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LLC 0000862124 084-01839 N N N Prime N 44 45 604181083.57 565307281.04 573026860.18 559059541.90 711335960.44 669461864.84 675181576.08 669214467.20 0.4500 0.4200 0.4300 0.4100 0.5300 0.5000 0.5000 0.4900 0.00 1268692233.17 1268651131.28 167036359.83 109481261.78 1326247331.22 1326264369.52 0.0015 1.0000 1.0000 1.0000 1.0000 C000019137 1.00 1326247331.22 1326264369.52 1.0000 1.0000 1.0000 1.0000 3933937.20 184624.81 3185989.80 405340.70 3736256.17 53074.15 1283127.09 284899.13 12849413.47 1385826.95 0.0015 N Bank of Montreal Bank of Montreal, 0.14% 06366HBE6 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-02-14 2022-02-14 2022-02-14 N N N 0.0014 4996938.50 4996938.50 0.0038 N N N N Bank of Montreal Bank of Montreal, 0.14% 06366HBG1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-02-16 2022-02-16 2022-02-16 N N N 0.0014 7995004.80 7995004.80 0.0060 N N N N BNP Paribas Fortis BNP Paribas Fortis, 0.07% 09659JWG4 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2021-11-04 2021-11-04 N N N 0.0006 6999241.90 6999241.90 0.0053 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.15% 31428GC35 549300B2Q47IR0CR5B54 IAE761000 Financial Company Commercial Paper Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0015 1998475.00 1998475.00 0.0015 N N N N ING U.S. Funding LLC ING U.S. Funding LLC, 0.11% 4497W0ZA9 IAD807000 Financial Company Commercial Paper Y N/A N/A 2021-12-10 2021-12-10 2021-12-10 N Y ING BANK NV 1.0000 N/A N/A N 0.0011 3998799.20 3998799.20 0.0030 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X0W19 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0000 18999957.82 18999957.82 0.0143 N Y Y N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.04% 5148X0W35 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2021-09-03 2021-09-03 2021-09-03 N N N 0.0004 3999986.68 3999986.68 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0.939 25000.00 4382.72 Asset-Backed Securities T-MOBILE US INC SR GLBL NT 21 549300ZTTY7CXOLJ6539 2021-09-15 2021-09-15 7.25 - 7.25 2000.00 2071.26 Corporate Debt Securities SPIRIT AEROSYSTEMS INC 3.95%23 ZD2NBKV6GCC3UMGBM518 2023-06-15 2023-06-15 3.95 - 3.95 208000.00 211814.49 Corporate Debt Securities CARNIVAL CORP MTN BE SR SEC GLBL 28 F1OF2ZSX47CR0BCWA982 2028-08-01 2028-08-01 4 - 4 128000.00 128963.56 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 2017.25 Asset-Backed Securities CWABS INC 2007-BC2 1-A 20370625 FLT 5493009O8OIWZPZRY516 2037-06-25 2037-06-25 0.284 - 0.284 38974.00 7918.09 Asset-Backed Securities NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 2026-02-01 10.25 - 10.25 2000.00 2329.01 Corporate Debt Securities CITIGROUP MTG LN TR 2006-NC2 A-2B 20360925 FLT 2036-09-25 2036-09-25 0.404 - 0.404 25000.00 5329.68 Asset-Backed Securities RALI SERIES TRUST 2007-QH4 A-1 20370525 FLT 2037-05-25 2037-05-25 0.274 - 0.274 25002.00 3979.55 Private Label Collateralized Mortgage Obligations BRASKEM NETH FIN B V SR GLBL 144A 30 2549000TLMHFQ74DS330 2030-01-31 2030-01-31 4.5 - 4.5 493000.00 530369.40 Corporate Debt Securities BEAR STEARNS CMBS 2007-PWR17 C 20500613 FLT 2050-06-13 2050-06-13 5.942 - 5.942 5179.00 2280.06 Private Label Collateralized Mortgage Obligations RHP HOTEL PPTY/ RHP FINANCE SR GLBL NT 27 2027-10-15 2027-10-15 4.75 - 4.75 2000.00 2105.89 Corporate Debt Securities TEACHERS INS & ANNUITY ASSN AM SUB GLBL 144A 47 O06XD7BJ4EPXNABVFN69 2047-05-15 2047-05-15 4.27 - 4.27 151000.00 188671.90 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR GLBL 144A 28 2028-10-01 2028-10-01 5.625 - 5.625 47000.00 50569.06 Corporate Debt Securities WOLVERINE ESCROW LLC SR SEC GLBL 24 2024-11-15 2024-11-15 8.5 - 8.5 2000.00 1995.06 Corporate Debt Securities FIVE POINT OPERATING COMPANY SR GLBL 144A 25 2025-11-15 2025-11-15 7.875 - 7.875 113000.00 120422.69 Corporate Debt Securities MILLICOM INTL CELLULAR S A 6.25%29 222100SZ6J5ZF05ZTR58 2029-03-25 2029-03-25 6.25 - 6.25 200000.00 202168.75 Corporate Debt Securities PETROBRAS GLOBAL FINANCE BV SR GLBL NT 15 549300FNENFFSMO3GT38 2115-06-05 2115-06-05 6.85 - 6.85 15000.00 16881.35 Corporate Debt Securities CITIGROUP COML MTG TR 2019-C7 805C 20721216 FLT 2072-12-16 2072-12-16 3.917 - 3.917 11390.00 10304.12 Private Label Collateralized Mortgage Obligations UNITED AIRLINES PT CERT 2007-1 A 20240102 6.63600 2024-01-02 2024-01-02 6.636 - 6.636 251000.00 73255.89 Asset-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 2021-09-07 N N N 0.0032 2000000.00 2000000.00 0.0015 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.37% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPLUNK INC SR GLBL COCO 25 549300XGDSGBP6UEI867 2025-09-15 2025-09-15 1.125 - 1.125 852000.00 1081134.75 Equities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0037 1000000.00 1000000.00 0.0008 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.50% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ATLAS CORP SR GLBL COCO 25 5493007Z8Q1H45KT7W98 2025-12-15 2025-12-15 3.75 - 3.75 1700000.00 2161408.33 Equities Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 N N N 0.0050 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 DISH NETWORK CORPORATION GLBL COCO 25 529900U350CWHH15G169 2025-12-15 2025-12-15 N/A 7267000.00 8654997.00 Equities Y N/A N/A 2021-09-03 2021-09-03 2021-09-03 N N N 0.0067 8000000.00 8000000.00 0.0060 N N Y N 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 MONGODB INC SR GLBL COCO 26 549300TPTG69WKWE1Z37 2026-01-15 2026-01-15 0.25 - 0.25 2214000.00 4327704.57 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, 0.68% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PTC THERAPEUTICS INC SR COCO 26 549300UJLWOIWFDGB318 2026-09-15 2026-09-15 1.5 - 1.5 1364000.00 1492102.33 Equities HARMONIC INC SR GLBL COCO 24 549300LRGRD8XC9BTL66 2024-09-01 2024-09-01 2 - 2 3138000.00 3911077.68 Equities Y N/A N/A 2021-11-03 2021-11-03 2021-11-03 N N N 0.0068 5000000.00 5000000.00 0.0038 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 APOLLO COML REAL ESTATE FIN SR CONV 4.75%22 549300E0AN7M2AQHSY29 2022-08-23 2022-08-23 4.75 - 4.75 3193000.00 3242207.68 Equities Y N/A N/A 2021-11-05 2021-11-05 2021-11-05 N N N 0.0068 3000000.00 3000000.00 0.0023 N N N Y ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% IAE674000 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 2051-03-20 2051-03-20 3 - 3 991706.00 968137.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 2049-08-01 3.5 - 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In a joint trading account with Bank Of America, N.A. at 0.05%, dated 8/31/2021 due 09/01/2021 B4TYDEB6GKMZO031MB27 IAE834000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2050-06-20 3 - 5.25 35230457.00 7459640.62 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 7244000.00 7244000.00 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 8/31/2021 due 09/01/2021 VJW2DOOHGDT6PR0ZRO63 IAE834000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-02 2051-08-15 0 - 7.5 4388286.00 4393095.76 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-10-01 2051-08-01 0.19 - 8 805090.00 453871.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-09-25 2051-08-01 0.25 - 9 612601.00 421706.07 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-02 2028-11-16 0 - 5.375 169370.00 176740.57 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-05-15 2051-08-20 2 - 9 188084.00 20324.66 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-10-04 2027-06-15 0.07 - 5.22 271285.00 272855.26 Agency Debentures and Agency Strips Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 5626000.00 5626000.00 0.0042 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 8/31/2021 due 09/01/2021 8NAV47T0Y26Q87Y0QP81 IAE834000_00431 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 2033-01-01 2051-07-01 2 - 4 1719329.00 1426158.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-02-01 2051-08-01 2 - 4.5 5478048.00 4686451.77 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-06-30 2050-05-15 0.5 - 4.75 933902.00 1043918.86 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-09-20 2051-05-20 2.5 - 4 3119609.00 1981869.67 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 8955000.00 8955000.00 0.0068 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.05%, dated 8/31/2021 due 09/01/2021 E57ODZWZ7FF32TWEFA76 IAE834000_00276 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 2039-01-20 2050-07-20 2.5 - 7.5 5931.00 4369.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-09-15 2029-09-15 0 - 0 56.00 50.12 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-05 2040-10-01 0 - 7.125 17844.00 17564.25 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-10-12 2036-07-15 0.125 - 5.625 11940.00 12806.14 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2047-05-15 0.125 - 3.625 1865204.00 2020385.79 U.S. Treasuries (including strips) Federal Farm Credit Bank 2022-04-08 2022-07-28 0.195 - 0.375 88.00 88.80 Agency Debentures and Agency Strips Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 2012000.00 2012000.00 0.0015 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 8/31/2021 due 09/01/2021 MBNUM2BPBDO7JBLYG310 IAE834000_00137 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 2049-06-01 2051-07-01 1.5 - 5.5 2403497.00 2203937.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2050-05-15 0 - 3.875 390137.00 647995.54 U.S. Treasuries (including strips) Federal Farm Credit Bank 2023-03-08 2023-03-08 2.65 - 2.65 42.00 44.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2051-07-01 1.5 - 5 252919.00 232678.68 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0005 3018000.00 3018000.00 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 8/31/2021 due 09/01/2021 1VUV7VQFKUOQSJ21A208 IAE834000_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 2022-01-13 2051-08-01 2.375 - 5 927500.00 503252.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-04-12 2022-04-12 2.25 - 2.25 218178.00 222936.12 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-09-07 2051-08-15 0 - 8 5695598.00 5948192.55 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 6538000.00 6538000.00 0.0049 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.05%, dated 8/31/2021 due 09/01/2021 ANGGYXNX0JLX3X63JN86 IAE834000_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 2021-09-30 2041-05-15 0.125 - 6 550319.00 554880.79 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 544000.00 544000.00 0.0004 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.05% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2056-08-15 2056-08-15 2.1 - 2.1 981008.00 1020002.09 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 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 8/31/2021 due 09/01/2021 CYYGQCGNHMHPSMRL3R97 IAE834000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-10-20 2051-03-20 3.5 - 4 603259.00 380467.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-11-01 2047-09-01 3 - 5.5 88482.00 27516.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 2057-02-01 2 - 3.54 535278.00 515116.53 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 905000.00 905000.00 0.0007 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 8/31/2021 due 09/01/2021 KBVRJ5K57JZ3E2AVWX40 IAE834000_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 2021-09-09 2042-11-15 0 - 4.375 563295.00 564061.75 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 553000.00 553000.00 0.0004 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 8/31/2021 due 09/01/2021 ZBUT11V806EZRVTWT807 IAE834000_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 2021-10-31 2021-10-31 0.345 - 0.345 924447.00 925141.37 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 907000.00 907000.00 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 8/31/2021 due 09/01/2021 ZOMOLU8CGIZRYZ7PFU34 IAE834000_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 2021-12-15 2049-08-15 0.125 - 4.25 1318509.00 1400347.71 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-06-20 2 - 5 3467788.00 449838.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-12-01 2051-08-01 2 - 4.5 1926371.00 691985.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-03-01 2058-01-01 2 - 4.5 5170856.00 3076625.97 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 5508000.00 5508000.00 0.0042 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 8/31/2021 due 09/01/2021 7TK5RJIZDFROZCA6XF66 IAE834000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2050-10-20 2 - 2 49272.00 46602.99 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2051-05-15 0 - 7.625 375780.00 468450.17 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 503000.00 503000.00 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-11-01 2051-08-01 2.5 - 6.5 7306353.00 2617092.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-07-01 2047-03-01 1.5 - 3 2528722.00 2482915.12 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 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 8/31/2021 due 09/01/2021 OXTKY6Q8X53C9ILVV871 IAE834000_07426 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 2023-06-26 2044-03-09 0.2 - 3.61 44456.00 49360.70 Agency Debentures and Agency Strips Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 214026.00 189309.53 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-09-07 2051-05-15 0 - 7.625 13220835.00 12988967.47 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-01 2051-06-01 0 - 6.25 481584.00 472002.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-11-06 2051-03-01 0 - 2 166625.00 161486.37 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2027-02-01 2042-12-15 0 - 4.65 66859.00 77449.86 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-22 2028-06-09 0 - 5.375 23332.00 26440.30 Agency Debentures and Agency Strips Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 13665000.00 13665000.00 0.0103 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.05%, dated 8/31/2021 due 09/01/2021 549300QJJX6CVVUXLE15 IAE834000_07749 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 2021-09-09 2051-08-15 0 - 6.25 3162379.00 3108963.69 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-02-01 2051-04-01 2 - 4.5 277645.00 237563.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 2051-08-01 2.5 - 3 284954.00 170202.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-07-20 2 - 5 1383585.00 1102401.56 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 4527000.00 4527000.00 0.0034 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.05%, dated 8/31/2021 due 09/01/2021 O2RNE8IBXP4R0TD8PU41 IAE834000_00925 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2057-02-01 1.593 - 4.5 162430.00 49607.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-06-01 2051-07-01 2 - 6 227317.00 124968.79 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-09-02 2050-08-15 0 - 8 1693310.00 1628035.11 U.S. Treasuries (including strips) Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 551384.00 486026.84 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-01-20 2051-06-20 1.875 - 6 674247.00 693444.50 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 2919000.00 2919000.00 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 8/31/2021 due 09/01/2021 5U0XI89JRFVHWIBS4F54 IAE834000_10193 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 2046-08-01 2049-09-01 2.5 - 3.5 5560753.00 1601755.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-06-20 2051-08-20 2.5 - 5 12794988.00 4516995.00 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-09-30 2050-05-15 0.25 - 2.875 9565026.00 9843002.49 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-08-01 2 - 4 10237834.00 6042672.93 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 21571000.00 21571000.00 0.0163 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 8/31/2021 due 09/01/2021 5U0XI89JRFVHWIBS4F54 IAE834000_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 30455403.00 11466609.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 10187232.00 2327246.53 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 13480000.00 13480000.00 0.0102 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IAE668000 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 2041-07-01 2050-04-01 3.5 - 4.5 25860969.00 6120008.56 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 6000000.00 6000000.00 0.0045 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.05%, dated 8/31/2021 due 09/01/2021 VYVVCKR63DVZZN70PB21 IAE834000_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 2022-08-31 2051-08-15 0.125 - 6.25 204902.00 236316.16 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-02-01 2051-08-01 2 - 5 355007.00 290065.02 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 514000.00 514000.00 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 6000832.20 6000832.20 0.0045 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 0.0007 5000234.50 5000234.50 0.0038 N N N N Credit Agricole CIB Credit Agricole CIB, 0.12% 22535CT35 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2021-12-06 2021-12-06 2021-12-06 N N N 0.0010 8000323.20 8000323.20 0.0060 N N N 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 0.0008 8000035.20 8000035.20 0.0060 N N Y 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 0.0010 7000119.00 7000119.00 0.0053 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.14% 51501HMY2 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-10-08 2021-10-08 2021-10-08 N N N 0.0011 7000199.50 7000199.50 0.0053 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.11% 60710RZ65 RB0PEZSDGCO3JS6CEU02 IAE398000 Certificate of Deposit Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0011 14999875.50 14999875.50 0.0113 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 0.0008 1000018.50 1000018.50 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 0.0008 7000125.30 7000125.30 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 0.0009 7000574.70 7000574.70 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 0.0009 9000771.30 9000771.30 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 0.0008 7000109.20 7000109.20 0.0053 N N Y 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 0.0008 4000071.20 4000071.20 0.0030 N N 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 0.0021 1999600.00 1999600.00 0.0015 N N N N Bank of America NA Bank of America NA, 0.15% 06052TP46 B4TYDEB6GKMZO031MB27 0001102113 Certificate of Deposit Y N/A N/A 2022-02-07 2022-02-07 2022-02-07 N N N 0.0013 5000510.50 5000510.50 0.0038 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 4000762.00 4000762.00 0.0030 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% IAE673000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-08-31 2026-08-31 0.75 - 0.75 3064200.00 3060063.33 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 3000000.00 3000000.00 0.0023 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IAE683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-05 2021-10-05 0 - 0 10200400.00 10200104.19 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 10000000.00 10000000.00 0.0075 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IAE692000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-11 2030-08-15 0 - 3 10777500.00 11220088.83 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 11000000.00 11000000.00 0.0083 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 IAE702000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-05-31 2027-05-31 0.5 - 0.5 4168500.00 4080097.91 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 4000000.00 4000000.00 0.0030 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 IAE697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-11-15 2028-11-15 3.125 - 3.125 6200800.00 7140104.60 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0006 7000000.00 7000000.00 0.0053 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 IAE684000 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 3720000.00 4086541.30 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 4000000.00 4000000.00 0.0030 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IAE667000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-30 2029-08-15 0.5 - 2.875 2001200.00 2040056.50 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 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, 0.08% Series 2008, LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2021-09-07 2021-09-07 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 0.0008 25155000.00 25155000.00 0.0190 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796ZB8 US912796ZB85 U.S. Treasury Debt Y N/A N/A 2021-10-15 2021-10-15 2021-10-15 N N N 0.0004 12999316.72 12999316.72 0.0098 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.36% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2021-09-01 2021-10-31 2021-10-31 N N N 0.0010 3001278.99 3001278.99 0.0023 N Y Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2021-09-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer