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Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.17% 46640PQK2 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2021-03-19 2021-03-19 2021-03-19 N N N 0.0017 5997763.80 5997763.80 0.0043 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.18% 46640PQN6 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0018 7247161.63 7247161.63 0.0052 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X0NB7 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2021-01-11 2021-01-11 2021-01-11 N N N 0.0015 1999913.20 1999913.20 0.0014 N N N N Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.11% 51489GN60 DIZES5CFO5K3I5R58746 GHH255000 Financial Company Commercial Paper Y N/A N/A 2021-01-06 2021-01-06 2021-01-06 N N N 0.0011 3999927.20 3999927.20 0.0029 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.12% 60682YNK6 JBONEPAGQXF4QP29B387 GHA122000 Financial Company Commercial Paper Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0012 999939.30 999939.30 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.12% 60682YNL4 JBONEPAGQXF4QP29B387 GHH381000 Financial Company Commercial Paper Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0012 999935.00 999935.00 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.13% 60682YNS9 JBONEPAGQXF4QP29B387 GHH261000 Financial Company Commercial Paper Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0013 999909.70 999909.70 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.13% 60682YNT7 JBONEPAGQXF4QP29B387 GHH263000 Financial Company Commercial Paper Y N/A N/A 2021-01-27 2021-01-27 2021-01-27 N N N 0.0013 999905.50 999905.50 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. 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Mitsubishi UFJ Trust & Banking Corp., 0.19% 60682YQK3 JBONEPAGQXF4QP29B387 GIG267000 Financial Company Commercial Paper Y N/A N/A 2021-03-19 2021-03-19 2021-03-19 N N N 0.0019 999592.70 999592.70 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.20% 60682YQN7 JBONEPAGQXF4QP29B387 GIG749000 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0020 999559.00 999559.00 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.23% 60682YR63 JBONEPAGQXF4QP29B387 GJB611000 Financial Company Commercial Paper Y N/A N/A 2021-04-06 2021-04-06 2021-04-06 N N N 0.0023 999397.30 999397.30 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.23% 60682YRC0 JBONEPAGQXF4QP29B387 GJE279000 Financial Company Commercial Paper Y N/A N/A 2021-04-12 2021-04-12 2021-04-12 N N N 0.0023 1998685.40 1998685.40 0.0014 N N N N Mitsubishi UFJ Trust & Banking Corp. 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Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.19% 60689PQ41 RB0PEZSDGCO3JS6CEU02 GIG221000 Financial Company Commercial Paper Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0019 3998656.00 3998656.00 0.0029 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.19% 60689PQ58 RB0PEZSDGCO3JS6CEU02 GIH267000 Financial Company Commercial Paper Y N/A N/A 2021-03-05 2021-03-05 2021-03-05 N N N 0.0019 1999313.80 1999313.80 0.0014 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.20% 60689PQ82 RB0PEZSDGCO3JS6CEU02 GIH269000 Financial Company Commercial Paper Y N/A N/A 2021-03-08 2021-03-08 2021-03-08 N N N 0.0020 3998548.40 3998548.40 0.0029 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.20% 60689PQ90 RB0PEZSDGCO3JS6CEU02 GIH961000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0020 1999263.40 1999263.40 0.0014 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.20% 60689PQJ8 RB0PEZSDGCO3JS6CEU02 GJB560000 Financial Company Commercial Paper Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0020 4997850.50 4997850.50 0.0036 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.20% 60689PQK5 RB0PEZSDGCO3JS6CEU02 GJB958000 Financial Company Commercial Paper Y N/A N/A 2021-03-19 2021-03-19 2021-03-19 N N N 0.0020 5997373.80 5997373.80 0.0043 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.12% 60689FNC8 RB0PEZSDGCO3JS6CEU02 GHA132000 Financial Company Commercial Paper Y N/A N/A 2021-01-12 2021-01-12 2021-01-12 N N N 0.0012 1999922.60 1999922.60 0.0014 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.17% 63873JQ37 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0017 4998510.50 4998510.50 0.0036 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 0.15% 63254EQ11 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0015 6998250.00 6998250.00 0.0051 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 2999510.10 2999510.10 0.0022 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 6998133.10 6998133.10 0.0051 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 4998636.00 4998636.00 0.0036 N N N N National Bank of Canada National Bank of Canada, 0.17% 63307LQ95 BSGEFEIOM18Y80CKCV46 GFF332000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0017 2999064.90 2999064.90 0.0022 N N N N National Bank of Canada National Bank of Canada, 0.18% 63307LQN4 BSGEFEIOM18Y80CKCV46 GGA923000 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0018 999608.50 999608.50 0.0007 N N N N National Bank of Canada National Bank of Canada, 0.18% 63307LQP9 BSGEFEIOM18Y80CKCV46 GGC746000 Financial Company Commercial Paper Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0018 4998007.00 4998007.00 0.0036 N N N N National Bank of Canada National Bank of Canada, 0.18% 63307LR52 BSGEFEIOM18Y80CKCV46 GGH896000 Financial Company Commercial Paper Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 N N N 0.0018 5997118.20 5997118.20 0.0043 N N N N National Bank of Canada National Bank of Canada, 0.19% 63307LRD5 BSGEFEIOM18Y80CKCV46 GHA853000 Financial Company Commercial Paper Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0019 5996841.60 5996841.60 0.0043 N N N N National Bank of Canada National Bank of Canada, 0.19% 63307LRL7 BSGEFEIOM18Y80CKCV46 GHD888000 Financial Company Commercial Paper Y N/A N/A 2021-04-20 2021-04-20 2021-04-20 N N N 0.0019 2998285.80 2998285.80 0.0022 N N N N National Bank of Canada National Bank of Canada, 0.20% 63307LSJ1 BSGEFEIOM18Y80CKCV46 GIE972000 Financial Company Commercial Paper Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0020 5995492.20 5995492.20 0.0043 N N N N Nationwide Building Society Nationwide Building Society, 0.17% 6385E0NN9 549300XFX12G42QIKN82 GJG212000 Financial Company Commercial Paper Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0017 5999387.40 5999387.40 0.0043 N N N N Nationwide Building Society Nationwide Building Society, 0.17% 6385E0NR0 549300XFX12G42QIKN82 GJH853000 Financial Company Commercial Paper Y N/A N/A 2021-01-25 2021-01-25 2021-01-25 N N N 0.0017 4999430.50 4999430.50 0.0036 N N N N Nationwide Building Society Nationwide Building Society, 0.17% 6385E0NT6 549300XFX12G42QIKN82 GJH863000 Financial Company Commercial Paper Y N/A N/A 2021-01-27 2021-01-27 2021-01-27 N N N 0.0017 5999266.80 5999266.80 0.0043 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 1999533.40 1999533.40 0.0014 N N N N Royal Bank of Canada Royal Bank of Canada, 0.18% 78015CT93 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2021-06-09 2021-06-09 2021-06-09 N N N 0.0018 11990559.60 11990559.60 0.0087 N N N N Societe Generale Societe Generale, 0.15% 83369BP26 O2RNE8IBXP4R0TD8PU41 GJB993000 Financial Company Commercial Paper Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0015 11998437.60 11998437.60 0.0087 N N N N Societe Generale Societe Generale, 0.15% 83369BP34 O2RNE8IBXP4R0TD8PU41 GJC005000 Financial Company Commercial Paper Y N/A N/A 2021-02-03 2021-02-03 2021-02-03 N N N 0.0015 5999189.40 5999189.40 0.0043 N N N N Societe Generale Societe Generale, 0.16% 83369BQ25 O2RNE8IBXP4R0TD8PU41 GJB045000 Financial Company Commercial Paper Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0016 5998342.80 5998342.80 0.0043 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.12% 86562KP16 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0012 1999797.40 1999797.40 0.0014 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.14% 86564YP14 5493006GGLR4BTEL8O61 GHD869000 Financial Company Commercial Paper Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0014 2999645.40 2999645.40 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.14% 86564YP22 5493006GGLR4BTEL8O61 GHE468000 Financial Company Commercial Paper Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0014 1999752.60 1999752.60 0.0014 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.15% 86564YPA4 5493006GGLR4BTEL8O61 GHI117000 Financial Company Commercial Paper Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0015 2999494.20 2999494.20 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 86564YPH9 5493006GGLR4BTEL8O61 GIA922000 Financial Company Commercial Paper Y N/A N/A 2021-02-17 2021-02-17 2021-02-17 N N N 0.0016 17996160.60 17996160.60 0.0130 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 86564YPJ5 5493006GGLR4BTEL8O61 GIB312000 Financial Company Commercial Paper Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0017 9997795.00 9997795.00 0.0072 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 86564YQ13 5493006GGLR4BTEL8O61 GIE513000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0018 3998800.00 3998800.00 0.0029 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 86564YQ21 5493006GGLR4BTEL8O61 GIE938000 Financial Company Commercial Paper Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0018 2999079.90 2999079.90 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 86564YQ39 5493006GGLR4BTEL8O61 GIF500000 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0018 999684.80 999684.80 0.0007 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 86564YQ39 5493006GGLR4BTEL8O61 GIF719000 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0018 3998739.20 3998739.20 0.0029 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.19% 86564YQ96 5493006GGLR4BTEL8O61 GIH986000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0019 2998917.60 2998917.60 0.0022 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 86564YQC9 5493006GGLR4BTEL8O61 GIJ178000 Financial Company Commercial Paper Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0020 1999230.80 1999230.80 0.0014 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 86564YQQ8 5493006GGLR4BTEL8O61 GJE331000 Financial Company Commercial Paper Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0021 1999027.00 1999027.00 0.0014 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.22% 86563GQW5 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0022 4997293.00 4997293.00 0.0036 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.22% 86564YQW5 5493006GGLR4BTEL8O61 GJG594000 Financial Company Commercial Paper Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0022 5996751.60 5996751.60 0.0043 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.13% 86960JQ99 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0013 6998268.20 6998268.20 0.0051 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.14% 86960JQG3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-16 2021-03-16 2021-03-16 N N N 0.0014 4998541.50 4998541.50 0.0036 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.15% 86960JQN8 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0015 999667.00 999667.00 0.0007 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.15% 86960JQP3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0015 1999321.20 1999321.20 0.0014 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.17% 86960JRD9 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0017 10994838.80 10994838.80 0.0079 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 5998733.40 5998733.40 0.0043 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 3998971.20 3998971.20 0.0029 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 6997807.60 6997807.60 0.0051 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 4997889.50 4997889.50 0.0036 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 4997790.50 4997790.50 0.0036 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.26% 89119AT81 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0026 4994258.50 4994258.50 0.0036 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.14% 89233GQJ8 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0014 1999414.00 1999414.00 0.0014 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.14% 89233GQQ2 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0014 1999340.60 1999340.60 0.0014 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.15% 89233GQS8 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-26 2021-03-26 2021-03-26 N N N 0.0015 1999315.20 1999315.20 0.0014 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.15% 89233GQW9 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0015 1999263.20 1999263.20 0.0014 N N N N UBS AG London Branch UBS AG London Branch, 0.07% 90351WNN1 BFM8T61CT2L1QCEMIK50 GGI509000 Financial Company Commercial Paper Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0007 2999882.70 2999882.70 0.0022 N N N N UBS AG London Branch UBS AG London Branch, 0.21% 90351WPN9 BFM8T61CT2L1QCEMIK50 US90351WPN91 Financial Company Commercial Paper Y N/A N/A 2021-02-22 2021-02-22 2021-02-22 N N N 0.0021 5998189.20 5998189.20 0.0043 N N N N UBS AG London Branch UBS AG London Branch, 0.22% 90351WQF5 BFM8T61CT2L1QCEMIK50 GJF631000 Financial Company Commercial Paper Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0022 5997298.80 5997298.80 0.0043 N N N N UBS AG London Branch UBS AG London Branch, 0.25% 90351WRM9 BFM8T61CT2L1QCEMIK50 GHE518000 Financial Company Commercial Paper Y N/A N/A 2021-04-21 2021-04-21 2021-04-21 N N N 0.0025 10991487.10 10991487.10 0.0079 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.13% 38346LN44 549300Z2ZR7VTUMRPR17 GJJ596000 Asset Backed Commercial Paper Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0013 8999870.40 8999870.40 0.0065 N Y Y N Gotham Funding Corp. Gotham Funding Corp., 0.25% 38346LQH2 549300Z2ZR7VTUMRPR17 GJA167000 Asset Backed Commercial Paper Y N/A N/A 2021-03-17 2021-03-17 2021-03-17 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0025 11993793.60 11993793.60 0.0087 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.23% 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 0.0023 6997594.10 6997594.10 0.0051 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 912796A58 US912796A585 U.S. Treasury Debt Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0000 14999997.90 14999997.90 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.01% 9127963T4 US9127963T44 U.S. Treasury Debt Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0001 21499946.25 21499946.25 0.0155 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 9127963U1 US9127963U17 U.S. Treasury Debt Y N/A N/A 2021-01-14 2021-01-14 2021-01-14 N N N 0.0003 15699803.75 15699803.75 0.0113 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796A74 US912796A742 U.S. Treasury Debt Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0003 25999566.58 25999566.58 0.0188 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127963V9 US9127963V99 U.S. Treasury Debt Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0004 8999808.75 8999808.75 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796A82 US912796A825 U.S. Treasury Debt Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0004 10999680.67 10999680.67 0.0080 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796B73 US912796B732 U.S. Treasury Debt Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0004 12999415.00 12999415.00 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796UC1 US912796UC14 U.S. Treasury Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0005 1999923.34 1999923.34 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 9127963W7 US9127963W72 U.S. Treasury Debt Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0005 25998768.64 25998768.64 0.0188 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 9127964C0 US9127964C00 U.S. Treasury Debt Y N/A N/A 2021-02-11 2021-02-11 2021-02-11 N N N 0.0006 19998733.40 19998733.40 0.0145 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 9127964D8 US9127964D82 U.S. Treasury Debt Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0006 12998943.75 12998943.75 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796B99 US912796B997 U.S. Treasury Debt Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0006 12998871.47 12998871.47 0.0094 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 8999441.73 8999441.73 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127964N6 US9127964N64 U.S. Treasury Debt Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0007 9498651.57 9498651.57 0.0069 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 12998330.67 12998330.67 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964P1 US9127964P13 U.S. Treasury Debt Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0008 12997486.71 12997486.71 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796D97 US912796D977 U.S. Treasury Debt Y N/A N/A 2021-04-20 2021-04-20 2021-04-20 N N N 0.0008 12996937.72 12996937.72 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964Z9 US9127964Z94 U.S. Treasury Debt Y N/A N/A 2021-04-29 2021-04-29 2021-04-29 N N N 0.0008 11196958.86 11196958.86 0.0081 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 2021-01-04 2021-10-31 2021-10-31 N N N 0.0015 3006135.42 3006135.42 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.12% 912828PP9 254900HROIFWPRGM1V77 US912828PP91 U.S. Treasury Debt Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0009 14287230.70 14287230.70 0.0103 N Y Y N Bank of Montreal Bank of Montreal, 0.20% 06367BTH2 NQQ6HPCNCCU6TUTQYE16 US06367BTH23 0000927971 Certificate of Deposit Y N/A N/A 2021-01-04 2021-03-02 2021-03-02 N N N 0.0017 5000298.50 5000298.50 0.0036 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 0.0020 11000041.80 11000041.80 0.0080 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 3000022.20 3000022.20 0.0022 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 0.0022 2999904.60 2999904.60 0.0022 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 0.0024 4999852.50 4999852.50 0.0036 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 0.0024 4999810.50 4999810.50 0.0036 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 0.0024 6000131.40 6000131.40 0.0043 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 0.0025 2000030.00 2000030.00 0.0014 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 0.0025 3000045.60 3000045.60 0.0022 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417MMP7 L3I9ZG2KFGXZ61BMYR72 0000009631 Certificate of Deposit Y N/A N/A 2021-06-10 2021-06-10 2021-06-10 N N N 0.0023 10000669.00 10000669.00 0.0072 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417MMZ5 L3I9ZG2KFGXZ61BMYR72 0000009631 Certificate of Deposit Y N/A N/A 2021-06-21 2021-06-21 2021-06-21 N N N 0.0025 13000061.10 13000061.10 0.0094 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501G5M9 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0013 3000005.40 3000005.40 0.0022 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501G5W7 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0015 3000000.00 3000000.00 0.0022 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 0.0014 1000063.20 1000063.20 0.0007 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 0.0013 3000126.00 3000126.00 0.0022 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 0.0016 12001567.20 12001567.20 0.0087 N N N N MUFG Bank Ltd. MUFG Bank 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 0.0013 17002828.80 17002828.80 0.0123 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 0.24% 55380TLF5 C3GTMMZIHMY46P4OIX74 GIH963000 Certificate of Deposit Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0014 3000499.80 3000499.80 0.0022 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 0.24% 55380TLP3 C3GTMMZIHMY46P4OIX74 GJA176000 Certificate of Deposit Y N/A N/A 2021-04-09 2021-04-09 2021-04-09 N N N 0.0023 4000153.60 4000153.60 0.0029 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 0.24% 55380TLT5 C3GTMMZIHMY46P4OIX74 GJA993000 Certificate of Deposit Y N/A N/A 2021-04-12 2021-04-12 2021-04-12 N N N 0.0023 6000203.40 6000203.40 0.0043 N N N N Royal Bank of Canada Royal Bank of Canada, 0.25% 78012UB61 ES7IP3U3RHIGC71XBU11 0001000275 Certificate of Deposit Y N/A N/A 2021-06-14 2021-06-14 2021-06-14 N N N 0.0023 6000411.00 6000411.00 0.0043 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 0.0010 3000038.70 3000038.70 0.0022 N N Y 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 0.0014 5000389.50 5000389.50 0.0036 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 0.0014 5000388.50 5000388.50 0.0036 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 0.0011 5000291.50 5000291.50 0.0036 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 0.0011 5000303.00 5000303.00 0.0036 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 0.0017 6000467.40 6000467.40 0.0043 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 0.0020 6000544.80 6000544.80 0.0043 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86565CUK3 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-04-07 2021-04-07 2021-04-07 N N N 0.0022 6000290.40 6000290.40 0.0043 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86565CUQ0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2021-04-08 2021-04-08 2021-04-08 N N N 0.0022 2000146.80 2000146.80 0.0014 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89114NY33 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0013 1600045.92 1600045.92 0.0012 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 0.0006 3000729.60 3000729.60 0.0022 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.23% RUC0QBLBRPRCU4W1NE59 HAB225000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 44 2044-09-01 2044-09-01 4.55 - 4.55 656000.00 893312.37 Corporate Debt Securities MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27 2027-06-20 2027-06-20 6.5 - 6.5 46821.00 50659.67 Corporate Debt Securities FIDELITY NATL INFORMATION SVCS SR GLBL NT 24 6WQI0GK1PRFVBA061U48 2024-06-05 2024-06-05 3.875 - 3.875 2000000.00 2205617.22 Corporate Debt Securities BORGWARNER INC GLBL 144A NT5%25 549300DSFX2IE88NSX47 2025-10-01 2025-10-01 5 - 5 414.00 491.48 Corporate Debt Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0023 3000000.00 3000000.00 0.0022 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.30% RUC0QBLBRPRCU4W1NE59 HAB224000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VANECK VECTORS ETF TR GOLD MINERS ETF 5493000E0HOXYH9PWE33 2500-12-31 2500-12-31 N/A 88625.00 3240130.00 Equities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0030 3000000.00 3000000.00 0.0022 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.34% RUC0QBLBRPRCU4W1NE59 HAB226000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NEW YORK LIFE INS SUB GLBL 144A 50 TAE73CY392TBWJ3O3305 2050-05-15 2050-05-15 3.75 - 3.75 2632643.00 3150119.70 Corporate Debt Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0034 3000000.00 3000000.00 0.0022 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.38% 7VHWWWW4UJS7NUM3PT30 HAB227000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DUKE ENERGY CORP NEW DP REP PFD A I1BZKREC126H0VB1BL91 2500-12-31 2500-12-31 5.75 - 5.75 82978.00 2369851.68 Equities TRUIST FINL CORP DP SHS RP PF G 549300DRQQI75D2JP341 2500-12-31 2500-12-31 5.2 - 5.2 9078.00 231223.01 Equities WELLS FARGO CO NEW DEP 1/1000 PFD A PBLD0EJDB5FWOLXP3B76 2500-12-31 2500-12-31 6.625 - 6.625 5467.00 159253.71 Equities TEXAS CAP BANCSHARES INC SUB NT 6.50%42 549300466Q2SXRX0YM48 2042-09-21 2042-09-21 6.5 - 6.5 147087.00 3733068.06 Equities VORNADO RLTY TR 5.25 PFD SR N 2500-12-31 2500-12-31 5.25 - 5.25 20294.00 531296.92 Equities YUCAIPA ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 80628.00 858688.20 Equities AVANTOR INC 6.25 PFD CNV SR 2022-05-15 2022-05-15 6.25 - 6.25 9111.00 792383.67 Equities CITIC CAPITAL ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 33576.00 382094.88 Equities MEGALITH FINL ACQUISITION CORP CL A COM 2500-12-31 2500-12-31 N/A 64449.00 842992.92 Equities CARNEY TECHNOLOGY ACQU CORP II UNIT EXP 121025 2500-12-31 2500-12-31 N/A 6119.00 63270.46 Equities TELEPHONE & DATA SYS INC SR NT 2059 2059-11-15 2059-11-15 6.875 - 6.875 2421.00 61493.40 Equities OSPREY TECHNLGY AQUISTION CORP COM CL A 2500-12-31 2500-12-31 N/A 118057.00 1221889.95 Equities ENERGIZER HLDGS INC NEW 7.5 MCNV PFD A 5493000D6NN0V57UME20 2022-01-15 2022-01-15 7.5 - 7.5 1066.00 97006.00 Equities PRUDENTIAL PLC PER SUB 6.50% 5493001Z3ZE83NGK8Y12 2500-12-31 2500-12-31 6.5 - 6.5 2104.00 60027.12 Equities PUBLIC STORAGE PFD SHS F 5.15% 549300LMZF40TKJ6DM64 2500-12-31 2500-12-31 5.15 - 5.15 9.00 240.30 Equities GOLDEN FALCON ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 149600.00 1555840.00 Equities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0038 12000000.00 12000000.00 0.0087 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.47% 7VHWWWW4UJS7NUM3PT30 HAB228000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NEW ORIENTAL ED & TECHNOLOGY G SPON ADR 529900NHZVBZQZ8EKN29 2500-12-31 2500-12-31 N/A 11586.00 2099499.06 Equities LIVE OAK ACQUISITION CORP II UNIT EX 2500-12-31 2500-12-31 N/A 50000.00 542500.00 Equities INTERNATIONAL FLAVORS&FRAGRANC UNIT EX 091521 BZLRL03D3GPGMOGFO832 2500-12-31 2500-12-31 N/A 168.00 6940.08 Equities CREDIT SUISSE GROUP SPONSORED ADR 549300506SI9CRFV9Z86 2500-12-31 2500-12-31 N/A 78333.00 1003445.73 Equities SUPERNOVA PARTNERS ACQUISITION COM CL A 2500-12-31 2500-12-31 N/A 150000.00 1669500.00 Equities AJAX I UNIT 2500-12-31 2500-12-31 N/A 5088.00 64617.60 Equities FTAC OLYMPUS ACQUISITION CORP UNIT EXP 082425 2500-12-31 2500-12-31 N/A 1258.00 13787.68 Equities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0047 5000000.00 5000000.00 0.0036 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.60% 7VHWWWW4UJS7NUM3PT30 GJC584000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CARNEY TECHNOLOGY ACQU CORP II UNIT EXP 121025 2500-12-31 2500-12-31 N/A 259140.00 2679507.60 Equities RMG ACQUISITION CORP II UNIT EXP 120925 2500-12-31 2500-12-31 N/A 302291.00 3355430.10 Equities SOGOU INC ADR REPSTG A 549300WNVDJ6CR8AY837 2500-12-31 2500-12-31 N/A 54913.00 448090.08 Equities Y N/A N/A 2021-02-04 2021-02-04 2021-02-08 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0060 6000000.00 6000000.00 0.0043 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.73% 549300HN4UKV1E2R3U73 GJI413000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FIRST TR EXCHANGE-TRADED FD IV FIRST TR ENH NEW 549300ZVBPE1RKOPM784 2500-12-31 2500-12-31 N/A 53989.00 3240959.67 Equities Y N/A N/A 2021-04-05 2021-04-05 2021-04-26 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 0.0022 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 FIRST TR EXCHANGE-TRADED FD IV FIRST TR ENH NEW 549300ZVBPE1RKOPM784 2500-12-31 2500-12-31 N/A 54051.00 3244681.53 Equities Y N/A N/A 2021-04-05 2021-04-05 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 0.0022 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.60% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRAPEZA CDO III 2003-3 D 20340120 FLT 2034-01-20 2034-01-20 2.992 - 2.992 122.00 59.98 Other Instrument COLLATERALIZED DEBT OBLIGATION BELLE HAVEN ABS CDO 2004-1 A2 20441103 FLT 2044-11-03 2044-11-03 2.563 - 2.563 104483.00 10974.34 Other Instrument COLLATERALIZED DEBT OBLIGATION BLUEGRASS ABS CDO LTD 2004-3 A-2 20391215 FLT 5493007UG5TJX8MX1024 2039-12-15 2039-12-15 0.817 - 0.817 9995.00 812.89 Other Instrument COLLATERALIZED DEBT OBLIGATION BOMBARDIER CAP MTG 2000-A A-3 20300615 FLT 2030-06-15 2030-06-15 7.83 - 7.83 6.00 0.86 Asset-Backed Securities ALESCO PREFERRED FDG V 2004-5 C1 20341226 FLT 549300FHO36K27UM2Z12 2034-12-26 2034-12-26 1.895 - 1.895 2324884.00 1999999.40 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG III 2004-3 B-2 20340501 FLT 2034-05-01 2034-05-01 1.887 - 1.887 295021.00 148148.23 Other Instrument COLLATERALIZED DEBT OBLIGATION NABD 5493008W785ZKQMVNG08 2022-10-26 2022-10-26 2.4 - 2.4 150000.00 155082.50 Other Instrument INTERNATIONAL DEBT WEST COAST FDG I LTD 2006-1 A-3 20411102 FLT 549300QXECZQNCECZH07 2041-11-02 2041-11-02 0.73 - 0.73 131.00 4.74 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2021-02-04 2021-02-04 2021-02-05 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0066 1999893.00 1999893.00 0.0014 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 NOMURA ASSET ACCEPT 2004-AP1 M-2 20340325 FLT 2034-03-25 2034-03-25 5.654 - 5.654 405.00 8.46 Private Label Collateralized Mortgage Obligations NABD 5493008W785ZKQMVNG08 2022-10-26 2022-10-26 2.4 - 2.4 150000.00 155082.50 Other Instrument INTERNATIONAL DEBT RESIDENTIAL ASSET SEC 2007-A1 A-3 20370325 FLT 2037-03-25 2037-03-25 0.748 - 0.748 5380000.00 280661.10 Private Label Collateralized Mortgage Obligations JP MORGAN MTG ACQ 2006-WMC4 A-1B 20361225 FLT 2036-12-25 2036-12-25 0.378 - 0.378 12399.00 1543.61 Asset-Backed Securities HARBORVIEW MTG LN TR 2005-1 2-A1B 20350319 FLT 2035-03-19 2035-03-19 0.812 - 0.812 8313.00 114.37 Private Label Collateralized Mortgage Obligations HIGHLAND PARK CDO I 2006-1 C 20511125 FLT 549300EPZBP5YZALJQ09 2051-11-25 2051-11-25 1.056 - 1.056 7.00 0.89 Other Instrument COLLATERALIZED DEBT OBLIGATION LB SMALL BAL COML 2007-2 M3 20370625 FLT 2037-06-25 2037-06-25 1.048 - 1.048 2220046.00 776832.58 Asset-Backed Securities LEHMAN MTG TR 2006-8 4-A2 20361225 FLT 2036-12-25 2036-12-25 7.602 - 7.602 599573.00 20839.16 Private Label Collateralized Mortgage Obligations 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 0.0007 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 NOMURA ASSET ACCEPT 2004-AP1 M-2 20340325 FLT 2034-03-25 2034-03-25 5.654 - 5.654 107.00 2.24 Private Label Collateralized Mortgage Obligations HARBORVIEW MTG LN TR 2005-1 2-A1B 20350319 FLT 2035-03-19 2035-03-19 0.812 - 0.812 2210.00 30.41 Private Label Collateralized Mortgage Obligations LB SMALL BAL COML 2007-2 M3 20370625 FLT 2037-06-25 2037-06-25 1.048 - 1.048 2857817.00 999999.70 Asset-Backed Securities RESIDENTIAL ASSET SEC 2007-A1 A-3 20370325 FLT 2037-03-25 2037-03-25 0.748 - 0.748 1419000.00 74025.67 Private Label Collateralized Mortgage Obligations LEHMAN MTG TR 2006-8 4-A2 20361225 FLT 2036-12-25 2036-12-25 7.602 - 7.602 159165.00 5532.05 Private Label Collateralized Mortgage Obligations NABD 5493008W785ZKQMVNG08 2022-10-26 2022-10-26 2.4 - 2.4 150000.00 155082.50 Other Instrument INTERNATIONAL DEBT JP MORGAN MTG ACQ 2006-WMC4 A-1B 20361225 FLT 2036-12-25 2036-12-25 0.378 - 0.378 3291.00 409.71 Asset-Backed Securities HIGHLAND PARK CDO I 2006-1 C 20511125 FLT 549300EPZBP5YZALJQ09 2051-11-25 2051-11-25 1.056 - 1.056 7.00 0.89 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 0.0007 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 CHARTER COMMUNICATIONS OPER SR SEC NT 35 2032-02-01 2035-10-23 2.3 - 6.384 119092.00 159728.98 Corporate Debt Securities NORDSTROM INC SR GLBL NT 30 549300S3IZB5P35KNV16 2030-04-01 2030-04-01 4.375 - 4.375 2000.00 1979.36 Corporate Debt Securities DEVON ENERGY CORP NEW SR NT 5.6%41 54930042348RKR3ZPN35 2041-07-15 2041-07-15 5.6 - 5.6 1605000.00 1999303.92 Corporate Debt Securities NABD 5493008W785ZKQMVNG08 2022-10-26 2022-10-26 2.4 - 2.4 150000.00 155082.50 Other Instrument INTERNATIONAL DEBT BALL CORP SR GLBL NT 30 0BGI85ALH27ZJP15DY16 2030-08-15 2030-08-15 2.875 - 2.875 66.00 66.56 Corporate Debt Securities CYRUSONE LP/CYRUSONE FIN CORP SR GLBL NT 30 2030-11-01 2030-11-01 2.15 - 2.15 912.00 895.18 Corporate Debt Securities 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 0.0014 N N N Y Deutsche Bank AG Deutsche Bank AG, 0.58% 7LTWFZYICNSX8D621K86 HAB229000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2022-09-30 0.125 - 0.125 3059300.00 3060208.41 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0058 3000000.00 3000000.00 0.0022 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.33% KBVRJ5K57JZ3E2AVWX40 HAB230000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ECHOSTAR CORP CL A 549300EE20907QZ9GT38 2500-12-31 2500-12-31 N/A 1.00 20.89 Equities SOUTHERN COPPER CORP COM 2549007U6NAP46Q9TU15 2500-12-31 2500-12-31 N/A 1.00 65.82 Equities NEXTIER OILFIELD SOLUTIONS COM 529900L27H2D4QT0IT24 2500-12-31 2500-12-31 N/A 1.00 3.35 Equities VEREIT INC COM 5493002H54FNIBW75H44 2500-12-31 2500-12-31 N/A 58.00 2171.52 Equities MAGNACHIP SEMICONDUCTOR CORP N COM 529900P54J1ATLRBUV29 2500-12-31 2500-12-31 N/A 1.00 13.45 Equities FARFETCH LTD ORD SH CL A 549300QFQ74Z0F96NS78 2500-12-31 2500-12-31 N/A 51.00 3291.03 Equities MERCADOLIBRE INC COM 549300DKPDN9M5S8GB14 2500-12-31 2500-12-31 N/A 1.00 1712.94 Equities CORESITE RLTY CORP COM 549300H0YYORITFM2B74 2500-12-31 2500-12-31 N/A 4746.00 585561.48 Equities BELLICUM PHARMACEUTICALS INC COM NEW 529900HBXNLX2TBQZQ65 2500-12-31 2500-12-31 N/A 42.00 147.00 Equities KINROSS GOLD CORP COM 549300UEBMAQDN0K0R06 2500-12-31 2500-12-31 N/A 57365.00 433679.40 Equities TELLURIAN INC NEW COM 2500-12-31 2500-12-31 N/A 1.00 1.33 Equities CAE INC COM 549300FFM2BEH2GF1E44 2500-12-31 2500-12-31 N/A 1.00 27.88 Equities ALLIANCE DATA SYSTEMS CORP COM 549300G8S4PO686J7H97 2500-12-31 2500-12-31 N/A 724.00 53344.32 Equities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0033 1000000.00 1000000.00 0.0007 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 PACIFIC GAS & ELEC CO 1M GLBL 28 BD 50 1HNPXZSMMB7HMBMVBS46 2050-07-01 2050-07-01 4.95 - 4.95 5197274.00 6301330.92 Corporate Debt Securities Y N/A N/A 2021-02-04 2021-02-04 2021-02-12 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0038 6000000.00 6000000.00 0.0043 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 NEXTERA ENERGY INC CORPORATE UNIT 2023-09-01 2023-09-01 6.219 - 6.219 128350.00 6480391.50 Equities Y N/A N/A 2021-02-04 2021-02-04 2021-03-01 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0038 6000000.00 6000000.00 0.0043 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 NORTHERN GENESIS ACQUISITION C UNIT EX 073127 2500-12-31 2500-12-31 N/A 6171.00 125349.67 Equities LEFTERIS ACQUISITION CORP UNIT EX 2500-12-31 2500-12-31 N/A 289262.00 3115351.74 Equities Y N/A N/A 2021-02-04 2021-02-04 2021-02-16 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0043 3000000.00 3000000.00 0.0022 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 SPIRIT AIRLS INC SR GLBL COCO 25 549300DCAFIXFNFR3304 2025-05-15 2025-05-15 4.75 - 4.75 3451963.00 7560452.93 Equities Y N/A N/A 2021-02-04 2021-02-04 2021-03-01 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0043 7000000.00 7000000.00 0.0051 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 PAR PAC HOLDINGS INC SR CV 144A NT 21 549300BTNS7MHSHRLR55 2021-06-15 2021-06-15 5 - 5 5970000.00 6087562.57 Equities LIVENT CORP SR GLBL COCO 25 254900OOLQ2VNMZTJL47 2025-07-15 2025-07-15 4.125 - 4.125 171152.00 393987.20 Equities Y N/A N/A 2021-02-04 2021-02-04 2021-02-12 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0043 6000000.00 6000000.00 0.0043 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.35% K5HU16E3LMSVCCJJJ255 HAA184000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TWC TECH HLDGS II CORP UNIT EXP 091025 2500-12-31 2500-12-31 N/A 393600.00 4372896.00 Equities FARFETCH LTD ORD SH CL A 549300QFQ74Z0F96NS78 2500-12-31 2500-12-31 N/A 32660.00 2107549.80 Equities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0035 6000000.00 6000000.00 0.0043 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.35% K5HU16E3LMSVCCJJJ255 HAA483000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VY GLOBAL GROWTH UNIT 2500-12-31 2500-12-31 N/A 97055.00 1048194.00 Equities ASCENDANT DIGITAL ACQUISITION COM CL A 2500-12-31 2500-12-31 N/A 1.00 10.28 Equities SPDR S&P 500 ETF TR TR UNIT 549300NZAMSJ8FXPQQ63 2500-12-31 2500-12-31 N/A 85.00 31619.15 Equities United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2021-07-15 0.625 - 0.625 200.00 234.80 U.S. Treasuries (including strips) Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0035 1000000.00 1000000.00 0.0007 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.47% 7TK5RJIZDFROZCA6XF66 HAB231000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N POPULATION HEALTH INVS CO INC UNIT EX 2500-12-31 2500-12-31 N/A 195540.00 2053170.00 Equities PMV CONSUMER ACQUISITION CORP UNIT EX 083127 2500-12-31 2500-12-31 N/A 10160.00 106945.18 Equities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0047 2000000.00 2000000.00 0.0014 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 United States Treasury 254900HROIFWPRGM1V77 2044-02-15 2044-02-15 3.625 - 3.625 2165300.00 3090205.19 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0035 3000000.00 3000000.00 0.0022 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.30% ES7IP3U3RHIGC71XBU11 GJI626000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ONTARIO PROV CDA GLBL BD 2.2%22 C7PVKCRGLG18EBQGZV36 2022-10-03 2022-10-03 2.2 - 2.2 932565.00 968513.31 Corporate Debt Securities CAISSE CENTRALE DESJARDINS GLBL CVRD BD 23 2023-10-07 2023-10-07 0.45 - 0.45 5310288.00 5323138.90 Corporate Debt Securities EUROPEAN INVT BK 144A GLBL FLT NT 21 5493006YXS1U5GIHE750 2021-10-08 2021-10-08 0.405 - 0.405 348.00 348.70 Corporate Debt Securities NATIONAL AUSTRALIA BK LTD144A SR SEC GLBL 23 2023-12-04 2023-12-04 3.45 - 3.45 7978.00 8682.15 Corporate Debt Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 Y ROYAL BANK OF CAN (NON GOV RP) 1.0000 4 N N/A N/A N N 0.0030 6000000.00 6000000.00 0.0043 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.30% ES7IP3U3RHIGC71XBU11 GJG310000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WESTPAC BKG CORP EXTND CVRD BD 22 EN5TNI6CI43VEPAMHL14 2022-02-25 2022-02-25 2.1 - 2.1 200000.00 201976.00 Corporate Debt Securities BANK NOVA SCOTIA B C EXTND GLBL 22 2022-04-26 2024-03-31 1.5 - 1.875 12013111.00 12338579.08 Corporate Debt Securities NATIONAL AUSTRALIA BK LTD144A SR SEC GLBL 23 2023-12-04 2023-12-04 3.45 - 3.45 4266.00 4642.52 Corporate Debt Securities Inter-American Development Bank VKU1UKDS9E7LYLMACP54 2021-07-15 2021-07-15 0.437 - 0.437 55000.00 55109.69 Other Instrument INTERNATIONAL DEBT ONTARIO TEACH FIN TR SR GLBL 144A 23 2023-09-29 2023-09-29 0.375 - 0.375 172.00 172.28 Corporate Debt Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 Y ROYAL BANK OF CAN (NON GOV RP) 1.0000 4 N N/A N/A N N 0.0030 12000000.00 12000000.00 0.0087 N Y Y N Societe Generale Societe Generale, 0.29% O2RNE8IBXP4R0TD8PU41 HAB237000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SS&C TECHNOLOGIES INC SR GLBL 144A 27 549300KY09TR3J12JU49 2027-09-30 2027-09-30 5.5 - 5.5 111356.00 120403.68 Corporate Debt Securities TRINIDAD PETE HLDGS LTD SR SEC GLBL 26 5493004LGJQF7TV6GH26 2026-06-15 2026-06-15 9.75 - 9.75 13.00 15.26 Corporate Debt Securities HCA INC. SR GLBL NT 25 L3CJ6J7LJ2DX62FTXD46 2025-02-01 2028-09-01 5.375 - 5.625 2207731.00 2633424.62 Corporate Debt Securities PRIME SEC SVCS BORROWER LLC / SR SEC GLBL 27 2027-08-31 2027-08-31 3.375 - 3.375 1674778.00 1664729.33 Corporate Debt Securities FIRSTENERGY CORP SR GLBL -B NT 30 549300SVYJS666PQJH88 2030-03-01 2030-03-01 2.65 - 2.65 2220.00 2237.41 Corporate Debt Securities IRON MTN INC DEL SR GLBL 144A 28 SQL3F6CKNNBM3SQGHX24 2028-03-15 2028-03-15 5.25 - 5.25 28000.00 29980.95 Corporate Debt Securities T-MOBILE US INC SR NT 7.625%25 549300ZTTY7CXOLJ6539 2025-02-15 2026-03-01 7.625 - 7.625 51000.00 63499.69 Corporate Debt Securities AES GENER S A JR SB GLBL 79 549300IF4IFG0FS0RM26 2079-03-26 2079-03-26 7.125 - 7.125 103323.00 118246.72 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 24 5493007X5NC5XI1BB106 2024-01-15 2025-02-15 6.625 - 8.625 1221282.00 1321755.85 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 10.85 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 29 B3BS7ACMDUWISF18KY76 2029-02-15 2029-02-15 5 - 5 546.00 564.50 Corporate Debt Securities CARNIVAL CORP MTN BE SR SEC GLBL 23 F1OF2ZSX47CR0BCWA982 2023-04-01 2023-04-01 11.5 - 11.5 378482.00 449421.09 Corporate Debt Securities ODEBRECHT DRILLING NORBE VIII/ FR 6.35%120121 549300YNW6BY570L6488 2021-12-01 2021-12-01 6.35 - 6.35 20914.00 2410.02 Corporate Debt Securities MELCO RESORTS FIN LTD 5.25%26 2026-04-26 2026-04-26 5.25 - 5.25 124.00 131.37 Corporate Debt Securities TRANSOCEAN GUARDIAN LTD SR SEC GLBL 24 2024-01-15 2024-01-15 5.875 - 5.875 2000.00 1352.41 Corporate Debt Securities JAGUAR LAND ROVER PLC SR GLBL 144A 28 529900L73GEWN1O5NH84 2028-01-15 2028-01-15 5.875 - 5.875 5.00 5.10 Corporate Debt Securities SERVICE PPTYS TR SR GLBL NT 26 529900IS770AG1K9QG27 2026-10-01 2026-10-01 4.75 - 4.75 736000.00 735540.00 Corporate Debt Securities TRANSDIGM INC SR SEC GLBL 25 88Q84GB3X55CF5OC7582 2025-12-15 2025-12-15 8 - 8 26311.00 29607.77 Corporate Debt Securities CARVANA CO SR GLBL 144A 28 5493003WEAK2PJ5WS063 2028-10-01 2028-10-01 5.875 - 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0.648 1.00 0.44 Asset-Backed Securities NORTHWOOD CAPITAL 2019-20 E 20300125 FLT 2030-01-25 2030-01-25 8.065 - 8.065 19.00 19.49 Asset-Backed Securities CWMBS INC 2005-9 1-A-3 20350525 FLT 2035-05-25 2035-05-25 0.608 - 0.608 360313.00 17324.66 Private Label Collateralized Mortgage Obligations VOC ESCROW LTD SR SEC GLBL 28 2028-02-15 2028-02-15 5 - 5 1077000.00 1091808.75 Corporate Debt Securities RALI SERIES TRUST 2007-QH4 A-1 20370525 FLT 2037-05-25 2037-05-25 0.338 - 0.338 714633.00 126450.50 Private Label Collateralized Mortgage Obligations Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0040 3000000.00 3000000.00 0.0022 N Y Y N Societe Generale Societe Generale, 0.41% O2RNE8IBXP4R0TD8PU41 HAA484000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2021-02-01 2500-12-31 0.288 - 12 1244835.00 1080152.34 Corporate Debt Securities Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0041 1000000.00 1000000.00 0.0007 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 BILIBILI INC SR CV 144A NT 27 5493008V60M52L3PIS45 2027-06-15 2027-06-15 1.25 - 1.25 457233.00 1080057.88 Equities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0048 1000000.00 1000000.00 0.0007 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 LIBERTY MEDIA CORP DEL SR EXC DB3.75%30 549300SZUIU7Z32Q0664 2030-02-15 2030-02-15 3.75 - 3.75 2900000.00 2263208.33 Equities JOYY INC SR COCO 25 549300N6CHVU5CQZPW24 2025-06-15 2025-06-15 0.75 - 0.75 958719.00 976975.41 Equities Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0051 3000000.00 3000000.00 0.0022 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 SEA LTD SR COCO 24 529900OM6JLLW44YKI15 2024-12-01 2024-12-01 1 - 1 1103801.00 4321011.75 Equities Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0060 4000000.00 4000000.00 0.0029 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.77% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PENN NATL GAMING INC GLBL COCO 26 2026-05-15 2026-05-15 2.75 - 2.75 1990741.00 7564206.41 Equities Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0077 7000000.00 7000000.00 0.0051 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 GOLAR LNG LTD SR CV NT 2.75%22 2022-02-15 2022-02-15 2.75 - 2.75 4731850.00 4325443.23 Equities Y N/A N/A 2021-02-08 2021-02-08 2021-02-08 N N N 0.0081 4000000.00 4000000.00 0.0029 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 SQUARE INC SR GLBL COCO 26 549300OHIIUWSTIZME52 2026-05-01 2026-05-01 N/A 2793702.00 3135679.06 Equities ROYAL CARIBBEAN GROUP SR GLBL COCO 23 K2NEH8QNVW44JIWK7Z55 2023-11-15 2023-11-15 2.875 - 2.875 90750.00 108232.95 Equities Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0082 3000000.00 3000000.00 0.0022 N N N Y ABN AMRO Bank NV ABN AMRO Bank NV, 0.07% HAB171000 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 2026-02-15 2026-02-15 1.625 - 1.625 32200.00 34434.74 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-09-20 2047-09-20 3 - 3 1851600.00 976492.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-01-01 2049-01-01 4 - 4 14540.00 9166.76 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0007 1000000.00 1000000.00 0.0007 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.08%, dated 12/31/2020 due 01/04/2021 B4TYDEB6GKMZO031MB27 HAB288000_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 2046-09-20 2050-08-20 2.5 - 3.5 13797535.00 7261452.61 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 7119000.00 7119000.00 0.0051 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.08%, dated 12/31/2020 due 01/04/2021 VJW2DOOHGDT6PR0ZRO63 HAB288000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 117.00 118.78 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-02-18 2032-05-04 0.133 - 4.375 28066.00 28671.91 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-15 2051-01-01 0 - 9.5 4027445.00 3958399.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-05-01 2050-12-01 0.25 - 8 2650006.00 2573024.02 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-12 2050-11-15 0 - 4.75 41908.00 43156.67 U.S. Treasuries (including strips) Federal Farm Credit Bank 2021-02-23 2025-12-23 0.125 - 4.8 97037.00 97342.16 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-03-20 2050-06-20 2 - 9 291116.00 130368.49 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 6697000.00 6697000.00 0.0048 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.08%, dated 12/31/2020 due 01/04/2021 8NAV47T0Y26Q87Y0QP81 HAB288000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2022-08-15 2065-09-15 1.875 - 5.25 30867.00 45536.03 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2022-01-13 2045-10-05 0 - 6.75 938521.00 909276.53 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-04 2031-03-17 0 - 7.125 923462.00 916982.94 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2033-10-25 2050-01-21 3.2 - 4.464 11927.00 9441.46 Agency Debentures and Agency Strips Resolution Funding Corp 2022-07-15 2024-01-15 0 - 0 1260.00 1247.43 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-02-01 2039-01-28 0 - 5.625 1265196.00 1335995.86 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-12-15 2050-12-20 2.5 - 9 871427.00 783081.88 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2038-05-15 1.5 - 4.5 1394360.00 1465970.43 U.S. Treasuries (including strips) Federal Farm Credit Bank 2023-11-27 2045-04-06 0.53 - 5.25 529366.00 584181.23 Agency Debentures and Agency Strips Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0008 5933000.00 5933000.00 0.0043 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.08%, dated 12/31/2020 due 01/04/2021 E57ODZWZ7FF32TWEFA76 HAB288000_00276 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 2021-02-15 2050-02-15 0 - 8 1854426.00 1887063.64 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-06-22 2050-12-01 0.5 - 6.25 6310.00 6852.16 Agency Debentures and Agency Strips Resolution Funding Corp 2021-01-15 2030-01-15 0 - 0 19810.00 17683.86 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-03-12 2025-04-14 0.5 - 2.375 5282.00 5328.79 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-06-20 2068-01-20 2.356 - 9.5 601.00 56.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-06-30 2031-08-01 0 - 3.4 7812.00 7824.51 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 79132.00 92847.75 Agency Debentures and Agency Strips Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 1978000.00 1978000.00 0.0014 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.08%, dated 12/31/2020 due 01/04/2021 MBNUM2BPBDO7JBLYG310 HAB288000_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 2050-05-15 2050-12-20 2 - 5.5 2438859.00 2513666.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-11-01 2049-08-01 1.5 - 7 2319671.00 771585.34 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2025-04-30 0.375 - 0.375 45.00 45.08 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-25 2049-08-01 1.25 - 7 3658297.00 1757632.75 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N Y Citigroup Inc 1.0000 N/A N/A N 0.0008 4944000.00 4944000.00 0.0036 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.08%, dated 12/31/2020 due 01/04/2021 1VUV7VQFKUOQSJ21A208 HAB288000_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 2050-09-20 2050-09-20 2 - 2 486276.00 503884.48 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 494000.00 494000.00 0.0004 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.08% 7LTWFZYICNSX8D621K86 HAB202000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2024-06-15 3.35 - 3.35 3885722.00 4120037.51 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 4000000.00 4000000.00 0.0029 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.07% FOR8UP27PHTHYVLBNG30 0000769993 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 2028-02-01 2041-06-01 5.5 - 6 2472646.00 596109.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-02-01 2036-02-01 1.5 - 7 7483642.00 6543946.48 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0007 7000000.00 7000000.00 0.0051 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.08%, dated 12/31/2020 due 01/04/2021 CYYGQCGNHMHPSMRL3R97 HAB288000_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 2030-05-01 2048-09-01 1.866 - 4.28 332354.00 75743.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2043-10-01 2.315 - 2.97 413511.00 35460.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-10-20 2050-12-20 2.5 - 4.5 1917879.00 897585.08 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 989000.00 989000.00 0.0007 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.07% 9R7GPTSO7KV3UQJZQ078 0000068136 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 2029-05-15 2029-05-15 2.375 - 2.375 3587600.00 4063993.66 U.S. Treasuries (including strips) Federal Farm Credit Bank 2031-03-12 2031-03-12 3.48 - 3.48 13000.00 16093.36 Agency Debentures and Agency Strips Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0007 4000000.00 4000000.00 0.0029 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.08%, dated 12/31/2020 due 01/04/2021 OXTKY6Q8X53C9ILVV871 HAB288000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-05-15 2040-11-15 0.625 - 5 643000.00 922941.64 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-12-01 2051-01-01 1.5 - 6 6306984.00 6096507.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2030-10-20 2068-09-20 2 - 5.5 1073803.00 1000037.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-12-01 2051-01-01 1.5 - 5.5 2840727.00 2852787.49 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 10659000.00 10659000.00 0.0077 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.08%, dated 12/31/2020 due 01/04/2021 549300QJJX6CVVUXLE15 HAB288000_07749 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 2021-01-05 2049-08-15 0 - 6.25 3515317.00 3824015.32 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2050-12-20 2 - 5 3379971.00 1752389.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-08-01 2050-12-01 1.5 - 6 2609385.00 417018.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 2050-07-01 2 - 3 113919.00 67586.89 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 5933000.00 5933000.00 0.0043 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.08%, dated 12/31/2020 due 01/04/2021 5U0XI89JRFVHWIBS4F54 HAB288000_10193 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 2048-05-01 2050-10-01 2 - 3.5 10120076.00 7252576.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2050-08-01 2.5 - 4 2987211.00 1770802.12 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-08 2025-08-31 0 - 2.75 3414302.00 3597344.32 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-04-20 2050-11-20 2 - 4.5 16686527.00 7885535.76 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 20104000.00 20104000.00 0.0145 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.08%, dated 12/31/2020 due 01/04/2021 5U0XI89JRFVHWIBS4F54 HAB288000_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 20463294.00 11150153.28 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 10876000.00 10876000.00 0.0079 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.08% SUVUFHICNZMP2WKHG940 HAB178000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-02-20 2049-05-20 3.5 - 4.5 23623112.00 5100045.55 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 5000000.00 5000000.00 0.0036 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.08%, dated 12/31/2020 due 01/04/2021 VYVVCKR63DVZZN70PB21 HAB288000_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 2026-04-25 2050-11-25 2.203 - 7.482 7715.00 7073.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-04-01 2051-01-01 2 - 4 139017.00 143956.62 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 148000.00 148000.00 0.0001 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 HAB205000 Non-Negotiable Time Deposit Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0009 7000000.00 7000000.00 0.0051 N Y Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 0.15% RB0PEZSDGCO3JS6CEU02 HAA467000 Non-Negotiable Time Deposit Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0017 3999988.80 3999988.80 0.0029 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.25% ES7IP3U3RHIGC71XBU11 HAA866000 Non-Negotiable Time Deposit Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0022 24000079.20 24000079.20 0.0173 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.25% ES7IP3U3RHIGC71XBU11 HAA154000 Non-Negotiable Time Deposit Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0022 7000023.10 7000023.10 0.0051 N Y Y N Societe Generale Societe Generale, 0.15% O2RNE8IBXP4R0TD8PU41 HAA465000 Non-Negotiable Time Deposit Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0017 7999977.60 7999977.60 0.0058 N N 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 2021-01-07 2021-01-07 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 0.0182 N N Y N New York City Hsg. Dev. Corp. Multi-family Mtg. Rev. New York City Hsg. Dev. Corp. Multi-family Mtg. Rev., 0.13% (Related-Upper East Proj.) Series A, LOC Landesbank Baden-Wurttemberg VRDN 64970VBR3 US64970VBR33 Variable Rate Demand Note Y N/A N/A 2021-01-07 2021-01-07 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 0.0013 14300000.00 14300000.00 0.0103 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.07% G5GSEF7VJP5I7OUK5573 HAB173000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-12-30 2021-12-30 0 - 0 9190300.00 9180153.91 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0007 9000000.00 9000000.00 0.0065 N Y Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.25% RAN Series C 57582RM45 US57582RM453 Other Municipal Security Y N/A N/A 2021-06-17 2021-06-17 2021-06-17 N N N 0.0025 1300015.99 1300015.99 0.0009 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Note Y N/A N/A 2021-01-06 2021-01-07 2021-05-28 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0036 4999883.50 4999883.50 0.0036 N N Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2021-01-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer