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2020-11-27 N N N 0.0008 12999232.61 12999232.61 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964U0 US9127964U08 U.S. Treasury Debt Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 20998562.13 20998562.13 0.0159 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0008 19598523.14 19598523.14 0.0149 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0008 15498605.00 15498605.00 0.0118 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963J6 US9127963J61 U.S. Treasury Debt Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0008 25997564.32 25997564.32 0.0197 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796A74 US912796A742 U.S. Treasury Debt Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0008 25995211.58 25995211.58 0.0197 N Y Y N U.S. Treasury 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Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796UC1 US912796UC14 U.S. Treasury Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0010 1999528.74 1999528.74 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963W7 US9127963W72 U.S. Treasury Debt Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0010 12996615.71 12996615.71 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 912796B73 US912796B732 U.S. Treasury Debt Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0012 12995710.00 12995710.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 912796A82 US912796A825 U.S. Treasury Debt Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0014 10996363.84 10996363.84 0.0083 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-11-02 2021-10-31 2021-10-31 N N N 0.0011 3008512.95 3008512.95 0.0023 N Y Y N ASB Finance Ltd. 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2020-12-21 2020-12-21 2020-12-21 N N N 0.0012 999831.00 999831.00 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.12% 31428FMN2 549300B2Q47IR0CR5B54 GCE688000 Financial Company Commercial Paper Y N/A N/A 2020-12-22 2020-12-22 2020-12-22 N N N 0.0012 999826.30 999826.30 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.12% 31428FMP7 549300B2Q47IR0CR5B54 GCE693000 Financial Company Commercial Paper Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0012 999823.00 999823.00 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.12% 31428FMP7 549300B2Q47IR0CR5B54 GCE695000 Financial Company Commercial Paper Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0012 999823.00 999823.00 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.13% 31428FNB7 549300B2Q47IR0CR5B54 GDB227000 Financial Company Commercial Paper Y N/A N/A 2021-01-11 2021-01-11 2021-01-11 N N N 0.0013 1999476.80 1999476.80 0.0015 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.13% 31428FNF8 549300B2Q47IR0CR5B54 GDD513000 Financial Company Commercial Paper Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0013 1999439.60 1999439.60 0.0015 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.16% 31428FPS8 549300B2Q47IR0CR5B54 GFA879000 Financial Company Commercial Paper Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0016 999487.60 999487.60 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.16% 31428FPS8 549300B2Q47IR0CR5B54 GFA834000 Financial Company Commercial Paper Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0016 999487.60 999487.60 0.0008 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.16% 31428FQ16 549300B2Q47IR0CR5B54 GFB522000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0016 999471.30 999471.30 0.0008 N 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Mitsubishi UFJ Trust & Banking Corp., 0.14% 60682WNT1 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2021-01-27 2021-01-27 2021-01-27 N N N 0.0014 3998605.60 3998605.60 0.0030 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.14% 60682YNU4 JBONEPAGQXF4QP29B387 GHH264000 Financial Company Commercial Paper Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0014 1999300.00 1999300.00 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.15% 60682YMF8 JBONEPAGQXF4QP29B387 GFD840000 Financial Company Commercial Paper Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0015 2999440.20 2999440.20 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.15% 60682YNK6 JBONEPAGQXF4QP29B387 GHA122000 Financial Company Commercial Paper Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0015 999671.50 999671.50 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.15% 60682YNL4 JBONEPAGQXF4QP29B387 GHH381000 Financial Company Commercial Paper Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0015 999669.70 999669.70 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.15% 60682WNV6 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2021-01-29 2021-01-29 2021-01-29 N N N 0.0015 999641.10 999641.10 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.19% 60682YPQ1 JBONEPAGQXF4QP29B387 GHG664000 Financial Company Commercial Paper Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0019 999398.80 999398.80 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.19% 60682YPR9 JBONEPAGQXF4QP29B387 GHG665000 Financial Company Commercial Paper Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0019 999387.10 999387.10 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.19% 60682YPS7 JBONEPAGQXF4QP29B387 GHG666000 Financial Company Commercial Paper Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0019 1998757.20 1998757.20 0.0015 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.09% 60689PL46 RB0PEZSDGCO3JS6CEU02 GDG483000 Financial Company Commercial Paper Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0009 1999975.00 1999975.00 0.0015 N N Y N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.09% 60689PLC8 RB0PEZSDGCO3JS6CEU02 GEA303000 Financial Company Commercial Paper Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0009 999967.50 999967.50 0.0008 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.11% 60689PLQ7 RB0PEZSDGCO3JS6CEU02 GEE333000 Financial Company Commercial Paper Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0011 2999785.50 2999785.50 0.0023 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.11% 60689PLR5 RB0PEZSDGCO3JS6CEU02 GEE862000 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0011 999924.20 999924.20 0.0008 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.17% 60689PNN2 RB0PEZSDGCO3JS6CEU02 GHA060000 Financial Company Commercial Paper Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0017 1999225.40 1999225.40 0.0015 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.19% 60689PLA2 RB0PEZSDGCO3JS6CEU02 GEF954000 Financial Company Commercial Paper Y N/A N/A 2020-11-10 2020-11-10 2020-11-10 N N N 0.0019 13999199.20 13999199.20 0.0106 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60689FNC8 RB0PEZSDGCO3JS6CEU02 GHA132000 Financial Company Commercial Paper Y N/A N/A 2021-01-12 2021-01-12 2021-01-12 N N N 0.0018 1999288.80 1999288.80 0.0015 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.12% 63873JMA5 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0012 3999462.40 3999462.40 0.0030 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 0.12% 63254EQ11 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0012 6997129.30 6997129.30 0.0053 N N N N National Bank of Canada National Bank of Canada, 0.15% 63307LP96 BSGEFEIOM18Y80CKCV46 GFF334000 Financial Company Commercial Paper Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0015 2998758.90 2998758.90 0.0023 N N N N National Bank of Canada National Bank of Canada, 0.16% 63307LQ12 BSGEFEIOM18Y80CKCV46 GFD848000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0016 6996299.10 6996299.10 0.0053 N N N N National Bank of Canada National Bank of Canada, 0.16% 63307LQ20 BSGEFEIOM18Y80CKCV46 GFD455000 Financial Company Commercial Paper Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0016 4997318.00 4997318.00 0.0038 N N N N National Bank of Canada National Bank of Canada, 0.16% 63307LQ95 BSGEFEIOM18Y80CKCV46 GFF332000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0016 2998266.60 2998266.60 0.0023 N N N N National Bank of Canada National Bank of Canada, 0.17% 63307LQN4 BSGEFEIOM18Y80CKCV46 GGA923000 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0017 999340.60 999340.60 0.0008 N N N N National Bank of Canada National Bank of Canada, 0.17% 63307LQP9 BSGEFEIOM18Y80CKCV46 GGC746000 Financial Company Commercial Paper Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0017 4996660.00 4996660.00 0.0038 N N N N National Bank of Canada National Bank of Canada, 0.17% 63307LR52 BSGEFEIOM18Y80CKCV46 GGH896000 Financial Company Commercial Paper Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 N N N 0.0017 5995499.40 5995499.40 0.0045 N N N N National Bank of Canada National Bank of Canada, 0.18% 63307LRD5 BSGEFEIOM18Y80CKCV46 GHA853000 Financial Company Commercial Paper Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0018 5995187.40 5995187.40 0.0045 N N N N National Bank of Canada National Bank of Canada, 0.18% 63307LRL7 BSGEFEIOM18Y80CKCV46 GHD888000 Financial Company Commercial Paper Y N/A N/A 2021-04-20 2021-04-20 2021-04-20 N N N 0.0018 2997462.90 2997462.90 0.0023 N N N N PSP Capital, Inc. PSP Capital, Inc., 0.14% 69370AQ15 549300B456N0WEIC5249 GFD424000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N Y PUBLIC SECTOR PENSION INV BRD OBLIGOR 1.0000 N/A N/A 0.0014 1999085.00 1999085.00 0.0015 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.18% 86562KP16 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0018 1999091.40 1999091.40 0.0015 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YL59 5493006GGLR4BTEL8O61 GDG949000 Financial Company Commercial Paper Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 9999835.00 9999835.00 0.0076 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YLC4 5493006GGLR4BTEL8O61 GEB189000 Financial Company Commercial Paper Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0010 999963.20 999963.20 0.0008 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YLR1 5493006GGLR4BTEL8O61 GEG980000 Financial Company Commercial Paper Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0011 1999844.00 1999844.00 0.0015 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 86564YM33 5493006GGLR4BTEL8O61 GEI123000 Financial Company Commercial Paper Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0012 999891.40 999891.40 0.0008 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.13% 86564YMF6 5493006GGLR4BTEL8O61 GFC603000 Financial Company Commercial Paper Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0013 999832.60 999832.60 0.0008 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564YP14 5493006GGLR4BTEL8O61 GHD869000 Financial Company Commercial Paper Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0020 2998488.30 2998488.30 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564YP22 5493006GGLR4BTEL8O61 GHE468000 Financial Company Commercial Paper Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0020 1998981.40 1998981.40 0.0015 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564YPA4 5493006GGLR4BTEL8O61 GHI117000 Financial Company Commercial Paper Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0020 2998291.80 2998291.80 0.0023 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.18% 86960JQ99 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0018 6995450.00 6995450.00 0.0053 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.18% 86960JQG3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-16 2021-03-16 2021-03-16 N N N 0.0018 4996575.00 4996575.00 0.0038 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.18% 86960JQN8 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0018 999285.00 999285.00 0.0008 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.18% 86960JQP3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0018 1998560.00 1998560.00 0.0015 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.19% 86960JRD9 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0019 10990673.10 10990673.10 0.0083 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.18% 89119AP93 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0018 5997042.00 5997042.00 0.0045 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.18% 89119APG7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0018 3997868.40 3997868.40 0.0030 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.18% 89119APQ5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0018 6995928.10 6995928.10 0.0053 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.19% 89119AQC5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0019 4996601.00 4996601.00 0.0038 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.19% 89119AQF8 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0019 4996505.50 4996505.50 0.0038 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.26% 89120DRK7 PT3QB789TSUIDF371261 US89120DRK71 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-11-10 2020-11-10 2020-11-10 N N N 0.0025 6000023.40 6000023.40 0.0046 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233GQJ8 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0020 1998432.40 1998432.40 0.0015 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233GQQ2 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0021 1998332.60 1998332.60 0.0015 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233GQS8 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-26 2021-03-26 2021-03-26 N N N 0.0021 1998301.40 1998301.40 0.0015 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233GQW9 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0021 1998238.40 1998238.40 0.0015 N N N N UBS AG London Branch UBS AG London Branch, 0.19% 90351WNN1 BFM8T61CT2L1QCEMIK50 GGI509000 Financial Company Commercial Paper Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0019 2998698.00 2998698.00 0.0023 N N N N UBS AG London Branch UBS AG London Branch, 0.22% 90351WPN9 BFM8T61CT2L1QCEMIK50 US90351WPN91 Financial Company Commercial Paper Y N/A N/A 2021-02-22 2021-02-22 2021-02-22 N N N 0.0022 5995802.40 5995802.40 0.0045 N N N N UBS AG London Branch UBS AG London Branch, 0.26% 90351WRM9 BFM8T61CT2L1QCEMIK50 GHE518000 Financial Company Commercial Paper Y N/A N/A 2021-04-21 2021-04-21 2021-04-21 N N N 0.0026 10986362.20 10986362.20 0.0083 N N N N UBS AG London Branch UBS AG London Branch, 0.29% 90276JKH8 BFM8T61CT2L1QCEMIK50 US90276JKH85 Financial Company Commercial Paper Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0022 11001196.80 11001196.80 0.0083 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.14% 56274LLQ5 549300S0NSJYSOB32S63 GEJ471000 Asset Backed Commercial Paper Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0014 7999244.80 7999244.80 0.0061 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.15% 56274LLW2 549300S0NSJYSOB32S63 GFA830000 Asset Backed Commercial Paper Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0015 999870.00 999870.00 0.0008 N N N N Bank of Montreal Bank of Montreal, 0.17% 06367BSN0 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0014 4000092.80 4000092.80 0.0030 N N N N Bank of Montreal Bank of Montreal, 0.20% 06367BTH2 NQQ6HPCNCCU6TUTQYE16 US06367BTH23 0000927971 Certificate of Deposit Y N/A N/A 2020-11-02 2021-03-02 2021-03-02 N N N 0.0019 5000185.00 5000185.00 0.0038 N N N N Bank of Montreal Bank of Montreal, 0.20% 06367BXR5 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0019 11000199.10 11000199.10 0.0083 N N N N Bank of Montreal Bank of Montreal, 0.21% 06367BRV3 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0020 3000126.00 3000126.00 0.0023 N N N N Bank of Montreal Bank of Montreal, 0.21% 06367BVM8 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0021 3000047.10 3000047.10 0.0023 N N N N Bank of Montreal Bank of Montreal, 0.23% 06367BYS2 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-04-27 2021-04-27 2021-04-27 N N N 0.0022 5000298.00 5000298.00 0.0038 N N N N Bank of Montreal Bank of Montreal, 0.23% 06367BYZ6 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0022 5000282.50 5000282.50 0.0038 N N N N Bank of Montreal Bank of Montreal, 0.32% 06367BGR4 NQQ6HPCNCCU6TUTQYE16 US06367BGR42 0000927971 Certificate of Deposit Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0026 6000186.60 6000186.60 0.0046 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.23% 55380TGE4 C3GTMMZIHMY46P4OIX74 GDG469000 Certificate of Deposit Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0010 9000428.40 9000428.40 0.0068 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TFX3 C3GTMMZIHMY46P4OIX74 GDF540000 Certificate of Deposit Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0009 2000196.00 2000196.00 0.0015 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TFY1 C3GTMMZIHMY46P4OIX74 GDF541000 Certificate of Deposit Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0009 3000308.10 3000308.10 0.0023 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 55380TFV7 C3GTMMZIHMY46P4OIX74 GDF006000 Certificate of Deposit Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0009 2000182.00 2000182.00 0.0015 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 55380TFZ8 C3GTMMZIHMY46P4OIX74 GDF542000 Certificate of Deposit Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0009 4000456.40 4000456.40 0.0030 N N N N Bayerische Landesbank Bayerische Landesbank, 0.20% 0727MCEE3 VDYMYTQGZZ6DU0912C88 GGF633000 Certificate of Deposit Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0013 6000158.40 6000158.40 0.0046 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.21% 51501GM57 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0015 11000056.10 11000056.10 0.0083 N Y Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.21% 60683BM67 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0016 1000137.10 1000137.10 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.32% 60683BF57 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 2000048.80 2000048.80 0.0015 N N Y N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.20% 60710ARY0 RB0PEZSDGCO3JS6CEU02 GEH369000 Certificate of Deposit Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0013 5000311.50 5000311.50 0.0038 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.20% 60710ASW3 RB0PEZSDGCO3JS6CEU02 GGJ416000 Certificate of Deposit Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0019 3000082.80 3000082.80 0.0023 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.21% 60710AR46 RB0PEZSDGCO3JS6CEU02 GEB239000 Certificate of Deposit Y N/A N/A 2020-11-16 2020-11-16 2020-11-16 N N N 0.0012 5000214.50 5000214.50 0.0038 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.21% 60710AR79 RB0PEZSDGCO3JS6CEU02 GEB779000 Certificate of Deposit Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0012 5000225.00 5000225.00 0.0038 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.21% 60710AQ21 RB0PEZSDGCO3JS6CEU02 GEC342000 Certificate of Deposit Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0012 1000074.60 1000074.60 0.0008 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.21% 60710ARH7 RB0PEZSDGCO3JS6CEU02 GED889000 Certificate of Deposit Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0012 5000283.00 5000283.00 0.0038 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.23% 60710AQF2 RB0PEZSDGCO3JS6CEU02 GDG481000 Certificate of Deposit Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 5000071.50 5000071.50 0.0038 N N Y N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.23% 60710AQE5 RB0PEZSDGCO3JS6CEU02 GDG480000 Certificate of Deposit Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0010 5000087.50 5000087.50 0.0038 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86565CQA0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0016 3000239.70 3000239.70 0.0023 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86565CRS0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-02-08 2021-02-08 2021-02-08 N N N 0.0019 5000266.00 5000266.00 0.0038 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86565CRT8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0019 5000254.50 5000254.50 0.0038 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86565CPJ2 5U0XI89JRFVHWIBS4F54 US86565CPJ26 0001184915 Certificate of Deposit Y N/A N/A 2020-11-21 2020-12-21 2020-12-21 N N N 0.0016 5000466.50 5000466.50 0.0038 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86565CQX0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0017 5000546.00 5000546.00 0.0038 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86565CQW2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0017 5000541.00 5000541.00 0.0038 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86565CSE0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0021 6000270.00 6000270.00 0.0046 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564GHK0 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0012 3000253.20 3000253.20 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564GHL8 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-09 2020-12-09 2020-12-09 N N N 0.0012 4000342.00 4000342.00 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564GHR5 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0012 4000341.60 4000341.60 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564GGK1 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0011 1000038.90 1000038.90 0.0008 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564GGT2 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-11-16 2020-11-16 2020-11-16 N N N 0.0011 3000141.60 3000141.60 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564GGR6 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0011 6000300.00 6000300.00 0.0046 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564GGS4 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0011 3000158.40 3000158.40 0.0023 N N N N UBS AG UBS AG, 0.23% 90275DLH1 BFM8T61CT2L1QCEMIK50 0001114446 Certificate of Deposit Y N/A N/A 2021-01-06 2021-01-06 2021-01-06 N N N 0.0012 3007906.35 3007906.35 0.0023 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.23% RUC0QBLBRPRCU4W1NE59 GHI750000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ORACLE CORP SR GLBL NT2.5%22 1Z4GXXU7ZHVWFCD8TV52 2022-05-15 2022-05-15 2.5 - 2.5 2017000.00 2098967.52 Corporate Debt Securities NISSAN MOTOR CO LTD SR GLBL 144A 30 353800DRBDH1LUTNAY26 2030-09-17 2030-09-17 4.81 - 4.81 1061.00 1073.01 Corporate Debt Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0023 2000000.00 2000000.00 0.0015 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.33% RUC0QBLBRPRCU4W1NE59 GHI751000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 5521FA2ITF25TVH63740 2500-12-31 2500-12-31 0 - 0 702459.00 4320122.85 Equities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0033 4000000.00 4000000.00 0.0030 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.36% RUC0QBLBRPRCU4W1NE59 GHI752000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PAYPAL HLDGS INC SR GLBL NT 23 5493005X2GO78EFZ3E94 2023-06-01 2023-06-01 1.35 - 1.35 11453.00 11769.50 Corporate Debt Securities CRESTWOOD MIDSTREAM PRTNRS LP SR GLBL NT 23 2023-04-01 2023-04-01 6.25 - 6.25 35000.00 34182.92 Corporate Debt Securities AVOLON HLDGS FDG LTD SR GLBL 144A 26 635400ZRKEX9L1BKCH30 2026-01-15 2026-01-15 5.5 - 5.5 4045016.00 4155874.16 Corporate Debt Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0036 4000000.00 4000000.00 0.0030 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.38% 7VHWWWW4UJS7NUM3PT30 GHI753000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N YUCAIPA ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 454464.00 4549184.64 Equities CHURCHILL CAPITAL CORP IV UNIT 2500-12-31 2500-12-31 N/A 971.00 9535.22 Equities SELECT SECTOR SPDR TR RL EST SEL SEC 549300N81BAQ1XPGBT65 2500-12-31 2500-12-31 N/A 20000.00 687400.00 Equities VESPER HEALTHCARE ACQSTN CORP UNIT EX 2500-12-31 2500-12-31 N/A 26100.00 260739.00 Equities CITIC CAPITAL ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 33576.00 344489.76 Equities VITRU LTD COM 2500-12-31 2500-12-31 N/A 1.00 11.77 Equities TELEPHONE & DATA SYS INC PFD 2060-03-15 2060-03-15 7 - 7 4200.00 105882.00 Equities TPG PACE BEN FIN CORP UNIT EX 2500-12-31 2500-12-31 N/A 30099.00 301290.99 Equities SUSTAINABLE OPPORTNTS ACQ CORP UNIT 2500-12-31 2500-12-31 N/A 3.00 30.15 Equities RADIUS GLOBAL INFRASTRCTRE INC COM CL A 2500-12-31 2500-12-31 N/A 245078.00 1879748.26 Equities LIONHEART ACQUISITION CORP II UNIT EX 081325 2500-12-31 2500-12-31 N/A 246727.00 2459868.19 Equities LAIRD SUPERFOOD INC COM STK 2500-12-31 2500-12-31 N/A 25365.00 1282200.75 Equities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0038 11000000.00 11000000.00 0.0083 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.60% 7VHWWWW4UJS7NUM3PT30 GHC059000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TUSCAN HLDGS CORP II COM 549300PT0K8ZAABWJU18 2500-12-31 2500-12-31 N/A 63470.00 641047.00 Equities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 2500-12-31 2500-12-31 6.5 - 6.5 13.00 14.00 Corporate Debt Securities SOCIAL CAPITAL HEDOSOPHA HLDNG UNIT 2500-12-31 2500-12-31 N/A 69840.00 705384.00 Equities ISHARES TR IBOXX HI YD ETF 549300R95TKRXHGD3Z08 2500-12-31 2500-12-31 N/A 84.00 7030.80 Equities NEXA RES S A COM 2500-12-31 2500-12-31 N/A 3.00 18.45 Equities DIVERSIFIED HEALTHCARE TR COM SH BEN INT 2500-12-31 2500-12-31 N/A 3.00 9.22 Equities EAST STONE ACQUISITION CORP SHS 2500-12-31 2500-12-31 N/A 2362.00 23053.12 Equities NEXTERA ENERGY INC CORPORATE UNIT 2023-09-01 2023-09-01 6.219 - 6.219 94716.00 4703596.56 Equities VIRGIN AUSTRALIA HLDGS LTD SR GLBL 144A 24 254900SNPW6V9967CJ18 2024-11-15 2024-11-15 8.125 - 8.125 5.00 0.49 Corporate Debt Securities WELLS FARGO & CO JR SB -B DEB 29 PBLD0EJDB5FWOLXP3B76 2029-11-15 2029-11-15 7.95 - 7.95 13.00 17.75 Corporate Debt Securities AMC ENTMT HLDGS INC SUB GLBL PIK 26 549300ZO77UNR6NRBR11 2026-06-15 2026-06-15 12 - 12 11.00 0.88 Corporate Debt Securities LAIRD SUPERFOOD INC COM STK 2500-12-31 2500-12-31 N/A 7948.00 401771.40 Equities Y N/A N/A 2020-12-04 2020-12-04 2020-12-14 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0060 6000000.00 6000000.00 0.0046 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.73% 549300HN4UKV1E2R3U73 GHD272000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TESLA INC SR GLBL COCO 24 54930043XZGB27CTOV49 2024-05-15 2024-05-15 2 - 2 488888.00 3240920.03 Equities Y N/A N/A 2021-02-02 2021-02-02 2021-02-22 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 0.0073 3000000.00 3000000.00 0.0023 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.78% 549300HN4UKV1E2R3U73 GHI585000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TESLA INC SR GLBL COCO 24 54930043XZGB27CTOV49 2024-05-15 2024-05-15 2 - 2 488781.00 3240210.71 Equities Y N/A N/A 2021-02-02 2021-02-02 2021-04-28 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 0.0078 3000000.00 3000000.00 0.0023 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.59% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TABERNA PREF FDG IX 2007-9 A-2LB 20380505 FLT 549300CT01X2OUNHMJ08 2038-05-05 2038-05-05 3.141 - 3.141 469638.00 76688.26 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SECURITIES 3-10 B-2 20330705 FLT 2033-07-05 2033-07-05 1.925 - 1.925 100000.00 68633.68 Other Instrument COLLATERALIZED DEBT OBLIGATION BOMBARDIER CAP MTG 2000-A A-3 20300615 FLT 2030-06-15 2030-06-15 7.83 - 7.83 38921.00 5680.59 Asset-Backed Securities TRAPEZA CDO III 2003-3 D 20340120 FLT 2034-01-20 2034-01-20 2.992 - 2.992 2196629.00 1041883.95 Other Instrument COLLATERALIZED DEBT OBLIGATION WEST COAST FDG I LTD 2006-1 A-3 20411102 FLT 549300QXECZQNCECZH07 2041-11-02 2041-11-02 0.73 - 0.73 31169249.00 1035292.62 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SEC XV 2004-15 C 144 20340926 FLT 2034-09-26 2034-09-26 2.725 - 2.725 4.00 2.80 Asset-Backed Securities Y N/A N/A 2020-12-04 2020-12-04 2021-02-05 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0060 1999917.20 1999917.20 0.0015 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.67% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2022-01-15 0.125 - 0.125 754200.00 875742.95 U.S. Treasuries (including strips) NABD 5493008W785ZKQMVNG08 2022-10-26 2022-10-26 2.4 - 2.4 150000.00 154192.00 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0067 1000000.00 1000000.00 0.0008 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.67% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRAPEZA CDO V 2003-5 D 20340715 FLT 2034-07-15 2034-07-15 4.522 - 4.522 8384.00 5487.13 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SECURITIES 3-10 B-3 20330705 FLT 2033-07-05 2033-07-05 1.925 - 1.925 100000.00 68633.68 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREFERRED FDG V 2004-5 D 20341226 FLT 549300FHO36K27UM2Z12 2034-12-26 2034-12-26 4.195 - 4.195 12212.00 7146.08 Other Instrument COLLATERALIZED DEBT OBLIGATION TROPIC CDO V 2006-5 A3L 14 20360715 FLT 54930035IX0Y8SG8GI72 2036-07-15 2036-07-15 1.517 - 1.517 6638694.00 999999.98 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0067 1000000.00 1000000.00 0.0008 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.71% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NABD 5493008W785ZKQMVNG08 2022-10-26 2022-10-26 2.4 - 2.4 150000.00 154192.00 Other Instrument INTERNATIONAL DEBT GREENWICH CAP CMBS 2005-GG3 F 144A 20420812 FLT 213800LFIK7QRGP8UY79 2042-08-12 2042-08-12 5.287 - 5.287 23.00 4.34 Private Label Collateralized Mortgage Obligations LB-UBS CMBS 2007-C6 D 20400715 FLT 2040-07-15 2040-07-15 6.265 - 6.265 20.00 0.98 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2011-C5 G 20460817 FLT 2046-08-17 2046-08-17 4 - 4 1961.00 812.63 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG V 2006-5 A-1LB 20360805 FLT VZLY0S8U2GEIK6ZPGP62 2036-08-05 2036-08-05 0.749 - 0.749 4977733.00 1999999.75 Other Instrument COLLATERALIZED DEBT OBLIGATION CWALT INC 2007-OA11 X-P 20471125 FLT 2047-11-25 2047-11-25 1.248 - 1.248 1576005.00 10974.06 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 2007-C2 G 144A 20490115 FLT 2049-01-15 2049-01-15 5.635 - 5.635 762126.00 148148.26 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2005-AR11 B-2 20450825 FLT 2045-08-25 2045-08-25 0.779 - 0.779 2881.00 60.44 Private Label Collateralized Mortgage Obligations Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0071 2000000.00 2000000.00 0.0015 N N N Y Deutsche Bank AG Deutsche Bank AG, 0.58% 7LTWFZYICNSX8D621K86 GHI754000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WASHINGTON ST GO VAR PURP BDS 2021 549300X3TODFMUKLQ364 2041-08-01 2041-08-01 5 - 5 4813219.00 6300305.79 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0058 6000000.00 6000000.00 0.0046 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.38% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NOVO-NORDISK A S ADR 549300DAQ1CVT6CXN342 2500-12-31 2500-12-31 N/A 97711.00 6481170.63 Equities Y N/A N/A 2020-12-04 2020-12-04 2020-12-16 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0038 6000000.00 6000000.00 0.0046 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.38% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UBS GROUP AG SR GLBL REGS 28 549300SZJ9VS8SGXAN81 2028-03-23 2028-03-23 4.253 - 4.253 299999.00 348659.18 Corporate Debt Securities TRAVELERS COMPANIES INC SR GLBL NT 4%47 549300Y650407RU8B149 2047-05-30 2047-05-30 4 - 4 1039890.00 1292444.62 Corporate Debt Securities WELLS FARGO BANK NATL ASSN VR 112700-112740 2040-11-27 2040-11-27 0.051 - 0.051 1450000.00 1447347.47 Corporate Debt Securities INTEL CORP SR GLBL NT 50 KNX4USFCNGPY45LOCE31 2050-03-25 2050-03-25 4.75 - 4.75 1107620.00 1519286.97 Corporate Debt Securities SANTANDER UK PLC DEB 7.95%29 PTCQB104N23FMNK2RZ28 2029-10-26 2029-10-26 7.95 - 7.95 21000.00 27474.37 Corporate Debt Securities EMPRESA NACIONAL DE TELE SR AMZ REGS NT26 2026-08-01 2026-08-01 4.75 - 4.75 1461000.00 1631693.09 Corporate Debt Securities SOUTHWESTERN PUB SVC CO 1MTG BD 4.5%41 OL6FE7QD5EQ3DOYEO258 2041-08-15 2041-08-15 4.5 - 4.5 27000.00 33997.72 Corporate Debt Securities Y N/A N/A 2020-12-04 2020-12-04 2020-12-21 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0038 6000000.00 6000000.00 0.0046 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.43% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALLSCRIPTS HEALTHCARE SOLUTION SR GLBL COCO 27 Y68YJHVB1GU4TAU3C223 2027-01-01 2027-01-01 0.875 - 0.875 67576.00 69788.60 Equities IAC FINANCECO 2 INC / IAC FINA SR GLBL COCO 26 549300IPGK4BWL134U96 2026-06-15 2026-06-15 0.875 - 0.875 4127200.00 6411032.55 Equities Y N/A N/A 2020-12-04 2020-12-04 2020-12-21 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0043 6000000.00 6000000.00 0.0046 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.43% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PETIQ INC SR GLBL COCO 26 549300GROACFGKVYOX14 2026-06-01 2026-06-01 4 - 4 2400000.00 3004077.33 Equities SSR MNG INC SR GLBL CV NT 39 549300JD2KR7AB9DYJ38 2039-04-01 2039-04-01 2.5 - 2.5 110020.00 142972.52 Equities COHERUS BIOSCIENCES INC SR SB GLBL 26 5493007IL8W5MV932D26 2026-04-15 2026-04-15 1.5 - 1.5 441646.00 500254.63 Equities NEWPARK RES INC COCO 21 54930073OHWDQW4DJN26 2021-12-01 2021-12-01 4 - 4 3161000.00 2834012.11 Equities Y N/A N/A 2020-12-04 2020-12-04 2020-12-16 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0043 6000000.00 6000000.00 0.0046 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.33% K5HU16E3LMSVCCJJJ255 GHI756000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VESPER HEALTHCARE ACQSTN CORP UNIT EX 2500-12-31 2500-12-31 N/A 216223.00 2160067.77 Equities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0033 2000000.00 2000000.00 0.0015 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.35% K5HU16E3LMSVCCJJJ255 GHG661000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TREBIA ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 108659.00 1080070.46 Equities Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0035 1000000.00 1000000.00 0.0008 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.47% 7TK5RJIZDFROZCA6XF66 GHI755000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ABBOTT LABS COM HQD377W2YR662HK5JX27 2500-12-31 2500-12-31 N/A 22586.00 2371530.00 Equities PROLOGIS INC. COM 529900DFH19P073LZ636 2500-12-31 2500-12-31 N/A 6500.00 651170.00 Equities INTERNATIONAL FLAVORS&FRAGRANC COM BZLRL03D3GPGMOGFO832 2500-12-31 2500-12-31 N/A 10.00 1029.20 Equities ENTERGY CORP NEW COM 4XM3TW50JULSLG8BNC79 2500-12-31 2500-12-31 N/A 1600.00 162368.00 Equities M & T BK CORP COM 549300WYXDDBYRASEG81 2500-12-31 2500-12-31 N/A 2208.00 219784.32 Equities WEC ENERGY GROUP INC COM 549300IGLYTZUK3PVP70 2500-12-31 2500-12-31 N/A 2600.00 261092.00 Equities ROGERS CORP COM PW0CN80KNFR7RUOOKJ84 2500-12-31 2500-12-31 N/A 1700.00 175066.00 Equities MIDDLEBY CORP COM JDFO86U9VQRBKW5KYA35 2500-12-31 2500-12-31 N/A 1200.00 120492.00 Equities CYBERARK SOFTWARE LTD SHS 2500-12-31 2500-12-31 N/A 2600.00 266682.00 Equities DUNKIN BRANDS GROUP INC COM 549300311IRV47UCTO62 2500-12-31 2500-12-31 N/A 900.00 90990.00 Equities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0047 4000000.00 4000000.00 0.0030 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 0.35% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BP CAP MKTS AMER INC GLBL NT 3%50 5493009NTB34VXE1T760 2050-02-24 2050-02-24 3 - 3 329502.00 312750.12 Corporate Debt Securities BARCLAYS PLC SR GLBL COCO 25 213800LBQA1Y9L22JB70 2025-03-16 2025-03-16 3.65 - 3.65 2607000.00 2838191.66 Corporate Debt Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0035 3000000.00 3000000.00 0.0023 N Y Y N Societe Generale Societe Generale, 0.31% O2RNE8IBXP4R0TD8PU41 GHI760000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MACYS INC SR SEC GLBL 25 529900NZQ81TIOW3CW52 2025-06-15 2025-06-15 8.375 - 8.375 136.00 146.78 Corporate Debt Securities TRANSDIGM INC SR SEC GLBL 25 88Q84GB3X55CF5OC7582 2025-12-15 2025-12-15 8 - 8 325.00 353.91 Corporate Debt Securities ESH HOSPITALITY INC SR GLBL 144A 25 54930042FMK7X7SQ2896 2025-05-01 2025-05-01 5.25 - 5.25 2000.00 2062.25 Corporate Debt Securities BNP PARIBAS ALT TIER I PERP R0MUWSFPU8MPRO8K5P83 2500-12-31 2500-12-31 6.625 - 6.625 50.00 53.37 Corporate Debt Securities RHP HOTEL PPTY/ RHP FINANCE SR GLBL NT 27 2027-10-15 2027-10-15 4.75 - 4.75 686120.00 632382.51 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 25 5493007X5NC5XI1BB106 2024-01-15 2026-03-15 6.625 - 8.625 1310323.00 1369477.60 Corporate Debt Securities FIRST QUANTUM MINERALS LTD SR GLBL 144A 26 549300I7UVBGWRYMYZ18 2026-03-01 2026-03-01 6.875 - 6.875 200000.00 201003.47 Corporate Debt Securities GAP INC SR SEC GLBL 25 T2ZG1WRWZ4BUCMQL9224 2025-05-15 2025-05-15 8.625 - 8.625 635915.00 727771.60 Corporate Debt Securities PLAINS ALL AMERN PIPELINE L P PERP SUB GLBL -B 5521FA2ITF25TVH63740 2500-12-31 2500-12-31 6.125 - 6.125 567000.00 354699.84 Corporate Debt Securities ODEBRECHT OFFSHORE DRILLING FR 6.72%120122 549300L7LF2PIRAWID66 2022-12-01 2022-12-01 6.72 - 6.72 209.00 102.23 Corporate Debt Securities ALTICE FRANCE S A SR SEC GLBL 29 5493001ZMCICV4N02J21 2029-01-15 2029-01-15 5.125 - 5.125 1575.00 1586.39 Corporate Debt Securities MACK-CALI RLTY L P SR NT 3.15%23 549300MJC9VNA6VSEE11 2023-05-15 2023-05-15 3.15 - 3.15 6000.00 5586.23 Corporate Debt Securities AES GENER S A GLBL REGS NT 79 549300IF4IFG0FS0RM26 2079-03-26 2079-10-07 6.35 - 7.125 84097.00 89077.44 Corporate Debt Securities HAT HLDGS I LLC / HAT HLDGS II SR GLBL REGS 25 2025-04-15 2025-04-15 6 - 6 9353.00 9876.30 Corporate Debt Securities INDIGO NAT RES LLC SR GLBL 144A 26 549300F7DOI6H6TA3C86 2026-02-15 2026-02-15 6.875 - 6.875 100000.00 100057.29 Corporate Debt Securities MELCO RESORTS FIN LTD 5.25%26 2026-04-26 2026-04-26 5.25 - 5.25 124.00 125.41 Corporate Debt Securities VOTORANTIM CIMENTOS S A GTD SR NT REGS41 635400TDXGDD6FQOI583 2041-04-05 2041-04-05 7.25 - 7.25 759000.00 975348.94 Corporate Debt Securities TEMPUR SEALY INTL INC SR GLBL NT 23 549300HFEKVR3US71V91 2023-10-15 2023-10-15 5.625 - 5.625 277000.00 281111.72 Corporate Debt Securities T-MOBILE US INC SR NT 7.625%25 549300ZTTY7CXOLJ6539 2024-06-15 2026-03-01 7.125 - 7.625 86000.00 102844.39 Corporate Debt Securities CIT GROUP INC PERP SUB NT 5.8% N8O96ZZJQRFYQUJY7K79 2500-12-31 2500-12-31 5.8 - 5.8 768000.00 772377.60 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR SEC GLBL 23 K2NEH8QNVW44JIWK7Z55 2023-06-01 2023-06-01 10.875 - 10.875 849596.00 955242.20 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL 144A 27 5493003STKEZ2S0RNU91 2027-05-15 2027-05-15 3.875 - 3.875 188940.00 202652.79 Corporate Debt Securities MGM GROWTH PPTYS OPER PRTN/ SR GLBL 144A 25 2025-06-15 2028-01-15 4.5 - 4.625 30.00 31.03 Corporate Debt Securities TIME WARNER CABLE INC SR GLBL DB5.5%41 B1WXCWLJVJXMWJX6O298 2041-09-01 2041-09-01 5.5 - 5.5 13000.00 15766.32 Corporate Debt Securities VIKING CRUISES LTD SR SEC GLBL 25 549300IJP90T4MV2GL84 2025-05-15 2025-05-15 13 - 13 65451.00 78350.30 Corporate Debt Securities RITE AID CORP SR SEC 144A NT25 529900W353T1JY1DKT44 2025-07-01 2025-07-01 7.5 - 7.5 2.00 2.05 Corporate Debt Securities GRAHAM HLDGS CO SR GLBL 144A 26 529900BOSCEEEMAFQJ29 2026-06-01 2026-06-01 5.75 - 5.75 1.00 1.07 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 2039-09-30 5.75 - 5.75 2.00 2.31 Corporate Debt Securities UNITED STATES STL CORP NEW SR SEC GLBL 25 JNLUVFYJT1OZSIQ24U47 2025-06-01 2025-06-01 12 - 12 40.00 45.65 Corporate Debt Securities TALEN ENERGY SUPPLY LLC 10.5%26 K5K33XN0PQAU1XF7NN66 2026-01-15 2026-01-15 10.5 - 10.5 2000.00 1425.01 Corporate Debt Securities SERVICE PPTYS TR SR GLBL NT 26 529900IS770AG1K9QG27 2023-06-15 2026-10-01 4.5 - 4.75 78000.00 70854.06 Corporate Debt Securities HCA INC. SR NT 7.69%25 L3CJ6J7LJ2DX62FTXD46 2025-06-15 2028-09-01 5.625 - 7.69 1940731.00 2277856.79 Corporate Debt Securities UBER TECHNOLOGIES INC SR GLBL 144A 25 549300B2FTG34FILDR98 2025-05-15 2025-05-15 7.5 - 7.5 20504.00 22336.54 Corporate Debt Securities DISH DBS CORPORATION SR NT 5%23 2023-03-15 2023-03-15 5 - 5 323000.00 328652.50 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 2025-02-15 7.875 - 7.875 138077.00 148454.35 Corporate Debt Securities BRASKEM IDESA S A P I SR SEC GLBL 29 YH0V7ZHY352ITDGEYB83 2029-11-15 2029-11-15 7.45 - 7.45 858.00 853.84 Corporate Debt Securities PRIME SEC SVCS BORROWER LLC / SR SEC GLBL 27 2027-08-31 2027-08-31 3.375 - 3.375 1674778.00 1635525.39 Corporate Debt Securities REALOGY GRP LLC/REALOGY CO SR GLBL 144A 23 2023-06-01 2023-06-01 4.875 - 4.875 506000.00 516209.60 Corporate Debt Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0031 11000000.00 11000000.00 0.0083 N Y Y N Societe Generale Societe Generale, 0.33% O2RNE8IBXP4R0TD8PU41 GHG663000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N KRAFT HEINZ FOODS CO SR GLBL 144A 31 5493003STKEZ2S0RNU91 2031-03-01 2031-03-01 4.25 - 4.25 185120.00 201333.79 Corporate Debt Securities SUNOCO LP/SUNOCO FIN CORP SR GLBL NT 23 2023-01-15 2023-01-15 4.875 - 4.875 32140.00 32761.55 Corporate Debt Securities PLAINS ALL AMERN PIPELINE L P PERP SUB GLBL -B 5521FA2ITF25TVH63740 2500-12-31 2500-12-31 6.125 - 6.125 54000.00 33780.94 Corporate Debt Securities RITE AID CORP SR SEC GLBL 26 529900W353T1JY1DKT44 2026-11-15 2026-11-15 8 - 8 1320.00 1357.18 Corporate Debt Securities PT CHANDRA ASRI PETROCHEMICAL SR GLBL REGS 24 2024-11-08 2024-11-08 4.95 - 4.95 8362.00 8062.22 Corporate Debt Securities FIRST QUANTUM MINERALS LTD SR GLBL 144A 26 549300I7UVBGWRYMYZ18 2026-03-01 2026-03-01 6.875 - 6.875 200000.00 201003.47 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 25 5493007X5NC5XI1BB106 2023-03-31 2025-02-15 6.25 - 6.625 318833.00 318399.25 Corporate Debt Securities FREEDOM MORTGAGE CORPORATION SR GLBL 144A 25 549300LYRWPSYPK6S325 2025-04-15 2025-04-15 8.25 - 8.25 172790.00 175759.83 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC NT 35 2035-10-23 2035-10-23 6.384 - 6.384 5000.00 6773.06 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR SEC GLBL 23 K2NEH8QNVW44JIWK7Z55 2023-06-01 2025-06-01 10.875 - 11.5 49188.00 56929.03 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 2025-02-15 7.875 - 7.875 1.00 1.08 Corporate Debt Securities ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 25 2025-03-15 2025-03-15 5.75 - 5.75 13000.00 13464.98 Corporate Debt Securities TMX FIN LLC/TITLEMAX FIN CORP SR SEC 144A NT23 2023-04-01 2023-04-01 11.125 - 11.125 76000.00 70601.10 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 2026-02-01 10.25 - 10.25 633168.00 670010.46 Corporate Debt Securities HCA INC. SR GLBL NT 25 L3CJ6J7LJ2DX62FTXD46 2023-05-01 2025-02-01 5.375 - 5.875 115000.00 128723.69 Corporate Debt Securities WASHINGTON PRIME GP LP CR SEN SR GLBL24 549300K4BNOIQ154O537 2024-08-15 2024-08-15 6.45 - 6.45 1.00 0.53 Corporate Debt Securities UBER TECHNOLOGIES INC SR GLBL 144A 25 549300B2FTG34FILDR98 2025-05-15 2027-09-15 7.5 - 7.5 13630.00 14646.62 Corporate Debt Securities ALTICE FRANCE S A SR SEC GLBL 29 5493001ZMCICV4N02J21 2029-01-15 2029-01-15 5.125 - 5.125 582.00 586.21 Corporate Debt Securities T-MOBILE US INC SR GLBL NT 24 549300ZTTY7CXOLJ6539 2024-06-15 2025-02-15 7.125 - 7.625 37000.00 43743.17 Corporate Debt Securities SPRINGLEAF FINANCE CORPORATION SR GLBL NT 29 5493008I795YYBFWFU90 2029-11-15 2029-11-15 5.375 - 5.375 360.00 379.22 Corporate Debt Securities GAP INC SR SEC GLBL 27 T2ZG1WRWZ4BUCMQL9224 2027-05-15 2027-05-15 8.875 - 8.875 15442.00 18301.08 Corporate Debt Securities STUDIO CITY FIN LTD SR GLBL 144A 25 254900D6R731QAUIG324 2025-07-15 2025-07-15 6 - 6 80957.00 82474.94 Corporate Debt Securities HEARTHSIDE GROUP HLDGS LLC SR GLBL 144A 26 2026-06-01 2026-06-01 8.5 - 8.5 4.00 4.12 Corporate Debt Securities REALOGY GRP LLC/REALOGY CO SR GLBL 144A 23 2023-06-01 2023-06-01 4.875 - 4.875 5000.00 5100.89 Corporate Debt Securities CVR ENERGY INC SR GLBL 144A 28 529900SOYZIXZBTXB558 2028-02-15 2028-02-15 5.75 - 5.75 549212.00 381416.29 Corporate Debt Securities ILLUMINATE BUYER LLC / ILLUMIN SR GLBL 144A 28 2028-07-01 2028-07-01 9 - 9 2.00 2.20 Corporate Debt Securities AES GENER S A JR SB GLBL 79 549300IF4IFG0FS0RM26 2079-03-26 2079-03-26 7.125 - 7.125 15832.00 16770.40 Corporate Debt Securities CYDSA S A SR GLBL REGS 27 4469000001BNTACN9916 2027-10-04 2027-10-04 6.25 - 6.25 99690.00 99891.76 Corporate Debt Securities MACYS INC SR SEC GLBL 25 529900NZQ81TIOW3CW52 2025-06-15 2025-06-15 8.375 - 8.375 860.00 928.18 Corporate Debt Securities PM GENERAL PURCHASER LLC SR SEC GLBL 28 2028-10-01 2028-10-01 9.5 - 9.5 116.00 121.82 Corporate Debt Securities FREEPORT MCMORAN INC SR NT 3.875%23 549300IRDTHJQ1PVET45 2023-03-15 2023-03-15 3.875 - 3.875 17000.00 17565.31 Corporate Debt Securities UNITED STATES STL CORP NEW SR SEC GLBL 25 JNLUVFYJT1OZSIQ24U47 2025-06-01 2025-06-01 12 - 12 869.00 991.81 Corporate Debt Securities ODEBRECHT OFFSHORE DRILLING FR 6.72%120122 549300L7LF2PIRAWID66 2022-12-01 2022-12-01 6.72 - 6.72 60.00 29.35 Corporate Debt Securities MGM GROWTH PPTYS OPER PRTN/ SR NT 4.5%28 2028-01-15 2028-01-15 4.5 - 4.5 40.00 41.12 Corporate Debt Securities SABRA HLTH CARE LP/SABRA CAP C SR GLBL NT 26 549300OVKLRFSIQG0H81 2026-08-15 2026-08-15 5.125 - 5.125 12000.00 13216.41 Corporate Debt Securities BAUSCH HEALTH COS INC 5.75%27 B3BS7ACMDUWISF18KY76 2027-08-15 2027-08-15 5.75 - 5.75 916.00 991.09 Corporate Debt Securities TIME WARNER CABLE INC SR GLBL DB5.5%41 B1WXCWLJVJXMWJX6O298 2041-09-01 2041-09-01 5.5 - 5.5 27000.00 32745.44 Corporate Debt Securities FRESH MKT INC 1PRI SR 144A 23 529900QM5ZSBEBR6CS58 2023-05-01 2023-05-01 9.75 - 9.75 3000.00 3010.44 Corporate Debt Securities RHP HOTEL PPTY/ RHP FINANCE SR GLBL NT 27 2027-10-15 2027-10-15 4.75 - 4.75 331083.00 305152.30 Corporate Debt Securities NEW GOLD INC CDA SR GLBL 144A 27 5493005G0GNCHP0H6L96 2027-07-15 2027-07-15 7.5 - 7.5 8049.00 8992.34 Corporate Debt Securities TALLGRASS ENERGY PARTNERS LP/ SR GLBL 144A 25 2025-10-01 2025-10-01 7.5 - 7.5 4.00 4.10 Corporate Debt Securities RADIAN GROUP INC SR NT 4.875%27 54930005OUP720S5U385 2027-03-15 2027-03-15 4.875 - 4.875 7.00 7.23 Corporate Debt Securities TRANSOCEAN PONTUS LTD SR SEC GLBL 25 2025-08-01 2025-08-01 6.125 - 6.125 2.00 1.38 Corporate Debt Securities FELCOR LODGING LTD PARTNERSHIP SR GLBL NT 6%25 2025-06-01 2025-06-01 6 - 6 35000.00 35169.17 Corporate Debt Securities PARK INTER HLDGS LLC / PK DOME SR SEC GLBL 28 2028-10-01 2028-10-01 5.875 - 5.875 6.00 5.94 Corporate Debt Securities TRANSOCEAN GUARDIAN LTD SR SEC GLBL 24 2024-01-15 2024-01-15 5.875 - 5.875 3000.00 1455.80 Corporate Debt Securities DISH DBS CORPORATION SR NT 5%23 2021-06-01 2023-03-15 5 - 6.75 87000.00 91215.94 Corporate Debt Securities NIELSEN COMPANY SR 144A NT5.5%21 549300MFMRJBOPHHM352 2021-10-01 2021-10-01 5.5 - 5.5 2000.00 2011.36 Corporate Debt Securities CITGO PETE CORP SR SEC GLBL 25 YX52P86PXMLYDOTUQ225 2025-06-15 2025-06-15 7 - 7 147576.00 144243.24 Corporate Debt Securities Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0033 3000000.00 3000000.00 0.0023 N N Y N Societe Generale Societe Generale, 0.45% O2RNE8IBXP4R0TD8PU41 GHI759000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2021-12-01 2500-12-31 0.279 - 10.875 12127778.00 5400189.42 Corporate Debt Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0045 5000000.00 5000000.00 0.0038 N Y Y N Societe Generale Societe Generale, 0.46% O2RNE8IBXP4R0TD8PU41 GHG662000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2021-02-01 2062-03-17 0.289 - 12 3146050.00 1077333.17 Corporate Debt Securities Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0046 1000000.00 1000000.00 0.0008 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.48% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INTREXON CORP SR GLBL COCO 23 2023-07-01 2023-07-01 3.5 - 3.5 2043720.00 1080043.57 Equities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0048 1000000.00 1000000.00 0.0008 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.51% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PINDUODUO INC SR COCO 24 5493000573DS7005T657 2024-10-01 2024-10-01 N/A 1926522.00 4320244.85 Equities Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0051 4000000.00 4000000.00 0.0030 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.51% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ANTERO RESOURCES CORP SR CV 144A NT 26 APVBKPOULHUX7YZLKU17 2026-09-01 2026-09-01 4.25 - 4.25 1059237.00 1080046.59 Equities Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0051 1000000.00 1000000.00 0.0008 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.60% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BILIBILI INC SR GLBL CV NT 26 5493008V60M52L3PIS45 2026-04-01 2026-04-01 1.375 - 1.375 1671245.00 3240540.11 Equities Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0060 3000000.00 3000000.00 0.0023 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.80% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENPHASE ENERGY INC SR GLBL COCO 24 5493008U7KIGMI59Z314 2024-06-01 2024-06-01 1 - 1 650502.00 3243818.57 Equities Y N/A N/A 2020-12-09 2020-12-09 2020-12-09 N N N 0.0080 3000000.00 3000000.00 0.0023 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.91% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CARNIVAL CORP MTN BE SR COCO 23 F1OF2ZSX47CR0BCWA982 2023-04-01 2023-04-01 5.75 - 5.75 2163566.00 3246716.25 Equities Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0091 3000000.00 3000000.00 0.0023 N N N Y Barclays Bank PLC Barclays Bank PLC, 0.18% G5GSEF7VJP5I7OUK5573 GHI458000 Non-Negotiable Time Deposit Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0018 54492000.00 54492000.00 0.0413 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GHG612000 Non-Negotiable Time Deposit Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0017 4987989.03 4987989.03 0.0038 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GHH745000 Non-Negotiable Time Deposit Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0017 32468892.85 32468892.85 0.0246 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 GHG574000 Non-Negotiable Time Deposit Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0017 5999986.80 5999986.80 0.0046 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 GHH747000 Non-Negotiable Time Deposit Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0017 5999980.20 5999980.20 0.0046 N N Y N New York City Hsg. Dev. Corp. Multi-family Mtg. Rev. New York City Hsg. Dev. Corp. Multi-family Mtg. Rev., 0.14% (Beacon Mews Dev. Proj.) Series 2006 A, LOC Citibank NA VRDN 64970VEX7 US64970VEX73 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2039-04-01 Y CITIBANK NA 1.0000 7 N N/A N/A Y CITIBANK NA 1.0000 N/A N/A N 0.0014 7700000.00 7700000.00 0.0058 N N Y N New York City Hsg. Dev. Corp. Multi-family Mtg. Rev. New York City Hsg. Dev. Corp. Multi-family Mtg. Rev., 0.16% (Related-Upper East Proj.) Series A, LOC Landesbank Baden-Wurttemberg VRDN 64970VBR3 US64970VBR33 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2036-12-01 Y LANDESBANK BADEN-WUERT (UNGTD) 1.0000 7 N N/A N/A Y LANDESBANK BADEN-WUERT (UNGTD) 1.0000 N/A N/A N 0.0016 14300000.00 14300000.00 0.0108 N N Y N New York State Energy Research & Dev. Auth. Facilities Rev. New York State Energy Research & Dev. Auth. Facilities Rev., 0.14% (Consolidated Edison Co. of New York, Inc. Proj.) Series 2004 C3, LOC Mizuho Bank L 64984EDD4 US64984EDD40 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2039-11-01 Y MIZUHO BANK LTD 1.0000 7 N N/A N/A Y MIZUHO BANK LTD 1.0000 N/A N/A N 0.0014 7200000.00 7200000.00 0.0055 N N Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.15% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2024-09-03 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0015 25155000.00 25155000.00 0.0191 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.34% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-11-04 2020-11-06 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0034 5000000.00 5000000.00 0.0038 N N Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2020-11-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer