N-MFP2 0000803013 XXXXXXXX 2022-10-31 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 7 48 429869144.47 378985814.86 404620883.35 462263871.17 528017250.67 530128699.46 541760823.58 595373543.86 0.3000 0.2700 0.2900 0.3300 0.3700 0.3800 0.3900 0.4300 57187186.97 1278485742.81 1278618332.49 52655870.51 13090838.95 1375237961.34 1375463772.53 0.0341 0.9999 0.9999 0.9998 0.9998 C000019137 1.00 1375237961.34 1375463772.53 0.9999 0.9999 0.9998 0.9998 3302868.63 9145421.11 415341.59 5752861.38 15630.66 4234070.22 523259.97 5568833.60 4258049.67 28079379.26 0.0340 N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 3.42% 05253MRN6 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-04-12 2023-04-12 N N N 0.0341 6999993.70 6999993.70 0.0051 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 3.42% 05253MRF3 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-04-06 2023-04-06 N N N 0.0341 7000046.20 7000046.20 0.0051 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 3.45% 05253MSH8 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-04-05 2023-04-05 N N N 0.0343 6000175.80 6000175.80 0.0044 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 3.45% 05253MQL1 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2022-11-18 2022-11-18 N N N 0.0314 17002164.10 17002164.10 0.0124 N N N N Bank of Montreal Bank of Montreal, 0.00% 06373L4R7 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-05-10 2023-05-10 N N N 0.0000 3000015.30 3000015.30 0.0022 N N N N Bank of Montreal Bank of Montreal, 3.47% 06373L3C1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2022-12-02 2022-12-02 N N N 0.0317 10002247.00 10002247.00 0.0073 N N N N Bank of Montreal Bank of Montreal, 3.74% 06373L4P1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-05-02 2023-05-02 N N N 0.0376 4999476.50 4999476.50 0.0036 N N N N Bank of Nova Scotia Bank of Nova Scotia, 3.55% 06417LSR9 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-03-16 2023-03-16 N N N 0.0353 4000088.80 4000088.80 0.0029 N N N N Bank of Nova Scotia Bank of Nova Scotia, 3.75% 06417LTW7 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-05-01 2023-05-01 N N N 0.0375 5000000.50 5000000.50 0.0036 N N N N Barclays Bank PLC Barclays Bank PLC, 3.42% 06741HDJ9 G5GSEF7VJP5I7OUK5573 0000312070 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-01-12 2023-01-12 N N N 0.0353 3998884.00 3998884.00 0.0029 N N N N Barclays Bank PLC Barclays Bank PLC, 3.46% 06741HDX8 G5GSEF7VJP5I7OUK5573 0000312070 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-01-17 2023-01-17 N N N 0.0343 1999998.00 1999998.00 0.0015 N N N N Bayerische Landesbank Bayerische Landesbank, 3.34% 07274ML45 VDYMYTQGZZ6DU0912C88 JLQ094000 Financial Company Commercial Paper Y N/A N/A 2022-11-04 2022-11-04 2022-11-04 N N N 0.0334 11995640.40 11995640.40 0.0087 N N Y N Bayerische Landesbank Bayerische Landesbank, 3.51% 07274ML78 VDYMYTQGZZ6DU0912C88 JLQ732000 Financial Company Commercial Paper Y N/A N/A 2022-11-07 2022-11-07 2022-11-07 N N N 0.0351 8994000.60 8994000.60 0.0065 N N Y N Bayerische Landesbank Bayerische Landesbank, 3.52% 07274ML86 VDYMYTQGZZ6DU0912C88 JLQ738000 Financial Company Commercial Paper Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0352 4996175.50 4996175.50 0.0036 N N N N BofA Securities, Inc. BofA Securities, Inc., 3.47% 06054CAW5 549300HN4UKV1E2R3U73 JBD722000 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2022-12-05 2022-12-05 N N N 0.0322 11002118.60 11002118.60 0.0080 N N N N BofA Securities, Inc. BofA Securities, Inc., 3.47% 06054CBU8 549300HN4UKV1E2R3U73 JLX024000 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-04-17 2023-04-17 N N N 0.0346 6000018.60 6000018.60 0.0044 N N N N BofA Securities, Inc. BofA Securities, Inc., 3.49% 06054CBN4 549300HN4UKV1E2R3U73 JLW324000 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-05-03 2023-05-03 N N N 0.0348 6000237.00 6000237.00 0.0044 N N N N BPCE SA BPCE SA, 3.36% 05571CL41 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-11-04 2022-11-04 2022-11-04 N N N 0.0336 17993426.40 17993426.40 0.0131 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 3.46% 13608CMX7 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2022-11-23 2022-11-23 N N N 0.0314 5000846.50 5000846.50 0.0036 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia, 3.45% 20272AZ33 MSFSBD3QN1GSN7Q6C537 0000008565 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-04-27 2023-04-27 N N N 0.0370 8989290.90 8989290.90 0.0065 N N N N DNB Bank ASA DNB Bank ASA, 3.42% 2332K4NF7 549300GKFG0RYRRQ1414 JLJ868000 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-04-10 2023-04-10 N N N 0.0349 6997784.50 6997784.50 0.0051 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 3.43% 31428HCB5 549300B2Q47IR0CR5B54 JLM402000 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-04-17 2023-04-17 N N N 0.0342 4000012.40 4000012.40 0.0029 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 3.60% 31428HBT7 549300B2Q47IR0CR5B54 JKL004000 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-01-19 2023-01-19 N N N 0.0356 10000022.00 10000022.00 0.0073 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 3.65% 31428HBW0 549300B2Q47IR0CR5B54 JKP723000 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-02-28 2023-02-28 N N N 0.0363 4000018.40 4000018.40 0.0029 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 3.45% 46650WAT2 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2022-11-16 2022-11-16 N N N 0.0310 24003146.40 24003146.40 0.0175 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X1L19 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0000 13998802.16 13998802.16 0.0102 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 4.73% 53943SP19 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0473 10869994.30 10869994.30 0.0079 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 3.27% 60683CL33 JBONEPAGQXF4QP29B387 JKT412000 Financial Company Commercial Paper Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0327 2999201.40 2999201.40 0.0022 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 3.33% 60683CL41 JBONEPAGQXF4QP29B387 JKT413000 Financial Company Commercial Paper Y N/A N/A 2022-11-04 2022-11-04 2022-11-04 N N N 0.0333 2998915.80 2998915.80 0.0022 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 4.07% 60683CN56 JBONEPAGQXF4QP29B387 JLW801000 Financial Company Commercial Paper Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0407 1985516.60 1985516.60 0.0014 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 3.42% 63254GVF9 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-04-13 2023-04-13 N N N 0.0367 5993263.20 5993263.20 0.0044 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 3.42% 63254GVG7 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-04-14 2023-04-14 N N N 0.0341 10000040.00 10000040.00 0.0073 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 3.45% 63254GVM4 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-04-28 2023-04-28 N N N 0.0345 12000007.20 12000007.20 0.0087 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 3.45% 63254GUZ6 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-03-15 2023-03-15 N N N 0.0343 11000042.90 11000042.90 0.0080 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 3.46% 63254GUH6 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2022-12-01 2022-12-01 N N N 0.0316 8001729.60 8001729.60 0.0058 N N N N National Bank of Canada National Bank of Canada, 3.55% 63307NHF7 BSGEFEIOM18Y80CKCV46 JKX786000 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-03-15 2023-03-15 N N N 0.0353 11000042.90 11000042.90 0.0080 N N N N National Bank of Canada National Bank of Canada, 3.61% 63307NGV3 BSGEFEIOM18Y80CKCV46 JKL596000 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-01-19 2023-01-19 N N N 0.0344 16004811.20 16004811.20 0.0116 N N N N Royal Bank of Canada Royal Bank of Canada, 3.46% 78015M6V7 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-04-03 2023-04-03 N N N 0.0344 9000285.30 9000285.30 0.0065 N N N N Royal Bank of Canada Royal Bank of Canada, 3.60% 78014XJG3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-01-30 2023-01-30 N N N 0.0357 27999988.80 27999988.80 0.0204 N N N N Royal Bank of Canada Royal Bank of Canada, 3.64% 78014XJT5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-02-23 2023-02-23 N N N 0.0359 16001364.80 16001364.80 0.0116 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 3.20% 86564XL28 5493006GGLR4BTEL8O61 JKS888000 Financial Company Commercial Paper Y N/A N/A 2022-11-02 2022-11-02 2022-11-02 N N N 0.0320 7998610.40 7998610.40 0.0058 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 3.32% 86564XL44 5493006GGLR4BTEL8O61 JKT402000 Financial Company Commercial Paper Y N/A N/A 2022-11-04 2022-11-04 2022-11-04 N N N 0.0332 7997117.60 7997117.60 0.0058 N N Y N Svenska Handelsbanken AB Svenska Handelsbanken AB, 3.41% 86960LEK2 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-04-13 2023-04-13 N N N 0.0340 9999990.00 9999990.00 0.0073 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 3.44% 86960LDH0 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2022-11-18 2022-11-18 N N N 0.0311 8001082.40 8001082.40 0.0058 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 3.44% 86960LDK3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2022-11-23 2022-11-23 N N N 0.0313 12001956.00 12001956.00 0.0087 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 3.45% 86960LDL1 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2022-12-01 2022-12-01 N N N 0.0317 15003028.50 15003028.50 0.0109 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 3.63% 86960LEB2 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-03-01 2023-03-01 N N N 0.0354 15003528.00 15003528.00 0.0109 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 3.47% 89120DUS6 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2022-12-15 2022-12-15 N N N 0.0324 20004708.00 20004708.00 0.0145 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 3.54% 89120DVK2 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-03-16 2023-03-16 N N N 0.0351 15000798.00 15000798.00 0.0109 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 3.59% 89120DV22 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-01-30 2023-01-30 N N N 0.0345 18004923.00 18004923.00 0.0131 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 3.63% 89120DVA4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-02-27 2023-02-27 N N N 0.0357 16001929.60 16001929.60 0.0116 N N N N UBS AG London Branch UBS AG London Branch, 3.46% 90276JQK5 BFM8T61CT2L1QCEMIK50 JLT940000 Financial Company Commercial Paper Y N/A N/A 2022-11-01 2023-02-03 2023-02-03 N N N 0.0745 5938425.60 5938425.60 0.0043 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 3.14% 04821UL18 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0314 999914.73 999914.73 0.0007 N Y Y N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 3.14% 04821UL18 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0314 8880242.63 8880242.63 0.0065 N Y Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 3.28% 0527M1L37 JMH967000 Asset Backed Commercial Paper Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0328 4998665.40 4998665.40 0.0036 N N Y N Gotham Funding Corp. Gotham Funding Corp., 3.14% 38346ML10 549300Z2ZR7VTUMRPR17 JMJ762000 Asset Backed Commercial Paper Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0314 4999573.60 4999573.60 0.0036 N Y Y N Gotham Funding Corp. Gotham Funding Corp., 3.99% 38346MMF8 549300Z2ZR7VTUMRPR17 JLP058000 Asset Backed Commercial Paper Y N/A N/A 2022-12-15 2022-12-15 2022-12-15 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0399 20897362.50 20897362.50 0.0152 N N N N Gotham Funding Corp. Gotham Funding Corp., 4.40% 38346MN67 549300Z2ZR7VTUMRPR17 JLS102000 Asset Backed Commercial Paper Y N/A N/A 2023-01-06 2023-01-06 2023-01-06 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0440 19841098.00 19841098.00 0.0144 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 3.44% 89355QL12 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0344 2999719.41 2999719.41 0.0022 N Y Y N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 3.44% 89355QL12 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0344 999906.50 999906.50 0.0007 N Y Y N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 3.51% 89355QL20 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-11-02 2022-11-02 2022-11-02 N N N 0.0351 12997519.60 12997519.60 0.0095 N N Y N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 3.58% 89355QL38 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0358 999708.30 999708.30 0.0007 N N Y N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 3.63% 89355QL12 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0363 1999802.78 1999802.78 0.0015 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 3.33% 91058UL35 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0333 7997826.40 7997826.40 0.0058 N N Y N Bank of Montreal Bank of Montreal, 3.46% 06367CY43 NQQ6HPCNCCU6TUTQYE16 US06367CY433 0000927971 Certificate of Deposit Y N/A N/A 2022-11-01 2023-04-04 2023-04-04 N N N 0.0360 1998777.80 1998777.80 0.0015 N N N N Bank of Nova Scotia Bank of Nova Scotia, 3.47% 06417MYN9 L3I9ZG2KFGXZ61BMYR72 US06417MYN90 0000009631 Certificate of Deposit Y N/A N/A 2022-11-01 2022-12-16 2022-12-16 N N N 0.0329 10001757.00 10001757.00 0.0073 N N N N Barclays Bank PLC Barclays Bank PLC, 4.05% 06742TZ90 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2022-12-28 2022-12-28 2022-12-28 N N N 0.0402 5999780.40 5999780.40 0.0044 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 3.45% 13606KNQ5 2IGI19DL77OX0HC3ZE78 US13606KNQ57 0001045520 Certificate of Deposit Y N/A N/A 2022-11-01 2023-04-04 2023-04-04 N N N 0.0357 11993434.80 11993434.80 0.0087 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 3.46% 13606KHM1 2IGI19DL77OX0HC3ZE78 US13606KHM18 0001045520 Certificate of Deposit Y N/A N/A 2022-11-01 2022-11-23 2022-11-23 N N N 0.0314 16002708.80 16002708.80 0.0116 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 3.64% 13606KKW5 2IGI19DL77OX0HC3ZE78 US13606KKW52 0001045520 Certificate of Deposit Y N/A N/A 2022-11-01 2023-02-27 2023-02-27 N N N 0.0349 16006283.20 16006283.20 0.0116 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 0.0348 15997507.20 15997507.20 0.0116 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 0.0352 14996811.00 14996811.00 0.0109 N N N N Credit Agricole CIB Credit Agricole CIB, 3.96% 22536AT79 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-12-14 2022-12-14 2022-12-14 N N N 0.0381 12001398.00 12001398.00 0.0087 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 3.55% 51501J4G7 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2022-11-07 2022-11-07 2022-11-07 N N N 0.0349 5000000.00 5000000.00 0.0036 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 3.35% 60683DBR9 JBONEPAGQXF4QP29B387 US60683DBR98 0001462160 Certificate of Deposit Y N/A N/A 2022-11-01 2023-02-02 2023-02-02 N N N 0.0356 2998182.30 2998182.30 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 3.35% 60683DBS7 JBONEPAGQXF4QP29B387 US60683DBS71 0001462160 Certificate of Deposit Y N/A N/A 2022-11-01 2023-02-01 2023-02-01 N N N 0.0356 2998209.00 2998209.00 0.0022 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 3.34% 60710RYC3 RB0PEZSDGCO3JS6CEU02 US60710RYC32 Certificate of Deposit Y N/A N/A 2022-11-01 2023-01-12 2023-01-12 N N N 0.0344 11996704.80 11996704.80 0.0087 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 3.43% 60710RYL3 RB0PEZSDGCO3JS6CEU02 US60710RYL31 Certificate of Deposit Y N/A N/A 2022-11-01 2023-01-17 2023-01-17 N N N 0.0347 11998087.20 11998087.20 0.0087 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 3.59% 60710RB87 RB0PEZSDGCO3JS6CEU02 US60710RB870 Certificate of Deposit Y N/A N/A 2022-11-01 2023-02-01 2023-02-01 N N N 0.0354 12000472.80 12000472.80 0.0087 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 3.65% 60710RL45 RB0PEZSDGCO3JS6CEU02 US60710RL457 Certificate of Deposit Y N/A N/A 2022-11-01 2023-02-10 2023-02-10 N N N 0.0355 11002082.30 11002082.30 0.0080 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 3.35% 55380UAX5 C3GTMMZIHMY46P4OIX74 US55380UAX54 Certificate of Deposit Y N/A N/A 2022-11-01 2023-01-12 2023-01-12 N N N 0.0355 11994364.80 11994364.80 0.0087 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 3.43% 55380T6R6 C3GTMMZIHMY46P4OIX74 US55380T6R61 Certificate of Deposit Y N/A N/A 2022-11-01 2022-12-13 2022-12-13 N N N 0.0328 8001034.40 8001034.40 0.0058 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 3.43% 55380T6Q8 C3GTMMZIHMY46P4OIX74 US55380T6Q88 Certificate of Deposit Y N/A N/A 2022-11-01 2022-12-12 2022-12-12 N N N 0.0326 8001159.20 8001159.20 0.0058 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 3.35% 86565FTL6 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-11-01 2023-02-02 2023-02-02 N N N 0.0355 3997641.20 3997641.20 0.0029 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 3.35% 86565FTM4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-11-01 2023-02-03 2023-02-03 N N N 0.0356 3997604.40 3997604.40 0.0029 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 3.35% 86565FSV5 5U0XI89JRFVHWIBS4F54 US86565FSV57 0001184915 Certificate of Deposit Y N/A N/A 2022-11-01 2023-01-18 2023-01-18 N N N 0.0351 6997127.90 6997127.90 0.0051 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 3.35% 86565FTK8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-11-01 2023-02-01 2023-02-01 N N N 0.0355 3997688.00 3997688.00 0.0029 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 3.45% 86565FUA8 5U0XI89JRFVHWIBS4F54 US86565FUA82 0001184915 Certificate of Deposit Y N/A N/A 2022-11-01 2023-02-06 2023-02-06 N N N 0.0356 5997831.60 5997831.60 0.0044 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 3.50% 86565FUD2 5U0XI89JRFVHWIBS4F54 US86565FUD22 0001184915 Certificate of Deposit Y N/A N/A 2022-11-01 2023-02-09 2023-02-09 N N N 0.0356 5998514.40 5998514.40 0.0044 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 3.60% 86565FUQ3 5U0XI89JRFVHWIBS4F54 US86565FUQ35 0001184915 Certificate of Deposit Y N/A N/A 2022-11-01 2023-02-15 2023-02-15 N N N 0.0357 6000018.60 6000018.60 0.0044 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 0.0368 7997087.20 7997087.20 0.0058 N N N N Citibank NA Citibank NA, 3.37% 17330QAK3 E57ODZWZ7FF32TWEFA76 US17330QAK31 Certificate of Deposit Y N/A N/A 2022-11-01 2023-02-03 2023-02-03 N N N 0.0361 5995824.60 5995824.60 0.0044 N N N N Citibank NA Citibank NA, 3.42% 17330QAW7 E57ODZWZ7FF32TWEFA76 US17330QAW78 Certificate of Deposit Y N/A N/A 2022-11-01 2023-02-08 2023-02-08 N N N 0.0361 12992434.00 12992434.00 0.0094 N N N N Citibank NA Citibank NA, 4.05% 17330QAD9 E57ODZWZ7FF32TWEFA76 JLQ807000 Certificate of Deposit Y N/A N/A 2023-01-23 2023-01-23 2023-01-23 N N N 0.0448 12985854.70 12985854.70 0.0094 N N N N Abn Amro Bank NV Abn Amro Bank NV, 3.08% BFXS5XCH7N0Y05NIXW11 JMJ751000 Non-Negotiable Time Deposit Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0308 13000000.00 13000000.00 0.0095 N Y Y N Barclays Bank PLC Barclays Bank PLC, 3.14% G5GSEF7VJP5I7OUK5573 JMJ757000 Non-Negotiable Time Deposit Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0314 43000000.00 43000000.00 0.0313 N Y Y N Bayerische Landesbank Bayerische Landesbank, 3.09% JMJ741000 Non-Negotiable Time Deposit Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0309 10000000.00 10000000.00 0.0073 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 3.09% DIZES5CFO5K3I5R58746 JMJ663000 Non-Negotiable Time Deposit Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0309 5000000.00 5000000.00 0.0036 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 3.12% DIZES5CFO5K3I5R58746 JMH286000 Non-Negotiable Time Deposit Y N/A N/A 2022-11-02 2022-11-02 2022-11-02 N N N 0.0309 4999994.00 4999994.00 0.0036 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 3.12% DIZES5CFO5K3I5R58746 JMH970000 Non-Negotiable Time Deposit Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0309 7999985.60 7999985.60 0.0058 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 3.08% RB0PEZSDGCO3JS6CEU02 JMJ693000 Non-Negotiable Time Deposit Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0308 11000000.00 11000000.00 0.0080 N Y Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 3.11% RB0PEZSDGCO3JS6CEU02 JMG743000 Non-Negotiable Time Deposit Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0308 2999998.20 2999998.20 0.0022 N Y Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 3.11% RB0PEZSDGCO3JS6CEU02 JMH389000 Non-Negotiable Time Deposit Y N/A N/A 2022-11-02 2022-11-02 2022-11-02 N N N 0.0308 1999997.60 1999997.60 0.0015 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 3.11% RB0PEZSDGCO3JS6CEU02 JMI036000 Non-Negotiable Time Deposit Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0308 2999994.60 2999994.60 0.0022 N N Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 3.06% F3JS33DEI6XQ4ZBPTN86 JMJ636000 Non-Negotiable Time Deposit Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 63000000.00 63000000.00 0.0458 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 3.05%, dated 10/31/2022 due 11/01/2022 B4TYDEB6GKMZO031MB27 JMJ805000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 2050-11-01 2 - 3.5 15939684.00 6477131.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-04-01 2045-04-01 3 - 3 3771487.00 634910.61 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 6972000.00 6972000.00 0.0051 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 3.05%, dated 10/31/2022 due 11/01/2022 VJW2DOOHGDT6PR0ZRO63 JMJ805000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-11-15 2052-11-01 0.125 - 8 1117767.00 836868.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-11-25 2052-10-01 0.25 - 9 741186.00 573703.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-01-20 2052-10-20 1.5 - 9 676465.00 455149.10 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-11-09 2036-07-15 0 - 5.5 149957.00 144024.04 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-01-20 2029-04-26 0.125 - 4.375 90649.00 88403.88 Agency Debentures and Agency Strips Tennessee Valley Authority 2022-11-09 2022-11-09 0 - 0 15932.00 15919.31 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-11-03 2052-08-15 0 - 5.5 1122817.00 1112481.06 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 3163000.00 3163000.00 0.0023 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 3.05%, dated 10/31/2022 due 11/01/2022 8NAV47T0Y26Q87Y0QP81 JMJ805000_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 2028-11-30 2028-11-30 1.5 - 1.5 64190.00 55244.51 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2052-04-01 2 - 2.5 2722253.00 2094755.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-11-25 2059-04-01 1.5 - 9 8028882.00 1874240.79 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0305 3945000.00 3945000.00 0.0029 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 3.05%, dated 10/31/2022 due 11/01/2022 MBNUM2BPBDO7JBLYG310 JMJ805000_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 2023-04-15 2052-10-20 2 - 6.5 3480333.00 2963351.86 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0305 2905000.00 2905000.00 0.0021 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 3.06% 7LTWFZYICNSX8D621K86 JMJ632000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2024-06-15 3.35 - 3.35 1056256.00 1030087.96 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 1000000.00 1000000.00 0.0007 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 3.06% 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 2056-01-15 2056-01-15 3 - 3 2454857.00 2060175.63 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 2000000.00 2000000.00 0.0015 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 3.05%, dated 10/31/2022 due 11/01/2022 CYYGQCGNHMHPSMRL3R97 JMJ805000_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 2023-09-01 2056-04-01 1.17 - 7.5 679176.00 392647.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-01-01 2052-09-01 2 - 5 629227.00 495848.04 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 871000.00 871000.00 0.0006 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 3.05%, dated 10/31/2022 due 11/01/2022 ZBUT11V806EZRVTWT807 JMJ805000_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 2036-12-01 2052-10-01 2 - 6.5 3481445.00 2963351.04 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 2905000.00 2905000.00 0.0021 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 3.05%, dated 10/31/2022 due 11/01/2022 ZOMOLU8CGIZRYZ7PFU34 JMJ805000_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 2023-08-24 2052-10-01 0.25 - 5.5 529246.00 244883.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-07-20 2052-08-20 2.5 - 5 216141.00 110505.64 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-02-28 2042-02-15 0 - 4.375 169013.00 158579.12 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 2058-01-01 2 - 5.5 763556.00 474384.24 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 968000.00 968000.00 0.0007 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 3.05%, dated 10/31/2022 due 11/01/2022 7TK5RJIZDFROZCA6XF66 JMJ805000_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 2027-06-30 2029-05-31 0.5 - 2.75 567202.00 493721.84 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 484000.00 484000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 3.05%, dated 10/31/2022 due 11/01/2022 OXTKY6Q8X53C9ILVV871 JMJ805000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-10-10 2023-10-10 0 - 0 558.00 533.72 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-02-01 2059-04-01 1.5 - 9 29640316.00 7715623.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-01-15 2069-11-20 1.5 - 9.5 7705318.00 977867.17 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-03 2029-10-31 0 - 4.181 409177.00 405694.74 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-12-01 2052-11-01 1.5 - 9.5 15044610.00 2752665.55 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 11619000.00 11619000.00 0.0084 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 3.05%, dated 10/31/2022 due 11/01/2022 549300QJJX6CVVUXLE15 JMJ805000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-03-01 2052-02-01 2 - 4.5 34042179.00 12109829.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-09-20 2052-10-20 2 - 5.5 151127778.00 57899493.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2051-02-15 0.125 - 4.5 1127370.00 994356.14 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-01 2052-03-01 1.5 - 6 56138399.00 12646979.20 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 82000000.00 82000000.00 0.0596 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 3.05%, dated 10/31/2022 due 11/01/2022 5U0XI89JRFVHWIBS4F54 JMJ805000_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 792928.00 554731.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2052-02-15 0 - 3 14815281.00 13290707.62 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 13568000.00 13568000.00 0.0099 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 3.05%, dated 10/31/2022 due 11/01/2022 5U0XI89JRFVHWIBS4F54 JMJ805000_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 2052-10-01 2 - 5 26384496.00 6766612.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2052-09-20 3 - 5.5 14790122.00 3547836.00 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 10070000.00 10070000.00 0.0073 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 3.06% SUVUFHICNZMP2WKHG940 JMJ642000 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 2052-10-20 2052-10-20 5 - 5 5190670.00 5100433.66 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 5000000.00 5000000.00 0.0036 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 3.05%, dated 10/31/2022 due 11/01/2022 VYVVCKR63DVZZN70PB21 JMJ805000_08395 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 2028-08-20 2052-10-20 2 - 7 1966505.00 985328.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-01-01 2052-11-01 1.5 - 6 2115213.00 1582230.35 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 2517000.00 2517000.00 0.0018 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 3.21% RUC0QBLBRPRCU4W1NE59 JMJ683000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HSBC HLDGS PLC SR GLBL COCO 28 MLU0ZO3ML4LN2LL2TL39 2028-03-13 2028-03-13 4.041 - 4.041 200000.00 176649.60 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 2032-04-22 2032-07-21 2.383 - 2.615 40000.00 30461.96 Corporate Debt Securities FIFTH THIRD BANCORP SR GLBL NT 30 THRNG6BD57P9QWTQLG42 2030-07-28 2030-07-28 4.772 - 4.772 5000.00 4660.34 Corporate Debt Securities HESS CORP SR GLBL NT4.3%27 UASVRYNXNK17ULIGK870 2027-04-01 2027-04-01 4.3 - 4.3 12000.00 11307.28 Corporate Debt Securities BROADCOM INC SR GLBL NT 29 549300WV6GIDOZJTV909 2029-04-15 2029-04-15 4.75 - 4.75 11000.00 10194.81 Corporate Debt Securities BANK NEW YORK MELLON CORP ALT TIER I PERP WFLLPEPC7FZXENRZV188 2500-12-31 2500-12-31 3.75 - 3.75 1114000.00 855853.71 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC GLBL NT 2.75%30 35380028MYWPB6AUO129 2030-01-15 2030-01-15 2.75 - 2.75 1210000.00 975559.14 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO SR GLBL NT4.9%25 549300BX44RGX6ANDV88 2025-10-15 2025-10-15 4.9 - 4.9 3000.00 2960.93 Corporate Debt Securities GILEAD SCIENCES INC SR NT 4.8%44 549300WTZWR07K8MNV44 2044-04-01 2044-04-01 4.8 - 4.8 38000.00 32684.94 Corporate Debt Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0321 2000000.00 2000000.00 0.0015 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 3.27% RUC0QBLBRPRCU4W1NE59 JMJ684000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BROADCOM INC SR GLBL NT 29 549300WV6GIDOZJTV909 2029-04-15 2029-04-15 4.75 - 4.75 11000.00 10194.81 Corporate Debt Securities MPLX LP GLBL NT 2.65%30 5493000CZJ19CK4P3G36 2030-08-15 2030-08-15 2.65 - 2.65 10000.00 7923.84 Corporate Debt Securities PBF LOGISTICS LP/PBF LOGISTIC SR GLBL NT 23 2023-05-15 2023-05-15 6.875 - 6.875 4000.00 4132.41 Corporate Debt Securities BANK NEW YORK MELLON CORP ALT TIER I PERP WFLLPEPC7FZXENRZV188 2500-12-31 2500-12-31 3.75 - 3.75 26000.00 19975.04 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 2032-04-22 2032-04-22 2.615 - 2.615 10000.00 7645.44 Corporate Debt Securities BK OF AMERICA CORP PERP GLBL -AA NT 9DJT3UXIJIZJI4WXO774 2500-12-31 2500-12-31 6.1 - 6.1 1464000.00 1420834.77 Corporate Debt Securities DOMINION ENERGY INC SR GLBL -B NT 28 ILUL7B6Z54MRYCF6H308 2028-06-01 2028-06-01 4.25 - 4.25 453000.00 431273.36 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO SR GLBL NT4.9%25 549300BX44RGX6ANDV88 2025-10-15 2025-10-15 4.9 - 4.9 3000.00 2960.93 Corporate Debt Securities FIFTH THIRD BANCORP SR GLBL NT 30 THRNG6BD57P9QWTQLG42 2030-07-28 2030-07-28 4.772 - 4.772 10000.00 9320.68 Corporate Debt Securities HSBC HLDGS PLC SR GLBL COCO 28 MLU0ZO3ML4LN2LL2TL39 2028-03-13 2028-03-13 4.041 - 4.041 200000.00 176649.60 Corporate Debt Securities HESS CORP SR GLBL NT4.3%27 UASVRYNXNK17ULIGK870 2027-04-01 2027-04-01 4.3 - 4.3 10000.00 9422.73 Corporate Debt Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0327 2000000.00 2000000.00 0.0015 N Y Y N BMO Chicago Branch BMO Chicago Branch, 3.27% 3Y4U8VZURTYWI1W2K376 JMJ687000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-04-20 2052-01-20 0 - 4 3235941.00 514485.11 Agency Collateralized Mortgage Obligation BUILDERS FIRSTSOURCE INC SR GLBL 144A 32 549300W0SKP6L3H7DP63 2032-06-15 2032-06-15 6.375 - 6.375 62000.00 58530.07 Corporate Debt Securities ZIGGO BD CO BV SR GLBL 144A 30 2030-02-28 2030-02-28 5.125 - 5.125 205000.00 161939.32 Corporate Debt Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-07-21 2025-07-21 0.375 - 0.375 335000.00 299563.59 Agency Debentures and Agency Strips PHH MORTGAGE CORPORATION SR SEC GLBL 26 PAOOWF3GUFM46FBSP561 2026-03-15 2026-03-15 7.875 - 7.875 127000.00 107308.97 Corporate Debt Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0327 1000000.00 1000000.00 0.0007 N Y Y N BNP Paribas BNP Paribas, 3.32% R0MUWSFPU8MPRO8K5P83 JMJ830000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MORGAN STANLEY FR 6.342%101833 IGJSJL3JD5P30I6NJZ34 2033-10-18 2033-10-18 6.342 - 6.342 1031000.00 1050908.78 Corporate Debt Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0332 1000000.00 1000000.00 0.0007 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 3.32% 7VHWWWW4UJS7NUM3PT30 JMJ685000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DRAGONEER GROWTH OPT CORP III CL A SHS 2500-12-31 2500-12-31 N/A 61.00 602.07 Equities TEKKORP DIGITAL ACQUISITN CORP CL A 2500-12-31 2500-12-31 N/A 58.00 582.90 Equities VAHANNA TECH EDGE ACQSTN I CRP CLASS A ORD 2500-12-31 2500-12-31 N/A 118000.00 1194160.00 Equities PROJECT ENERGY REIMAGINED ACQU CLASS A ORD 2500-12-31 2500-12-31 N/A 1.00 9.87 Equities NEW VISTA ACQUISITION CORP CL A SHS 2500-12-31 2500-12-31 N/A 204905.00 2044951.90 Equities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0332 3000000.00 3000000.00 0.0022 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 3.33% 7VHWWWW4UJS7NUM3PT30 JMI719000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N YOTTA ACQUISITION CORPORATION COMMON STOCK 2500-12-31 2500-12-31 N/A 8.00 79.28 Equities INVESTCORP EUROPE ACQUISITION CLASS A ORD SHS 2500-12-31 2500-12-31 N/A 144846.00 1474532.28 Equities THUNDER BRDG CAP PRTNRS IV INC CLASS A COM 2500-12-31 2500-12-31 N/A 3438.00 33658.02 Equities POWER & DIGITAL INFRASTRUCTURE CLASS A COM 2500-12-31 2500-12-31 N/A 4078.00 40555.71 Equities RELATIVITY ACQUISITION CORP UNIT EX 021027 2500-12-31 2500-12-31 N/A 1.00 10.08 Equities FREEDOM ACQUISITION I CORP SHS CL A 2500-12-31 2500-12-31 N/A 27900.00 278442.00 Equities APOLLO STRATEGIC GRWT CPTL II SHS CL A 2500-12-31 2500-12-31 N/A 32695.00 324661.35 Equities RESEARCH ALLIANCE CORP II COM CL A 2500-12-31 2500-12-31 N/A 43903.00 439908.06 Equities SOUND POINT ACQUISITION CORP I CLASS A ORD SHS 2500-12-31 2500-12-31 N/A 13182.00 134456.40 Equities PONO CAP TWO INC COM CL A 2500-12-31 2500-12-31 N/A 4644.00 46950.84 Equities TRUIST FINL CORP DP SH RP PFD R 549300DRQQI75D2JP341 2500-12-31 2500-12-31 4.75 - 4.75 45482.00 865749.87 Equities PRIME NO ACQUISITION I CORP COM CL A 2500-12-31 2500-12-31 N/A 602.00 6013.98 Equities SCIENCE STRATEGIC ACQ ALPHA COM CL A 2500-12-31 2500-12-31 N/A 1.00 9.92 Equities CARTESIAN GROWTH CORP II CLASS A ORD 2500-12-31 2500-12-31 N/A 1.00 10.09 Equities QVC INC FXD NT 68 549300WBLU5NKPX5X472 2068-11-26 2068-11-26 6.25 - 6.25 30000.00 480300.00 Equities ROCKET INTERNET GRWT OPRT CORP SHS CL A 2500-12-31 2500-12-31 N/A 21709.00 216221.64 Equities BROOGE ENERGY LTD SHS 2138002XGB1HCGX8QS33 2500-12-31 2500-12-31 N/A 1.00 7.75 Equities TCV ACQUISITION CORP CL A SHS 2500-12-31 2500-12-31 N/A 3.00 29.58 Equities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0328 4000000.00 4000000.00 0.0029 N N Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 3.55% 7VHWWWW4UJS7NUM3PT30 JLX390000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RBC BEARINGS INC 5% CNV PFD SR A 2500-12-31 2500-12-31 5 - 5 461.00 55910.13 Equities SEA LTD SR GLBL CV NT 26 529900OM6JLLW44YKI15 2025-12-01 2026-09-15 0.25 - 2.375 139000.00 97491.57 Equities BRAEMAR HOTELS & RESORTS INC SR GLBL CV NT 26 549300JDUUEBN868C776 2026-06-01 2026-06-01 4.5 - 4.5 1770000.00 1786018.50 Equities FARFETCH LTD SR GLBL COCO 27 549300QFQ74Z0F96NS78 2027-05-01 2027-05-01 3.75 - 3.75 1478000.00 1423683.50 Equities AMYRIS INC SR COCO 26 549300BG17WCUK6EIM58 2026-11-15 2026-11-15 1.5 - 1.5 1000.00 494.43 Equities NOGIN INC SR GLBL 144A 26 2026-09-01 2026-09-01 7 - 7 2500000.00 1642663.89 Equities TABULA RASA HEALTHCARE INC SR SB COCO 26 549300K6KY242XRMEF28 2026-02-15 2026-02-15 1.75 - 1.75 804000.00 638098.17 Equities ETSY INC SR GLBL COCO 28 54930089Q7XT501AEA40 2028-06-15 2028-06-15 0.25 - 0.25 197000.00 153846.06 Equities GDS HLDGS LTD SR CONV NT 2%25 391200MGV8DDCHTN2R77 2025-06-01 2025-06-01 2 - 2 1000.00 917.03 Equities SHIFT TECHNOLOGIES INC SR GLBL COCO 26 5493000DBZBX1I1QVY71 2026-05-15 2026-05-15 4.75 - 4.75 1883000.00 405980.03 Equities AKAMAI TECHNOLOGIES INC SR GLBL COCO 25 OC1LZNN2LF5WTJ5RIL89 2025-05-01 2025-05-01 0.125 - 0.125 5000.00 5398.12 Equities CLOVIS ONCOLOGY INC SR GLBL CV NT 24 529900WCUY9ZAHMRV489 2024-08-01 2024-08-01 4.5 - 4.5 1000.00 578.13 Equities LI AUTO INC SR COCO 28 2549003R73Q70J5H4I65 2028-05-01 2028-05-01 0.25 - 0.25 299000.00 245940.37 Equities ARCELORMITTAL SA LUXEMBOURG 5.5 NT LKD 23 2EULGUTUI56JI9SAL165 2023-05-18 2023-05-18 5.5 - 5.5 871.00 46537.53 Equities BANDWIDTH INC SR GLBL COCO 26 549300QC70JB7MUGXM66 2026-03-01 2026-03-01 0.25 - 0.25 526000.00 337174.77 Equities CLARIVATE PLC 5.25% PFD CONV A 549300WDHIIODXFO0R55 2500-12-31 2500-12-31 5.25 - 5.25 2917.00 132227.61 Equities WOLFSPEED INC SR GLBL COCO 26 549300OGU88P3AW3TO93 2026-05-01 2026-05-01 1.75 - 1.75 191000.00 366672.25 Equities FORUM ENERGY TECHNOLOGIES INC SR SEC GLBL 549300SF93HLCR1REE27 2025-08-04 2025-08-04 9 - 9 12.00 12.10 Equities ENPHASE ENERGY INC SR GLBL COCO 26 5493008U7KIGMI59Z314 2026-03-01 2026-03-01 N/A 1970000.00 2406355.00 Equities Y N/A N/A 2022-12-05 2022-12-05 2022-12-05 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0350 9000000.00 9000000.00 0.0065 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 3.30% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UNICREDIT S.P.A FR 5.459%063035 549300TRUWO2CD2G5692 2035-06-30 2035-06-30 5.459 - 5.459 1424000.00 1080611.89 Corporate Debt Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0330 1000000.00 1000000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 3.30% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALPHABET INC CAP STK CL C 5493006MHB84DD0ZWV18 2500-12-31 2500-12-31 N/A 2472.00 238745.76 Equities AUTOLIV INC COM A23RUXWKASG834LTMK28 2500-12-31 2500-12-31 N/A 13376.00 1075965.44 Equities CEDAR FAIR L P DEPOSITRY UNIT 549300TUVLNQQ6BVKH61 2500-12-31 2500-12-31 N/A 27142.00 1112822.00 Equities CONAGRA BRANDS INC COM 54930035UDEIH090K650 2500-12-31 2500-12-31 N/A 1.00 36.64 Equities ENDEAVOR GROUP HLDGS INC CL A COM 2500-12-31 2500-12-31 N/A 1576.00 35144.80 Equities JUNIPER NETWORKS INC COM AUHIXNGG7U2U7JEHM527 2500-12-31 2500-12-31 N/A 1.00 30.83 Equities MARATHON OIL CORP COM 1FRVQX2CRLGC1XLP5727 2500-12-31 2500-12-31 N/A 15.00 452.40 Equities INTUITIVE SURGICAL INC COM NEW 54930052SRG011710797 2500-12-31 2500-12-31 N/A 752.00 183608.32 Equities PAGSEGURO DIGITAL LTD COM CL A F8SB4JFBSYQFRQEH3Z21 2500-12-31 2500-12-31 N/A 185244.00 2461892.76 Equities ABRDN PRECIOUS METALS BASKET E PHYSCL PRECS MET 549300Z131D2C4MBX897 2500-12-31 2500-12-31 N/A 13728.00 1094945.28 Equities PFIZER INC COM 765LHXWGK1KXCLTFYQ30 2500-12-31 2500-12-31 0 - 0 5839.00 276943.77 Equities TANGER FACTORY OUTLET CTRS INC COM UKEW8YSXE4Y581KYOL30 2500-12-31 2500-12-31 N/A 1.00 17.90 Equities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0330 6000000.00 6000000.00 0.0044 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 3.30% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP INC COM NEW 6SHGI4ZSSLCXXQSBB395 2500-12-31 2500-12-31 0 - 0 46829.00 2160221.77 Equities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0330 2000000.00 2000000.00 0.0015 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 3.47% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALIBABA GROUP HLDG LTD SR GLBL NT 31 5493001NTNQJDH60PM02 2031-02-09 2031-02-09 2.125 - 2.125 2001000.00 1451327.80 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 23 784F5XWPLTWKTBV3E584 2023-11-17 2023-11-17 0.627 - 0.627 1000.00 1000.31 Corporate Debt Securities AMAZON COM INC SR GLBL NT3.1%51 ZXTILKJKG63JELOEG630 2051-05-12 2051-05-12 3.1 - 3.1 2839000.00 1958350.09 Corporate Debt Securities MARSH & MCLENNAN COS INC SR GLBL NT2.9%51 549300XMP3KDCKJXIU47 2051-12-15 2051-12-15 2.9 - 2.9 1763000.00 1061036.08 Corporate Debt Securities ALTRIA GROUP INC SR GLBL NT 32 XSGZFLO9YTNO9VCQV219 2032-02-04 2032-02-04 2.45 - 2.45 2545000.00 1829526.27 Corporate Debt Securities CITIGROUP GLOBAL MKTS HLDGS IN VR 052317-052357 82VOJDD5PTRDMVVMGV31 2057-05-23 2057-05-23 2.683 - 2.683 1000.00 985.20 Corporate Debt Securities CREDIT SUISSE USA INC BD 7.125%32 EXD7DEVFDH4HOFFQ7349 2032-07-15 2032-07-15 7.125 - 7.125 2000.00 2043.42 Corporate Debt Securities Y N/A N/A 2022-12-05 2022-12-05 2022-12-23 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0342 6000039.60 6000039.60 0.0044 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 3.52% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INVACARE CORP SR GLBL COCO 26 549300NNUTG7HCZICS76 2026-03-15 2026-03-15 4.25 - 4.25 6678000.00 3304879.13 Equities SNAP INC SR GLBL COCO 26 549300JNC0L6VP8A2Q35 2026-08-01 2026-08-01 0.75 - 0.75 11174000.00 9664113.25 Equities Y N/A N/A 2022-12-05 2022-12-05 2022-12-23 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0347 12000079.20 12000079.20 0.0087 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 3.30% K5HU16E3LMSVCCJJJ255 JMJ689000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JOUNCE THERAPEUTICS INC COM 8I5DZWZKVSZI1NUHU748 2500-12-31 2500-12-31 N/A 112757.00 251448.11 Equities NATURAL ORDER ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 114372.00 1147151.16 Equities HEALTHWELL ACQUISITION CORP I CLASS A COM 2500-12-31 2500-12-31 N/A 78354.00 761600.88 Equities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0330 2000000.00 2000000.00 0.0015 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 3.59% K5HU16E3LMSVCCJJJ255 JMJ686000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NEUROCRINE BIOSCIENCES INC SR COCO 24 549300FECER0XBN49756 2024-05-15 2024-05-15 2.25 - 2.25 450000.00 687318.75 Equities GLOBAL BLOOD THERAPEUTICS INC SR GLBL 144A 28 549300U4G0QKK99GRT15 2028-12-15 2028-12-15 1.875 - 1.875 77000.00 172909.92 Equities MERCEDES-BENZ FIN NA LLC 2022-11-17 2022-11-17 N/A 1207.00 1204.47 Money Market PIONEER NAT RES CO SR GLBL COCO 25 FY8JBF7CCL2VE4F1B628 2025-05-15 2025-05-15 0.25 - 0.25 66000.00 169993.08 Equities SUNNOVA ENERGY INTL INC. SR GLBL COCO 28 549300JK1Y1VVC3JU540 2028-02-15 2028-02-15 2.625 - 2.625 55000.00 43766.25 Equities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0359 1000000.00 1000000.00 0.0007 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 3.34% 7TK5RJIZDFROZCA6XF66 JMJ688000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FUSION ACQUISITION CORP II COM CL A 2500-12-31 2500-12-31 N/A 29552.00 293746.88 Equities DIRECT SELLING ACQUISITIN CORP CL A COM 2500-12-31 2500-12-31 N/A 184069.00 1866459.66 Equities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0334 2000000.00 2000000.00 0.0015 N Y Y N RBC Capital Markets Co. RBC Capital Markets Co., 3.57% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2029-10-26 2029-10-26 5.9 - 5.9 20000.00 19973.95 Agency Debentures and Agency Strips STEELE CREEK CLO LTD 2014-1R A 20310421 FLT 2031-04-21 2031-04-21 5.348 - 5.348 2031009.00 1766612.81 Asset-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-26 2023-01-26 0 - 0 307900.00 304946.32 U.S. Treasuries (including strips) Y N/A N/A 2022-12-27 2022-12-27 2022-12-27 N N N 0.0353 2000001.20 2000001.20 0.0015 N N N Y RBS Securities, Inc. RBS Securities, Inc., 3.32% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2032-07-12 2032-07-12 3.33 - 3.33 2259000.00 2040637.15 Agency Debentures and Agency Strips Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0332 2000000.00 2000000.00 0.0015 N Y Y N Truist Securities, Inc. Truist Securities, Inc., 3.35% CSVTK36R0PNGXEM7NS14 JMJ643000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WASHINGTON ST HEALTH CARE FACS REV BDS 2014 549300ZVPWQIL3N5TL85 2041-10-01 2041-10-01 5 - 5 580000.00 570445.47 Other Instrument MUNICIPAL DEBT PITTSBURG CALIF UNI SCH DIST GO BDS 2021 2046-08-01 2046-08-01 4 - 4 1000000.00 876990.00 Other Instrument MUNICIPAL DEBT NEW YORK ST URBAN DEV CORP REV PERS INCOME TAX GEN PURP 2020 54930039Y2EMGXN6LM88 2047-03-15 2047-03-15 5 - 5 50000.00 51242.44 Other Instrument MUNICIPAL DEBT PUBLIC FIN AUTH WIS POLLUTION REF BDS 2022 5493004S6D3NA627K012 2046-10-01 2046-10-01 3.7 - 3.7 10000.00 9657.44 Other Instrument MUNICIPAL DEBT PROSPER TEX INDPT SCH DIST UNLTD TAX BLDG BDS 2022 2052-02-15 2052-02-15 4 - 4 665000.00 594128.73 Other Instrument MUNICIPAL DEBT Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0335 2000000.00 2000000.00 0.0015 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 3.70% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OGLETHORPE PWR CORP ELEC MEMBE 2022-11-21 2022-11-21 N/A 5195995.00 5182287.97 Money Market Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0364 5000000.00 5000000.00 0.0036 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 3.75% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CAPITAL ONE FINL CORP GLBL NT 2.618%32 ZUE8T73ROZOF6FLBAR73 2032-11-02 2032-11-02 2.618 - 2.618 41000.00 30448.13 Corporate Debt Securities WALMART INC SR GLBL NT 51 Y87794H0US1R65VBXU25 2051-09-22 2051-09-22 2.65 - 2.65 6433000.00 4193871.05 Corporate Debt Securities Y N/A N/A 2022-12-05 2022-12-05 2022-12-05 N N N 0.0369 4000000.00 4000000.00 0.0029 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 5.00% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GENERAL MTRS FINL CO IN 0.0 06JUN23 2023-06-06 2023-06-06 N/A 1087447.00 1050583.63 Money Market Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0493 1000000.00 1000000.00 0.0007 N N N Y Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 3.63% Series 2008, LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2022-11-07 2022-11-07 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 0.0363 25155000.00 25155000.00 0.0183 N N Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2022-11-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer