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BofA Securities, Inc., 0.37% 06054PE28 549300HN4UKV1E2R3U73 ICB824000 Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0037 82997468.50 82997468.50 0.0022 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 0.51% 06054PE93 549300HN4UKV1E2R3U73 ICH606000 Financial Company Commercial Paper Y N/A N/A 2022-05-09 2022-05-09 2022-05-09 N N N 0.0051 52992580.00 52992580.00 0.0014 N N N N BPCE SA BPCE SA, 0.39% 05571CE23 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0039 254991687.00 254991687.00 0.0067 N Y Y N BPCE SA BPCE SA, 0.48% 05571CE56 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0048 509959812.00 509959812.00 0.0134 N N Y N BPCE SA BPCE SA, 0.58% 05571EAF4 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-08-01 2022-08-01 N N N 0.0058 297996126.00 297996126.00 0.0078 N N N N BPCE SA BPCE SA, 0.58% 05571EAG2 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-08-04 2022-08-04 N N N 0.0059 198995184.20 198995184.20 0.0052 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.45% 13608CMG4 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-08-19 2022-08-19 N N N 0.0062 399784360.00 399784360.00 0.0105 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.63% 13608BEP5 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0063 21990788.60 21990788.60 0.0006 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.64% 13608BEQ3 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2022-05-24 2022-05-24 2022-05-24 N N N 0.0064 499778800.00 499778800.00 0.0131 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.49% 60683CEA5 JBONEPAGQXF4QP29B387 IJI496000 Financial Company Commercial Paper Y N/A N/A 2022-05-10 2022-05-10 2022-05-10 N N N 0.0049 100984971.20 100984971.20 0.0027 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.93% 63873KFM4 2549003L5ZG5M2ZSE107 0001274981 Financial Company Commercial Paper Y N/A N/A 2022-06-21 2022-06-21 2022-06-21 N N N 0.0093 137814307.20 137814307.20 0.0036 N N N N National Bank of Canada National Bank of Canada, 0.45% 63307NFY8 BSGEFEIOM18Y80CKCV46 US63307NFY85 Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-08-30 2022-08-30 N N N 0.0062 487517027.22 487517027.22 0.0128 N N N N Royal Bank of Canada Royal Bank of Canada, 0.46% 78015M5F3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-08-22 2022-08-22 N N N 0.0060 235896820.80 235896820.80 0.0062 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.38% 86564XE42 5493006GGLR4BTEL8O61 JAG569000 Financial Company Commercial Paper Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0038 45997566.60 45997566.60 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.45% 86564XE91 5493006GGLR4BTEL8O61 IJI504000 Financial Company Commercial Paper Y N/A N/A 2022-05-09 2022-05-09 2022-05-09 N N N 0.0045 167979184.80 167979184.80 0.0044 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.46% 86564XEA8 5493006GGLR4BTEL8O61 IJI505000 Financial Company Commercial Paper Y N/A N/A 2022-05-10 2022-05-10 2022-05-10 N N N 0.0046 249965025.00 249965025.00 0.0066 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.06% 86564XFW9 5493006GGLR4BTEL8O61 IJB440000 Financial Company Commercial Paper Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0106 35934591.60 35934591.60 0.0009 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.14% 89119BGF7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0114 79806648.00 79806648.00 0.0021 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.45% 89233BCB1 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-08-09 2022-08-09 N N N 0.0060 115952057.20 115952057.20 0.0030 N N N N UBS AG London Branch UBS AG London Branch, 0.67% 90351XEJ8 BFM8T61CT2L1QCEMIK50 IEA030000 Financial Company Commercial Paper Y N/A N/A 2022-05-18 2022-05-18 2022-05-18 N N N 0.0067 380865888.00 380865888.00 0.0100 N N N N UBS AG London Branch UBS AG London Branch, 0.72% 90351XEP4 BFM8T61CT2L1QCEMIK50 IEB875000 Financial Company Commercial Paper Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0072 228891156.30 228891156.30 0.0060 N N N N UBS AG London Branch UBS AG London Branch, 0.74% 90351XES8 BFM8T61CT2L1QCEMIK50 IED214000 Financial Company Commercial Paper Y N/A N/A 2022-05-26 2022-05-26 2022-05-26 N N N 0.0074 379789974.00 379789974.00 0.0100 N N N N UBS AG London Branch UBS AG London Branch, 0.84% 90351XF99 BFM8T61CT2L1QCEMIK50 IEI564000 Financial Company Commercial Paper Y N/A N/A 2022-06-09 2022-06-09 2022-06-09 N N N 0.0084 252759978.90 252759978.90 0.0066 N N N N UBS AG London Branch UBS AG London Branch, 0.88% 90351XFF5 BFM8T61CT2L1QCEMIK50 IFA874000 Financial Company Commercial Paper Y N/A N/A 2022-06-15 2022-06-15 2022-06-15 N N N 0.0088 490441045.60 490441045.60 0.0129 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 0.82% 89355QEK8 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-05-19 2022-05-19 2022-05-19 N N N 0.0082 25988255.80 25988255.80 0.0007 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.41% 91058UE25 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0041 32998871.40 32998871.40 0.0009 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.41% 91058UE25 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0041 199993166.00 199993166.00 0.0053 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.41% 91058UE25 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0041 99996583.00 99996583.00 0.0026 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.41% 91058UE25 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0041 36398756.21 36398756.21 0.0010 N Y Y N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.44% 04821PCC5 549300BUNY5BIX4CVW20 US04821PCC59 0000916935 Asset Backed Commercial Paper Y N/A N/A 2022-05-02 2022-06-22 2022-06-22 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0044 51000081.60 51000081.60 0.0013 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 0.86% 53127UF96 549300F33VRHM10B9391 IIE249000 Asset Backed Commercial Paper Y N/A N/A 2022-06-09 2022-06-09 2022-06-09 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0086 99903080.00 99903080.00 0.0026 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 0.87% 53127UFA3 549300F33VRHM10B9391 IIE250000 Asset Backed Commercial Paper Y N/A N/A 2022-06-10 2022-06-10 2022-06-10 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0087 71927928.00 71927928.00 0.0019 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.96% 82124MFN5 549300MYF6MOTU9T3G29 IJC188000 Asset Backed Commercial Paper Y N/A N/A 2022-06-22 2022-06-22 2022-06-22 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0096 50927631.00 50927631.00 0.0013 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.96% 82124MFN5 549300MYF6MOTU9T3G29 IJC226000 Asset Backed Commercial Paper Y N/A N/A 2022-06-22 2022-06-22 2022-06-22 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0096 99858100.00 99858100.00 0.0026 N N N N Barclays Bank PLC Barclays Bank PLC, 1.09% 06742TL87 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2022-06-21 2022-06-21 2022-06-21 N N N 0.0099 390055575.00 390055575.00 0.0103 N N N N Barclays Bank PLC Barclays Bank PLC, 1.10% 06742TK96 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2022-06-17 2022-06-17 2022-06-17 N N N 0.0095 507097090.50 507097090.50 0.0133 N N N N Barclays Bank PLC Barclays Bank PLC, 1.13% 06742TJ72 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2022-06-15 2022-06-15 2022-06-15 N N N 0.0094 509123941.50 509123941.50 0.0134 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.18% 13606CXR0 2IGI19DL77OX0HC3ZE78 0001045520 Certificate of Deposit Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0064 395379135.20 395379135.20 0.0104 N N N N Credit Agricole CIB Credit Agricole CIB, 0.91% 22536AMN1 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-06-16 2022-06-16 2022-06-16 N N N 0.0086 248013813.60 248013813.60 0.0065 N N N N Credit Agricole CIB Credit Agricole CIB, 0.97% 22536AKB9 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-06-23 2022-06-23 2022-06-23 N N N 0.0094 508018643.60 508018643.60 0.0134 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.50% 51501HK99 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0042 435005524.50 435005524.50 0.0114 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.56% 51501HL80 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2022-05-09 2022-05-09 2022-05-09 N N N 0.0048 975020865.00 975020865.00 0.0256 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.57% 51501HL49 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2022-05-09 2022-05-09 2022-05-09 N N N 0.0048 500012050.00 500012050.00 0.0131 N N N N Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.55% 51500VQ36 DIZES5CFO5K3I5R58746 IHG920000 Certificate of Deposit Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0040 210004389.00 210004389.00 0.0055 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.46% 60683B4T7 JBONEPAGQXF4QP29B387 US60683B4T77 0001462160 Certificate of Deposit Y N/A N/A 2022-05-02 2022-06-23 2022-06-23 N N N 0.0054 3999510.40 3999510.40 0.0001 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.46% 60683B4U4 JBONEPAGQXF4QP29B387 US60683B4U41 0001462160 Certificate of Deposit Y N/A N/A 2022-05-02 2022-06-24 2022-06-24 N N N 0.0054 199974460.00 199974460.00 0.0053 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.60% 60683B6B4 JBONEPAGQXF4QP29B387 US60683B6B42 0001462160 Certificate of Deposit Y N/A N/A 2022-05-04 2022-07-15 2022-07-15 N N N 0.0059 100002128.00 100002128.00 0.0026 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.61% 60683B5W9 JBONEPAGQXF4QP29B387 US60683B5W97 0001462160 Certificate of Deposit Y N/A N/A 2022-05-02 2022-07-21 2022-07-21 N N N 0.0060 127001701.80 127001701.80 0.0033 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 1.20% 60710RJ71 RB0PEZSDGCO3JS6CEU02 JAE775000 Certificate of Deposit Y N/A N/A 2022-07-21 2022-07-21 2022-07-21 N N N 0.0121 501989257.20 501989257.20 0.0132 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 0.60% 55380TU65 C3GTMMZIHMY46P4OIX74 US55380TU651 Certificate of Deposit Y N/A N/A 2022-05-04 2022-07-11 2022-07-11 N N N 0.0051 383068174.00 383068174.00 0.0101 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 0.73% 55380TQ29 C3GTMMZIHMY46P4OIX74 US55380TQ295 Certificate of Deposit Y N/A N/A 2022-06-07 2022-06-07 2022-06-07 N N N 0.0046 507145813.20 507145813.20 0.0133 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.00% 86565FKH4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-06-15 2022-06-15 2022-06-15 N N N 0.0105 495963048.00 495963048.00 0.0130 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.60% 86564MGY8 5493006GGLR4BTEL8O61 US86564MGY84 0001046017 Certificate of Deposit Y N/A N/A 2022-05-02 2022-08-02 2022-08-02 N N N 0.0061 115997854.00 115997854.00 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.60% 86564MGR3 5493006GGLR4BTEL8O61 US86564MGR34 0001046017 Certificate of Deposit Y N/A N/A 2022-05-04 2022-07-27 2022-07-27 N N N 0.0060 306000642.60 306000642.60 0.0080 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.60% 86564MGQ5 5493006GGLR4BTEL8O61 US86564MGQ50 0001046017 Certificate of Deposit Y N/A N/A 2022-05-04 2022-07-26 2022-07-26 N N N 0.0060 203000913.50 203000913.50 0.0053 N N N N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.17% 86959RTX8 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0037 352994034.30 352994034.30 0.0093 N Y Y N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.20% 86959RUD0 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0065 401859460.80 401859460.80 0.0106 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 0.17% 89114WHC2 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y N/A N/A 2022-05-06 2022-05-06 2022-05-06 N N N 0.0042 133993474.20 133993474.20 0.0035 N N Y N Toronto-Dominion Bank Toronto-Dominion Bank, 0.17% 89114WHD0 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y N/A N/A 2022-05-11 2022-05-11 2022-05-11 N N N 0.0049 133985916.60 133985916.60 0.0035 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 0.21% 89114WHU2 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0115 149202928.55 149202928.55 0.0039 N N N N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.30% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2023-05-15 2023-05-15 0.125 - 0.125 8101907700.00 7938198538.73 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 7938000000.00 7938000000.00 0.2087 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.39% G5GSEF7VJP5I7OUK5573 JAI196000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0039 487000000.00 487000000.00 0.0128 N Y Y N Bayerische Landesbank Bayerische Landesbank, 0.34% JAI558000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0034 248000000.00 248000000.00 0.0065 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.32% 1VUV7VQFKUOQSJ21A208 JAI559000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0032 637000000.00 637000000.00 0.0167 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.32% 1VUV7VQFKUOQSJ21A208 JAI657000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0032 263897000.00 263897000.00 0.0069 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.37% DIZES5CFO5K3I5R58746 JAG374000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0039 373999177.20 373999177.20 0.0098 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.37% DIZES5CFO5K3I5R58746 JAG945000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0039 372998955.60 372998955.60 0.0098 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.37% DIZES5CFO5K3I5R58746 JAH623000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0039 372998769.10 372998769.10 0.0098 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.44% DIZES5CFO5K3I5R58746 JAI216000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-06 2022-05-06 2022-05-06 N N N 0.0044 99000000.00 99000000.00 0.0026 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 0.33% RB0PEZSDGCO3JS6CEU02 JAI546000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0033 1298000000.00 1298000000.00 0.0341 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.32% F3JS33DEI6XQ4ZBPTN86 JAI197000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0032 1893000000.00 1893000000.00 0.0498 N Y Y N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.33% PT3QB789TSUIDF371261 0000947263 Non-Negotiable Time Deposit Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0033 398000000.00 398000000.00 0.0105 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.46% RUC0QBLBRPRCU4W1NE59 JAI547000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N STANDARD CHARTERED PLC SR GLBL 144A 27 2027-01-14 2027-01-14 1.456 - 1.456 1000000.00 895096.67 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC 1M GLBL BD 32 2032-03-15 2032-03-15 2.85 - 2.85 417000.00 379309.11 Corporate Debt Securities WALMART INC SR GLBL NT 30 2030-02-15 2030-02-15 7.55 - 7.55 2724000.00 3475876.97 Corporate Debt Securities DTE ENERGY CO SR GLBL -E NT 26 2026-10-01 2026-10-01 2.85 - 2.85 1531000.00 1469310.91 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 27 2027-04-15 2027-04-15 2.875 - 2.875 2200000.00 2141712.53 Corporate Debt Securities EXPEDIA GROUP INC CR SEN GLBL NT27 2027-08-01 2027-08-01 4.625 - 4.625 1980000.00 2018343.80 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 24 2024-05-15 2024-05-15 0.55 - 0.55 10011000.00 9568469.31 Corporate Debt Securities SANTANDER HOLDINGS USA INC 4.4%27 2027-07-13 2027-07-13 4.4 - 4.4 5300000.00 5312749.44 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 28 2028-09-21 2028-09-21 4.329 - 4.329 5500000.00 5559342.25 Corporate Debt Securities BAPTIST HEALTHCARE SYSTEM KY SR SEC GLBL 50 2050-08-15 2050-08-15 3.54 - 3.54 1827000.00 1578247.86 Corporate Debt Securities PHYSICIANS RLTY LP SR GLBL NT 31 2031-11-01 2031-11-01 2.625 - 2.625 1676000.00 1441542.96 Corporate Debt Securities CITRIX SYS INC SR GLBL NT3.3%30 2030-03-01 2030-03-01 3.3 - 3.3 11570000.00 11498921.63 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC GLBL NT 3.261%30 2030-05-22 2030-05-22 3.261 - 3.261 6600000.00 6150665.95 Corporate Debt Securities CITIGROUP INC SR GLBL NT 28 2028-01-10 2028-01-10 3.887 - 3.887 7377000.00 7296509.35 Corporate Debt Securities INVESCO FINANCE PLC SR GLBL NT 26 2026-01-15 2026-01-15 3.75 - 3.75 3839000.00 3884773.68 Corporate Debt Securities MONDELEZ INTL INC SR GLBL NT 27 2027-03-17 2032-03-17 2.625 - 3 8000000.00 7297193.75 Corporate Debt Securities GLENCORE FINANCE CANADA LTD SR GLBL 144A 37 2037-11-15 2037-11-15 6.9 - 6.9 5000000.00 5914816.67 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 30 2030-07-17 2030-07-17 2.048 - 2.048 10000000.00 8425526.67 Corporate Debt Securities INTERNATIONAL BUSINESS MACHS SR GLBL NT 32 2032-02-09 2032-02-09 2.72 - 2.72 3700000.00 3314402.44 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS SR GLBL NT 23 2023-02-15 2023-02-15 3.45 - 3.45 8600000.00 8703816.33 Corporate Debt Securities BP CAP MKTS AMER INC SR GLBL NT 28 2028-11-06 2028-11-06 4.234 - 4.234 185000.00 190101.69 Corporate Debt Securities MERCK & CO INC 3.9%39 2039-03-07 2039-03-07 3.9 - 3.9 7000000.00 6902863.33 Corporate Debt Securities TOYOTA MTR CR CORP FR 3.05%032227 2027-03-22 2027-03-22 3.05 - 3.05 3100000.00 3028063.64 Corporate Debt Securities COMCAST CORP NEW GLBL NT 3.3%27 2027-04-01 2027-04-01 3.3 - 3.3 6000000.00 5906920.00 Corporate Debt Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0046 107000000.00 107000000.00 0.0028 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.52% RUC0QBLBRPRCU4W1NE59 JAI548000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRANSDIGM INC SR SEC 144A NT25 2025-12-15 2025-12-15 8 - 8 9000000.00 9416000.00 Corporate Debt Securities GEORGIA PWR CO SR NT -2012A 42 2042-03-15 2042-03-15 4.3 - 4.3 10000.00 9168.96 Corporate Debt Securities AMAZON COM INC SR GLBL NT3.6%32 2032-04-13 2032-04-13 3.6 - 3.6 156000.00 153747.36 Corporate Debt Securities AMERICAN ELEC PWR INC SR GLBL -L NT 50 2050-03-01 2050-03-01 3.25 - 3.25 2000.00 1553.67 Corporate Debt Securities CARDINAL HEALTH INC SR GLBL NT 47 2047-06-15 2047-06-15 4.368 - 4.368 114000.00 105199.05 Corporate Debt Securities TENNECO INC SR SEC GLBL 29 2029-04-15 2029-04-15 5.125 - 5.125 15000000.00 14481495.83 Corporate Debt Securities FEDEX CORP SR GLBL NT 45 2045-11-15 2045-11-15 4.75 - 4.75 5489000.00 5373121.11 Corporate Debt Securities VECTOR GROUP LTD SR GLBL 144A 26 2026-11-01 2026-11-01 10.5 - 10.5 4099000.00 4424528.92 Corporate Debt Securities BP CAP MKTS AMER INC SR GLBL NT 28 2028-11-06 2028-11-06 4.234 - 4.234 178000.00 182908.66 Corporate Debt Securities AERCAP IRELAND CAPITAL LIMITED SR GLBL NT3.3%32 2032-01-30 2032-01-30 3.3 - 3.3 314000.00 265429.96 Corporate Debt Securities CITIGROUP INC SR GLBL NT 28 2028-01-10 2028-01-10 3.887 - 3.887 19000.00 18792.69 Corporate Debt Securities ABBVIE INC SR NT 4.4%42 2042-11-06 2042-11-06 4.4 - 4.4 71000.00 69341.76 Corporate Debt Securities DRAX FINCO PLC SR SEC GLBL 25 2025-11-01 2025-11-01 6.625 - 6.625 200000.00 207551.39 Corporate Debt Securities TEGNA INC SR GLBL NT 5%29 2029-09-15 2029-09-15 5 - 5 15000000.00 14697916.67 Corporate Debt Securities VIASAT INC SR GLBL 144A 25 2025-09-15 2025-09-15 5.625 - 5.625 26000000.00 24488750.00 Corporate Debt Securities ICAHN ENTERPRISES LP/CORP SR GLBL NT 25 2025-12-15 2025-12-15 6.375 - 6.375 11894000.00 12176472.59 Corporate Debt Securities CITRIX SYS INC SR GLBL NT3.3%30 2030-03-01 2030-03-01 3.3 - 3.3 28680000.00 28503809.20 Corporate Debt Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0052 107000000.00 107000000.00 0.0028 N Y Y N BMO Chicago Branch BMO Chicago Branch, 0.52% 3Y4U8VZURTYWI1W2K376 JAI549000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Asian Development Bank 2026-02-04 2026-02-04 0.5 - 0.5 3743000.00 3423462.17 Other Instrument INTERNATIONAL DEBT CARPENTER TECHNOLOGY CORP SR GLBL NT 28 2028-07-15 2028-07-15 6.375 - 6.375 1247000.00 1259328.67 Corporate Debt Securities DIGICEL GROUP 0.5 LIMITED SR SEC GLBL 24 2024-04-01 2024-04-01 10 - 10 7123.00 7017.07 Corporate Debt Securities CDW LLC / CDW FIN CORP SR GLBL NT 31 2031-12-01 2031-12-01 3.569 - 3.569 1900000.00 1691403.86 Corporate Debt Securities United States Treasury 2026-10-31 2028-02-15 1.125 - 2.75 549100.00 525415.78 U.S. Treasuries (including strips) ITT HOLDINGS LLC SR 144A NT6.5%29 2029-08-01 2029-08-01 6.5 - 6.5 41000.00 37551.44 Corporate Debt Securities Federal National Mortgage Association 2034-01-25 2034-01-25 2.499 - 2.499 51421.00 45553.03 Agency Mortgage-Backed Securities TORONTO DOMINION BANK FR 1.95%011227 2027-01-12 2027-01-12 1.95 - 1.95 4232000.00 3914836.29 Corporate Debt Securities AMWINS GROUP INC SR 144A NT 29 2029-06-30 2029-06-30 4.875 - 4.875 1725000.00 1606172.66 Corporate Debt Securities Government National Mortgage Association 2048-09-20 2066-04-20 0.631 - 3.333 22158626.00 512545.43 Agency Collateralized Mortgage Obligation STEELCASE INC SR GLBL NT 29 2029-01-18 2029-01-18 5.125 - 5.125 651000.00 646090.47 Corporate Debt Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0052 13000000.00 13000000.00 0.0003 N Y Y N BNP Paribas BNP Paribas, 0.51% R0MUWSFPU8MPRO8K5P83 JAI739000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ONEOK INC NEW SR GLBL NT2.2%25 2025-09-15 2025-09-15 2.2 - 2.2 5000.00 4707.04 Corporate Debt Securities OFFICE PPTYS INCOME TR SR NT 4.5%25 2025-02-01 2025-02-01 4.5 - 4.5 3000.00 3003.36 Corporate Debt Securities GLOBAL PMTS INC SR GLBL NT1.2%26 2026-03-01 2026-03-01 1.2 - 1.2 2000.00 1804.57 Corporate Debt Securities United States Treasury 2023-12-31 2051-05-15 0 - 5.25 188150224.00 185683484.06 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0051 182000000.00 182000000.00 0.0048 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.57% 7VHWWWW4UJS7NUM3PT30 JAI550000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2023-09-01 2500-12-31 0 - 7.25 13281507.00 167407953.59 Equities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0057 155000000.00 155000000.00 0.0041 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.58% 7VHWWWW4UJS7NUM3PT30 JAH025000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2026-02-22 2500-12-31 0 - 7.125 22531825.00 223578009.91 Equities Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0058 207000000.00 207000000.00 0.0054 N N Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.82% 7VHWWWW4UJS7NUM3PT30 JAA972000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2022-10-01 2500-12-31 0 - 13 337623321.00 395863972.90 Equities Y N/A N/A 2022-06-03 2022-06-03 2022-06-13 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0082 367000000.00 367000000.00 0.0096 N N N Y BofA Securities, Inc. BofA Securities, Inc., 1.40% 549300HN4UKV1E2R3U73 IJH452000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MARRIOTT VACATIONS WORLDWIDE C SR GLBL COCO 22 2022-09-15 2022-09-15 1.5 - 1.5 27000.00 30154.50 Equities ETSY INC SR GLBL COCO 28 2028-06-15 2028-06-15 0.25 - 0.25 12239000.00 9918859.57 Equities DROPBOX INC SR GLBL COCO 26 2026-03-01 2026-03-01 N/A 1604000.00 1463650.00 Equities ATLAS CORP SR GLBL COCO 25 2025-12-15 2025-12-15 3.75 - 3.75 16745000.00 19448619.79 Equities AVANTOR INC 6.25 PFD CNV SR 2022-05-15 2022-05-15 6.25 - 6.25 30344.00 2750380.16 Equities SABRE CORP 6.50% CONV PFD A 2023-09-01 2023-09-01 6.5 - 6.5 25412.00 3623242.96 Equities BLOCK INC SR GLBL COCO 27 2023-05-15 2027-11-01 0.25 - 0.5 27279000.00 29586201.36 Equities OMNICELL COM SR GLBL COCO 25 2025-09-15 2025-09-15 0.25 - 0.25 4561000.00 5563533.14 Equities SNAP INC SR GLBL COCO 26 2026-08-01 2026-08-01 0.75 - 0.75 4935000.00 7298042.50 Equities SPLUNK INC SR GLBL COCO 27 2023-09-15 2027-06-15 0.5 - 1.125 6612000.00 6854211.16 Equities TENGIZCHEVROIL FIN CO INTL LTD SR SEC GLBL 30 2030-08-15 2030-08-15 3.25 - 3.25 3543000.00 2881984.46 Corporate Debt Securities REPLIGEN CORP SR GLBL COCO 24 2024-07-15 2024-07-15 0.375 - 0.375 135000.00 195963.75 Equities INTERDIGITAL INC SR GLBL COCO 24 2024-06-01 2024-06-01 2 - 2 104000.00 104994.47 Equities GSK FINANCE NO.3 PLC SR EXCH 144A 23 2023-06-22 2023-06-22 N/A 18120000.00 17440500.00 Equities BLOOMIN BRANDS INC SR GLBL COCO 25 2025-05-01 2025-05-01 5 - 5 14768000.00 30168398.58 Equities GOL EQUITY FIN SR EXC 144A NT24 2024-07-15 2024-07-15 3.75 - 3.75 118000.00 97041.23 Equities SOUTHWEST AIRLS CO SR GLBL COCO 25 2025-05-01 2025-05-01 1.25 - 1.25 1431000.00 1966452.38 Equities BENTLEY SYS INC SR GLBL COCO 26 2026-01-15 2026-01-15 0.125 - 0.125 144000.00 139156.00 Equities INVITAE CORP SR GLBL COCO 24 2024-09-01 2024-09-01 2 - 2 1750000.00 1465856.39 Equities Y N/A N/A 2022-08-02 2022-08-02 2022-08-08 Y BANK OF AMERICA CORPORATION 1.0000 95 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0140 131000000.00 131000000.00 0.0034 N N N Y BofA Securities, Inc. BofA Securities, Inc., 1.45% 549300HN4UKV1E2R3U73 IJJ813000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SNAP INC GLBL COCO 28 2028-03-01 2028-03-01 0.125 - 0.125 286000.00 252472.46 Equities BRIDGEBIO PHARMA INC SR GLBL COCO 27 2027-03-15 2027-03-15 2.5 - 2.5 4069000.00 2439591.56 Equities UPWORK INC SR GLBL COCO 26 2026-08-15 2026-08-15 0.25 - 0.25 11190000.00 8795495.42 Equities PARSONS CORP DEL SR GLBL COCO 25 2025-08-15 2025-08-15 0.25 - 0.25 78000.00 80366.04 Equities CABLE ONE INC SR GLBL COCO 26 2026-03-15 2026-03-15 N/A 341000.00 282518.50 Equities SMILEDIRECTCLUB INC SR GLBL COCO 26 2026-02-01 2026-02-01 N/A 4984000.00 1619800.00 Equities ON SEMICONDUCTOR CORP SR GLBL COCO 27 2027-05-01 2027-05-01 N/A 3110000.00 3812860.00 Equities OAK STR HEALTH INC SR GLBL COCO 26 2026-03-15 2026-03-15 N/A 6836000.00 5033005.00 Equities FIVE9 INC SR GLBL COCO 25 2025-06-01 2025-06-01 0.5 - 0.5 3837000.00 4007959.67 Equities Asian Development Bank 2024-10-18 2024-10-18 1.5 - 1.5 110000.00 106475.42 Other Instrument INTERNATIONAL DEBT PALO ALTO NETWORKS INC SR GLBL COCO 25 2025-06-01 2025-06-01 0.375 - 0.375 24000.00 48073.00 Equities Q2 HLDGS INC SR GLBL COCO 26 2026-06-01 2026-06-01 0.75 - 0.75 288000.00 265992.00 Equities NXP B V / NXP FDG LLC / NXP US SR GLBL 144A 26 2026-06-18 2026-06-18 3.875 - 3.875 90000.00 90018.06 Corporate Debt Securities WOLFSPEED INC SR GLBL COCO 26 2026-05-01 2026-05-01 1.75 - 1.75 2367000.00 5104797.12 Equities STATE STR CORP 4.141%29 2029-12-03 2029-12-03 4.141 - 4.141 7000.00 7193.37 Corporate Debt Securities PENNYMAC CORP SR GLBL COCO 24 2024-11-01 2024-11-01 5.5 - 5.5 2745000.00 2809355.00 Equities REDFIN CORP SR GLBL COCO 27 2027-04-01 2027-04-01 0.5 - 0.5 647000.00 402588.56 Equities RH SR GLBL COCO 24 2024-09-15 2024-09-15 N/A 5330000.00 9359480.00 Equities MACOM TECH SOLUTIONS HLDGS INC SR GLBL COCO 26 2026-03-15 2026-03-15 0.25 - 0.25 1631000.00 1537715.86 Equities FASTLY INC SR GLBL COCO 26 2026-03-15 2026-03-15 N/A 2584000.00 1959007.92 Equities SUNNOVA ENERGY INTL INC. SR GLBL COCO 26 2026-12-01 2026-12-01 0.25 - 0.25 1199000.00 939449.81 Equities NUVASIVE INC SR GLBL COCO 23 2023-06-01 2023-06-01 1 - 1 7317000.00 7246472.25 Equities DRAFTKINGS INC SR GLBL COCO 28 2028-03-15 2028-03-15 N/A 32209000.00 21499507.50 Equities BLOCK INC SR GLBL COCO 26 2026-05-01 2026-05-01 N/A 12363000.00 10724902.50 Equities MERCADOLIBRE INC SR GLBL COCO 28 2028-08-15 2028-08-15 2 - 2 2473000.00 6046759.78 Equities MANDIANT INC SR GLBL COCO 24 2024-06-01 2024-06-01 0.875 - 0.875 19949000.00 21890979.74 Equities TELADOC HEALTH INC SR GLBL COCO 27 2027-06-01 2027-06-01 1.25 - 1.25 17092000.00 12812827.89 Equities HELIX ENERGY SOLUTIONS GRP INC SR GLBL COCO 26 2026-02-15 2026-02-15 6.75 - 6.75 11500000.00 12215012.50 Equities FISKER INC SR GLBL COCO 26 2026-09-15 2026-09-15 2.5 - 2.5 1724000.00 1298267.78 Equities Y N/A N/A 2022-08-02 2022-08-02 2022-08-11 Y BANK OF AMERICA CORPORATION 1.0000 95 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0145 132000000.00 132000000.00 0.0035 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 0.55% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NORFOLK SOUTHN CORP SR NT 4.45%45 2045-06-15 2045-06-15 4.45 - 4.45 83000.00 82225.93 Corporate Debt Securities JPMORGAN CHASE & CO SR NT FIX/FLT 28 2027-04-22 2030-10-15 1.47 - 3.54 938000.00 841799.30 Corporate Debt Securities ORACLE CORP SR GLBL NT2.3%28 2028-03-25 2028-03-25 2.3 - 2.3 215000.00 189699.28 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 3.45%081123 2023-08-11 2023-08-11 3.45 - 3.45 112000.00 113862.00 Corporate Debt Securities SIEMENS FIN NV SR GLBL 144A 41 2041-03-11 2041-03-11 2.875 - 2.875 2431000.00 2002471.42 Corporate Debt Securities MORGAN STANLEY FR 1.164%102125 2025-10-21 2025-10-21 1.164 - 1.164 17000.00 15914.19 Corporate Debt Securities Federal Home Loan Mortgage Corp 2047-10-01 2047-10-01 4 - 4 1641059.00 542919.17 Agency Mortgage-Backed Securities Inter-American Development Bank 2024-01-16 2026-04-20 0.875 - 2.625 800000.00 771783.67 Other Instrument INTERNATIONAL DEBT INTERNATIONAL BUSINESS MACHS SR GLBL NT 52 2052-02-09 2052-02-09 3.43 - 3.43 2000000.00 1672044.44 Corporate Debt Securities EXELON CORP SR GLBL NT 30 2030-04-15 2030-04-15 4.05 - 4.05 170000.00 167566.45 Corporate Debt Securities BP CAP MKTS P L C NT 2.5%22 2022-11-06 2022-11-06 2.5 - 2.5 145000.00 146824.66 Corporate Debt Securities International Finance Corp 2024-10-16 2024-10-16 1.375 - 1.375 2120000.00 2051665.04 Other Instrument INTERNATIONAL DEBT PUGET ENERGY INC SR SEC GLBL NT32 2032-03-15 2032-03-15 4.224 - 4.224 167000.00 160062.49 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT 26 2026-01-15 2026-01-15 3.55 - 3.55 78000.00 79530.79 Corporate Debt Securities WELLS FARGO & CO FR 4.611%042553 2026-02-11 2053-04-25 2.164 - 4.611 10855000.00 10801449.84 Corporate Debt Securities TAKEDA PHARMACEUTICAL CO LTD SR GLBL NT 5%28 2028-11-26 2028-11-26 5 - 5 398000.00 423611.30 Corporate Debt Securities ASHTEAD CAPITAL INC SR 144A NT 31 2031-08-12 2031-08-12 2.45 - 2.45 4100000.00 3376351.14 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 4.8%070844 2044-07-08 2044-07-08 4.8 - 4.8 357000.00 362076.54 Corporate Debt Securities UBS GROUP AG FR 3.126%081330 2030-08-13 2030-08-13 3.126 - 3.126 229000.00 210150.86 Corporate Debt Securities TOYOTA MTR CR CORP FR 0.35%101422 2022-10-14 2022-10-14 0.35 - 0.35 100000.00 99341.58 Corporate Debt Securities CAPITAL ONE FINL CORP GLBL NT 1.878%27 2027-11-02 2027-11-02 1.878 - 1.878 86000.00 77871.58 Corporate Debt Securities CHEVRON USA INC GLBL NT 0.687%25 2025-08-12 2025-08-12 0.687 - 0.687 53000.00 48888.76 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 38 2038-04-01 2038-04-01 5.15 - 5.15 20000.00 19008.31 Corporate Debt Securities AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 24 2024-10-29 2024-10-29 1.65 - 1.65 890000.00 830521.30 Corporate Debt Securities NISOURCE INC SR NT 4.8%44 2044-02-15 2044-02-15 4.8 - 4.8 47000.00 44717.99 Corporate Debt Securities INTERCONTINENTAL EXCHANGE INC SR GLBL NT2.1%30 2030-06-15 2030-06-15 2.1 - 2.1 352000.00 309487.79 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC SR GLBL NT 30 2030-05-15 2030-05-15 3.625 - 3.625 7000.00 6553.43 Corporate Debt Securities Asian Development Bank 2027-01-20 2027-01-20 1.5 - 1.5 150000.00 140838.75 Other Instrument INTERNATIONAL DEBT TOTAL CAP INTL SR GLBL NT 30 2030-01-10 2030-01-10 2.829 - 2.829 95000.00 88906.28 Corporate Debt Securities FRANKLIN RESOURCES INC GLBL NT 1.6%30 2030-10-30 2030-10-30 1.6 - 1.6 62000.00 50884.98 Corporate Debt Securities WHIRLPOOL CORP SR GLBL NT 29 2029-02-26 2029-02-26 4.75 - 4.75 62000.00 63331.92 Corporate Debt Securities MYLAN NV SR GLBL NT 46 2046-06-15 2046-06-15 5.25 - 5.25 799000.00 738213.41 Corporate Debt Securities DIGITAL RLTY TR LP SR GLBL NT3.6%29 2029-07-01 2029-07-01 3.6 - 3.6 374000.00 359212.04 Corporate Debt Securities INTESA SANPAOLO S P A FR 4%092329 2029-09-23 2029-09-23 4 - 4 332000.00 308311.80 Corporate Debt Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0055 26000000.00 26000000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.55% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N URBAN ONE INC CL D NON VTG 2500-12-31 2500-12-31 N/A 7.00 42.63 Equities CGI INC CL A SUB VTG 2500-12-31 2500-12-31 N/A 28930.00 2350851.80 Equities ZOOMINFO TECHNOLOGIES INC COM CL A 2500-12-31 2500-12-31 N/A 67760.00 3316852.00 Equities GULFPORT ENERGY CORP COMMON SHARES 2500-12-31 2500-12-31 N/A 33.00 3192.75 Equities ALIGHT INC COM CL A 2500-12-31 2500-12-31 N/A 1048687.00 9364774.91 Equities GILDAN ACTIVEWEAR INC COM 2500-12-31 2500-12-31 N/A 45529.00 1574848.11 Equities BCE INC COM NEW 2500-12-31 2500-12-31 N/A 34.00 1861.16 Equities ENDEAVOR GROUP HLDGS INC CL A COM 2500-12-31 2500-12-31 N/A 835471.00 20076368.13 Equities PRECISION 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2500-12-31 N/A 17.00 179.35 Equities BROOKFIELD ASSET MGMT INC CL A LTD VT SH 2500-12-31 2500-12-31 N/A 61.00 3150.04 Equities LIFE STORAGE INC COM 2500-12-31 2500-12-31 N/A 31100.00 4418066.00 Equities AUTOLIV INC COM 2500-12-31 2500-12-31 N/A 317809.00 23683126.68 Equities SENTINELONE INC CL A 2500-12-31 2500-12-31 N/A 249469.00 8713952.17 Equities APA CORPORATION COM 2500-12-31 2500-12-31 N/A 174279.00 7223864.55 Equities ITURAN LOCATION AND CONTROL SHS 2500-12-31 2500-12-31 N/A 278.00 6402.34 Equities TOAST INC CL A 2500-12-31 2500-12-31 N/A 392915.00 8090119.85 Equities VERMILION ENERGY INC COM 2500-12-31 2500-12-31 N/A 133245.00 2702208.60 Equities ENLINK MIDSTREAM LLC COM UNIT REP LTD 2500-12-31 2500-12-31 N/A 18.00 184.32 Equities HUDBAY MINERALS INC COM 2500-12-31 2500-12-31 N/A 239368.00 1496050.00 Equities ON HLDG AG NAMEN AKT A 2500-12-31 2500-12-31 N/A 110670.00 2827618.50 Equities DEUTSCHE BANK A G NAMEN AKT 2500-12-31 2500-12-31 N/A 289449.00 2963957.76 Equities TURQUOISE HILL RES LTD COM 2500-12-31 2500-12-31 N/A 228.00 6372.60 Equities SUNCOR ENERGY INC NEW COM 2500-12-31 2500-12-31 N/A 98.00 3615.22 Equities ENDEAVOUR SILVER CORP COM 2500-12-31 2500-12-31 N/A 476950.00 1855335.50 Equities CEPTON INC COM 2500-12-31 2500-12-31 N/A 3.00 9.30 Equities HOLLEY INC COM 2500-12-31 2500-12-31 N/A 140174.00 1499861.80 Equities CANADA GOOSE HLDGS INC SHS SUB VTG 2500-12-31 2500-12-31 N/A 72282.00 1628513.46 Equities CANADIAN NAT RES LTD COM 2500-12-31 2500-12-31 N/A 84.00 5260.92 Equities SNAP INC CL A 2500-12-31 2500-12-31 N/A 390694.00 11255894.14 Equities CRESCENT PT ENERGY CORP COM 2500-12-31 2500-12-31 N/A 400090.00 2852641.70 Equities CAE INC COM 2500-12-31 2500-12-31 N/A 106845.00 2803612.80 Equities CEDAR REALTY TRUST INC COM NEW 2500-12-31 2500-12-31 N/A 123.00 3499.35 Equities GILEAD SCIENCES INC COM 2500-12-31 2500-12-31 N/A 2.00 123.12 Equities PAYMENTUS HOLDINGS INC COM CL A 2500-12-31 2500-12-31 N/A 138545.00 2384359.45 Equities FERGUSON 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Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.77% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2024-06-01 2500-12-31 0 - 5.25 48241880.00 595423828.09 Equities Y N/A N/A 2022-06-03 2022-06-03 2022-06-06 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0076 551003746.80 551003746.80 0.0145 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.77% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EVE MOBILITY ACQUISITION CORP CL A ORD SHS 2500-12-31 2500-12-31 N/A 500000.00 4960000.00 Equities WALLBOX NV WT EXP 2500-12-31 2500-12-31 N/A 17057.00 40083.95 Equities ARES ACQUISITION CORPORATION COM CL A 2500-12-31 2500-12-31 N/A 20350.00 200345.75 Equities EVEREST CONSOLIDATOR ACQ CORP CL A COM 2500-12-31 2500-12-31 N/A 1883008.00 18811249.92 Equities FAST ACQUISITION CORP WT EXP 082527 2027-08-25 2027-08-25 N/A 1538480.00 1676943.20 Equities ESM ACQUISITION CORPORATION SHS CL A 2500-12-31 2500-12-31 N/A 25087.00 246354.34 Equities Y N/A N/A 2022-06-03 2022-06-03 2022-06-06 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0076 24000163.20 24000163.20 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.55% K5HU16E3LMSVCCJJJ255 JAI554000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BOA ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 293000.00 2894840.00 Equities APPLOVIN CORP COM CL A 2500-12-31 2500-12-31 N/A 50757.00 1987644.12 Equities BAUSCH HEALTH COS INC COM 2500-12-31 2500-12-31 N/A 32932.00 650077.68 Equities LSB INDS INC COM 2500-12-31 2500-12-31 N/A 263266.00 5981403.52 Equities ATLAS CREST INVESTMENT CORP II COM CL A 2500-12-31 2500-12-31 N/A 124500.00 1221345.00 Equities BITE ACQUISITION CORP COMMON STOCK 2500-12-31 2500-12-31 N/A 101200.00 991760.00 Equities FAST ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 29510.00 297460.80 Equities CHURCHILL CAPITAL CORP V COM CL A 2500-12-31 2500-12-31 N/A 8100.00 79947.00 Equities PIVOTAL INVESTMENT CORP III COM CL A 2500-12-31 2500-12-31 N/A 100000.00 980000.00 Equities ALPHA METALLURGICAL RESOUR INC COM 2500-12-31 2500-12-31 N/A 233299.00 36800584.26 Equities PLANET LABS PBC COM CL A 2500-12-31 2500-12-31 N/A 14800.00 78292.00 Equities GOOD WKS II ACQUISITION CORP COMMON STOCK 2500-12-31 2500-12-31 N/A 154827.00 1531239.03 Equities FORTRESS TRANS INFRST INVS LLC CL A COM SHS 2500-12-31 2500-12-31 N/A 859719.00 20848185.75 Equities SPDR SER TR PORTFOLIO LN COR 2500-12-31 2500-12-31 N/A 76900.00 1952491.00 Equities B RILEY PRINCIPAL 150 MERGER COM CL A 2500-12-31 2500-12-31 N/A 734600.00 7257848.00 Equities BRISTOL-MYERS SQUIBB CO COM 2500-12-31 2500-12-31 N/A 100.00 7720.00 Equities 26 CAPITAL ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 624842.00 6173438.96 Equities SUNCOR ENERGY INC NEW COM 2500-12-31 2500-12-31 N/A 13300.00 490637.00 Equities ATLASSIAN CORP PLC CL A 2500-12-31 2500-12-31 N/A 127373.00 33114432.54 Equities BATTALION OIL CORP COM 2500-12-31 2500-12-31 N/A 100000.00 1874000.00 Equities ADIT EDTECH ACQUISITION CORP COMMON STOCK 2500-12-31 2500-12-31 N/A 213330.00 2109833.70 Equities VANGUARD INDEX FDS TOTAL STK MKT 2500-12-31 2500-12-31 N/A 5600.00 1202712.00 Equities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0055 119000000.00 119000000.00 0.0031 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.58% K5HU16E3LMSVCCJJJ255 JAH024000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ESTABLISHMENT LABS HLDGS INC COM 2500-12-31 2500-12-31 N/A 114628.00 8524884.36 Equities XPAC ACQUISITION CORP UNIT EX 072721 2500-12-31 2500-12-31 N/A 50000.00 488000.00 Equities FORTRESS CAPITAL ACQUISITION SHS CL A 2500-12-31 2500-12-31 N/A 100000.00 985000.00 Equities ADVISORSHARES TR PURE US CANNABIS 2500-12-31 2500-12-31 N/A 24172.00 388685.76 Equities KRANESHARES TR CSI CHI INTERNET 2500-12-31 2500-12-31 N/A 10139.00 266959.87 Equities PROVIDENT ACQUISITION CORP UNIT EX 2500-12-31 2500-12-31 N/A 83300.00 833833.00 Equities MALACCA STRAITS ACQUISITION CO UNIT 2500-12-31 2500-12-31 N/A 199700.00 2028952.00 Equities KNIGHTSWAN ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 47999.00 481429.97 Equities BCE INC COM NEW 2500-12-31 2500-12-31 N/A 3000.00 164220.00 Equities TECK RESOURCES LTD CL B 2500-12-31 2500-12-31 N/A 24600.00 956694.00 Equities HH&L ACQUISITION CO UNIT 2500-12-31 2500-12-31 N/A 108700.00 1082652.00 Equities Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0058 15000000.00 15000000.00 0.0004 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. 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Mizuho Securities U.S.A., Inc., 0.59% 7TK5RJIZDFROZCA6XF66 JAI551000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DUNE ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 107359.00 1070369.23 Equities FUTURETECH II ACQUISITION CORP CLASS A COM 2500-12-31 2500-12-31 N/A 304300.00 3049086.00 Equities AULT DISRUPTIVE TECHS CORP COM 2500-12-31 2500-12-31 N/A 72600.00 724548.00 Equities WELSBACH TECH METALS ACQU CORP COM 2500-12-31 2500-12-31 N/A 297088.00 2935229.44 Equities INTEGRATED RAIL AND RES ACQ CL A COM 2500-12-31 2500-12-31 N/A 341100.00 3397356.00 Equities MALLARD ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 158317.00 1598210.11 Equities GIGCAPITAL 5 INC COMMON STOCK 2500-12-31 2500-12-31 N/A 288400.00 2881116.00 Equities ARCTOS NORTHSTAR ACQUIS CORP SHS CL A 2500-12-31 2500-12-31 N/A 29000.00 284780.00 Equities GENESIS GRWT TECH ACQUSTN CORP CLASS A ORD SHS 2500-12-31 2500-12-31 N/A 177607.00 1777846.07 Equities FREEDOM ACQUISITION I CORP SHS CL A 2500-12-31 2500-12-31 N/A 112944.00 1109110.08 Equities OMNILIT ACQUISITION CORP CLASS A COM 2500-12-31 2500-12-31 N/A 219131.00 2193501.31 Equities ATLASSIAN CORP PLC CL A 2500-12-31 2500-12-31 N/A 9017.00 2344239.66 Equities INFINT ACQUISITION CORP CL A ORD SHS 2500-12-31 2500-12-31 N/A 382700.00 3830827.00 Equities GOLDENBRIDGE ACQUISITION LTD SHS 2500-12-31 2500-12-31 N/A 407537.00 4107972.96 Equities AESTHER HEALTHCARE ACQSTN CORP CLASS A COM 2500-12-31 2500-12-31 N/A 124693.00 1259399.30 Equities HNR ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 282900.00 2829000.00 Equities BLUE SAFARI GRP ACQUISITN CORP CLASS A ORD SHS 2500-12-31 2500-12-31 N/A 72880.00 733901.60 Equities AMERICAS TECHNOLOGY ACQSN CORP SHS 2500-12-31 2500-12-31 N/A 145900.00 1496934.00 Equities GSR II METEORA ACQUISITN CORP CLASS A COM 2500-12-31 2500-12-31 N/A 100000.00 987000.00 Equities EMERGING MARKETS HORIZON CORP CLASS A ORD SHS 2500-12-31 2500-12-31 N/A 10700.00 106144.00 Equities LIVE OAK MOBILITY ACQUISI CORP COM CL A 2500-12-31 2500-12-31 N/A 112946.00 1108000.26 Equities BANNIX ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 459884.00 4566648.12 Equities GCM GROSVENOR INC COM CL A 2500-12-31 2500-12-31 N/A 1348486.00 11125009.50 Equities FORTUNE RISE ACQUISITION CORP CL A 2500-12-31 2500-12-31 N/A 563000.00 5658150.00 Equities DATA KNIGHTS ACQUISITION CORP CLASS A COM 2500-12-31 2500-12-31 N/A 217447.00 2222308.34 Equities GENESIS UNICORN CAPITAL CORP CLASS A COM 2500-12-31 2500-12-31 N/A 500200.00 4971988.00 Equities GLOBAL CONSUMER ACQUISITN CORP COM 2500-12-31 2500-12-31 N/A 112962.00 1131879.24 Equities ATLANTIC AVE ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 46900.00 463372.00 Equities BROAD CAPITAL ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 486621.00 4841878.95 Equities ELLIOTT OPPORTUNITY II CORP SHS CL A 2500-12-31 2500-12-31 N/A 17764.00 173909.56 Equities OSIRIS ACQUISITION CORP CL A 2500-12-31 2500-12-31 N/A 36287.00 353435.38 Equities NORTHVIEW ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 447692.00 4436627.72 Equities LMF ACQUISITION OPPORTUNIT INC CL A COM 2500-12-31 2500-12-31 N/A 163916.00 1663747.40 Equities MONTEREY BIO ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 21192.00 212025.96 Equities VENTOUX CCM ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 75072.00 761980.80 Equities BENESSERE CAPITAL ACQUSTN CORP COM CL A 2500-12-31 2500-12-31 N/A 46411.00 478033.30 Equities JUPITER WELLNESS ACQUISITION C CLASS A COM 2500-12-31 2500-12-31 N/A 319654.00 3177360.76 Equities FG MERGER CORP COMMON STOCK 2500-12-31 2500-12-31 N/A 93600.00 934128.00 Equities GLOBALINK INVT INC COM 2500-12-31 2500-12-31 N/A 221421.00 2198710.53 Equities ACE GLOBAL BUSINESS ACQU LTD ORDINARY SHARES 2500-12-31 2500-12-31 N/A 252719.00 2587842.56 Equities JABIL INC COM 2500-12-31 2500-12-31 N/A 5424.00 322131.36 Equities FAST ACQUISITION CORP II CL A 2500-12-31 2500-12-31 N/A 59595.00 582845.06 Equities WARBURG PINCUS CAPTAL CORP I A SHS CL A 2500-12-31 2500-12-31 N/A 36584.00 359620.72 Equities ROSS ACQUISITION CORP II SHS CL A 2500-12-31 2500-12-31 N/A 154314.00 1516875.76 Equities IG ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 22357.00 220887.16 Equities BOSTON SCIENTIFIC CORP COM 2500-12-31 2500-12-31 N/A 42256.00 1805598.88 Equities ARDAGH METAL PACKAGING S A SHS 2500-12-31 2500-12-31 N/A 565011.00 3853375.02 Equities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0059 93000000.00 93000000.00 0.0024 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 0.57% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HSBC HLDGS PLC COCO 26 2026-09-12 2032-11-22 2.871 - 4.292 5890000.00 5184504.32 Corporate Debt Securities BP CAP MKTS P L C SR GLBL NT 28 2028-11-28 2028-11-28 3.723 - 3.723 1072000.00 1070430.50 Corporate Debt Securities NEW YORK LIFE GLOBAL FDG FR 0.4%102123 2023-10-21 2023-10-21 0.4 - 0.4 195000.00 188051.93 Corporate Debt Securities LLOYDS TSB GROUP PLC SR GLBL COCO 27 2027-05-11 2027-05-11 1.627 - 1.627 1000000.00 905122.67 Corporate Debt Securities VOLKSWAGEN GROUP AMER FIN LLC SR GLBL 144A 30 2030-05-13 2030-05-13 3.75 - 3.75 4509000.00 4371708.46 Corporate Debt Securities CANADIAN IMP BK COMM SR COCO 26 2024-10-18 2026-06-22 1 - 1.25 1244000.00 1170373.31 Corporate Debt Securities TELEFONICA EMISONES SA SR GLBL NT 27 2027-03-08 2027-03-08 4.103 - 4.103 8869000.00 8868313.39 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT2.1%28 2028-03-22 2028-03-22 2.1 - 2.1 2372000.00 2135365.33 Corporate Debt Securities BARCLAYS PLC GLBL COCO 24 2024-12-10 2028-01-10 1.007 - 4.337 13190000.00 12996730.62 Corporate Debt Securities BANK NOVA SCOTIA HALIFAX FR 3.45%041125 2025-04-11 2026-03-02 1.05 - 3.45 4026000.00 3753449.85 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 32 2032-04-15 2032-04-15 3.25 - 3.25 2900000.00 2728692.97 Corporate Debt Securities GUARDIAN LIFE GLOBAL FDG MTN SR SEC GLBL 25 2025-06-23 2025-06-23 1.1 - 1.1 8546000.00 8008114.76 Corporate Debt Securities SIEMENS FIN NV SR GLBL 144A 31 2031-03-11 2031-03-11 2.15 - 2.15 1917000.00 1669719.78 Corporate Debt Securities NEW YORK ST ELEC & GAS CORP SR GLBL 144A 30 2030-10-01 2030-10-01 1.95 - 1.95 200000.00 170187.33 Corporate Debt Securities TOYOTA MTR CR CORP FR 2.4%011332 2027-03-22 2032-01-13 2.4 - 3.05 2610000.00 2416533.26 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 2.721%32 2032-01-12 2032-01-12 2.721 - 2.721 5000000.00 4476237.08 Corporate Debt Securities DAIMLER TRUCKS FIN NORTH AMER 144A NT 3.65%27 2027-04-07 2027-04-07 3.65 - 3.65 5000000.00 4909552.78 Corporate Debt Securities B A T INTL FIN PLC DISC COML FR 1.668%032526 2026-03-25 2026-03-25 1.668 - 1.668 1498000.00 1348702.33 Corporate Debt Securities SHELL INTERNATIONAL FIN BV SR NT 3.875%28 2028-11-13 2028-11-13 3.875 - 3.875 1350000.00 1378347.38 Corporate Debt Securities BPCE S A FR 2.75%011123 2023-01-11 2023-01-11 2.75 - 2.75 556000.00 561315.36 Corporate Debt Securities BMW US CAP LLC EXTND IAM FLTG GLBL 144A NT 32 2025-04-01 2032-04-01 3.25 - 3.7 7954000.00 7854338.16 Corporate Debt Securities BMW FINANCE NV SR GLBL 144A 29 2029-08-14 2029-08-14 2.85 - 2.85 335000.00 310527.41 Corporate Debt Securities PRICOA GLOBAL FDG I SR GLBL 144A 25 2025-09-01 2025-09-01 0.8 - 0.8 1390000.00 1275879.46 Corporate Debt Securities VODAFONE GROUP PLC SR GLBL NT 5%38 2025-05-30 2038-05-30 4.125 - 5 6301000.00 6424973.21 Corporate Debt Securities EXXON MOBIL CORP SR GLBL NT 25 2025-03-19 2025-03-19 2.992 - 2.992 704000.00 701496.89 Corporate Debt Securities AIR LEASE CORP FR 2.875%011526 2026-01-15 2026-01-15 2.875 - 2.875 4412000.00 4181012.19 Corporate Debt Securities ROYAL BK CDA FR 3.625%050427 2025-04-14 2027-05-04 3.375 - 3.625 16903000.00 16711169.01 Corporate Debt Securities LOWES COS INC SR GLBL NT 32 2032-04-01 2032-04-01 3.75 - 3.75 2510000.00 2384589.94 Corporate Debt Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0057 103000000.00 103000000.00 0.0027 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MORGAN STANLEY FR 0.791%012225 2024-04-05 2032-10-20 0.731 - 2.511 3022000.00 2686449.87 Corporate Debt Securities CYREN LTD SHS NEW 2500-12-31 2500-12-31 N/A 5.00 12.65 Equities ALTUS POWER INC WT EXP 120926 2500-12-31 2500-12-31 N/A 5600.00 6776.00 Equities ICBCIL FINANCE CO. LTD. FR 3.625%051926 2026-05-19 2026-05-19 3.625 - 3.625 2000000.00 2000942.22 Corporate Debt Securities ACORDA THERAPEUTICS INC COM NEW 2500-12-31 2500-12-31 N/A 48892.00 65026.36 Equities DBS GROUP HOLDINGS LTD FR 4.52%121128 2028-12-11 2028-12-11 4.52 - 4.52 2099000.00 2164418.83 Corporate Debt Securities DECARBONIZATION PLUS ACQUISITI COM CL A 2500-12-31 2500-12-31 N/A 23338.00 231512.96 Equities AURORA CANNABIS INC COM 2500-12-31 2500-12-31 N/A 213000.00 649650.00 Equities PTTEP TREAS CTR CO LTD FR 2.587%061027 2027-06-10 2027-06-10 2.587 - 2.587 1040000.00 987551.44 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 3.3%082329 2029-08-23 2029-08-23 3.3 - 3.3 900000.00 862479.00 Corporate Debt Securities CHAVANT CAPITAL ACQUISITN CORP ORDINARY SHARES 2500-12-31 2500-12-31 N/A 186364.00 1856185.44 Equities SUBURBAN PROPANE PARTNERS L P UNIT LTD PARTN 2500-12-31 2500-12-31 N/A 64472.00 1081195.44 Equities PETRONAS CAPITAL LTD FR 3.404%042861 2045-03-18 2061-04-28 3.404 - 4.5 58192000.00 58480763.29 Corporate Debt Securities BILIBILI INC SR CV 144A NT 26 2026-12-01 2026-12-01 0.5 - 0.5 2543000.00 1783066.83 Equities BK OF AMERICA CORP FR 2.496%021331 2031-02-13 2031-02-13 2.496 - 2.496 4031000.00 3486651.07 Corporate Debt Securities BAT CAPITAL CORP FR 3.734%092540 2040-09-25 2040-09-25 3.734 - 3.734 893000.00 670845.31 Corporate Debt Securities TENCENT HLDGS LTD FR 3.94%042261 2061-04-22 2061-04-22 3.94 - 3.94 17940000.00 13950791.83 Corporate Debt Securities US BANCORP DEL DEP PERP PFD K 2500-12-31 2500-12-31 5.5 - 5.5 172.00 4196.80 Equities NIGHTDRAGON ACQUISITION CORP CLASS A COM 2500-12-31 2500-12-31 N/A 26180.00 256302.20 Equities KEB HANA BANK FR 4.375%093024 2024-09-30 2024-09-30 4.375 - 4.375 450000.00 458313.44 Corporate Debt Securities Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0057 87002192.40 87002192.40 0.0023 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.07% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2022-05-15 2500-12-31 0 - 7.875 324577000.00 305061852.50 Corporate Debt Securities Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N N 0.0106 290000986.00 290000986.00 0.0076 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.48% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N XIAOMI BEST TIME INTERNATIONAL SR REGS BD 31 2031-07-14 2031-07-14 2.875 - 2.875 651000.00 540144.74 Corporate Debt Securities IQIYI INC SR GLBL CV NT 26 2026-12-15 2026-12-15 4 - 4 41468000.00 28214366.44 Equities BILIBILI INC SR CV 144A NT 26 2026-12-01 2026-12-01 0.5 - 0.5 54330000.00 38094385.00 Equities EUROPEAN INVT BK 144A 2.625%24 2024-03-15 2024-03-15 2.625 - 2.625 4189000.00 4199591.19 Corporate Debt Securities MAJAPAHIT HLDG B V SR GLBL REGS 37 2037-06-29 2037-06-29 7.875 - 7.875 4423000.00 5468193.60 Corporate Debt Securities NIO INC SR GLBL COCO 26 2026-02-01 2026-02-01 N/A 23495000.00 19477355.00 Equities FIVERR INTL LTD SR GLBL COCO 25 2025-11-01 2025-11-01 N/A 33747000.00 26879485.50 Equities GOGO INC SR COCO 22 2022-05-15 2022-05-15 6 - 6 14558000.00 46765148.67 Equities Y N/A N/A 2022-06-10 2022-06-10 2022-06-10 N N N 0.0147 157000000.00 157000000.00 0.0041 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.85% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LIBERTY MEDIA CORP DEL SR EXC DB3.75%30 2029-11-15 2030-02-15 3.75 - 4 18863000.00 13081613.35 Equities PROSPECT CAP CORP SR CV NT 4.95%22 2022-07-15 2022-07-15 4.95 - 4.95 671000.00 685641.22 Equities SHERWIN WILLIAMS CO 2022-06-06 2022-06-06 N/A 25000000.00 24977950.00 Money Market JOYY INC SR COCO 26 2026-06-15 2026-06-15 1.375 - 1.375 2146000.00 1921996.35 Equities CLARIVATE PLC 5.25% PFD CONV A 2500-12-31 2500-12-31 5.25 - 5.25 122575.00 8016405.00 Equities ITT INC 2022-06-21 2022-06-21 N/A 1000000.00 998260.00 Money Market NEXTERA ENERGY PARTNERS LP SR GLBL 144A 25 2024-06-15 2025-11-15 N/A 13743000.00 12830650.50 Equities SMILEDIRECTCLUB INC SR GLBL COCO 26 2026-02-01 2026-02-01 N/A 1342000.00 436150.00 Equities SSR MNG INC SR GLBL CV NT 39 2039-04-01 2039-04-01 2.5 - 2.5 3509000.00 4961531.06 Equities CANADIAN SOLAR INC SR GLBL 144A 25 2025-10-01 2025-10-01 2.5 - 2.5 3289000.00 3441755.78 Equities NOVA LTD SR GLBL COCO 25 2025-10-15 2025-10-15 N/A 498000.00 717618.00 Equities LIBERTY MEDIA CORP DEL SR COCO 23 2023-10-15 2023-10-15 1.375 - 1.375 19032000.00 25132036.19 Equities GENERAL MTRS FINL CO INC 2022-05-18 2022-05-18 N/A 12942783.00 12936402.21 Money Market NIO INC SR GLBL CV NT 24 2024-02-01 2024-02-01 4.5 - 4.5 3439000.00 6765544.70 Equities GLOBE LIFE INC 2022-07-06 2022-07-06 N/A 30000000.00 29938290.00 Money Market AMCOR FIN USA INC 2022-05-31 2022-05-31 N/A 16695000.00 16679390.18 Money Market Y N/A N/A 2022-07-27 2022-07-27 2022-07-27 N N N 0.0184 155000000.00 155000000.00 0.0041 N N N Y Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.31%, dated 4/29/2022 due 05/02/2022 B4TYDEB6GKMZO031MB27 JAI668000_00352 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 2039-12-20 2050-06-20 3 - 5.25 1414811149.00 207858931.97 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 202410000.00 202410000.00 0.0053 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.31%, dated 4/29/2022 due 05/02/2022 VJW2DOOHGDT6PR0ZRO63 JAI668000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 2022-08-15 2048-01-15 1.875 - 4.875 1294.00 1512.40 Agency Debentures and Agency Strips Federal National Mortgage Association 2022-05-25 2052-05-01 0.375 - 9 23581074.00 16960606.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2022-10-01 2052-05-01 0.125 - 8 12982449.00 8505057.41 Agency Mortgage-Backed Securities United States Treasury 2022-05-05 2052-02-15 0 - 7.625 56736231.00 56335101.17 U.S. Treasuries (including strips) Government National Mortgage Association 2022-08-20 2052-03-20 1.5 - 9 40991892.00 34407835.66 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2022-05-18 2035-05-14 0.125 - 3.5 1368386.00 1318051.58 Agency Debentures and Agency Strips Federal Home Loan Banks 2022-05-27 2028-11-16 0 - 3.375 11441274.00 11189756.78 Agency Debentures and Agency Strips Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 126084000.00 126084000.00 0.0033 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.31%, dated 4/29/2022 due 05/02/2022 MBNUM2BPBDO7JBLYG310 JAI668000_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 2050-09-20 2072-03-20 1.5 - 6 106630061.00 85092303.49 Agency Mortgage-Backed Securities United States Treasury 2026-10-15 2026-10-15 0.125 - 0.125 879628.00 943842.68 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0031 84338000.00 84338000.00 0.0022 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.31%, dated 4/29/2022 due 05/02/2022 1VUV7VQFKUOQSJ21A208 JAI668000_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 2023-07-31 2030-08-15 0.125 - 2.875 15040368.00 13955207.01 U.S. Treasuries (including strips) Government National Mortgage Association 2051-01-20 2051-01-20 2 - 2 7983883.00 6117875.57 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 19679000.00 19679000.00 0.0005 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.31%, dated 4/29/2022 due 05/02/2022 CYYGQCGNHMHPSMRL3R97 JAI668000_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 2025-06-01 2042-04-01 2 - 4.5 4278485.00 3811499.33 Agency Mortgage-Backed Securities Federal National Mortgage Association 2033-06-01 2052-04-01 2 - 4.5 27532464.00 21997185.87 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 25302000.00 25302000.00 0.0007 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.31%, dated 4/29/2022 due 05/02/2022 ZOMOLU8CGIZRYZ7PFU34 JAI668000_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 2028-12-01 2052-04-01 2 - 5 35659184.00 13326323.89 Agency Mortgage-Backed Securities United States Treasury 2022-06-16 2052-02-15 0 - 4.75 22969410.00 22568278.15 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2022-06-08 2052-04-01 0.125 - 5 15358169.00 5934749.29 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-12-20 2052-01-20 2.5 - 5.5 9893825.00 5127624.62 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 46007000.00 46007000.00 0.0012 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.31%, dated 4/29/2022 due 05/02/2022 7TK5RJIZDFROZCA6XF66 JAI668000_08126 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 2051-01-20 2051-01-20 2 - 2 526978.00 403811.43 Agency Mortgage-Backed Securities United States Treasury 2022-06-14 2050-11-15 0 - 3.5 14772380.00 13952295.72 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 14056000.00 14056000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.31%, dated 4/29/2022 due 05/02/2022 OXTKY6Q8X53C9ILVV871 JAI668000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-05-03 2040-08-15 0 - 7.125 116887.00 115031.75 U.S. Treasuries (including strips) Federal National Mortgage Association 2040-08-01 2060-01-01 2.5 - 5 125763.00 57396.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-01-01 2052-04-01 2 - 3.5 18894.00 16276.27 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 185000.00 185000.00 0.0000 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.31%, dated 4/29/2022 due 05/02/2022 5U0XI89JRFVHWIBS4F54 JAI668000_10193 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 2046-08-01 2049-09-01 3.5 - 3.5 48147801.00 9664322.57 Agency Mortgage-Backed Securities Federal National Mortgage Association 2046-12-01 2052-04-01 2.5 - 4 159176862.00 80187386.61 Agency Mortgage-Backed Securities United States Treasury 2022-07-14 2051-02-15 0 - 3 306869765.00 289840288.31 U.S. Treasuries (including strips) Government National Mortgage Association 2041-02-20 2051-06-20 2 - 4.5 36776301.00 4777527.74 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 376902000.00 376902000.00 0.0099 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.31%, dated 4/29/2022 due 05/02/2022 5U0XI89JRFVHWIBS4F54 JAI668000_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 2048-12-01 2050-06-01 2 - 4 842057962.00 220510011.88 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-10-20 2046-03-20 3 - 3.5 318360668.00 51410380.80 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 264258000.00 264258000.00 0.0069 N Y Y N Fidelity Colchester Street Trust: Money Market Portfolio 2022-05-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer