N-MFP2 0000803013 XXXXXXXX 2022-08-31 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 10 41 651543125.51 651916123.92 670834968.71 665423040.10 785687378.51 769069834.52 760990932.71 786575870.90 0.4200 0.4200 0.4400 0.4300 0.5100 0.5000 0.5000 0.5100 60000843.57 1444719725.16 1444596736.67 15667635.14 3621926.71 1516766277.16 1516738273.94 0.0257 0.9999 1.0000 1.0000 1.0000 C000019137 1.00 1516766277.16 1516738273.94 0.9999 1.0000 1.0000 1.0000 2675935.40 33653091.45 455142.61 5511690.78 176761.96 4835625.02 1291516.93 3200329.08 4606154.34 50474935.89 0.0257 N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 2.69% 05253MQL1 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-11-18 2022-11-18 N N N 0.0255 17004545.80 17004545.80 0.0112 N N N N Bank of Montreal Bank of Montreal, 2.41% 06369MJP9 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-09-23 2022-09-23 2022-09-23 N N N 0.0241 8986487.40 8986487.40 0.0059 N N N N Bank of Montreal Bank of Montreal, 2.71% 06373L3C1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-12-02 2022-12-02 N N N 0.0259 10002595.00 10002595.00 0.0066 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.79% 06417LSR9 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-03-16 2023-03-16 N N N 0.0279 3999997.20 3999997.20 0.0026 N N N N Bayerische Landesbank Bayerische Landesbank, 2.41% 07274MJN6 VDYMYTQGZZ6DU0912C88 JKS869000 Financial Company Commercial Paper Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0241 7988481.60 7988481.60 0.0053 N N N N Bayerische Landesbank Bayerische Landesbank, 2.41% 07274MJN6 VDYMYTQGZZ6DU0912C88 JKT368000 Financial Company Commercial Paper Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0241 7988481.76 7988481.76 0.0053 N N N N Bayerische Landesbank Bayerische Landesbank, 2.41% 07274MJP1 VDYMYTQGZZ6DU0912C88 JKV463000 Financial Company Commercial Paper Y N/A N/A 2022-09-23 2022-09-23 2022-09-23 N N N 0.0241 11981922.00 11981922.00 0.0079 N N N N BofA Securities, Inc. BofA Securities, Inc., 2.71% 06054CAW5 549300HN4UKV1E2R3U73 JBD722000 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-12-05 2022-12-05 N N N 0.0263 11001918.40 11001918.40 0.0073 N N N N BPCE SA BPCE SA, 2.33% 05571CJ10 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0233 4999684.00 4999684.00 0.0033 N Y Y N BPCE SA BPCE SA, 2.40% 05571CJF9 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0240 15984332.80 15984332.80 0.0105 N N N N BPCE SA BPCE SA, 2.82% 05571CL41 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-11-04 2022-11-04 2022-11-04 N N N 0.0282 17910853.20 17910853.20 0.0118 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.70% 13608CMX7 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-11-23 2022-11-23 N N N 0.0254 5001645.00 5001645.00 0.0033 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 2.84% 31428HBT7 549300B2Q47IR0CR5B54 JKL004000 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-01-19 2023-01-19 N N N 0.0283 10000026.00 10000026.00 0.0066 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 2.89% 31428HBW0 549300B2Q47IR0CR5B54 JKP723000 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-02-28 2023-02-28 N N N 0.0289 4000001.60 4000001.60 0.0026 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.69% 46650WAT2 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-11-16 2022-11-16 N N N 0.0255 24005851.20 24005851.20 0.0158 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.40% 60683CJN2 JBONEPAGQXF4QP29B387 JJY611000 Financial Company Commercial Paper Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0240 2995704.60 2995704.60 0.0020 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.40% 60683CJS1 JBONEPAGQXF4QP29B387 JKA284000 Financial Company Commercial Paper Y N/A N/A 2022-09-26 2022-09-26 2022-09-26 N N N 0.0240 8984751.30 8984751.30 0.0059 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.48% 60683CKJ9 JBONEPAGQXF4QP29B387 JKL544000 Financial Company Commercial Paper Y N/A N/A 2022-10-18 2022-10-18 2022-10-18 N N N 0.0248 6977282.90 6977282.90 0.0046 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.52% 60683CKS9 JBONEPAGQXF4QP29B387 JKP630000 Financial Company Commercial Paper Y N/A N/A 2022-10-26 2022-10-26 2022-10-26 N N N 0.0252 2988468.66 2988468.66 0.0020 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.52% 60683CKS9 JBONEPAGQXF4QP29B387 JKP629000 Financial Company Commercial Paper Y N/A N/A 2022-10-26 2022-10-26 2022-10-26 N N N 0.0252 2988468.60 2988468.60 0.0020 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.63% 60683CL33 JBONEPAGQXF4QP29B387 JKT412000 Financial Company Commercial Paper Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0263 2986320.00 2986320.00 0.0020 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.65% 60683CL41 JBONEPAGQXF4QP29B387 JKT413000 Financial Company Commercial Paper Y N/A N/A 2022-11-04 2022-11-04 2022-11-04 N N N 0.0265 2986008.90 2986008.90 0.0020 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 2.69% 63254GUZ6 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-03-15 2023-03-15 N N N 0.0269 11000044.00 11000044.00 0.0073 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 2.70% 63254GUH6 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-12-01 2022-12-01 N N N 0.0259 8001932.80 8001932.80 0.0053 N N N N National Bank of Canada National Bank of Canada, 2.79% 63307NHF7 BSGEFEIOM18Y80CKCV46 JKX786000 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-03-15 2023-03-15 N N N 0.0279 10999992.30 10999992.30 0.0073 N N N N National Bank of Canada National Bank of Canada, 2.85% 63307NGV3 BSGEFEIOM18Y80CKCV46 JKL596000 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-01-19 2023-01-19 N N N 0.0264 16012123.20 16012123.20 0.0106 N N N N Royal Bank of Canada Royal Bank of Canada, 2.84% 78014XJG3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-01-30 2023-01-30 N N N 0.0283 28000319.20 28000319.20 0.0185 N N N N Royal Bank of Canada Royal Bank of Canada, 2.88% 78014XJT5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-02-23 2023-02-23 N N N 0.0288 16000032.00 16000032.00 0.0105 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.73% 86564XL28 5493006GGLR4BTEL8O61 JKS888000 Financial Company Commercial Paper Y N/A N/A 2022-11-02 2022-11-02 2022-11-02 N N N 0.0273 7962844.00 7962844.00 0.0052 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.76% 86564XL44 5493006GGLR4BTEL8O61 JKT402000 Financial Company Commercial Paper Y N/A N/A 2022-11-04 2022-11-04 2022-11-04 N N N 0.0276 7961245.60 7961245.60 0.0052 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.68% 86960LDH0 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-11-18 2022-11-18 N N N 0.0256 8001633.60 8001633.60 0.0053 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.68% 86960LDK3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-11-23 2022-11-23 N N N 0.0257 12002553.60 12002553.60 0.0079 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.69% 86960LDL1 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-12-01 2022-12-01 N N N 0.0258 15003349.50 15003349.50 0.0099 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 2.87% 86960LEB2 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-03-01 2023-03-01 N N N 0.0264 15016503.00 15016503.00 0.0099 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.71% 89120DUS6 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2022-12-15 2022-12-15 N N N 0.0255 20008212.00 20008212.00 0.0132 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.78% 89120DVK2 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-03-16 2023-03-16 N N N 0.0278 14999952.00 14999952.00 0.0099 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.83% 89120DV22 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-01-30 2023-01-30 N N N 0.0266 18011817.00 18011817.00 0.0119 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 2.88% 89120DVA4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-09-01 2023-02-27 2023-02-27 N N N 0.0288 15999987.20 15999987.20 0.0105 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 2.37% 04821UJ11 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0237 10999291.16 10999291.16 0.0073 N Y Y N Liberty Street Funding LLC Liberty Street Funding LLC, 0.00% 53127UJ19 549300F33VRHM10B9391 JLG295000 Asset Backed Commercial Paper Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0000 1999871.68 1999871.68 0.0013 N Y Y N Liberty Street Funding LLC Liberty Street Funding LLC, 2.68% 53127UKD1 549300F33VRHM10B9391 JKD189000 Asset Backed Commercial Paper Y N/A N/A 2022-10-13 2022-10-13 2022-10-13 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0268 14952915.00 14952915.00 0.0099 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 2.63% 89355QJ98 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-09-09 2022-09-09 2022-09-09 N N N 0.0263 1998712.50 1998712.50 0.0013 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 2.63% 89355QJ98 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-09-09 2022-09-09 2022-09-09 N N N 0.0263 7994850.40 7994850.40 0.0053 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 2.67% 89355QJE7 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-09-14 2022-09-14 2022-09-14 N N N 0.0267 998984.20 998984.20 0.0007 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 2.71% 89355QJK3 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-09-19 2022-09-19 2022-09-19 N N N 0.0271 998602.40 998602.40 0.0007 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 2.30% JLG248000 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 2047-07-01 2052-08-01 4.5 - 4.5 1947198.00 580231.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-10-01 2052-06-01 3.5 - 5.5 3495395.00 1568400.11 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2031-01-15 2031-01-15 0.125 - 0.125 188600.00 205486.39 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-06-20 2048-06-20 3.5 - 3.5 3824472.00 708072.66 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 3000000.00 3000000.00 0.0020 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 2.3%, dated 8/31/2022 due 09/01/2022 B4TYDEB6GKMZO031MB27 JLG468000_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 59518863.00 8108490.29 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 7900000.00 7900000.00 0.0052 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.3%, dated 8/31/2022 due 09/01/2022 VJW2DOOHGDT6PR0ZRO63 JLG468000_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 2022-09-06 2052-09-01 0.25 - 9 1180196.00 986557.61 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-01-20 2029-04-26 0.22 - 2.96 15425.00 14317.23 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-11-15 2052-07-20 1.5 - 9 769464.00 554780.84 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-09-06 2050-08-15 0 - 6.25 867564.00 852672.37 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-09-02 2026-12-11 0 - 3.375 287230.00 280533.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-11-01 2052-09-01 0.125 - 8 1094786.00 973178.65 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 3590000.00 3590000.00 0.0024 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 2.3%, dated 8/31/2022 due 09/01/2022 8NAV47T0Y26Q87Y0QP81 JLG468000_00431 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 2042-05-15 2048-02-15 3 - 3.25 30937.00 29462.64 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2064-10-20 2072-07-20 2.423 - 5.279 1036787.00 977386.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-02-25 2052-09-01 0.01 - 5.5 5728696.00 3510111.99 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0227 4428000.00 4428000.00 0.0029 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 MBNUM2BPBDO7JBLYG310 JLG468000_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 2022-09-20 2052-08-20 1.5 - 10 18631267.00 3358055.46 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0227 3292000.00 3292000.00 0.0022 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.30% 7LTWFZYICNSX8D621K86 JLG263000 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 1071689.00 1030066.74 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 1000000.00 1000000.00 0.0007 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.30% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-01 2051-10-01 2 - 2 3735432.00 3060196.01 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 3000000.00 3000000.00 0.0020 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 CYYGQCGNHMHPSMRL3R97 JLG468000_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 2045-02-15 2047-08-20 3 - 3.5 157385.00 31547.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-10-01 2052-07-01 2 - 5 498456.00 432490.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-04-01 2052-04-01 2.5 - 4 857908.00 543786.79 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 988000.00 988000.00 0.0007 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 2.3%, dated 8/31/2022 due 09/01/2022 ZBUT11V806EZRVTWT807 JLG468000_00267 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 2028-02-01 2052-08-01 1.5 - 6 3119600.00 2652714.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-01-01 2052-06-01 2.375 - 6 240485.00 145324.73 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 2743000.00 2743000.00 0.0018 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 2.3%, dated 8/31/2022 due 09/01/2022 ZOMOLU8CGIZRYZ7PFU34 JLG468000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2047-02-15 0.125 - 3.125 194926.00 179265.75 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-02-01 2052-08-01 1.73 - 5 1612739.00 771118.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-02-20 2052-07-20 2.5 - 4 66132.00 65450.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-09-01 0.25 - 5.5 397104.00 103313.69 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 1097000.00 1097000.00 0.0007 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 7TK5RJIZDFROZCA6XF66 JLG468000_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 2024-05-15 2052-05-15 0.25 - 2.875 378703.00 357484.18 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-05-01 2052-05-01 4 - 4 211088.00 203708.80 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 549000.00 549000.00 0.0004 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.30% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-05-01 2051-08-01 2.5 - 3.5 1412320.00 946886.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-03-01 2045-07-01 3 - 4 538846.00 73178.26 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 1000000.00 1000000.00 0.0007 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.3%, dated 8/31/2022 due 09/01/2022 OXTKY6Q8X53C9ILVV871 JLG468000_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 2022-09-29 2051-11-15 0 - 3.25 3661785.00 2203330.07 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-12-01 2052-09-01 1.5 - 8 5945340.00 1489362.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-07-20 2069-11-20 1.625 - 5.5 1442015.00 282472.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-10-01 2059-04-01 1.5 - 7.51 22952552.00 7239368.62 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-04-15 2030-04-15 8.875 - 8.875 2.00 3.06 Agency Debentures and Agency Strips Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 10973000.00 10973000.00 0.0072 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 549300QJJX6CVVUXLE15 JLG468000_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 2045-05-20 2052-08-20 2 - 4.5 237197758.00 106635989.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 2049-09-01 3 - 3.5 45137497.00 7701573.82 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-12-31 2052-08-15 0 - 6.375 374967930.00 181591690.13 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 2052-03-01 2 - 3.5 41509347.00 30886934.91 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 319000000.00 319000000.00 0.2103 N Y Y N Societe Generale In a joint trading account with Societe Generale at 2.3%, dated 8/31/2022 due 09/01/2022 O2RNE8IBXP4R0TD8PU41 JLG468000_00925 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-03-01 2052-09-01 2.05 - 6 719169.00 224312.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2047-11-15 2.25 - 3 660901.00 576751.63 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-01 2052-08-01 2.105 - 5 915007.00 126643.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-04-20 2072-07-20 0.5 - 7 273122.00 194661.51 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 1097000.00 1097000.00 0.0007 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.3%, dated 8/31/2022 due 09/01/2022 5U0XI89JRFVHWIBS4F54 JLG468000_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 2051-06-01 2051-06-01 2.5 - 2.5 1569447.00 1206996.65 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2052-02-15 0.25 - 2.875 6494903.00 6041683.11 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-11-01 2047-11-01 3.5 - 3.5 36405.00 6289.77 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 7111000.00 7111000.00 0.0047 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 2.3%, dated 8/31/2022 due 09/01/2022 5U0XI89JRFVHWIBS4F54 JLG468000_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 2052-08-01 2 - 4.5 33157498.00 9918496.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 13249880.00 1957770.41 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 11631000.00 11631000.00 0.0077 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.30% SUVUFHICNZMP2WKHG940 JLG270000 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 2051-08-20 2051-08-20 3 - 3 7519401.00 6120391.26 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 6000000.00 6000000.00 0.0040 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.3%, dated 8/31/2022 due 09/01/2022 VYVVCKR63DVZZN70PB21 JLG468000_08395 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 2036-03-25 2042-06-25 2.389 - 14.208 4064.00 2414.75 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-01-17 2036-09-02 1 - 2.35 26.00 24.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-08-25 2052-08-01 1.5 - 5.012 508343.00 444891.37 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2023-03-15 2023-03-15 0 - 0 511.00 503.45 Agency Debentures and Agency Strips Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 439000.00 439000.00 0.0003 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 2.71% 06417MYN9 L3I9ZG2KFGXZ61BMYR72 US06417MYN90 0000009631 Certificate of Deposit Y N/A N/A 2022-09-01 2022-12-16 2022-12-16 N N N 0.0262 10002062.00 10002062.00 0.0066 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.70% 13606KHM1 2IGI19DL77OX0HC3ZE78 US13606KHM18 0001045520 Certificate of Deposit Y N/A N/A 2022-09-01 2022-11-23 2022-11-23 N N N 0.0254 16005264.00 16005264.00 0.0106 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.88% 13606KKW5 2IGI19DL77OX0HC3ZE78 US13606KKW52 0001045520 Certificate of Deposit Y N/A N/A 2022-09-01 2023-02-27 2023-02-27 N N N 0.0266 16016659.20 16016659.20 0.0106 N N N N Credit Agricole CIB Credit Agricole CIB, 2.40% 22536AUS1 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-09-23 2022-09-23 2022-09-23 N N N 0.0235 18000268.20 18000268.20 0.0119 N N N N Credit Agricole CIB Credit Agricole CIB, 2.58% 22536AWG5 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-09-21 2022-09-21 2022-09-21 N N N 0.0234 12001459.20 12001459.20 0.0079 N N N N Credit Agricole CIB Credit Agricole CIB, 2.95% 22536AYR9 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-11-10 2022-11-10 2022-11-10 N N N 0.0285 16002230.40 16002230.40 0.0106 N N N N Credit Agricole CIB Credit Agricole CIB, 3.01% 22536AD76 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-11-14 2022-11-14 2022-11-14 N N N 0.0289 15002913.00 15002913.00 0.0099 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.40% 60710R6F7 RB0PEZSDGCO3JS6CEU02 JKA735000 Certificate of Deposit Y N/A N/A 2022-10-04 2022-10-04 2022-10-04 N N N 0.0239 14999790.00 14999790.00 0.0099 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 2.61% 55380T3G3 C3GTMMZIHMY46P4OIX74 US55380T3G34 Certificate of Deposit Y N/A N/A 2022-09-01 2022-09-08 2022-09-08 N N N 0.0233 10000555.00 10000555.00 0.0066 N N Y N MUFG Bank Ltd. MUFG Bank Ltd., 2.65% 55380T3H1 C3GTMMZIHMY46P4OIX74 US55380T3H17 Certificate of Deposit Y N/A N/A 2022-09-01 2022-10-13 2022-10-13 N N N 0.0254 10001033.00 10001033.00 0.0066 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 2.67% 55380T6Q8 C3GTMMZIHMY46P4OIX74 US55380T6Q88 Certificate of Deposit Y N/A N/A 2022-09-01 2022-12-12 2022-12-12 N N N 0.0259 8001484.00 8001484.00 0.0053 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 2.67% 55380T6R6 C3GTMMZIHMY46P4OIX74 US55380T6R61 Certificate of Deposit Y N/A N/A 2022-09-01 2022-12-13 2022-12-13 N N N 0.0259 8001526.40 8001526.40 0.0053 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 1.73% 63873QUE2 2549003L5ZG5M2ZSE107 0001274981 Certificate of Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0230 4999920.00 4999920.00 0.0033 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.30% 86565FNR9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-09-14 2022-09-14 2022-09-14 N N N 0.0233 9999789.00 9999789.00 0.0066 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.30% 86565FNQ1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0233 4999887.00 4999887.00 0.0033 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.30% 86565FNS7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-09-16 2022-09-16 2022-09-16 N N N 0.0233 9999759.00 9999759.00 0.0066 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.43% 86565FNY4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0237 4000132.00 4000132.00 0.0026 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.65% 86565FMT6 5U0XI89JRFVHWIBS4F54 US86565FMT65 0001184915 Certificate of Deposit Y N/A N/A 2022-09-01 2022-10-12 2022-10-12 N N N 0.0253 20002258.00 20002258.00 0.0132 N N N N Citibank NA Citibank NA, 2.60% 17305T3Q3 E57ODZWZ7FF32TWEFA76 JKB330000 Certificate of Deposit Y N/A N/A 2022-10-21 2022-10-21 2022-10-21 N N N 0.0260 18999403.40 18999403.40 0.0125 N N N N Citibank NA Citibank NA, 2.60% 17305T3E0 E57ODZWZ7FF32TWEFA76 JKA746000 Certificate of Deposit Y N/A N/A 2022-10-24 2022-10-24 2022-10-24 N N N 0.0263 10999129.90 10999129.90 0.0073 N N N N Citibank NA Citibank NA, 3.15% 17305T5E8 E57ODZWZ7FF32TWEFA76 JKP593000 Certificate of Deposit Y N/A N/A 2022-11-23 2022-11-23 2022-11-23 N N N 0.0303 8001638.40 8001638.40 0.0053 N N N N Barclays Bank PLC Barclays Bank PLC, 2.39% G5GSEF7VJP5I7OUK5573 JLG421000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0236 57000000.00 57000000.00 0.0376 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 2.37% DIZES5CFO5K3I5R58746 JLD466000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0236 13999991.60 13999991.60 0.0092 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 2.37% DIZES5CFO5K3I5R58746 JLE116000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-02 2022-09-02 2022-09-02 N N N 0.0236 6999991.60 6999991.60 0.0046 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 2.37% DIZES5CFO5K3I5R58746 JLG286000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-07 2022-09-07 2022-09-07 N N N 0.0234 7000000.00 7000000.00 0.0046 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 2.33% RB0PEZSDGCO3JS6CEU02 JLG296000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0230 50000000.00 50000000.00 0.0330 N Y Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 2.36% RB0PEZSDGCO3JS6CEU02 JLD469000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0235 2999998.20 2999998.20 0.0020 N Y Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 2.36% RB0PEZSDGCO3JS6CEU02 JLF886000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-06 2022-09-06 2022-09-06 N N N 0.0235 3999986.40 3999986.40 0.0026 N N Y N Royal Bank of Canada Royal Bank of Canada, 2.32% ES7IP3U3RHIGC71XBU11 JLG254000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0229 14000000.00 14000000.00 0.0092 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 2.31% F3JS33DEI6XQ4ZBPTN86 JLG275000 Non-Negotiable Time Deposit Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 58000000.00 58000000.00 0.0382 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.46% RUC0QBLBRPRCU4W1NE59 JLG300000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 33 353800V2V8PUY9TK3E06 2033-07-20 2033-07-20 5.133 - 5.133 280000.00 284540.46 Corporate Debt Securities DEVON ENERGY CORP NEW SR NT 5.6%41 54930042348RKR3ZPN35 2041-07-15 2041-07-15 5.6 - 5.6 22000.00 22091.86 Corporate Debt Securities CITRIX SYS INC SR GLBL NT3.3%30 HCTKJGUQOPZ5NBK7NP58 2030-03-01 2030-03-01 3.3 - 3.3 53000.00 53377.89 Corporate Debt Securities CHEVRON CORPORATION SR GLBL NT 26 2026-05-16 2026-05-16 2.954 - 2.954 921000.00 902428.80 Corporate Debt Securities BK OF AMERICA CORP FR 1.734%072227 9DJT3UXIJIZJI4WXO774 2027-07-22 2027-07-22 1.734 - 1.734 28000.00 25016.56 Corporate Debt Securities ONCOR ELEC DELIVERY CO LLC SR SEC GLBL NT48 549300SP2X2BS1KERD24 2048-11-15 2048-11-15 4.1 - 4.1 2000000.00 1863004.44 Corporate Debt Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0243 3000000.00 3000000.00 0.0020 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.52% RUC0QBLBRPRCU4W1NE59 JLG299000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PNC FINL SVCS GROUP INC LW TIER II 33 CFGNEKW0P8842LEUIA51 2033-06-06 2033-06-06 4.626 - 4.626 96000.00 93019.44 Corporate Debt Securities CITRIX SYS INC SR GLBL NT3.3%30 HCTKJGUQOPZ5NBK7NP58 2027-12-01 2030-03-01 3.3 - 4.5 240000.00 241999.97 Corporate Debt Securities GCP APPLIED TECHNOLOGIES INC SR GLBL 144A 26 5493007G654QKQVEKV09 2026-04-15 2026-04-15 5.5 - 5.5 2812000.00 2882743.67 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT 5%24 5493006ORUSIL88JOE18 2024-02-15 2024-02-15 5 - 5 9000.00 9094.34 Corporate Debt Securities BK OF AMERICA CORP FR 1.734%072227 9DJT3UXIJIZJI4WXO774 2027-07-22 2027-07-22 1.734 - 1.734 2000.00 1786.90 Corporate Debt Securities HERTZ CORP SR GLBL 144A 26 549300PD0C69OJ0NLB27 2026-12-01 2026-12-01 4.625 - 4.625 2000.00 1737.99 Corporate Debt Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0249 3000000.00 3000000.00 0.0020 N Y Y N BMO Chicago Branch BMO Chicago Branch, 2.52% 3Y4U8VZURTYWI1W2K376 JLG304000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-07-20 2052-07-20 4.5 - 4.5 764224.00 708429.71 Agency Collateralized Mortgage Obligation DELTA AIR LINES INC SR SEC GLBL 25 Q2CCMS6R0AS67HJMBN42 2025-05-01 2025-05-01 7 - 7 300000.00 318001.00 Corporate Debt Securities United States Treasury 254900HROIFWPRGM1V77 2026-06-30 2026-06-30 0.875 - 0.875 10600.00 9653.71 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0249 1000000.00 1000000.00 0.0007 N Y Y N BNP Paribas Prime Brokerage, Inc. 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Mitsubishi UFJ Securities (U.S.A.), Inc., 2.55% K5HU16E3LMSVCCJJJ255 JLG305000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NABORS ENERGY TRANSITION CORP CL A COM 2500-12-31 2500-12-31 N/A 323377.00 3240237.54 Equities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0252 3000000.00 3000000.00 0.0020 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.84% K5HU16E3LMSVCCJJJ255 JLG302000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N XPAC ACQUISITION CORP CLASS A ORD 2500-12-31 2500-12-31 N/A 17010.00 166527.90 Equities HOME PLATE ACQUISITION CORP CL A COM 2500-12-31 2500-12-31 N/A 93126.00 913566.06 Equities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0280 1000000.00 1000000.00 0.0007 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.59% 7TK5RJIZDFROZCA6XF66 JLG282000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CLOVER LEAF CAPITAL CORP COM CL A 2500-12-31 2500-12-31 N/A 317982.00 3240236.58 Equities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0256 3000000.00 3000000.00 0.0020 N Y Y N RBC Capital Markets Co. RBC Capital Markets Co., 2.07% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-12-25 2031-12-25 2.001 - 2.001 2663.00 2430.35 Agency Mortgage-Backed Securities AVIS BUD RENTAL FDG 2017-2 C 20240320 4.17000 IHXLB8SL0QWSSG2VG640 2024-03-20 2024-03-20 4.17 - 4.17 2919000.00 2908629.28 Asset-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2045-05-15 2.25 - 3 243400.00 240485.51 U.S. Treasuries (including strips) Y N/A N/A 2022-09-28 2022-09-28 2022-09-28 N N N 0.0205 3000000.00 3000000.00 0.0020 N N N Y RBS Securities, Inc. RBS Securities, Inc., 2.57% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2033-02-22 2034-05-17 1.91 - 3.46 3136000.00 3060864.18 Agency Debentures and Agency Strips Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0254 3000000.00 3000000.00 0.0020 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 2.15% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PUBLIC STORAGE 4.100% DP PFD S 549300LMZF40TKJ6DM64 2500-12-31 2500-12-31 4.1 - 4.1 9731.00 185472.86 Equities PRUDENTIAL FINL INC CAL NT 62 5PRBRS5FEH7NREC8OR45 2062-09-01 2062-09-01 5.95 - 5.95 52600.00 1319208.00 Equities MORGAN STANLEY 6.5% DP SH PFD P IGJSJL3JD5P30I6NJZ34 2500-12-31 2500-12-31 6.5 - 6.5 103493.00 2705307.02 Equities FORD MTR CO DEL CALL NT 62 20S05OYHG0MQM4VUIC57 2062-08-15 2062-08-15 6.5 - 6.5 99135.00 2423850.75 Equities BERKLEY W R CORP CAL SUB DEB 59 SQOAGCLKBDWNVYV1OV80 2059-12-30 2059-12-30 5.1 - 5.1 7152.00 158345.28 Equities TRUIST FINL CORP DP SH RP PFD R 549300DRQQI75D2JP341 2500-12-31 2500-12-31 4.75 - 4.75 3152.00 64080.16 Equities NEXTERA ENERGY INC UNIT 03/01/23 2500-12-31 2500-12-31 N/A 97659.00 5089010.49 Equities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0213 11000000.00 11000000.00 0.0073 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 2.27% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRIP COM GROUP LTD SR GLBL COCO 27 2549004RMYDSRQL4KW41 2027-07-01 2027-07-01 1.5 - 1.5 5681000.00 6167056.89 Equities INVACARE CORP SR GLBL COCO 26 549300NNUTG7HCZICS76 2026-03-15 2026-03-15 4.25 - 4.25 707000.00 347304.72 Equities Y N/A N/A 2022-09-07 2022-09-07 2022-09-07 N N N 0.0225 6000000.00 6000000.00 0.0040 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 3.35% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Asian Development Bank 549300X0MVH42CY8Q105 2025-01-22 2025-01-22 2 - 2 4239000.00 4092528.42 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2022-10-28 2022-10-28 2022-10-28 N N N 0.0331 4000000.00 4000000.00 0.0026 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 3.37% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ONEOK INC 2022-09-23 2022-09-23 N/A 3166312.00 3160615.80 Money Market Y N/A N/A 2022-10-25 2022-10-25 2022-10-25 N N N 0.0333 3000000.00 3000000.00 0.0020 N N N Y Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 2.45% Series 2008, LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 2024-09-03 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0245 25155000.00 25155000.00 0.0166 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 2.30% JLG249000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2029-04-30 2.25 - 2.875 2076700.00 2040180.88 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 2000000.00 2000000.00 0.0013 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.30% G5GSEF7VJP5I7OUK5573 JLG273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-23 2023-02-23 0 - 0 5181600.00 5100404.33 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 5000000.00 5000000.00 0.0033 N Y Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2022-09-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer