N-MFP2 0000803013 XXXXXXXX 2022-03-31 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 19 27 690552131.99 724737030.29 933560811.19 686163477.77 816972561.48 1008110247.01 1008715695.69 886681733.76 0.4000 0.4200 0.5500 0.4000 0.4700 0.5900 0.5900 0.5200 44000412.65 1639650334.56 1639811118.30 5903478.50 1671608.47 1687882617.24 1688155632.26 0.0045 0.9998 0.9997 0.9997 0.9998 C000019137 1.00 1687882617.24 1688155632.26 0.9998 0.9997 0.9997 0.9998 1232657.79 5572266.54 2148754.38 5078228.20 119950.18 7107540.73 87588.96 2828401.52 3637773.24 22442997.24 0.0045 N Bank of Montreal Bank of Montreal, 0.31% 06366HD46 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0031 11999592.00 11999592.00 0.0071 N N Y N Bank of Montreal Bank of Montreal, 0.31% 06366HD46 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0031 7999728.00 7999728.00 0.0047 N N Y N Bank of Montreal Bank of Montreal, 0.31% 06366HD79 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-04-07 2022-04-07 2022-04-07 N N N 0.0031 7999517.60 7999517.60 0.0047 N N Y N Bank of Montreal Bank of Montreal, 0.42% 06366HE37 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0042 7996920.00 7996920.00 0.0047 N N N N Bank of Montreal Bank of Montreal, 0.44% 06373LAT6 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-04-01 2022-08-09 2022-08-09 N N N 0.0064 19985246.00 19985246.00 0.0118 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.64% 06417KET2 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0064 20978985.30 20978985.30 0.0124 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.72% 06417KF38 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-06-03 2022-06-03 2022-06-03 N N N 0.0072 20973567.30 20973567.30 0.0124 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.80% 06417KFA2 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-06-10 2022-06-10 2022-06-10 N N N 0.0080 10982818.00 10982818.00 0.0065 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.86% 06417KFF1 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-06-15 2022-06-15 2022-06-15 N N N 0.0086 9982013.00 9982013.00 0.0059 N N N N Bayerische Landesbank Bayerische Landesbank, 0.52% 07274ME35 VDYMYTQGZZ6DU0912C88 IJA804000 Financial Company Commercial Paper Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0052 10994816.80 10994816.80 0.0065 N N N N Bayerische Landesbank Bayerische Landesbank, 0.52% 07274ME43 VDYMYTQGZZ6DU0912C88 IJA789000 Financial Company Commercial Paper Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0052 10994607.80 10994607.80 0.0065 N N N N Bayerische Landesbank Bayerische Landesbank, 0.53% 07274ME50 VDYMYTQGZZ6DU0912C88 IJA792000 Financial Company Commercial Paper Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0053 10994406.50 10994406.50 0.0065 N N N N BPCE SA BPCE SA, 0.52% 05571CE23 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0052 10994984.00 10994984.00 0.0065 N N N N BPCE SA BPCE SA, 0.54% 05571CE56 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0054 21988599.60 21988599.60 0.0130 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.33% 12802WDE1 969500P04DQJS4BPM574 ICD439000 Financial Company Commercial Paper Y N/A N/A 2022-04-14 2022-04-14 2022-04-14 N N N 0.0033 7998982.40 7998982.40 0.0047 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.37% 13608BEP5 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0037 15991449.60 15991449.60 0.0095 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X1D18 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0000 44000000.00 44000000.00 0.0261 N Y Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.33% 60683CD16 JBONEPAGQXF4QP29B387 IEG390000 Financial Company Commercial Paper Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0033 3999964.00 3999964.00 0.0024 N Y Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.34% 60683CD65 JBONEPAGQXF4QP29B387 IEE784000 Financial Company Commercial Paper Y N/A N/A 2022-04-06 2022-04-06 2022-04-06 N N N 0.0034 5999662.80 5999662.80 0.0036 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.36% 60683CDB4 JBONEPAGQXF4QP29B387 IFI765000 Financial Company Commercial Paper Y N/A N/A 2022-04-11 2022-04-11 2022-04-11 N N N 0.0036 3999569.60 3999569.60 0.0024 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.37% 60683CDE8 JBONEPAGQXF4QP29B387 IFA377000 Financial Company Commercial Paper Y N/A N/A 2022-04-14 2022-04-14 2022-04-14 N N N 0.0037 3999438.40 3999438.40 0.0024 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.41% 60683CDT5 JBONEPAGQXF4QP29B387 IGD110000 Financial Company Commercial Paper Y N/A N/A 2022-04-27 2022-04-27 2022-04-27 N N N 0.0041 3998797.20 3998797.20 0.0024 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.41% 60682XDV5 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2022-04-29 2022-04-29 2022-04-29 N N N 0.0041 3998688.40 3998688.40 0.0024 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.36% 60689QDC5 RB0PEZSDGCO3JS6CEU02 IFI258000 Financial Company Commercial Paper Y N/A N/A 2022-04-12 2022-04-12 2022-04-12 N N N 0.0036 21997410.60 21997410.60 0.0130 N N N N National Bank of Canada National Bank of Canada, 0.34% 63307MDD8 BSGEFEIOM18Y80CKCV46 ICE763000 Financial Company Commercial Paper Y N/A N/A 2022-04-13 2022-04-13 2022-04-13 N N N 0.0034 12998427.00 12998427.00 0.0077 N N N N National Bank of Canada National Bank of Canada, 0.44% 63307NFY8 BSGEFEIOM18Y80CKCV46 US63307NFY85 Financial Company Commercial Paper Y N/A N/A 2022-04-01 2022-08-30 2022-08-30 N N N 0.0066 20980703.10 20980703.10 0.0124 N N N N Royal Bank of Canada Royal Bank of Canada, 0.31% 78015DD80 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-04-08 2022-04-08 2022-04-08 N N N 0.0031 16998855.90 16998855.90 0.0101 N N N N Royal Bank of Canada Royal Bank of Canada, 0.45% 78015M5F3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-04-01 2022-08-22 2022-08-22 N N N 0.0064 9992492.00 9992492.00 0.0059 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562LD66 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2022-04-06 2022-04-06 2022-04-06 N N N 0.0031 7999586.40 7999586.40 0.0047 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.31% 86564XD19 5493006GGLR4BTEL8O61 IFC048000 Financial Company Commercial Paper Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 8999922.60 8999922.60 0.0053 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.38% 86564XDC5 5493006GGLR4BTEL8O61 IFH744000 Financial Company Commercial Paper Y N/A N/A 2022-04-12 2022-04-12 2022-04-12 N N N 0.0038 8998881.30 8998881.30 0.0053 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.56% 86564XDS0 5493006GGLR4BTEL8O61 IJC270000 Financial Company Commercial Paper Y N/A N/A 2022-04-26 2022-04-26 2022-04-26 N N N 0.0056 7996822.40 7996822.40 0.0047 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.57% 86564XDT8 5493006GGLR4BTEL8O61 IGD679000 Financial Company Commercial Paper Y N/A N/A 2022-04-27 2022-04-27 2022-04-27 N N N 0.0057 8996206.50 8996206.50 0.0053 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.30% 89119BD45 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0030 14999499.00 14999499.00 0.0089 N N Y N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.32% 89119BDB9 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-04-11 2022-04-11 2022-04-11 N N N 0.0032 7999237.60 7999237.60 0.0047 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.97% 89119BGF7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0097 6980151.50 6980151.50 0.0041 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.45% 89233BCB1 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2022-04-01 2022-08-09 2022-08-09 N N N 0.0067 4996057.50 4996057.50 0.0030 N N N N UBS AG London Branch UBS AG London Branch, 0.60% 90351XEJ8 BFM8T61CT2L1QCEMIK50 IEA030000 Financial Company Commercial Paper Y N/A N/A 2022-05-18 2022-05-18 2022-05-18 N N N 0.0060 11990528.40 11990528.40 0.0071 N N N N UBS AG London Branch UBS AG London Branch, 0.63% 90351XEP4 BFM8T61CT2L1QCEMIK50 IEB875000 Financial Company Commercial Paper Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0063 7992592.00 7992592.00 0.0047 N N N N UBS AG London Branch UBS AG London Branch, 0.66% 90351XES8 BFM8T61CT2L1QCEMIK50 IED214000 Financial Company Commercial Paper Y N/A N/A 2022-05-26 2022-05-26 2022-05-26 N N N 0.0066 14984809.50 14984809.50 0.0089 N N N N UBS AG London Branch UBS AG London Branch, 0.80% 90351XF99 BFM8T61CT2L1QCEMIK50 IEI564000 Financial Company Commercial Paper Y N/A N/A 2022-06-09 2022-06-09 2022-06-09 N N N 0.0080 10983102.90 10983102.90 0.0065 N N N N UBS AG London Branch UBS AG London Branch, 0.87% 90351XFF5 BFM8T61CT2L1QCEMIK50 IFA874000 Financial Company Commercial Paper Y N/A N/A 2022-06-15 2022-06-15 2022-06-15 N N N 0.0087 19963858.00 19963858.00 0.0118 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.43% 04821PCC5 549300BUNY5BIX4CVW20 US04821PCC59 0000916935 Asset Backed Commercial Paper Y N/A N/A 2022-04-01 2022-06-22 2022-06-22 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0043 2000000.00 2000000.00 0.0012 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.59% 04821UDV1 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2022-04-29 2022-04-29 2022-04-29 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0059 23988691.20 23988691.20 0.0142 N N N N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.32% 0527M1D10 IJF288000 Asset Backed Commercial Paper Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0032 9999911.10 9999911.10 0.0059 N Y Y N Gotham Funding Corp. Gotham Funding Corp., 0.32% 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 0.0032 6999692.00 6999692.00 0.0041 N N Y N Gotham Funding Corp. Gotham Funding Corp., 0.35% 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 0.0035 12998610.30 12998610.30 0.0077 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 0.88% 53127UFA3 549300F33VRHM10B9391 IIE250000 Asset Backed Commercial Paper Y N/A N/A 2022-06-10 2022-06-10 2022-06-10 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0088 7986226.40 7986226.40 0.0047 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 0.97% 53127UFN5 549300F33VRHM10B9391 IJA752000 Asset Backed Commercial Paper Y N/A N/A 2022-06-22 2022-06-22 2022-06-22 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0097 12971436.40 12971436.40 0.0077 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.90% 56274MFH0 549300S0NSJYSOB32S63 IIJ552000 Asset Backed Commercial Paper Y N/A N/A 2022-06-17 2022-06-17 2022-06-17 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0090 12974988.00 12974988.00 0.0077 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.97% 82124MFM7 549300MYF6MOTU9T3G29 IJB549000 Asset Backed Commercial Paper Y N/A N/A 2022-06-21 2022-06-21 2022-06-21 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0097 9978270.00 9978270.00 0.0059 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.97% 82124MFN5 549300MYF6MOTU9T3G29 IJC188000 Asset Backed Commercial Paper Y N/A N/A 2022-06-22 2022-06-22 2022-06-22 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0097 6984490.80 6984490.80 0.0041 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.40% 91058UD18 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0040 23512739.01 23512739.01 0.0139 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.41% 91058UD42 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0041 4999774.45 4999774.45 0.0030 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.41% 91058UD67 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2022-04-06 2022-04-06 2022-04-06 N N N 0.0041 18998704.20 18998704.20 0.0113 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.30% IJE997000 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 2040-11-01 2040-11-01 3.5 - 3.5 1193.00 34.00 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-08-15 2048-11-15 1.5 - 3.375 3918600.00 4097035.10 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 4000000.00 4000000.00 0.0024 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.3%, dated 3/31/2022 due 04/01/2022 B4TYDEB6GKMZO031MB27 IJF391000_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 59177272.00 8883723.59 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 8648000.00 8648000.00 0.0051 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.3%, dated 3/31/2022 due 04/01/2022 VJW2DOOHGDT6PR0ZRO63 IJF391000_08066 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 2022-04-05 2052-03-01 0.25 - 9 1185943.00 881875.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-10-01 2052-03-01 0.4 - 8 986919.00 783312.73 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2022-04-27 2035-05-14 0.1 - 3.04 113367.00 110285.87 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-08-20 2052-03-20 1.5 - 9 3087990.00 2848653.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-04-07 2051-05-15 0 - 7.625 2024207.00 1989558.72 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2022-08-15 2024-09-15 1.875 - 2.875 27.00 26.68 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-05-13 2028-10-06 0 - 3.375 143782.00 138913.39 Agency Debentures and Agency Strips Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 6615000.00 6615000.00 0.0039 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.3%, dated 3/31/2022 due 04/01/2022 8NAV47T0Y26Q87Y0QP81 IJF391000_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 2072-02-20 1.301 - 5.39 1494133.00 1423448.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2023-04-30 2.75 - 2.75 147104.00 150290.77 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-12-01 2061-01-01 1.5 - 5 5043423.00 3327401.17 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0030 4805000.00 4805000.00 0.0028 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.3%, dated 3/31/2022 due 04/01/2022 MBNUM2BPBDO7JBLYG310 IJF391000_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 2051-07-20 2051-12-20 2 - 5 3791148.00 3675061.05 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 1.875 - 1.875 34.00 30.66 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0030 3603000.00 3603000.00 0.0021 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.3%, dated 3/31/2022 due 04/01/2022 1VUV7VQFKUOQSJ21A208 IJF391000_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 2051-01-20 2 - 2 1091513.00 876178.66 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2026-12-31 0.75 - 2.625 1138777.00 1098557.99 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 1936000.00 1936000.00 0.0011 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.3%, dated 3/31/2022 due 04/01/2022 ANGGYXNX0JLX3X63JN86 IJF391000_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 2022-04-15 2031-08-15 0 - 3.125 439938.00 442683.72 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 434000.00 434000.00 0.0003 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.30% 7LTWFZYICNSX8D621K86 IJF024000 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 2046-11-15 2046-11-15 3.75 - 3.75 999321.00 1030009.15 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 1000000.00 1000000.00 0.0006 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.30% 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 2049-07-01 2050-10-01 3 - 3.5 2840094.00 2040017.34 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 2000000.00 2000000.00 0.0012 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.3%, dated 3/31/2022 due 04/01/2022 CYYGQCGNHMHPSMRL3R97 IJF391000_03556 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 2026-03-01 2052-01-01 2 - 5 617908.00 509950.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-07-20 2051-08-20 3 - 5 1581449.00 251074.73 Agency Mortgage-Backed Securities Resolution Funding Corp 2022-04-15 2022-04-15 0 - 0 271.00 271.43 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-09-01 2052-01-01 2 - 4.5 418303.00 341332.81 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 1081000.00 1081000.00 0.0006 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.3%, dated 3/31/2022 due 04/01/2022 KBVRJ5K57JZ3E2AVWX40 IJF391000_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 2022-05-10 2051-11-15 0 - 5.5 455138.00 452802.88 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 442000.00 442000.00 0.0003 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.3%, dated 3/31/2022 due 04/01/2022 ZBUT11V806EZRVTWT807 IJF391000_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 2022-07-31 2047-02-15 0.125 - 6.5 1514168.00 1661616.34 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 1629000.00 1629000.00 0.0010 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.3%, dated 3/31/2022 due 04/01/2022 ZOMOLU8CGIZRYZ7PFU34 IJF391000_76664 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 2039-08-01 2052-02-01 2 - 5 1739298.00 700289.97 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-06-16 2049-08-15 0 - 4.75 3679781.00 3886366.11 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-12-01 2051-12-01 2 - 6 5404844.00 1637408.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-11-15 2052-01-20 2 - 6 1492589.00 498231.91 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 6581000.00 6581000.00 0.0039 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.3%, dated 3/31/2022 due 04/01/2022 7TK5RJIZDFROZCA6XF66 IJF391000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-26 2029-08-15 0 - 3 618147.00 613025.22 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 601000.00 601000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.3%, dated 3/31/2022 due 04/01/2022 OXTKY6Q8X53C9ILVV871 IJF391000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-21 2042-02-15 0 - 6.25 155476623.00 158384481.63 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-04-01 2052-03-01 1.5 - 6 78546369.00 9523750.95 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-10-07 2024-10-07 0.65 - 0.65 13449540.00 12900417.98 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-06-15 2069-08-20 1.783 - 6.5 61441706.00 12678048.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2052-02-01 1.5 - 5.5 51573039.00 13346683.38 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 202635000.00 202635000.00 0.1201 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.3%, dated 3/31/2022 due 04/01/2022 549300QJJX6CVVUXLE15 IJF391000_07749 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 2036-02-01 2051-12-01 2 - 5.5 17392142.00 4647021.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-11-20 2051-12-20 2 - 5 70205036.00 56840696.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2050-12-01 3 - 5.5 17077230.00 3834368.60 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-04-26 2051-11-15 0 - 7.25 83404915.00 89659928.18 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 151435000.00 151435000.00 0.0897 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.3%, dated 3/31/2022 due 04/01/2022 5U0XI89JRFVHWIBS4F54 IJF391000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-16 2049-08-15 0 - 4.75 12225730.00 11815807.92 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-08-01 3.5 - 4 4553099.00 854071.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-10-01 2 - 4 6385962.00 3283294.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-08-15 2051-06-20 2 - 5.5 10309904.00 914656.69 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 16536000.00 16536000.00 0.0098 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.3%, dated 3/31/2022 due 04/01/2022 5U0XI89JRFVHWIBS4F54 IJF391000_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 35539603.00 9922711.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 13751027.00 2329741.27 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 12012000.00 12012000.00 0.0071 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.39% G5GSEF7VJP5I7OUK5573 IJF161000 Non-Negotiable Time Deposit Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0039 23400000.00 23400000.00 0.0139 N Y Y N Bayerische Landesbank Bayerische Landesbank, 0.33% IJF182000 Non-Negotiable Time Deposit Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0033 19000000.00 19000000.00 0.0113 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.37% DIZES5CFO5K3I5R58746 IJC821000 Non-Negotiable Time Deposit Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0039 3999997.60 3999997.60 0.0024 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.37% DIZES5CFO5K3I5R58746 IJD383000 Non-Negotiable Time Deposit Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0039 15999964.80 15999964.80 0.0095 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.37% DIZES5CFO5K3I5R58746 IJE141000 Non-Negotiable Time Deposit Y N/A N/A 2022-04-05 2022-04-05 2022-04-05 N N N 0.0039 15999955.20 15999955.20 0.0095 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.37% DIZES5CFO5K3I5R58746 IJE518000 Non-Negotiable Time Deposit Y N/A N/A 2022-04-06 2022-04-06 2022-04-06 N N N 0.0039 15999947.20 15999947.20 0.0095 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.37% DIZES5CFO5K3I5R58746 IJF151000 Non-Negotiable Time Deposit Y N/A N/A 2022-04-07 2022-04-07 2022-04-07 N N N 0.0037 16000000.00 16000000.00 0.0095 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 0.33% RB0PEZSDGCO3JS6CEU02 IJF203000 Non-Negotiable Time Deposit Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0033 36000000.00 36000000.00 0.0213 N Y Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 0.36% RB0PEZSDGCO3JS6CEU02 IJC828000 Non-Negotiable Time Deposit Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0038 10999993.40 10999993.40 0.0065 N Y Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 0.36% RB0PEZSDGCO3JS6CEU02 IJE192000 Non-Negotiable Time Deposit Y N/A N/A 2022-04-05 2022-04-05 2022-04-05 N N N 0.0038 10999969.20 10999969.20 0.0065 N N Y N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.33% PT3QB789TSUIDF371261 0000947263 Non-Negotiable Time Deposit Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0033 11000000.00 11000000.00 0.0065 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.46% RUC0QBLBRPRCU4W1NE59 IJF187000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PACIFIC LIFE GLOBAL FDG II MED FR 1.375%041426 6354003EUPCHXTWUU869 2026-04-14 2026-04-14 1.375 - 1.375 837000.00 783966.40 Corporate Debt Securities RELIANCE STD LIFE GLOB FDG II SR SEC GLBL 24 2024-10-30 2024-10-30 2.5 - 2.5 4500000.00 4466280.00 Corporate Debt Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0046 5000000.00 5000000.00 0.0030 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.52% RUC0QBLBRPRCU4W1NE59 IJF191000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GSK CONSU HEAL CAP US LLC GLBL 144A NT 32 2032-03-24 2032-03-24 3.625 - 3.625 250000.00 250203.72 Corporate Debt Securities DAIMLER TRUCKS FIN NORTH AMER GLBL 144A NT 28 5493003HSDTSCZRXBA58 2028-12-14 2028-12-14 2.375 - 2.375 2989000.00 2738010.76 Corporate Debt Securities DTE ENERGY CO SR GLBL -E NT 26 549300IX8SD6XXD71I78 2026-10-01 2026-10-01 2.85 - 2.85 2247000.00 2227653.33 Corporate Debt Securities WALMART INC SR GLBL NT 30 Y87794H0US1R65VBXU25 2030-02-15 2030-02-15 7.55 - 7.55 26000.00 34644.15 Corporate Debt Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0052 5000000.00 5000000.00 0.0030 N Y Y N BMO Chicago Branch BMO Chicago Branch, 0.52% 3Y4U8VZURTYWI1W2K376 IJF192000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TELESAT CDA / TELESAT LLC SR SEC GLBL 27 2027-06-01 2027-06-01 4.875 - 4.875 2000.00 1490.52 Corporate Debt Securities TRANSOCEAN PROTEUS LIMITED SR SEC GLBL 24 5493000CTMQ2LH21VM89 2024-12-01 2024-12-01 6.25 - 6.25 2000.00 1015.66 Corporate Debt Securities United States Treasury 254900HROIFWPRGM1V77 2022-04-07 2022-04-07 0 - 0 47300.00 47298.96 U.S. Treasuries (including strips) TRANSDIGM INC SR SB GLBL NT 29 88Q84GB3X55CF5OC7582 2029-01-15 2029-01-15 4.625 - 4.625 2000.00 1888.87 Corporate Debt Securities LIGADO NETWORKS LLC SR SEC GLBL 23 2023-11-01 2023-11-01 15.5 - 15.5 18621.00 15345.44 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.001%52 5493009NTB34VXE1T760 2052-03-17 2052-03-17 3.001 - 3.001 1000.00 857.07 Corporate Debt Securities NATWEST GROUP PLC SUB GLBL NT 22 2138005O9XJIJN4JPN90 2022-12-15 2022-12-15 6.125 - 6.125 2000.00 2084.99 Corporate Debt Securities BOXER PARENT CO INC SR SEC GLBL 26 5493006T045HLTF7YX04 2026-03-01 2026-03-01 9.125 - 9.125 8000.00 8320.83 Corporate Debt Securities HORACE MANN EDUCATORS CORP NEW SR GLBL NT4.5%25 254900G5YAV3A2YK8T32 2025-12-01 2025-12-01 4.5 - 4.5 458000.00 478848.16 Corporate Debt Securities LAREDO PETROLEUM INC SR GLBL 144A 29 549300X0PTWU2QSLSL14 2029-07-31 2029-07-31 7.75 - 7.75 2000.00 2050.97 Corporate Debt Securities PROVINCE OF MAN D N PROV NT SR GLBL GI DB 24 5493003QILFOB3JRKE30 2024-05-14 2024-05-14 3.05 - 3.05 44000.00 44980.63 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC GLBL NT47 2047-05-01 2047-05-01 5.375 - 5.375 2000.00 2099.87 Corporate Debt Securities CARVANA CO SR GLBL 144A 27 5493003WEAK2PJ5WS063 2027-04-15 2027-04-15 5.5 - 5.5 3000.00 2770.68 Corporate Debt Securities CITIGROUP INC SR GLBL NT 38 6SHGI4ZSSLCXXQSBB395 2038-03-05 2038-03-05 6.875 - 6.875 333000.00 427387.28 Corporate Debt Securities COLGATE ENERGY PARTNERS III SR 144A NT 26 2026-02-15 2026-02-15 7.75 - 7.75 2000.00 2149.81 Corporate Debt Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-01-20 2052-01-20 6.25 - 6.25 5621406.00 1039100.15 Agency Collateralized Mortgage Obligation SCIH SALT HOLDINGS INC SR GLBL 144A 29 2029-05-01 2029-05-01 6.625 - 6.625 2000.00 1915.21 Corporate Debt Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0052 2000000.00 2000000.00 0.0012 N Y Y N BNP Paribas BNP Paribas, 0.51% R0MUWSFPU8MPRO8K5P83 IJF368000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N APPLE INC SR GLBL NT 30 HWUPKR0MPOU8FGXBT394 2030-05-11 2030-05-11 1.65 - 1.65 1732000.00 1575334.83 Corporate Debt Securities E TRADE FINANCIAL CORP SR GLBL NT4.5%28 549300LYE2HSVYJFJD24 2028-06-20 2028-06-20 4.5 - 4.5 2750000.00 2883278.75 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 24 8I5DZWZKVSZI1NUHU748 2024-03-16 2024-03-16 0.697 - 0.697 2947000.00 2891951.27 Corporate Debt Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0051 7000000.00 7000000.00 0.0041 N Y Y N BNP Paribas BNP Paribas, 0.51% R0MUWSFPU8MPRO8K5P83 IJF440000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N United States Treasury 254900HROIFWPRGM1V77 2029-02-15 2029-02-15 0 - 0 19482807.00 16480233.47 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0051 16000000.00 16000000.00 0.0095 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.62% 7VHWWWW4UJS7NUM3PT30 IJF193000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SEAPORT GLOBAL ACQUISITION II UNIT EX 111726 2500-12-31 2500-12-31 N/A 27305.00 272230.85 Equities JATT ACQUISITION CORP UNIT 549300LQXD6M2MIQFN24 2500-12-31 2500-12-31 N/A 19917.00 200962.53 Equities VECTOIQ ACQUISITION CORP II UNIT 2500-12-31 2500-12-31 N/A 8918.00 87485.58 Equities NORTHERN STAR INVEST CORP III UNIT EX 022528 2500-12-31 2500-12-31 N/A 13919.00 136962.96 Equities POSCO HOLDINGS INC SPONSORED ADR 988400E5HRVX81AYLM04 2500-12-31 2500-12-31 0 - 0 23297.00 1379648.34 Equities ACCRETION ACQUISITION CORP UNIT EX 030128 2500-12-31 2500-12-31 N/A 21064.00 209376.16 Equities IBERE PHARMACEUTICALS UNIT 549300HLPTRASHS0E726 2500-12-31 2500-12-31 N/A 25386.00 248782.80 Equities JAGUAR GLOBAL GROWTH CORP I UNIT EX 010127 2500-12-31 2500-12-31 N/A 32239.00 324001.95 Equities INDUSTRIAL TECH ACQSTNS II INC UNIT EX 033128 2500-12-31 2500-12-31 N/A 387743.00 3877430.00 Equities SHUAA PARTNERS ACQUISTN CORP I UNIT EX 022427 2500-12-31 2500-12-31 N/A 45105.00 451501.05 Equities NEWBURY STREET ACQUISITN CORP UNIT EX 043028 2500-12-31 2500-12-31 N/A 13239.00 130006.98 Equities JAWS JUGGERNAUT ACQUISITN CORP UNIT EX 061726 2500-12-31 2500-12-31 N/A 18.00 177.30 Equities COLONNADE ACQUISITION CORP II UNIT 2500-12-31 2500-12-31 N/A 3000.00 29460.00 Equities PATRIA LATIN AMRCN OPPRNTY ACQ UNIT EX 042226 2500-12-31 2500-12-31 N/A 64159.00 644797.95 Equities FREEDOM ACQUISITION I CORP SHS CL A 2500-12-31 2500-12-31 N/A 1.00 9.77 Equities GESHER I ACQUISITION CORP UNIT EX 041628 2500-12-31 2500-12-31 N/A 35069.00 349287.24 Equities SOUND POINT ACQUISITION CORP I UNIT EX 022527 2500-12-31 2500-12-31 N/A 77615.00 780030.75 Equities TOTALENERGIES SE SPONSORED ADS 529900S21EQ1BO4ESM68 2500-12-31 2500-12-31 N/A 144578.00 7548417.38 Equities JPMORGAN CHASE & CO 4.75% DP SH GG 8I5DZWZKVSZI1NUHU748 2500-12-31 2500-12-31 4.75 - 4.75 4566.00 105109.32 Equities MCLAREN TECHNOLOGY ACQ CORP UNIT EX 110126 2500-12-31 2500-12-31 N/A 73911.00 740588.22 Equities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0062 16000000.00 16000000.00 0.0095 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.90% 7VHWWWW4UJS7NUM3PT30 IIF010000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N IVANHOE MINES LTD SR COCO 26 5299006XZISURYIA4G32 2026-04-15 2026-04-15 2.5 - 2.5 11975000.00 17369238.54 Equities ON SEMICONDUCTOR CORP COCO 23 ZV20P4CNJVT8V1ZGJ064 2023-10-15 2023-10-15 1.625 - 1.625 105000.00 327336.77 Equities Y N/A N/A 2022-05-05 2022-05-05 2022-05-09 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0090 16000000.00 16000000.00 0.0095 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 IONIS PHARMACEUTICALS INC SR GLBL COCO 26 549300SI4ZGLG0BLUZ92 2026-04-01 2026-04-01 N/A 682000.00 623893.60 Equities SOUTHERN COPPER CORP SR GLBL NT 25 2549007U6NAP46Q9TU15 2025-04-23 2025-04-23 3.875 - 3.875 59000.00 60705.06 Corporate Debt Securities BRIDGEBIO PHARMA INC SR GLBL COCO 27 54930028YG89VTY2J114 2027-03-15 2027-03-15 2.5 - 2.5 4068000.00 2338290.92 Equities IAC FINANCECO 2 INC / IAC FINA SR GLBL COCO 26 549300IPGK4BWL134U96 2026-06-15 2026-06-15 0.875 - 0.875 921000.00 1303285.35 Equities Y N/A N/A 2022-07-05 2022-07-05 2022-07-11 Y BANK OF AMERICA CORPORATION 1.0000 96 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0088 4000000.00 4000000.00 0.0024 N N N Y BofA Securities, Inc. BofA Securities, Inc., 1.05% 549300HN4UKV1E2R3U73 IIA236000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PLUG PWR INC SR GLBL COCO 25 549300JPDKRSJ8JSM954 2025-06-01 2025-06-01 3.75 - 3.75 1154000.00 6486241.64 Equities Y N/A N/A 2022-07-05 2022-07-05 2022-07-05 Y BANK OF AMERICA CORPORATION 1.0000 96 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0105 6000000.00 6000000.00 0.0036 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 0.55% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WESTPAC BKG CORP LW TIER II GLBL EN5TNI6CI43VEPAMHL14 2036-11-18 2036-11-18 3.02 - 3.02 2000000.00 1797714.44 Corporate Debt Securities JPMORGAN CHASE & CO GLBL NT 2.545%32 8I5DZWZKVSZI1NUHU748 2032-11-08 2032-11-08 2.545 - 2.545 328000.00 302956.97 Corporate Debt Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0055 2000000.00 2000000.00 0.0012 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.55% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TECK RESOURCES LTD CL B T8KI5SQ2JRWHL7XY0E11 2500-12-31 2500-12-31 N/A 52789.00 2158014.32 Equities WESTERN ASSET MTG CAP CORP COM 549300JOQRROR5SZYY83 2500-12-31 2500-12-31 N/A 500.00 880.00 Equities UIPATH INC CL A 5493000YP61KBELDHT53 2500-12-31 2500-12-31 N/A 40.00 1161.60 Equities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0055 2000000.00 2000000.00 0.0012 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.55% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DEUTSCHE BANK A G NAMEN AKT 7LTWFZYICNSX8D621K86 2500-12-31 2500-12-31 N/A 1806.00 23351.58 Equities VERMILION ENERGY INC COM WT03B8BB1IX8WI9ZGV02 2500-12-31 2500-12-31 N/A 525.00 11177.25 Equities MICROSOFT CORP COM INR2EJN1ERAN0W5ZP974 2500-12-31 2500-12-31 N/A 59.00 18517.74 Equities VOLTA INC COM CL A 2500-12-31 2500-12-31 N/A 2766.00 8851.20 Equities LINCOLN ELEC HLDGS INC COM BIMGBY40SIN95O01BN93 2500-12-31 2500-12-31 N/A 5.00 692.70 Equities TECK RESOURCES LTD CL B T8KI5SQ2JRWHL7XY0E11 2500-12-31 2500-12-31 N/A 24889.00 1017462.32 Equities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0055 1000000.00 1000000.00 0.0006 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.77% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GLENFARNE MERGER CORP UNIT EX 031726 2500-12-31 2500-12-31 N/A 23052.00 225448.56 Equities TLG ACQUISITION ONE CORP UNIT 012528 2500-12-31 2500-12-31 N/A 10144.00 99106.88 Equities SILVER SPIKE ACQUISITN CORP II UNIT EXP 022626 2500-12-31 2500-12-31 N/A 111714.00 1092562.92 Equities VALOR LATITUDE ACQUISITN CORP UNIT EX 040226 2500-12-31 2500-12-31 N/A 334064.00 3273827.20 Equities NORTHERN STAR INVEST CORP IV UNIT EX 022528 2500-12-31 2500-12-31 N/A 280712.00 2748170.48 Equities TB SA ACQUISITION CORP UNIT EX 032528 2500-12-31 2500-12-31 N/A 415493.00 4071831.40 Equities ORION ACQUISITION CORP UNIT EX 021926 2500-12-31 2500-12-31 N/A 12562.00 123358.84 Equities DHC ACQUISITION CORP UNIT EX 022526 2500-12-31 2500-12-31 N/A 24700.00 242554.00 Equities FREEDOM ACQUISITION I CORP UNIT 2500-12-31 2500-12-31 N/A 163528.00 1605844.96 Equities XPAC ACQUISITION CORP UNIT EX 072721 2500-12-31 2500-12-31 N/A 109935.00 1071866.25 Equities KISMET ACQUISITION TWO CORP UNIT 2500-12-31 2500-12-31 N/A 52319.00 513249.39 Equities TORTOISEECOFIN ACQUISITION CO UNITS 2500-12-31 2500-12-31 N/A 49734.00 483911.82 Equities ARCTOS NORTHSTAR ACQUIS CORP UNIT 2500-12-31 2500-12-31 N/A 7229.00 70916.49 Equities ARCHIMEDES TECH SPAC PARTNR CO UNIT EXP 031026 2500-12-31 2500-12-31 N/A 9636.00 97130.88 Equities ACKRELL SPAC PARTNERS I CO SUB UNIT 2500-12-31 2500-12-31 N/A 131549.00 1344430.78 Equities SUMMIT HEALTHCRE ACQUISTN CORP UNIT EX 060326 2500-12-31 2500-12-31 N/A 53137.00 517554.38 Equities KISMET ACQUISITION THREE CORP UNIT 2500-12-31 2500-12-31 N/A 117883.00 1155253.40 Equities FINTECH EVOLUTION ACQUIS GROUP UNIT 2500-12-31 2500-12-31 N/A 72511.00 711332.91 Equities Y N/A N/A 2022-05-05 2022-05-05 2022-05-09 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0077 18000000.00 18000000.00 0.0107 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.55% K5HU16E3LMSVCCJJJ255 IJF196000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SIMON PROPERTY GRP ACQ HOLDIN COM CL A 5299002BJODD4TLAOX51 2500-12-31 2500-12-31 N/A 71800.00 700337.20 Equities HEALTHWELL ACQUISITION CORP I CLASS A COM 2500-12-31 2500-12-31 N/A 205022.00 1978462.30 Equities ISHARES TR CORE MSCI TOTAL 5493007FX38U4LSCPO86 2500-12-31 2500-12-31 N/A 40226.00 2721288.90 Equities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0055 5000000.00 5000000.00 0.0030 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.58% K5HU16E3LMSVCCJJJ255 IJE576000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RYDER SYS INC 2022-04-06 2022-04-06 N/A 2.00 2.00 Money Market TECK RESOURCES LTD CL B T8KI5SQ2JRWHL7XY0E11 2500-12-31 2500-12-31 N/A 1.00 40.88 Equities TARSUS PHARMACEUTICALS INC COM 2500-12-31 2500-12-31 N/A 53131.00 903227.00 Equities NABORS ENERGY TRANSITION CORP CL A COM 2500-12-31 2500-12-31 N/A 17712.00 176765.76 Equities Y N/A N/A 2022-04-06 2022-04-06 2022-04-06 N N N 0.0058 1000000.00 1000000.00 0.0006 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.84% K5HU16E3LMSVCCJJJ255 IJF195000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AKAMAI TECHNOLOGIES INC SR GLBL COCO 25 OC1LZNN2LF5WTJ5RIL89 2025-05-01 2025-05-01 0.125 - 0.125 812000.00 1080382.92 Equities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0084 1000000.00 1000000.00 0.0006 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.59% 7TK5RJIZDFROZCA6XF66 IJF190000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ARDAGH METAL PACKAGING S A SHS 5493009WKQTU4FN9G032 2500-12-31 2500-12-31 N/A 524281.00 4320075.44 Equities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0059 4000000.00 4000000.00 0.0024 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 0.57% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Federal Farm Credit Bank 2034-03-01 2034-03-01 2.43 - 2.43 5279000.00 5100295.29 Agency Debentures and Agency Strips Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0057 5000000.00 5000000.00 0.0030 N Y Y N 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 PTTEP TREAS CTR CO LTD SR GLBL REGS 30 2549006WFOUPZX6TZG08 2030-01-15 2030-01-15 2.993 - 2.993 7613000.00 7359604.47 Corporate Debt Securities Y N/A N/A 2022-04-28 2022-04-28 2022-04-28 N N N 0.0075 7000000.00 7000000.00 0.0041 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 MAJAPAHIT HLDG B V SR GLBL REGS 37 213800SWP1ZR2AQ4KL66 2037-06-29 2037-06-29 7.875 - 7.875 1613000.00 2103682.67 Corporate Debt Securities Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0065 2000193.40 2000193.40 0.0012 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.07% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TAKEDA PHARMACEUTICAL CO LTD GLBL NT 3.375%60 549300ZLMVP4X0OGR454 2060-07-09 2060-07-09 3.375 - 3.375 616000.00 538487.18 Corporate Debt Securities BROOKFIELD FIN INC SR NT 3.9%28 2028-01-25 2028-01-25 3.9 - 3.9 8500000.00 8597665.00 Corporate Debt Securities SCHWAB CHARLES CORP SR GLBL NT 29 549300VSGCJ7E698NM85 2029-10-01 2029-10-01 2.75 - 2.75 2415000.00 2358585.60 Corporate Debt Securities NEW YORK LIFE GLOBAL FDG SR SEC 144A NT24 635400DPNHEAUHB7ZI15 2024-04-26 2024-04-26 0.55 - 0.55 2000000.00 1915416.11 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 48 549300GHBMY8T5GXDE41 2048-12-15 2048-12-15 4.45 - 4.45 2170000.00 2465126.03 Corporate Debt Securities JACKSON FINANCIAL INC SR GLBL 144A 51 213800WXW2KG1N4CO374 2051-11-23 2051-11-23 4 - 4 380000.00 325387.24 Corporate Debt Securities DTE ENERGY CO GLBL H NT2.95%30 549300IX8SD6XXD71I78 2030-03-01 2030-03-01 2.95 - 2.95 1680000.00 1596954.80 Corporate Debt Securities PACIFIC LIFE GLOBAL FDG II MED SR SEC GLBL 25 2025-06-24 2025-06-24 1.2 - 1.2 1424000.00 1337240.43 Corporate Debt Securities EUROPEAN INVT BK 144A SR GLBL NT2.5%23 5493006YXS1U5GIHE750 2023-03-15 2023-03-15 2.5 - 2.5 1500000.00 1510622.50 Corporate Debt Securities LABORATORY CORP AMER HLDGS SR GLBL NT 29 OZ7UA8IXAIFILY2VZH07 2029-12-01 2029-12-01 2.95 - 2.95 481000.00 465994.40 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 30 2S72QS2UO2OESLG6Y829 2030-10-30 2030-10-30 1.68 - 1.68 3485000.00 3060352.75 Corporate Debt Securities Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N N 0.0157 22980084.30 22980084.30 0.0136 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.48% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BAXTER INTL INC SR GLBL NT 31 J5OIVXX3P24RJRW5CK77 2031-04-01 2031-04-01 1.73 - 1.73 3130000.00 2726230.00 Corporate Debt Securities TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 30 2030-05-15 2030-05-15 3.25 - 3.25 1469000.00 1448768.61 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP GLBL NT 2.5%31 32SXKSJ72K64GM3HOU64 2031-09-01 2031-09-01 2.5 - 2.5 3541000.00 3182379.32 Corporate Debt Securities Y N/A N/A 2022-06-10 2022-06-10 2022-06-10 N N N 0.0147 7000000.00 7000000.00 0.0041 N N N Y Barclays Bank PLC Barclays Bank PLC, 1.09% 06742TL87 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2022-06-21 2022-06-21 2022-06-21 N N N 0.0090 17007063.50 17007063.50 0.0101 N N N N Barclays Bank PLC Barclays Bank PLC, 1.10% 06742TK96 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2022-06-17 2022-06-17 2022-06-17 N N N 0.0088 22010454.40 22010454.40 0.0130 N N N N Barclays Bank PLC Barclays Bank PLC, 1.13% 06742TJ72 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2022-06-15 2022-06-15 2022-06-15 N N N 0.0086 22012174.80 22012174.80 0.0130 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 0.0037 11996587.20 11996587.20 0.0071 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.44% 13606KDB9 2IGI19DL77OX0HC3ZE78 US13606KDB98 0001045520 Certificate of Deposit Y N/A N/A 2022-04-01 2022-08-19 2022-08-19 N N N 0.0060 16989429.40 16989429.40 0.0101 N N N N Credit Agricole CIB Credit Agricole CIB, 0.97% 22536AKB9 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-06-23 2022-06-23 2022-06-23 N N N 0.0083 22007163.20 22007163.20 0.0130 N N N N Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.55% 51500VQ36 DIZES5CFO5K3I5R58746 IHG920000 Certificate of Deposit Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0061 8999487.00 8999487.00 0.0053 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.45% 60683B4T7 JBONEPAGQXF4QP29B387 US60683B4T77 0001462160 Certificate of Deposit Y N/A N/A 2022-04-01 2022-06-23 2022-06-23 N N N 0.0061 8996767.20 8996767.20 0.0053 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 0.0032 9999955.00 9999955.00 0.0059 N N Y 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 0.0033 3999691.60 3999691.60 0.0024 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 0.30% IJE999000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-31 2023-05-15 0.125 - 1.75 2032000.00 2040116.20 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 2000000.00 2000000.00 0.0012 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.30% G5GSEF7VJP5I7OUK5573 IJF126000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2043-11-15 2043-11-15 3.75 - 3.75 1721400.00 2060051.71 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 2000000.00 2000000.00 0.0012 N Y Y N FICC ACAFB Repo Program FICC ACAFB Repo Program, 0.31% IJF159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-09-30 2028-09-30 1.125 - 1.125 1102000.00 1021588.44 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 1000000.00 1000000.00 0.0006 N Y Y N Fixed Income Clearing Corp.- Morgan Stanley & CO LLC Fixed Income Clearing Corp.- Morgan Stanley & CO LLC, 0.30% IJF130000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-04-30 2.75 - 2.75 4994000.00 5101226.15 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 5000000.00 5000000.00 0.0030 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.30% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2023-05-31 1.625 - 1.625 1020000.00 1022162.95 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 1000000.00 1000000.00 0.0006 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.30% RB0PEZSDGCO3JS6CEU02 IJF127000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-07-31 2028-07-31 1 - 1 4443000.00 4076057.45 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 4000000.00 4000000.00 0.0024 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.30% U7M81AY481YLIOR75625 IJF129000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2025-05-15 2.125 - 2.125 12290300.00 12234789.94 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 12000000.00 12000000.00 0.0071 N Y Y N Natixis SA Natixis SA, 0.30% KX1WK48MPD4Y2NCUIZ63 IJF134000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-05-15 2031-11-15 1.375 - 2.375 1014000.00 1020020.61 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 1000000.00 1000000.00 0.0006 N Y Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.45% Series 2008, LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 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 0.0045 25155000.00 25155000.00 0.0149 N N Y N MUFG Bank Ltd. MUFG Bank Ltd., 0.72% 55380TQ29 C3GTMMZIHMY46P4OIX74 US55380TQ295 Other Instrument Corporate Bonds Y N/A N/A 2022-04-01 2022-06-07 2022-06-07 N N N 0.0051 22008423.80 22008423.80 0.0130 N N N N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2022-04-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer