N-MFP2 0000803013 XXXXXXXX 2022-01-31 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 33 33 576292976.39 630956636.14 552170238.57 554742941.77 750447658.99 773110332.74 683324675.12 725897424.97 0.3200 0.3500 0.3100 0.3100 0.4200 0.4400 0.3900 0.4100 90999933.98 1663868534.65 1663858824.25 11270130.90 32117667.37 1734020932.16 1734130975.45 0.0020 0.9999 0.9999 0.9999 0.9999 C000019137 1.00 1734020932.16 1734130975.45 0.9999 0.9999 0.9999 0.9999 298830.39 664.87 724400.51 104988.82 1466335.56 7285326.68 174143.65 12622828.87 2664331.15 20833366.53 0.0020 N Bank of Montreal Bank of Montreal, 0.08% 06366HBE6 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-02-14 2022-02-14 2022-02-14 N N N 0.0008 4999844.50 4999844.50 0.0029 N N N N Bank of Montreal Bank of Montreal, 0.08% 06366HBG1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-02-16 2022-02-16 2022-02-16 N N N 0.0008 7999715.20 7999715.20 0.0046 N N N N Bank of Montreal Bank of Montreal, 0.17% 06366HD46 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0017 11996514.00 11996514.00 0.0069 N N N N Bank of Montreal Bank of Montreal, 0.17% 06366HD46 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0017 7997676.00 7997676.00 0.0046 N N N N Bank of Montreal Bank of Montreal, 0.17% 06366HD79 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-04-07 2022-04-07 2022-04-07 N N N 0.0017 7997477.60 7997477.60 0.0046 N N N N Bank of Montreal Bank of Montreal, 0.23% 06366HE37 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0023 7995400.00 7995400.00 0.0046 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417KET2 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0030 20979768.60 20979768.60 0.0121 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.33% 06417KF38 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-06-03 2022-06-03 2022-06-03 N N N 0.0033 20976393.90 20976393.90 0.0121 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.38% 06417KFA2 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-06-10 2022-06-10 2022-06-10 N N N 0.0038 10985184.10 10985184.10 0.0063 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.41% 06417KFF1 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-06-15 2022-06-15 2022-06-15 N N N 0.0041 9984813.00 9984813.00 0.0058 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.18% 06742XZD2 G5GSEF7VJP5I7OUK5573 IFC014000 Financial Company Commercial Paper Y N/A N/A 2022-03-21 2022-03-21 2022-03-21 N N N 0.0018 3999041.60 3999041.60 0.0023 N N N N Bayerische Landesbank Bayerische Landesbank, 0.12% 07274MCE3 VDYMYTQGZZ6DU0912C88 IGB306000 Financial Company Commercial Paper Y N/A N/A 2022-03-14 2022-03-14 2022-03-14 N N N 0.0012 4999323.50 4999323.50 0.0029 N N N N Bayerische Landesbank Bayerische Landesbank, 0.12% 07274MCH6 VDYMYTQGZZ6DU0912C88 IGA543000 Financial Company Commercial Paper Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0012 10998350.00 10998350.00 0.0063 N N N N BNP Paribas SA BNP Paribas SA, 0.06% 09660KB71 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2022-02-07 2022-02-07 2022-02-07 N N N 0.0006 7999906.40 7999906.40 0.0046 N N Y N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.08% 12802WB94 969500P04DQJS4BPM574 IAI008000 Financial Company Commercial Paper Y N/A N/A 2022-02-09 2022-02-09 2022-02-09 N N N 0.0008 13999720.00 13999720.00 0.0081 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.22% 12802WDE1 969500P04DQJS4BPM574 ICD439000 Financial Company Commercial Paper Y N/A N/A 2022-04-14 2022-04-14 2022-04-14 N N N 0.0022 7996512.00 7996512.00 0.0046 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13608BEP5 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0029 15985465.60 15985465.60 0.0092 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.10% 31428GC35 549300B2Q47IR0CR5B54 IAE761000 Financial Company Commercial Paper Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0010 1999826.00 1999826.00 0.0012 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.16% 31428GCX9 549300B2Q47IR0CR5B54 IFB478000 Financial Company Commercial Paper Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0016 10997169.70 10997169.70 0.0063 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X1B10 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0000 19999938.80 19999938.80 0.0115 N Y Y N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1CH4 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0015 10997937.50 10997937.50 0.0063 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.07% 60682XB47 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2022-02-04 2022-02-04 2022-02-04 N N N 0.0007 2999976.60 2999976.60 0.0017 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.07% 60683CB91 JBONEPAGQXF4QP29B387 IBI281000 Financial Company Commercial Paper Y N/A N/A 2022-02-09 2022-02-09 2022-02-09 N N N 0.0007 11999784.00 11999784.00 0.0069 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.15% 60683CD16 JBONEPAGQXF4QP29B387 IEG390000 Financial Company Commercial Paper Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0015 3999000.00 3999000.00 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.17% 60683CD65 JBONEPAGQXF4QP29B387 IEE784000 Financial Company Commercial Paper Y N/A N/A 2022-04-06 2022-04-06 2022-04-06 N N N 0.0017 5998158.60 5998158.60 0.0035 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.19% 60683CDB4 JBONEPAGQXF4QP29B387 IFI765000 Financial Company Commercial Paper Y N/A N/A 2022-04-11 2022-04-11 2022-04-11 N N N 0.0019 3998522.40 3998522.40 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.20% 60683CDE8 JBONEPAGQXF4QP29B387 IFA377000 Financial Company Commercial Paper Y N/A N/A 2022-04-14 2022-04-14 2022-04-14 N N N 0.0020 3998361.60 3998361.60 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.26% 60683CDT5 JBONEPAGQXF4QP29B387 IGD110000 Financial Company Commercial Paper Y N/A N/A 2022-04-27 2022-04-27 2022-04-27 N N N 0.0026 3997572.80 3997572.80 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.27% 60682XDV5 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2022-04-29 2022-04-29 2022-04-29 N N N 0.0027 3997438.40 3997438.40 0.0023 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.25% 60689QDC5 RB0PEZSDGCO3JS6CEU02 IFI258000 Financial Company Commercial Paper Y N/A N/A 2022-04-12 2022-04-12 2022-04-12 N N N 0.0025 21989457.60 21989457.60 0.0127 N N N N National Bank of Canada National Bank of Canada, 0.08% 63307MB40 BSGEFEIOM18Y80CKCV46 IAE510000 Financial Company Commercial Paper Y N/A N/A 2022-02-04 2022-02-04 2022-02-04 N N N 0.0008 5999946.60 5999946.60 0.0035 N N Y N National Bank of Canada National Bank of Canada, 0.08% 63307MB81 BSGEFEIOM18Y80CKCV46 HJI254000 Financial Company Commercial Paper Y N/A N/A 2022-02-08 2022-02-08 2022-02-08 N N N 0.0008 7999857.60 7999857.60 0.0046 N N N N National Bank of Canada National Bank of Canada, 0.21% 63307MDD8 BSGEFEIOM18Y80CKCV46 ICE763000 Financial Company Commercial Paper Y N/A N/A 2022-04-13 2022-04-13 2022-04-13 N N N 0.0021 12994592.00 12994592.00 0.0075 N N N N Royal Bank of Canada Royal Bank of Canada, 0.07% 78009BBF8 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0007 4999854.00 4999854.00 0.0029 N N N N Royal Bank of Canada Royal Bank of Canada, 0.07% 78009BBG6 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-02-16 2022-02-16 2022-02-16 N N N 0.0007 4999842.00 4999842.00 0.0029 N N N N Royal Bank of Canada Royal Bank of Canada, 0.07% 78009BBH4 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-02-17 2022-02-17 2022-02-17 N N N 0.0007 4999827.50 4999827.50 0.0029 N N N N Royal Bank of Canada Royal Bank of Canada, 0.08% 78009BBJ0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-02-18 2022-02-18 2022-02-18 N N N 0.0008 4999815.00 4999815.00 0.0029 N N N N Royal Bank of Canada Royal Bank of Canada, 0.17% 78015DD80 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-04-08 2022-04-08 2022-04-08 N N N 0.0017 16994526.00 16994526.00 0.0098 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.11% 83050UCM8 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y N/A N/A 2022-03-21 2022-03-21 2022-03-21 N N N 0.0011 15997561.60 15997561.60 0.0092 N N N N Societe Generale Societe Generale, 0.00% 83369CB11 O2RNE8IBXP4R0TD8PU41 IGH576000 Financial Company Commercial Paper Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0000 10999978.66 10999978.66 0.0063 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.15% 86562LD66 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2022-04-06 2022-04-06 2022-04-06 N N N 0.0015 7997833.60 7997833.60 0.0046 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.13% 86564XCN2 5493006GGLR4BTEL8O61 IEH536000 Financial Company Commercial Paper Y N/A N/A 2022-03-22 2022-03-22 2022-03-22 N N N 0.0013 3999261.20 3999261.20 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.15% 86564XD19 5493006GGLR4BTEL8O61 IFC048000 Financial Company Commercial Paper Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0015 8997750.00 8997750.00 0.0052 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.19% 86564XDC5 5493006GGLR4BTEL8O61 IFH744000 Financial Company Commercial Paper Y N/A N/A 2022-04-12 2022-04-12 2022-04-12 N N N 0.0019 8996680.80 8996680.80 0.0052 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.24% 86564XDT8 5493006GGLR4BTEL8O61 IGD679000 Financial Company Commercial Paper Y N/A N/A 2022-04-27 2022-04-27 2022-04-27 N N N 0.0024 8994904.20 8994904.20 0.0052 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.09% 86960KCE0 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-03-14 2022-03-14 2022-03-14 N N N 0.0009 13998464.20 13998464.20 0.0081 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.07% 89119BBJ4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-02-18 2022-02-18 2022-02-18 N N N 0.0007 3999860.00 3999860.00 0.0023 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.08% 89119BC79 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-03-07 2022-03-07 2022-03-07 N N N 0.0008 14998833.00 14998833.00 0.0086 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.14% 89119BD45 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0014 14996377.50 14996377.50 0.0086 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.16% 89119BDB9 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-04-11 2022-04-11 2022-04-11 N N N 0.0016 7997557.60 7997557.60 0.0046 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.53% 89119BGF7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0053 6982995.60 6982995.60 0.0040 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.14% 89233HC28 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 N N N 0.0014 1999766.60 1999766.60 0.0012 N N N N UBS AG London Branch UBS AG London Branch, 0.32% 90351XEJ8 BFM8T61CT2L1QCEMIK50 IEA030000 Financial Company Commercial Paper Y N/A N/A 2022-05-18 2022-05-18 2022-05-18 N N N 0.0032 11988765.60 11988765.60 0.0069 N N N N UBS AG London Branch UBS AG London Branch, 0.33% 90351XEP4 BFM8T61CT2L1QCEMIK50 IEB875000 Financial Company Commercial Paper Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0033 7991811.20 7991811.20 0.0046 N N N N UBS AG London Branch UBS AG London Branch, 0.34% 90351XES8 BFM8T61CT2L1QCEMIK50 IED214000 Financial Company Commercial Paper Y N/A N/A 2022-05-26 2022-05-26 2022-05-26 N N N 0.0034 14983852.50 14983852.50 0.0086 N N N N UBS AG London Branch UBS AG London Branch, 0.37% 90351XF99 BFM8T61CT2L1QCEMIK50 IEI564000 Financial Company Commercial Paper Y N/A N/A 2022-06-09 2022-06-09 2022-06-09 N N N 0.0037 10985730.80 10985730.80 0.0063 N N N N UBS AG London Branch UBS AG London Branch, 0.37% 90351XFF5 BFM8T61CT2L1QCEMIK50 IFA874000 Financial Company Commercial Paper Y N/A N/A 2022-06-15 2022-06-15 2022-06-15 N N N 0.0037 19972250.00 19972250.00 0.0115 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.09% 04821UBJ0 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2022-02-18 2022-02-18 2022-02-18 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0009 18877150.49 18877150.49 0.0109 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.13% 04821UC42 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0013 9998871.00 9998871.00 0.0058 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.13% 04821UC42 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0013 18997854.90 18997854.90 0.0110 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.17% 04821UCG5 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2022-03-16 2022-03-16 2022-03-16 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0017 26994489.30 26994489.30 0.0156 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.18% 04821UCM2 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2022-03-21 2022-03-21 2022-03-21 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0018 5998505.40 5998505.40 0.0035 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.12% 38346MC28 549300Z2ZR7VTUMRPR17 IFE279000 Asset Backed Commercial Paper Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0012 7999200.00 7999200.00 0.0046 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.24% 38346MD50 549300Z2ZR7VTUMRPR17 IFH746000 Asset Backed Commercial Paper Y N/A N/A 2022-04-05 2022-04-05 2022-04-05 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0024 6997025.70 6997025.70 0.0040 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.26% 38346MDB7 549300Z2ZR7VTUMRPR17 IFI299000 Asset Backed Commercial Paper Y N/A N/A 2022-04-11 2022-04-11 2022-04-11 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0026 12993605.30 12993605.30 0.0075 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 0.17% 53127UCH1 549300F33VRHM10B9391 IFC138000 Asset Backed Commercial Paper Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0017 1999575.00 1999575.00 0.0012 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.08% 56274MB27 549300S0NSJYSOB32S63 IDJ914000 Asset Backed Commercial Paper Y N/A N/A 2022-02-02 2022-02-02 2022-02-02 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0008 34999846.00 34999846.00 0.0202 N N Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.12% 56274MC34 549300S0NSJYSOB32S63 IEE341000 Asset Backed Commercial Paper Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0012 34996293.50 34996293.50 0.0202 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.09% 82124MBH2 549300MYF6MOTU9T3G29 IEA655000 Asset Backed Commercial Paper Y N/A N/A 2022-02-17 2022-02-17 2022-02-17 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0009 1999915.00 1999915.00 0.0012 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.10% 82124MBN9 549300MYF6MOTU9T3G29 IEA650000 Asset Backed Commercial Paper Y N/A N/A 2022-02-22 2022-02-22 2022-02-22 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0010 3999772.80 3999772.80 0.0023 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.10% 82124MBN9 549300MYF6MOTU9T3G29 IEB328000 Asset Backed Commercial Paper Y N/A N/A 2022-02-22 2022-02-22 2022-02-22 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0010 18998920.80 18998920.80 0.0110 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.10% 82124MBN9 549300MYF6MOTU9T3G29 IEB867000 Asset Backed Commercial Paper Y N/A N/A 2022-02-22 2022-02-22 2022-02-22 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0010 24998580.00 24998580.00 0.0144 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.10% 82124MBN9 549300MYF6MOTU9T3G29 IEA652000 Asset Backed Commercial Paper Y N/A N/A 2022-02-22 2022-02-22 2022-02-22 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0010 26998466.40 26998466.40 0.0156 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.16% 82124MCE8 549300MYF6MOTU9T3G29 IFI741000 Asset Backed Commercial Paper Y N/A N/A 2022-03-14 2022-03-14 2022-03-14 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0016 9998133.00 9998133.00 0.0058 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 0.15% 89355QB13 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0015 999995.80 999995.80 0.0006 N Y Y N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 0.21% 89355QBF2 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0021 2999737.50 2999737.50 0.0017 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 0.28% 89355QCG9 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-03-16 2022-03-16 2022-03-16 N N N 0.0028 6997578.70 6997578.70 0.0040 N N N N Abn Amro Bank NV(TD) Abn Amro Bank NV(TD), 0.09% BFXS5XCH7N0Y05NIXW11 IGH552000 Non-Negotiable Time Deposit Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0009 25000000.00 25000000.00 0.0144 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.14% G5GSEF7VJP5I7OUK5573 IGH573000 Non-Negotiable Time Deposit Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0014 43000000.00 43000000.00 0.0248 N Y Y N Bayerische Landesbank Bayerische Landesbank, 0.09% IGH491000 Non-Negotiable Time Deposit Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0009 36000000.00 36000000.00 0.0208 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.08% 1VUV7VQFKUOQSJ21A208 IGH519000 Non-Negotiable Time Deposit Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0008 42000000.00 42000000.00 0.0242 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.12% DIZES5CFO5K3I5R58746 IGF089000 Non-Negotiable Time Deposit Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0014 16999989.80 16999989.80 0.0098 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.12% DIZES5CFO5K3I5R58746 IGF554000 Non-Negotiable Time Deposit Y N/A N/A 2022-02-02 2022-02-02 2022-02-02 N N N 0.0012 17000000.00 17000000.00 0.0098 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.12% DIZES5CFO5K3I5R58746 IGG111000 Non-Negotiable Time Deposit Y N/A N/A 2022-02-03 2022-02-03 2022-02-03 N N N 0.0012 17000000.00 17000000.00 0.0098 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.12% DIZES5CFO5K3I5R58746 IGG628000 Non-Negotiable Time Deposit Y N/A N/A 2022-02-04 2022-02-04 2022-02-04 N N N 0.0014 4999989.00 4999989.00 0.0029 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.12% DIZES5CFO5K3I5R58746 IGH459000 Non-Negotiable Time Deposit Y N/A N/A 2022-02-07 2022-02-07 2022-02-07 N N N 0.0012 30000000.00 30000000.00 0.0173 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 0.08% RB0PEZSDGCO3JS6CEU02 IGH512000 Non-Negotiable Time Deposit Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0008 38000000.00 38000000.00 0.0219 N Y Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 0.11% RB0PEZSDGCO3JS6CEU02 IGG710000 Non-Negotiable Time Deposit Y N/A N/A 2022-02-04 2022-02-04 2022-02-04 N N N 0.0013 10999975.80 10999975.80 0.0063 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.07% ES7IP3U3RHIGC71XBU11 IGH492000 Non-Negotiable Time Deposit Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0007 11000000.00 11000000.00 0.0063 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.27% 06742TD52 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0014 22003436.40 22003436.40 0.0127 N N N N Barclays Bank PLC Barclays Bank PLC, 0.29% 06742TD94 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2022-03-21 2022-03-21 2022-03-21 N N N 0.0015 17003145.00 17003145.00 0.0098 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.18% 13606CXR0 2IGI19DL77OX0HC3ZE78 0001045520 Certificate of Deposit Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0030 11995443.60 11995443.60 0.0069 N N N N Credit Agricole CIB Credit Agricole CIB, 0.18% 22536ADU5 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0012 22001511.40 22001511.40 0.0127 N N N N Credit Agricole CIB Credit Agricole CIB, 0.19% 22536ADW1 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-03-21 2022-03-21 2022-03-21 N N N 0.0013 22001676.40 22001676.40 0.0127 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.13% 51501HYS2 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2022-02-02 2022-02-02 2022-02-02 N N N 0.0011 11000012.10 11000012.10 0.0063 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.18% 51501HYB9 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0015 11000343.20 11000343.20 0.0063 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.18% 51501HYH6 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0015 11000412.50 11000412.50 0.0063 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.18% 51501HYD5 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2022-03-18 2022-03-18 2022-03-18 N N N 0.0015 22000787.60 22000787.60 0.0127 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.14% 60683B2N2 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2022-02-03 2022-02-03 2022-02-03 N N N 0.0008 3000015.00 3000015.00 0.0017 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.14% 60683B2P7 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2022-02-08 2022-02-08 2022-02-08 N N N 0.0008 3000038.70 3000038.70 0.0017 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.18% 86565FBE1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0011 8000464.00 8000464.00 0.0046 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86565FBL5 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-03-14 2022-03-14 2022-03-14 N N N 0.0012 8000727.20 8000727.20 0.0046 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.23% 86565FCE0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-03-21 2022-03-21 2022-03-21 N N N 0.0013 8001099.20 8001099.20 0.0046 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86565FDX7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0015 10002238.00 10002238.00 0.0058 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 0.17% 89114WFY6 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y N/A N/A 2022-04-18 2022-04-18 2022-04-18 N N N 0.0019 3999870.80 3999870.80 0.0023 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 0.0005 5000097.00 5000097.00 0.0029 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% IGH439000 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 2037-11-01 2049-01-01 3.5 - 4 2213348.00 1422289.14 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2031-05-15 2045-08-15 1.625 - 2.875 190200.00 201132.33 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-10-01 2051-11-01 2.5 - 3.5 2409865.00 1437530.94 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 3000000.00 3000000.00 0.0017 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.05%, dated 1/31/2022 due 02/01/2022 B4TYDEB6GKMZO031MB27 IGH616000_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 55727167.00 9290330.72 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 9037000.00 9037000.00 0.0052 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.05%, dated 1/31/2022 due 02/01/2022 L3I9ZG2KFGXZ61BMYR72 IGH616000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-15 2039-02-15 0 - 6 579006.00 577323.64 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 566000.00 566000.00 0.0003 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IGH490000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-12-01 2051-12-01 2 - 2 1052016.00 1020001.57 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 1000000.00 1000000.00 0.0006 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.05%, dated 1/31/2022 due 02/01/2022 VJW2DOOHGDT6PR0ZRO63 IGH616000_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 2022-08-15 2024-09-15 1.875 - 2.875 384.00 391.57 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-10-01 2052-02-01 0.125 - 8 1712168.00 1564001.14 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-02-03 2050-05-15 0 - 7.625 825316.00 825947.81 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-02-25 2052-02-01 0.31 - 9 2000596.00 1729349.28 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-03-11 2025-12-12 0.4 - 5.25 63942.00 65366.64 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-05-15 2052-01-20 1.5 - 9 2719745.00 2616713.29 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2022-03-14 2027-01-26 0.075 - 5.25 255669.00 253583.66 Agency Debentures and Agency Strips Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 6917000.00 6917000.00 0.0040 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 1/31/2022 due 02/01/2022 8NAV47T0Y26Q87Y0QP81 IGH616000_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 2061-06-20 2071-12-20 1.097 - 5.39 677162.00 631992.87 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-09-15 2051-11-15 0.25 - 4.5 832061.00 927013.81 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-02-01 2052-01-01 1.5 - 4.5 7127857.00 6000093.27 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 7407000.00 7407000.00 0.0043 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 1/31/2022 due 02/01/2022 MBNUM2BPBDO7JBLYG310 IGH616000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-09-20 2051-11-20 2 - 4.5 3721461.00 3840300.39 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2030-01-15 2030-01-15 0.125 - 0.125 5.00 6.14 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0005 3765000.00 3765000.00 0.0022 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 1/31/2022 due 02/01/2022 1VUV7VQFKUOQSJ21A208 IGH616000_02102 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 2050-12-20 2051-02-20 2 - 2 3042114.00 2610460.45 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2043-02-15 2051-05-15 2 - 3.125 739991.00 780461.75 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 3317000.00 3317000.00 0.0019 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.05%, dated 1/31/2022 due 02/01/2022 ANGGYXNX0JLX3X63JN86 IGH616000_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 2022-04-30 2031-02-15 0.304 - 5.375 453582.00 462062.64 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 453000.00 453000.00 0.0003 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 IGH434000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2024-06-15 3.35 - 3.35 994373.00 1030002.05 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 1000000.00 1000000.00 0.0006 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 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 2050-03-15 2050-03-15 3.25 - 3.25 5084882.00 3090004.31 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 3000000.00 3000000.00 0.0017 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 2048-05-20 2056-12-15 2.7 - 5 1039413.00 1020001.72 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 1000000.00 1000000.00 0.0006 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 1/31/2022 due 02/01/2022 CYYGQCGNHMHPSMRL3R97 IGH616000_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 2041-09-15 2051-09-20 2 - 4 821984.00 800254.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-05-01 2052-01-01 1.915 - 4.5 315344.00 164022.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-08-01 2048-10-01 2.5 - 4.5 282738.00 188328.79 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 1130000.00 1130000.00 0.0007 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 1/31/2022 due 02/01/2022 KBVRJ5K57JZ3E2AVWX40 IGH616000_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 2022-02-28 2051-02-15 0 - 4.375 462996.00 469202.69 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 460000.00 460000.00 0.0003 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 1/31/2022 due 02/01/2022 ZBUT11V806EZRVTWT807 IGH616000_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 2022-02-08 2022-09-30 0 - 1.875 1733450.00 1730942.55 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 1697000.00 1697000.00 0.0010 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 1/31/2022 due 02/01/2022 ZOMOLU8CGIZRYZ7PFU34 IGH616000_76664 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 2029-01-01 2052-01-01 2 - 5.5 5229037.00 1758612.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-09-01 2052-01-01 1.95 - 5 2871655.00 937796.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-02-20 2051-09-20 2.5 - 4 938211.00 438790.36 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-02-15 2051-05-15 0 - 6.375 3702768.00 3884829.17 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 6872000.00 6872000.00 0.0040 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 1/31/2022 due 02/01/2022 7TK5RJIZDFROZCA6XF66 IGH616000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2022-08-31 2022-08-31 0 - 0 75360.00 75110.94 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2023-03-31 2.5 - 2.5 550569.00 565450.59 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 628000.00 628000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 1/31/2022 due 02/01/2022 OXTKY6Q8X53C9ILVV871 IGH616000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-03-20 2069-10-20 1.5 - 10 5082186.00 1693081.76 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-01-15 2030-04-15 0 - 8.875 326042.00 278209.33 Agency Debentures and Agency Strips Federal Farm Credit Bank 2023-05-10 2025-01-06 0.125 - 1.125 20743.00 20568.10 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-02-03 2051-11-15 0 - 7.625 13616799.00 12915360.47 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-05-01 2060-09-01 0.25 - 9 21326212.00 6423473.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-02-15 2052-01-01 0.25 - 9 10635817.00 2048727.47 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-03-17 2031-06-13 0.125 - 2.875 494288.00 486191.58 Agency Debentures and Agency Strips Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 23388000.00 23388000.00 0.0135 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.05%, dated 1/31/2022 due 02/01/2022 549300QJJX6CVVUXLE15 IGH616000_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 2039-06-15 2051-11-20 2 - 4.5 9754931.00 8322886.61 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-02-28 2051-02-15 0 - 6.5 35951608.00 34729794.41 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-05-01 2049-08-01 3 - 5.5 484907.00 6192.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-01 2051-10-01 2.5 - 3 220358.00 78836.02 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 42270000.00 42270000.00 0.0244 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 1/31/2022 due 02/01/2022 5U0XI89JRFVHWIBS4F54 IGH616000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-10-01 2 - 4 12421252.00 6003320.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-06-20 2051-08-20 2.5 - 5 8162187.00 2128939.73 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-05-19 2050-05-15 0 - 4.75 10346468.00 10329519.25 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-09-01 2.5 - 3.5 7024506.00 1597426.16 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 19664000.00 19664000.00 0.0113 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 1/31/2022 due 02/01/2022 5U0XI89JRFVHWIBS4F54 IGH616000_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 38021137.00 11437884.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 13283263.00 2454481.95 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 13555000.00 13555000.00 0.0078 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IGH454000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-03-20 2041-03-20 4.5 - 4.5 85290466.00 6120008.56 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 6000000.00 6000000.00 0.0035 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.21% RUC0QBLBRPRCU4W1NE59 IGH499000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INTEL CORP SR GLBL NT3.1%60 KNX4USFCNGPY45LOCE31 2060-02-15 2060-02-15 3.1 - 3.1 30000.00 27546.43 Corporate Debt Securities MORGAN STANLEY FR 2.943%012133 IGJSJL3JD5P30I6NJZ34 2033-01-21 2033-01-21 2.943 - 2.943 3000.00 3000.37 Corporate Debt Securities UNITED PARCEL SVCS INC SR NT 4.875%40 D01LMJZU09ULLNCY6Z23 2040-11-15 2040-11-15 4.875 - 4.875 212000.00 268773.95 Corporate Debt Securities PROGRESS ENERGY INC SR NT 3.15%22 549300FBMTW0JYWMNB26 2022-04-01 2022-04-01 3.15 - 3.15 4000000.00 4045760.00 Corporate Debt Securities FIRST CTZNS BK&TR RALEIGH NC SR GLBL NT 25 N8O96ZZJQRFYQUJY7K79 2025-03-07 2025-03-07 5.25 - 5.25 814000.00 905777.14 Corporate Debt Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0021 5000000.00 5000000.00 0.0029 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.27% RUC0QBLBRPRCU4W1NE59 IGH500000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FLY LEASING LTD SR 144A NT 7%24 2024-10-15 2024-10-15 7 - 7 2000.00 1964.27 Corporate Debt Securities LIFEPOINT HEALTH 9.75 01DEC26 144A 2026-12-01 2026-12-01 9.75 - 9.75 2000.00 2130.32 Corporate Debt Securities VECTOR GROUP LTD 10.5 01NOV26 144A 549300TUIF4WWN6NDN50 2026-11-01 2026-11-01 10.5 - 10.5 3681000.00 3860448.75 Corporate Debt Securities BOEING CO CR SEN SR GLBL23 RVHJWBXLJ1RFUBSY1F30 2023-02-04 2023-02-04 1.167 - 1.167 2000.00 2008.18 Corporate Debt Securities AMERICAN TOWER CORP NEW 1.5 31JAN28 5493006ORUSIL88JOE18 2028-01-31 2028-01-31 1.5 - 1.5 25000.00 23176.50 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 29 QEKMOTMBBKA8I816DO57 2029-06-15 2029-06-15 2.95 - 2.95 994000.00 1030419.61 Corporate Debt Securities ALPHABET INC SR GLBL NT 60 5493006MHB84DD0ZWV18 2060-08-15 2060-08-15 2.25 - 2.25 12000.00 9851.10 Corporate Debt Securities FIRST CTZNS BK&TR RALEIGH NC SR GLBL NT 25 N8O96ZZJQRFYQUJY7K79 2025-03-07 2025-03-07 5.25 - 5.25 39000.00 43397.18 Corporate Debt Securities BP CAP MKTS AMER INC SR GLBL NT 28 5493009NTB34VXE1T760 2028-11-06 2028-11-06 4.234 - 4.234 340000.00 376667.96 Corporate Debt Securities INTEL CORP SR GLBL NT3.1%60 KNX4USFCNGPY45LOCE31 2060-02-15 2060-02-15 3.1 - 3.1 8000.00 7345.72 Corporate Debt Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0027 5000000.00 5000000.00 0.0029 N Y Y N BMO Chicago Branch BMO Chicago Branch, 0.27% 3Y4U8VZURTYWI1W2K376 IGH501000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NESTLE HLDGS INC SR GLBL 144A 48 549300EAEU8YV8MQXP30 2048-09-24 2048-09-24 4 - 4 1292000.00 1506512.20 Corporate Debt Securities GOLDEN NUGGET INC SR SB GLBL 25 91D14OD6M4H1RVBN7R43 2025-10-01 2025-10-01 8.75 - 8.75 2000.00 2102.33 Corporate Debt Securities B & G FOODS INC SR GLBL NT 25 549300TRW1LZMDJZAQ78 2025-04-01 2025-04-01 5.25 - 5.25 185000.00 189710.10 Corporate Debt Securities United States Treasury 254900HROIFWPRGM1V77 2031-08-15 2031-08-15 1.25 - 1.25 44100.00 42285.39 U.S. Treasuries (including strips) FREEDOM MORTGAGE CORPORATION SR GLBL 144A 25 549300LYRWPSYPK6S325 2025-04-15 2025-04-15 8.25 - 8.25 4000.00 4107.17 Corporate Debt Securities LYB INTERNATIONAL FINANCE B.V. SR NT 4.875%44 549300J6QSW38QNOJK61 2044-03-15 2044-03-15 4.875 - 4.875 136000.00 161210.49 Corporate Debt Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-03-20 2071-01-20 1 - 3.5 2622763.00 194509.79 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0027 2000000.00 2000000.00 0.0012 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.37% 7VHWWWW4UJS7NUM3PT30 IGH502000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N YPF SOCIEDAD ANONIMA NPV ADR 5493003N7447U18U5U53 2500-12-31 2500-12-31 N/A 5.00 21.25 Equities OXBRIDGE ACQUISITION CORP UNIT EX 073026 2500-12-31 2500-12-31 N/A 72760.00 738514.00 Equities TRAJECTORY ALPHA ACQUISITION C UNIT 2500-12-31 2500-12-31 N/A 218403.00 2151269.55 Equities LIONHEART III CORP UNIT EX 110326 549300FOQIPVJ7BSVU47 2500-12-31 2500-12-31 N/A 50024.00 495237.60 Equities BURTECH ACQUISITION CORP UNIT EX 121026 2500-12-31 2500-12-31 N/A 54217.00 540001.32 Equities 10X CAPITAL VENTURE ACQ III UNIT 2500-12-31 2500-12-31 N/A 170875.00 1708750.00 Equities TRUIST FINL CORP DP SH RP PFD R 549300DRQQI75D2JP341 2500-12-31 2500-12-31 4.75 - 4.75 9295.00 234234.00 Equities NISOURCE INC 6.5 CUM PFD 549300D8GOWWH0SJB189 2500-12-31 2500-12-31 6.5 - 6.5 39759.00 1067529.15 Equities TECH AND ENERGY TRANSITION UNIT EX 033128 2500-12-31 2500-12-31 N/A 31433.00 306471.75 Equities BRILLIANT ACQUISITION CORP UNIT EXP 123120 2500-12-31 2500-12-31 N/A 2506.00 24032.54 Equities METALS ACQUISITION CORP SHS CL A 2500-12-31 2500-12-31 N/A 1.00 9.62 Equities VECTOIQ ACQUISITION CORP II UNIT 2500-12-31 2500-12-31 N/A 8918.00 87485.58 Equities JATT ACQUISITION CORP UNIT 549300LQXD6M2MIQFN24 2500-12-31 2500-12-31 N/A 91374.00 913740.00 Equities REDBALL ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 1178.00 11673.98 Equities PLUM ACQUISITION CORP I UNIT EXP 031526 2500-12-31 2500-12-31 N/A 15075.00 146830.50 Equities FTAC HERA ACQUISITION CORP UNIT EXP 022826 2500-12-31 2500-12-31 N/A 80343.00 791378.55 Equities ATLANTIC COASTAL AQSTN CORP II UNIT EX 011327 2500-12-31 2500-12-31 N/A 22370.00 223476.30 Equities TAILWIND TWO ACQUISITION CORP NPV 2500-12-31 2500-12-31 N/A 738.00 7272.99 Equities FREEDOM ACQUISITION I CO USD 0.0001 2500-12-31 2500-12-31 N/A 1.00 9.70 Equities NORTHERN STAR INVEST CORP III UNIT EX 022528 2500-12-31 2500-12-31 N/A 48808.00 477332.48 Equities AFRICAN GOLD ACQUISITION CORP SHS CL A 2500-12-31 2500-12-31 N/A 1.00 9.68 Equities COLONNADE ACQUISITION CORP II SHS CL A 2500-12-31 2500-12-31 N/A 80296.00 778068.24 Equities CATCHA INVESTMENT CORP UNIT 2500-12-31 2500-12-31 N/A 1087.00 10674.34 Equities MDH ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 95955.00 930974.60 Equities PEBBLEBROOK HOTEL TR 6.375% RED PFD G 5493004Q1NNH6JXCSI52 2500-12-31 2500-12-31 6.375 - 6.375 4847.00 119769.37 Equities SDCL EDGE ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 54570.00 542425.80 Equities SHOULDERUP TECHNOLOGY ACQUISIT CL A COM 2500-12-31 2500-12-31 N/A 109868.00 1082199.80 Equities KISMET ACQUISITION TWO CORP UNIT 2500-12-31 2500-12-31 N/A 48102.00 473804.70 Equities RICE ACQUISITION CORP II SHS CL A 2500-12-31 2500-12-31 N/A 221539.00 2160005.25 Equities APOLLO STRATEGIC GRWT CPTL II SHS CL A 2500-12-31 2500-12-31 N/A 2.00 19.40 Equities NORTHERN STAR INVSTMNT CORP II COM CLASS A 2500-12-31 2500-12-31 N/A 66736.00 647339.20 Equities GALATA ACQUISITION CORP SHS CL A 2500-12-31 2500-12-31 N/A 22646.00 220798.50 Equities QWEST CORP 6.75% NT 57 549300R2L4N683OO1509 2057-06-15 2057-06-15 6.75 - 6.75 1106.00 27926.50 Equities MORINGA ACQUISITION CORP UNIT EX 021626 2500-12-31 2500-12-31 N/A 21778.00 215166.64 Equities WARRIOR TECHNOLOGIES ACQ USD 0.0001 2500-12-31 2500-12-31 N/A 14825.00 145729.75 Equities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0037 16000000.00 16000000.00 0.0092 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 0.80% 549300HN4UKV1E2R3U73 IGG666000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SNAP INC SR CV ZRO 144A27 549300JNC0L6VP8A2Q35 2027-05-01 2027-05-01 N/A 7598000.00 6481094.00 Equities Y N/A N/A 2022-05-06 2022-05-06 2022-06-02 Y BANK OF AMERICA CORPORATION 1.0000 95 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0080 6000000.00 6000000.00 0.0035 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.88% 549300HN4UKV1E2R3U73 IGC498000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N IQIYI INC SR GLBL CV NT 26 222100XL8T2Q5B8MS302 2026-12-15 2026-12-15 4 - 4 3015000.00 2078842.50 Equities GSK FINANCE NO.3 PLC SR EXCH 144A 23 2023-06-22 2023-06-22 N/A 2242000.00 2180345.00 Equities Y N/A N/A 2022-05-06 2022-05-06 2022-07-11 Y BANK OF AMERICA CORPORATION 1.0000 95 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0088 4000000.00 4000000.00 0.0023 N N N Y Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.50% 1V8Y6QCX6YMJ2OELII46 0000318336 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MORGAN STANLEY CAP 2019-H6 X-A 20520617 FLT 2052-06-17 2052-06-17 1.309 - 1.309 6099885.00 470634.19 Private Label Collateralized Mortgage Obligations CIFC FUNDING 2017-I LTD A-R 20290423 FLT 2029-04-23 2029-04-23 1.265 - 1.265 310340.00 299941.76 Asset-Backed Securities OCTAGON INV PTN 29 2020-29R C-R 20330124 FLT 2033-01-24 2033-01-24 2.209 - 2.209 281304.00 281422.01 Asset-Backed Securities Y N/A N/A 2022-02-16 2022-02-16 2022-02-16 Y CREDIT SUISSE AG 1.0000 16 N N/A N/A Y CREDIT SUISSE AG 1.0000 N/A N/A N 0.0050 1000000.00 1000000.00 0.0006 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 0.30% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PNC FINL SVCS GROUP INC SR NT 3.15%27 CFGNEKW0P8842LEUIA51 2027-05-19 2027-05-19 3.15 - 3.15 26000.00 27452.36 Corporate Debt Securities LOWES COS INC SR NT 3.875%23 WAFCR4OKGSC504WU3E95 2023-09-15 2023-09-15 3.875 - 3.875 49000.00 51448.97 Corporate Debt Securities 7-ELEVEN INC GLBL 144A NT 51 549300K23JPL0SS3LB18 2051-02-10 2051-02-10 2.8 - 2.8 120000.00 105783.60 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS SR GLBL NT 24 549300PDHUGWPWGOT525 2024-09-01 2024-09-01 4.25 - 4.25 464000.00 496469.95 Corporate Debt Securities UBS GROUP AG ALT TIER I PERP 549300SZJ9VS8SGXAN81 2500-12-31 2500-12-31 4.375 - 4.375 1313000.00 1262252.19 Corporate Debt Securities MGM CHINA HLDGS L 4.75 01FEB27 144A 529900VZFN87OS7WJM66 2027-02-01 2027-02-01 4.75 - 4.75 200000.00 197327.61 Corporate Debt Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0030 2000000.00 2000000.00 0.0012 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.42% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ARCHIMEDES TECH SPAC PARTNR CO UNIT EXP 031026 2500-12-31 2500-12-31 N/A 20707.00 209140.70 Equities NISOURCE INC UNIT 12/01/23 549300D8GOWWH0SJB189 2500-12-31 2500-12-31 0 - 0 166903.00 19030280.06 Equities SEA LTD SR GLBL CV NT 26 529900OM6JLLW44YKI15 2026-09-15 2026-09-15 0.25 - 0.25 4712000.00 3900803.02 Equities DANAHER CORPORATION 4.75 MND CV PFD S4BKK9OTCEWQ3YHPFM11 2022-04-15 2022-04-15 4.75 - 4.75 557.00 1031424.75 Equities PG+E CORP 5.5 CNV PFD 8YQ2GSDWYZXO2EDN3511 2500-12-31 2500-12-31 N/A 14650.00 1756828.00 Equities Y N/A N/A 2022-03-07 2022-03-07 2022-03-07 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0042 24000000.00 24000000.00 0.0138 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.30% K5HU16E3LMSVCCJJJ255 IGH507000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CEDAR FAIR L P 549300TUVLNQQ6BVKH61 2500-12-31 2500-12-31 N/A 29633.00 1434237.20 Equities TIGA ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 184.00 1922.80 Equities CHURCHILL CAPITAL CORP VII COM CL A 2500-12-31 2500-12-31 N/A 333334.00 3240006.48 Equities AF ACQUISITION CORP CLASS A COM 5493005G0MGS3E0E7218 2500-12-31 2500-12-31 N/A 186738.00 1803889.08 Equities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0030 6000000.00 6000000.00 0.0035 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.33% K5HU16E3LMSVCCJJJ255 IGF609000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALPHABET INC CAP STK CL A 5493006MHB84DD0ZWV18 2500-12-31 2500-12-31 0 - 0 424.00 1130816.48 Equities FAST ACQUISITION CORP II CL A S6XOOCT0IEG5ABCC6L87 2500-12-31 2500-12-31 N/A 6122.00 59261.57 Equities CC NEUBERGER PRINCIPAL HOLDN SHS CL A 2500-12-31 2500-12-31 N/A 99799.00 970046.28 Equities Y N/A N/A 2022-02-02 2022-02-02 2022-02-02 N N N 0.0033 2000000.00 2000000.00 0.0012 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.59% K5HU16E3LMSVCCJJJ255 IGH505000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SOUTHWEST AIRLS CO 1.25 01MAY25 UDTZ87G0STFETI6HGH41 2025-05-01 2025-05-01 1.25 - 1.25 446000.00 590042.39 Equities HAMILTON LANE ALLIANCE HLDGS I COM CL A 2500-12-31 2500-12-31 N/A 48575.00 473120.50 Equities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0059 1000000.00 1000000.00 0.0006 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.34% 7TK5RJIZDFROZCA6XF66 IGH504000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ACCELERATE ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 30331.00 293604.08 Equities INTEGRATED RAIL AND RES ACQ CL A COM 549300G3080C4RIDLA64 2500-12-31 2500-12-31 N/A 50405.00 496993.30 Equities COINBASE GLOBAL INC USD 0.00001 5493004G3J2SC154DU06 2500-12-31 2500-12-31 0 - 0 15749.00 2796707.42 Equities LMF ACQUISITION OPPORTUNIT INC CL A COM 2500-12-31 2500-12-31 N/A 1522.00 15250.44 Equities CARNEY TECHNOLOGY ACQU CORP II CL A COMMON STK 2500-12-31 2500-12-31 N/A 1562.00 15245.12 Equities HUDSON EXECUTIVE INVES III COM CL A 63540028G9FPZW4LFZ33 2500-12-31 2500-12-31 N/A 1573.00 15242.37 Equities LIVE OAK MOBILITY ACQUIS USD 0.0001 5493004547XB11DZ6E32 2500-12-31 2500-12-31 N/A 32429.00 313912.72 Equities OSIRIS ACQUISITION CORP CL A 2500-12-31 2500-12-31 N/A 35107.00 338782.55 Equities MICROSOFT COM USD0.00000625 INR2EJN1ERAN0W5ZP974 2500-12-31 2500-12-31 N/A 50.00 15413.00 Equities DEEP LAKE CAPITAL ACQUSTN CORP CL A SHS 2500-12-31 2500-12-31 N/A 17907.00 173876.97 Equities COTERRA ENERGY INC USD 0.1 FCNMH6O7VWU7LHXMK351 2500-12-31 2500-12-31 N/A 705.00 15249.15 Equities FINSERV ACQUISITION CORP II COM CL A 2500-12-31 2500-12-31 N/A 1575.00 15253.88 Equities OTR ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 401.00 4066.14 Equities MICROCHIP TECHNOLOGY INC USD 0.001 5493007PTFULNYZJ1R12 2500-12-31 2500-12-31 N/A 211.00 15238.42 Equities MOUNT RAINIER ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 197130.00 1955529.60 Equities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0034 6000000.00 6000000.00 0.0035 N Y Y N Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.57% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PROVIDENT ACQUISITION CORP UNIT EX 2500-12-31 2500-12-31 N/A 15687.00 155301.30 Equities PROSPECTOR CAPITAL CORP UNIT EX 010130 2500-12-31 2500-12-31 N/A 4200.00 41454.00 Equities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-11-01 2051-04-25 1.5 - 6 198936.00 123468.84 Agency Mortgage-Backed Securities DPCM CAP INC UNIT 2500-12-31 2500-12-31 N/A 800.00 7928.00 Equities VISHAY PRECISION GROUP INC COM 2500-12-31 2500-12-31 N/A 292.00 9072.44 Equities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-08-01 2052-02-01 3 - 6.5 58918949.00 8677494.61 Agency Mortgage-Backed Securities BARCLAYS BANK PLC ETN LKD 48 2500-12-31 2500-12-31 N/A 99.00 6965.16 Equities BANK OF MONTREAL BIG OIL INDX 3X 2500-12-31 2500-12-31 N/A 32572.00 136150.96 Equities INVESCO DB MULTI-SECTOR COMMOD ENERGY FD 549300B1PZK1PO15FD11 2500-12-31 2500-12-31 N/A 2720.00 52604.80 Equities United States Treasury 254900HROIFWPRGM1V77 2022-11-03 2050-02-15 0 - 7.5 6800.00 7163.96 U.S. Treasuries (including strips) CHURCHILL CAPITAL CORP V UNIT 2500-12-31 2500-12-31 N/A 6657.00 66237.15 Equities SPDR SER TR PORTFOLIO CRPORT 549300PS44ZVKSLTMI64 2500-12-31 2500-12-31 N/A 46.00 1552.96 Equities Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0057 9000000.00 9000000.00 0.0052 N N N Y RBS Securities, Inc. 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 2023-05-23 2023-05-23 0.375 - 0.375 5137000.00 5100189.97 Agency Debentures and Agency Strips Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0032 5000000.00 5000000.00 0.0029 N Y Y N Societe Generale Societe Generale, 0.21% O2RNE8IBXP4R0TD8PU41 IGH509000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRANSOCEAN PHOENIX 2 LIMITED SR SEC 144A 24 2024-10-15 2024-10-15 7.75 - 7.75 79000.00 40294.11 Corporate Debt Securities TENNECO PACKAGING INC 7.95 15DEC25 549300O4WTC6DL4JIE57 2025-12-15 2025-12-15 7.95 - 7.95 1000.00 1086.25 Corporate Debt Securities T-MOBILE US INC SR GLBL NT 26 549300ZTTY7CXOLJ6539 2026-03-01 2026-03-01 7.625 - 7.625 4000.00 4723.00 Corporate Debt Securities GOODYEAR TIRE + RUBR C 5.25 30APR31 5493002BI0S2ZQUY3437 2031-04-30 2031-04-30 5.25 - 5.25 24000.00 24448.68 Corporate Debt Securities TENET HEALTHCARE CORP SR GLBL 144A 28 0W9AIBT6U6ADJ2I8HK17 2028-10-01 2028-10-01 6.125 - 6.125 763000.00 777624.17 Corporate Debt Securities BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 30 2030-02-15 2030-02-15 4.875 - 4.875 157000.00 156572.83 Corporate Debt Securities TULLOW OIL PLC SR GLBL REGS 25 2138003EYHWO75RKS857 2025-03-01 2025-03-01 7 - 7 200000.00 174530.44 Corporate Debt Securities GULFPORT ENERGY CORP SR GLBL NT 26 549300FJX18IDUFPHD40 2026-05-17 2026-05-17 8 - 8 728.00 792.31 Corporate Debt Securities AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 29 2026-04-20 2029-04-20 5.5 - 5.75 213827.00 217571.44 Corporate Debt Securities FIVE POINT OPERATING COMPANY SR GLBL 144A 25 2025-11-15 2025-11-15 7.875 - 7.875 179000.00 186941.33 Corporate Debt Securities TALEN ENERGY SUPPLY LLC 10.5%26 K5K33XN0PQAU1XF7NN66 2026-01-15 2026-01-15 10.5 - 10.5 29000.00 13475.33 Corporate Debt Securities ASTEROID PRIVATE MERGER SUB IN SR 144A NT8.5%29 2029-11-15 2029-11-15 8.5 - 8.5 9000.00 9317.47 Corporate Debt Securities ZOOMLION H K SPV CO LTD SR REGS NT 22 2022-12-20 2022-12-20 6.125 - 6.125 206000.00 211274.74 Corporate Debt Securities APOLLO COML REAL ESTATE FIN SR SEC GLBL 29 549300E0AN7M2AQHSY29 2029-06-15 2029-06-15 4.625 - 4.625 2000.00 1917.24 Corporate Debt Securities MATTEL INC SR GLBL NT6.2%40 549300VELLG24KHTJ564 2040-10-01 2040-10-01 6.2 - 6.2 4000.00 5012.67 Corporate Debt Securities SABRA HEALTH CARE LTD P 3.2 01DEC31 549300OVKLRFSIQG0H81 2031-12-01 2031-12-01 3.2 - 3.2 2000.00 1921.91 Corporate Debt Securities MPH ACQUISITION HLDGS LLC SR 144A NT 28 5493002WXOPRPTXWTU06 2028-11-01 2028-11-01 5.75 - 5.75 2000.00 1823.75 Corporate Debt Securities VENTURE GLOBAL C 3.875 01NOV33 144A 549300GKHS6RS20NLH85 2033-11-01 2033-11-01 3.875 - 3.875 24000.00 23916.41 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 24 UNZWILHE4KMRP9K2L524 2024-05-15 2024-05-15 12.25 - 12.25 2000.00 2378.82 Corporate Debt Securities ARCHES BUYER INC 4.25 01JUN28 144A 2549009ADY4208OH2Y47 2028-06-01 2028-06-01 4.25 - 4.25 234000.00 222700.92 Corporate Debt Securities PHH MORTGAGE CORPORATION SR SEC GLBL 26 PAOOWF3GUFM46FBSP561 2026-03-15 2026-03-15 7.875 - 7.875 89000.00 92982.75 Corporate Debt Securities LUMEN TECHNOLOGIES INC SR NT-T 5.8%22 8M3THTGWLTYZVE6BBY25 2022-03-15 2022-03-15 5.8 - 5.8 5000.00 5115.56 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 2025-02-15 7.875 - 7.875 350000.00 376450.38 Corporate Debt Securities CLEVELAND-CLIFFS INC NEW SR GLBL 144A 31 549300TM2WLI2BJMDD86 2031-03-01 2031-03-01 4.875 - 4.875 848000.00 842591.88 Corporate Debt Securities CARVANA CO SR GLBL 144A 25 5493003WEAK2PJ5WS063 2025-10-01 2025-10-01 5.625 - 5.625 244000.00 237290.00 Corporate Debt Securities SKILLZ INC 10.25 15DEC26 144A 2026-12-15 2026-12-15 10.25 - 10.25 121000.00 118177.51 Corporate Debt Securities COINBASE GLOBAL INC SR GLBL 144A 31 5493004G3J2SC154DU06 2031-10-01 2031-10-01 3.625 - 3.625 14000.00 12351.40 Corporate Debt Securities VIRTUSA CORP SR 144A NT 28 2028-12-15 2028-12-15 7.125 - 7.125 2000.00 2053.05 Corporate Debt Securities MILLICOM INTL CELLULAR S A 6.25%29 222100SZ6J5ZF05ZTR58 2029-03-25 2029-03-25 6.25 - 6.25 724000.00 700021.30 Corporate Debt Securities FIRSTENERGY CORP GLBL B NT2.25%30 549300SVYJS666PQJH88 2030-09-01 2030-09-01 2.25 - 2.25 2000.00 1857.31 Corporate Debt Securities BCPE CYCLE MERG 10.625 15JUL27 144A 54930058SS5MF69JGN89 2027-07-15 2027-07-15 10.625 - 10.625 2000.00 2049.44 Corporate Debt Securities OLIN CORP SR NT 5.5%22 549300GKK294V7W57P06 2022-08-15 2022-08-15 5.5 - 5.5 3000.00 3106.08 Corporate Debt Securities IHEARTCOMMUNICATIONS 8.375 01MAY27 54930076J6KDZL504O62 2027-05-01 2027-05-01 8.375 - 8.375 165.00 175.28 Corporate Debt Securities ENOVA INTL INC SR GLBL 144A 24 549300O8XOCQSB49UO63 2024-09-01 2024-09-01 8.5 - 8.5 3000.00 3128.09 Corporate Debt Securities AKBANK TURK ANONIM SIRKETI SR REGS NT 5%22 789000TUMN63Z28TJ497 2022-10-24 2022-10-24 5 - 5 150000.00 152909.00 Corporate Debt Securities HESS CORP SR NT 5.6%41 UASVRYNXNK17ULIGK870 2041-02-15 2041-02-15 5.6 - 5.6 627000.00 768389.89 Corporate Debt Securities TOPAZ SOLAR FARMS 5.75 30SEP39 144A 2039-09-30 2039-09-30 5.75 - 5.75 15092.00 17765.35 Corporate Debt Securities WYNN MACAU LTD 5.5 15JAN26 144A 254900NMDQ8ENTHU1I31 2026-01-15 2026-01-15 5.5 - 5.5 280000.00 264541.67 Corporate Debt Securities CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 29 2029-06-01 2029-06-01 7.5 - 7.5 90000.00 94725.00 Corporate Debt Securities WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 29 2029-10-01 2029-10-01 5.125 - 5.125 2000.00 1988.77 Corporate Debt Securities AKUMIN INC 7.0 01NOV25 144A 2025-11-01 2025-11-01 7 - 7 1000.00 942.50 Corporate Debt Securities DCP MIDSTREAM LLC JR SB GLBL 43 VQOHU6HCVU6YY1KUKU03 2043-05-21 2043-05-21 5.85 - 5.85 9000.00 8618.62 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 2080.83 Corporate Debt Securities AEROPUERTOS DOMINICANOS SIGLO SR SEC GLBL 29 254900KJA5MXNPYB4W32 2029-03-30 2029-03-30 6.75 - 6.75 400000.00 407250.00 Corporate Debt Securities CHS / CMNTY HEALTH 8.0 15MAR26 144A 5493007X5NC5XI1BB106 2026-03-15 2026-03-15 8 - 8 16000.00 17163.56 Corporate Debt Securities UNICREDIT S.P.A FR 7.296%040234 549300TRUWO2CD2G5692 2034-04-02 2034-04-02 7.296 - 7.296 1156000.00 1345901.51 Corporate Debt Securities FRESH MKT INC 1PRI SR 144A 23 529900QM5ZSBEBR6CS58 2023-05-01 2023-05-01 9.75 - 9.75 2000.00 2094.35 Corporate Debt Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0021 7000000.00 7000000.00 0.0040 N Y Y N Societe Generale Societe Generale, 0.24% O2RNE8IBXP4R0TD8PU41 IGF124000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2022-03-10 2500-12-31 0 - 13 7758928.00 7527655.00 Corporate Debt Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0024 7000000.00 7000000.00 0.0040 N Y Y N Societe Generale Societe Generale, 0.29% O2RNE8IBXP4R0TD8PU41 IGH508000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CWABS INC 2006-BC5 1-A 20370325 FLT 2037-03-25 2037-03-25 0.388 - 0.388 160936.00 16970.85 Asset-Backed Securities MICROSTRATEGY INC EXTND SR SEC 28 549300WQTWEJUEHXQX21 2028-06-15 2028-06-15 6.125 - 6.125 2000.00 1941.65 Corporate Debt Securities MC BRAZIL DOWNSTREAM TRADING S SR SEC GLBL 31 213800T2A7R9TYNXZI63 2031-06-30 2031-06-30 7.25 - 7.25 200000.00 193008.33 Corporate Debt Securities CLEVELAND-CLIFFS INC NEW SR GLBL 144A 31 549300TM2WLI2BJMDD86 2031-03-01 2031-03-01 4.875 - 4.875 10000.00 9936.23 Corporate Debt Securities SIX FLAGS THEME PKS INC SR SEC GLBL 25 5493003MX0ZXTM8EVY68 2025-07-01 2025-07-01 7 - 7 2000.00 2096.67 Corporate Debt Securities ODEBRECHT OFFSHORE DRILLING FR 6.72%120122 549300L7LF2PIRAWID66 2022-12-01 2022-12-01 6.72 - 6.72 1395.00 261.84 Corporate Debt Securities BAYVIEW FINL SE 2.13414 28FEB41 FRN 2041-02-28 2041-02-28 2.127 - 2.127 199341.00 201013.32 Asset-Backed Securities WELLS FARGO COML 3.54 15MAY52 144A 2052-05-17 2052-05-17 3.54 - 3.54 10121.00 6950.78 Private Label Collateralized Mortgage Obligations SHERWIN WILLIAMS CO SR GLBL NT4.5%47 Z15BMIOX8DDH0X2OBP21 2047-06-01 2047-06-01 4.5 - 4.5 91000.00 106455.44 Corporate Debt Securities CAESARS ENTERTAINMENT INC NEW SR SEC GLBL 25 5299000BKFWWVND5L441 2025-07-01 2025-07-01 6.25 - 6.25 13000.00 13457.71 Corporate Debt Securities DIRECTV FING LLC / DIRECTV SR SEC 144A NT27 2027-08-15 2027-08-15 5.875 - 5.875 2000.00 2058.52 Corporate Debt Securities MUELLER WTR PRODS INC SR GLBL 144A 29 549300F7ZU4P1F8V8L60 2029-06-15 2029-06-15 4 - 4 195000.00 192096.67 Corporate Debt Securities T-MOBILE US INC SR GLBL NT 23 549300ZTTY7CXOLJ6539 2023-09-15 2023-09-15 7.875 - 7.875 3000.00 3327.66 Corporate Debt Securities ENOVA INTL INC SR GLBL 144A 24 549300O8XOCQSB49UO63 2024-09-01 2024-09-01 8.5 - 8.5 11000.00 11469.66 Corporate Debt Securities AMERICAN AIRLS 2013-1A 4.0 15JAN27 2027-01-15 2027-01-15 4 - 4 2309000.00 1005889.29 Asset-Backed Securities ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 42 549300MVHZ20SBIOEQ79 2042-09-19 2042-09-19 6.75 - 6.75 200000.00 256414.50 Corporate Debt Securities CWALT INC 0.60771 25JUN35 144A FRN 2035-06-25 2035-06-25 0.608 - 0.608 451000.00 16273.31 Private Label Collateralized Mortgage Obligations CHS / CMNTY HEALTH 8.0 15MAR26 144A 5493007X5NC5XI1BB106 2026-03-15 2026-03-15 8 - 8 359000.00 385107.28 Corporate Debt Securities VENTURE GLOBAL C 3.875 01NOV33 144A 549300GKHS6RS20NLH85 2033-11-01 2033-11-01 3.875 - 3.875 8000.00 7972.14 Corporate Debt Securities JACKSON PK T 3.2424 14OCT39 144A FR 2039-10-14 2039-10-14 3.242 - 3.242 138000.00 116461.24 Private Label Collateralized Mortgage Obligations NABORS INDS INC SR GLBL NT 25 549300VFQWRKICUFNU92 2025-02-01 2025-02-01 5.75 - 5.75 2000.00 1899.80 Corporate Debt Securities LUMEN TECHNOLOGIES INC SR NT-T 5.8%22 8M3THTGWLTYZVE6BBY25 2022-03-15 2022-03-15 5.8 - 5.8 8000.00 8184.89 Corporate Debt Securities AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 26 2026-04-20 2026-04-20 5.5 - 5.5 868931.00 884117.98 Corporate Debt Securities CITGRP COML MTG TR 2015-GC29 E 20480410 FLT 2048-04-10 2048-04-10 4.142 - 4.142 10000.00 8087.66 Private Label Collateralized Mortgage Obligations HCA INC. SR GLBL NT 25 L3CJ6J7LJ2DX62FTXD46 2025-02-01 2025-02-01 5.375 - 5.375 2000.00 2178.75 Corporate Debt Securities GULFPORT ENERGY CORP SR GLBL NT 26 549300FJX18IDUFPHD40 2026-05-17 2026-05-17 8 - 8 15511.00 16881.14 Corporate Debt Securities U S BANCORP MEDIUM TERM 3.9 26APR28 N1GZ7BBF3NP8GI976H15 2028-04-26 2028-04-26 3.9 - 3.9 15000.00 16502.28 Corporate Debt Securities JETBLUE AIRWAYS CORP 2020-1 1A 20340515 4.00000 2034-05-15 2034-05-15 4 - 4 4000.00 4010.56 Asset-Backed Securities AMERICAN EXPRESS CO ALT TIER I PERP R4PP93JZOLY261QX3811 2500-12-31 2500-12-31 3.55 - 3.55 1000.00 967.73 Corporate Debt Securities TOPAZ SOLAR FARMS 5.75 30SEP39 144A 2039-09-30 2039-09-30 5.75 - 5.75 290.00 341.37 Corporate Debt Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-10 2029-02-15 0 - 5.25 742700.00 775563.86 U.S. Treasuries (including strips) RALI SERIES TRUST 2007-QH4 A-1 20370525 FLT 2037-05-25 2037-05-25 0.298 - 0.298 122424.00 18107.04 Private Label Collateralized Mortgage Obligations FRESH MKT INC 1PRI SR 144A 23 529900QM5ZSBEBR6CS58 2023-05-01 2023-05-01 9.75 - 9.75 2000.00 2094.35 Corporate Debt Securities TENET HEALTHCARE CORP SR SEC GLBL 30 0W9AIBT6U6ADJ2I8HK17 2030-01-15 2030-01-15 4.375 - 4.375 24000.00 23258.44 Corporate Debt Securities MPH ACQUISITION HLDGS LLC SR SEC GLBL 28 5493002WXOPRPTXWTU06 2028-09-01 2028-09-01 5.5 - 5.5 146000.00 143267.77 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 2025-02-15 7.875 - 7.875 2000.00 2151.14 Corporate Debt Securities DISH DBS CORPORATION SR NT 5%23 2023-03-15 2028-12-01 5 - 5.75 132000.00 128987.60 Corporate Debt Securities NMG FINCO PLC (MCLAREN) SR SEC 144A BD26 213800BKPDWMWX3GSG36 2026-08-01 2026-08-01 7.5 - 7.5 206000.00 218512.78 Corporate Debt Securities WELLFLEET CL 7.304 20JUL29 144A FRN 2029-07-20 2029-07-20 7.304 - 7.304 250000.00 248502.94 Asset-Backed Securities GXO LOGISTICS INCORPORATED GLBL 144A NT 26 5493007CNWMXN78JRN66 2026-07-15 2026-07-15 1.65 - 1.65 2000.00 1929.17 Corporate Debt Securities XP INC 3.25 01JUL26 144A 5493008KDA8NBZRJST80 2026-07-01 2026-07-01 3.25 - 3.25 200000.00 188729.61 Corporate Debt Securities COMM 2019-52 2.106 15JUN34 144A FRN 2034-06-15 2034-06-15 2.106 - 2.106 100000.00 95584.80 Private Label Collateralized Mortgage Obligations FREEDOM MORTGAGE CORPORATION SR 144A NT 26 549300LYRWPSYPK6S325 2026-05-01 2026-05-01 7.625 - 7.625 2000.00 1943.57 Corporate Debt Securities TRANSOCEAN PROTEUS LIMITED SR SEC GLBL 24 5493000CTMQ2LH21VM89 2024-12-01 2024-12-01 6.25 - 6.25 5000.00 2500.61 Corporate Debt Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0029 5000000.00 5000000.00 0.0029 N Y Y N Societe Generale Societe Generale, 0.32% O2RNE8IBXP4R0TD8PU41 IGF125000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BCPE CYCLE MERG 10.625 15JUL27 144A 54930058SS5MF69JGN89 2027-07-15 2027-07-15 10.625 - 10.625 3000.00 3074.17 Corporate Debt Securities PETROBRAS GLOBAL FINANCE BV SR GLBL NT 30 549300FNENFFSMO3GT38 2030-01-15 2115-06-05 5.093 - 6.85 15000.00 14750.86 Corporate Debt Securities PHH MORTGAGE CORPORATION SR SEC GLBL 26 PAOOWF3GUFM46FBSP561 2026-03-15 2026-03-15 7.875 - 7.875 2000.00 2089.50 Corporate Debt Securities HCA INC. SR NT 5.875%23 L3CJ6J7LJ2DX62FTXD46 2023-05-01 2023-05-01 5.875 - 5.875 4000.00 4233.75 Corporate Debt Securities HOSPITALITY PPTYS TR 4.95 01OCT29 529900IS770AG1K9QG27 2029-10-01 2029-10-01 4.95 - 4.95 6000.00 5471.46 Corporate Debt Securities DP WORLD LTD FR 6.85%070237 2037-07-02 2037-07-02 6.85 - 6.85 100000.00 125600.78 Corporate Debt Securities ROCKCLIFF ENERGY I 5.5 15OCT29 144A 5493007AZNVKZ5HEMT23 2029-10-15 2029-10-15 5.5 - 5.5 4000.00 4100.66 Corporate Debt Securities COMM 2019-52 2.106 15JUN34 144A FRN 2034-06-15 2034-06-15 2.106 - 2.106 100010.00 95594.36 Private Label Collateralized Mortgage Obligations SPIRIT AEROSYSTEMS INC 3.95%23 ZD2NBKV6GCC3UMGBM518 2023-06-15 2023-06-15 3.95 - 3.95 126000.00 126320.95 Corporate Debt Securities MEG ENERGY CORP 2LIEN SR 144A25 5493002WXPTG5ZC1T326 2025-01-15 2025-01-15 6.5 - 6.5 3000.00 3034.92 Corporate Debt Securities CLEVELAND-CLIFFS INC NEW SR GLBL 144A 31 549300TM2WLI2BJMDD86 2031-03-01 2031-03-01 4.875 - 4.875 6000.00 5961.74 Corporate Debt Securities FIVE POINT OPERATING COMPANY SR GLBL 144A 25 2025-11-15 2025-11-15 7.875 - 7.875 113000.00 118013.24 Corporate Debt Securities XP INC 3.25 01JUL26 144A 5493008KDA8NBZRJST80 2026-07-01 2026-07-01 3.25 - 3.25 200000.00 188729.61 Corporate Debt Securities FRESH MKT INC 1PRI SR 144A 23 529900QM5ZSBEBR6CS58 2023-05-01 2023-05-01 9.75 - 9.75 2000.00 2094.35 Corporate Debt Securities MILLICOM INTL CELLULAR S A 6.25%29 222100SZ6J5ZF05ZTR58 2029-03-25 2029-03-25 6.25 - 6.25 200000.00 193376.05 Corporate Debt Securities LD HOLDINGS GROUP LLC SR GLBL 144A 28 2028-04-01 2028-04-01 6.125 - 6.125 3000.00 2738.75 Corporate Debt Securities AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 29 2026-04-20 2029-04-20 5.5 - 5.75 192208.00 195586.13 Corporate Debt Securities DANA INC SR GLBL NT 30 KVWHW7YLZPFJM8QYNJ51 2030-09-01 2030-09-01 4.25 - 4.25 2000.00 1975.62 Corporate Debt Securities MAGIC MERGECO INC SR SEC 144A NT29 549300H9LWMBP7HYLR98 2029-05-01 2029-05-01 7.875 - 7.875 61000.00 57084.26 Corporate Debt Securities CITIGROUP MTG LN TR 2007-FS1 II-A1A 20371025 FLT 2037-10-25 2037-10-25 1.102 - 1.102 25001.00 4081.28 Asset-Backed Securities MAGNETITE XV 5.24129 18JAN28 144A F 549300Z3WHVYABE20I45 2028-01-18 2028-01-18 5.241 - 5.241 250000.00 247133.17 Asset-Backed Securities ALLEN MEDIA LLC / ALLEN MEDIA SR GLBL 144A 28 2028-02-15 2028-02-15 10.5 - 10.5 3000.00 3168.20 Corporate Debt Securities NETFLIX INC 5.875 15NOV28 549300Y7VHGU0I7CE873 2028-11-15 2029-11-15 5.375 - 5.875 25000.00 29000.66 Corporate Debt Securities DISH DBS CORPORATION SR NT 5%23 2023-03-15 2023-03-15 5 - 5 2000.00 2060.88 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 2026-02-01 10.25 - 10.25 3000.00 3550.40 Corporate Debt Securities TRANSOCEAN PHOENIX 2 LIMITED SR SEC 144A 24 2024-10-15 2024-10-15 7.75 - 7.75 7000.00 3570.36 Corporate Debt Securities ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 42 549300MVHZ20SBIOEQ79 2042-09-19 2042-09-19 6.75 - 6.75 200000.00 256414.50 Corporate Debt Securities BAYVIEW OPPORT 4.5 28MAY69 144A FRN 2069-05-28 2069-05-28 4.5 - 4.5 100000.00 98812.90 Asset-Backed Securities MGM RESORTS INTL 5.75 15JUN25 54930066VBP7DZEGGJ87 2025-06-15 2025-06-15 5.75 - 5.75 5000.00 5267.24 Corporate Debt Securities WELLS FARGO 4.21673 15JUN48 144A FR 549300NYO16WLNMVJJ46 2048-06-17 2048-06-17 4.217 - 4.217 10000.00 8626.34 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 203625.00 Corporate Debt Securities United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2023-10-31 2.875 - 2.875 119500.00 123996.86 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0032 2000000.00 2000000.00 0.0012 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.69% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N KEURIG DR PEPPER INC SR GLBL NT 28 DYTQ8KRTKO7Y2BVU5K74 2028-05-25 2028-05-25 4.597 - 4.597 4017000.00 4476777.12 Corporate Debt Securities TOLL RD INVS PARTNERSHIP II LP SR SEC GLBL 43 2043-02-15 2043-02-15 0 - 0 2000000.00 783020.00 Corporate Debt Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0069 5000000.00 5000000.00 0.0029 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.69% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LOWES COS INC SR GLBL NT 3%50 WAFCR4OKGSC504WU3E95 2050-10-15 2050-10-15 3 - 3 4569000.00 4207333.19 Corporate Debt Securities Y N/A N/A 2022-02-03 2022-02-03 2022-02-03 N N N 0.0069 4000000.00 4000000.00 0.0023 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.73% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WGL HLDGS INC 2022-02-10 2022-02-17 N/A 18603293.00 18601638.65 Money Market WASHINGTON GAS LT CO 2022-02-18 2022-02-18 N/A 1247000.00 1246947.63 Money Market AMERICAN CRYSTAL SUGAR CO 2022-02-16 2022-02-16 N/A 938000.00 937890.25 Money Market CENTENNIAL ENERGY HLDGS INC 2022-03-01 2022-03-01 N/A 5350907.00 5349692.34 Money Market Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 N N N 0.0073 25000000.00 25000000.00 0.0144 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GOPRO INC SR COCO 22 549300CQJMLT21SZFL16 2022-04-15 2022-04-15 3.5 - 3.5 61000.00 62696.14 Equities PROS HLDGS INC 2.25 15SEP27 549300LPE1KNL5RWKQ48 2027-09-15 2027-09-15 2.25 - 2.25 7624000.00 7505828.00 Equities Y N/A N/A 2022-03-10 2022-03-10 2022-03-10 N N N 0.0075 7000000.00 7000000.00 0.0040 N N N Y Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.10% Series 2008, LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2022-02-07 2022-02-07 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 0.0010 25155000.00 25155000.00 0.0145 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% IGH440000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2023-08-15 2.5 - 2.5 1973200.00 2040028.29 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 2000000.00 2000000.00 0.0012 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IGH489000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 4.75 - 4.75 3549300.00 5100127.09 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 5000000.00 5000000.00 0.0029 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-11-30 2028-11-30 1.5 - 1.5 1034800.00 1020047.83 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 1000000.00 1000000.00 0.0006 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 IGH521000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2048-05-15 2048-05-15 3.125 - 3.125 1682600.00 2040036.57 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 2000000.00 2000000.00 0.0012 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IGH455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2024-01-31 0.875 - 0.875 1026200.00 1020066.40 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 1000000.00 1000000.00 0.0006 N Y Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2022-02-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer