3.65 263000.00 293708.54 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 2026-02-01 10.25 - 10.25 7000.00 8371.76 Corporate Debt Securities FULL HSE RESORTS INC SR SEC GLBL 28 5493009DKIWW0H901Y82 2028-02-15 2028-02-15 8.25 - 8.25 12000.00 13447.20 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 25 5493007X5NC5XI1BB106 2025-02-15 2027-03-15 5.625 - 6.625 372000.00 405616.92 Corporate Debt Securities SYNGENTA FIN N V SR NT 3.125%22 54930042S3BYCEGOCN86 2022-03-28 2022-03-28 3.125 - 3.125 3000.00 3072.39 Corporate Debt Securities FRESH MKT INC 1PRI SR 144A 23 529900QM5ZSBEBR6CS58 2023-05-01 2023-05-01 9.75 - 9.75 3000.00 3163.81 Corporate Debt Securities ONEMAIN FINANCIAL CORPORATION 6.875%25 5493008I795YYBFWFU90 2025-03-15 2025-03-15 6.875 - 6.875 251000.00 291669.84 Corporate Debt Securities ODEBRECHT DRILLING NORBE VIII/ FR 6.35%120121 549300YNW6BY570L6488 2021-12-01 2021-12-01 6.35 - 6.35 35.00 1.05 Corporate Debt Securities WOLVERINE ESCROW LLC SR SEC GLBL 24 2024-11-15 2024-11-15 8.5 - 8.5 3000.00 2962.83 Corporate Debt Securities Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N N N 0.0024 5000000.00 5000000.00 0.0038 N N Y N Societe Generale Societe Generale, 0.30% O2RNE8IBXP4R0TD8PU41 HII515000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N STRUCTURED ASSET SEC 2007-MLN1 A4 20370125 FLT 2037-01-25 2037-01-25 0.329 - 0.329 25000.00 18804.16 Asset-Backed Securities BCPE CYCLE MERGER SUB II INC SR 144A NT 27 54930058SS5MF69JGN89 2027-07-15 2027-07-15 10.625 - 10.625 42000.00 45335.94 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 26 5493007X5NC5XI1BB106 2026-03-15 2026-03-15 8 - 8 542000.00 596037.40 Corporate Debt Securities SECURITIZED ASSET REC 2007-BR1 A-2B 20370225 FLT 54930094OK8LA3QDW486 2037-02-25 2037-02-25 0.359 - 0.359 43079.00 18610.52 Asset-Backed Securities XP INC SR GLBL 144A 26 2026-07-01 2026-07-01 3.25 - 3.25 376000.00 369464.39 Corporate Debt Securities DELUXE CORP MEDIUM TERM NTS SR GLBL 144A 29 KWGNKB8TX9LE5TV29231 2029-06-01 2029-06-01 8 - 8 10000.00 11056.11 Corporate Debt Securities PETROBRAS GLOBAL FINANCE BV SR GLBL NT 15 549300FNENFFSMO3GT38 2115-06-05 2115-06-05 6.85 - 6.85 2000.00 2241.15 Corporate Debt Securities MGM GROWTH PPTYS OPER PRTN/ SR GLBL 144A 25 2025-06-15 2025-06-15 4.625 - 4.625 242000.00 258524.06 Corporate Debt Securities LANNETT CO INC SR SEC 144A NT26 5299001DJ6C90XX17G45 2026-04-15 2026-04-15 7.75 - 7.75 56000.00 56061.44 Corporate Debt Securities CWMBS INC 2005-9 1-A-3 20350525 FLT 2035-05-25 2035-05-25 0.549 - 0.549 360000.00 15594.98 Private Label Collateralized Mortgage Obligations NATWEST GROUP PLC TIER I PERP 1 BD 2138005O9XJIJN4JPN90 2500-12-31 2500-12-31 7.648 - 7.648 1000.00 1489.24 Corporate Debt Securities RALI SERIES TRUST 2007-QH4 A-1 20370525 FLT 2037-05-25 2037-05-25 0.279 - 0.279 677454.00 108576.29 Private Label Collateralized Mortgage Obligations BARCLAYS BANK PLC ALT TIER I PERP G5GSEF7VJP5I7OUK5573 2500-12-31 2500-12-31 6.86 - 6.86 1000.00 1363.88 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 28 2028-04-15 2028-04-15 4.75 - 4.75 13000.00 13187.78 Corporate Debt Securities MS HEQ LN TR 2007-2 A-3 20370425 FLT 549300C5U61AIRK1S645 2037-04-25 2037-04-25 0.319 - 0.319 25024.00 10215.35 Asset-Backed Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 2025-02-15 7.875 - 7.875 46000.00 50558.77 Corporate Debt Securities FORD MOTOR CREDIT COMPANY SR GLBL NT 25 UDSQCVRUX5BONN0VY111 2025-11-13 2025-11-13 3.375 - 3.375 200000.00 210443.75 Corporate Debt Securities CITIGROUP MTG LN TR 2007-SHL1 M-1 20461125 FLT 2046-11-25 2046-11-25 0.789 - 0.789 369000.00 344741.09 Asset-Backed Securities CITIGROUP MTG LN TR 2007-FS1 II-A1A 20371025 FLT 2037-10-25 2037-10-25 1.089 - 1.089 86281.00 15306.14 Asset-Backed Securities CWALT INC 2005-11CB 3-A-2 20350625 FLT 2035-06-25 2035-06-25 0.589 - 0.589 451000.00 17520.24 Private Label Collateralized Mortgage Obligations AEROPUERTOS DOMINICANOS SIGLO SR SEC GLBL 29 254900KJA5MXNPYB4W32 2029-03-30 2029-03-30 6.75 - 6.75 200000.00 208375.00 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL FL NT 22 IM7X0T3ECJW4C1T7ON55 2022-08-15 2022-08-15 1.606 - 1.606 102000.00 101781.82 Corporate Debt Securities FRONTIER COMMUNICATIONS HLDGS SR SEC GLBL NT29 2029-11-01 2029-11-01 5.875 - 5.875 952.00 990.97 Corporate Debt Securities LPL HLDGS INC SR GLBL 144A 29 549300Z5YF8CCRMYUL26 2029-03-15 2029-03-15 4 - 4 7000.00 7218.75 Corporate Debt Securities IHEARTCOMMUNICATIONS INC SR SEC GLBL NT26 54930076J6KDZL504O62 2026-05-01 2026-05-01 6.375 - 6.375 16083.00 17497.47 Corporate Debt Securities SPX FLOW INCORPORATION SR GLBL 144A 26 2026-08-15 2026-08-15 5.875 - 5.875 39000.00 41337.16 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 25 B3BS7ACMDUWISF18KY76 2025-04-15 2025-04-15 6.125 - 6.125 2000.00 2076.39 Corporate Debt Securities CWABS INC 2006-BC5 1-A 20370325 FLT 2037-03-25 2037-03-25 0.369 - 0.369 855881.00 97392.98 Asset-Backed Securities JACKCON PK TR 2019-LIC F 20391014 FLT 2039-10-14 2039-10-14 3.242 - 3.242 100000.00 90414.69 Private Label Collateralized Mortgage Obligations MICROSTRATEGY INC EXTND SR SEC 28 549300WQTWEJUEHXQX21 2028-06-15 2028-06-15 6.125 - 6.125 3000.00 3031.52 Corporate Debt Securities WOLVERINE ESCROW LLC SR SEC GLBL 24 2024-11-15 2024-11-15 8.5 - 8.5 2000.00 1975.22 Corporate Debt Securities NAVIENT CORPORATION FR 5.5%012523 54930067J0ZNOEBRW338 2023-01-25 2023-01-25 5.5 - 5.5 58000.00 60871.81 Corporate Debt Securities BEAR STEARNS CMBS 2007-PWR17 C 20500613 FLT 2050-06-13 2050-06-13 5.745 - 5.745 26958.00 13215.58 Private Label Collateralized Mortgage Obligations ODEBRECHT DRILLING NORBE VIII/ FR 6.35%120121 549300YNW6BY570L6488 2021-12-01 2021-12-01 6.35 - 6.35 1255110.00 37694.11 Corporate Debt Securities T-MOBILE US INC SR GLBL NT 21 549300ZTTY7CXOLJ6539 2021-09-15 2021-09-15 7.25 - 7.25 27000.00 27923.06 Corporate Debt Securities AMER AIRLINES PT TR 2015-1 A 20281101 3.37500 2028-11-01 2028-11-01 3.375 - 3.375 2000.00 1406.83 Asset-Backed Securities MAGNETITE VIII LTD 2014-8R2 E-R2 20310415 FLT 549300NJNSVWVLHGRY73 2031-04-15 2031-04-15 5.776 - 5.776 368241.00 363320.09 Asset-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0030 3000000.00 3000000.00 0.0023 N Y Y N Societe Generale Societe Generale, 0.32% O2RNE8IBXP4R0TD8PU41 HIH029000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RHP HOTEL PPTY/ RHP FINANCE SR GLBL NT 27 2027-10-15 2027-10-15 4.75 - 4.75 2000.00 2096.41 Corporate Debt Securities WOLVERINE ESCROW LLC SR SEC GLBL 24 2024-11-15 2024-11-15 8.5 - 8.5 2000.00 1975.22 Corporate Debt Securities T-MOBILE US INC SR GLBL NT 21 549300ZTTY7CXOLJ6539 2021-09-15 2021-09-15 7.25 - 7.25 2000.00 2068.38 Corporate Debt Securities PETROBRAS GLOBAL FINANCE BV SR GLBL NT 15 549300FNENFFSMO3GT38 2115-06-05 2115-06-05 6.85 - 6.85 15000.00 16808.63 Corporate Debt Securities OFG BANCORP COM 549300Q4QEXJ37LEXQ06 2500-12-31 2500-12-31 N/A 1.00 23.29 Equities CITIGROUP COML MTG TR 2019-C7 805C 20721216 FLT 2072-12-16 2072-12-16 3.79 - 3.79 11092.00 10066.53 Private Label Collateralized Mortgage Obligations NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 2026-02-01 10.25 - 10.25 2000.00 2391.93 Corporate Debt Securities NETFLIX INC. 5.375%29 549300Y7VHGU0I7CE873 2028-11-15 2029-11-15 5.375 - 5.875 130000.00 160694.90 Corporate Debt Securities MS HEQ LN TR 2007-2 A-3 20370425 FLT 549300C5U61AIRK1S645 2037-04-25 2037-04-25 0.319 - 0.319 321766.00 131352.05 Asset-Backed Securities ONEMAIN FINANCIAL CORPORATION 6.875%25 5493008I795YYBFWFU90 2025-03-15 2025-03-15 6.875 - 6.875 3000.00 3486.09 Corporate Debt Securities PHH MORTGAGE CORPORATION SR SEC GLBL 26 PAOOWF3GUFM46FBSP561 2026-03-15 2026-03-15 7.875 - 7.875 195000.00 206590.31 Corporate Debt Securities TELECOM ITALIA CAP GTD SR NT 6%34 549300777DJZOR5C4L39 2034-09-30 2034-09-30 6 - 6 79000.00 92450.54 Corporate Debt Securities CWABS INC 2007-BC2 1-A 20370625 FLT 5493009O8OIWZPZRY516 2037-06-25 2037-06-25 0.289 - 0.289 43967.00 9001.57 Asset-Backed Securities NIELSEN FIN LLC/ NIELSEN FIN SR GLBL 144A 28 2028-10-01 2028-10-01 5.625 - 5.625 47000.00 50426.01 Corporate Debt Securities AMER AIRLINES PT TR 2014-1 A 20280401 3.70000 2028-04-01 2028-04-01 3.7 - 3.7 3000.00 2008.34 Asset-Backed Securities UNITED AIRLINES PT CERT 2007-1 A 20240102 6.63600 2024-01-02 2024-01-02 6.636 - 6.636 255000.00 74215.02 Asset-Backed Securities AEROPUERTOS DOMINICANOS SIGLO SR SEC GLBL 29 254900KJA5MXNPYB4W32 2029-03-30 2029-03-30 6.75 - 6.75 200000.00 208375.00 Corporate Debt Securities XP INC SR GLBL 144A 26 2026-07-01 2026-07-01 3.25 - 3.25 200000.00 196523.61 Corporate Debt Securities BEAR STEARNS CMBS 2007-TOP26 A-J 20450112 FLT 2045-01-12 2045-01-12 5.431 - 5.431 25000.00 20441.15 Private Label Collateralized Mortgage Obligations EVERTEC INC COM 2500-12-31 2500-12-31 N/A 66.00 2855.82 Equities MILLICOM INTL CELLULAR S A 6.25%29 222100SZ6J5ZF05ZTR58 2029-03-25 2029-03-25 6.25 - 6.25 200000.00 200889.25 Corporate Debt Securities SPIRIT AEROSYSTEMS INC 3.95%23 ZD2NBKV6GCC3UMGBM518 2023-06-15 2023-06-15 3.95 - 3.95 208000.00 212001.40 Corporate Debt Securities NCR CORP NEW SR GLBL 144A 29 549300YKTY8JX1DV2R67 2029-04-15 2029-04-15 5.125 - 5.125 2000.00 2109.90 Corporate Debt Securities MORGAN STANLEY CAP 2004-HE2 M-1 20340325 FLT 2034-03-25 2034-03-25 0.944 - 0.944 25000.00 4441.73 Asset-Backed Securities PERRIGO FINANCE UNLIMITED COMP SR NT 3.9%24 549300E86RB6YCTMRM83 2024-12-15 2024-12-15 3.9 - 3.9 392000.00 422562.28 Corporate Debt Securities RALI SERIES TRUST 2007-QH4 A-1 20370525 FLT 2037-05-25 2037-05-25 0.279 - 0.279 25002.00 4007.10 Private Label Collateralized Mortgage Obligations FIVE POINT OPERATING COMPANY SR GLBL 144A 25 2025-11-15 2025-11-15 7.875 - 7.875 113000.00 120272.26 Corporate Debt Securities Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N N N 0.0032 2000000.00 2000000.00 0.0015 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.38% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CARNIVAL CORP MTN BE SR COCO 23 F1OF2ZSX47CR0BCWA982 2023-04-01 2023-04-01 5.75 - 5.75 450000.00 1082388.12 Equities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0038 1000000.00 1000000.00 0.0008 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.51% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CRYOLIFE INC SR GLBL COCO 25 549300YTKV8DMSMG6K81 2025-07-01 2025-07-01 4.25 - 4.25 1540000.00 2160317.56 Equities Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0051 2000000.00 2000000.00 0.0015 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.67% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N J2 GLOBAL INC SR GLBL COCO 26 5493008OJYGLHD7MXA18 2026-11-01 2026-11-01 1.75 - 1.75 829000.00 1084436.78 Equities EVERBRIDGE INC SR GLBL COCO 24 549300WCY0UMR64ATW81 2024-12-15 2024-12-15 0.125 - 0.125 5418000.00 7565729.06 Equities Y N/A N/A 2021-09-03 2021-09-03 2021-09-03 N N N 0.0067 8000000.00 8000000.00 0.0061 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.68% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Q2 HLDGS INC SR GLBL COCO 26 549300M9RKR9DZXWS696 2026-06-01 2026-06-01 0.75 - 0.75 2556000.00 3365559.75 Equities GREENBRIER COS INC SR GLBL COCO 28 5493001GAGGFR30BP390 2028-04-15 2028-04-15 2.875 - 2.875 902000.00 959264.47 Equities Y N/A N/A 2021-09-13 2021-09-13 2021-09-13 N N N 0.0068 4000000.00 4000000.00 0.0030 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.71% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PROS HOLDINGS INC SR GLBL COCO 24 549300LPE1KNL5RWKQ48 2024-05-15 2024-05-15 1 - 1 4253000.00 4328334.81 Equities Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0071 4000000.00 4000000.00 0.0030 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.71% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ARES CAPITAL CORP SR GLBL COCO 22 WEQ82666OJYSI5GUAB47 2022-02-01 2022-02-01 3.75 - 3.75 2057000.00 2202071.64 Equities IQIYI INC SR GLBL COCO 23 222100XL8T2Q5B8MS302 2023-12-01 2023-12-01 3.75 - 3.75 2043000.00 1981599.34 Equities COINBASE GLOBAL INC SR GLBL COCO 26 5493004G3J2SC154DU06 2026-06-01 2026-06-01 0.5 - 0.5 80000.00 80676.67 Equities Y N/A N/A 2021-08-09 2021-08-09 2021-08-09 N N N 0.0071 4000000.00 4000000.00 0.0030 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% HII456000 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 2023-08-31 2024-03-31 2.125 - 2.75 3852000.00 4080078.30 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 4000000.00 4000000.00 0.0030 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.05%, dated 7/30/2021 due 08/02/2021 B4TYDEB6GKMZO031MB27 HII664000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2050-06-20 3 - 4 33929221.00 7442811.01 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 7226000.00 7226000.00 0.0055 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.05%, dated 7/30/2021 due 08/02/2021 VJW2DOOHGDT6PR0ZRO63 HII664000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2024-09-15 2.875 - 2.875 80.00 86.74 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-08-02 2027-06-15 0.01 - 5.22 309379.00 311855.03 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-05-15 2051-06-20 2 - 9 517893.00 362284.52 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-10 2030-03-08 0 - 5.375 195204.00 203004.08 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-08-25 2051-07-01 0.25 - 9 709927.00 525647.41 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-08-05 2051-05-15 0 - 8 4064222.00 4083273.61 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-10-01 2051-07-01 0.125 - 8 690625.00 239345.24 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 5613000.00 5613000.00 0.0043 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 7/30/2021 due 08/02/2021 8NAV47T0Y26Q87Y0QP81 HII664000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-09-20 2071-06-20 1.171 - 5.256 3907352.00 2869210.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-02-01 2051-03-01 2.5 - 4.5 1900628.00 923355.57 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2051-02-15 0.25 - 4.5 1049959.00 1125691.14 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-02-01 2060-09-01 2 - 6 6850696.00 4211223.89 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 8948000.00 8948000.00 0.0068 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.05%, dated 7/30/2021 due 08/02/2021 E57ODZWZ7FF32TWEFA76 HII664000_00276 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 2021-10-08 2049-10-15 0.1 - 2.875 76487.00 76490.32 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-08-15 2050-08-15 0 - 8.125 1536254.00 1697140.53 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-10 2036-07-15 0.125 - 5.5 4254.00 4392.43 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-13 2051-04-01 0.125 - 7.5 17076.00 8741.60 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-09-15 2065-09-15 0 - 5.98 26052.00 9872.99 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-09-01 2051-08-01 0.25 - 8.5 187328.00 131469.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-12-15 2051-06-20 2.5 - 10 187691.00 121203.63 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 2007000.00 2007000.00 0.0015 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 7/30/2021 due 08/02/2021 MBNUM2BPBDO7JBLYG310 HII664000_00137 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 2048-11-01 2051-04-01 2 - 5 1984129.00 1645445.13 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2045-02-15 2.5 - 2.5 1054.00 1190.33 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 2051-04-01 1.5 - 5 1741763.00 1423591.49 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0005 3010000.00 3010000.00 0.0023 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.05%, dated 7/30/2021 due 08/02/2021 1VUV7VQFKUOQSJ21A208 HII664000_02102 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 2051-03-01 2051-03-01 2 - 2 301136.00 299947.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-12-01 2060-03-01 2.5 - 6 1741592.00 572976.33 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-08-15 2051-02-15 0.125 - 8.125 8994968.00 9445172.19 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 10109000.00 10109000.00 0.0077 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.05%, dated 7/30/2021 due 08/02/2021 ANGGYXNX0JLX3X63JN86 HII664000_76547 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 2021-08-15 2044-02-15 0 - 3.625 562130.00 562022.50 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 551000.00 551000.00 0.0004 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.06% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-02-01 2041-04-01 4 - 6.5 9125083.00 671402.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 2048.00 430.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-04-01 2040-01-01 4.5 - 6.5 6747108.00 348171.09 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0006 1000000.00 1000000.00 0.0008 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 7/30/2021 due 08/02/2021 CYYGQCGNHMHPSMRL3R97 HII664000_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 2035-12-01 2035-12-01 3 - 3 1506.00 463.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-02-20 2051-02-20 3 - 3.5 224646.00 215972.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 2051-03-01 2 - 3.5 503248.00 500627.62 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 703000.00 703000.00 0.0005 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 7/30/2021 due 08/02/2021 KBVRJ5K57JZ3E2AVWX40 HII664000_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 2021-10-14 2050-08-15 0 - 4.375 559539.00 562283.96 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 551000.00 551000.00 0.0004 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 7/30/2021 due 08/02/2021 ZBUT11V806EZRVTWT807 HII664000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2025-05-15 0.125 - 2.125 896243.00 937383.98 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 919000.00 919000.00 0.0007 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 7/30/2021 due 08/02/2021 ZOMOLU8CGIZRYZ7PFU34 HII664000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-12-31 2051-02-15 0.125 - 4.375 1364317.00 1458765.68 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-07-01 2.5 - 4.5 3800458.00 2558206.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-05-20 2051-01-20 2 - 3.5 503702.00 494724.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-12-01 2051-07-01 2 - 4.5 1053095.00 684222.59 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 5092000.00 5092000.00 0.0039 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 7/30/2021 due 08/02/2021 7TK5RJIZDFROZCA6XF66 HII664000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-12 2021-11-02 0 - 0 310860.00 310821.61 U.S. Treasuries (including strips) Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2026-10-26 2030-12-16 0.94 - 1.45 90641.00 91247.20 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-04-01 2051-04-01 2 - 2 109551.00 109973.54 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 502000.00 502000.00 0.0004 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.05% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-01 2051-06-01 2 - 6 1259110.00 438716.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-11-01 2056-02-01 2.843 - 8 11250647.00 4661305.17 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 5000000.00 5000000.00 0.0038 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 7/30/2021 due 08/02/2021 OXTKY6Q8X53C9ILVV871 HII664000_07426 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 2021-08-03 2043-11-15 0 - 7.625 8792346.00 10420550.48 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-03-15 2051-07-01 0 - 5 2450248.00 1203816.77 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-12-15 2044-10-06 0.028 - 3.61 110081.00 110214.01 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2026-12-11 2036-07-15 3 - 5.5 55869.00 75997.63 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2027-02-01 2056-04-01 2.875 - 7.125 184275.00 270383.26 Agency Debentures and Agency Strips Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-01-15 0 - 0 198258.00 174709.22 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2036-05-15 2069-09-20 2 - 7 203376.00 179116.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-12-01 2059-01-01 2 - 7.25 2270485.00 1502152.67 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 13660000.00 13660000.00 0.0104 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.05%, dated 7/30/2021 due 08/02/2021 549300QJJX6CVVUXLE15 HII664000_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 2040-08-15 2061-07-15 1.5 - 5 4081398.00 3159774.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-08-01 2058-05-01 2 - 6 5040705.00 2540482.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-10-01 2051-07-01 1.5 - 5 1639200.00 935466.03 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2049-05-15 0 - 0.125 30861.00 17938.80 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 6523000.00 6523000.00 0.0050 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.05%, dated 7/30/2021 due 08/02/2021 O2RNE8IBXP4R0TD8PU41 HII664000_00925 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 2026-01-20 2051-06-20 2 - 6 623555.00 645795.76 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-08-10 2051-05-15 0 - 8 1577265.00 1745152.42 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-06-01 2051-07-01 2 - 6 191538.00 102387.87 Agency Mortgage-Backed Securities Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 512935.00 450287.11 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2057-02-01 1.627 - 4.5 142475.00 45273.73 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 2926000.00 2926000.00 0.0022 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.05%, dated 7/30/2021 due 08/02/2021 5U0XI89JRFVHWIBS4F54 HII664000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-30 2030-05-15 0 - 2.875 11583356.00 12088185.75 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-06-20 2051-03-20 2 - 5 16108668.00 6721662.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-06-01 2 - 4 9471245.00 5113055.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-09-01 2.5 - 3.5 5671299.00 1799579.16 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 25218000.00 25218000.00 0.0192 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 7/30/2021 due 08/02/2021 5U0XI89JRFVHWIBS4F54 HII664000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-06-01 2 - 4 30316091.00 11869850.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 9759147.00 2328252.26 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 13847000.00 13847000.00 0.0105 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.06% SUVUFHICNZMP2WKHG940 HII472000 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 2026-11-15 2026-11-15 2 - 2 4768000.00 5100026.52 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0006 5000000.00 5000000.00 0.0038 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.05%, dated 7/30/2021 due 08/02/2021 VYVVCKR63DVZZN70PB21 HII664000_08395 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 2051-05-15 2051-05-15 2.375 - 2.375 206189.00 229791.51 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-06-01 2051-07-01 0.214 - 2.5 298770.00 301822.17 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 519000.00 519000.00 0.0004 N Y Y N Bank of Montreal Bank of Montreal, 0.16% 06367CHD2 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0012 6000915.00 6000915.00 0.0046 N N N N Bank of Montreal Bank of Montreal, 0.20% 06367CCV7 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-09-13 2021-09-13 2021-09-13 N N N 0.0008 5000718.50 5000718.50 0.0038 N N N N Credit Agricole CIB Credit Agricole CIB, 0.16% 22535CXP1 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0009 11000059.40 11000059.40 0.0084 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.16% 22535CYZ8 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 N N N 0.0010 8000452.80 8000452.80 0.0061 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.10% 51501HJP5 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-08-06 2021-08-06 2021-08-06 N N N 0.0011 6999986.70 6999986.70 0.0053 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.10% 51501HJT7 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-08-09 2021-08-09 2021-08-09 N N N 0.0011 3999987.60 3999987.60 0.0030 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.14% 51501HLV9 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-09-17 2021-09-17 2021-09-17 N N N 0.0013 7000066.50 7000066.50 0.0053 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.10% 86565CW21 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-10-07 2021-10-07 2021-10-07 N N N 0.0010 1000000.00 1000000.00 0.0008 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.10% 86565CW62 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-10-08 2021-10-08 2021-10-08 N N N 0.0010 7000000.00 7000000.00 0.0053 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.14% 86565CY78 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-10-28 2021-10-28 2021-10-28 N N N 0.0010 7000699.30 7000699.30 0.0053 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.14% 86565CZ93 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-11-02 2021-11-02 2021-11-02 N N N 0.0010 9000830.70 9000830.70 0.0068 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.16% 86565CM97 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-09-07 2021-09-07 2021-09-07 N N N 0.0009 7000507.50 7000507.50 0.0053 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.16% 86565CN88 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-09-08 2021-09-08 2021-09-08 N N N 0.0009 4000297.60 4000297.60 0.0030 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.17% 86565CE39 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0009 7000046.90 7000046.90 0.0053 N Y Y N Toronto-Dominion Bank Toronto-Dominion Bank, 0.14% 89114WBU8 PT3QB789TSUIDF371261 US89114WBU80 0000947263 Certificate of Deposit Y N/A N/A 2021-09-09 2021-12-09 2021-12-09 N N N 0.0019 1999600.00 1999600.00 0.0015 N N N N Bank of America NA Bank of America NA, 0.19% 06052TN63 B4TYDEB6GKMZO031MB27 0001102113 Certificate of Deposit Y N/A N/A 2021-10-19 2021-10-19 2021-10-19 N N N 0.0005 4001196.40 4001196.40 0.0030 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% HII455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2024-03-31 2 - 2.125 2949200.00 3060039.34 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 3000000.00 3000000.00 0.0023 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 HII466000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2022-07-31 2 - 2 9912800.00 10200060.57 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 10000000.00 10000000.00 0.0076 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 HII483000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2027-11-15 0.125 - 2.25 10944600.00 11220118.10 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 11000000.00 11000000.00 0.0084 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 HII459000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 0.75 - 0.75 3046200.00 3060074.28 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0006 3000000.00 3000000.00 0.0023 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-07 2021-10-07 0 - 0 2050000.00 2049823.29 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 2000000.00 2000000.00 0.0015 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 HII484000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 3711000.00 4084646.27 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 4000000.00 4000000.00 0.0030 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 HII450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2041-05-15 2.25 - 2.375 12243600.00 13259023.81 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 13000000.00 13000000.00 0.0099 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 HII471000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 1907200.00 2040010.61 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 2000000.00 2000000.00 0.0015 N Y Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.09% Series 2008, LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 2024-09-03 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0009 25155000.00 25155000.00 0.0191 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 912796C64 US912796C649 U.S. Treasury Debt Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0002 3999990.00 3999990.00 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.35% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2021-08-02 2021-10-31 2021-10-31 N N N 0.0005 3002242.53 3002242.53 0.0023 N Y Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2021-08-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer