N-MFP2 0000803013 XXXXXXXX 2022-12-31 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 14 39 540863536.42 500539638.18 589584911.49 569166175.69 587466825.25 599017091.12 689652641.63 670739831.99 651321005.49 683601018.85 0.3900 0.3700 0.4300 0.4100 0.4200 0.4300 0.5100 0.4900 0.4700 0.4900 60000544.41 1306872441.64 1306841224.05 21755747.21 5136674.64 1383492058.62 1383551141.60 0.0462 0.9999 1.0000 1.0000 1.0000 1.0000 C000019137 1.00 1383492058.62 1383551141.60 0.9999 1.0000 1.0000 1.0000 1.0000 4650922.82 7805757.77 3544250.55 16647609.73 3171142.70 5592572.90 9091608.58 4515260.25 21520102.61 1153620.50 41917832.81 30932155.37 0.0462 N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 4.67% 05253MRF3 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-04-06 2023-04-06 N N N 0.0463 6999896.40 6999896.40 0.0051 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 4.67% 05253MRN6 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-04-12 2023-04-12 N N N 0.0463 6999914.60 6999914.60 0.0051 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 4.70% 05253MSH8 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-04-05 2023-04-05 N N N 0.0467 5999695.80 5999695.80 0.0043 N N N N Bank of Montreal Bank of Montreal, 4.84% 06373L5D7 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-06-07 2023-06-07 N N N 0.0483 1999971.00 1999971.00 0.0014 N N N N Bank of Montreal Bank of Montreal, 4.86% 06373L5C9 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-07-07 2023-07-07 N N N 0.0487 3999794.80 3999794.80 0.0029 N N N N Bank of Montreal Bank of Montreal, 5.00% 06373L4P1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-05-02 2023-05-02 N N N 0.0465 5005304.00 5005304.00 0.0036 N N N N Bank of Montreal Bank of Montreal, 5.00% 06373L4R7 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-05-10 2023-05-10 N N N 0.0497 2999958.60 2999958.60 0.0022 N N N N Bank of Nova Scotia Bank of Nova Scotia, 4.72% 06417LUZ8 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-06-15 2023-06-15 N N N 0.0471 2999967.90 2999967.90 0.0022 N N N N Bank of Nova Scotia Bank of Nova Scotia, 4.75% 06417LVA2 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-07-14 2023-07-14 N N N 0.0475 2999966.40 2999966.40 0.0022 N N N N Bank of Nova Scotia Bank of Nova Scotia, 4.80% 06417LSR9 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-03-16 2023-03-16 N N N 0.0474 3999956.80 3999956.80 0.0029 N N N N Bank of Nova Scotia Bank of Nova Scotia, 4.82% 06417LUW5 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-07-17 2023-07-17 N N N 0.0482 7999922.40 7999922.40 0.0058 N N N N Bank of Nova Scotia Bank of Nova Scotia, 4.83% 06417LUU9 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-07-07 2023-07-07 N N N 0.0483 1999971.00 1999971.00 0.0014 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.00% 06417LTW7 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-05-01 2023-05-01 N N N 0.0496 4999917.00 4999917.00 0.0036 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.16% 06417KTU3 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-06-28 2023-06-28 2023-06-28 N N N 0.0516 4875700.00 4875700.00 0.0035 N N N N Barclays Bank PLC Barclays Bank PLC, 4.67% 06741HDJ9 G5GSEF7VJP5I7OUK5573 0000312070 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-01-12 2023-01-12 N N N 0.0433 4000345.20 4000345.20 0.0029 N N N N Barclays Bank PLC Barclays Bank PLC, 4.71% 06741HDX8 G5GSEF7VJP5I7OUK5573 0000312070 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-01-17 2023-01-17 N N N 0.0463 1999982.00 1999982.00 0.0014 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 4.57% 06744GWK4 G5GSEF7VJP5I7OUK5573 JMS480000 Financial Company Commercial Paper Y N/A N/A 2023-02-16 2023-02-16 2023-02-16 N N N 0.0457 2982222.00 2982222.00 0.0022 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 4.58% 06744GWL2 G5GSEF7VJP5I7OUK5573 JMS481000 Financial Company Commercial Paper Y N/A N/A 2023-02-17 2023-02-17 2023-02-17 N N N 0.0458 2981824.80 2981824.80 0.0022 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 4.58% 06744GVX7 G5GSEF7VJP5I7OUK5573 JMR511000 Financial Company Commercial Paper Y N/A N/A 2023-02-28 2023-02-28 2023-02-28 N N N 0.0458 2977382.70 2977382.70 0.0022 N N N N BofA Securities, Inc. BofA Securities, Inc., 4.72% 06054CBU8 549300HN4UKV1E2R3U73 JLX024000 Financial Company Commercial Paper Y N/A N/A 2023-04-17 2023-04-17 2023-04-17 N N N 0.0468 5999942.40 5999942.40 0.0043 N N N N BofA Securities, Inc. BofA Securities, Inc., 4.74% 06054CBN4 549300HN4UKV1E2R3U73 JLW324000 Financial Company Commercial Paper Y N/A N/A 2023-05-03 2023-05-03 2023-05-03 N N N 0.0471 5999902.80 5999902.80 0.0043 N N N N BofA Securities, Inc. BofA Securities, Inc., 5.00% 06054CCC7 549300HN4UKV1E2R3U73 JMK424000 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-05-08 2023-05-08 N N N 0.0497 2999956.20 2999956.20 0.0022 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia, 4.70% 20272AZ33 MSFSBD3QN1GSN7Q6C537 0000008565 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-04-27 2023-04-27 N N N 0.0463 9000951.30 9000951.30 0.0065 N N N N DNB Bank ASA DNB Bank ASA, 4.67% 2332K4NF7 549300GKFG0RYRRQ1414 JLJ868000 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-04-10 2023-04-10 N N N 0.0452 7002001.30 7002001.30 0.0051 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 4.64% 31428GQG1 549300B2Q47IR0CR5B54 JOT432000 Financial Company Commercial Paper Y N/A N/A 2023-03-16 2023-03-16 2023-03-16 N N N 0.0464 12874633.20 12874633.20 0.0093 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 4.68% 31428HCB5 549300B2Q47IR0CR5B54 JLM402000 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-04-17 2023-04-17 N N N 0.0464 3999961.60 3999961.60 0.0029 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 4.85% 31428HBT7 549300B2Q47IR0CR5B54 JKL004000 Financial Company Commercial Paper Y N/A N/A 2023-01-19 2023-01-19 2023-01-19 N N N 0.0475 9999981.00 9999981.00 0.0072 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 4.90% 31428HBW0 549300B2Q47IR0CR5B54 JKP723000 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-02-28 2023-02-28 N N N 0.0482 3999998.80 3999998.80 0.0029 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 4.88% 46650WBC8 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-05-17 2023-05-17 N N N 0.0485 2999969.10 2999969.10 0.0022 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 4.88% 46650WBD6 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-05-24 2023-05-24 N N N 0.0486 2999995.20 2999995.20 0.0022 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 4.88% 46650WBB0 ZBUT11V806EZRVTWT807 US46650WBB00 0001287279 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-05-10 2023-05-10 N N N 0.0485 2999958.90 2999958.90 0.0022 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X1N33 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0000 8995660.02 8995660.02 0.0065 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 4.47% 53943SP19 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0447 10956057.20 10956057.20 0.0079 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 4.41% 60683CN56 JBONEPAGQXF4QP29B387 JLW801000 Financial Company Commercial Paper Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0441 1998562.00 1998562.00 0.0014 N N Y N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.52% 60689QP24 RB0PEZSDGCO3JS6CEU02 JMM539000 Financial Company Commercial Paper Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0452 7966725.60 7966725.60 0.0058 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.57% 60689QP99 RB0PEZSDGCO3JS6CEU02 JMP018000 Financial Company Commercial Paper Y N/A N/A 2023-02-09 2023-02-09 2023-02-09 N N N 0.0457 3979746.00 3979746.00 0.0029 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.65% 60689QPU2 RB0PEZSDGCO3JS6CEU02 JMQ901000 Financial Company Commercial Paper Y N/A N/A 2023-02-28 2023-02-28 2023-02-28 N N N 0.0465 3969400.00 3969400.00 0.0029 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 4.67% 63254GVF9 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-04-13 2023-04-13 N N N 0.0451 6002010.60 6002010.60 0.0043 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 4.67% 63254GVG7 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-04-14 2023-04-14 N N N 0.0463 9999888.00 9999888.00 0.0072 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 4.70% 63254GVM4 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-04-28 2023-04-28 N N N 0.0466 11999991.60 11999991.60 0.0087 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 4.70% 63254GUZ6 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-03-15 2023-03-15 N N N 0.0464 10999876.80 10999876.80 0.0080 N N N N National Bank of Canada National Bank of Canada, 4.80% 63307NHF7 BSGEFEIOM18Y80CKCV46 JKX786000 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-03-15 2023-03-15 N N N 0.0474 10999875.70 10999875.70 0.0080 N N N N National Bank of Canada National Bank of Canada, 4.86% 63307NGV3 BSGEFEIOM18Y80CKCV46 JKL596000 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-01-19 2023-01-19 N N N 0.0434 16003710.40 16003710.40 0.0116 N N N N National Bank of Canada National Bank of Canada, 4.94% 63307MSR1 BSGEFEIOM18Y80CKCV46 JMV088000 Financial Company Commercial Paper Y N/A N/A 2023-05-25 2023-05-25 2023-05-25 N N N 0.0494 9804644.00 9804644.00 0.0071 N N N N NatWest Markets PLC NatWest Markets PLC, 4.80% 63906FP78 RR3QWICWWIPCS8A4S074 0000729153 Financial Company Commercial Paper Y N/A N/A 2023-02-07 2023-02-07 2023-02-07 N N N 0.0480 1989875.20 1989875.20 0.0014 N N N N Royal Bank of Canada Royal Bank of Canada, 4.71% 78015M6V7 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-04-03 2023-04-03 N N N 0.0468 8999546.40 8999546.40 0.0065 N N N N Royal Bank of Canada Royal Bank of Canada, 4.85% 78014XJG3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-01-30 2023-01-30 N N N 0.0481 27998611.20 27998611.20 0.0202 N N N N Royal Bank of Canada Royal Bank of Canada, 4.89% 78014XJT5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-02-23 2023-02-23 N N N 0.0483 15999388.80 15999388.80 0.0116 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.53% 86564XPM0 5493006GGLR4BTEL8O61 JMN685000 Financial Company Commercial Paper Y N/A N/A 2023-02-21 2023-02-21 2023-02-21 N N N 0.0453 5961080.40 5961080.40 0.0043 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.53% 86563HPM6 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2023-02-21 2023-02-21 2023-02-21 N N N 0.0453 3974053.60 3974053.60 0.0029 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.56% 86564XPT5 5493006GGLR4BTEL8O61 JMQ152000 Financial Company Commercial Paper Y N/A N/A 2023-02-27 2023-02-27 2023-02-27 N N N 0.0456 9927348.00 9927348.00 0.0072 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 4.67% 86960LEK2 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-04-13 2023-04-13 N N N 0.0463 9999883.00 9999883.00 0.0072 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 4.89% 86960LEB2 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-03-01 2023-03-01 N N N 0.0443 15009690.00 15009690.00 0.0108 N N N N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 4.70% 86960LFJ4 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-07-24 2023-07-24 N N N 0.0470 3999994.40 3999994.40 0.0029 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 4.80% 89120DVK2 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-03-16 2023-03-16 N N N 0.0474 14999745.00 14999745.00 0.0108 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 4.85% 89120DV22 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-01-30 2023-01-30 N N N 0.0437 18005864.40 18005864.40 0.0130 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 4.88% 89120DVA4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-02-27 2023-02-27 N N N 0.0481 15999726.40 15999726.40 0.0116 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 5.25% 89119BUQ7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-07-24 2023-07-24 2023-07-24 N N N 0.0525 3885898.80 3885898.80 0.0028 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 5.26% 89119BUU8 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-07-28 2023-07-28 2023-07-28 N N N 0.0526 3883543.20 3883543.20 0.0028 N N N N UBS AG London Branch UBS AG London Branch, 4.17% 90276JQK5 BFM8T61CT2L1QCEMIK50 JLT940000 Financial Company Commercial Paper Y N/A N/A 2023-01-03 2023-02-03 2023-02-03 N N N 0.0410 5972286.60 5972286.60 0.0043 N N N N UBS AG London Branch UBS AG London Branch, 5.08% 90351XSP9 BFM8T61CT2L1QCEMIK50 JMV143000 Financial Company Commercial Paper Y N/A N/A 2023-05-23 2023-05-23 2023-05-23 N N N 0.0508 2940540.00 2940540.00 0.0021 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 4.42% 04821UN32 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0442 17991360.00 17991360.00 0.0130 N Y Y N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 4.50% 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 0.0450 9953798.00 9953798.00 0.0072 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 N Y MUFG BANK LTD LIQUIDITY 1.0000 N/A N/A 0.0440 19983278.00 19983278.00 0.0144 N N Y N Gotham Funding Corp. Gotham Funding Corp., 4.58% 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 0.0458 12627770.02 12627770.02 0.0091 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 4.42% 53127UN30 549300F33VRHM10B9391 JPE393000 Asset Backed Commercial Paper Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0442 11994240.00 11994240.00 0.0087 N Y Y N Liberty Street Funding LLC Liberty Street Funding LLC, 4.48% 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 0.0448 9958784.00 9958784.00 0.0072 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 1991660.60 1991660.60 0.0014 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 4.70% 89355QNA0 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2023-01-10 2023-01-10 2023-01-10 N N N 0.0470 998596.00 998596.00 0.0007 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 4.30% JPE373000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2030-11-15 0.875 - 2.375 2211500.00 2041006.14 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 2000000.00 2000000.00 0.0014 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 4.3%, dated 12/30/2022 due 01/03/2023 B4TYDEB6GKMZO031MB27 JPE586000_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 3612448.00 617992.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 2050-11-01 2 - 3.5 14658597.00 6196821.81 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 6678000.00 6678000.00 0.0048 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 4.3%, dated 12/30/2022 due 01/03/2023 VJW2DOOHGDT6PR0ZRO63 JPE586000_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 2023-03-20 2052-12-20 1.5 - 9 617882.00 412792.75 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-01-06 2026-12-11 0 - 5.25 148562.00 144985.02 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2024-09-15 2.875 - 2.875 20.00 19.44 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-01-20 2027-06-15 0.2 - 5.4 56735.00 56087.94 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-25 2053-01-01 0.25 - 9 852546.00 717146.44 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-10 2052-02-15 0 - 6.25 949355.00 930196.86 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-03-01 2053-01-01 0.125 - 8 873543.00 781874.24 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 2982000.00 2982000.00 0.0022 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 4.3%, dated 12/30/2022 due 01/03/2023 8NAV47T0Y26Q87Y0QP81 JPE586000_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 2025-05-15 2025-05-15 2.75 - 2.75 6091068.00 5893166.26 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-12-01 2052-11-01 1.5 - 6.5 364463381.00 274410386.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2032-02-25 2032-02-25 0.01 - 0.01 5941801.00 5432903.39 Agency Debentures and Agency Strips Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0430 280000000.00 280000000.00 0.2024 N Y Y N Citibank NA Citibank NA, 4.31% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-12-29 2025-12-29 4.63 - 4.63 2960000.00 2962630.29 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-06-01 2026-05-15 0 - 4.25 103500.00 99237.23 U.S. Treasuries (including strips) Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0422 3000000.00 3000000.00 0.0022 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 4.31% MBNUM2BPBDO7JBLYG310 0000315030 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 2023-08-31 2023-08-31 0.125 - 0.125 600.00 582.34 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-09-20 2052-09-20 4.5 - 6 2028904.00 2040729.71 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0429 1999978.80 1999978.80 0.0014 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 4.32% 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 2052-10-20 2052-10-20 4.5 - 6.5 3145307.00 3061027.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2023-08-31 0.125 - 0.125 6200.00 6017.48 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-17 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0424 3000000.00 3000000.00 0.0022 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 4.3%, dated 12/30/2022 due 01/03/2023 MBNUM2BPBDO7JBLYG310 JPE586000_00137 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 2023-08-31 2023-08-31 0.125 - 0.125 115.00 111.91 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-06-20 2052-12-20 2 - 7.5 8707241.00 4731893.52 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0430 4637000.00 4637000.00 0.0034 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 4.30% 7LTWFZYICNSX8D621K86 JPE372000 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 1053868.00 1030492.80 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 1000000.00 1000000.00 0.0007 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 4.31% 7LTWFZYICNSX8D621K86 JPD927000 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 1053995.00 1030616.98 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0429 999989.40 999989.40 0.0007 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 4.30% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2056-01-15 2056-01-15 3 - 3 2455925.00 2060984.71 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 2000000.00 2000000.00 0.0014 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 4.3%, dated 12/30/2022 due 01/03/2023 CYYGQCGNHMHPSMRL3R97 JPE586000_03556 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 2040-05-01 2052-10-01 3 - 5 167146.00 165514.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-06-01 2052-10-01 2.5 - 5.5 725620.00 603909.65 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-19 2037-05-15 0 - 6.625 79789.00 82682.56 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 835000.00 835000.00 0.0006 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 4.3%, dated 12/30/2022 due 01/03/2023 ZBUT11V806EZRVTWT807 JPE586000_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 2029-07-01 2061-01-01 2 - 6 572177.00 463210.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-10-01 2048-02-01 3.045 - 4.365 106143.00 1062.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-12-20 2051-12-20 3 - 3 11204.00 9233.20 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 464000.00 464000.00 0.0003 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 4.3%, dated 12/30/2022 due 01/03/2023 ZOMOLU8CGIZRYZ7PFU34 JPE586000_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 2052-12-01 0.25 - 5.5 573598.00 304793.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-07-15 2052-08-20 2.5 - 4.5 92373.00 65774.60 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-03-15 2050-05-15 0.25 - 3.375 25531.00 23605.63 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-02-01 2058-01-01 2 - 5.5 1160476.00 551817.99 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 927000.00 927000.00 0.0007 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 4.3%, dated 12/30/2022 due 01/03/2023 7TK5RJIZDFROZCA6XF66 JPE586000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2025-12-22 2025-12-22 5.15 - 5.15 1002.00 1000.57 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2032-05-15 0.25 - 4.383 495162.00 472505.57 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 464000.00 464000.00 0.0003 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 4.30% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-07-01 2049-04-01 2.973 - 5 50618900.00 765612.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-06-01 2053-01-01 3 - 5.5 2709142.00 255521.92 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 1000000.00 1000000.00 0.0007 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 4.3%, dated 12/30/2022 due 01/03/2023 OXTKY6Q8X53C9ILVV871 JPE586000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2035-06-15 2035-06-15 0 - 0 67.00 36.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-07-01 2052-12-01 0 - 7.5 190654.00 153159.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-01 2061-03-01 0 - 9 734849.00 407110.63 Agency Mortgage-Backed Securities Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 5228.00 3818.15 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-10-15 2062-06-20 1.5 - 6.75 13241.00 7012.38 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2029-11-15 1.75 - 4.433 15567.00 13602.64 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 573000.00 573000.00 0.0004 N Y Y N RBC Financial Group RBC Financial Group, 4.33% ES7IP3U3RHIGC71XBU11 JOS269000 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 2052-12-20 2052-12-20 6.5 - 6.5 2012244.00 2146563.52 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2048-02-15 0.375 - 3.125 81700.00 86625.37 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-01-01 2044-02-15 2 - 5.5 1499029.00 324236.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-25 2052-04-01 1.467 - 3.5 17185883.00 14824183.03 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-06 2023-01-06 2023-02-02 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0425 17000000.00 17000000.00 0.0123 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 4.3%, dated 12/30/2022 due 01/03/2023 5U0XI89JRFVHWIBS4F54 JPE586000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-08-20 2051-08-20 2 - 2 26628.00 19956.17 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2030-08-15 0.25 - 4.125 286255.00 263741.74 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 278000.00 278000.00 0.0002 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 4.3%, dated 12/30/2022 due 01/03/2023 5U0XI89JRFVHWIBS4F54 JPE586000_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 2052-11-01 2 - 5 24357097.00 6708413.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2052-10-20 3 - 5.5 14320600.00 3555004.85 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 10017000.00 10017000.00 0.0072 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 4.30% SUVUFHICNZMP2WKHG940 JPE392000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-09-20 2051-09-20 3 - 3 8084153.00 6122924.53 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 6000000.00 6000000.00 0.0043 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 4.3%, dated 12/30/2022 due 01/03/2023 VYVVCKR63DVZZN70PB21 JPE586000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2024-12-05 2024-12-05 5.08 - 5.08 14750.00 14786.42 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-01 2053-01-01 1.5 - 7.5 1484157.00 1053220.08 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-01-18 2023-02-22 0 - 0 1334706.00 1329254.73 Agency Debentures and Agency Strips Federal Farm Credit Bank 2023-09-07 2023-10-18 0 - 0 51417.00 49603.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-01-25 2053-01-25 5.5 - 5.5 13910.00 13665.98 Agency Debentures and Agency Strips Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 2411000.00 2411000.00 0.0017 N Y Y N Bank of Montreal Bank of Montreal, 4.71% 06367CY43 NQQ6HPCNCCU6TUTQYE16 US06367CY433 0000927971 Certificate of Deposit Y N/A N/A 2023-01-03 2023-04-04 2023-04-04 N N N 0.0459 2000362.40 2000362.40 0.0014 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 4.70% 13606KNQ5 2IGI19DL77OX0HC3ZE78 US13606KNQ57 0001045520 Certificate of Deposit Y N/A N/A 2023-01-03 2023-04-04 2023-04-04 N N N 0.0451 12004280.40 12004280.40 0.0087 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 4.89% 13606KKW5 2IGI19DL77OX0HC3ZE78 US13606KKW52 0001045520 Certificate of Deposit Y N/A N/A 2023-01-03 2023-02-27 2023-02-27 N N N 0.0450 16008139.20 16008139.20 0.0116 N N N N Credit Agricole CIB Credit Agricole CIB, 4.70% 22536A7K4 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2023-03-15 2023-03-15 2023-03-15 N N N 0.0439 9004575.60 9004575.60 0.0065 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 4.60% 60683DBR9 JBONEPAGQXF4QP29B387 US60683DBR98 0001462160 Certificate of Deposit Y N/A N/A 2023-01-03 2023-02-02 2023-02-02 N N N 0.0446 3000165.60 3000165.60 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 4.60% 60683DBS7 JBONEPAGQXF4QP29B387 US60683DBS71 0001462160 Certificate of Deposit Y N/A N/A 2023-01-03 2023-02-01 2023-02-01 N N N 0.0445 3000171.60 3000171.60 0.0022 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 4.59% 60710RYC3 RB0PEZSDGCO3JS6CEU02 US60710RYC32 Certificate of Deposit Y N/A N/A 2023-01-03 2023-01-12 2023-01-12 N N N 0.0431 12000783.60 12000783.60 0.0087 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 4.68% 60710RYL3 RB0PEZSDGCO3JS6CEU02 US60710RYL31 Certificate of Deposit Y N/A N/A 2023-01-03 2023-01-17 2023-01-17 N N N 0.0434 12001482.00 12001482.00 0.0087 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 4.84% 60710RB87 RB0PEZSDGCO3JS6CEU02 US60710RB870 Certificate of Deposit Y N/A N/A 2023-01-03 2023-02-01 2023-02-01 N N N 0.0436 12004240.80 12004240.80 0.0087 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 4.90% 60710RL45 RB0PEZSDGCO3JS6CEU02 US60710RL457 Certificate of Deposit Y N/A N/A 2023-01-03 2023-02-10 2023-02-10 N N N 0.0437 11005606.70 11005606.70 0.0080 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.60% 55380UAX5 C3GTMMZIHMY46P4OIX74 US55380UAX54 Certificate of Deposit Y N/A N/A 2023-01-03 2023-01-12 2023-01-12 N N N 0.0433 12000735.60 12000735.60 0.0087 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.65% 55380UEH6 C3GTMMZIHMY46P4OIX74 US55380UEH68 Certificate of Deposit Y N/A N/A 2023-01-03 2023-04-21 2023-04-21 N N N 0.0462 5999761.80 5999761.80 0.0043 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.67% 55380UEF0 C3GTMMZIHMY46P4OIX74 US55380UEF03 Certificate of Deposit Y N/A N/A 2023-01-03 2023-04-20 2023-04-20 N N N 0.0462 6000132.60 6000132.60 0.0043 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.67% 55380UEE3 C3GTMMZIHMY46P4OIX74 US55380UEE38 Certificate of Deposit Y N/A N/A 2023-01-03 2023-04-19 2023-04-19 N N N 0.0462 5000124.00 5000124.00 0.0036 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.78% 55380UDW4 C3GTMMZIHMY46P4OIX74 US55380UDW45 Certificate of Deposit Y N/A N/A 2023-01-03 2023-03-29 2023-03-29 N N N 0.0472 6999994.40 6999994.40 0.0051 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.86% 55380UCZ8 C3GTMMZIHMY46P4OIX74 US55380UCZ84 Certificate of Deposit Y N/A N/A 2023-03-16 2023-03-16 2023-03-16 N N N 0.0460 12004903.20 12004903.20 0.0087 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.60% 86565FTM4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2023-01-03 2023-02-03 2023-02-03 N N N 0.0477 3999036.40 3999036.40 0.0029 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.60% 86565FSV5 5U0XI89JRFVHWIBS4F54 US86565FSV57 0001184915 Certificate of Deposit Y N/A N/A 2023-01-03 2023-01-18 2023-01-18 N N N 0.0452 6999962.90 6999962.90 0.0051 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.60% 86565FTK8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2023-01-03 2023-02-01 2023-02-01 N N N 0.0474 3999163.60 3999163.60 0.0029 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.60% 86565FTL6 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2023-01-03 2023-02-02 2023-02-02 N N N 0.0475 3999102.80 3999102.80 0.0029 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.70% 86565FUA8 5U0XI89JRFVHWIBS4F54 US86565FUA82 0001184915 Certificate of Deposit Y N/A N/A 2023-01-03 2023-02-06 2023-02-06 N N N 0.0479 5998879.20 5998879.20 0.0043 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.75% 86565FUD2 5U0XI89JRFVHWIBS4F54 US86565FUD22 0001184915 Certificate of Deposit Y N/A N/A 2023-01-03 2023-02-09 2023-02-09 N N N 0.0482 5998937.40 5998937.40 0.0043 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.85% 86565FUQ3 5U0XI89JRFVHWIBS4F54 US86565FUQ35 0001184915 Certificate of Deposit Y N/A N/A 2023-01-03 2023-02-15 2023-02-15 N N N 0.0483 5999498.40 5999498.40 0.0043 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 0.0437 12996643.40 12996643.40 0.0094 N N N N Citibank NA Citibank NA, 4.62% 17330QAK3 E57ODZWZ7FF32TWEFA76 US17330QAK31 Certificate of Deposit Y N/A N/A 2023-01-03 2023-02-03 2023-02-03 N N N 0.0440 6000803.40 6000803.40 0.0043 N N N N Citibank NA Citibank NA, 4.67% 17330QAW7 E57ODZWZ7FF32TWEFA76 US17330QAW78 Certificate of Deposit Y N/A N/A 2023-01-03 2023-02-08 2023-02-08 N N N 0.0443 13002262.00 13002262.00 0.0094 N N N N First Republic Bank (CD) First Republic Bank (CD), 4.40% 33616W7K6 YWC0TIKBQM2JV8L4IV08 JPD945000 Certificate of Deposit Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0432 3999993.60 3999993.60 0.0029 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 4.30% 2IGI19DL77OX0HC3ZE78 JPE350000 Non-Negotiable Time Deposit Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 14000000.00 14000000.00 0.0101 N Y Y N Credit Agricole CIB Paris Branch Credit Agricole CIB Paris Branch, 4.30% JPE421000 Non-Negotiable Time Deposit Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 59000000.00 59000000.00 0.0426 N Y Y N First Republic Bank (TD) First Republic Bank (TD), 4.38% JPE380000 Non-Negotiable Time Deposit Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0438 19000000.00 19000000.00 0.0137 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 4.37% DIZES5CFO5K3I5R58746 JPD928000 Non-Negotiable Time Deposit Y N/A N/A 2023-01-04 2023-01-04 2023-01-04 N N N 0.0430 1999994.20 1999994.20 0.0014 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 4.37% DIZES5CFO5K3I5R58746 JPD929000 Non-Negotiable Time Deposit Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0430 2999989.80 2999989.80 0.0022 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 4.33% RB0PEZSDGCO3JS6CEU02 JPE415000 Non-Negotiable Time Deposit Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0433 1000000.00 1000000.00 0.0007 N Y Y N Royal Bank of Canada Royal Bank of Canada, 4.32% ES7IP3U3RHIGC71XBU11 JPE386000 Non-Negotiable Time Deposit Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0432 6000000.00 6000000.00 0.0043 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 4.31% F3JS33DEI6XQ4ZBPTN86 JPE390000 Non-Negotiable Time Deposit Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0431 18000000.00 18000000.00 0.0130 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 4.46% RUC0QBLBRPRCU4W1NE59 JPE401000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WALMART INC 7.55 15FEB30 Y87794H0US1R65VBXU25 2030-02-15 2030-02-15 7.55 - 7.55 1740000.00 2102063.55 Corporate Debt Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0446 2000000.00 2000000.00 0.0014 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 4.52% RUC0QBLBRPRCU4W1NE59 JPE402000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BROADCOM INC 4.75 15APR29 549300WV6GIDOZJTV909 2029-04-15 2029-04-15 4.75 - 4.75 44000.00 42424.62 Corporate Debt Securities GOLDMAN SACHS GRO 2.615 22APR32 FRN 784F5XWPLTWKTBV3E584 2032-04-22 2032-04-22 2.615 - 2.615 10000.00 8023.79 Corporate Debt Securities AMERICAN TOWER CORP NEW 2.4 15MAR25 5493006ORUSIL88JOE18 2025-03-15 2025-03-15 2.4 - 2.4 7000.00 6646.01 Corporate Debt Securities PFIZER INC 3.0 15DEC26 765LHXWGK1KXCLTFYQ30 2026-12-15 2026-12-15 3 - 3 4000.00 3796.32 Corporate Debt Securities HESS CORP 4.3 01APR27 UASVRYNXNK17ULIGK870 2027-04-01 2027-04-01 4.3 - 4.3 6000.00 5806.68 Corporate Debt Securities BANK AMER CORP 6.1 31DEC49 9DJT3UXIJIZJI4WXO774 2500-12-31 2500-12-31 6.1 - 6.1 1389000.00 1386448.10 Corporate Debt Securities TEGNA INC 5.0 15SEP29 549300YC5EDBGX85AO10 2029-09-15 2029-09-15 5 - 5 195000.00 187859.75 Corporate Debt Securities BRITISH TELECOMMUNICA 9.625 15DEC30 549300OWFMSO9NYV4H90 2030-12-15 2030-12-15 9.625 - 9.625 7000.00 8426.46 Corporate Debt Securities BANK NEW YORK MELL 3.75 31DEC49 FRN WFLLPEPC7FZXENRZV188 2500-12-31 2500-12-31 3.75 - 3.75 29000.00 23628.38 Corporate Debt Securities DOMINION ENERGY INC 4.25 01JUN28 ILUL7B6Z54MRYCF6H308 2028-06-01 2028-06-01 4.25 - 4.25 453000.00 433432.04 Corporate Debt Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0452 2000000.00 2000000.00 0.0014 N Y Y N BMO Chicago Branch BMO Chicago Branch, 4.52% 3Y4U8VZURTYWI1W2K376 JPE404000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ZIGGO BD CO BV 5.125 28FEB30 144A 213800JYI4P7V5QDOG59 2030-02-28 2030-02-28 5.125 - 5.125 205000.00 169840.36 Corporate Debt Securities HUMANA INC 4.8 15MAR47 529900YLDW34GJAO4J06 2047-03-15 2047-03-15 4.8 - 4.8 2000.00 1800.92 Corporate Debt Securities CUSHMAN + WAKEFIE 6.75 15MAY28 144A 2028-05-15 2028-05-15 6.75 - 6.75 4000.00 3893.95 Corporate Debt Securities MILEAGE PLUS HLDGS 6.5 20JUN27 144A 254900YZKR40F7F27K81 2027-06-20 2027-06-20 6.5 - 6.5 11.00 9.82 Corporate Debt Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-11-20 2052-01-20 0 - 4.026 4339961.00 700364.12 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2024-01-15 2025-01-15 0.25 - 0.625 2000.00 2470.05 U.S. Treasuries (including strips) GRAFTECH FIN INC 4.625 15DEC28 144A 1Z010BU876CF2HDBIN43 2028-12-15 2028-12-15 4.625 - 4.625 2000.00 1645.17 Corporate Debt Securities BUILDERS FIRSTSO 6.375 15JUN32 144A 549300W0SKP6L3H7DP63 2032-06-15 2032-06-15 6.375 - 6.375 62000.00 58423.61 Corporate Debt Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2055-01-25 2055-01-25 2 - 2 6648.00 5835.79 Agency Debentures and Agency Strips HALLIBURTON CO 4.85 15NOV35 ENYF8GB5SMQZ25S06U51 2035-11-15 2035-11-15 4.85 - 4.85 2000.00 1872.99 Corporate Debt Securities PERFORMANCE FOOD 4.25 01AUG29 144A 549300OMUOGBYK0FFO76 2029-08-01 2029-08-01 4.25 - 4.25 6000.00 5260.20 Corporate Debt Securities STARWOOD P 4.375 15JAN27 144A BUGSFQZERKRBFWIG5267 2027-01-15 2027-01-15 4.375 - 4.375 103000.00 92656.95 Corporate Debt Securities KAR AUCTION SVCS 5.125 01JUN25 144A 5493004HKD20LBSG7D03 2025-06-01 2025-06-01 5.125 - 5.125 2000.00 1962.14 Corporate Debt Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0452 1000000.00 1000000.00 0.0007 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 4.57% 7VHWWWW4UJS7NUM3PT30 JPE408000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TAILWIND INTERNATIONAL A USD 0.0001 2500-12-31 2500-12-31 N/A 1.00 10.09 Equities RICE ACQUISITION CORP II USD 0.0001 2500-12-31 2500-12-31 N/A 73194.00 744382.98 Equities TLGY ACQUISITION CORP USD 0.0001 2500-12-31 2500-12-31 N/A 10151.00 103946.24 Equities PROJECT ENERGY REIMAGINE USD 0.0001 2500-12-31 2500-12-31 N/A 1.00 9.99 Equities TPB ACQUISITION CORP I USD 0.0001 2500-12-31 2500-12-31 N/A 1.00 10.00 Equities NEW VISTA ACQUISITION CO USD 0.0001 2500-12-31 2500-12-31 N/A 116152.00 1174296.72 Equities VALOR LATITUDE ACQUISITI USD 0.0001 2500-12-31 2500-12-31 N/A 12.00 120.60 Equities VAHANNA TECH EDGE ACQUIS USD 0.0001 2500-12-31 2500-12-31 N/A 118000.00 1209500.00 Equities TWIN RIDGE CAPITAL ACQUI USD 0.0001 2500-12-31 2500-12-31 N/A 88.00 886.16 Equities MAQUIA CAP ACQUISITION C USD 0.0001 2500-12-31 2500-12-31 N/A 18954.00 200343.78 Equities WORLDWIDE WEBB ACQUISITI USD 0.0001 2500-12-31 2500-12-31 N/A 258.00 2631.60 Equities ATLANTIC COASTAL ACQUISI USD 0.0001 549300DD1GOILOBIY455 2500-12-31 2500-12-31 N/A 402.00 4028.04 Equities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0457 3000000.00 3000000.00 0.0022 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 4.58% 7VHWWWW4UJS7NUM3PT30 JPE412000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANK AMER CORP 5.0 PFD 9DJT3UXIJIZJI4WXO774 2500-12-31 2500-12-31 5 - 5 4998.00 98260.68 Equities ALSET CAP ACQUISITION CO USD 0.0001 2500-12-31 2500-12-31 N/A 27543.00 278205.34 Equities WELSBACH TECHNOLOGY META USD 0.0001 2500-12-31 2500-12-31 N/A 140473.00 1430015.14 Equities MAIDEN HLDGS LTD 6.625 PFD 5493000GQUKNWGNXRZ91 2046-06-14 2046-06-14 6.625 - 6.625 47.00 820.15 Equities PROSPECT CAP CORP 5.35 CUM PFD 549300FSD8T39P5Q0O47 2500-12-31 2500-12-31 5.35 - 5.35 87.00 1324.14 Equities TECNOGLASS INC USD 0.0001 529900YRWTPOC2E6IO67 2500-12-31 2500-12-31 N/A 12463.00 383486.51 Equities EF HUTTON ACQUISITION CO USD 0.0001 2500-12-31 2500-12-31 N/A 160143.00 1606234.29 Equities ARKO CORP WTS 31DEC25 2025-12-22 2025-12-22 N/A 14.00 23.10 Equities MAGNUM OPUS ACQUISITION LTD 2500-12-31 2500-12-31 N/A 4458.00 42885.96 Equities ARTEMIS STRATEGIC INVT C USD 0.0001 2500-12-31 2500-12-31 N/A 10946.00 111101.90 Equities DMY SQUARED TECHNOLOGY GROUP INC 2500-12-31 2500-12-31 N/A 35601.00 358146.06 Equities B RILEY FINL INC 6.0 PFD 2028-01-31 2028-01-31 6 - 6 1344.00 26073.60 Equities GOLDEN FALCON ACQUISITIO USD 0.0001 2500-12-31 2500-12-31 N/A 6.00 59.94 Equities Y N/A N/A 2023-01-06 2023-01-06 2023-01-06 N N N 0.0448 4000000.00 4000000.00 0.0029 N N Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 4.80% 7VHWWWW4UJS7NUM3PT30 JOY188000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GDS HLDGS LTD 2.0 01JUN25 391200MGV8DDCHTN2R77 2025-06-01 2025-06-01 2 - 2 3000.00 2877.33 Equities SPOTIFY USA INC 0.0 15MAR26 2026-03-15 2026-03-15 N/A 1589000.00 1279145.00 Equities LI AUTO INC 0.25 01MAY28 2549003R73Q70J5H4I65 2028-05-01 2028-05-01 0.25 - 0.25 286000.00 282113.18 Equities SHIFT TECHNOLOGIE 4.75 15MAY26 144A 5493000DBZBX1I1QVY71 2026-05-15 2026-05-15 4.75 - 4.75 1883000.00 277624.81 Equities UNITI GROUP INC 7.5 01DEC27 144A 2027-12-01 2027-12-01 7.5 - 7.5 797000.00 748183.75 Equities TWO HBRS INVT CORP 6.25 15JAN26 549300ZUIBT6KH4HU823 2026-01-15 2026-01-15 6.25 - 6.25 1000.00 875.02 Equities CLOUDFLARE INC 0.0 15AUG26 5493007DY18BGNLDWU14 2026-08-15 2026-08-15 N/A 1263000.00 1029345.00 Equities CLARIVATE PLC 5.25 CNV PFD 549300WDHIIODXFO0R55 2500-12-31 2500-12-31 5.25 - 5.25 1996.00 76846.00 Equities TABULA RASA HEALTHCARE 1.75 15FEB26 549300K6KY242XRMEF28 2026-02-15 2026-02-15 1.75 - 1.75 804000.00 624838.65 Equities YY INC 0.75 15JUN25 549300N6CHVU5CQZPW24 2025-06-15 2025-06-15 0.75 - 0.75 1000.00 955.31 Equities AVADEL FIN CAYMAN LTD 4.5 02OCT23 2023-10-02 2023-10-02 4.5 - 4.5 701000.00 646041.60 Equities RBC BEARINGS INC 5.0 CNV PFD 2500-12-31 2500-12-31 5 - 5 1431.00 148995.72 Equities NOGIN INC 7.0 01SEP26 2026-09-01 2026-09-01 7 - 7 2500000.00 1674527.78 Equities UBER TECHNOLOGIES INC 0.0 15DEC25 549300B2FTG34FILDR98 2025-12-15 2025-12-15 N/A 925000.00 779636.25 Equities Y N/A N/A 2023-02-03 2023-02-03 2023-02-21 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0472 6000000.00 6000000.00 0.0043 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 4.55% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OCCIDENTAL PETE CORP 3.5 15AUG29 IM7X0T3ECJW4C1T7ON55 2029-08-15 2029-08-15 3.5 - 3.5 2000.00 1826.25 Corporate Debt Securities NATIONAL AUSTRAL 2.332 21AUG30 144A F8SB4JFBSYQFRQEH3Z21 2030-08-21 2030-08-21 2.332 - 2.332 250000.00 192464.08 Corporate Debt Securities APPLE INC 3.0 09FEB24 HWUPKR0MPOU8FGXBT394 2024-02-09 2024-02-09 3 - 3 653000.00 648122.09 Corporate Debt Securities ENEL FIN INTL N V 6.8 14OCT25 144A 0YQH6LCEF474UTUV4B96 2025-10-14 2025-10-14 6.8 - 6.8 200000.00 208585.11 Corporate Debt Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0455 1000000.00 1000000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 4.55% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TEUCRIUM C AGRICULTURAL FD 2500-12-31 2500-12-31 N/A 26.00 811.38 Equities CREDIT SUI TRACKER ZERT 28/01/2033 2500-12-31 2500-12-31 N/A 12.00 1761.00 Equities ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 2500-12-31 2500-12-31 N/A 11.00 134.42 Equities BAUSCH HEALTH COS INC NPV B3BS7ACMDUWISF18KY76 2500-12-31 2500-12-31 N/A 132.00 832.92 Equities UBS AG LON ETRACS BLOOMBERG CMODTY 2500-12-31 2500-12-31 N/A 161.00 3509.80 Equities FTAI AVIATION LTD USD 1.0 2500-12-31 2500-12-31 N/A 2.00 34.28 Equities US BANCORP DEL USD 0.01 N1GZ7BBF3NP8GI976H15 2500-12-31 2500-12-31 0 - 0 41288.00 1798918.16 Equities GRANITESHA SHS BENEFICIARY INVESTME 2500-12-31 2500-12-31 N/A 85.00 881.45 Equities ELANCO ANIMAL HEALTH INC NPV 549300SHPNDCE059M934 2500-12-31 2500-12-31 N/A 2.00 24.24 Equities DCP MIDSTREAM LP 52990024YYS3MLGW0E91 2500-12-31 2500-12-31 N/A 50879.00 1979701.89 Equities ALLIANCE RESOURCE PARTNERS L P 529900T4Q5UPWOUFG783 2500-12-31 2500-12-31 N/A 10.00 207.70 Equities EOG RES INC USD 0.01 XWTZDRYZPBUHIQBKDB46 2500-12-31 2500-12-31 N/A 71.00 9132.73 Equities GLOBAL X F DATA CTR REITS + DIGITAL 549300VKDE3V7TRRED38 2500-12-31 2500-12-31 N/A 195.00 2433.60 Equities TRANSUNION USD 0.01 549300ZS772LUNUMRB03 2500-12-31 2500-12-31 N/A 10.00 575.80 Equities SPLUNK INC USD 0.001 549300XGDSGBP6UEI867 2500-12-31 2500-12-31 N/A 25328.00 2191885.12 Equities VICI PPTYS COM USD0.01 254900RKH6RY9KCJQH63 2500-12-31 2500-12-31 N/A 44414.00 1439457.74 Equities UBS AG LON ETRACS UBS BLOOMBERG 5/4 2500-12-31 2500-12-31 N/A 2.00 49.03 Equities JPMORGAN CHASE + CO USD 1.0 8I5DZWZKVSZI1NUHU748 2500-12-31 2500-12-31 N/A 16.00 2131.52 Equities DB GOLD DOUBLE LONG ETN 2500-12-31 2500-12-31 N/A 131.00 4805.08 Equities ISHARES INC S P DVLPD EX US PROP IN 549300R95TKRXHGD3Z08 2500-12-31 2500-12-31 N/A 2365.00 65061.15 Equities AMERICAN C AVANTIS RESPONSIBLE INTL 549300FLNHJ0Y6F35177 2500-12-31 2500-12-31 N/A 599.00 28370.26 Equities PLAINS ALL AMERICAN PIPELINE L.P. 5521FA2ITF25TVH63740 2500-12-31 2500-12-31 N/A 2825.00 33109.00 Equities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0455 7000000.00 7000000.00 0.0051 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 4.72% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GOLDMAN SACHS GROUP 3.5 23JAN25 784F5XWPLTWKTBV3E584 2025-01-23 2025-01-23 3.5 - 3.5 152000.00 149500.19 Corporate Debt Securities AT+T INC 5.35 15DEC43 549300Z40J86GGSTL398 2043-12-15 2043-12-15 5.35 - 5.35 271000.00 238479.77 Corporate Debt Securities COCA COLA CO 3.0 05MAR51 UWJKFUJFZ02DKWI3RY53 2051-03-05 2051-03-05 3 - 3 4920000.00 3674715.20 Corporate Debt Securities SOUTHWESTERN ELEC PWR 3.85 01FEB48 R64UBJHEC74EB3HGQ410 2048-02-01 2048-02-01 3.85 - 3.85 788000.00 599608.68 Corporate Debt Securities ATHENE HLDG LTD 3.95 25MAY51 549300H316CT32FQXI76 2051-05-25 2051-05-25 3.95 - 3.95 758000.00 519616.79 Corporate Debt Securities MORGAN STANLEY 5.875 31DEC49 FRN IGJSJL3JD5P30I6NJZ34 2099-12-31 2099-12-31 5.875 - 5.875 79000.00 78644.14 Corporate Debt Securities Y N/A N/A 2023-02-03 2023-02-03 2023-02-17 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0464 5000031.00 5000031.00 0.0036 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 4.77% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ZTO EXPRESS CAYMA 1.5 01SEP27 144A 549300SCJPK3YZJTJR78 2027-09-01 2027-09-01 1.5 - 1.5 10190000.00 10822204.58 Equities Y N/A N/A 2023-02-03 2023-02-03 2023-02-17 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0468 10000061.00 10000061.00 0.0072 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 4.55% K5HU16E3LMSVCCJJJ255 JPE409000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PROCTER + GAMBLE CO NPV 2572IBTT8CCZW6AU4141 2500-12-31 2500-12-31 N/A 14163.00 2161132.17 Equities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0455 2000000.00 2000000.00 0.0014 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 4.84% K5HU16E3LMSVCCJJJ255 JPE406000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MAGNUM OPUS ACQUISITION LTD 2500-12-31 2500-12-31 N/A 74640.00 718036.80 Equities PLANET LABS PBC USD 0.0001 2500-12-31 2500-12-31 N/A 12390.00 54268.20 Equities RMR GROUP INC USD 0.01 2500-12-31 2500-12-31 N/A 2846.00 81054.08 Equities PROJECT ENERGY REIMAGINE USD 0.0001 2500-12-31 2500-12-31 N/A 22745.00 227222.55 Equities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0484 1000000.00 1000000.00 0.0007 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 4.59% 7TK5RJIZDFROZCA6XF66 JPE405000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PALANTIR TECHNOLOGIES INC USD 0.001 549300UVN46B3BBDHO85 2500-12-31 2500-12-31 N/A 2700.00 17280.00 Equities VMWARE INC - CLASS A NPV 549300BUDHS3LRWBE814 2500-12-31 2500-12-31 N/A 3600.00 439236.00 Equities COLONNADE ACQUISITION CO USD 0.0001 2500-12-31 2500-12-31 N/A 1311.00 13175.55 Equities TRANSUNION USD 0.01 549300ZS772LUNUMRB03 2500-12-31 2500-12-31 N/A 13901.00 800419.58 Equities QURATE RETAIL INC QVC GROUP 549300PSXEKU4PHLCR04 2500-12-31 2500-12-31 N/A 42000.00 66780.00 Equities MOUNTAIN CREST ACQUISITI USD 0.0001 2500-12-31 2500-12-31 N/A 55500.00 560550.00 Equities DECARBONIZATION PLUS ACQ USD 0.0001 2500-12-31 2500-12-31 N/A 25800.00 263676.00 Equities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0459 2000000.00 2000000.00 0.0014 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 4.82% 7TK5RJIZDFROZCA6XF66 JOT379000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CWABS INC 2007-12 2-M-1 20370925 FLT 549300XF11BHS5IOB463 2037-09-25 2037-09-25 5.359 - 5.359 2739357.00 2165205.74 Asset-Backed Securities Y N/A N/A 2023-02-16 2023-02-16 2023-02-16 N N N 0.0474 2000000.00 2000000.00 0.0014 N N N Y RBC Capital Markets Co. RBC Capital Markets Co., 4.82% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SMB PRIVATE ED LN 2018-C A-2A 20351115 3.63000 549300V1P5RKG8RJI005 2035-11-15 2035-11-15 3.63 - 3.63 125000.00 58230.92 Asset-Backed Securities STEELE CREEK CLO LTD 2014-1R A 20310421 FLT 549300ZMV389HVGL0K94 2031-04-21 2031-04-21 5.348 - 5.348 1925958.00 1694161.76 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 57842.98 Asset-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2052-02-15 0.125 - 2.5 335700.00 291513.49 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0465 2000013.20 2000013.20 0.0014 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 4.57% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2029-10-24 2029-10-24 4.375 - 4.375 2025000.00 2041940.81 Agency Debentures and Agency Strips Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0457 2000000.00 2000000.00 0.0014 N Y Y N Royal Bank of Canada Royal Bank of Canada, 4.55% ES7IP3U3RHIGC71XBU11 JOT428000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N QUEBEC PROV CDA 2.625 13FEB23 549300WN65YFEQH74Y36 2023-02-13 2023-02-13 2.625 - 2.625 7294000.00 7350890.16 Corporate Debt Securities ONTARIO PROV CDA 1.75 24JAN23 C7PVKCRGLG18EBQGZV36 2023-01-24 2023-01-24 1.75 - 1.75 5000.00 5028.22 Corporate Debt Securities Y N/A N/A 2023-01-04 2023-01-04 2023-01-04 N N N 0.0445 7000000.00 7000000.00 0.0051 N N Y N Truist Securities, Inc. Truist Securities, Inc., 4.60% CSVTK36R0PNGXEM7NS14 JPE411000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENERGY NORTHWEST WASH E 5.0 01JUL35 2035-07-01 2035-07-01 5 - 5 5000.00 5883.94 Other Instrument MUNICIPAL DEBT MASSACHUSETTS ST 5.0 01JUL45 5493001N1YCXNI1O7K10 2045-07-01 2045-07-01 5 - 5 5000.00 5496.56 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 1110000.00 1036613.89 Other Instrument MUNICIPAL DEBT PENNSYLVANIA ECONOMIC DEV FING AMT BDS 2022 2040-06-30 2040-06-30 5.5 - 5.5 5000.00 5217.61 Other Instrument MUNICIPAL DEBT Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0460 1000000.00 1000000.00 0.0007 N Y Y N Truist Securities, Inc. Truist Securities, Inc., 4.85% CSVTK36R0PNGXEM7NS14 JPE407000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SUPERNUS PHARMACEUTIC 0.625 01APR23 549300GRM36VBKISYJ58 2023-04-01 2023-04-01 0.625 - 0.625 1097000.00 1079497.52 Equities BLACKSTONE MTG TR INC 5.5 15MAR27 549300OLDJ20R2Y2UW20 2027-03-15 2027-03-15 5.5 - 5.5 1000.00 873.54 Equities ZENDESK INC 0.625 15JUN25 549300SLI6BN94BKKO36 2025-06-15 2025-06-15 0.625 - 0.625 1000.00 993.36 Equities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0485 1000000.00 1000000.00 0.0007 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 4.48% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PUGET SOUND ENERGY INC 2023-01-24 2023-01-24 N/A 3102036.00 3091538.71 Money Market Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0448 3000000.00 3000000.00 0.0022 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 4.99% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TELUS CORPORATION 2023-03-15 2023-03-15 N/A 1045073.00 1034140.49 Money Market Y N/A N/A 2023-02-03 2023-02-03 2023-02-03 N N N 0.0489 1000000.00 1000000.00 0.0007 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 GLOBE LIFE INC 2023-03-07 2023-03-07 N/A 1048902.00 1039585.65 Money Market Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0490 1000000.00 1000000.00 0.0007 N N N Y Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 4.32% Series 2008, LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2023-01-06 2023-01-06 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 0.0432 25155000.00 25155000.00 0.0182 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 4.30% JPE374000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2030-11-15 0.5 - 2.375 1118800.00 1020520.00 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 1000000.00 1000000.00 0.0007 N Y Y N Barclays Bank PLC Barclays Bank PLC, 4.30% G5GSEF7VJP5I7OUK5573 JPE369000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-11-15 2041-11-15 2 - 2 9943200.00 7143435.38 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 7000000.00 7000000.00 0.0051 N Y Y N Commerz Markets LLC Commerz Markets LLC, 4.31% 549300IMBXQ8SGH3HJ31 JPD947000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-04-30 2032-11-15 2.875 - 4.125 3254100.00 3061890.86 U.S. Treasuries (including strips) Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0425 2999986.50 2999986.50 0.0022 N N Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 4.35% 549300H47WTHXPU08X20 JOX444000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-02-15 2045-02-15 0.75 - 0.75 2971900.00 3080983.83 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0435 3000000.00 3000000.00 0.0022 N Y Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2023-01-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer