N-MFP2 0000803013 XXXXXXXX 2023-01-31 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 16 33 581585128.10 559464562.43 545731679.38 543791671.44 696740657.30 701619525.93 657886617.28 720926239.42 0.4200 0.4000 0.3900 0.3900 0.5000 0.5100 0.4700 0.5200 51993573.20 1304240857.39 1304173386.20 15697817.68 6896886.04 1365035362.23 1365058891.05 0.0466 1.0000 1.0000 1.0000 1.0000 C000019137 1.00 1365035362.23 1365058891.05 1.0000 1.0000 1.0000 1.0000 12045681.96 3083706.47 13019.75 9617240.83 2243784.88 2483546.95 73535.61 4993502.78 14386948.46 25931877.36 0.0466 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 2023-02-01 2023-04-06 2023-04-06 N N N 0.0460 6999994.40 6999994.40 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 2023-02-01 2023-04-12 2023-04-12 N N N 0.0461 6999948.20 6999948.20 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 2023-02-01 2023-04-05 2023-04-05 N N N 0.0464 5999873.40 5999873.40 0.0044 N N N N Bank of Montreal Bank of Montreal, 4.65% 06373L5P0 NQQ6HPCNCCU6TUTQYE16 US06373L5P09 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-07-14 2023-07-14 N N N 0.0464 3999992.80 3999992.80 0.0029 N N N N Bank of Montreal Bank of Montreal, 4.84% 06373L5D7 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-06-07 2023-06-07 N N N 0.0481 1999983.80 1999983.80 0.0015 N N N N Bank of Montreal Bank of Montreal, 4.86% 06373L5C9 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-07-07 2023-07-07 N N N 0.0485 3999916.80 3999916.80 0.0029 N N N N Bank of Montreal Bank of Montreal, 5.00% 06373L4R7 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-05-10 2023-05-10 N N N 0.0495 2999976.30 2999976.30 0.0022 N N N N Bank of Montreal Bank of Montreal, 5.00% 06373L4P1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-05-02 2023-05-02 N N N 0.0443 5006380.50 5006380.50 0.0037 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 2023-02-01 2023-06-15 2023-06-15 N N N 0.0469 2999964.90 2999964.90 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 2023-02-01 2023-07-14 2023-07-14 N N N 0.0474 2999994.60 2999994.60 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 2023-02-01 2023-03-16 2023-03-16 N N N 0.0472 3999954.80 3999954.80 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 2023-02-01 2023-07-17 2023-07-17 N N N 0.0481 7999913.60 7999913.60 0.0059 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 2023-02-01 2023-07-07 2023-07-07 N N N 0.0482 1999983.80 1999983.80 0.0015 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 2023-02-01 2023-05-01 2023-05-01 N N N 0.0494 5000001.50 5000001.50 0.0037 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.06% 06417KTU3 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2023-06-28 2023-06-28 2023-06-28 N N N 0.0506 4899278.00 4899278.00 0.0036 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 4.55% 06744GVX7 G5GSEF7VJP5I7OUK5573 JMR511000 Financial Company Commercial Paper Y N/A N/A 2023-02-28 2023-02-28 2023-02-28 N N N 0.0455 2989476.60 2989476.60 0.0022 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 4.60% 06744GWK4 G5GSEF7VJP5I7OUK5573 JMS480000 Financial Company Commercial Paper Y N/A N/A 2023-02-16 2023-02-16 2023-02-16 N N N 0.0460 2994017.40 2994017.40 0.0022 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 4.60% 06744GWL2 G5GSEF7VJP5I7OUK5573 JMS481000 Financial Company Commercial Paper Y N/A N/A 2023-02-17 2023-02-17 2023-02-17 N N N 0.0460 2993640.60 2993640.60 0.0022 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 4.85% 06744GD41 G5GSEF7VJP5I7OUK5573 JQA753000 Financial Company Commercial Paper Y N/A N/A 2023-05-05 2023-05-05 2023-05-05 N N N 0.0485 1975131.40 1975131.40 0.0014 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 4.86% 06744GE24 G5GSEF7VJP5I7OUK5573 JQB602000 Financial Company Commercial Paper Y N/A N/A 2023-05-08 2023-05-08 2023-05-08 N N N 0.0486 1974293.00 1974293.00 0.0014 N N N N Bayerische Landesbank Bayerische Landesbank, 4.51% 07274MQN8 VDYMYTQGZZ6DU0912C88 JQC116000 Financial Company Commercial Paper Y N/A N/A 2023-03-22 2023-03-22 2023-03-22 N N N 0.0451 3975240.80 3975240.80 0.0029 N N N N Bayerische Landesbank Bayerische Landesbank, 4.66% 07274MQQ1 VDYMYTQGZZ6DU0912C88 JQD497000 Financial Company Commercial Paper Y N/A N/A 2023-03-24 2023-03-24 2023-03-24 N N N 0.0466 3972902.24 3972902.24 0.0029 N N N N BofA Securities, Inc. BofA Securities, Inc., 4.68% 06054CCL7 549300HN4UKV1E2R3U73 US06054CCL72 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-08-04 2023-08-04 N N N 0.0468 3999967.20 3999967.20 0.0029 N N N N BofA Securities, Inc. BofA Securities, Inc., 4.68% 06054CCN3 549300HN4UKV1E2R3U73 US06054CCN39 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-08-07 2023-08-07 N N N 0.0468 1999984.00 1999984.00 0.0015 N N N N BofA Securities, Inc. BofA Securities, Inc., 4.72% 06054CBU8 549300HN4UKV1E2R3U73 JLX024000 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-04-17 2023-04-17 N N N 0.0466 5999935.80 5999935.80 0.0044 N N N N BofA Securities, Inc. BofA Securities, Inc., 4.74% 06054CBN4 549300HN4UKV1E2R3U73 JLW324000 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-05-03 2023-05-03 N N N 0.0469 5999901.00 5999901.00 0.0044 N N N N BofA Securities, Inc. BofA Securities, Inc., 5.00% 06054CCC7 549300HN4UKV1E2R3U73 JMK424000 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-05-08 2023-05-08 N N N 0.0495 2999955.00 2999955.00 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 2023-02-01 2023-04-27 2023-04-27 N N N 0.0443 9004488.30 9004488.30 0.0066 N N N N DNB Bank ASA DNB Bank ASA, 4.67% 2332K4NF7 549300GKFG0RYRRQ1414 JLJ868000 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-04-10 2023-04-10 N N N 0.0440 7002710.40 7002710.40 0.0051 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 4.61% 31428GQG1 549300B2Q47IR0CR5B54 JOT432000 Financial Company Commercial Paper Y N/A N/A 2023-03-16 2023-03-16 2023-03-16 N N N 0.0461 12927562.70 12927562.70 0.0095 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 2023-02-01 2023-04-17 2023-04-17 N N N 0.0462 3999957.20 3999957.20 0.0029 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 4.73% 31428GRB1 549300B2Q47IR0CR5B54 JPT959000 Financial Company Commercial Paper Y N/A N/A 2023-04-11 2023-04-11 2023-04-11 N N N 0.0473 14864871.00 14864871.00 0.0109 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 2023-02-01 2023-02-28 2023-02-28 N N N 0.0480 3999997.20 3999997.20 0.0029 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 5.11% 31428GUK7 549300B2Q47IR0CR5B54 JPW879000 Financial Company Commercial Paper Y N/A N/A 2023-07-19 2023-07-19 2023-07-19 N N N 0.0511 2930090.40 2930090.40 0.0021 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 2023-02-01 2023-05-24 2023-05-24 N N N 0.0484 2999994.90 2999994.90 0.0022 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 2023-02-01 2023-05-17 2023-05-17 N N N 0.0483 2999967.60 2999967.60 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 2023-02-01 2023-05-10 2023-05-10 N N N 0.0483 2999976.60 2999976.60 0.0022 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X1P15 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0000 31996142.08 31996142.08 0.0234 N Y Y N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 4.48% 5148X1P23 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0448 1999512.80 1999512.80 0.0015 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 4.41% 53943SP19 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0441 10998681.10 10998681.10 0.0081 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 4.79% 53943SSB4 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2023-05-11 2023-05-11 2023-05-11 N N N 0.0479 1973855.60 1973855.60 0.0014 N N N N Lloyds Bank PLC Lloyds Bank PLC, 4.80% 53943SSC2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2023-05-12 2023-05-12 2023-05-12 N N N 0.0480 1973582.80 1973582.80 0.0014 N N N N Lloyds Bank PLC Lloyds Bank PLC, 4.80% 53943SSC2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2023-05-12 2023-05-12 2023-05-12 N N N 0.0480 13815080.16 13815080.16 0.0101 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 4.74% 60683CRD5 JBONEPAGQXF4QP29B387 JPV489000 Financial Company Commercial Paper Y N/A N/A 2023-04-13 2023-04-13 2023-04-13 N N N 0.0474 1981412.00 1981412.00 0.0015 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.47% 60689QP24 RB0PEZSDGCO3JS6CEU02 JMM539000 Financial Company Commercial Paper Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0447 7998057.60 7998057.60 0.0059 N N Y N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.59% 60689QPU2 RB0PEZSDGCO3JS6CEU02 JMQ901000 Financial Company Commercial Paper Y N/A N/A 2023-02-28 2023-02-28 2023-02-28 N N N 0.0459 3985863.20 3985863.20 0.0029 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.61% 60689QP99 RB0PEZSDGCO3JS6CEU02 JMP018000 Financial Company Commercial Paper Y N/A N/A 2023-02-09 2023-02-09 2023-02-09 N N N 0.0461 3995496.00 3995496.00 0.0029 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.80% 60689QR63 RB0PEZSDGCO3JS6CEU02 JPT938000 Financial Company Commercial Paper Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0480 1983002.60 1983002.60 0.0015 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 4.84% 60689QRC0 RB0PEZSDGCO3JS6CEU02 JPU947000 Financial Company Commercial Paper Y N/A N/A 2023-04-12 2023-04-12 2023-04-12 N N N 0.0484 2971960.80 2971960.80 0.0022 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 2023-02-01 2023-04-14 2023-04-14 N N N 0.0461 9999982.00 9999982.00 0.0073 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 2023-02-01 2023-04-13 2023-04-13 N N N 0.0439 6002619.00 6002619.00 0.0044 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 2023-02-01 2023-04-28 2023-04-28 N N N 0.0464 11999986.80 11999986.80 0.0088 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 2023-02-01 2023-03-15 2023-03-15 N N N 0.0463 10999871.30 10999871.30 0.0081 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 2023-02-01 2023-03-15 2023-03-15 N N N 0.0472 10999870.20 10999870.20 0.0081 N N N N National Bank of Canada National Bank of Canada, 4.84% 63307MSR1 BSGEFEIOM18Y80CKCV46 JMV088000 Financial Company Commercial Paper Y N/A N/A 2023-05-25 2023-05-25 2023-05-25 N N N 0.0484 9849837.00 9849837.00 0.0072 N N N N NatWest Markets PLC NatWest Markets PLC, 4.81% 63906FP78 RR3QWICWWIPCS8A4S074 0000729153 Financial Company Commercial Paper Y N/A N/A 2023-02-07 2023-02-07 2023-02-07 N N N 0.0481 1998172.20 1998172.20 0.0015 N N Y N Royal Bank of Canada Royal Bank of Canada, 4.71% 78015M6V7 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-04-03 2023-04-03 N N N 0.0465 8999799.30 8999799.30 0.0066 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 2023-02-01 2023-02-23 2023-02-23 N N N 0.0487 15999176.00 15999176.00 0.0117 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.58% 86563HPM6 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2023-02-21 2023-02-21 2023-02-21 N N N 0.0458 3989581.60 3989581.60 0.0029 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.58% 86564XPM0 5493006GGLR4BTEL8O61 JMN685000 Financial Company Commercial Paper Y N/A N/A 2023-02-21 2023-02-21 2023-02-21 N N N 0.0458 5984372.40 5984372.40 0.0044 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.59% 86564XPT5 5493006GGLR4BTEL8O61 JMQ152000 Financial Company Commercial Paper Y N/A N/A 2023-02-27 2023-02-27 2023-02-27 N N N 0.0459 9966415.00 9966415.00 0.0073 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.71% 86564XRB2 5493006GGLR4BTEL8O61 JPU411000 Financial Company Commercial Paper Y N/A N/A 2023-04-11 2023-04-11 2023-04-11 N N N 0.0471 991032.22 991032.22 0.0007 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.71% 86564XRB2 5493006GGLR4BTEL8O61 JPU408000 Financial Company Commercial Paper Y N/A N/A 2023-04-11 2023-04-11 2023-04-11 N N N 0.0471 1982064.40 1982064.40 0.0015 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 4.67% 86960LEK2 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-04-13 2023-04-13 N N N 0.0461 9999928.00 9999928.00 0.0073 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 4.89% 86960LEB2 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-03-01 2023-03-01 N N N 0.0434 15005566.50 15005566.50 0.0110 N N N N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 4.70% 86960LFJ4 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-07-24 2023-07-24 N N N 0.0470 3999993.60 3999993.60 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 2023-02-01 2023-03-16 2023-03-16 N N N 0.0475 14999353.50 14999353.50 0.0110 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 2023-02-01 2023-02-27 2023-02-27 N N N 0.0480 15999756.80 15999756.80 0.0117 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 4.98% 89119BUQ7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-07-24 2023-07-24 2023-07-24 N N N 0.0498 3906542.80 3906542.80 0.0029 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 4.99% 89119BUU8 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2023-07-28 2023-07-28 2023-07-28 N N N 0.0499 3904196.40 3904196.40 0.0029 N N N N UBS AG London Branch UBS AG London Branch, 4.16% 90276JQK5 BFM8T61CT2L1QCEMIK50 JLT940000 Financial Company Commercial Paper Y N/A N/A 2023-02-01 2023-02-03 2023-02-03 N N N 0.0418 5999945.40 5999945.40 0.0044 N N Y N UBS AG London Branch UBS AG London Branch, 4.98% 90351XSP9 BFM8T61CT2L1QCEMIK50 JMV143000 Financial Company Commercial Paper Y N/A N/A 2023-05-23 2023-05-23 2023-05-23 N N N 0.0498 2954434.80 2954434.80 0.0022 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 4.42% 04821UP14 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0442 23997120.00 23997120.00 0.0176 N Y Y N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 4.55% 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 0.0455 9992595.00 9992595.00 0.0073 N N Y N Gotham Funding Corp. Gotham Funding Corp., 4.60% 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 0.0460 12677809.29 12677809.29 0.0093 N N N N Gotham Funding Corp. Gotham Funding Corp., 4.79% 38346MRB2 549300Z2ZR7VTUMRPR17 JPU369000 Asset Backed Commercial Paper Y N/A N/A 2023-04-11 2023-04-11 2023-04-11 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0479 3963522.40 3963522.40 0.0029 N N N N Gotham Funding Corp. Gotham Funding Corp., 4.79% 38346MS13 549300Z2ZR7VTUMRPR17 JQA351000 Asset Backed Commercial Paper Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0479 3952900.00 3952900.00 0.0029 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 4.43% 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 0.0443 9997592.00 9997592.00 0.0073 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC, 4.90% 53127USJ0 549300F33VRHM10B9391 JPW792000 Asset Backed Commercial Paper Y N/A N/A 2023-05-18 2023-05-18 2023-05-18 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0490 18728594.50 18728594.50 0.0137 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 4.43% 82124MP20 549300MYF6MOTU9T3G29 JMM561000 Asset Backed Commercial Paper Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N Y BARCLAYS BANK PLC LIQUIDITY 1.0000 N/A N/A 0.0443 1999518.40 1999518.40 0.0015 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 4.31% JQD458000 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 2023-10-31 2027-08-31 0.5 - 4.664 2025900.00 2040322.59 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 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 4.3%, dated 1/31/2023 due 02/01/2023 B4TYDEB6GKMZO031MB27 JQD609000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-05-01 2051-04-01 2 - 2.5 11547125.00 6591007.17 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 6461000.00 6461000.00 0.0047 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 4.3%, dated 1/31/2023 due 02/01/2023 VJW2DOOHGDT6PR0ZRO63 JQD609000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-03-01 2053-02-01 0.125 - 8 1302112.00 1219762.64 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-02-08 2026-11-25 0 - 5.375 26940.00 27128.11 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-02-02 2052-11-15 0 - 6 357497.00 353284.60 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-05-15 2053-01-20 1.5 - 9 420813.00 262824.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-02-25 2053-02-01 0.25 - 9 1558853.00 1417462.52 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2024-09-15 2.875 - 2.875 15.00 14.87 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-02-01 2027-01-26 0.16 - 4.4 18749.00 18618.78 Agency Debentures and Agency Strips Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 3234000.00 3234000.00 0.0024 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 4.3%, dated 1/31/2023 due 02/01/2023 8NAV47T0Y26Q87Y0QP81 JQD609000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-03-31 2028-03-31 1.25 - 1.25 48865.00 43577.35 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2056-08-01 1.5 - 7 10729887.00 4585735.55 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0430 4538000.00 4538000.00 0.0033 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 Tennessee Valley Authority 549300HE1ISW43LNKM54 2056-03-15 2065-09-15 0 - 0 160000.00 27171.84 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-10-08 2052-12-01 0.75 - 4.5 66000.00 58126.09 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-12-29 2025-12-29 4.63 - 4.63 2959000.00 2977151.00 Agency Debentures and Agency Strips Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-06-15 2049-06-20 3.5 - 5.5 2895511.00 2040455.89 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2032-08-15 2032-08-15 2.75 - 2.75 1100.00 1046.19 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0422 2000000.00 2000000.00 0.0015 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 2032-08-15 2032-08-15 2.75 - 2.75 5400.00 5135.83 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-06-20 2052-07-20 2 - 5 3398710.00 3060453.60 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y CITIGROUP INC 1.0000 2 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0422 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 1/31/2023 due 02/01/2023 MBNUM2BPBDO7JBLYG310 JQD609000_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 2045-08-20 2053-01-20 2 - 6 7170122.00 4577287.94 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0430 4487000.00 4487000.00 0.0033 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 4.3%, dated 1/31/2023 due 02/01/2023 1VUV7VQFKUOQSJ21A208 JQD609000_02102 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 2023-03-31 2028-10-31 0.125 - 1.375 188076.00 174440.84 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 171000.00 171000.00 0.0001 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 4.31% 7LTWFZYICNSX8D621K86 JQD351000 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 3154657.00 3090370.35 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 3000000.00 3000000.00 0.0022 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 4.31% 7LTWFZYICNSX8D621K86 JQB339000 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 1052182.00 1030740.28 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0422 1000000.00 1000000.00 0.0007 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.31% FOR8UP27PHTHYVLBNG30 0000769993 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 2032-07-20 2048-11-20 4 - 6.5 8854056.00 402536.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-01-01 2051-04-01 2.5 - 5.5 63350592.00 5112318.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-02-01 2052-05-01 2.5 - 7 51780687.00 1626000.18 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 7000000.00 7000000.00 0.0051 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 4.3%, dated 1/31/2023 due 02/01/2023 CYYGQCGNHMHPSMRL3R97 JQD609000_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 2035-10-01 2053-01-01 1.5 - 6.5 655958.00 480961.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-06-01 2052-12-01 2.5 - 7 480772.00 343082.72 Agency Mortgage-Backed Securities Resolution Funding Corp 2025-07-15 2025-07-15 0 - 0 237.00 214.40 Agency Debentures and Agency Strips Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 808000.00 808000.00 0.0006 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 4.3%, dated 1/31/2023 due 02/01/2023 KBVRJ5K57JZ3E2AVWX40 JQD609000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-14 2052-05-15 0 - 4.5 380745.00 330976.49 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 324000.00 324000.00 0.0002 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 4.3%, dated 1/31/2023 due 02/01/2023 ZBUT11V806EZRVTWT807 JQD609000_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 2025-04-01 2061-12-01 1.5 - 7.5 6987798.00 5492335.95 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 5384000.00 5384000.00 0.0039 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 4.3%, dated 1/31/2023 due 02/01/2023 ZOMOLU8CGIZRYZ7PFU34 JQD609000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-06-01 2058-01-01 2 - 5.5 822228.00 586793.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-12-01 0.25 - 5.5 509962.00 260986.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-05-20 2072-01-20 2.5 - 6.332 100896.00 67269.42 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 897000.00 897000.00 0.0007 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 4.3%, dated 1/31/2023 due 02/01/2023 7TK5RJIZDFROZCA6XF66 JQD609000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-01 2053-01-01 2 - 6.5 598444.00 458034.83 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 449000.00 449000.00 0.0003 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 4.3%, dated 1/31/2023 due 02/01/2023 OXTKY6Q8X53C9ILVV871 JQD609000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-10-07 2028-11-16 0.65 - 3.25 45.00 43.39 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-02-15 2069-02-20 1.5 - 10 8548809.00 631593.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-02-15 2053-01-01 0 - 9.5 11376200.00 500539.03 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2038-01-15 0 - 7.125 15.00 15.20 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-05-16 2044-10-06 1.75 - 3.875 28.00 23.85 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-02-21 2052-02-15 0 - 7.625 4190686.00 4787101.33 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-02-02 2059-04-01 0 - 7.604 14350720.00 3267337.76 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 8974000.00 8974000.00 0.0066 N Y Y N RBC Dominion Securities RBC Dominion Securities, 4.31% 549300QJJX6CVVUXLE15 JPU392000 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 2048-05-20 2052-12-20 3 - 5 6482088.00 6368689.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2051-05-15 0.125 - 4.125 886300.00 788377.95 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-02-01 2052-02-01 2.5 - 2.5 1013.00 843.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-09-01 2041-09-01 4.5 - 4.5 4864.00 214.41 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0422 7000000.00 7000000.00 0.0051 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 4.3%, dated 1/31/2023 due 02/01/2023 549300QJJX6CVVUXLE15 JQD609000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2052-12-20 2 - 5.5 432482671.00 117503344.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-02-28 2052-11-15 0 - 6.75 6457306.00 5747292.37 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2052-02-01 2 - 5.5 111072235.00 23486097.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2052-10-01 1.5 - 5.5 66967836.00 21611562.80 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 165000000.00 165000000.00 0.1209 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 2051-07-20 2052-10-20 3 - 5 6400.00 5115.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2027-01-01 2053-01-01 2 - 7 15216906.00 13792149.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-01 2052-11-01 1.467 - 5.5 13890650.00 3626633.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2051-02-15 0.125 - 1.5 22400.00 17676.18 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 2 N N/A N/A N N 0.0424 17000000.00 17000000.00 0.0125 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 1/31/2023 due 02/01/2023 5U0XI89JRFVHWIBS4F54 JQD609000_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 2048-05-15 0.25 - 4.125 4172582.00 3870153.97 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-10-20 2046-10-20 2.5 - 2.5 277807.00 57848.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-09-01 2052-09-01 4.5 - 4.5 181920.00 174891.03 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 4020000.00 4020000.00 0.0029 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 4.3%, dated 1/31/2023 due 02/01/2023 5U0XI89JRFVHWIBS4F54 JQD609000_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 22079340.00 6459785.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2052-10-20 3 - 5.5 13812894.00 3428421.61 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 9692000.00 9692000.00 0.0071 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 4.31% SUVUFHICNZMP2WKHG940 JQD454000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-08-20 2051-08-20 3 - 3 5371794.00 4080489.12 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 4000000.00 4000000.00 0.0029 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 4.3%, dated 1/31/2023 due 02/01/2023 VYVVCKR63DVZZN70PB21 JQD609000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-07-20 2053-01-20 2 - 7 9441843.00 3661218.28 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 3589000.00 3589000.00 0.0026 N Y Y N Bank of Montreal Bank of Montreal, 4.71% 06367CY43 NQQ6HPCNCCU6TUTQYE16 US06367CY433 0000927971 Certificate of Deposit Y N/A N/A 2023-02-01 2023-04-04 2023-04-04 N N N 0.0441 2000793.40 2000793.40 0.0015 N N N N Bayerische Landesbank Bayerische Landesbank, 4.70% 0727MCA72 VDYMYTQGZZ6DU0912C88 JQB433000 Certificate of Deposit Y N/A N/A 2023-03-22 2023-03-22 2023-03-22 N N N 0.0460 4000110.00 4000110.00 0.0029 N N N N Bayerische Landesbank Bayerische Landesbank, 4.70% 0727MCB22 VDYMYTQGZZ6DU0912C88 JQC142000 Certificate of Deposit Y N/A N/A 2023-03-23 2023-03-23 2023-03-23 N N N 0.0461 2000046.60 2000046.60 0.0015 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 2023-02-01 2023-04-04 2023-04-04 N N N 0.0437 12005430.00 12005430.00 0.0088 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 2023-02-01 2023-02-27 2023-02-27 N N N 0.0433 16005436.80 16005436.80 0.0117 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 0.0453 9000918.00 9000918.00 0.0066 N N N N Credit Agricole CIB Credit Agricole CIB, 4.82% 22536CEG1 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2023-05-02 2023-05-02 2023-05-02 N N N 0.0471 4000576.80 4000576.80 0.0029 N N N N Credit Agricole CIB Credit Agricole CIB, 4.82% 22536CFK1 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2023-05-08 2023-05-08 2023-05-08 N N N 0.0473 4000378.00 4000378.00 0.0029 N N N N Credit Agricole CIB Credit Agricole CIB, 4.84% 22536CEA4 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2023-05-02 2023-05-02 2023-05-02 N N N 0.0471 9001732.50 9001732.50 0.0066 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 4.37% 51501JC52 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0431 3999993.60 3999993.60 0.0029 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 4.46% 51501JB38 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2023-02-06 2023-02-06 2023-02-06 N N N 0.0441 8999938.80 8999938.80 0.0066 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 4.48% 51501JBE4 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2023-02-07 2023-02-07 2023-02-07 N N N 0.0443 8999928.00 8999928.00 0.0066 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 4.51% 51501JCC7 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2023-02-06 2023-02-06 2023-02-06 N N N 0.0439 4000014.80 4000014.80 0.0029 N N Y 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 2023-02-01 2023-02-01 2023-02-01 N N N 0.0432 3000015.00 3000015.00 0.0022 N Y Y 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 2023-02-02 2023-02-02 2023-02-02 N N N 0.0432 3000028.80 3000028.80 0.0022 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 4.82% 60683DDW6 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0472 6000748.80 6000748.80 0.0044 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 4.82% 60683DDZ9 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2023-05-05 2023-05-05 2023-05-05 N N N 0.0472 8000967.20 8000967.20 0.0059 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 4.81% 60710RGM1 RB0PEZSDGCO3JS6CEU02 JQA323000 Certificate of Deposit Y N/A N/A 2023-05-05 2023-05-05 2023-05-05 N N N 0.0473 8000568.00 8000568.00 0.0059 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 2023-02-01 2023-02-01 2023-02-01 N N N 0.0424 12000160.80 12000160.80 0.0088 N Y Y N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 4.90% 60710RL45 RB0PEZSDGCO3JS6CEU02 US60710RL457 Certificate of Deposit Y N/A N/A 2023-02-01 2023-02-10 2023-02-10 N N N 0.0429 11001536.70 11001536.70 0.0081 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.65% 55380UEH6 C3GTMMZIHMY46P4OIX74 US55380UEH68 Certificate of Deposit Y N/A N/A 2023-02-01 2023-04-21 2023-04-21 N N N 0.0445 6001831.20 6001831.20 0.0044 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.67% 55380UEE3 C3GTMMZIHMY46P4OIX74 US55380UEE38 Certificate of Deposit Y N/A N/A 2023-02-01 2023-04-19 2023-04-19 N N N 0.0445 5001665.00 5001665.00 0.0037 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.67% 55380UEF0 C3GTMMZIHMY46P4OIX74 US55380UEF03 Certificate of Deposit Y N/A N/A 2023-02-01 2023-04-20 2023-04-20 N N N 0.0445 6002052.60 6002052.60 0.0044 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 4.78% 55380UDW4 C3GTMMZIHMY46P4OIX74 US55380UDW45 Certificate of Deposit Y N/A N/A 2023-02-01 2023-03-29 2023-03-29 N N N 0.0471 6999885.20 6999885.20 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 2023-02-01 2023-03-16 2023-03-16 N N N 0.0438 12005844.00 12005844.00 0.0088 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 2023-02-01 2023-02-03 2023-02-03 N N N 0.0430 4000066.40 4000066.40 0.0029 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.60% 86565FTK8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0429 4000022.80 4000022.80 0.0029 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.60% 86565FTL6 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0429 4000045.20 4000045.20 0.0029 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.70% 86565FUA8 5U0XI89JRFVHWIBS4F54 US86565FUA82 0001184915 Certificate of Deposit Y N/A N/A 2023-02-01 2023-02-06 2023-02-06 N N N 0.0431 6000289.20 6000289.20 0.0044 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 4.75% 86565FUD2 5U0XI89JRFVHWIBS4F54 US86565FUD22 0001184915 Certificate of Deposit Y N/A N/A 2023-02-01 2023-02-09 2023-02-09 N N N 0.0432 6000493.20 6000493.20 0.0044 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 2023-02-01 2023-02-15 2023-02-15 N N N 0.0433 6001024.20 6001024.20 0.0044 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.82% 86564MF60 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2023-05-08 2023-05-08 2023-05-08 N N N 0.0474 8000465.60 8000465.60 0.0059 N N N N Bank of America NA Bank of America NA, 4.64% 06050FEM0 B4TYDEB6GKMZO031MB27 0001102113 Certificate of Deposit Y N/A N/A 2023-02-01 2023-07-11 2023-07-11 N N N 0.0463 3999889.20 3999889.20 0.0029 N N N N Bank of America NA Bank of America NA, 5.12% 06052TU99 B4TYDEB6GKMZO031MB27 0001102113 Certificate of Deposit Y N/A N/A 2023-08-31 2023-08-31 2023-08-31 N N N 0.0511 4000000.00 4000000.00 0.0029 N N N N Citibank NA Citibank NA, 4.62% 17330QAK3 E57ODZWZ7FF32TWEFA76 US17330QAK31 Certificate of Deposit Y N/A N/A 2023-02-01 2023-02-03 2023-02-03 N N N 0.0426 6000127.20 6000127.20 0.0044 N N Y N Citibank NA Citibank NA, 4.67% 17330QAW7 E57ODZWZ7FF32TWEFA76 US17330QAW78 Certificate of Deposit Y N/A N/A 2023-02-01 2023-02-08 2023-02-08 N N N 0.0429 13000813.80 13000813.80 0.0095 N N N N Barclays Bank PLC Barclays Bank PLC, 4.39% G5GSEF7VJP5I7OUK5573 JQD571000 Non-Negotiable Time Deposit Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0439 32000000.00 32000000.00 0.0234 N Y Y N Credit Agricole CIB London Branch Credit Agricole CIB London Branch, 4.53% 1VUV7VQFKUOQSJ21A208 JQD471000 Non-Negotiable Time Deposit Y N/A N/A 2023-02-07 2023-02-07 2023-02-07 N N N 0.0443 8000000.00 8000000.00 0.0059 N N Y N Credit Agricole CIB Paris Branch Credit Agricole CIB Paris Branch, 4.35% JQB496000 Non-Negotiable Time Deposit Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0428 7999989.60 7999989.60 0.0059 N N Y N First Republic Bank (TD) First Republic Bank (TD), 4.38% JQD456000 Non-Negotiable Time Deposit Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0438 28000000.00 28000000.00 0.0205 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 4.37% DIZES5CFO5K3I5R58746 JQA667000 Non-Negotiable Time Deposit Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0437 6000000.00 6000000.00 0.0044 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 4.37% DIZES5CFO5K3I5R58746 JQB278000 Non-Negotiable Time Deposit Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0430 3999994.80 3999994.80 0.0029 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 4.33% RB0PEZSDGCO3JS6CEU02 JQD519000 Non-Negotiable Time Deposit Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0433 13000000.00 13000000.00 0.0095 N Y Y N Royal Bank of Canada Royal Bank of Canada, 4.32% ES7IP3U3RHIGC71XBU11 JQD455000 Non-Negotiable Time Deposit Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0432 8000000.00 8000000.00 0.0059 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 4.32% F3JS33DEI6XQ4ZBPTN86 JQD465000 Non-Negotiable Time Deposit Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0432 54000000.00 54000000.00 0.0396 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 4.46% RUC0QBLBRPRCU4W1NE59 JQD500000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CREDIT SUISSE AG NEW YORK FR 5%070927 549300D0YARF5HYP1809 2027-07-09 2027-07-09 5 - 5 250000.00 236648.89 Corporate Debt Securities WALMART INC SR GLBL NT 30 Y87794H0US1R65VBXU25 2030-02-15 2030-02-15 7.55 - 7.55 1688000.00 2078576.00 Corporate Debt Securities HASBRO INC CR SEN SR GLBL29 549300NUB6D2R1ITYR45 2029-11-19 2029-11-19 3.9 - 3.9 8000.00 7355.28 Corporate Debt Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0446 2000000.00 2000000.00 0.0015 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 4.52% RUC0QBLBRPRCU4W1NE59 JQD501000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BK OF AMERICA CORP PERP GLBL -AA NT 9DJT3UXIJIZJI4WXO774 2500-12-31 2500-12-31 6.1 - 6.1 1389000.00 1420538.02 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT2.4%25 5493006ORUSIL88JOE18 2025-03-15 2025-03-15 2.4 - 2.4 70000.00 66916.97 Corporate Debt Securities BROADCOM INC SR GLBL NT 29 549300WV6GIDOZJTV909 2029-04-15 2029-04-15 4.75 - 4.75 60000.00 59849.77 Corporate Debt Securities HORIZON PHARMA USA INC SR GLBL 144A 27 2027-08-01 2027-08-01 5.5 - 5.5 200000.00 209478.00 Corporate Debt Securities TEGNA INC SR GLBL NT 5%29 549300YC5EDBGX85AO10 2029-09-15 2029-09-15 5 - 5 109000.00 104655.14 Corporate Debt Securities DOMINION ENERGY INC SR GLBL -B NT 28 ILUL7B6Z54MRYCF6H308 2028-06-01 2028-06-01 4.25 - 4.25 252000.00 247580.76 Corporate Debt Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0452 2000000.00 2000000.00 0.0015 N Y Y N BMO Chicago Branch BMO Chicago Branch, 4.52% 3Y4U8VZURTYWI1W2K376 JQD507000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ZIGGO BD CO BV SR GLBL 144A 30 213800JYI4P7V5QDOG59 2030-02-28 2030-02-28 5.125 - 5.125 202000.00 167117.71 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL 144A 27 BUGSFQZERKRBFWIG5267 2027-01-15 2027-01-15 4.375 - 4.375 2000.00 1792.23 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.001%52 5493009NTB34VXE1T760 2052-03-17 2052-03-17 3.001 - 3.001 1000.00 727.87 Corporate Debt Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-25 2051-12-25 2 - 2 7704707.00 868325.33 Agency Debentures and Agency Strips Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 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 JQD502000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TAILWIND INTERNATNAL ACQ CORP COM CL A 2500-12-31 2500-12-31 N/A 1.00 10.15 Equities TLGY ACQUISITION CORPORATION CLASS A ORD SHS 2500-12-31 2500-12-31 N/A 10151.00 105265.87 Equities PROJECT ENERGY REIMAGINED ACQU CLASS A ORD 2500-12-31 2500-12-31 N/A 1.00 10.10 Equities VAHANNA TECH EDGE ACQSTN I CRP CLASS A ORD 2500-12-31 2500-12-31 N/A 118000.00 1221300.00 Equities TWIN RIDGE CAPITAL ACQUIS CORP SHS CL A 2500-12-31 2500-12-31 N/A 88.00 894.96 Equities RICE ACQUISITION CORP II SHS CL A 2500-12-31 2500-12-31 N/A 73033.00 746032.09 Equities NEW VISTA ACQUISITION CORP CL A SHS 2500-12-31 2500-12-31 N/A 8735.00 88660.25 Equities GOGREEN INVESTMENTS CORP ORD SHS CL A 2500-12-31 2500-12-31 N/A 22.00 230.12 Equities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0457 2000000.00 2000000.00 0.0015 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 4.58% 7VHWWWW4UJS7NUM3PT30 JQC170000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALPHAVEST ACQUISITION CORP ORDINARY SHARES 2500-12-31 2500-12-31 N/A 57825.00 582297.75 Equities KAIROUS ACQUISITION CORP LTD ORDINARY SHARES 2500-12-31 2500-12-31 N/A 19213.00 201736.50 Equities BP PLC SPONSORED ADR 213800LH1BZH3DI6G760 2500-12-31 2500-12-31 N/A 15705.00 568049.85 Equities LIFE STORAGE INC COM W9EE01AFDDF9DQCQZC68 2500-12-31 2500-12-31 N/A 1.00 104.44 Equities TECNOGLASS INC ORD SHS 529900YRWTPOC2E6IO67 2500-12-31 2500-12-31 N/A 11972.00 400463.40 Equities MAGNUM OPUS ACQUISITION LTD UNIT EX 060326 2500-12-31 2500-12-31 N/A 4458.00 45285.26 Equities BILANDER ACQUISITION CORP CL A COM 2500-12-31 2500-12-31 N/A 568.00 5651.60 Equities AZUL S A SPONSR ADR PFD 549300Z0MWZ57Q9RR205 2500-12-31 2500-12-31 N/A 5.00 34.10 Equities WELSBACH TECH METALS ACQU CORP COM 2500-12-31 2500-12-31 N/A 140473.00 1438443.52 Equities Y N/A N/A 2023-02-03 2023-02-03 2023-02-03 N N N 0.0439 3000021.30 3000021.30 0.0022 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 TRANSOCEAN INC SR GLBL EXC BD29 DOL4HJ22ADYSIWES4H94 2029-09-30 2029-09-30 4.625 - 4.625 11000.00 23011.08 Equities UNITI GROUP INC SR GLBL COCO 27 2027-12-01 2027-12-01 7.5 - 7.5 797000.00 807128.54 Equities JOYY INC SR COCO 25 549300N6CHVU5CQZPW24 2025-06-15 2025-06-15 0.75 - 0.75 1000.00 957.43 Equities AVADEL FIN CAYMAN LTD SR GLBL COCO 23 2023-10-02 2023-10-02 4.5 - 4.5 419000.00 400637.33 Equities AVID SPV LLC SR GLBL COCO 26 2026-03-15 2026-03-15 1.25 - 1.25 1000.00 1012.22 Equities AIRBNB INC SR GLBL COCO 26 549300HMUDNO0RY56D37 2026-03-15 2026-03-15 N/A 1000.00 856.00 Equities CARNIVAL CORP SR GLBL COCO 27 F1OF2ZSX47CR0BCWA982 2027-12-01 2027-12-01 5.75 - 5.75 40000.00 44440.00 Equities ALPHATEC HLDGS INC SR GLBL COCO 26 549300EZE8CQ8K65FS24 2026-08-01 2026-08-01 0.75 - 0.75 23000.00 21813.89 Equities RLJ LODGING TR CUM CONV PFD A 549300T03GDH1L37S188 2500-12-31 2500-12-31 1.95 - 1.95 6444.00 160906.68 Equities LI AUTO INC SR COCO 28 2549003R73Q70J5H4I65 2028-05-01 2028-05-01 0.25 - 0.25 219000.00 246510.35 Equities GUESS INC SR GLBL COCO 24 549300QVH3ZK2DW0KP86 2024-04-15 2024-04-15 2 - 2 77000.00 84913.20 Equities BLACKLINE INC SR GLBL COCO 26 529900P9N7PK9LV5EK56 2026-03-15 2026-03-15 N/A 2000.00 1730.00 Equities SHIFT TECHNOLOGIES INC SR GLBL COCO 26 5493000DBZBX1I1QVY71 2026-05-15 2026-05-15 4.75 - 4.75 1883000.00 209630.21 Equities ASSERTIO HOLDINGS INC SR GLBL 144A 27 2027-09-01 2027-09-01 6.5 - 6.5 1500000.00 1895650.00 Equities CLARIVATE PLC 5.25% PFD CONV A 549300WDHIIODXFO0R55 2500-12-31 2500-12-31 5.25 - 5.25 1984.00 95152.64 Equities IQIYI INC SR COCO 25 222100XL8T2Q5B8MS302 2025-04-01 2025-04-01 2 - 2 654000.00 641973.67 Equities NOGIN INC SR GLBL 144A 26 2026-09-01 2026-09-01 7 - 7 2500000.00 1690097.22 Equities UBER TECHNOLOGIES INC SR GLBL COCO 25 549300B2FTG34FILDR98 2025-12-15 2025-12-15 0 - 0 218000.00 190536.36 Equities Y N/A N/A 2023-02-21 2023-02-21 2023-02-21 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 21 N N/A N/A N N 0.0470 6000000.00 6000000.00 0.0044 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 GRAPHIC PACKAGING INTL LLC SR GLBL 144A 28 SO75N4VY5NXGQSK8YQ65 2028-03-15 2028-03-15 3.5 - 3.5 222000.00 201685.27 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC GLBL NT28 2028-03-15 2028-03-15 4.2 - 4.2 305000.00 293842.08 Corporate Debt Securities HCA INC. 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Morgan Securities, LLC J.P. Morgan Securities, LLC, 4.89% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N T ROWE PRICE ETF INC US HIGH YIELD 549300BVE1V7N27YJU96 2500-12-31 2500-12-31 N/A 295.00 15323.78 Equities RBB FD INC US TREASRY 12 MT 2500-12-31 2500-12-31 N/A 6546.00 329034.69 Equities PROSHARES TR MSCI TRANFRMTNAL LIZENFIQJTTT2RI1UP54 2500-12-31 2500-12-31 N/A 7415.00 250543.95 Equities ABRDN ETFS BBG INDUSTRL MET 549300PWXO8WGDSMS419 2500-12-31 2500-12-31 N/A 24288.00 640360.41 Equities GLOBAL X FDS E COMMERCE ETF 549300VKDE3V7TRRED38 2500-12-31 2500-12-31 N/A 829.00 16372.75 Equities T ROWE PRICE ETF INC FLOATING RATE 549300BVE1V7N27YJU96 2500-12-31 2500-12-31 N/A 1772.00 89787.24 Equities ISHARES TR ESG MSCI EM LDRS 549300LR0SMCL4YVFM54 2500-12-31 2500-12-31 N/A 2215.00 105544.75 Equities PACER FDS TR DATA & DIGI REVO 549300051OR8HO5W5V21 2500-12-31 2500-12-31 N/A 161.00 3815.18 Equities SMILEDIRECTCLUB INC SR GLBL COCO 26 254900QFZEGKCURCJS93 2026-02-01 2026-02-01 N/A 23751000.00 4037670.00 Equities TRIP COM GROUP LTD SR CV BD 1.99%25 2549004RMYDSRQL4KW41 2025-07-01 2025-07-01 1.99 - 1.99 120000.00 108545.17 Equities GREAT AJAX CORP 7.25 CV SR NT 24 5493004ID2QQWNGDYC18 2024-04-30 2024-04-30 7.25 - 7.25 56421.00 1386263.97 Equities PIMCO ETF TR PREFERRED AND CP 3JA8FFHDP0WD6S8AJT23 2500-12-31 2500-12-31 N/A 19149.00 969513.87 Equities FIRST TR EXCH TRD ALPHDX FD II EX US SML CP 5493000DZJC8BJLIJI03 2500-12-31 2500-12-31 N/A 1148.00 45621.52 Equities ANDRETTI ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 587076.00 6064495.08 Equities Y N/A N/A 2023-05-01 2023-05-01 2023-05-22 Y JPMORGAN SECS (NON GOV REPO) 1.0000 90 N N/A N/A N N 0.0484 13000000.00 13000000.00 0.0095 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 4.55% K5HU16E3LMSVCCJJJ255 JQD506000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ESTABLISHMENT LABS HLDGS INC COM 549300BCBQ714JNJ7V58 2500-12-31 2500-12-31 N/A 32138.00 2160316.36 Equities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0455 2000000.00 2000000.00 0.0015 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. 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Mizuho Securities U.S.A., Inc., 4.59% 7TK5RJIZDFROZCA6XF66 JQD504000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ARAMARK COM 549300MR6PG2DWZUIL39 2500-12-31 2500-12-31 N/A 24718.00 1080176.60 Equities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0459 1000000.00 1000000.00 0.0007 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 4.82% 7TK5RJIZDFROZCA6XF66 JPV534000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SEALED AIR CORP / SEALED AIR C SR 144A NT 28 2028-02-01 2028-02-01 6.125 - 6.125 1000000.00 1005980.00 Corporate Debt Securities ECOPETROL S A SR GLBL NT 30 254900IDGKCJICKBPA66 2030-04-29 2030-04-29 6.875 - 6.875 25000.00 23951.21 Corporate Debt Securities RAYONIER A.M. PRODS INC SR GLBL 144A 24 549300ZGRDDK1QM6MM16 2024-06-01 2024-06-01 5.5 - 5.5 144000.00 143520.00 Corporate Debt Securities CHATHAM DELTA PARENT INC SR GLBL PIK 31 2031-10-15 2031-10-15 10 - 10 313565.00 543861.07 Corporate Debt Securities MODIVCARE INC SR GLBL 144A 29 2029-10-01 2029-10-01 5 - 5 504000.00 448266.00 Corporate Debt Securities Y N/A N/A 2023-03-14 2023-03-14 2023-03-14 N N N 0.0473 2000000.00 2000000.00 0.0015 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 United States Treasury 254900HROIFWPRGM1V77 2030-01-15 2031-02-15 0.125 - 1.125 639100.00 571421.32 U.S. Treasuries (including strips) DT AUTO OWNER TR 2018-3 E 20251117 5.33000 2025-11-17 2025-11-17 5.33 - 5.33 1480000.00 1266623.57 Asset-Backed Securities BIRCH GROVE CLO LTD 2022-4 A-1 20340417 FLT 2034-04-17 2034-04-17 6.148 - 6.148 250000.00 246982.68 Asset-Backed Securities Y N/A N/A 2023-03-31 2023-03-31 2023-03-31 N N N 0.0474 2000000.00 2000000.00 0.0015 N N N Y 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 United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2023-03-31 1.5 - 1.5 2040000.00 2040286.99 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0457 2000000.00 2000000.00 0.0015 N Y Y N Societe Generale Societe Generale, 4.52% O2RNE8IBXP4R0TD8PU41 JQA714000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OFFICE PPTYS INCOME TR SR NT 4.5%25 529900WFAP4ROYDYS509 2025-02-01 2025-02-01 4.5 - 4.5 2000.00 1909.56 Corporate Debt Securities ILLUMINATE BUYER LLC / ILLUMIN SR GLBL 144A 28 2028-07-01 2028-07-01 9 - 9 2000.00 1799.28 Corporate Debt Securities BANCO DO BRASIL S A GRAND CAYM FR 4.625%011525 QE0Q0253K88YAGNPE356 2025-01-15 2025-01-15 4.625 - 4.625 200000.00 196385.42 Corporate Debt Securities US BANCORP FR 4.548%072228 N1GZ7BBF3NP8GI976H15 2028-07-22 2028-07-22 4.548 - 4.548 45000.00 44776.67 Corporate Debt Securities MEIJI YASUDA LIFE INS CO SUB GLBL REGS 45 549300SLU4LP6YMRLK07 2045-10-20 2045-10-20 5.2 - 5.2 771000.00 773208.49 Corporate Debt Securities WELLS FARGO & CO FR 3.35%030233 PBLD0EJDB5FWOLXP3B76 2033-03-02 2033-03-02 3.35 - 3.35 5000.00 4464.13 Corporate Debt Securities UNITED STATES STL CORP SR GLBL NT 29 JNLUVFYJT1OZSIQ24U47 2029-03-01 2029-03-01 6.875 - 6.875 34000.00 35245.96 Corporate Debt Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0452 1000000.00 1000000.00 0.0007 N Y Y N Truist Securities, Inc. Truist Securities, Inc., 4.60% CSVTK36R0PNGXEM7NS14 JQD505000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NEW YORK ST TWY AUTH ST PERS I BDS 2022 2053-03-15 2053-03-15 5 - 5 5000.00 5565.79 Other Instrument MUNICIPAL DEBT WEST VA PKWYS AUTH TPK TOLL RE SR LIEN BDS 2021 2043-06-01 2043-06-01 4 - 4 65000.00 66137.28 Other Instrument MUNICIPAL DEBT ELKHART CNTY IND BLDG CORP LEA BDS 2022 2033-12-01 2033-12-01 3 - 3 980000.00 955108.00 Other Instrument MUNICIPAL DEBT MORGAN STANLEY FR 2.484%091636 IGJSJL3JD5P30I6NJZ34 2036-09-16 2036-09-16 2.484 - 2.484 11000.00 8597.10 Corporate Debt Securities TEWKSBURY MASS GO MUNI PURP LN BDS 2019 2035-06-01 2035-06-01 3 - 3 15000.00 14838.45 Other Instrument MUNICIPAL DEBT Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0460 1000000.00 1000000.00 0.0007 N Y Y N Truist Securities, Inc. Truist Securities, Inc., 4.85% CSVTK36R0PNGXEM7NS14 JQD510000 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 1091000.00 1079635.42 Equities WOLFSPEED INC SR GLBL COCO 28 549300OGU88P3AW3TO93 2028-02-15 2028-02-15 0.25 - 0.25 1000.00 898.65 Equities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 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 CREDIT AGRICOLE CORP 2023-05-22 2023-05-22 N/A 3136730.00 3090384.81 Money Market Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 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 2023-05-04 2023-05-04 N/A 1052058.00 1038281.30 Money Market Y N/A N/A 2023-02-03 2023-02-03 2023-02-03 N N N 0.0487 1000000.00 1000000.00 0.0007 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 5.37% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SEA LTD SR GLBL CV NT 26 529900OM6JLLW44YKI15 2026-09-15 2026-09-15 0.25 - 0.25 1398000.00 1081265.62 Equities Y N/A N/A 2023-04-26 2023-04-26 2023-04-26 N N N 0.0529 1000000.00 1000000.00 0.0007 N N N Y Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 4.51% Series 2008, LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2023-02-07 2023-02-07 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 0.0451 25155000.00 25155000.00 0.0184 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 4.30% JQD461000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2027-08-31 2 - 3.125 2133200.00 2040278.33 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 2000000.00 2000000.00 0.0015 N Y Y N Barclays Bank PLC Barclays Bank PLC, 4.30% G5GSEF7VJP5I7OUK5573 JQD467000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2032-11-15 2032-11-15 4.125 - 4.125 14461000.00 15301866.24 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 15000000.00 15000000.00 0.0110 N Y Y N Commerz Markets LLC Commerz Markets LLC, 4.31% 549300IMBXQ8SGH3HJ31 JQD472000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2026-02-28 0.5 - 0.5 2256000.00 2040299.91 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 2000000.00 2000000.00 0.0015 N Y Y N Commerz Markets LLC Commerz Markets LLC, 4.31% 549300IMBXQ8SGH3HJ31 JQB292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2041-02-15 1.875 - 4.125 4042400.00 3062210.78 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0422 3000000.00 3000000.00 0.0022 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 4.31% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-05-30 2023-05-30 0 - 0 1035800.00 1020157.35 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 1000000.00 1000000.00 0.0007 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 4.31% 549300H47WTHXPU08X20 JQD559000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 0.375 - 0.375 2216300.00 2041108.22 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 2000000.00 2000000.00 0.0015 N Y Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2023-02-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer