N-MFP2
    
      
        
          0001022695
          XXXXXXXX
        
      
      
    
  
  
    
      2021-11-30
      0001022695
      549300Z2OZVEF65D8I44
      S000007181
      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
      
      
        PRICEWATERHOUSECOOPERS LLP
        Boston
        MA
      
      
        None
      
      
        FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC
        0000862124
        084-01839
      
      N
      N
      N
      Prime
      N
      12
      12
      
        36922508691.97
        35485478178.22
        34577537404.90
        29798621452.29
      
      
        36922508691.97
        35485478178.22
        34577537404.90
        29798621452.29
      
      
        0.9800
        0.9800
        0.9800
        0.9700
      
      
        0.9800
        0.9800
        0.9800
        0.9700
      
      695506921.55
      31331800324.00
      31331789902.07
      238818.21
      1861144.03
      32025684919.73
      32022733623.03
      0.0007
      
        1.0001
        1.0001
        1.0001
        1.0001
      
    
    
      C000019656
      1.00
      32025684919.73
      32022733623.03
      
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        4218630519.60
        4875982919.54
      
      
        3936294759.30
        5295822772.84
      
      
        4075720582.14
        4797103006.81
      
      
        4466171978.78
        8525481649.72
      
      
        19736601736.22
        25224629504.41
      
      0.0007
      N
    
    
      Federal Reserve Bank of New York
      Federal Reserve Bank of New York, 0.05%
      254900Y8NKGV541U8Q32
      0001457970
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-06-30
              2029-08-15
            
          
          0.125 - 1.75
          23299224700.00
          23337032482.90
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      23337000000.00
      23337000000.00
      0.7287
      N
      Y
      Y
      N
    
    
      SMBC Nikko Securities America, Inc.
      SMBC Nikko Securities America, Inc., 0.05%
      6PJDTY319315T5LR2241
      IEE066000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY
          
            
              2022-05-15
              2049-08-15
            
          
          0.625 - 2.75
          772137000.00
          785605666.82
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      770000000.00
      770000000.00
      0.0240
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.02%
      912796P52
      US912796P526
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-07
      N
      N
      N
      0.0002
      14999953.05
      14999953.05
      0.0005
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.04%
      912796Q93
      US912796Q938
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-02-01
      2022-02-01
      2022-02-01
      N
      N
      N
      0.0004
      427468339.35
      427468339.35
      0.0133
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.05%
      912796C31
      US912796C318
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-01-27
      2022-01-27
      2022-01-27
      N
      N
      N
      0.0005
      365772488.18
      365772488.18
      0.0114
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.05%
      912796R76
      US912796R761
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-02-08
      2022-02-08
      2022-02-08
      N
      N
      N
      0.0005
      396863485.20
      396863485.20
      0.0124
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.05%
      912796L72
      US912796L723
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-02-10
      2022-02-10
      2022-02-10
      N
      N
      N
      0.0005
      85491526.95
      85491526.95
      0.0027
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.05%
      912796R92
      US912796R928
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-02-22
      2022-02-22
      2022-02-22
      N
      N
      N
      0.0005
      363255608.37
      363255608.37
      0.0113
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.05%
      912796S26
      US912796S264
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0005
      499933750.00
      499933750.00
      0.0156
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.05%
      912796S83
      US912796S835
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-03-15
      2022-03-15
      2022-03-15
      N
      N
      N
      0.0005
      499920555.00
      499920555.00
      0.0156
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.06%
      912796S75
      US912796S751
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-03-08
      2022-03-08
      2022-03-08
      N
      N
      N
      0.0006
      564911701.80
      564911701.80
      0.0176
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.06%
      912796S91
      US912796S918
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-03-22
      2022-03-22
      2022-03-22
      N
      N
      N
      0.0006
      349932012.50
      349932012.50
      0.0109
      N
      Y
      Y
      N
    
    
      Barclays Bank PLC
      Barclays Bank PLC, 0.14%
      G5GSEF7VJP5I7OUK5573
      IEE258000
      Non-Negotiable Time Deposit
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0014
      422000000.00
      422000000.00
      0.0132
      N
      Y
      Y
      N
    
    
      Credit Agricole CIB
      Credit Agricole CIB, 0.08%
      1VUV7VQFKUOQSJ21A208
      IEE317000
      Non-Negotiable Time Deposit
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0008
      563000000.00
      563000000.00
      0.0176
      N
      Y
      Y
      N
    
    
      Credit Agricole CIB
      Credit Agricole CIB, 0.08%
      1VUV7VQFKUOQSJ21A208
      IEE149000
      Non-Negotiable Time Deposit
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0008
      813000000.00
      813000000.00
      0.0254
      N
      Y
      Y
      N
    
    
      Mizuho Bank Ltd.
      Mizuho Bank Ltd., 0.07%
      RB0PEZSDGCO3JS6CEU02
      IEE362000
      Non-Negotiable Time Deposit
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0007
      133000000.00
      133000000.00
      0.0042
      N
      Y
      Y
      N
    
    
      Mizuho Bank Ltd. Canada Branch
      Mizuho Bank Ltd. Canada Branch, 0.08%
      RB0PEZSDGCO3JS6CEU02
      IEE186000
      Non-Negotiable Time Deposit
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0008
      133000000.00
      133000000.00
      0.0042
      N
      Y
      Y
      N
    
    
      Royal Bank of Canada
      Royal Bank of Canada, 0.07%
      ES7IP3U3RHIGC71XBU11
      IEE144000
      Non-Negotiable Time Deposit
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0007
      88000000.00
      88000000.00
      0.0027
      N
      Y
      Y
      N
    
    
      The Toronto-Dominion Bank
      The Toronto-Dominion Bank, 0.08%
      PT3QB789TSUIDF371261
      0000947263
      Non-Negotiable Time Deposit
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0008
      82000000.00
      82000000.00
      0.0026
      N
      Y
      Y
      N
    
    
      BMO Capital Markets Corp.
      BMO Capital Markets Corp., 0.21%
      RUC0QBLBRPRCU4W1NE59
      IEE155000
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          EQUINIX INC                    SR GLBL NT3.2%29
          549300EVUN2BTLJ3GT74
          
            
              2029-11-18
              2029-11-18
            
          
          3.2 - 3.2
          4799000.00
          5001309.84
          Corporate Debt Securities
        
        
          JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 2%31
          
            
              2031-09-16
              2031-09-16
            
          
          2 - 2
          5000000.00
          4819855.56
          Corporate Debt Securities
        
        
          NOV INC                        SR NT 3.95%42
          549300EHF3IW1AR6U008
          
            
              2042-12-01
              2042-12-01
            
          
          3.95 - 3.95
          4300000.00
          4273943.19
          Corporate Debt Securities
        
        
          VISA INC                       SR GLBL NT2.7%40
          549300JZ4OKEHW3DPJ59
          
            
              2040-04-15
              2040-04-15
            
          
          2.7 - 2.7
          7000000.00
          7144165.00
          Corporate Debt Securities
        
        
          UNITEDHEALTH GROUP INC         SR GLBL NT 2%30
          549300GHBMY8T5GXDE41
          
            
              2030-05-15
              2030-05-15
            
          
          2 - 2
          10000000.00
          9902833.33
          Corporate Debt Securities
        
        
          DANSKE BK A/S                  FR 1.549%091027
          MAES062Z21O4RZ2U7M96
          
            
              2027-09-10
              2027-09-10
            
          
          1.549 - 1.549
          1437000.00
          1409010.43
          Corporate Debt Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0021
      31000000.00
      31000000.00
      0.0010
      N
      Y
      Y
      N
    
    
      BNP Paribas Prime Brokerage, Inc.
      BNP Paribas Prime Brokerage, Inc., 0.53%
      7VHWWWW4UJS7NUM3PT30
      IDC299000
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          TRAVERE THERAPEUTICS INC       SR GLBL COCO 25
          
            
              2025-09-15
              2025-09-15
            
          
          2.5 - 2.5
          2000.00
          2109.10
          Equities
        
        
          SNAP INC                       SR GLBL COCO 25
          549300JNC0L6VP8A2Q35
          
            
              2025-05-01
              2025-05-01
            
          
          0.25 - 0.25
          6000.00
          13816.63
          Equities
        
        
          PEBBLEBROOK HOTEL TR           SR GLBL CV NT 26
          5493004Q1NNH6JXCSI52
          
            
              2026-12-15
              2026-12-15
            
          
          1.75 - 1.75
          244000.00
          264383.96
          Equities
        
        
          VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT29
          
            
              2029-08-15
              2029-08-15
            
          
          3.875 - 3.875
          1773000.00
          1808244.53
          Corporate Debt Securities
        
        
          BK OF AMERICA CORP             7.25%CNV PFD L
          9DJT3UXIJIZJI4WXO774
          
            
              2500-12-31
              2500-12-31
            
          
          7.25 - 7.25
          867.00
          1232874.00
          Equities
        
        
          SOUTHWEST AIRLS CO             SR GLBL COCO 25
          UDTZ87G0STFETI6HGH41
          
            
              2025-05-01
              2025-05-01
            
          
          1.25 - 1.25
          38000.00
          51195.76
          Equities
        
        
          BRIDGEBIO PHARMA INC           SR GLBL COCO 29
          54930028YG89VTY2J114
          
            
              2029-02-01
              2029-02-01
            
          
          2.25 - 2.25
          1000.00
          806.14
          Equities
        
        
          AIRBNB INC                     SR GLBL COCO 26
          549300HMUDNO0RY56D37
          
            
              2026-03-15
              2026-03-15
            
          
          N/A
          1000.00
          1006.35
          Equities
        
        
          WOLFSPEED INC                  SR GLBL COCO 26
          549300OGU88P3AW3TO93
          
            
              2026-05-01
              2026-05-01
            
          
          1.75 - 1.75
          2118000.00
          5941413.01
          Equities
        
        
          THERAVANCE BIOPHARMA INC       SR CV NT 3.25%23
          
            
              2023-11-01
              2023-11-01
            
          
          3.25 - 3.25
          1000.00
          951.87
          Equities
        
        
          ZYNGA INC                      SR GLBL COCO 24
          549300XNQ0U2EL088Z74
          
            
              2024-06-01
              2024-06-01
            
          
          0.25 - 0.25
          6574000.00
          7010467.95
          Equities
        
        
          GOL EQUITY FIN                 SR EXC 144A NT24
          222100H9BH197YU7RY14
          
            
              2024-07-15
              2024-07-15
            
          
          3.75 - 3.75
          4565000.00
          3933169.76
          Equities
        
        
          PIONEER NAT RES CO             SR GLBL COCO 25
          FY8JBF7CCL2VE4F1B628
          
            
              2025-05-15
              2025-05-15
            
          
          0.25 - 0.25
          11000.00
          19440.79
          Equities
        
        
          HUAZHU GROUP LTD               SR CV NT0.375%22
          549300Y5ML31FVN83730
          
            
              2022-11-01
              2026-05-01
            
          
          0.375 - 3
          868000.00
          1015986.30
          Equities
        
        
          SUNNOVA ENERGY INTL INC.       SR GLBL COCO 26
          549300JK1Y1VVC3JU540
          
            
              2026-12-01
              2026-12-01
            
          
          0.25 - 0.25
          1061000.00
          1348226.55
          Equities
        
        
          CITIZENS FINL GROUP INC        ALT TIER I PERP
          2138004JDDA4ZQUPFW65
          
            
              2500-12-31
              2500-12-31
            
          
          6.375 - 6.375
          2910000.00
          3046951.88
          Corporate Debt Securities
        
        
          ACCURAY INC DEL                SR GLBL COCO 26
          549300G28LY4TZKZJG51
          
            
              2026-06-01
              2026-06-01
            
          
          3.75 - 3.75
          1800000.00
          2142064.50
          Equities
        
        
          AERCAP HOLDINGS NV             JR SB GLBL NT 79
          549300SZYINBBLJQU475
          
            
              2079-10-10
              2079-10-10
            
          
          5.875 - 5.875
          5405000.00
          5611253.30
          Corporate Debt Securities
        
        
          BAOZUN INC                     SR CV NT1.625%24
          549300IF0HZ7T4762633
          
            
              2024-05-01
              2024-05-01
            
          
          1.625 - 1.625
          36000.00
          33392.12
          Equities
        
        
          UNITY SOFTWARE INC             SR GLBL COCO 26
          
            
              2026-11-15
              2026-11-15
            
          
          N/A
          10508000.00
          10036611.12
          Equities
        
        
          PROVIDENT FING TR I            JR SB DB7.405%38
          
            
              2038-03-15
              2038-03-15
            
          
          7.405 - 7.405
          141000.00
          171551.47
          Corporate Debt Securities
        
        
          ZSCALER INC                    SR GLBL COCO 25
          529900MZ0RTK1BWRNF46
          
            
              2025-07-01
              2025-07-01
            
          
          0.125 - 0.125
          2464000.00
          5924435.10
          Equities
        
        
          SQUARE INC                     SR GLBL COCO 25
          549300OHIIUWSTIZME52
          
            
              2025-03-01
              2025-03-01
            
          
          0.125 - 0.125
          4737000.00
          8657573.44
          Equities
        
        
          LIBERTY MEDIA CORP DEL         SR GLBL COCO 50
          549300ZKUTPIBZLWLL89
          
            
              2050-12-01
              2050-12-01
            
          
          0.5 - 0.5
          3919000.00
          5208139.81
          Equities
        
        
          LI AUTO INC                    SR COCO 28
          
            
              2028-05-01
              2028-05-01
            
          
          0.25 - 0.25
          40000.00
          55425.66
          Equities
        
        
          APHRIA INC                     SR GLBL COCO 24
          52990092S6BM5E48CI11
          
            
              2024-06-01
              2024-06-01
            
          
          5.25 - 5.25
          6965000.00
          8763531.32
          Equities
        
        
          XERIS BIOPHARMA HOLDINGS INC   SR GLBL EXC NT25
          5493001EPAB2LX05WW18
          
            
              2025-07-15
              2025-07-15
            
          
          5 - 5
          90000.00
          95475.60
          Equities
        
      
      Y
      
        N/A
        N/A
      
      2022-01-03
      2022-01-03
      2022-01-03
      Y
      
        BNPP PRIME BRKRGE INT (NG RP)
        1.0000
        34
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0053
      67000000.00
      67000000.00
      0.0021
      N
      N
      N
      N
    
    
      Citigroup Global Markets, Inc.
      Citigroup Global Markets, Inc., 0.49%
      MBNUM2BPBDO7JBLYG310
      0000315030
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          OI SA                          SR GLBL PIK NT25
          254900YEMWCRRAGD4978
          
            
              2025-07-27
              2025-07-27
            
          
          10 - 10
          19000.00
          17654.88
          Corporate Debt Securities
        
        
          AMERICAN AIRLINES GROUP INC    SR GLBL 144A 25
          
            
              2025-03-01
              2025-03-01
            
          
          3.75 - 3.75
          71000.00
          64473.74
          Corporate Debt Securities
        
        
          ASCEND LEARNING LLC            SR GLBL 144A 25
          
            
              2025-08-01
              2025-08-01
            
          
          6.875 - 6.875
          2217000.00
          2301347.30
          Corporate Debt Securities
        
        
          TELECOM ARGENTINA S A          SR GLBL REGS 25
          
            
              2025-08-06
              2025-08-06
            
          
          8.5 - 8.5
          233000.00
          232864.08
          Corporate Debt Securities
        
        
          WEATHERFORD INTL LTD BERMUDA   SR GLBL 144A 30
          549300A2JKMG5PGOGF82
          
            
              2030-04-30
              2030-04-30
            
          
          8.625 - 8.625
          2000.00
          2020.97
          Corporate Debt Securities
        
        
          FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL NT29
          
            
              2029-11-01
              2029-11-01
            
          
          5.875 - 5.875
          5730074.00
          5671241.26
          Corporate Debt Securities
        
        
          TRIVIUM PACKAGING FIN B V      SR GLBL 144A 27
          724500GMZWW3PVYET548
          
            
              2027-08-15
              2027-08-15
            
          
          8.5 - 8.5
          2000000.00
          2124483.33
          Corporate Debt Securities
        
        
          SCIENTIFIC GAMES INTL INC      SR GLBL 144A 28
          RLTHESQ0RNFQJWPBJN60
          
            
              2028-05-15
              2028-05-15
            
          
          7 - 7
          13740000.00
          14638825.00
          Corporate Debt Securities
        
        
          TRILOGY INTL SOUTH PAC LLC / T SR SEC GLBL 23
          
            
              2023-05-15
              2023-05-15
            
          
          8.875 - 8.875
          63300.00
          61635.08
          Corporate Debt Securities
        
        
          CARVANA CO                     SR GLBL 144A 27
          5493003WEAK2PJ5WS063
          
            
              2027-04-15
              2028-10-01
            
          
          5.5 - 5.875
          1508000.00
          1523553.31
          Corporate Debt Securities
        
        
          GOLDEN NUGGET INC              SR GLBL 144A 24
          91D14OD6M4H1RVBN7R43
          
            
              2024-10-15
              2024-10-15
            
          
          6.75 - 6.75
          1664000.00
          1678040.00
          Corporate Debt Securities
        
        
          YPF SOCIEDAD ANONIMA           FR 6.95%072127
          5493003N7447U18U5U53
          
            
              2027-07-21
              2027-07-21
            
          
          6.95 - 6.95
          195000.00
          135313.26
          Corporate Debt Securities
        
        
          BANCO DO BRASIL S A GRAND CAYM ALT TIER I PERP
          QE0Q0253K88YAGNPE356
          
            
              2500-12-31
              2500-12-31
            
          
          9 - 9
          4451000.00
          4827154.01
          Corporate Debt Securities
        
        
          RADIOLOGY PARTNERS INC         SR GLBL 144A 28
          549300SFTAG2177WUZ08
          
            
              2028-02-01
              2028-02-01
            
          
          9.25 - 9.25
          122000.00
          129390.32
          Corporate Debt Securities
        
        
          WELBILT INC                    SR GLBL NT9.5%24
          
            
              2024-02-15
              2024-02-15
            
          
          9.5 - 9.5
          1100000.00
          1155229.17
          Corporate Debt Securities
        
        
          Federal Home Loan Mortgage Corp
          
            
              2050-11-25
              2050-11-25
            
          
          3 - 3
          10200.00
          7206.78
          Agency Debentures and Agency Strips
        
        
          SALEM MEDIA GROUP INC          SR SEC GLBL 24
          549300CTHBTS2MIXZL54
          
            
              2024-06-01
              2024-06-01
            
          
          6.75 - 6.75
          170000.00
          175705.62
          Corporate Debt Securities
        
        
          WEST CORP                      SR GLBL 144A 22
          5493005Z5DB0O5S30R71
          
            
              2022-07-15
              2022-07-15
            
          
          5.375 - 5.375
          118000.00
          117133.44
          Corporate Debt Securities
        
        
          UNITI GROUP INC                SR GLBL 144A 24
          
            
              2024-12-15
              2024-12-15
            
          
          7.125 - 7.125
          713000.00
          748761.41
          Corporate Debt Securities
        
        
          CALLON PETE CO DEL             SR GLBL NT 26
          549300EFOWPEB0WLZW21
          
            
              2025-07-15
              2026-07-01
            
          
          6.375 - 8.25
          867000.00
          851404.52
          Corporate Debt Securities
        
        
          GTCR AP FINANCE INC            SR GLBL 144A 27
          
            
              2027-05-15
              2027-05-15
            
          
          8 - 8
          63000.00
          65265.06
          Corporate Debt Securities
        
        
          GOL FINANCE                    PERP SR GLBL
          
            
              2500-12-31
              2500-12-31
            
          
          8.75 - 8.75
          980000.00
          806910.49
          Corporate Debt Securities
        
        
          LABL ESCROW ISSUER LLC         SR GLBL 144A 27
          
            
              2027-07-15
              2027-07-15
            
          
          10.5 - 10.5
          1125000.00
          1211484.38
          Corporate Debt Securities
        
        
          AMC ENTMT HLDGS INC            SR SEC GLBL 25
          549300ZO77UNR6NRBR11
          
            
              2025-04-15
              2025-04-15
            
          
          10.5 - 10.5
          636000.00
          677737.50
          Corporate Debt Securities
        
        
          TRIDENT TPI HLDGS INC          SR 144A NT 25
          549300TPLK304J3RNC85
          
            
              2025-11-01
              2025-11-01
            
          
          6.625 - 6.625
          498000.00
          503147.73
          Corporate Debt Securities
        
        
          DIAMOND SPORTS GROUP LLC / DIA SR SEC GLBL 26
          
            
              2026-08-15
              2026-12-01
            
          
          5.375 - 12.75
          488000.00
          239826.56
          Corporate Debt Securities
        
      
      Y
      
        N/A
        N/A
      
      2022-03-15
      2022-03-15
      2022-03-15
      N
      Y
      
        CITIGROUP INC
        1.0000
        
          N/A
          N/A
        
      
      N
      0.0049
      37000251.60
      37000251.60
      0.0012
      N
      N
      N
      N
    
    
      Citigroup Global Markets, Inc.
      Citigroup Global Markets, Inc., 0.53%
      MBNUM2BPBDO7JBLYG310
      0000315030
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          CWABS INC 2006-BC4             M-1    20361025 FLT
          
            
              2036-10-25
              2036-10-25
            
          
          0.527 - 0.527
          200000.00
          188703.10
          Asset-Backed Securities
        
        
          AEGIS ABS 2005-1               M6     20350326 FLT
          
            
              2035-03-26
              2035-03-26
            
          
          0.882 - 0.882
          8500000.00
          4415324.65
          Asset-Backed Securities
        
        
          GSAMP TRUST 2004-AR1           B-4    20340625 5.00000
          
            
              2034-06-25
              2034-06-25
            
          
          5.5 - 5.5
          5999892.00
          373335.62
          Asset-Backed Securities
        
        
          CARRINGTON MTG LN 2005-NC2     M-7    20350525 FLT
          
            
              2035-05-25
              2035-05-25
            
          
          2.267 - 2.267
          1152748.00
          351501.10
          Asset-Backed Securities
        
        
          SECURITIZED ASSET REC 2007-HE1 A-2A   20361225 FLT
          
            
              2036-12-25
              2036-12-25
            
          
          0.212 - 0.212
          4084000.00
          189394.15
          Asset-Backed Securities
        
        
          TABERNA PREF FDG IV 2005-4     B-1    20360505 FLT
          7VOZI9AQK252K1Z4TJ65
          
            
              2036-05-05
              2036-05-05
            
          
          0.94 - 0.94
          5450000.00
          984556.69
          Other Instrument
          COLLATERALIZED DEBT OBLIGATION
        
        
          FBR SEC TRUST 2005-2           M-5    20350925 FLT
          
            
              2035-09-25
              2035-09-25
            
          
          1.067 - 1.067
          987589.00
          262781.75
          Asset-Backed Securities
        
        
          JP MORGAN MTG ACQ 2006-CH2     MV-2   20361025 FLT
          
            
              2036-10-25
              2036-10-25
            
          
          0.362 - 0.362
          30000000.00
          6984735.98
          Asset-Backed Securities
        
        
          ACE SECS HEQ 2007-HE5          A-2B   20370727 FLT
          
            
              2037-07-27
              2037-07-27
            
          
          0.392 - 0.392
          5510000.00
          840830.79
          Asset-Backed Securities
        
        
          CITICORP MTG SEC REMIC 2006-5  IA-11  20361025 FLT
          
            
              2036-10-25
              2036-10-25
            
          
          0.992 - 0.992
          3000000.00
          75415.05
          Private Label Collateralized Mortgage Obligations
        
        
          SECURITIZED ASSET REC 2005-OP1 B-3    20350125 FLT
          
            
              2035-01-25
              2035-01-25
            
          
          2.987 - 2.987
          133076.00
          26036.97
          Asset-Backed Securities
        
        
          HSI ASSET SEC TR 2006-OPT3     M-3    20360225 FLT
          
            
              2036-02-25
              2036-02-25
            
          
          0.647 - 0.647
          18000000.00
          14277435.09
          Asset-Backed Securities
        
        
          TABERNA PREF FDG III 2005-3    B-1    20360205 FLT
          U03UUQ0VYFBPHFC9G558
          
            
              2036-02-05
              2036-02-05
            
          
          0.94 - 0.94
          24709000.00
          7923005.20
          Other Instrument
          COLLATERALIZED DEBT OBLIGATION
        
        
          CWABS INC 2004-10              MV-5   20341125 FLT
          
            
              2034-11-25
              2034-11-25
            
          
          1.742 - 1.742
          20000.00
          5549.84
          Asset-Backed Securities
        
        
          CWABS INC 2004-7               MF-4   20340725 FLT
          
            
              2034-07-25
              2034-07-25
            
          
          4.347 - 4.347
          6400000.00
          4216444.83
          Asset-Backed Securities
        
        
          TABERNA PREF FDG VII 2006-7    A1LB 1 20370205 FLT
          O6FH5MIKN9JCILM69649
          
            
              2037-02-05
              2037-02-05
            
          
          0.64 - 0.64
          5000000.00
          2602221.35
          Other Instrument
          COLLATERALIZED DEBT OBLIGATION
        
        
          US CAP FDG III LTD 2004-3      B-2    20351201 FLT
          
            
              2035-12-01
              2035-12-01
            
          
          1.701 - 1.701
          10175000.00
          6911391.14
          Asset-Backed Securities
        
        
          STRUCTURED ASSET INV 2005-9    M2     20351125 FLT
          
            
              2035-11-25
              2035-11-25
            
          
          0.767 - 0.767
          2798000.00
          1969667.62
          Private Label Collateralized Mortgage Obligations
        
        
          TABERNA PREF FDG 2006-6        C 144A 20361205 FLT
          BUHFNQJBNOAUZ24NY591
          
            
              2036-12-05
              2036-12-05
            
          
          0.84 - 0.84
          24750000.00
          2060070.20
          Other Instrument
          COLLATERALIZED DEBT OBLIGATION
        
        
          BEAR STEARNS ASSET BK 2005-AC3 I-A-1  20350725 FLT
          
            
              2035-07-25
              2035-07-25
            
          
          1.092 - 1.092
          82969000.00
          4745065.46
          Private Label Collateralized Mortgage Obligations
        
        
          UNICREDIT S.P.A                FR 3.75%041222
          549300TRUWO2CD2G5692
          
            
              2022-04-12
              2022-04-12
            
          
          3.75 - 3.75
          200000.00
          203126.00
          Corporate Debt Securities
        
      
      Y
      
        N/A
        N/A
      
      2022-02-16
      2022-02-16
      2022-02-16
      N
      Y
      
        CITIGROUP INC
        1.0000
        
          N/A
          N/A
        
      
      N
      0.0053
      55000000.00
      55000000.00
      0.0017
      N
      N
      N
      N
    
    
      J.P. Morgan Securities, LLC
      J.P. Morgan Securities, LLC, 0.37%
      ZBUT11V806EZRVTWT807
      0001287279
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          51-100
          
            
              2023-05-01
              2061-11-29
            
          
          0 - 9.625
          192030256.00
          201643515.50
          Corporate Debt Securities
        
      
      Y
      
        N/A
        N/A
      
      2022-01-04
      2022-01-04
      2022-01-10
      Y
      
        JPMORGAN SECS (NON GOV REPO)
        1.0000
        35
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0036
      192001305.60
      192001305.60
      0.0060
      N
      N
      N
      N
    
    
      J.P. Morgan Securities, LLC
      J.P. Morgan Securities, LLC, 0.37%
      ZBUT11V806EZRVTWT807
      0001287279
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ROSS ACQUISITION CORP II       WT EXP 020126
          549300RLYYPSB0C7RH77
          
            
              2026-02-01
              2026-02-01
            
          
          N/A
          794012.00
          984574.88
          Equities
        
        
          VY GLOBAL GROWTH               WT EXP 013030
          
            
              2030-01-30
              2030-01-30
            
          
          N/A
          321788.00
          492335.64
          Equities
        
        
          HH&L ACQUISITION CO            SHS CL A
          
            
              2500-12-31
              2500-12-31
            
          
          N/A
          2559072.00
          24950952.00
          Equities
        
        
          JAWS JUGGERNAUT ACQUISITN CORP CLASS A ORD SHS
          
            
              2500-12-31
              2500-12-31
            
          
          N/A
          599048.00
          5870670.40
          Equities
        
        
          PROSHARES TR                   MSCI TRANFRMTNAL
          LIZENFIQJTTT2RI1UP54
          
            
              2500-12-31
              2500-12-31
            
          
          N/A
          4407.00
          202677.93
          Equities
        
        
          BRIDGETOWN HOLDINGS LTD        WT EXP 093027
          
            
              2027-09-30
              2027-09-30
            
          
          N/A
          6225.00
          7470.00
          Equities
        
        
          GLOBAL PARTNER ACQISTN CORP II CL A SHS
          
            
              2500-12-31
              2500-12-31
            
          
          N/A
          2206288.00
          21533370.88
          Equities
        
        
          CC NEUBERGER PRIN HLDGS II     SHS CL A
          984500Y57CDE4CE7CC20
          
            
              2500-12-31
              2500-12-31
            
          
          N/A
          5304640.00
          52462889.60
          Equities
        
        
          NORTHERN STAR INVSTMNT CORP II WT EXP 013128
          
            
              2028-01-31
              2028-01-31
            
          
          N/A
          251843.00
          289619.45
          Equities
        
        
          PUBLIC STORAGE                 3.950% DEP PFD Q
          549300LMZF40TKJ6DM64
          
            
              2500-12-31
              2500-12-31
            
          
          3.95 - 3.95
          4573.00
          112907.37
          Equities
        
        
          DUDDELL STREET ACQUISITN CORP  WT EX
          213800ES9QGPFJR85C09
          
            
              2500-12-31
              2500-12-31
            
          
          N/A
          637495.00
          873368.15
          Equities
        
        
          PERSHING SQUARE TONTINE HLDGS  COM CL A
          549300ZDVEYEVCF35B08
          
            
              2500-12-31
              2500-12-31
            
          
          N/A
          1294160.00
          26038499.20
          Equities
        
        
          OMNICHANNEL ACQUISITION CORP   WT EXP 123027
          
            
              2027-12-30
              2027-12-30
            
          
          N/A
          238184.00
          254856.88
          Equities
        
        
          CITIC CAPITAL ACQUISITION CORP COM CL A
          
            
              2500-12-31
              2500-12-31
            
          
          N/A
          221390.00
          2213900.00
          Equities
        
        
          JACK CREEK INVESTMENT CORP     CL A SHS
          
            
              2500-12-31
              2500-12-31
            
          
          N/A
          32964.00
          322387.92
          Equities
        
        
          OUSTER INC                     WT EXP 031126
          
            
              2026-03-11
              2026-03-11
            
          
          N/A
          27722.00
          45186.86
          Equities
        
        
          FREEDOM ACQUISITION I CORP     SHS CL A
          
            
              2500-12-31
              2500-12-31
            
          
          N/A
          119149.00
          1159319.77
          Equities
        
        
          DHC ACQUISITION CORP           CLASS A ORD SHS
          
            
              2500-12-31
              2500-12-31
            
          
          N/A
          1818200.00
          17727450.00
          Equities
        
        
          ALTIMAR ACQUISITION CORP II    SHS CL A
          
            
              2500-12-31
              2500-12-31
            
          
          N/A
          590283.00
          5867413.02
          Equities
        
        
          ALTIMETER GROWTH CORP          WT EXP 093025
          
            
              2025-09-30
              2025-09-30
            
          
          N/A
          22888.00
          113295.60
          Equities
        
        
          PACIFIC GAS & ELEC CO          PFD 1ST 5%
          1HNPXZSMMB7HMBMVBS46
          
            
              2500-12-31
              2500-12-31
            
          
          5 - 5
          57839.00
          1509597.90
          Equities
        
        
          APOLLO STRATEGIC GRWT CPTL II  SHS CL A
          
            
              2500-12-31
              2500-12-31
            
          
          N/A
          4500800.00
          44242864.00
          Equities
        
        
          ARES ACQUISITION CORPORATION   WT EXP
          
            
              2500-12-31
              2500-12-31
            
          
          N/A
          118485.00
          129148.65
          Equities
        
      
      Y
      
        N/A
        N/A
      
      2022-01-04
      2022-01-04
      2022-01-10
      Y
      
        JPMORGAN SECS (NON GOV REPO)
        1.0000
        35
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0036
      192001305.60
      192001305.60
      0.0060
      N
      N
      N
      N
    
    
      J.P. Morgan Securities, LLC
      J.P. Morgan Securities, LLC, 0.42%
      ZBUT11V806EZRVTWT807
      0001287279
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          JAWS JUGGERNAUT ACQUISITN CORP CLASS A ORD SHS
          
            
              2500-12-31
              2500-12-31
            
          
          N/A
          661387.00
          6481592.60
          Equities
        
      
      Y
      
        N/A
        N/A
      
      2022-01-04
      2022-01-04
      2022-01-10
      Y
      
        JPMORGAN SECS (NON GOV REPO)
        1.0000
        35
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0041
      6000040.80
      6000040.80
      0.0002
      N
      N
      N
      N
    
    
      Morgan Stanley & Co., Inc.
      Morgan Stanley & Co., Inc., 0.57%
      9R7GPTSO7KV3UQJZQ078
      0000068136
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          101-500
          
            
              2022-07-29
              2500-12-31
            
          
          0 - 9
          1077833676.00
          394678730.56
          Equities
        
      
      Y
      
        N/A
        N/A
      
      2022-02-22
      2022-02-22
      2022-02-22
      N
      N
      N
      0.0057
      370000000.00
      370000000.00
      0.0116
      N
      N
      N
      N
    
    
      Bofa Secs Inc
      In a joint trading account with Bofa Secs Inc at 0.05%, dated 11/30/2021 due 12/01/2021
      8NAV47T0Y26Q87Y0QP81
      IEE375000_00431
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal National Mortgage Association
          B1V7KEBTPIMZEU4LTD58
          
            
              2030-02-01
              2056-07-01
            
          
          1.5 - 5
          112218949.00
          91146493.13
          Agency Mortgage-Backed Securities
        
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2061-06-20
              2071-10-20
            
          
          1.036 - 5.39
          6167546.00
          5754813.59
          Agency Mortgage-Backed Securities
        
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2024-08-15
              2031-05-15
            
          
          0.375 - 1.625
          10312453.00
          10473224.86
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      Y
      
        Bank of America Corporation
        1.0000
        
          N/A
          N/A
        
      
      N
      0.0005
      105269000.00
      105269000.00
      0.0033
      N
      Y
      Y
      N
    
    
      Jp Morgan Secs Llc
      In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 11/30/2021 due 12/01/2021
      ZBUT11V806EZRVTWT807
      IEE375000_00267
      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
          
            
              2040-08-15
              2040-08-15
            
          
          1.125 - 1.125
          94190169.00
          83605554.22
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      81966000.00
      81966000.00
      0.0026
      N
      Y
      Y
      N
    
    
      Nomura Securities Internationa
      In a joint trading account with Nomura Securities Internationa at 0.05%, dated 11/30/2021 due 12/01/2021
      OXTKY6Q8X53C9ILVV871
      IEE375000_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
          
            
              2027-02-01
              2065-09-15
            
          
          0 - 7.125
          1128738.00
          1662337.06
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            
              2023-11-09
              2031-06-13
            
          
          0.5 - 3.25
          3194596.00
          3187282.39
          Agency Debentures and Agency Strips
        
        
          Federal Farm Credit Bank
          
            
              2023-06-08
              2044-10-06
            
          
          0.35 - 2.78
          7481639.00
          7475349.57
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp
          S6XOOCT0IEG5ABCC6L87
          
            
              2026-10-27
              2051-12-01
            
          
          0 - 4
          7620614.00
          7619777.82
          Agency Mortgage-Backed Securities
        
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2041-12-15
              2061-06-15
            
          
          2 - 4.5
          3590743.00
          3548418.00
          Agency Mortgage-Backed Securities
        
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2021-12-15
              2051-08-15
            
          
          0 - 3.125
          94793334.00
          84624959.69
          U.S. Treasuries (including strips)
        
        
          Resolution Funding Corp
          5493006TKFPYISY2DS54
          
            
              2030-01-15
              2030-04-15
            
          
          0 - 8.875
          2084483.00
          1820404.64
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association
          B1V7KEBTPIMZEU4LTD58
          
            
              2026-09-24
              2060-09-01
            
          
          1.5 - 5.5
          15676090.00
          15556359.22
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      122745000.00
      122745000.00
      0.0038
      N
      Y
      Y
      N
    
    
      Societe Generale
      In a joint trading account with Societe Generale at 0.05%, dated 11/30/2021 due 12/01/2021
      O2RNE8IBXP4R0TD8PU41
      IEE306000_00925
      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
          
            
              2021-12-14
              2051-11-15
            
          
          0 - 7.625
          18695016.00
          19928374.45
          U.S. Treasuries (including strips)
        
        
          Resolution Funding Corp
          5493006TKFPYISY2DS54
          
            
              2030-01-15
              2030-04-15
            
          
          0 - 0
          500560.00
          434648.07
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association
          B1V7KEBTPIMZEU4LTD58
          
            
              2026-11-01
              2057-02-01
            
          
          1.513 - 4.5
          2174958.00
          1134477.32
          Agency Mortgage-Backed Securities
        
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2026-01-20
              2047-05-20
            
          
          1.625 - 4.5
          8218047.00
          84601.03
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp
          S6XOOCT0IEG5ABCC6L87
          
            
              2029-06-01
              2051-10-01
            
          
          2 - 5.559
          1329828.00
          541677.64
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      21643000.00
      21643000.00
      0.0007
      N
      Y
      Y
      N
    
    
      Societe Generale
      In a joint trading account with Societe Generale at 0.05%, dated 11/30/2021 due 12/01/2021
      O2RNE8IBXP4R0TD8PU41
      IEE375000_00925
      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
          
            
              2029-06-01
              2051-10-01
            
          
          2 - 5.559
          8640528.00
          3519540.64
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association
          B1V7KEBTPIMZEU4LTD58
          
            
              2026-11-01
              2057-02-01
            
          
          1.513 - 4.5
          14131739.00
          7371245.80
          Agency Mortgage-Backed Securities
        
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2026-01-20
              2047-05-20
            
          
          1.625 - 4.5
          53396612.00
          549693.66
          Agency Mortgage-Backed Securities
        
        
          Resolution Funding Corp
          5493006TKFPYISY2DS54
          
            
              2030-01-15
              2030-04-15
            
          
          0 - 0
          3252375.00
          2824117.92
          Agency Debentures and Agency Strips
        
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2021-12-14
              2051-11-15
            
          
          0 - 7.625
          121470635.00
          129484251.60
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      140625000.00
      140625000.00
      0.0044
      N
      Y
      Y
      N
    
    
      Fidelity Revere Street Trust: Fidelity Securities Lending Cash Central Fund
      2021-12-02
      Laura M. Del Prato
      Laura M. Del Prato
      President and Treasurer