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Mitsubishi UFJ Trust & Banking Corp., 0.10% 60682YMA9 JBONEPAGQXF4QP29B387 GFJ129000 Financial Company Commercial Paper Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0010 1999947.20 1999947.20 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.10% 60682YMB7 JBONEPAGQXF4QP29B387 GFJ141000 Financial Company Commercial Paper Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0010 1999940.80 1999940.80 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.11% 60682YMF8 JBONEPAGQXF4QP29B387 GFD840000 Financial Company Commercial Paper Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0011 2999870.10 2999870.10 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 999791.70 999791.70 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 999786.10 999786.10 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.16% 60682YNS9 JBONEPAGQXF4QP29B387 GHH261000 Financial Company Commercial Paper Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0016 999751.40 999751.40 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.16% 60682WNT1 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2021-01-27 2021-01-27 2021-01-27 N N N 0.0016 3998981.60 3998981.60 0.0030 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.16% 60682YNT7 JBONEPAGQXF4QP29B387 GHH263000 Financial Company Commercial Paper Y N/A N/A 2021-01-27 2021-01-27 2021-01-27 N N N 0.0016 999745.40 999745.40 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.16% 60682YNU4 JBONEPAGQXF4QP29B387 GHH264000 Financial Company Commercial Paper Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0016 1999478.80 1999478.80 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.16% 60682WNV6 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2021-01-29 2021-01-29 2021-01-29 N N N 0.0016 999733.30 999733.30 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.22% 60682YPQ1 JBONEPAGQXF4QP29B387 GHG664000 Financial Company Commercial Paper Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0022 999493.60 999493.60 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.22% 60682YPR9 JBONEPAGQXF4QP29B387 GHG665000 Financial Company Commercial Paper Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0022 999482.80 999482.80 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.22% 60682YPS7 JBONEPAGQXF4QP29B387 GHG666000 Financial Company Commercial Paper Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0022 1998944.00 1998944.00 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.24% 60682YQK3 JBONEPAGQXF4QP29B387 GIG267000 Financial Company Commercial Paper Y N/A N/A 2021-03-19 2021-03-19 2021-03-19 N N N 0.0024 999276.40 999276.40 0.0008 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.24% 60682YQN7 JBONEPAGQXF4QP29B387 GIG749000 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0024 999247.10 999247.10 0.0008 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.19% 60689PNN2 RB0PEZSDGCO3JS6CEU02 GHA060000 Financial Company Commercial Paper Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0019 1999455.20 1999455.20 0.0015 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.21% 60689PPH3 RB0PEZSDGCO3JS6CEU02 GIA972000 Financial Company Commercial Paper Y N/A N/A 2021-02-17 2021-02-17 2021-02-17 N N N 0.0021 2998663.50 2998663.50 0.0023 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.21% 60689PPK6 RB0PEZSDGCO3JS6CEU02 GIE455000 Financial Company Commercial Paper Y N/A N/A 2021-02-19 2021-02-19 2021-02-19 N N N 0.0021 13993574.00 13993574.00 0.0106 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.21% 60689PPN0 RB0PEZSDGCO3JS6CEU02 GIB698000 Financial Company Commercial Paper Y N/A N/A 2021-02-22 2021-02-22 2021-02-22 N N N 0.0021 1999038.60 1999038.60 0.0015 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.22% 60689PQ41 RB0PEZSDGCO3JS6CEU02 GIG221000 Financial Company Commercial Paper Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0022 3997764.80 3997764.80 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.22% 60689PQ58 RB0PEZSDGCO3JS6CEU02 GIH267000 Financial Company Commercial Paper Y N/A N/A 2021-03-05 2021-03-05 2021-03-05 N N N 0.0022 1998865.20 1998865.20 0.0015 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.22% 60689PQ82 RB0PEZSDGCO3JS6CEU02 GIH269000 Financial Company Commercial Paper Y N/A N/A 2021-03-08 2021-03-08 2021-03-08 N N N 0.0022 3997626.40 3997626.40 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.22% 60689PQ90 RB0PEZSDGCO3JS6CEU02 GIH961000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0022 1998795.60 1998795.60 0.0015 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.15% 60689FNC8 RB0PEZSDGCO3JS6CEU02 GHA132000 Financial Company Commercial Paper Y N/A N/A 2021-01-12 2021-01-12 2021-01-12 N N N 0.0015 1999644.00 1999644.00 0.0015 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.09% 63873JMA5 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0009 3999898.80 3999898.80 0.0030 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.21% 63873JQ37 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0021 4997365.00 4997365.00 0.0038 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 6997876.90 6997876.90 0.0053 N N N N National Bank of Canada National Bank of Canada, 0.17% 63307LP96 BSGEFEIOM18Y80CKCV46 GFF334000 Financial Company Commercial Paper Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0017 2999011.80 2999011.80 0.0023 N N N N National Bank of Canada National Bank of Canada, 0.18% 63307LQ12 BSGEFEIOM18Y80CKCV46 GFD848000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0018 6996815.00 6996815.00 0.0053 N N N N National Bank of Canada National Bank of Canada, 0.18% 63307LQ20 BSGEFEIOM18Y80CKCV46 GFD455000 Financial Company Commercial Paper Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0018 4997687.00 4997687.00 0.0038 N N N N National Bank of Canada National Bank of Canada, 0.18% 63307LQ95 BSGEFEIOM18Y80CKCV46 GFF332000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0018 2998490.40 2998490.40 0.0023 N N N N National Bank of Canada National Bank of Canada, 0.19% 63307LQN4 BSGEFEIOM18Y80CKCV46 GGA923000 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0019 999418.20 999418.20 0.0008 N N N N National Bank of Canada National Bank of Canada, 0.19% 63307LQP9 BSGEFEIOM18Y80CKCV46 GGC746000 Financial Company Commercial Paper Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0019 4997049.50 4997049.50 0.0038 N N N N National Bank of Canada National Bank of Canada, 0.19% 63307LR52 BSGEFEIOM18Y80CKCV46 GGH896000 Financial Company Commercial Paper Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 N N N 0.0019 5995968.00 5995968.00 0.0045 N N N N National Bank of Canada National Bank of Canada, 0.20% 63307LRD5 BSGEFEIOM18Y80CKCV46 GHA853000 Financial Company Commercial Paper Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0020 5995645.20 5995645.20 0.0045 N N N N National Bank of Canada National Bank of Canada, 0.20% 63307LRL7 BSGEFEIOM18Y80CKCV46 GHD888000 Financial Company Commercial Paper Y N/A N/A 2021-04-20 2021-04-20 2021-04-20 N N N 0.0020 2997685.20 2997685.20 0.0023 N N N N National Bank of Canada National Bank of Canada, 0.21% 63307LSJ1 BSGEFEIOM18Y80CKCV46 GIE972000 Financial Company Commercial Paper Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0021 5994000.60 5994000.60 0.0045 N N N N PSP Capital, Inc. 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Sumitomo Mitsui Trust Bank Ltd., 0.17% 86564YP14 5493006GGLR4BTEL8O61 GHD869000 Financial Company Commercial Paper Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0017 2999139.00 2999139.00 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 86564YP22 5493006GGLR4BTEL8O61 GHE468000 Financial Company Commercial Paper Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0017 1999413.40 1999413.40 0.0015 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 86564YPA4 5493006GGLR4BTEL8O61 GHI117000 Financial Company Commercial Paper Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0018 2998944.00 2998944.00 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.19% 86564YPH9 5493006GGLR4BTEL8O61 GIA922000 Financial Company Commercial Paper Y N/A N/A 2021-02-17 2021-02-17 2021-02-17 N N N 0.0019 17992692.00 17992692.00 0.0136 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.19% 86564YPJ5 5493006GGLR4BTEL8O61 GIB312000 Financial Company Commercial Paper Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0019 9995844.00 9995844.00 0.0075 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564YQ13 5493006GGLR4BTEL8O61 GIE513000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0020 3997967.60 3997967.60 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564YQ21 5493006GGLR4BTEL8O61 GIE938000 Financial Company Commercial Paper Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0020 2998451.40 2998451.40 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564YQ39 5493006GGLR4BTEL8O61 GIF719000 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0020 3997902.40 3997902.40 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564YQ39 5493006GGLR4BTEL8O61 GIF500000 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0020 999475.60 999475.60 0.0008 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564YQ96 5493006GGLR4BTEL8O61 GIH986000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0021 2998275.90 2998275.90 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564YQC9 5493006GGLR4BTEL8O61 GIJ178000 Financial Company Commercial Paper Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0021 1998798.60 1998798.60 0.0015 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.16% 86960JQ99 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0016 6996862.60 6996862.60 0.0053 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.17% 86960JQG3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-16 2021-03-16 2021-03-16 N N N 0.0017 4997571.00 4997571.00 0.0038 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.17% 86960JQN8 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0017 999480.40 999480.40 0.0008 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.17% 86960JQP3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0017 1998945.40 1998945.40 0.0015 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.18% 86960JRD9 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0018 10992670.70 10992670.70 0.0083 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.19% 89119AP93 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0019 5997810.60 5997810.60 0.0045 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.20% 89119APG7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0020 3998318.80 3998318.80 0.0030 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.21% 89119APQ5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0021 6996572.10 6996572.10 0.0053 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.22% 89119AQC5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0022 4996968.50 4996968.50 0.0038 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.22% 89119AQF8 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0022 4996864.50 4996864.50 0.0038 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.15% 89233GQJ8 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0015 1999112.00 1999112.00 0.0015 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.15% 89233GQQ2 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0015 1999024.60 1999024.60 0.0015 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.16% 89233GQS8 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-26 2021-03-26 2021-03-26 N N N 0.0016 1998994.60 1998994.60 0.0015 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.16% 89233GQW9 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0016 1998933.40 1998933.40 0.0015 N N N N UBS AG London Branch UBS AG London Branch, 0.21% 90351WNN1 BFM8T61CT2L1QCEMIK50 GGI509000 Financial Company Commercial Paper Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0021 2999094.60 2999094.60 0.0023 N N N N UBS AG London Branch UBS AG London Branch, 0.23% 90351WPN9 BFM8T61CT2L1QCEMIK50 US90351WPN91 Financial Company Commercial Paper Y N/A N/A 2021-02-22 2021-02-22 2021-02-22 N N N 0.0023 5996836.20 5996836.20 0.0045 N N N N UBS AG London Branch UBS AG London Branch, 0.28% 90351WRM9 BFM8T61CT2L1QCEMIK50 GHE518000 Financial Company Commercial Paper Y N/A N/A 2021-04-21 2021-04-21 2021-04-21 N N N 0.0028 10988068.30 10988068.30 0.0083 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.00% 04821TM10 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0000 1999993.90 1999993.90 0.0015 N Y Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.22% 56274LPQ1 549300S0NSJYSOB32S63 GII369000 Asset Backed Commercial Paper Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0022 6996388.00 6996388.00 0.0053 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 9127964U0 US9127964U08 U.S. Treasury Debt Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0000 21000000.00 21000000.00 0.0158 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0003 19599948.26 19599948.26 0.0148 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0004 15499849.34 15499849.34 0.0117 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127963J6 US9127963J61 U.S. Treasury Debt Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0004 25999691.12 25999691.12 0.0196 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127963K3 US9127963K35 U.S. Treasury Debt Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0007 12899598.68 12899598.68 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127965D7 US9127965D73 U.S. Treasury Debt Y N/A N/A 2020-12-22 2020-12-22 2020-12-22 N N N 0.0007 12999440.74 12999440.74 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127963L1 US9127963L18 U.S. Treasury Debt Y N/A N/A 2020-12-24 2020-12-24 2020-12-24 N N N 0.0007 25998795.68 25998795.68 0.0196 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796A58 US912796A585 U.S. Treasury Debt Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0007 14999035.05 14999035.05 0.0113 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127963U1 US9127963U17 U.S. Treasury Debt Y N/A N/A 2021-01-14 2021-01-14 2021-01-14 N N N 0.0007 15698608.82 15698608.82 0.0118 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796B65 US912796B658 U.S. Treasury Debt Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0007 8998897.50 8998897.50 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796B99 US912796B997 U.S. Treasury Debt Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0007 12997876.71 12997876.71 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127965F2 US9127965F22 U.S. Treasury Debt Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0008 9999358.30 9999358.30 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796TY5 US912796TY52 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0008 28998127.18 28998127.18 0.0219 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963T4 US9127963T44 U.S. Treasury Debt Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0008 21498315.05 21498315.05 0.0162 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 25997124.66 25997124.66 0.0196 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963V9 US9127963V99 U.S. Treasury Debt Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0008 8999043.75 8999043.75 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796A82 US912796A825 U.S. Treasury Debt Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0008 10998588.37 10998588.37 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796UC1 US912796UC14 U.S. Treasury Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0008 1999730.14 1999730.14 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963W7 US9127963W72 U.S. Treasury Debt Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0008 25996236.50 25996236.50 0.0196 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964C0 US9127964C00 U.S. Treasury Debt Y N/A N/A 2021-02-11 2021-02-11 2021-02-11 N N N 0.0008 19996990.00 19996990.00 0.0151 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964D8 US9127964D82 U.S. Treasury Debt Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0008 12997855.65 12997855.65 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796C23 US912796C235 U.S. Treasury Debt Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0008 12997371.14 12997371.14 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964N6 US9127964N64 U.S. Treasury Debt Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0009 9497529.34 9497529.34 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796B73 US912796B732 U.S. Treasury Debt Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0013 12996840.22 12996840.22 0.0098 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-12-01 2021-10-31 2021-10-31 N N N 0.0010 3007833.96 3007833.96 0.0023 N Y Y N Bank of Montreal Bank of Montreal, 0.20% 06367BTH2 NQQ6HPCNCCU6TUTQYE16 US06367BTH23 0000927971 Certificate of Deposit Y N/A N/A 2020-12-02 2021-03-02 2021-03-02 N N N 0.0017 5000412.50 5000412.50 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 11000141.90 11000141.90 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 3000035.10 3000035.10 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 0.0023 2999859.30 2999859.30 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 0.0025 4999609.00 4999609.00 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 0.0025 4999550.00 4999550.00 0.0038 N N N N Bank of Montreal Bank of Montreal, 0.25% 06367C3A3 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-05-13 2021-05-13 2021-05-13 N N N 0.0026 5999862.60 5999862.60 0.0045 N N N N Bank of Montreal Bank of Montreal, 0.25% 06367C3Q8 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0026 1999943.60 1999943.60 0.0015 N N N N Bank of Montreal Bank of Montreal, 0.25% 06367C3T2 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2021-05-19 2021-05-19 2021-05-19 N N N 0.0026 2999900.70 2999900.70 0.0023 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 55380TLA6 C3GTMMZIHMY46P4OIX74 GIH978000 Certificate of Deposit Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0021 17001067.60 17001067.60 0.0128 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501G3J8 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0016 8999996.40 8999996.40 0.0068 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501G3P4 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0016 4999997.50 4999997.50 0.0038 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501G3S8 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0015 5999998.80 5999998.80 0.0045 N N 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 0.0018 1000056.80 1000056.80 0.0008 N N N 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 0.0009 5000029.00 5000029.00 0.0038 N N Y 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 0.0015 3000194.70 3000194.70 0.0023 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60710AUG5 RB0PEZSDGCO3JS6CEU02 GID364000 Certificate of Deposit Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0022 12000782.40 12000782.40 0.0091 N N N 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 0.0012 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 0.0017 5000388.50 5000388.50 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 0.0017 5000384.00 5000384.00 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 0.0014 5000530.50 5000530.50 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 0.0015 5000526.50 5000526.50 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 0.0018 6000495.00 6000495.00 0.0045 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.23% 86565CPJ2 5U0XI89JRFVHWIBS4F54 US86565CPJ26 0001184915 Certificate of Deposit Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0014 5000235.00 5000235.00 0.0038 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86565CTL3 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-03-19 2021-03-19 2021-03-19 N N N 0.0022 6000326.40 6000326.40 0.0045 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 0.0011 3000060.00 3000060.00 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 0.0011 4000090.00 4000090.00 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 0.0011 4000100.00 4000100.00 0.0030 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 0.0011 3004336.20 3004336.20 0.0023 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.23% RUC0QBLBRPRCU4W1NE59 GIJ651000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LYB INTERNATIONAL FIN III LLC SR GLBL NT 25 2025-10-01 2025-10-01 1.25 - 1.25 114721.00 116000.78 Corporate Debt Securities JOHNSON & JOHNSON SR GLBL NT 27 549300G0CFPGEF6X2043 2027-09-01 2027-09-01 0.95 - 0.95 1971461.00 1984013.18 Corporate Debt Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0023 2000000.00 2000000.00 0.0015 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.30% RUC0QBLBRPRCU4W1NE59 GIJ652000 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 N/A 260872.00 2160020.16 Equities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0030 2000000.00 2000000.00 0.0015 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.34% RUC0QBLBRPRCU4W1NE59 GIJ653000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LYB INTERNATIONAL FIN III LLC SR GLBL NT 25 2025-10-01 2025-10-01 1.25 - 1.25 152447.00 154147.63 Corporate Debt Securities HOST HOTELS & RESORTS LP CR SEN SR GLBL30 FXB7X4WXVA8QPMNOGS12 2030-09-15 2030-09-15 3.5 - 3.5 1464000.00 1516194.85 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 27 KOO0397YRO83WY5MGD97 2027-01-31 2027-01-31 8.5 - 8.5 391000.00 442155.83 Corporate Debt Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0034 2000000.00 2000000.00 0.0015 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.38% 7VHWWWW4UJS7NUM3PT30 GIJ656000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HEALTH ASSURN ACQUISITION CORP UNIT EX 2500-12-31 2500-12-31 N/A 190574.00 1981969.60 Equities SARISSA CAPITAL ACQUISITN CORP UNIT EXP 102327 5493004KJWPWVA1PD410 2500-12-31 2500-12-31 N/A 174606.00 1780981.20 Equities TPG PACE BEN FIN CORP UNIT EX 2500-12-31 2500-12-31 N/A 30099.00 313029.60 Equities CITIC CAPITAL ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 33576.00 352548.00 Equities NEXTGEN ACQUISITION CORP UNIT EXP 112620 2500-12-31 2500-12-31 N/A 166500.00 1665000.00 Equities SUSTAINABLE OPPORTNTS ACQ CORP UNIT 2500-12-31 2500-12-31 N/A 3.00 33.60 Equities YUCAIPA ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 454464.00 4703702.40 Equities LIFESCI ACQUISITION II CORP COM 2500-12-31 2500-12-31 N/A 107003.00 1082870.36 Equities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 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 GIC410000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AJAX I UNIT 2500-12-31 2500-12-31 N/A 464354.00 4898934.70 Equities YUCAIPA ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 1.00 10.35 Equities CC NEUBERGER PRIN HLDGS II SHS CL A 2500-12-31 2500-12-31 N/A 88683.00 893924.64 Equities SUSTAINABLE OPPORTNTS ACQ CORP UNIT 2500-12-31 2500-12-31 N/A 240.00 2688.00 Equities VESPER HEALTHCARE ACQSTN CORP UNIT EX 2500-12-31 2500-12-31 N/A 3832.00 40197.68 Equities PROPERTY SOLUTIONS ACQUISITION UNIT EXP 033027 2500-12-31 2500-12-31 N/A 17831.00 185442.40 Equities ZIONS BANCORPORATION NATL ASSN PERP JR GLBL -J YYQWUR1Z2BCX32HQS333 2500-12-31 2500-12-31 7.2 - 7.2 431000.00 461170.00 Corporate Debt Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-08 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0060 6000000.00 6000000.00 0.0045 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.73% 549300HN4UKV1E2R3U73 GIG758000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INVESCO EXCH TRD SLF IDX FD TR INVSCO 28 HYCORP 549300LP6EUTXDG4RN22 2500-12-31 2500-12-31 N/A 64852.00 1651780.44 Equities EXCHANGE LISTED FDS TR HIGH YIELD ETF 549300SDPS7P1DW2BL93 2500-12-31 2500-12-31 N/A 50315.00 1588947.70 Equities Y N/A N/A 2021-03-05 2021-03-05 2021-03-25 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 EXCHANGE LISTED FDS TR HIGH YIELD ETF 549300SDPS7P1DW2BL93 2500-12-31 2500-12-31 N/A 24043.00 759277.94 Equities FIDELITY MERRIMACK STR TR LTD TRM BD ETF 549300782HVYOIE6CE74 2500-12-31 2500-12-31 N/A 47120.00 2482988.40 Equities Y N/A N/A 2021-03-05 2021-03-05 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 JER CRE CDO 2006-2 C-FL 20450325 FLT 549300HX6FUK9WBH2U64 2045-03-25 2045-03-25 0.799 - 2.649 37093.00 9970.42 Other Instrument COLLATERALIZED DEBT OBLIGATION Asian Development Bank 549300X0MVH42CY8Q105 2022-09-13 2022-09-13 1.75 - 1.75 1000.00 1030.95 Other Instrument INTERNATIONAL DEBT MONTAUK POT CDO II LTD 2006-02 A-1J 20460525 FLT 54930046COUSLUSBKU90 2046-05-25 2046-05-25 1.57 - 1.57 7635197.00 1691832.54 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO IV 2005-4 B 20421205 FLT 2042-12-05 2042-12-05 1.67 - 1.67 63.00 1.00 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO V 2006-5 A-1S 20461006 FLT 2046-10-06 2046-10-06 1.45 - 1.45 11253650.00 332820.79 Other Instrument COLLATERALIZED DEBT OBLIGATION ORIENT PT CDO LTD 2005-1 A-2 20451003 FLT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 0.684 - 0.684 1868677.00 125320.95 Other Instrument COLLATERALIZED DEBT OBLIGATION BELLE HAVEN ABS CDO 2004-1 A1J 20441103 FLT 2044-11-03 2044-11-03 2.363 - 2.363 44.00 3.78 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CDO 7 2005-7 B 20450112 FLT 2045-01-12 2045-01-12 0.804 - 0.804 510.00 51.12 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2021-01-04 2021-01-04 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 1999930.00 1999930.00 0.0015 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.65% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Asian Development Bank 549300X0MVH42CY8Q105 2023-07-14 2023-07-14 0.25 - 0.25 871000.00 872519.41 Other Instrument INTERNATIONAL DEBT International Bank for Reconstruction and Development (World Bank) ZTMSNXROF84AHWJNKQ93 2023-02-13 2023-06-19 1.75 - 2.125 18000.00 18876.84 Other Instrument INTERNATIONAL DEBT AEROVIAS DE MEXICO S A DE C V SR REGS NT 7%25 549300TK6ZHQ3FJ26B03 2025-02-05 2025-02-05 7 - 7 400584.00 137200.02 Corporate Debt Securities Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0065 1000000.00 1000000.00 0.0008 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.70% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JER CRE CDO 2006-2 G-FL 20450325 FLT 549300HX6FUK9WBH2U64 2045-03-25 2045-03-25 2.149 - 2.149 8.00 2.15 Other Instrument COLLATERALIZED DEBT OBLIGATION JUPITER HGH-GRD CDO III 2005-3 B 20420608 FLT 2042-06-08 2042-06-08 1.599 - 1.599 10.00 0.94 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO V 2006-5 A-2 20461006 FLT 549300LSG1AJYQVQCE38 2046-10-06 2046-10-06 1.65 - 1.65 3646061.00 999999.95 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CRE CDO 1 2006-1 B 20460107 FLT 5493002EBTUBMFFXYD63 2046-01-07 2046-01-07 2.324 - 2.324 474.00 30.08 Other Instrument COLLATERALIZED DEBT OBLIGATION ORION LTD 2006-1 C 144A 20460910 FLT 549300MLMUOPMGCXUV63 2046-09-10 2046-09-10 3.277 - 3.277 227343.00 74073.98 Other Instrument COLLATERALIZED DEBT OBLIGATION Asian Development Bank 549300X0MVH42CY8Q105 2022-09-13 2022-09-13 1.75 - 1.75 1000.00 1030.95 Other Instrument INTERNATIONAL DEBT DUKE FDG X 2006-10 A1 20460409 FLT 549300K75EIHG4JT8034 2046-04-09 2046-04-09 0.69 - 0.69 8841.00 406.60 Other Instrument COLLATERALIZED DEBT OBLIGATION MONTAUK POT CDO II LTD 2006-02 A-3 20460525 FLT 54930046COUSLUSBKU90 2046-05-25 2046-05-25 1.74 - 1.74 24358.00 5486.91 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2021-03-17 2021-03-17 2021-03-17 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0070 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 MOUNTAIN HAWK CLO III 2014-3 E 20250418 FLT 549300LQ6MVS0NGUT623 2025-04-18 2025-04-18 5.068 - 5.068 1.00 0.75 Asset-Backed Securities CITI GRP COML MTG TR 2012-GC8 E 20450912 FLT 2045-09-12 2045-09-12 5 - 5 31412.00 24445.53 Private Label Collateralized Mortgage Obligations TRAPEZA CDO XI 2006-11 C 20411010 FLT 549300WLN6OJMSVMWI26 2041-10-10 2041-10-10 2.661 - 2.661 2604112.00 1803574.25 Other Instrument COLLATERALIZED DEBT OBLIGATION Asian Development Bank 549300X0MVH42CY8Q105 2022-09-13 2022-09-13 1.75 - 1.75 3000.00 3092.86 Other Instrument INTERNATIONAL DEBT RALI SERIES TRUST 2007-QS2 A-V 20370125 FLT 2037-01-25 2037-01-25 0.333 - 0.333 94757.00 134.23 Private Label Collateralized Mortgage Obligations BEAR STEARNS ABS TR 2006-HE10 II-3A 20361225 FLT 2036-12-25 2036-12-25 0.29 - 0.29 70.00 9.84 Asset-Backed Securities COMM MTG TR 2013-LC13 E 20460810 FLT 2046-08-10 2046-08-10 3.719 - 3.719 437128.00 330023.75 Private Label Collateralized Mortgage Obligations TPREF FUNDING II 2002 B-144A 20321115 FLT 2032-11-15 2032-11-15 2.071 - 2.071 1.00 0.62 Asset-Backed Securities JP MORGAN COM MTG 2004-LN2 B 20410715 FLT 2041-07-15 2041-07-15 5.686 - 5.686 16169.00 1811.47 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 GIJ657000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PENNSYLVANIA ST HIGHER EDL FAC VAR REV BDS 2008 2040-07-01 2040-07-01 5.375 - 5.375 6993071.00 6480104.96 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0058 6000000.00 6000000.00 0.0045 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 95965.00 6481476.10 Equities Y N/A N/A 2021-01-04 2021-01-04 2021-01-11 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0038 6000000.00 6000000.00 0.0045 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 AT&T INC 144A NT 3.55%55 549300Z40J86GGSTL398 2055-09-15 2055-09-15 3.55 - 3.55 861151.00 871812.05 Corporate Debt Securities GEORGETOWN UNIV SR -2019B BD 49 549300GCL3B0KVXSX752 2049-04-01 2049-04-01 4.315 - 4.315 73000.00 91380.07 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 48 8I5DZWZKVSZI1NUHU748 2031-03-24 2048-07-24 4.032 - 4.493 2072480.00 2674340.83 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL 28 BD 50 1HNPXZSMMB7HMBMVBS46 2050-07-01 2050-07-01 4.95 - 4.95 393408.00 472467.27 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 48 2048-12-15 2048-12-15 4.15 - 4.15 152000.00 208527.41 Corporate Debt Securities CHUBB INA HLDGS INC SR GLBL NT6.7%36 CZCBJZWDMLTHWJDXU843 2036-05-15 2036-05-15 6.7 - 6.7 49000.00 76831.10 Corporate Debt Securities ABU DHABI NATL ENERGY CO PJSC FR 4%100349 2049-10-03 2049-10-03 4 - 4 184977.00 221062.93 Corporate Debt Securities BK OF AMERICA CORP FR 5%051321 9DJT3UXIJIZJI4WXO774 2021-05-13 2024-01-22 4.125 - 5 1593000.00 1684509.40 Corporate Debt Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-19 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0038 6000000.00 6000000.00 0.0045 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 MARKEL CORP SR GLBL NT3.5%27 549300SCNO12JLWIK605 2027-11-01 2027-11-01 3.5 - 3.5 2000.00 2243.70 Corporate Debt Securities FLEXSHARES TR REAL ASST IDX 549300W6NMF4D4XNEC70 2500-12-31 2500-12-31 N/A 14.00 408.89 Equities NEPHROS INC COM 2500-12-31 2500-12-31 N/A 234.00 1446.12 Equities WISDOMTREE TR ITL HDG QTLY DIV 549300C8OT2NK5UMX546 2500-12-31 2500-12-31 N/A 3.00 115.56 Equities AT&T INC GLBL NT 3.3%52 549300Z40J86GGSTL398 2052-02-01 2052-02-01 3.3 - 3.3 4998.00 4966.03 Corporate Debt Securities WAYSIDE TECHNOLOGY GROUP INC COM 2500-12-31 2500-12-31 N/A 52.00 1131.00 Equities WISDOMTREE TR EMGRING MKTS 54930053VXPX6FVBBG29 2500-12-31 2500-12-31 N/A 20006.00 467394.18 Equities PROSHARES TR ULTR MSCI ETF ADUJ68TGZBVW30IQNE81 2500-12-31 2500-12-31 N/A 48.00 1991.89 Equities ISHARES TR AGENCY BOND ETF 549300R95TKRXHGD3Z08 2500-12-31 2500-12-31 N/A 6.00 725.70 Equities SCHWAB STRATEGIC TR US REIT ETF 549300Z43HSC4Q4CI525 2500-12-31 2500-12-31 N/A 66.00 2503.38 Equities SEQUANS COMMUNICATIONS S A SPONSORED ADS 969500G8ZIY1D601KJ66 2500-12-31 2500-12-31 N/A 100.00 450.00 Equities NOVO-NORDISK A S ADR 549300DAQ1CVT6CXN342 2500-12-31 2500-12-31 N/A 15880.00 1072535.20 Equities DBX ETF TR XTRACKERS MSCI 3379V8ZPZKCNZWO8YR10 2500-12-31 2500-12-31 N/A 19.00 1321.78 Equities USCF ETF TR SUMMERHAVEN K1 549300WZF4VOIO3YDY91 2500-12-31 2500-12-31 N/A 15431.00 238430.55 Equities UNUM GROUP 6.250% JR NT58 549300E32YFDO6TZ8R31 2058-06-15 2058-06-15 6.25 - 6.25 33.00 915.75 Equities ROYALTY PHARMA PLC SR GLBL 144A 50 549300FGFN7VOK8BZR03 2050-09-02 2050-09-02 3.55 - 3.55 2.00 2.08 Corporate Debt Securities ALPS ETF TR SECTR DIV DOGS 549300UUE13R3N0UVB96 2500-12-31 2500-12-31 N/A 100.00 4441.00 Equities SOUTHWESTERN PUB SVC CO 1ST MTG BD4.4%48 OL6FE7QD5EQ3DOYEO258 2048-11-15 2048-11-15 4.4 - 4.4 3000.00 3960.13 Corporate Debt Securities CARGILL INC SR GLBL 144A 49 QXZYQNMR4JZ5RIRN4T31 2049-05-23 2049-05-23 3.875 - 3.875 2000.00 2473.19 Corporate Debt Securities COMSTOCK HLDG COS INC CL A NEW 549300PHU1FSZ2GXMI11 2500-12-31 2500-12-31 N/A 72.00 219.60 Equities MERCHANTS BANCORP IND 6% DP SH PFD B 2500-12-31 2500-12-31 6 - 6 123.00 3252.12 Equities SAFE BULKERS INC COM 549300V6ZM2HJJYQQO85 2500-12-31 2500-12-31 N/A 1120.00 1321.60 Equities CONTROLADORA VUELA COMP DE AVI SPON ADR RP 10 549300G8NLCMP9Z44X52 2500-12-31 2500-12-31 N/A 162.00 1752.84 Equities CA INC SR NT 4.5%23 Y7ET3D9SDOFUZ515FE28 2023-08-15 2023-08-15 4.5 - 4.5 2000.00 2151.45 Corporate Debt Securities WALMART INC SR GLBL NT1.9%20 Y87794H0US1R65VBXU25 2020-12-15 2020-12-15 1.9 - 1.9 1000.00 1009.38 Corporate Debt Securities PREMIER FINANCIAL CORP COM 2049-01-01 2049-01-01 N/A 16849.00 3666.34 Equities BEAM INC SR NT 3.25%23 EWRDABCN7XBHM37LIA98 2023-06-15 2023-06-15 3.25 - 3.25 2000.00 2145.95 Corporate Debt Securities HORIZON ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 89.00 929.16 Equities INVESCO DB MULTI-SECTOR COMMOD PRECIOUS METAL 549300B1PZK1PO15FD11 2500-12-31 2500-12-31 N/A 2.00 97.58 Equities AVALONBAY CMNTYS INC FR 2.85%031523 2023-03-15 2023-03-15 2.85 - 2.85 2000.00 2106.49 Corporate Debt Securities PAR PAC HOLDINGS INC SR CV 144A NT 21 2021-06-15 2021-06-15 5 - 5 3697000.00 3766676.13 Equities REINVENT TECHNOLOGY PARTNERS UNIT 2500-12-31 2500-12-31 N/A 141.00 1690.59 Equities BORGWARNER INC GLBL REGS NT5%25 2025-10-01 2025-10-01 5 - 5 25.00 29.53 Corporate Debt Securities PIMCO ETF TR INV GRD CRP BD 3JA8FFHDP0WD6S8AJT23 2500-12-31 2500-12-31 N/A 10.00 1169.40 Equities RESOURCES CONNECTION INC COM 2500-12-31 2500-12-31 N/A 1.00 12.50 Equities DEUTSCHE BK AG LONDON BRH GOLD DOUBLE SHOR 2500-12-31 2500-12-31 N/A 91.00 268.45 Equities SUPERIOR GROUP OF CO INC COM UOX145EEO0TB0ZWX2152 2500-12-31 2500-12-31 N/A 105.00 2446.50 Equities SOUTHERN CALIF EDISON CO 1ST MTG BDS 2022 9R1Z5I36FERIBVKW4P77 2022-02-01 2022-02-01 2.4 - 2.4 1000.00 1025.81 Corporate Debt Securities LAUDER ESTEE COS INC SR NT 3.15%27 549300VFZ8XJ9NUPU221 2027-03-15 2027-03-15 3.15 - 3.15 2000.00 2259.22 Corporate Debt Securities SPDR INDEX SHS FDS S&P GLBDIV ETF 549300H5LX6Y0C6QBL69 2500-12-31 2500-12-31 N/A 50.00 3047.18 Equities CLOUDFLARE INC SR GLBL COCO 25 5493007DY18BGNLDWU14 2025-05-15 2025-05-15 0.75 - 0.75 919400.00 1935054.28 Equities DBX ETF TR XTRACK MSCI EURO 3379V8ZPZKCNZWO8YR10 2500-12-31 2500-12-31 N/A 100.00 3293.38 Equities WILLIS TOWERS WATSON PLC LTD SR NT 5.75%21 549300WHC56FF48KL350 2021-03-15 2021-03-15 5.75 - 5.75 3000.00 3081.57 Corporate Debt Securities MCKESSON CORP NT 6%41 549300WZWOM80UCFSF54 2041-03-01 2041-03-01 6 - 6 2000.00 2749.65 Corporate Debt Securities PUGET ENERGY INC SR SEC NT 6%21 SYBSJ96YIDMIUY7WDR33 2021-09-01 2021-09-01 6 - 6 2000.00 2108.99 Corporate Debt Securities GRANITESHARES ETF TR BBG COMMD K 1 549300TM9TYJ47SK6836 2500-12-31 2500-12-31 N/A 208.00 4664.52 Equities UNITED CMNTY BKS INC 6.875 DP PF I 549300GVW0FV66X3U703 2500-12-31 2500-12-31 6.875 - 6.875 156.00 4210.44 Equities GRUPO SIMEC S A B DE C V ADR 529900LCYCXPA0TZEU09 2500-12-31 2500-12-31 N/A 116.00 1083.44 Equities Y N/A N/A 2021-01-04 2021-01-04 2021-01-11 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0043 7000000.00 7000000.00 0.0053 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 NOVELLUS SYS INC SR COCO 41 2041-05-15 2041-05-15 2.625 - 2.625 32000.00 460196.28 Equities NOVO-NORDISK A S ADR 549300DAQ1CVT6CXN342 2500-12-31 2500-12-31 N/A 88951.00 6007750.54 Equities Y N/A N/A 2021-01-04 2021-01-04 2021-01-19 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0043 6000000.00 6000000.00 0.0045 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.33% K5HU16E3LMSVCCJJJ255 GIJ659000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AEA-BRIDGES IMPACT CORP UNIT 2500-12-31 2500-12-31 N/A 13228.00 133602.80 Equities ATLAS CREST INVT CORP UNIT CL A & WT 2500-12-31 2500-12-31 N/A 199844.00 2026418.16 Equities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 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 GIH999000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AEA-BRIDGES IMPACT CORP UNIT 2500-12-31 2500-12-31 N/A 106938.00 1080073.80 Equities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0035 1000000.00 1000000.00 0.0008 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.47% 7TK5RJIZDFROZCA6XF66 GIJ658000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LANDCADIA HOLDINGS III INC UNIT EX 2500-12-31 2500-12-31 N/A 428153.00 4320063.77 Equities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0047 4000000.00 4000000.00 0.0030 N Y Y N RBS Securities, Inc. 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SR SEC GLBL 26 549300DIYGW8HVDF7Q17 2026-05-15 2026-05-15 7.5 - 7.5 638000.00 690274.53 Corporate Debt Securities VOTORANTIM CIMENTOS S A GTD SR NT REGS41 635400TDXGDD6FQOI583 2041-04-05 2041-04-05 7.25 - 7.25 404000.00 539374.90 Corporate Debt Securities ODEBRECHT DRILLING NORBE VIII/ FR 6.35%120121 549300YNW6BY570L6488 2021-12-01 2021-12-01 6.35 - 6.35 20928.00 3719.93 Corporate Debt Securities GAP INC SR SEC GLBL 25 T2ZG1WRWZ4BUCMQL9224 2025-05-15 2025-05-15 8.625 - 8.625 635915.00 711330.54 Corporate Debt Securities BARCLAYS PLC PERP SUB GLBL 213800LBQA1Y9L22JB70 2500-12-31 2500-12-31 8 - 8 100.00 113.17 Corporate Debt Securities PRIME SEC SVCS BORROWER LLC / SR SEC GLBL 27 2027-08-31 2027-08-31 3.375 - 3.375 1674778.00 1661170.43 Corporate Debt Securities TENET HEALTHCARE CORP SR NT 6.75%23 0W9AIBT6U6ADJ2I8HK17 2023-06-15 2023-06-15 6.75 - 6.75 750000.00 829453.12 Corporate Debt Securities FORD MOTOR CREDIT COMPANY SR GLBL NT 21 UDSQCVRUX5BONN0VY111 2021-10-12 2021-10-12 3.813 - 3.813 310.00 315.03 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 5891.90 Corporate Debt Securities AES GENER S A JR SB GLBL 79 549300IF4IFG0FS0RM26 2079-03-26 2079-03-26 7.125 - 7.125 103323.00 114253.54 Corporate Debt Securities SPRINGLEAF FINANCE CORPORATION SR GLBL NT 23 5493008I795YYBFWFU90 2023-03-15 2023-03-15 5.625 - 5.625 156947.00 168791.59 Corporate Debt Securities CARVANA CO SR GLBL 144A 25 5493003WEAK2PJ5WS063 2025-10-01 2025-10-01 5.625 - 5.625 9.00 9.13 Corporate Debt Securities MGM GROWTH PPTYS OPER PRTN/ SR NT 4.5%28 2028-01-15 2028-01-15 4.5 - 4.5 10.00 10.59 Corporate Debt Securities BANCO BILBAO VIZCAYA ARGENTARI LW TIER II 25 5493009W53901OCHI065 2025-04-21 2025-04-21 4.875 - 4.875 600000.00 638874.75 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT 25 IM7X0T3ECJW4C1T7ON55 2025-09-01 2025-09-01 5.875 - 5.875 2.00 2.06 Corporate Debt Securities RHP HOTEL PPTY/ RHP FINANCE SR GLBL NT 27 2027-10-15 2027-10-15 4.75 - 4.75 738659.00 737504.85 Corporate Debt Securities FIRSTENERGY CORP -C 4.85%47 549300SVYJS666PQJH88 2047-07-15 2047-07-15 4.85 - 4.85 19000.00 23658.94 Corporate Debt Securities TRANSDIGM INC SR SEC GLBL 25 88Q84GB3X55CF5OC7582 2025-12-15 2025-12-15 8 - 8 26311.00 29089.73 Corporate Debt Securities UBER TECHNOLOGIES INC SR GLBL 144A 25 549300B2FTG34FILDR98 2025-05-15 2025-05-15 7.5 - 7.5 20539.00 22116.29 Corporate Debt Securities SERVICE PPTYS TR SR NT 4.5%23 529900IS770AG1K9QG27 2023-06-15 2026-10-01 4.5 - 4.75 78000.00 76165.94 Corporate Debt Securities MACYS INC SR SEC GLBL 25 529900NZQ81TIOW3CW52 2025-06-15 2025-06-15 8.375 - 8.375 1058.00 1196.88 Corporate Debt Securities FELCOR LODGING LTD PARTNERSHIP SR GLBL NT 6%25 2025-06-01 2025-06-01 6 - 6 499000.00 516381.83 Corporate Debt Securities MINERVA LUXEMBOURG S A 5.875%28 222100NM3G3RCPGZ2Z17 2028-01-19 2028-01-19 5.875 - 5.875 373000.00 407554.15 Corporate Debt Securities DISH DBS CORPORATION SR NT 5%23 2023-03-15 2023-03-15 5 - 5 188000.00 197478.33 Corporate Debt Securities WMG ACQUISITION CORP SR SEC GLBL 31 549300NAS11NXI33CP80 2031-02-15 2031-02-15 3 - 3 19.00 18.74 Corporate Debt Securities HCA INC. SR GLBL NT 28 L3CJ6J7LJ2DX62FTXD46 2025-02-01 2028-09-01 5.375 - 5.625 2207731.00 2601919.19 Corporate Debt Securities MELCO RESORTS FIN LTD 5.25%26 2026-04-26 2026-04-26 5.25 - 5.25 124.00 129.02 Corporate Debt Securities GRAHAM HLDGS CO SR GLBL 144A 26 529900BOSCEEEMAFQJ29 2026-06-01 2026-06-01 5.75 - 5.75 1.00 1.09 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 2039-09-30 5.75 - 5.75 2.00 2.32 Corporate Debt Securities INDIGO NAT RES LLC SR GLBL 144A 26 549300F7DOI6H6TA3C86 2026-02-15 2026-02-15 6.875 - 6.875 100000.00 103505.21 Corporate Debt Securities TRANSOCEAN GUARDIAN LTD SR SEC GLBL 24 2024-01-15 2024-01-15 5.875 - 5.875 2000.00 1274.57 Corporate Debt Securities VIKING CRUISES LTD SR SEC GLBL 25 549300IJP90T4MV2GL84 2025-05-15 2025-05-15 13 - 13 65451.00 77259.45 Corporate Debt Securities SS&C TECHNOLOGIES INC SR GLBL 144A 27 2027-09-30 2027-09-30 5.5 - 5.5 111356.00 119893.29 Corporate Debt Securities T-MOBILE US INC SR NT 6%22 549300JKU50UT08ZWD77 2022-11-15 2022-11-15 6 - 6 6000.00 6472.50 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL NT23 5493007X5NC5XI1BB106 2023-03-31 2025-02-15 6.25 - 8.625 1236282.00 1331185.35 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 2025-02-15 7.875 - 7.875 147137.00 160080.46 Corporate Debt Securities CARNIVAL CORP MTN BE SR SEC GLBL 23 F1OF2ZSX47CR0BCWA982 2023-04-01 2023-04-01 11.5 - 11.5 900.00 1041.84 Corporate Debt Securities NEWELL BRANDS INC CR SEN SR GLBL26 549300LWGYFM1TVO1Z12 2026-04-01 2026-04-01 4.7 - 4.7 37000.00 40430.00 Corporate Debt Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0029 11000000.00 11000000.00 0.0083 N Y Y N Societe Generale Societe Generale, 0.31% O2RNE8IBXP4R0TD8PU41 GII001000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TIME WARNER CABLE INC SR GLBL DB5.5%41 B1WXCWLJVJXMWJX6O298 2041-09-01 2041-09-01 5.5 - 5.5 26000.00 33111.71 Corporate Debt Securities T-MOBILE US INC SR NT 6%22 549300JKU50UT08ZWD77 2022-11-15 2022-11-15 6 - 6 4000.00 4315.00 Corporate Debt Securities NEW GOLD INC CDA SR GLBL 144A 27 5493005G0GNCHP0H6L96 2027-07-15 2027-07-15 7.5 - 7.5 8049.00 9036.69 Corporate Debt Securities DISH DBS CORPORATION SR NT 5%23 2021-06-01 2023-03-15 5 - 6.75 87000.00 91884.00 Corporate Debt Securities SUNOCO LP/SUNOCO FIN CORP SR GLBL NT 23 2023-01-15 2023-01-15 4.875 - 4.875 32140.00 33129.31 Corporate Debt Securities AES GENER S A JR SB GLBL 79 549300IF4IFG0FS0RM26 2079-03-26 2079-03-26 7.125 - 7.125 15154.00 16757.14 Corporate Debt Securities UNITED STATES STL CORP SR SEC GLBL 25 JNLUVFYJT1OZSIQ24U47 2025-06-01 2025-06-01 12 - 12 869.00 1046.86 Corporate Debt Securities TRANSOCEAN GUARDIAN LTD SR SEC GLBL 24 2024-01-15 2024-01-15 5.875 - 5.875 3000.00 1911.85 Corporate Debt Securities FIRST QUANTUM MINERALS LTD SR GLBL 144A 26 549300I7UVBGWRYMYZ18 2026-03-01 2026-03-01 6.875 - 6.875 200000.00 208649.31 Corporate Debt Securities FELCOR LODGING LTD PARTNERSHIP SR GLBL NT 6%25 2025-06-01 2025-06-01 6 - 6 25000.00 25870.83 Corporate Debt Securities BAUSCH HEALTH COS INC 5.75%27 B3BS7ACMDUWISF18KY76 2027-08-15 2027-08-15 5.75 - 5.75 916.00 1000.06 Corporate Debt Securities ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 25 2025-03-15 2025-03-15 5.75 - 5.75 13000.00 13496.98 Corporate Debt Securities CITGO PETE CORP SR SEC GLBL 25 YX52P86PXMLYDOTUQ225 2025-06-15 2025-06-15 7 - 7 120931.00 121252.68 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 2025-02-15 7.875 - 7.875 1.00 1.09 Corporate Debt Securities T-MOBILE US INC SR GLBL NT 21 549300ZTTY7CXOLJ6539 2021-09-15 2025-02-15 7.125 - 7.625 41000.00 48686.72 Corporate Debt Securities ALTICE FINANCING S.A. SR SEC GLBL 26 549300DIYGW8HVDF7Q17 2026-05-15 2026-05-15 7.5 - 7.5 200000.00 216387.00 Corporate Debt Securities CVR ENERGY INC SR GLBL 144A 28 529900SOYZIXZBTXB558 2028-02-15 2028-02-15 5.75 - 5.75 526233.00 450703.22 Corporate Debt Securities TRANSDIGM INC 6.25%26 88Q84GB3X55CF5OC7582 2026-03-15 2026-03-15 6.25 - 6.25 1.00 1.07 Corporate Debt Securities TEMPUR SEALY INTL INC SR GLBL NT 23 549300HFEKVR3US71V91 2023-10-15 2023-10-15 5.625 - 5.625 33000.00 33706.57 Corporate Debt Securities PT CHANDRA ASRI PETROCHEMICAL SR GLBL REGS 24 2024-11-08 2024-11-08 4.95 - 4.95 6614.00 6538.10 Corporate Debt Securities FRESH MKT INC 1PRI SR 144A 23 529900QM5ZSBEBR6CS58 2023-05-01 2023-05-01 9.75 - 9.75 3000.00 2967.31 Corporate Debt Securities GAP INC SR SEC GLBL 27 T2ZG1WRWZ4BUCMQL9224 2027-05-15 2027-05-15 8.875 - 8.875 15442.00 18140.92 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 6.36 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 42.38 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL 144A 31 5493003STKEZ2S0RNU91 2031-03-01 2031-03-01 4.25 - 4.25 185120.00 208289.05 Corporate Debt Securities TEEKAY OFFSHORE PARTNERS L P 8.5%23 2023-07-15 2023-07-15 8.5 - 8.5 1570.00 1356.05 Corporate Debt Securities HEARTHSIDE GROUP HLDGS LLC SR GLBL 144A 26 2026-06-01 2026-06-01 8.5 - 8.5 4.00 4.27 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 73300.68 Corporate Debt Securities STUDIO CITY FIN LTD SR GLBL 144A 25 254900D6R731QAUIG324 2025-07-15 2025-07-15 6 - 6 80957.00 86522.79 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 2026-02-01 10.25 - 10.25 633168.00 741901.41 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR SEC GLBL 25 K2NEH8QNVW44JIWK7Z55 2025-06-01 2025-06-01 11.5 - 11.5 32206.00 39230.93 Corporate Debt Securities NIELSEN COMPANY SR 144A NT5.5%21 549300MFMRJBOPHHM352 2021-10-01 2021-10-01 5.5 - 5.5 2000.00 2015.37 Corporate Debt Securities HCA INC. SR NT 5.875%23 L3CJ6J7LJ2DX62FTXD46 2023-05-01 2025-02-01 5.375 - 5.875 29000.00 31997.40 Corporate Debt Securities BNP PARIBAS ALT TIER I PERP R0MUWSFPU8MPRO8K5P83 2500-12-31 2500-12-31 6.625 - 6.625 654390.00 721930.77 Corporate Debt Securities ADVANTAGE SOLUTIONS FINCO LLC SR SEC GLBL 28 2028-11-15 2028-11-15 6.5 - 6.5 269088.00 276024.49 Corporate Debt Securities ODEBRECHT OFFSHORE DRILLING FR 6.72%120122 549300L7LF2PIRAWID66 2022-12-01 2022-12-01 6.72 - 6.72 2.00 1.01 Corporate Debt Securities MACYS INC SR SEC GLBL 25 529900NZQ81TIOW3CW52 2025-06-15 2025-06-15 8.375 - 8.375 860.00 972.89 Corporate Debt Securities TRANSOCEAN PONTUS LTD SR SEC GLBL 25 2025-08-01 2025-08-01 6.125 - 6.125 2.00 1.51 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 328536.17 Corporate Debt Securities FORD MOTOR CREDIT COMPANY SR GLBL NT 27 UDSQCVRUX5BONN0VY111 2021-10-12 2027-08-17 3.813 - 4.125 18330.00 19050.18 Corporate Debt Securities ACADEMY LTD / ACADEMY FIN CORP SR SEC GLBL 27 2027-11-15 2027-11-15 6 - 6 29.00 30.13 Corporate Debt Securities RHP HOTEL PPTY/ RHP FINANCE SR GLBL NT 27 2027-10-15 2027-10-15 4.75 - 4.75 331082.00 330564.68 Corporate Debt Securities UBER TECHNOLOGIES INC SR GLBL 144A 25 549300B2FTG34FILDR98 2025-05-15 2027-09-15 7.5 - 7.5 13632.00 14866.54 Corporate Debt Securities CYDSA S A SR GLBL REGS 27 4469000001BNTACN9916 2027-10-04 2027-10-04 6.25 - 6.25 99690.00 105021.64 Corporate Debt Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0031 4000000.00 4000000.00 0.0030 N Y Y N Societe Generale Societe Generale, 0.40% O2RNE8IBXP4R0TD8PU41 GIJ660000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OPTION ONE MTG LN TR 2007-1 II-A-3 20370125 FLT 2037-01-25 2037-01-25 0.29 - 0.29 711160.00 318217.32 Asset-Backed Securities ONEMAIN FINL ISSUE TR 2015-3 D 20281118 6.94000 2028-11-18 2028-11-18 6.94 - 6.94 510.00 512.62 Asset-Backed Securities CWALT INC 2005-80CB 4-A-1 20360225 6.00000 2036-02-25 2036-02-25 6 - 6 3.00 0.26 Private Label Collateralized Mortgage Obligations JPMCC COML MTG SEC TR 2016-JP3 E 20490817 FLT 2049-08-17 2049-08-17 4.348 - 4.348 3915.00 2398.30 Private Label Collateralized Mortgage Obligations STRUCTURED ASSET MTG 2006-AR8 A-1A 20361025 FLT 2036-10-25 2036-10-25 0.349 - 0.349 53349.00 9705.57 Private Label Collateralized Mortgage Obligations HOME EQUITY ASSET TR 2006-3 M-2 20360725 FLT 2036-07-25 2036-07-25 0.55 - 0.55 4032.00 3652.85 Private Label Collateralized Mortgage Obligations MAGNETITE VIII LTD 2014-8R2 E-R2 20310415 FLT 549300NJNSVWVLHGRY73 2031-04-15 2031-04-15 5.887 - 5.887 368019.00 349085.20 Asset-Backed Securities PARK PLACE SECS 2004-WHQ2 M-5 20350225 FLT 2035-02-25 2035-02-25 1.875 - 1.875 9679.00 7187.43 Asset-Backed Securities CITIGROUP MTG LN TR 2007-FS1 II-A1A 20371025 FLT 2037-10-25 2037-10-25 1.15 - 1.15 1931.00 373.98 Asset-Backed Securities RALI SERIES TRUST 2007-QH4 A-1 20370525 FLT 2037-05-25 2037-05-25 0.34 - 0.34 714633.00 128083.47 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2007-SHL1 M-1 20461125 FLT 2046-11-25 2046-11-25 0.85 - 0.85 369000.00 305283.32 Asset-Backed Securities CWALT INC ALT LN TR 2006-OA9 2-A-1A 20460720 FLT 2046-07-20 2046-07-20 0.357 - 0.357 61.00 6.09 Private Label Collateralized Mortgage Obligations CWABS INC 2006-BC5 1-A 20370325 FLT 2037-03-25 2037-03-25 0.29 - 0.29 855868.00 102508.82 Asset-Backed Securities GREAT WOLF TRUST 2019-WOLF F 20361215 FLT 2036-12-15 2036-12-15 3.272 - 3.272 6598.00 5763.22 Private Label Collateralized Mortgage Obligations DBCCRE MTG TR 2014-ARCP E 20340112 FLT 2034-01-12 2034-01-12 5.099 - 5.099 961.00 959.44 Private Label Collateralized Mortgage Obligations ODEBRECHT DRILLING NORBE VIII/ FR 6.35%120121 549300YNW6BY570L6488 2021-12-01 2021-12-01 6.35 - 6.35 1255162.00 223103.49 Corporate Debt Securities NORTHWOOD CAPITAL 2019-20 E 20300125 FLT 2030-01-25 2030-01-25 8.065 - 8.065 19.00 18.69 Asset-Backed Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 2025-02-15 7.875 - 7.875 568.00 617.97 Corporate Debt Securities MAGNETITE XIX LTD 2017-19 E 20300717 FLT 5493000OP4ZUZOOM1U45 2030-07-17 2030-07-17 6.468 - 6.468 694744.00 680283.40 Asset-Backed Securities CWMBS INC 2005-9 1-A-3 20350525 FLT 2035-05-25 2035-05-25 0.61 - 0.61 360312.00 17477.91 Private Label Collateralized Mortgage Obligations SLM CORP FR 7.25%012522 54930067J0ZNOEBRW338 2022-01-25 2022-01-25 7.25 - 7.25 2000.00 2150.35 Corporate Debt Securities BEAR STEARNS ABS TR 2006-HE10 II-2A 20361225 FLT 2036-12-25 2036-12-25 0.29 - 0.29 1.00 0.21 Asset-Backed Securities JP MORGAN ALT LN TR 2007-A2 1-2-A4 20370625 FLT 2037-06-25 2037-06-25 0.43 - 0.43 5839.00 2634.68 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0040 2000000.00 2000000.00 0.0015 N Y Y N Societe Generale Societe Generale, 0.41% O2RNE8IBXP4R0TD8PU41 GII002000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2021-02-01 2049-08-17 0.29 - 12 1230220.00 1080856.52 Corporate Debt Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0041 1000000.00 1000000.00 0.0008 N Y 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 PINDUODUO INC SR GLBL COCO 25 5493000573DS7005T657 2025-12-01 2025-12-01 N/A 1004413.00 1080015.17 Equities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 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 WRIGHT MED GROUP N V SR GLBL COCO 23 549300DZPB0KY882P769 2023-06-15 2023-06-15 1.625 - 1.625 4052961.00 4320245.33 Equities Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 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 PINDUODUO INC SR GLBL COCO 25 5493000573DS7005T657 2025-12-01 2025-12-01 N/A 1004456.00 1080061.40 Equities Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 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 WRIGHT MED GROUP N V SR GLBL COCO 23 549300DZPB0KY882P769 2023-06-15 2023-06-15 1.625 - 1.625 4053474.00 4320792.17 Equities Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0060 4000000.00 4000000.00 0.0030 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 WRIGHT MED GROUP N V SR GLBL COCO 23 549300DZPB0KY882P769 2023-06-15 2023-06-15 1.625 - 1.625 3045087.00 3245904.14 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, 0.81% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WRIGHT MED GROUP N V SR GLBL COCO 23 549300DZPB0KY882P769 2023-06-15 2023-06-15 1.625 - 1.625 4054737.00 4322138.46 Equities Y N/A N/A 2021-02-08 2021-02-08 2021-02-08 N N N 0.0081 4000000.00 4000000.00 0.0030 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.82% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WRIGHT MED GROUP N V SR GLBL COCO 23 549300DZPB0KY882P769 2023-06-15 2023-06-15 1.625 - 1.625 3040864.00 3241402.65 Equities Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0082 3000000.00 3000000.00 0.0023 N N N Y Barclays Bank PLC Barclays Bank PLC, 0.15% G5GSEF7VJP5I7OUK5573 GIJ560000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0015 47000000.00 47000000.00 0.0355 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GII003000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0017 5540996.68 5540996.68 0.0042 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GII380000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0017 5999993.40 5999993.40 0.0045 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GIJ171000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0017 11999973.60 11999973.60 0.0091 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GIJ564000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0015 6000000.00 6000000.00 0.0045 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 GIJ725000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0015 6000000.00 6000000.00 0.0045 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 GIH688000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0017 5999996.40 5999996.40 0.0045 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.15% DIZES5CFO5K3I5R58746 GII315000 Non-Negotiable Time Deposit Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0017 5999993.40 5999993.40 0.0045 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 11/30/2020 due 12/01/2020 B4TYDEB6GKMZO031MB27 GIJ786000_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 549300M8ZYFG0OCMTT87 2041-04-20 2050-03-20 3 - 4.5 35394494.00 7038019.55 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 6900000.00 6900000.00 0.0052 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.1%, dated 11/30/2020 due 12/01/2020 8NAV47T0Y26Q87Y0QP81 GIJ786000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2058-08-20 2070-10-20 0.804 - 5.238 1120909.00 1148024.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-11-01 2056-07-01 1.5 - 4 5391259.00 4572485.56 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2030-05-15 2030-05-15 0.625 - 0.625 147090.00 144505.88 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0010 5750000.00 5750000.00 0.0043 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 11/30/2020 due 12/01/2020 E57ODZWZ7FF32TWEFA76 GIJ786000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-03-15 2050-03-01 0 - 9 487368.00 181864.71 Agency Mortgage-Backed Securities Resolution Funding Corp 2021-01-15 2030-04-15 0 - 8.625 101165.00 90451.29 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-04-01 2057-09-01 0 - 10.5 311821.00 116741.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-12-15 2049-11-20 2.5 - 10 495099.00 40221.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2050-05-15 0.125 - 7.625 1309738.00 1383496.63 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-11 2036-07-15 0.375 - 5.625 49353.00 67594.80 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 66191.00 74649.32 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-01-05 2023-12-20 2.625 - 3.5 315.00 332.79 Agency Debentures and Agency Strips Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1917000.00 1917000.00 0.0014 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 11/30/2020 due 12/01/2020 MBNUM2BPBDO7JBLYG310 GIJ786000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-02-15 2055-09-15 2.25 - 9.75 5626698.00 496316.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-01 2036-02-01 1.25 - 7 4816955.00 3871175.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-11-01 2036-03-01 1.5 - 7 1986983.00 1497523.62 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 5750000.00 5750000.00 0.0043 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.1%, dated 11/30/2020 due 12/01/2020 1VUV7VQFKUOQSJ21A208 GIJ786000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-09-15 2050-10-20 2 - 5 3794546.00 1710544.75 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-30 2026-02-15 0.125 - 2.375 1635901.00 1710543.85 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 3354000.00 3354000.00 0.0025 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.1%, dated 11/30/2020 due 12/01/2020 CYYGQCGNHMHPSMRL3R97 GIJ786000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2050-09-01 2.425 - 5.5 749210.00 535775.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-03-20 2050-01-20 3.5 - 4.5 199084.00 105257.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-11-01 2050-05-01 2.5 - 6 703556.00 336129.28 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 958000.00 958000.00 0.0007 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.1%, dated 11/30/2020 due 12/01/2020 OXTKY6Q8X53C9ILVV871 GIJ786000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-07-15 2070-02-20 2 - 5 702556.00 726400.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2050-12-01 1.5 - 5 2943739.00 2909109.11 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-09 2025-10-31 0 - 2.375 2234119.00 2244244.49 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-01 2050-12-01 2 - 6 3745052.00 3680730.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 9373000.00 9373000.00 0.0071 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.1%, dated 11/30/2020 due 12/01/2020 ES7IP3U3RHIGC71XBU11 GIJ786000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2026-11-30 1.125 - 1.625 16312.00 17397.08 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-03-01 2050-12-01 2 - 6.423 5944021.00 3958565.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-11-20 2050-11-20 2 - 2 66265.00 69318.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-25 2059-08-01 1.5 - 4.5 9617347.00 7142632.20 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 10964000.00 10964000.00 0.0083 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.1%, dated 11/30/2020 due 12/01/2020 5U0XI89JRFVHWIBS4F54 GIJ786000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-28 2044-08-15 0 - 3.125 2154961.00 2272977.94 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-05-01 2050-08-01 2.5 - 3.5 1297916.00 854955.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 2050-10-01 2 - 3.5 6051210.00 4724751.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-03-20 2050-11-20 2 - 4.5 4843415.00 3118873.14 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 10754000.00 10754000.00 0.0081 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.1%, dated 11/30/2020 due 12/01/2020 5U0XI89JRFVHWIBS4F54 GIJ786000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-04-01 2.5 - 4 19982609.00 11585451.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 11309000.00 11309000.00 0.0085 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 11/30/2020 due 12/01/2020 VYVVCKR63DVZZN70PB21 GIJ786000_08395 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 2023-01-25 2050-11-25 2 - 7.491 83900.00 69580.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 2050-11-01 1.5 - 5 74189.00 77340.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 144000.00 144000.00 0.0001 N Y Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.14% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2024-09-03 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0014 25155000.00 25155000.00 0.0190 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% (Related-Upper East Proj.) Series A, LOC Landesbank Baden-Wurttemberg VRDN 64970VBR3 US64970VBR33 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 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 0.0014 14300000.00 14300000.00 0.0108 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Note Y N/A N/A 2020-12-02 2020-12-08 2021-05-28 Y TOYOTA MOTOR CREDIT CORP 1.0000 8 N N/A N/A N N 0.0035 5000000.00 5000000.00 0.0038 N N N N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2020-12-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer