N-MFP2 0000803013 XXXXXXXX 2022-11-30 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 12 46 478071564.93 420063895.31 471117552.23 505109346.61 563218496.53 545215960.81 569272612.43 596261747.11 0.3400 0.3000 0.3400 0.3600 0.4000 0.3900 0.4100 0.4300 60000915.22 1235594958.00 1235606622.89 75159627.09 6526211.77 1364229288.54 1364333514.73 0.0416 0.9998 0.9999 0.9999 0.9999 C000019137 1.00 1364229288.54 1364333514.73 0.9998 0.9999 0.9999 0.9999 4693139.08 5473699.71 22490.64 5294586.83 1237456.74 2771992.81 209900.02 2224249.54 6222232.11 17169001.72 0.0416 N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 4.18% 05253MRN6 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-04-12 2023-04-12 N N N 0.0415 7000099.40 7000099.40 0.0051 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 4.18% 05253MRF3 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-04-06 2023-04-06 N N N 0.0415 7000042.00 7000042.00 0.0051 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 4.21% 05253MSH8 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-04-05 2023-04-05 N N N 0.0418 6000016.20 6000016.20 0.0044 N N N N Bank of Montreal Bank of Montreal, 4.23% 06373L3C1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2022-12-02 2022-12-02 N N N 0.0378 10000201.00 10000201.00 0.0073 N N Y N Bank of Montreal Bank of Montreal, 4.51% 06373L4R7 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-05-10 2023-05-10 N N N 0.0450 3000047.40 3000047.40 0.0022 N N N N Bank of Montreal Bank of Montreal, 4.51% 06373L4P1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-05-02 2023-05-02 N N N 0.0429 5004262.50 5004262.50 0.0037 N N N N Bank of Nova Scotia Bank of Nova Scotia, 4.31% 06417LSR9 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-03-16 2023-03-16 N N N 0.0427 4000010.00 4000010.00 0.0029 N N N N Bank of Nova Scotia Bank of Nova Scotia, 4.51% 06417LTW7 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-05-01 2023-05-01 N N N 0.0449 5000000.00 5000000.00 0.0037 N N N N Barclays Bank PLC Barclays Bank PLC, 4.18% 06741HDJ9 G5GSEF7VJP5I7OUK5573 0000312070 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-01-12 2023-01-12 N N N 0.0402 4000455.60 4000455.60 0.0029 N N N N Barclays Bank PLC Barclays Bank PLC, 4.22% 06741HDX8 G5GSEF7VJP5I7OUK5573 0000312070 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-01-17 2023-01-17 N N N 0.0415 2000003.60 2000003.60 0.0015 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 4.73% 06744GWK4 G5GSEF7VJP5I7OUK5573 JMS480000 Financial Company Commercial Paper Y N/A N/A 2023-02-16 2023-02-16 2023-02-16 N N N 0.0473 2970242.40 2970242.40 0.0022 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 4.74% 06744GWL2 G5GSEF7VJP5I7OUK5573 JMS481000 Financial Company Commercial Paper Y N/A N/A 2023-02-17 2023-02-17 2023-02-17 N N N 0.0474 2969783.10 2969783.10 0.0022 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 4.80% 06744GVX7 G5GSEF7VJP5I7OUK5573 JMR511000 Financial Company Commercial Paper Y N/A N/A 2023-02-28 2023-02-28 2023-02-28 N N N 0.0480 2964602.10 2964602.10 0.0022 N N N N Bayerische Landesbank Bayerische Landesbank, 3.99% 07274MMF9 VDYMYTQGZZ6DU0912C88 JMN108000 Financial Company Commercial Paper Y N/A N/A 2022-12-15 2022-12-15 2022-12-15 N N N 0.0399 19967326.00 19967326.00 0.0146 N N N N Bayerische Landesbank Bayerische Landesbank, 3.99% 07274MMF9 VDYMYTQGZZ6DU0912C88 JMN633000 Financial Company Commercial Paper Y N/A N/A 2022-12-15 2022-12-15 2022-12-15 N N N 0.0399 4991831.25 4991831.25 0.0037 N N N N Bayerische Landesbank Bayerische Landesbank, 4.01% 07274MMG7 VDYMYTQGZZ6DU0912C88 JMN635000 Financial Company Commercial Paper Y N/A N/A 2022-12-16 2022-12-16 2022-12-16 N N N 0.0401 15972032.00 15972032.00 0.0117 N N N N BofA Securities, Inc. BofA Securities, Inc., 4.23% 06054CAW5 549300HN4UKV1E2R3U73 JBD722000 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2022-12-05 2022-12-05 N N N 0.0383 11000487.30 11000487.30 0.0081 N N Y N BofA Securities, Inc. BofA Securities, Inc., 4.23% 06054CBU8 549300HN4UKV1E2R3U73 JLX024000 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-04-17 2023-04-17 N N N 0.0421 5999991.00 5999991.00 0.0044 N N N N BofA Securities, Inc. BofA Securities, Inc., 4.25% 06054CBN4 549300HN4UKV1E2R3U73 JLW324000 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-05-03 2023-05-03 N N N 0.0423 6000043.20 6000043.20 0.0044 N N N N BofA Securities, Inc. BofA Securities, Inc., 4.51% 06054CCC7 549300HN4UKV1E2R3U73 JMK424000 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-05-08 2023-05-08 N N N 0.0449 3000052.80 3000052.80 0.0022 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia, 4.21% 20272AZ33 MSFSBD3QN1GSN7Q6C537 0000008565 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-04-27 2023-04-27 N N N 0.0431 8995633.20 8995633.20 0.0066 N N N N DNB Bank ASA DNB Bank ASA, 4.18% 2332K4NF7 549300GKFG0RYRRQ1414 JLJ868000 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-04-10 2023-04-10 N N N 0.0417 6999602.40 6999602.40 0.0051 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 4.19% 31428HCB5 549300B2Q47IR0CR5B54 JLM402000 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-04-17 2023-04-17 N N N 0.0417 3999994.00 3999994.00 0.0029 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 4.36% 31428HBT7 549300B2Q47IR0CR5B54 JKL004000 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-01-19 2023-01-19 N N N 0.0429 10000013.00 10000013.00 0.0073 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 4.41% 31428HBW0 549300B2Q47IR0CR5B54 JKP723000 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-02-28 2023-02-28 N N N 0.0436 3999999.20 3999999.20 0.0029 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 4.38% 46650WBB0 ZBUT11V806EZRVTWT807 US46650WBB00 0001287279 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-05-10 2023-05-10 N N N 0.0437 3000030.30 3000030.30 0.0022 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 4.38% 46650WBC8 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-05-17 2023-05-17 N N N 0.0437 3000018.00 3000018.00 0.0022 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 4.38% 46650WBD6 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-05-24 2023-05-24 N N N 0.0438 3000002.10 3000002.10 0.0022 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X1M18 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0000 14998399.95 14998399.95 0.0110 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 4.62% 53943SP19 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0462 10913683.00 10913683.00 0.0080 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 4.11% 60683CN56 JBONEPAGQXF4QP29B387 JLW801000 Financial Company Commercial Paper Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0411 1991986.00 1991986.00 0.0015 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.55% 60689QP24 RB0PEZSDGCO3JS6CEU02 JMM539000 Financial Company Commercial Paper Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0455 7937166.40 7937166.40 0.0058 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.68% 60689QP99 RB0PEZSDGCO3JS6CEU02 JMP018000 Financial Company Commercial Paper Y N/A N/A 2023-02-09 2023-02-09 2023-02-09 N N N 0.0468 3964208.00 3964208.00 0.0029 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.95% 60689QPU2 RB0PEZSDGCO3JS6CEU02 JMQ901000 Financial Company Commercial Paper Y N/A N/A 2023-02-28 2023-02-28 2023-02-28 N N N 0.0495 3951400.00 3951400.00 0.0029 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 4.18% 63254GVG7 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-04-14 2023-04-14 N N N 0.0415 10000125.00 10000125.00 0.0073 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 4.18% 63254GVF9 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-04-13 2023-04-13 N N N 0.0429 5997150.60 5997150.60 0.0044 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 4.21% 63254GVM4 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-04-28 2023-04-28 N N N 0.0419 12000003.60 12000003.60 0.0088 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 4.21% 63254GUZ6 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-03-15 2023-03-15 N N N 0.0417 11000079.20 11000079.20 0.0081 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 4.22% 63254GUH6 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0378 8000079.20 8000079.20 0.0059 N Y Y N National Bank of Canada National Bank of Canada, 4.31% 63307NHF7 BSGEFEIOM18Y80CKCV46 JKX786000 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-03-15 2023-03-15 N N N 0.0427 11000079.20 11000079.20 0.0081 N N N N National Bank of Canada National Bank of Canada, 4.37% 63307NGV3 BSGEFEIOM18Y80CKCV46 JKL596000 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-01-19 2023-01-19 N N N 0.0402 16006148.80 16006148.80 0.0117 N N N N National Bank of Canada National Bank of Canada, 5.16% 63307MSR1 BSGEFEIOM18Y80CKCV46 JMV088000 Financial Company Commercial Paper Y N/A N/A 2023-05-25 2023-05-25 2023-05-25 N N N 0.0516 9755360.00 9755360.00 0.0072 N N N N NatWest Markets PLC NatWest Markets PLC, 4.92% 63906FP78 RR3QWICWWIPCS8A4S074 0000729153 Financial Company Commercial Paper Y N/A N/A 2023-02-07 2023-02-07 2023-02-07 N N N 0.0492 1981726.60 1981726.60 0.0015 N N N N Royal Bank of Canada Royal Bank of Canada, 4.22% 78015M6V7 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-04-03 2023-04-03 N N N 0.0419 9000031.50 9000031.50 0.0066 N N N N Royal Bank of Canada Royal Bank of Canada, 4.36% 78014XJG3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-01-30 2023-01-30 N N N 0.0430 27999865.60 27999865.60 0.0205 N N N N Royal Bank of Canada Royal Bank of Canada, 4.40% 78014XJT5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-02-23 2023-02-23 N N N 0.0435 15999963.20 15999963.20 0.0117 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.76% 86564XPM0 5493006GGLR4BTEL8O61 JMN685000 Financial Company Commercial Paper Y N/A N/A 2023-02-21 2023-02-21 2023-02-21 N N N 0.0476 5936214.60 5936214.60 0.0044 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.76% 86563HPM6 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2023-02-21 2023-02-21 2023-02-21 N N N 0.0476 3957476.40 3957476.40 0.0029 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.84% 86564XPT5 5493006GGLR4BTEL8O61 JMQ152000 Financial Company Commercial Paper Y N/A N/A 2023-02-27 2023-02-27 2023-02-27 N N N 0.0484 9884251.00 9884251.00 0.0072 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 4.17% 86960LEK2 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-04-13 2023-04-13 N N N 0.0415 10000035.00 10000035.00 0.0073 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 4.21% 86960LDL1 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0450 14999844.00 14999844.00 0.0110 N Y Y N Svenska Handelsbanken AB Svenska Handelsbanken AB, 4.39% 86960LEB2 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-03-01 2023-03-01 N N N 0.0425 15003450.00 15003450.00 0.0110 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 4.23% 89120DUS6 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2022-12-15 2022-12-15 N N N 0.0384 20002568.00 20002568.00 0.0147 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 4.30% 89120DVK2 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-03-16 2023-03-16 N N N 0.0426 15000192.00 15000192.00 0.0110 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 4.35% 89120DV22 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-01-30 2023-01-30 N N N 0.0401 18008359.20 18008359.20 0.0132 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 4.38% 89120DVA4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-02-27 2023-02-27 N N N 0.0433 15999969.60 15999969.60 0.0117 N N N N UBS AG London Branch UBS AG London Branch, 4.00% 90276JQK5 BFM8T61CT2L1QCEMIK50 JLT940000 Financial Company Commercial Paper Y N/A N/A 2022-12-01 2023-02-03 2023-02-03 N N N 0.0890 5947672.20 5947672.20 0.0044 N N N N UBS AG London Branch UBS AG London Branch, 5.27% 90351XSP9 BFM8T61CT2L1QCEMIK50 JMV143000 Financial Company Commercial Paper Y N/A N/A 2023-05-23 2023-05-23 2023-05-23 N N N 0.0527 2925905.10 2925905.10 0.0021 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 3.88% 04821UM17 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0388 18997983.91 18997983.91 0.0139 N Y Y N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 4.56% 04821UP63 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2023-02-06 2023-02-06 2023-02-06 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0456 9916360.00 9916360.00 0.0073 N N N N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 3.88% 0527M1M10 JMY694000 Asset Backed Commercial Paper Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0388 8999045.01 8999045.01 0.0066 N Y Y N Gotham Funding Corp. Gotham Funding Corp., 4.00% 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 0.0400 20965612.50 20965612.50 0.0154 N N N N Gotham Funding Corp. Gotham Funding Corp., 4.28% 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 0.0428 19914386.00 19914386.00 0.0146 N N N N Gotham Funding Corp. Gotham Funding Corp., 4.78% 38346MPE8 549300Z2ZR7VTUMRPR17 JMN671000 Asset Backed Commercial Paper Y N/A N/A 2023-02-14 2023-02-14 2023-02-14 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0478 12575837.18 12575837.18 0.0092 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 4.58% 53127UP20 549300F33VRHM10B9391 JML142000 Asset Backed Commercial Paper Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0458 9920978.00 9920978.00 0.0073 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 4.53% 82124MP20 549300MYF6MOTU9T3G29 JMM561000 Asset Backed Commercial Paper Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0453 1984352.00 1984352.00 0.0015 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 4.17% 89355QM11 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0417 999886.00 999886.00 0.0007 N Y Y N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 4.20% 89355QM78 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-12-07 2022-12-07 2022-12-07 N N N 0.0420 999196.90 999196.90 0.0007 N N Y N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 4.23% 89355QM94 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-12-09 2022-12-09 2022-12-09 N N N 0.0423 998960.80 998960.80 0.0007 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 3.91% 91058UM18 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0391 2999679.90 2999679.90 0.0022 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 3.92% 91058UM59 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2022-12-05 2022-12-05 2022-12-05 N N N 0.0392 3997858.80 3997858.80 0.0029 N N Y N Bank of Montreal Bank of Montreal, 4.22% 06367CY43 NQQ6HPCNCCU6TUTQYE16 US06367CY433 0000927971 Certificate of Deposit Y N/A N/A 2022-12-01 2023-04-04 2023-04-04 N N N 0.0431 1999219.60 1999219.60 0.0015 N N N N Bank of Nova Scotia Bank of Nova Scotia, 4.23% 06417MYN9 L3I9ZG2KFGXZ61BMYR72 US06417MYN90 0000009631 Certificate of Deposit Y N/A N/A 2022-12-01 2022-12-16 2022-12-16 N N N 0.0385 10001343.00 10001343.00 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 0.0399 5999961.00 5999961.00 0.0044 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 4.21% 13606KNQ5 2IGI19DL77OX0HC3ZE78 US13606KNQ57 0001045520 Certificate of Deposit Y N/A N/A 2022-12-01 2023-04-04 2023-04-04 N N N 0.0423 11998124.40 11998124.40 0.0088 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 4.40% 13606KKW5 2IGI19DL77OX0HC3ZE78 US13606KKW52 0001045520 Certificate of Deposit Y N/A N/A 2022-12-01 2023-02-27 2023-02-27 N N N 0.0413 16008702.40 16008702.40 0.0117 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 12000368.40 12000368.40 0.0088 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 3.87% 51501J6D2 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2022-12-05 2022-12-05 2022-12-05 N N N 0.0378 10000027.00 10000027.00 0.0073 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 4.11% 60683DBS7 JBONEPAGQXF4QP29B387 US60683DBS71 0001462160 Certificate of Deposit Y N/A N/A 2022-12-01 2023-02-01 2023-02-01 N N N 0.0415 2999531.10 2999531.10 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 4.11% 60683DBR9 JBONEPAGQXF4QP29B387 US60683DBR98 0001462160 Certificate of Deposit Y N/A N/A 2022-12-01 2023-02-02 2023-02-02 N N N 0.0415 2999518.20 2999518.20 0.0022 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 4.10% 60710RYC3 RB0PEZSDGCO3JS6CEU02 US60710RYC32 Certificate of Deposit Y N/A N/A 2022-12-01 2023-01-12 2023-01-12 N N N 0.0393 12001465.20 12001465.20 0.0088 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 4.19% 60710RYL3 RB0PEZSDGCO3JS6CEU02 US60710RYL31 Certificate of Deposit Y N/A N/A 2022-12-01 2023-01-17 2023-01-17 N N N 0.0395 12002706.00 12002706.00 0.0088 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 4.35% 60710RB87 RB0PEZSDGCO3JS6CEU02 US60710RB870 Certificate of Deposit Y N/A N/A 2022-12-01 2023-02-01 2023-02-01 N N N 0.0403 12005341.20 12005341.20 0.0088 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 4.41% 60710RL45 RB0PEZSDGCO3JS6CEU02 US60710RL457 Certificate of Deposit Y N/A N/A 2022-12-01 2023-02-10 2023-02-10 N N N 0.0405 11006589.00 11006589.00 0.0081 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.11% 55380UAX5 C3GTMMZIHMY46P4OIX74 US55380UAX54 Certificate of Deposit Y N/A N/A 2022-12-01 2023-01-12 2023-01-12 N N N 0.0401 12000490.80 12000490.80 0.0088 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.19% 55380T6Q8 C3GTMMZIHMY46P4OIX74 US55380T6Q88 Certificate of Deposit Y N/A N/A 2022-12-01 2022-12-12 2022-12-12 N N N 0.0385 8000681.60 8000681.60 0.0059 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.19% 55380T6R6 C3GTMMZIHMY46P4OIX74 US55380T6R61 Certificate of Deposit Y N/A N/A 2022-12-01 2022-12-13 2022-12-13 N N N 0.0388 8000662.40 8000662.40 0.0059 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.37% 55380UCZ8 C3GTMMZIHMY46P4OIX74 US55380UCZ84 Certificate of Deposit Y N/A N/A 2022-12-01 2023-03-16 2023-03-16 N N N 0.0423 12003700.80 12003700.80 0.0088 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.11% 86565FTM4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-12-01 2023-02-03 2023-02-03 N N N 0.0413 3999507.20 3999507.20 0.0029 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.11% 86565FTK8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-12-01 2023-02-01 2023-02-01 N N N 0.0412 3999546.00 3999546.00 0.0029 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.11% 86565FTL6 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-12-01 2023-02-02 2023-02-02 N N N 0.0412 3999523.20 3999523.20 0.0029 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.11% 86565FSV5 5U0XI89JRFVHWIBS4F54 US86565FSV57 0001184915 Certificate of Deposit Y N/A N/A 2022-12-01 2023-01-18 2023-01-18 N N N 0.0405 7000037.10 7000037.10 0.0051 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.21% 86565FUA8 5U0XI89JRFVHWIBS4F54 US86565FUA82 0001184915 Certificate of Deposit Y N/A N/A 2022-12-01 2023-02-06 2023-02-06 N N N 0.0413 6000292.80 6000292.80 0.0044 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.26% 86565FUD2 5U0XI89JRFVHWIBS4F54 US86565FUD22 0001184915 Certificate of Deposit Y N/A N/A 2022-12-01 2023-02-09 2023-02-09 N N N 0.0413 6000831.60 6000831.60 0.0044 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.36% 86565FUQ3 5U0XI89JRFVHWIBS4F54 US86565FUQ35 0001184915 Certificate of Deposit Y N/A N/A 2022-12-01 2023-02-15 2023-02-15 N N N 0.0414 6002047.20 6002047.20 0.0044 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 0.0447 12990811.60 12990811.60 0.0095 N N N N Citibank NA Citibank NA, 4.13% 17330QAK3 E57ODZWZ7FF32TWEFA76 US17330QAK31 Certificate of Deposit Y N/A N/A 2022-12-01 2023-02-03 2023-02-03 N N N 0.0414 5999347.20 5999347.20 0.0044 N N N N Citibank NA Citibank NA, 4.18% 17330QAW7 E57ODZWZ7FF32TWEFA76 US17330QAW78 Certificate of Deposit Y N/A N/A 2022-12-01 2023-02-08 2023-02-08 N N N 0.0416 12999214.80 12999214.80 0.0095 N N N N First Republic Bank (CD) First Republic Bank (CD), 3.90% 33616WA89 YWC0TIKBQM2JV8L4IV08 JMY477000 Certificate of Deposit Y N/A N/A 2022-12-07 2022-12-07 2022-12-07 N N N 0.0383 5000000.00 5000000.00 0.0037 N N Y N Barclays Bank PLC Barclays Bank PLC, 3.89% G5GSEF7VJP5I7OUK5573 JMY618000 Non-Negotiable Time Deposit Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0389 39000000.00 39000000.00 0.0286 N Y Y N Bayerische Landesbank Bayerische Landesbank, 3.84% JMY551000 Non-Negotiable Time Deposit Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0384 15000000.00 15000000.00 0.0110 N Y Y N First Republic Bank (TD) First Republic Bank (TD), 3.88% JMY479000 Non-Negotiable Time Deposit Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0388 8000000.00 8000000.00 0.0059 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 3.87% DIZES5CFO5K3I5R58746 JMY444000 Non-Negotiable Time Deposit Y N/A N/A 2022-12-07 2022-12-07 2022-12-07 N N N 0.0380 9000000.00 9000000.00 0.0066 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 3.86% RB0PEZSDGCO3JS6CEU02 JMY659000 Non-Negotiable Time Deposit Y N/A N/A 2022-12-07 2022-12-07 2022-12-07 N N N 0.0379 3000000.00 3000000.00 0.0022 N N Y N Royal Bank of Canada Royal Bank of Canada, 3.82% ES7IP3U3RHIGC71XBU11 JMY443000 Non-Negotiable Time Deposit Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0382 10000000.00 10000000.00 0.0073 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 3.82% F3JS33DEI6XQ4ZBPTN86 JMY446000 Non-Negotiable Time Deposit Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0382 64000000.00 64000000.00 0.0469 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 3.82% JMY451000 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 2051-04-20 2051-04-20 3 - 3 3335224.00 2039892.25 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-02-28 2027-02-28 1.875 - 1.875 400.00 367.41 U.S. Treasuries (including strips) Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0382 2000000.00 2000000.00 0.0015 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 3.8%, dated 11/30/2022 due 12/01/2022 B4TYDEB6GKMZO031MB27 JMY777000_00352 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 2045-04-01 2045-04-01 3 - 3 40571071.00 6961520.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 2050-11-01 2 - 3.5 163584812.00 69546554.53 Agency Mortgage-Backed Securities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 75000000.00 75000000.00 0.0550 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 3.8%, dated 11/30/2022 due 12/01/2022 VJW2DOOHGDT6PR0ZRO63 JMY777000_08066 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 2023-01-20 2052-11-20 1.5 - 9 653644.00 442263.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-12-25 2052-12-01 0.25 - 9 976492.00 819142.80 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-12-13 2052-08-15 0 - 7.125 882324.00 873587.66 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-01-20 2029-04-26 0.125 - 4.5 171992.00 171911.79 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-12-02 2026-11-25 0 - 4.75 100631.00 95493.72 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2024-09-15 2.875 - 2.875 27.00 26.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-01-01 2052-12-01 0.375 - 8 851276.00 743591.83 Agency Mortgage-Backed Securities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 3084000.00 3084000.00 0.0023 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 3.8%, dated 11/30/2022 due 12/01/2022 8NAV47T0Y26Q87Y0QP81 JMY777000_00431 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 2037-05-01 2058-05-01 1.5 - 7 7985190.00 4737025.88 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-01-31 2026-01-31 0.375 - 0.375 3959.00 3512.94 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2032-02-25 2032-02-25 0.01 - 0.01 102608.00 93751.42 Agency Debentures and Agency Strips Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0380 4739000.00 4739000.00 0.0035 N Y Y N Citibank NA Citibank NA, 3.81% E57ODZWZ7FF32TWEFA76 0000036684 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 2023-09-15 2064-04-15 2 - 10 20771.00 3340.88 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-09-18 2024-02-13 2.5 - 3.37 20000.00 19759.24 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2039-09-15 2065-09-15 0 - 5.25 12000.00 10245.95 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-08-26 2025-08-05 3.9 - 4.04 99000.00 99251.33 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-12-27 2042-08-15 0 - 3.375 2977600.00 2914440.14 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-10-16 2023-10-16 0.125 - 0.125 15000.00 14399.68 Agency Debentures and Agency Strips Y N/A N/A 2022-12-07 2022-12-07 2022-12-07 N N N 0.0374 3000000.00 3000000.00 0.0022 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 3.81% MBNUM2BPBDO7JBLYG310 0000315030 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 2052-06-20 2052-07-20 2.5 - 3 2314388.00 2040088.48 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2032-07-15 2032-07-15 0.625 - 0.625 200.00 189.34 U.S. Treasuries (including strips) Y N/A N/A 2022-12-07 2022-12-07 2022-12-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0374 2000000.00 2000000.00 0.0015 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 3.8%, dated 11/30/2022 due 12/01/2022 MBNUM2BPBDO7JBLYG310 JMY777000_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 2022-12-15 2062-11-20 1.5 - 10 27900402.00 4230832.40 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-12-06 2052-11-15 0 - 4 2443350.00 2361713.91 U.S. Treasuries (including strips) Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0380 6462000.00 6462000.00 0.0047 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 3.81% 7LTWFZYICNSX8D621K86 JMY426000 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 1089851.00 1030109.55 Agency Mortgage-Backed Securities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0381 1000000.00 1000000.00 0.0007 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 3.81% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-03-15 2050-03-15 3.25 - 3.25 3712857.00 2060218.03 Agency Mortgage-Backed Securities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0381 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 3.8%, dated 11/30/2022 due 12/01/2022 CYYGQCGNHMHPSMRL3R97 JMY777000_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 2025-12-01 2052-09-01 3 - 4.5 813748.00 409861.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-05-01 2052-10-01 2 - 5 524603.00 460291.04 Agency Mortgage-Backed Securities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 853000.00 853000.00 0.0006 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 3.8%, dated 11/30/2022 due 12/01/2022 ZBUT11V806EZRVTWT807 JMY777000_00267 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 2036-04-01 2036-04-01 2 - 2 76315.00 53148.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-09-01 2061-09-01 2 - 6.5 6140655.00 4781141.83 Agency Mortgage-Backed Securities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 4739000.00 4739000.00 0.0035 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 3.8%, dated 11/30/2022 due 12/01/2022 ZOMOLU8CGIZRYZ7PFU34 JMY777000_76664 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 2047-05-20 2052-08-20 2.5 - 4.5 127138.00 91877.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 2058-01-01 2 - 5.5 850714.00 570106.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-07-01 0.25 - 5.5 592113.00 305080.22 Agency Mortgage-Backed Securities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 948000.00 948000.00 0.0007 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 3.8%, dated 11/30/2022 due 12/01/2022 7TK5RJIZDFROZCA6XF66 JMY777000_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 2023-03-21 2023-11-02 0 - 0 501379.00 483531.21 U.S. Treasuries (including strips) Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 474000.00 474000.00 0.0003 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 3.8%, dated 11/30/2022 due 12/01/2022 OXTKY6Q8X53C9ILVV871 JMY777000_07426 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 2024-01-15 2059-08-01 0 - 6 5024701.00 2935642.56 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-12-06 2047-08-15 0 - 4.5 1121893.00 983027.02 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-11-20 2057-11-15 2.5 - 5 68734.00 65871.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-03-01 2052-12-01 1.5 - 6.5 2459027.00 1855782.96 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-12-28 2023-01-31 0 - 0 19562.00 19502.70 Agency Debentures and Agency Strips Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 5739000.00 5739000.00 0.0042 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 3.8%, dated 11/30/2022 due 12/01/2022 549300QJJX6CVVUXLE15 JMY777000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-01 2052-03-01 1.5 - 6 5016498.00 988542.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-06-01 2052-02-01 2 - 5.5 2979989.00 1096956.57 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-11-30 2050-08-15 0 - 3.625 60845.00 52315.68 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-04-20 2052-10-20 2 - 5.5 12794999.00 5789444.33 Agency Mortgage-Backed Securities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 7771000.00 7771000.00 0.0057 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 3.8%, dated 11/30/2022 due 12/01/2022 5U0XI89JRFVHWIBS4F54 JMY777000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2044-11-15 0.25 - 6.125 10807586.00 9943300.28 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-07-01 2051-09-01 2.5 - 5 560826.00 279201.59 Agency Mortgage-Backed Securities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 10021000.00 10021000.00 0.0073 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 3.8%, dated 11/30/2022 due 12/01/2022 5U0XI89JRFVHWIBS4F54 JMY777000_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 2049-02-01 2052-11-01 2 - 5 23359550.00 6559273.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2052-09-20 3 - 5.5 14475814.00 3495974.62 Agency Mortgage-Backed Securities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 9856000.00 9856000.00 0.0072 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 3.81% SUVUFHICNZMP2WKHG940 JMY413000 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 2052-09-20 2052-09-20 4.5 - 4.5 5242346.00 5100539.83 Agency Mortgage-Backed Securities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0381 5000000.00 5000000.00 0.0037 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 3.8%, dated 11/30/2022 due 12/01/2022 VYVVCKR63DVZZN70PB21 JMY777000_08395 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 2052-06-01 2052-06-01 3 - 3 303336.00 260392.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-08-20 2052-11-20 1.5 - 7 3535538.00 2253154.93 Agency Mortgage-Backed Securities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 2464000.00 2464000.00 0.0018 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 3.96% RUC0QBLBRPRCU4W1NE59 JMY532000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PFIZER INC SR GLBL NT 3%26 765LHXWGK1KXCLTFYQ30 2026-12-15 2026-12-15 3 - 3 8000.00 7715.60 Corporate Debt Securities BRITISH TELECOMMUNICATIONS PLC CR SEN SR GLBL30 549300OWFMSO9NYV4H90 2030-12-15 2030-12-15 9.625 - 9.625 21000.00 26086.09 Corporate Debt Securities BROADCOM INC SR GLBL NT 29 549300WV6GIDOZJTV909 2029-04-15 2029-04-15 4.75 - 4.75 2153000.00 2067197.57 Corporate Debt Securities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0396 2000000.00 2000000.00 0.0015 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 4.02% RUC0QBLBRPRCU4W1NE59 JMY531000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PFIZER INC SR GLBL NT 3%26 765LHXWGK1KXCLTFYQ30 2026-12-15 2026-12-15 3 - 3 202000.00 194818.90 Corporate Debt Securities FIFTH THIRD BANCORP SR GLBL NT 30 THRNG6BD57P9QWTQLG42 2030-07-28 2030-07-28 4.772 - 4.772 10000.00 9581.82 Corporate Debt Securities PBF LOGISTICS LP/PBF LOGISTIC SR GLBL NT 23 2023-05-15 2023-05-15 6.875 - 6.875 2000.00 2001.91 Corporate Debt Securities MPLX LP GLBL NT 2.65%30 5493000CZJ19CK4P3G36 2030-08-15 2030-08-15 2.65 - 2.65 10000.00 8238.09 Corporate Debt Securities BRITISH TELECOMMUNICATIONS PLC CR SEN SR GLBL30 549300OWFMSO9NYV4H90 2030-12-15 2030-12-15 9.625 - 9.625 7000.00 8695.36 Corporate Debt Securities DOMINION ENERGY INC SR GLBL -B NT 28 ILUL7B6Z54MRYCF6H308 2028-06-01 2028-06-01 4.25 - 4.25 453000.00 441290.83 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 2032-04-22 2032-04-22 2.615 - 2.615 10000.00 8049.70 Corporate Debt Securities CARNIVAL CORP SR SEC GLBL 28 F1OF2ZSX47CR0BCWA982 2028-08-01 2028-08-01 4 - 4 4000.00 3332.33 Corporate Debt Securities HESS CORP SR GLBL NT4.3%27 UASVRYNXNK17ULIGK870 2027-04-01 2027-04-01 4.3 - 4.3 10000.00 9633.37 Corporate Debt Securities BANK NEW YORK MELLON CORP PERP SUB -I NT WFLLPEPC7FZXENRZV188 2500-12-31 2500-12-31 3.75 - 3.75 29000.00 23193.96 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 3003.08 Corporate Debt Securities BK OF AMERICA CORP PERP GLBL -AA NT 9DJT3UXIJIZJI4WXO774 2500-12-31 2500-12-31 6.1 - 6.1 1389000.00 1365289.00 Corporate Debt Securities BROADCOM INC SR GLBL NT 29 549300WV6GIDOZJTV909 2029-04-15 2029-04-15 4.75 - 4.75 25000.00 24003.69 Corporate Debt Securities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0402 2000000.00 2000000.00 0.0015 N Y Y N BMO Chicago Branch BMO Chicago Branch, 4.02% 3Y4U8VZURTYWI1W2K376 JMY538000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CUSHMAN & WAKEFIELD U S BRRWR SR SEC GLBL 28 2028-05-15 2028-05-15 6.75 - 6.75 4000.00 3842.97 Corporate Debt Securities BUILDERS FIRSTSOURCE INC SR GLBL 144A 32 549300W0SKP6L3H7DP63 2032-06-15 2032-06-15 6.375 - 6.375 62000.00 59433.74 Corporate Debt Securities HUMANA INC SR GLBL NT4.8%47 529900YLDW34GJAO4J06 2047-03-15 2047-03-15 4.8 - 4.8 2000.00 1801.98 Corporate Debt Securities BOEING CO CR SEN SR GLBL50 RVHJWBXLJ1RFUBSY1F30 2050-05-01 2050-05-01 5.805 - 5.805 2000.00 1884.55 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL 144A 27 BUGSFQZERKRBFWIG5267 2027-01-15 2027-01-15 4.375 - 4.375 103000.00 94132.34 Corporate Debt Securities ZIGGO BD CO BV SR GLBL 144A 30 213800JYI4P7V5QDOG59 2030-02-28 2030-02-28 5.125 - 5.125 205000.00 169165.74 Corporate Debt Securities United States Treasury 254900HROIFWPRGM1V77 2024-09-15 2024-09-15 0.375 - 0.375 189500.00 175952.51 U.S. Treasuries (including strips) HALLIBURTON CO SR GLBL NT 35 ENYF8GB5SMQZ25S06U51 2035-11-15 2035-11-15 4.85 - 4.85 2000.00 1866.50 Corporate Debt Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-11-20 2052-01-20 0 - 4 3459732.00 533626.39 Agency Collateralized Mortgage Obligation KAR AUCTION SERVICES INC SR GLBL 144A 25 5493004HKD20LBSG7D03 2025-06-01 2025-06-01 5.125 - 5.125 2000.00 2000.87 Corporate Debt Securities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0402 1000000.00 1000000.00 0.0007 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 4.07% 7VHWWWW4UJS7NUM3PT30 JMY535000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WORLDWIDE WEBB ACQUISITION COR CLASS A ORD SHS 2500-12-31 2500-12-31 N/A 258.00 2610.96 Equities TAILWIND INTERNATNAL ACQ CORP COM CL A 2500-12-31 2500-12-31 N/A 1.00 10.00 Equities NEW VISTA ACQUISITION CORP CL A SHS 2500-12-31 2500-12-31 N/A 130314.00 1303140.00 Equities TPB ACQUISITION CORP I COM CL A 2500-12-31 2500-12-31 N/A 1.00 9.93 Equities VAHANNA TECH EDGE ACQSTN I CRP CLASS A ORD 2500-12-31 2500-12-31 N/A 118000.00 1203600.00 Equities TWIN RIDGE CAPITAL ACQUIS CORP SHS CL A 2500-12-31 2500-12-31 N/A 1.00 10.02 Equities PROJECT ENERGY REIMAGINED ACQU CLASS A ORD 2500-12-31 2500-12-31 N/A 1.00 9.94 Equities ASML HOLDING N V N Y REGISTRY SHS 724500Y6DUVHQD6OXN27 2500-12-31 2500-12-31 N/A 1.00 578.82 Equities RICE ACQUISITION CORP II SHS CL A 2500-12-31 2500-12-31 N/A 73194.00 731940.00 Equities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0407 3000000.00 3000000.00 0.0022 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 4.08% 7VHWWWW4UJS7NUM3PT30 JMY544000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GSK PLC SPONSORED ADR 5493000HZTVUYLO1D793 2500-12-31 2500-12-31 N/A 87925.00 3021103.00 Equities MARLIN TECHNOLOGY CORP CL A SHS 2500-12-31 2500-12-31 N/A 134566.00 1355079.62 Equities Y N/A N/A 2022-12-07 2022-12-07 2022-12-07 N N N 0.0400 4000000.00 4000000.00 0.0029 N N Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 4.30% 7VHWWWW4UJS7NUM3PT30 JMS333000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LI AUTO INC SR COCO 28 2549003R73Q70J5H4I65 2028-05-01 2028-05-01 0.25 - 0.25 294000.00 278771.21 Equities BRAEMAR HOTELS & RESORTS INC SR GLBL CV NT 26 549300JDUUEBN868C776 2026-06-01 2026-06-01 4.5 - 4.5 280000.00 260219.40 Equities TABULA RASA HEALTHCARE INC SR SB COCO 26 549300K6KY242XRMEF28 2026-02-15 2026-02-15 1.75 - 1.75 804000.00 626793.71 Equities SHIFT TECHNOLOGIES INC SR GLBL COCO 26 5493000DBZBX1I1QVY71 2026-05-15 2026-05-15 4.75 - 4.75 1883000.00 266216.97 Equities NOGIN INC SR GLBL 144A 26 2026-09-01 2026-09-01 7 - 7 2500000.00 1660094.44 Equities KBR INC SR GLBL COCO 23 254900OFQDXZRKRCV808 2023-11-01 2023-11-01 2.5 - 2.5 1000.00 2031.51 Equities CHEESECAKE FACTORY INC SR GLBL COCO 26 529900872XMLK10SY247 2026-06-15 2026-06-15 0.375 - 0.375 26000.00 21381.07 Equities ACCOLADE INC SR GLBL COCO 26 549300PHKG8J7A22NF08 2026-04-01 2026-04-01 0.5 - 0.5 1000.00 694.57 Equities CLARIVATE PLC 5.25% PFD CONV A 549300WDHIIODXFO0R55 2500-12-31 2500-12-31 5.25 - 5.25 2013.00 81727.80 Equities SOLAREDGE TECHNOLOGIES INC SR COCO 25 5493000K6Y58XXPDF853 2025-09-15 2025-09-15 N/A 1895000.00 2397175.00 Equities AVADEL FIN CAYMAN LTD SR GLBL COCO 23 2023-10-02 2023-10-02 4.5 - 4.5 745000.00 744627.50 Equities SEA LTD SR GLBL COCO 25 529900OM6JLLW44YKI15 2025-12-01 2025-12-01 2.375 - 2.375 1238000.00 1234606.68 Equities CLOVIS ONCOLOGY INC SR GLBL CV NT 24 529900WCUY9ZAHMRV489 2024-08-01 2024-08-01 4.5 - 4.5 1000.00 74.28 Equities RBC BEARINGS INC 5% CNV PFD SR A 2500-12-31 2500-12-31 5 - 5 1018.00 115064.54 Equities IRONWOOD PHARMACEUTICALS INC SR GLBL COCO 24 549300PC8MR6QHH6P296 2024-06-15 2024-06-15 0.75 - 0.75 151000.00 159069.06 Equities PENNYMAC CORP SR GLBL COCO 24 EWN0I878407TKQNXZ933 2024-11-01 2024-11-01 5.5 - 5.5 1000.00 891.93 Equities GDS HLDGS LTD SR CONV NT 2%25 391200MGV8DDCHTN2R77 2025-06-01 2025-06-01 2 - 2 1000.00 936.19 Equities BILIBILI INC SR CV 144A NT 26 5493008V60M52L3PIS45 2026-12-01 2026-12-01 0.5 - 0.5 904000.00 556480.80 Equities Y N/A N/A 2023-01-04 2023-01-04 2023-01-17 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0423 7000000.00 7000000.00 0.0051 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 4.05% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CHARTER COMMUNICATIONS OPER SR SEC GLBL NT61 2061-12-01 2061-12-01 4.4 - 4.4 1547000.00 1080127.43 Corporate Debt Securities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0405 1000000.00 1000000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 4.05% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BARCLAYS BANK PLC ETN LKD 48 2500-12-31 2500-12-31 N/A 7.00 530.08 Equities AMPLIFY ETF TR THEMATIC ALL STR 549300H9WUXNPU6ZX113 2500-12-31 2500-12-31 N/A 847.00 13558.35 Equities UBS AG LONDON BRANCH ETRACS BBG CMD 2500-12-31 2500-12-31 N/A 139.00 3099.70 Equities PAYPAL HLDGS INC COM 5493005X2GO78EFZ3E94 2500-12-31 2500-12-31 N/A 13151.00 1021043.64 Equities SWEDISH EXPT CR CORP NT LKD 23 549300UK6KFVK4A0D603 2023-02-14 2023-02-14 N/A 115.00 609.51 Equities LIBERTY GLOBAL PLC SHS CL C 549300BSGXG3QLIQYT84 2500-12-31 2500-12-31 N/A 1449.00 29646.54 Equities INTUITIVE SURGICAL INC COM NEW 54930052SRG011710797 2500-12-31 2500-12-31 N/A 530.00 137164.00 Equities GOLDMAN SACHS GROUP INC COM 784F5XWPLTWKTBV3E584 2500-12-31 2500-12-31 0 - 0 171.00 65614.41 Equities KRANESHARES TR GLOBAL CRBN OFS 549300URDNVSGEWBN526 2500-12-31 2500-12-31 N/A 39.00 471.90 Equities INVESTMENT MANAGERS SER TR II AXS FIRST PRIORT 549300XYPG9O6BOFZM56 2500-12-31 2500-12-31 N/A 22.00 536.14 Equities COCA-COLA EUROPACIFIC PARTNERS SHS 549300LTH67W4GWMRF57 2500-12-31 2500-12-31 N/A 14534.00 749518.38 Equities FERGUSON PLC NEW SHS 213800DU1LGY3R2S2X42 2500-12-31 2500-12-31 N/A 8424.00 965558.88 Equities US BANCORP DEL COM NEW N1GZ7BBF3NP8GI976H15 2500-12-31 2500-12-31 0 - 0 41288.00 1841031.92 Equities J P MORGAN EXCHANGE TRADED FD INTRNL RES EQT 549300IQ1GP3T78IEG61 2500-12-31 2500-12-31 N/A 2660.00 136857.00 Equities LOGITECH INTL S A SHS 549300SN6PRK6IJJC215 2500-12-31 2500-12-31 N/A 33410.00 1946132.50 Equities EPR PPTYS COM SH BEN INT 549300YSSXFHMPOWZ492 2500-12-31 2500-12-31 N/A 1234.00 50310.18 Equities CEDAR FAIR L P DEPOSITRY UNIT 549300TUVLNQQ6BVKH61 2500-12-31 2500-12-31 N/A 8750.00 363737.50 Equities ALPHABET INC CAP STK CL C 5493006MHB84DD0ZWV18 2500-12-31 2500-12-31 N/A 2467.00 235450.48 Equities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0405 7000000.00 7000000.00 0.0051 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 4.22% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UNIVERSITY CHICAGO 2021B SNK BD3%52 54930099Y7GU6182V326 2052-10-01 2052-10-01 3 - 3 1000.00 701.47 Corporate Debt Securities UNIVERSITY NOTRE DAME DU LAC AMRTZ 2015 BD 45 XV74408A6JGDG5126L34 2045-02-15 2045-02-15 3.438 - 3.438 1000.00 810.32 Corporate Debt Securities MICROSOFT CORP GLBL NT 2.525%50 INR2EJN1ERAN0W5ZP974 2050-06-01 2050-06-01 2.525 - 2.525 2042000.00 1422793.85 Corporate Debt Securities MORGAN STANLEY FR 1.164%102125 IGJSJL3JD5P30I6NJZ34 2025-01-22 2033-07-20 0.791 - 4.889 2591000.00 2459518.10 Corporate Debt Securities GOLDMAN SACHS GROUP INC VR 051718-051526 784F5XWPLTWKTBV3E584 2026-05-15 2026-05-15 5.776 - 5.776 460000.00 458715.09 Corporate Debt Securities BK OF AMERICA CORP FR 1.734%072227 9DJT3UXIJIZJI4WXO774 2027-07-22 2027-07-22 1.734 - 1.734 1034000.00 909201.71 Corporate Debt Securities CITIGROUP GLOBAL MKTS HLDGS IN VR 082522-082562 82VOJDD5PTRDMVVMGV31 2062-08-25 2062-08-25 3.518 - 3.518 2000.00 1980.92 Corporate Debt Securities FLORIDA PWR & LT CO GLBL FLT NT 72 A89MY1K3YLIGJMYWVX50 2072-06-15 2072-06-15 2.952 - 2.952 1000.00 993.46 Corporate Debt Securities STANFORD UNIV CALIF GLBL -2017 BD 48 JIUV0DC2REIJXQ26CR37 2048-05-01 2048-05-01 3.647 - 3.647 1000.00 824.78 Corporate Debt Securities Y N/A N/A 2023-01-04 2023-01-04 2023-01-20 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0416 5000000.00 5000000.00 0.0037 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 4.27% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SHOPIFY INC GLBL COCO 25 549300HGQ43STJLLP808 2025-11-01 2025-11-01 0.125 - 0.125 715000.00 608980.30 Equities TRINE II ACQUISITION CORP CL A ORD SHS 2500-12-31 2500-12-31 N/A 309980.00 3158696.20 Equities FIRST MAJESTIC SILVER CORP SR GLBL 144A 27 529900PWCU5DUH1DYR51 2027-01-15 2027-01-15 0.375 - 0.375 960000.00 825510.00 Equities SUMMIT HEALTHCRE ACQUISTN CORP CLASS A ORD SHS 2500-12-31 2500-12-31 N/A 732146.00 7299495.62 Equities Y N/A N/A 2023-01-04 2023-01-04 2023-01-20 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0421 11000000.00 11000000.00 0.0081 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 4.05% K5HU16E3LMSVCCJJJ255 JMY534000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SHOPIFY INC CL A 549300HGQ43STJLLP808 2500-12-31 2500-12-31 N/A 58150.00 2160272.50 Equities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0405 2000000.00 2000000.00 0.0015 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 4.34% K5HU16E3LMSVCCJJJ255 JMY537000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SIERRA LAKE ACQUISITION CORP CLASS A COM 549300J2E7DOE866IQ73 2500-12-31 2500-12-31 N/A 107049.00 1080124.41 Equities APYX MEDICAL CORPORATION COM 5299009QZVYUYO082S45 2500-12-31 2500-12-31 N/A 4.00 6.88 Equities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0434 1000000.00 1000000.00 0.0007 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 4.09% 7TK5RJIZDFROZCA6XF66 JMY536000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRINE II ACQUISITION CORP CL A ORD SHS 2500-12-31 2500-12-31 N/A 53212.00 542230.28 Equities AXIOS SUSTAINABLE GRW ACQ CORP CL A ORD SHS 2500-12-31 2500-12-31 N/A 157856.00 1618024.00 Equities Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0409 2000000.00 2000000.00 0.0015 N Y Y N RBC Capital Markets Co. RBC Capital Markets Co., 4.32% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SMB PRIVATE ED LN TR 2020-A A-2A 20370915 2.23000 2037-09-15 2037-09-15 2.23 - 2.23 235000.00 149858.83 Asset-Backed Securities STEELE CREEK CLO LTD 2014-1R A 20310421 FLT 549300ZMV389HVGL0K94 2031-04-21 2031-04-21 5.348 - 5.348 1935713.00 1690026.11 Asset-Backed Securities SANTANDER DRIVE AUTO TR 2021-1 C 20260217 0.75000 2026-02-17 2026-02-17 0.75 - 0.75 78000.00 70703.59 Asset-Backed Securities GM FIN CONS AUTO REC TR 2022-4 A-4 20280816 4.88000 2028-08-16 2028-08-16 4.88 - 4.88 72000.00 71850.51 Asset-Backed Securities SMB PRIVATE ED LN 2018-C A-2A 20351115 3.63000 549300V1P5RKG8RJI005 2035-11-15 2035-11-15 3.63 - 3.63 125000.00 59068.84 Asset-Backed Securities SMB PRIVATE ED LN TR 2020-PT-A A-2A 20540915 1.60000 2054-09-15 2054-09-15 1.6 - 1.6 100000.00 59289.79 Asset-Backed Securities Y N/A N/A 2023-01-30 2023-01-30 2023-01-30 N N N 0.0425 2000016.20 2000016.20 0.0015 N N N Y RBS Securities, Inc. RBS Securities, Inc., 4.07% 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 2219000.00 2040825.40 Agency Debentures and Agency Strips Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0407 2000000.00 2000000.00 0.0015 N Y Y N Truist Securities, Inc. Truist Securities, Inc., 4.10% CSVTK36R0PNGXEM7NS14 JMY407000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WASHINGTON ST VAR PURP GO BDS 2022 549300X3TODFMUKLQ364 2046-08-01 2046-08-01 5 - 5 5000.00 5539.24 Other Instrument MUNICIPAL DEBT NEW YORK ST HSG FIN AGY REV TAXABLE AFFORDABLE HSG B 2022 2027-05-01 2027-05-01 3.25 - 3.25 1125000.00 1045831.56 Other Instrument MUNICIPAL DEBT Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0410 1000000.00 1000000.00 0.0007 N Y Y N Truist Securities, Inc. Truist Securities, Inc., 4.35% CSVTK36R0PNGXEM7NS14 JMY409000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SUPERNUS PHARMACEUTICALS SR GLBL COCO 23 549300GRM36VBKISYJ58 2023-04-01 2023-04-01 0.625 - 0.625 1100000.00 1078576.74 Equities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2026-08-26 2026-08-26 1.375 - 1.375 100000.00 90512.43 Agency Debentures and Agency Strips Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0435 1000000.00 1000000.00 0.0007 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 CONSTELLATION BRANDS INC 2022-12-21 2022-12-21 N/A 1919050.00 1913596.06 Money Market Harley-Davidson Funding Corp 2023-02-02 2023-02-02 N/A 1025972.00 1016787.50 Money Market AUTOLIV INC DISC COML PAPER 4/ 2022-12-15 2022-12-15 N/A 2328000.00 2323600.08 Money Market Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0370 5000000.00 5000000.00 0.0037 N Y Y N 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 ENERGY TRANSFER L P 2022-12-01 2022-12-01 N/A 4238239.00 4237187.92 Money Market Y N/A N/A 2022-12-05 2022-12-05 2022-12-05 N N N 0.0368 4000000.00 4000000.00 0.0029 N N Y N 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 HYUNDAI CAP AMER INC 2023-02-06 2023-02-06 N/A 1044484.00 1034864.30 Money Market Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0492 1000000.00 1000000.00 0.0007 N N N Y Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 4.04% Series 2008, LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2022-12-07 2022-12-07 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 0.0404 25155000.00 25155000.00 0.0184 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 3.81% JMY450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-05-15 2027-04-30 0.5 - 1.625 1189500.00 1020135.46 U.S. Treasuries (including strips) Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0381 1000000.00 1000000.00 0.0007 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 3.81% 3Y4U8VZURTYWI1W2K376 JMN185000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2031-11-15 2031-11-15 1.375 - 1.375 2495800.00 2045040.43 U.S. Treasuries (including strips) Y N/A N/A 2022-12-07 2022-12-07 2022-12-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0374 2000000.00 2000000.00 0.0015 N N Y N Commerz Markets LLC Commerz Markets LLC, 3.81% 549300IMBXQ8SGH3HJ31 JMY448000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-13 2028-05-15 0 - 2.875 3110200.00 3060415.12 U.S. Treasuries (including strips) Y N/A N/A 2022-12-07 2022-12-07 2022-12-07 N N N 0.0374 3000000.00 3000000.00 0.0022 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 3.81% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-06-30 2024-06-30 2 - 2 2110000.00 2041826.36 U.S. Treasuries (including strips) Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0381 2000000.00 2000000.00 0.0015 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 3.81% RB0PEZSDGCO3JS6CEU02 JMY496000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-15 2024-03-15 0.25 - 0.25 3244000.00 3061707.03 U.S. Treasuries (including strips) Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0381 3000000.00 3000000.00 0.0022 N Y Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2022-12-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer