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Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.12% 46640PQK2 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2021-03-19 2021-03-19 2021-03-19 N N N 0.0012 5998995.60 5998995.60 0.0043 N N N N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.13% 46640PQN6 ZBUT11V806EZRVTWT807 0001287279 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0013 7248690.65 7248690.65 0.0052 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X0P17 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0000 2999975.01 2999975.01 0.0021 N Y Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.13% 60682YPQ1 JBONEPAGQXF4QP29B387 GHG664000 Financial Company Commercial Paper Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0013 999909.70 999909.70 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. 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Mitsubishi UFJ Trust & Banking Corp., 0.14% 60682YQK3 JBONEPAGQXF4QP29B387 GIG267000 Financial Company Commercial Paper Y N/A N/A 2021-03-19 2021-03-19 2021-03-19 N N N 0.0014 999814.90 999814.90 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.14% 60682YQN7 JBONEPAGQXF4QP29B387 GIG749000 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0014 999802.10 999802.10 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.15% 60682YR63 JBONEPAGQXF4QP29B387 GJB611000 Financial Company Commercial Paper Y N/A N/A 2021-04-06 2021-04-06 2021-04-06 N N N 0.0015 999726.40 999726.40 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.15% 60682YRC0 JBONEPAGQXF4QP29B387 GJE279000 Financial Company Commercial Paper Y N/A N/A 2021-04-12 2021-04-12 2021-04-12 N N N 0.0015 1999379.60 1999379.60 0.0014 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.16% 60682YRE6 JBONEPAGQXF4QP29B387 GJE988000 Financial Company Commercial Paper Y N/A N/A 2021-04-14 2021-04-14 2021-04-14 N N N 0.0016 1999354.20 1999354.20 0.0014 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.16% 60682YRF3 JBONEPAGQXF4QP29B387 GJG574000 Financial Company Commercial Paper Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0016 1999341.40 1999341.40 0.0014 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.16% 60682YRL0 JBONEPAGQXF4QP29B387 GJH257000 Financial Company Commercial Paper Y N/A N/A 2021-04-20 2021-04-20 2021-04-20 N N N 0.0016 1999275.60 1999275.60 0.0014 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.16% 60682YRM8 JBONEPAGQXF4QP29B387 GJH862000 Financial Company Commercial Paper Y N/A N/A 2021-04-21 2021-04-21 2021-04-21 N N N 0.0016 999631.00 999631.00 0.0007 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.14% 60689PQ41 RB0PEZSDGCO3JS6CEU02 GIG221000 Financial Company Commercial Paper Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0014 3999490.00 3999490.00 0.0029 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.14% 60689PQ58 RB0PEZSDGCO3JS6CEU02 GIH267000 Financial Company Commercial Paper Y N/A N/A 2021-03-05 2021-03-05 2021-03-05 N N N 0.0014 1999733.60 1999733.60 0.0014 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.14% 60689PQ82 RB0PEZSDGCO3JS6CEU02 GIH269000 Financial Company Commercial Paper Y N/A N/A 2021-03-08 2021-03-08 2021-03-08 N N N 0.0014 3999404.80 3999404.80 0.0029 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.14% 60689PQ90 RB0PEZSDGCO3JS6CEU02 GIH961000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0014 1999692.40 1999692.40 0.0014 N N N N Mizuho Bank Ltd. 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Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.15% 60689PQK5 RB0PEZSDGCO3JS6CEU02 GJB958000 Financial Company Commercial Paper Y N/A N/A 2021-03-19 2021-03-19 2021-03-19 N N N 0.0015 5998750.80 5998750.80 0.0043 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.10% 63873JQ37 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0010 4999537.00 4999537.00 0.0036 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 0.11% 63254EQ11 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0011 6999330.80 6999330.80 0.0050 N N N N National Bank of Canada National Bank of Canada, 0.09% 63307LP96 BSGEFEIOM18Y80CKCV46 GFF334000 Financial Company Commercial Paper Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0009 2999917.50 2999917.50 0.0021 N N N N National Bank of Canada National Bank of Canada, 0.11% 63307LQ12 BSGEFEIOM18Y80CKCV46 GFD848000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0011 6999330.80 6999330.80 0.0050 N N N N National Bank of Canada National Bank of Canada, 0.11% 63307LQ20 BSGEFEIOM18Y80CKCV46 GFD455000 Financial Company Commercial Paper Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0011 4999506.50 4999506.50 0.0036 N N N N National Bank of Canada National Bank of Canada, 0.12% 63307LQ95 BSGEFEIOM18Y80CKCV46 GFF332000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0012 2999622.90 2999622.90 0.0021 N N N N National Bank of Canada National Bank of Canada, 0.13% 63307LQN4 BSGEFEIOM18Y80CKCV46 GGA923000 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0013 999819.40 999819.40 0.0007 N N N N National Bank of Canada National Bank of Canada, 0.13% 63307LQP9 BSGEFEIOM18Y80CKCV46 GGC746000 Financial Company Commercial Paper Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0013 4999080.00 4999080.00 0.0036 N N N N National Bank of Canada National Bank of Canada, 0.13% 63307LR52 BSGEFEIOM18Y80CKCV46 GGH896000 Financial Company Commercial Paper Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 N N N 0.0013 5998548.00 5998548.00 0.0043 N N N N National Bank of Canada National Bank of Canada, 0.14% 63307LRD5 BSGEFEIOM18Y80CKCV46 GHA853000 Financial Company Commercial Paper Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0014 5998335.00 5998335.00 0.0043 N N N N National Bank of Canada National Bank of Canada, 0.14% 63307LRL7 BSGEFEIOM18Y80CKCV46 GHD888000 Financial Company Commercial Paper Y N/A N/A 2021-04-20 2021-04-20 2021-04-20 N N N 0.0014 2999075.40 2999075.40 0.0021 N N N N National Bank of Canada National Bank of Canada, 0.15% 63307LSJ1 BSGEFEIOM18Y80CKCV46 GIE972000 Financial Company Commercial Paper Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0015 5997347.40 5997347.40 0.0043 N N N N PSP Capital, Inc. PSP Capital, Inc., 0.09% 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 0.0009 1999843.20 1999843.20 0.0014 N N N N Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.00% 21687AP15 DG3RU1DBUFHT4ZF9WN62 0001098062 Financial Company Commercial Paper Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0000 9000000.00 9000000.00 0.0064 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.14% 78015CT93 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2021-06-09 2021-06-09 2021-06-09 N N N 0.0014 11994018.00 11994018.00 0.0086 N N N N Societe Generale Societe Generale, 0.09% 83369BP26 O2RNE8IBXP4R0TD8PU41 GJB993000 Financial Company Commercial Paper Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0009 11999880.00 11999880.00 0.0086 N N Y N Societe Generale Societe Generale, 0.09% 83369BP34 O2RNE8IBXP4R0TD8PU41 GJC005000 Financial Company Commercial Paper Y N/A N/A 2021-02-03 2021-02-03 2021-02-03 N N N 0.0009 5999925.00 5999925.00 0.0043 N N Y N Societe Generale Societe Generale, 0.13% 83369BQ25 O2RNE8IBXP4R0TD8PU41 GJB045000 Financial Company Commercial Paper Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0013 5999301.60 5999301.60 0.0043 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.09% 86562KP16 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0009 1999985.00 1999985.00 0.0014 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 86564YP14 5493006GGLR4BTEL8O61 GHD869000 Financial Company Commercial Paper Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0009 2999977.50 2999977.50 0.0021 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 86564YP22 5493006GGLR4BTEL8O61 GHE468000 Financial Company Commercial Paper Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0009 1999980.00 1999980.00 0.0014 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 86564YPA4 5493006GGLR4BTEL8O61 GHI117000 Financial Company Commercial Paper Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0010 2999904.00 2999904.00 0.0021 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YPH9 5493006GGLR4BTEL8O61 GIA922000 Financial Company Commercial Paper Y N/A N/A 2021-02-17 2021-02-17 2021-02-17 N N N 0.0011 17999002.80 17999002.80 0.0129 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564YPJ5 5493006GGLR4BTEL8O61 GIB312000 Financial Company Commercial Paper Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0011 9999406.00 9999406.00 0.0072 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 86564YQ13 5493006GGLR4BTEL8O61 GIE513000 Financial Company Commercial Paper Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0012 3999586.80 3999586.80 0.0029 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 86564YQ21 5493006GGLR4BTEL8O61 GIE938000 Financial Company Commercial Paper Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0012 2999679.90 2999679.90 0.0021 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 86564YQ39 5493006GGLR4BTEL8O61 GIF500000 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0012 999890.00 999890.00 0.0007 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 86564YQ39 5493006GGLR4BTEL8O61 GIF719000 Financial Company Commercial Paper Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0012 3999560.00 3999560.00 0.0029 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 86564YQ96 5493006GGLR4BTEL8O61 GIH986000 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0012 2999610.00 2999610.00 0.0021 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 86564YQC9 5493006GGLR4BTEL8O61 GIJ178000 Financial Company Commercial Paper Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0012 1999720.00 1999720.00 0.0014 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 86564YQQ8 5493006GGLR4BTEL8O61 GJE331000 Financial Company Commercial Paper Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0012 1999640.00 1999640.00 0.0014 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 86563GQW5 5493006GGLR4BTEL8O61 0001046017 Financial Company Commercial Paper Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0012 4999000.00 4999000.00 0.0036 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 86564YQW5 5493006GGLR4BTEL8O61 GJG594000 Financial Company Commercial Paper Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0012 5998800.00 5998800.00 0.0043 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.10% 86960JQ99 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0010 6999272.00 6999272.00 0.0050 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.10% 86960JQG3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-16 2021-03-16 2021-03-16 N N N 0.0010 4999354.50 4999354.50 0.0036 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.11% 86960JQN8 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0011 999848.30 999848.30 0.0007 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.11% 86960JQP3 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0011 1999690.80 1999690.80 0.0014 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.13% 86960JRD9 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0013 10997082.80 10997082.80 0.0079 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.10% 89119AP93 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0010 5999827.80 5999827.80 0.0043 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.10% 89119APG7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0010 3999802.00 3999802.00 0.0029 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.11% 89119APQ5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0011 6999463.80 6999463.80 0.0050 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.11% 89119AQC5 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0011 4999335.00 4999335.00 0.0036 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.12% 89119AQF8 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0012 4999281.50 4999281.50 0.0036 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.14% 89119AT81 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0014 4997526.50 4997526.50 0.0036 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.11% 89233GQJ8 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0011 1999701.40 1999701.40 0.0014 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.12% 89233GQQ2 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0012 1999652.00 1999652.00 0.0014 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.12% 89233GQS8 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-26 2021-03-26 2021-03-26 N N N 0.0012 1999636.00 1999636.00 0.0014 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.12% 89233GQW9 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0012 1999600.00 1999600.00 0.0014 N N N N UBS AG London Branch UBS AG London Branch, 0.09% 90351WPN9 BFM8T61CT2L1QCEMIK50 US90351WPN91 Financial Company Commercial Paper Y N/A N/A 2021-02-22 2021-02-22 2021-02-22 N N N 0.0009 5999659.80 5999659.80 0.0043 N N N N UBS AG London Branch UBS AG London Branch, 0.17% 90351WQF5 BFM8T61CT2L1QCEMIK50 GJF631000 Financial Company Commercial Paper Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0017 5998725.00 5998725.00 0.0043 N N N N UBS AG London Branch UBS AG London Branch, 0.19% 90351WRM9 BFM8T61CT2L1QCEMIK50 GHE518000 Financial Company Commercial Paper Y N/A N/A 2021-04-21 2021-04-21 2021-04-21 N N N 0.0019 10995315.10 10995315.10 0.0079 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.00% 04821TP17 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0000 999990.84 999990.84 0.0007 N Y Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.00% 0527M0P19 HBD169000 Asset Backed Commercial Paper Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0000 999993.34 999993.34 0.0007 N Y Y N Gotham Funding Corp. Gotham Funding Corp., 0.18% 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 0.0018 11997180.00 11997180.00 0.0086 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.16% 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 0.0016 6999196.40 6999196.40 0.0050 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.01% 912796B65 US912796B658 U.S. Treasury Debt Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0001 8999993.79 8999993.79 0.0064 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 9127963W7 US9127963W72 U.S. Treasury Debt Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0002 25999916.02 25999916.02 0.0186 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796B73 US912796B732 U.S. Treasury Debt Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0003 12999870.00 12999870.00 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 9127964C0 US9127964C00 U.S. Treasury Debt Y N/A N/A 2021-02-11 2021-02-11 2021-02-11 N N N 0.0003 19999763.80 19999763.80 0.0143 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 9127964D8 US9127964D82 U.S. Treasury Debt Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0003 12999769.77 12999769.77 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796B99 US912796B997 U.S. Treasury Debt Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0004 12999662.39 12999662.39 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127964M8 US9127964M81 U.S. Treasury Debt Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0004 13999371.96 13999371.96 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796D97 US912796D977 U.S. Treasury Debt Y N/A N/A 2021-04-20 2021-04-20 2021-04-20 N N N 0.0004 12998732.50 12998732.50 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796C23 US912796C235 U.S. Treasury Debt Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0005 12999423.97 12999423.97 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 9127964P1 US9127964P13 U.S. Treasury Debt Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0005 12998801.53 12998801.53 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 9127964N6 US9127964N64 U.S. Treasury Debt Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0006 9499302.32 9499302.32 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 9127964X4 US9127964X47 U.S. Treasury Debt Y N/A N/A 2021-04-08 2021-04-08 2021-04-08 N N N 0.0006 9998854.20 9998854.20 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 9127964Y2 US9127964Y20 U.S. Treasury Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0006 13998296.62 13998296.62 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 9127964Z9 US9127964Z94 U.S. Treasury Debt Y N/A N/A 2021-04-29 2021-04-29 2021-04-29 N N N 0.0006 11198443.65 11198443.65 0.0080 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796F20 US912796F204 U.S. Treasury Debt Y N/A N/A 2021-04-27 2021-04-27 2021-04-27 N N N 0.0007 12997851.36 12997851.36 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796A25 US912796A254 U.S. Treasury Debt Y N/A N/A 2021-05-13 2021-05-13 2021-05-13 N N N 0.0007 13997348.68 13997348.68 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127962Y4 US9127962Y48 U.S. Treasury Debt Y N/A N/A 2021-05-20 2021-05-20 2021-05-20 N N N 0.0007 9097986.63 9097986.63 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796F79 US912796F790 U.S. Treasury Debt Y N/A N/A 2021-05-04 2021-05-04 2021-05-04 N N N 0.0009 16996090.00 16996090.00 0.0122 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.38% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2021-02-01 2021-10-31 2021-10-31 N N N 0.0010 3006266.76 3006266.76 0.0022 N Y Y N Abn Amro Bank NV(TD) Abn Amro Bank NV(TD), 0.09% BFXS5XCH7N0Y05NIXW11 HBD172000 Non-Negotiable Time Deposit Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0009 24000000.00 24000000.00 0.0172 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.15% G5GSEF7VJP5I7OUK5573 HBD159000 Non-Negotiable Time Deposit Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0015 65000000.00 65000000.00 0.0466 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 HBB514000 Non-Negotiable Time Deposit Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0017 12999971.40 12999971.40 0.0093 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 HBC013000 Non-Negotiable Time Deposit Y N/A N/A 2021-02-03 2021-02-03 2021-02-03 N N N 0.0017 15999955.20 15999955.20 0.0115 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 HBC709000 Non-Negotiable Time Deposit Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0017 2999990.10 2999990.10 0.0021 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.15% 1VUV7VQFKUOQSJ21A208 HBD231000 Non-Negotiable Time Deposit Y N/A N/A 2021-02-05 2021-02-05 2021-02-05 N N N 0.0015 7000000.00 7000000.00 0.0050 N N Y N Mizuho Bank Ltd. Mizuho Bank Ltd., 0.08% RB0PEZSDGCO3JS6CEU02 HBD179000 Non-Negotiable Time Deposit Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0008 8000000.00 8000000.00 0.0057 N Y Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 0.08% RB0PEZSDGCO3JS6CEU02 HBD298000 Non-Negotiable Time Deposit Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0008 3000000.00 3000000.00 0.0021 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.07% ES7IP3U3RHIGC71XBU11 HBD163000 Non-Negotiable Time Deposit Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0007 36000000.00 36000000.00 0.0258 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.07% ES7IP3U3RHIGC71XBU11 HBD170000 Non-Negotiable Time Deposit Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0007 13000000.00 13000000.00 0.0093 N Y Y N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.07% PT3QB789TSUIDF371261 0000947263 Non-Negotiable Time Deposit Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0007 11000000.00 11000000.00 0.0079 N Y Y N Bank of Montreal Bank of Montreal, 0.19% 06367BTH2 NQQ6HPCNCCU6TUTQYE16 US06367BTH23 0000927971 Certificate of Deposit Y N/A N/A 2021-02-02 2021-03-02 2021-03-02 N N N 0.0014 5000224.50 5000224.50 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 0.0009 11000572.00 11000572.00 0.0079 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 0.0011 3000212.10 3000212.10 0.0021 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 0.0013 3000324.60 3000324.60 0.0021 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 0.0015 5000988.50 5000988.50 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 0.0015 5001003.50 5001003.50 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 0.0016 6001575.00 6001575.00 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 0.0016 2000526.00 2000526.00 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 0.0016 3000796.50 3000796.50 0.0021 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 0.0017 10002783.00 10002783.00 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 0.0018 13003712.80 13003712.80 0.0093 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501HAA7 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0012 16000036.80 16000036.80 0.0115 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51501HAG4 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0013 16000041.60 16000041.60 0.0115 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-02-08 2021-02-08 2021-02-08 N N N 0.0015 3000000.00 3000000.00 0.0021 N N N 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 0.0011 1000011.10 1000011.10 0.0007 N N Y 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 0.0011 12001260.00 12001260.00 0.0086 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 0.0009 17001898.90 17001898.90 0.0122 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 0.0009 3000382.20 3000382.20 0.0021 N N N N MUFG Bank Ltd. 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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 0.0010 5000162.00 5000162.00 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 0.0011 6000433.20 6000433.20 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 0.0013 6000930.60 6000930.60 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 0.0014 6001155.00 6001155.00 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 0.0014 2000425.20 2000425.20 0.0014 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.22% RUC0QBLBRPRCU4W1NE59 HBD275000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GLENCORE FINANCE CANADA LTD SR GLBL 144A 37 5493005TTO0UJ33KCK70 2037-11-15 2037-11-15 6.9 - 6.9 2233000.00 3113166.72 Corporate Debt Securities STARBUCKS CORP 3.55%29 OQSJ1DU9TAOC51A47K68 2029-08-15 2029-08-15 3.55 - 3.55 31719.00 36891.49 Corporate Debt Securities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0022 3000000.00 3000000.00 0.0021 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.29% RUC0QBLBRPRCU4W1NE59 HBD276000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SC HEALTH CORP COM CL A 2500-12-31 2500-12-31 N/A 311546.00 3240078.40 Equities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0029 3000000.00 3000000.00 0.0021 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.33% RUC0QBLBRPRCU4W1NE59 HBD278000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 27 5493007X5NC5XI1BB106 2027-03-15 2027-03-15 5.625 - 5.625 2322486.00 2461472.27 Corporate Debt Securities AT&T INC SR GLBL NT4.3%30 549300Z40J86GGSTL398 2030-02-15 2030-02-15 4.3 - 4.3 634000.00 756988.96 Corporate Debt Securities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0033 3000000.00 3000000.00 0.0021 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.37% 7VHWWWW4UJS7NUM3PT30 HBD277000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NEBULA CARAVEL ACQUISITION COR UNIT EXP 120923 2500-12-31 2500-12-31 N/A 20000.00 213200.00 Equities SARISSA CAPITAL ACQUISITN CORP CL A 5493004KJWPWVA1PD410 2500-12-31 2500-12-31 N/A 35405.00 368920.10 Equities EMPOWER LTD WT EX 113027 2027-11-30 2027-11-30 N/A 1.00 1.20 Equities COMMERCIAL VEH GROUP INC COM 5493006OG8I91X0K7Q22 2500-12-31 2500-12-31 N/A 23007.00 194869.29 Equities LIV CAP ACQUISITION CORP CL A 2500-12-31 2500-12-31 N/A 36990.00 376928.10 Equities KISMET ACQUISITION ONE CORP SHS 21380075EDCGKVWYU511 2500-12-31 2500-12-31 N/A 54473.00 571966.50 Equities ASPEN INSURANCE HOLDINGS LTD PFD SHS 5.95 2500-12-31 2500-12-31 5.95 - 5.95 38233.00 1012409.84 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 ADVANTAGE SOLUTIONS INC COM CL A 2500-12-31 2500-12-31 N/A 21.00 211.47 Equities FTAC OLYMPUS ACQUISITION CORP CL A SHS 2500-12-31 2500-12-31 N/A 88649.00 1084177.27 Equities GOLDEN FALCON ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 57609.00 610655.40 Equities ALGONQUIN PWR UTILS CORP 6.875 SB NT A 78 549300K5VIUTJXQL7X75 2078-10-17 2078-10-17 6.875 - 6.875 13675.00 379754.75 Equities QWEST CORP 6.75% NT 57 549300R2L4N683OO1509 2057-06-15 2057-06-15 6.75 - 6.75 22840.00 595438.80 Equities MARQUEE RAINE ACQUISITION CORP UNIT EXP 120125 2500-12-31 2500-12-31 N/A 100184.00 1078981.68 Equities CHINA BIOLOGIC PRODS HLDGS INC COM 529900C439Y0Z6RPYG51 2500-12-31 2500-12-31 N/A 3506.00 414724.74 Equities BURGUNDY TECHNOLOGY ACQU CORP WT EXP 083127 2027-08-31 2027-08-31 N/A 911547.00 2187712.80 Equities NXP SEMICONDUCTORS N V COM 724500M9BY5293JDF951 2500-12-31 2500-12-31 N/A 836.00 137379.88 Equities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0037 12000000.00 12000000.00 0.0086 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.46% 7VHWWWW4UJS7NUM3PT30 HBD279000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MORGAN STANLEY DEP SHS 1/1000 E IGJSJL3JD5P30I6NJZ34 2500-12-31 2500-12-31 7.125 - 7.125 829.00 23974.68 Equities VENTOUX CCM ACQUISITION CORP UNIT EXP 093025 2500-12-31 2500-12-31 N/A 309456.00 3205964.16 Equities EVEREST REINS HLDGS INC EXT JR SB GLBL67 2067-05-01 2067-05-01 2.606 - 2.606 2256000.00 2110097.21 Corporate Debt Securities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0046 5000000.00 5000000.00 0.0036 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.59% 7VHWWWW4UJS7NUM3PT30 HAC646000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SOCIETE GENERALE ALT TIER I COCO 2099-12-31 2099-12-31 8 - 8 898000.00 1075729.17 Corporate Debt Securities WESTERN DIGITAL CORP. SR GLBL COCO 24 549300QQXOOYEF89IC56 2024-02-01 2024-02-01 1.5 - 1.5 313666.00 314822.38 Equities CARNEY TECHNOLOGY ACQU CORP II UNIT EXP 121025 2500-12-31 2500-12-31 N/A 22967.00 239316.14 Equities MPLX LP PERP SUB -B BD 5493000CZJ19CK4P3G36 2500-12-31 2500-12-31 6.875 - 6.875 882000.00 889778.75 Corporate Debt Securities HILTON DOMESTIC OPER CO INC SR GLBL 144A 31 2031-05-01 2031-05-01 4 - 4 665653.00 687416.16 Corporate Debt Securities ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 2EULGUTUI56JI9SAL165 2500-12-31 2500-12-31 N/A 48086.00 1080011.56 Equities MGIC INVT CORP WIS JR SB CV 144A 63 254900S8483WM4M98R28 2063-04-01 2063-04-01 9 - 9 2084000.00 2807148.00 Equities SOGOU INC ADR REPSTG A 549300WNVDJ6CR8AY837 2500-12-31 2500-12-31 N/A 54913.00 460720.07 Equities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 3 N N/A N/A N N 0.0059 7000000.00 7000000.00 0.0050 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 0.73% 549300HN4UKV1E2R3U73 HBA413000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WMG ACQUISITION CORP SR 144A NT5.5%26 549300NAS11NXI33CP80 2026-04-15 2026-04-15 5.5 - 5.5 54000.00 56343.00 Corporate Debt Securities ROMEO POWER INC WT EXP 022126 2026-02-21 2026-02-21 N/A 25814.00 171663.10 Equities HCA INC. 5.875%29 L3CJ6J7LJ2DX62FTXD46 2029-02-01 2029-02-01 5.875 - 5.875 1000.00 1217.72 Corporate Debt Securities PICASSO FINANCE SUB INC SR SEC GLBL 25 2025-06-15 2025-06-15 6.125 - 6.125 1000.00 1072.49 Corporate Debt Securities CALUMET SPECIALTY PRODUCTS PAR SR NT 7.625%22 2022-01-15 2022-01-15 7.625 - 7.625 6000.00 5972.79 Corporate Debt Securities RAYONIER A.M. PRODS INC SR GLBL 144A 24 549300ZGRDDK1QM6MM16 2024-06-01 2024-06-01 5.5 - 5.5 16000.00 14621.78 Corporate Debt Securities SOUTHWESTERN ENERGY CO SR GLBL NT7.5%26 EFWMP121W54QV9MGOP87 2026-04-01 2026-04-01 7.5 - 7.5 50000.00 53541.67 Corporate Debt Securities GAMESTOP CORP SR SEC GLBL 23 549300505KLOET039L77 2023-03-15 2023-03-15 10 - 10 17000.00 18266.03 Corporate Debt Securities ICAHN ENTERPRISES LP/CORP SR GLBL NT 25 2025-12-15 2025-12-15 6.375 - 6.375 1000.00 1043.42 Corporate Debt Securities DESKTOP METAL INC WT EXP 033126 2026-03-31 2026-03-31 N/A 704.00 7582.08 Equities TIME WARNER CABLE INC SR DEB 6.75%39 B1WXCWLJVJXMWJX6O298 2039-06-15 2039-06-15 6.75 - 6.75 73000.00 102485.43 Corporate Debt Securities CARNIVAL CORP PAIRED CTF F1OF2ZSX47CR0BCWA982 2500-12-31 2500-12-31 N/A 120918.00 2386921.32 Equities VERISIGN INC SR NT 4.625%23 LMPL4N8ZOJRMF0KOF759 2023-05-01 2023-05-01 4.625 - 4.625 20000.00 20369.71 Corporate Debt Securities EOS ENERGY ENTERPRISES INC WT EXP 050626 2026-05-06 2026-05-06 N/A 200.00 2084.00 Equities CHENIERE ENERGY PARTNERS L P SR GLBL NT4.5%29 5493005UEC8AZ34LDV29 2029-10-01 2029-10-01 4.5 - 4.5 1000.00 1085.45 Corporate Debt Securities NEXTERA ENERGY OPER PARTNER LP SR GLBL 144A 27 549300KJEC5IUVJWR786 2027-09-15 2027-09-15 4.5 - 4.5 1000.00 1119.25 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 2039-09-30 5.75 - 5.75 347.00 402.41 Corporate Debt Securities YAPI VE KREDI BANKASI AS FR 6.1%031623 B85ZYWEZ5IZCZ2WNIO12 2023-03-16 2023-03-16 6.1 - 6.1 83875.00 87726.21 Corporate Debt Securities AES CORP SR GLBL 144A 31 2NUNNB7D43COUIRE5295 2031-01-15 2031-01-15 2.45 - 2.45 5000.00 5025.27 Corporate Debt Securities T-MOBILE US INC SR NT 11.5%21 549300JKU50UT08ZWD77 2021-11-15 2021-11-15 11.5 - 11.5 13000.00 14307.79 Corporate Debt Securities ELEMENT SOLUTIONS INC SR GLBL 144A 28 549300FLGN6P5CU20J91 2028-09-01 2028-09-01 3.875 - 3.875 100000.00 102420.99 Corporate Debt Securities NABORS INDS INC SR GLBL 144A 25 549300VFQWRKICUFNU92 2025-02-01 2025-02-01 9 - 9 30000.00 31641.30 Corporate Debt Securities TEVA PHARMACEUTICAL FIN NETH SR GLBL NT2.8%23 5493004T21MOAFINJP35 2023-07-21 2023-07-21 2.8 - 2.8 50000.00 49531.11 Corporate Debt Securities TURKIYE VAKIFLAR BANKASI TAO FR 6.5%010826 2026-01-08 2026-01-08 6.5 - 6.5 100000.00 104220.83 Corporate Debt Securities Y N/A N/A 2021-05-04 2021-05-04 2021-05-27 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 0.0021 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.78% 549300HN4UKV1E2R3U73 HBB021000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N YAPI VE KREDI BANKASI AS FR 6.1%031623 B85ZYWEZ5IZCZ2WNIO12 2023-03-16 2023-03-16 6.1 - 6.1 16125.00 16865.40 Corporate Debt Securities CONTINENTAL RES INC SR GLBL 144A 31 XXRTID9RYWOZ0UPIVR53 2031-01-15 2031-01-15 5.75 - 5.75 250000.00 275105.56 Corporate Debt Securities HESS CORP SR NT 5.6%41 UASVRYNXNK17ULIGK870 2041-02-15 2041-02-15 5.6 - 5.6 815000.00 987414.16 Corporate Debt Securities ALLY FINL INC SUB GLBL NT 25 549300JBN1OSM8YNAI90 2025-11-20 2025-11-20 5.75 - 5.75 148000.00 174000.76 Corporate Debt Securities THE ADT CORPORATION SR SEC GLBL 32 2032-07-15 2032-07-15 4.875 - 4.875 140000.00 151815.42 Corporate Debt Securities ITHACA ENERGY NORTH SEA PLC SR GLBL 144A 24 2024-07-15 2024-07-15 9.375 - 9.375 125000.00 126080.73 Corporate Debt Securities METINVEST B V SR GLBL 144A 27 635400TMCKVEU87EJ582 2027-10-01 2027-10-01 7.65 - 7.65 100000.00 110037.50 Corporate Debt Securities MELCO RESORTS FIN LTD SR GLBL 144A 25 2025-06-06 2025-06-06 4.875 - 4.875 150000.00 155195.56 Corporate Debt Securities TIME WARNER CABLE INC SR DEB 5.875%40 B1WXCWLJVJXMWJX6O298 2040-11-15 2040-11-15 5.875 - 5.875 230000.00 301609.67 Corporate Debt Securities WPX ENERGY INC SR GLBL NT4.5%30 ZXZE9GCS2BB547GJW219 2030-01-15 2030-01-15 4.5 - 4.5 656000.00 691837.28 Corporate Debt Securities FORD MOTOR CREDIT COMPANY SR GLBL NT 29 UDSQCVRUX5BONN0VY111 2029-05-03 2029-05-03 5.113 - 5.113 225000.00 250529.49 Corporate Debt Securities Y N/A N/A 2021-05-04 2021-05-04 2021-07-26 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 0.0078 3000000.00 3000000.00 0.0021 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 OPTION ONE MTG LN TR 2006-2 II-A-3 20360725 FLT 2036-07-25 2036-07-25 0.27 - 0.27 1956.00 812.92 Asset-Backed Securities CITI GRP COML MTG TR 2012-GC8 E 20450912 FLT 2045-09-12 2045-09-12 4.876 - 4.876 5.00 4.10 Private Label Collateralized Mortgage Obligations ALTRIA GROUP INC SR NT 5.375%44 XSGZFLO9YTNO9VCQV219 2044-01-31 2044-01-31 5.375 - 5.375 2000.00 2554.99 Corporate Debt Securities TRAPEZA CDO XI 2006-11 C 20411010 FLT 549300WLN6OJMSVMWI26 2041-10-10 2041-10-10 2.661 - 2.661 212899.00 148148.12 Other Instrument COLLATERALIZED DEBT OBLIGATION MORGAN STANLEY IXIS 2006-2 A-4 20361125 FLT 2036-11-25 2036-11-25 0.35 - 0.35 38844.00 10974.00 Asset-Backed Securities JP MORGAN CHASE CMBS 2012-C6 H 20450517 FLT 2045-05-17 2045-05-17 2.972 - 2.972 1.00 0.87 Private Label Collateralized Mortgage Obligations CWABS REVOLVING HEQ 2004-O 2-A 20340215 FLT 2034-02-15 2034-02-15 0.407 - 0.407 6209.00 60.32 Asset-Backed Securities SUMMER STR LTD 2005-HG1 A1 144 20451208 FLT 549300120I6CQ40Z0039 2045-12-08 2045-12-08 0.478 - 0.478 9100577.00 1999999.79 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2021-02-05 2021-02-05 2021-02-05 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0059 2000000.00 2000000.00 0.0014 N N Y N 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 PACIFIC COAST CDO 2001 B 20361025 FLT 2036-10-25 2036-10-25 0.218 - 0.218 11.00 0.99 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFER TERM SEC XXI 2006-21 D 20380322 FLT 2038-03-22 2038-03-22 2.317 - 2.317 3.00 1.34 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG VII 2005-7 C-1 20350723 FLT 2035-07-23 2035-07-23 3.659 - 3.659 38.00 14.81 Other Instrument COLLATERALIZED DEBT OBLIGATION ALESCO PREF FDG XIV 2006-14 C1 144 20370923 FLT U3J57OKXT2FMVDEW4249 2037-09-23 2037-09-23 3.178 - 3.178 6449.00 2927.85 Other Instrument COLLATERALIZED DEBT OBLIGATION MONROE HARBOR CDO 2005-01 A-2 20401205 FLT 2040-12-05 2040-12-05 2.694 - 2.814 5154926.00 543443.41 Other Instrument COLLATERALIZED DEBT OBLIGATION ISCHUS CDO LTD 2004-1 B 20400105 FLT 5493007L7RE7ZER7YI53 2040-01-05 2040-01-05 0.894 - 0.894 1650011.00 496811.58 Other Instrument COLLATERALIZED DEBT OBLIGATION ALTRIA GROUP INC SR NT 5.375%44 XSGZFLO9YTNO9VCQV219 2044-01-31 2044-01-31 5.375 - 5.375 2000.00 2554.99 Corporate Debt Securities SOUTH COAST FDG III 2003-3 A-1A 20380810 FLT 549300JPS4LRS1YTBK56 2038-08-10 2038-08-10 0.843 - 0.843 683638.00 36800.87 Other Instrument COLLATERALIZED DEBT OBLIGATION 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., 0.69% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BELLE HAVEN ABS CDO 2004-1 A1J 20441103 FLT 2044-11-03 2044-11-03 2.363 - 2.363 11.00 0.99 Other Instrument COLLATERALIZED DEBT OBLIGATION PREFERRED TERM SECURITIES 3-10 B-3 20330705 FLT 2033-07-05 2033-07-05 1.936 - 1.936 4130000.00 2999801.84 Other Instrument COLLATERALIZED DEBT OBLIGATION ALTRIA GROUP INC SR NT 5.375%44 XSGZFLO9YTNO9VCQV219 2044-01-31 2044-01-31 5.375 - 5.375 2000.00 2554.99 Corporate Debt Securities MONTAUK POT CDO II LTD 2006-02 A-1J 20460406 FLT 54930046COUSLUSBKU90 2046-04-06 2046-04-06 1.57 - 1.57 1037146.00 222405.53 Other Instrument COLLATERALIZED DEBT OBLIGATION ORIENT PT CDO LTD 2005-1 A-2 20451003 FLT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 0.688 - 0.688 211708.00 16474.57 Other Instrument COLLATERALIZED DEBT OBLIGATION JER CRE CDO 2006-2 C-FL 20450325 FLT 549300HX6FUK9WBH2U64 2045-03-25 2045-03-25 0.78 - 2.63 4988.00 1310.77 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CDO 7 2005-7 B 20450112 FLT 2045-01-12 2045-01-12 0.804 - 0.804 69.00 6.71 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2021-05-21 2021-05-21 2021-05-21 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0069 3000000.00 3000000.00 0.0021 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 MONROE HARBOR CDO 2005-01 A-2 20401205 FLT 2040-12-05 2040-12-05 2.694 - 2.814 4119.00 436.57 Other Instrument COLLATERALIZED DEBT OBLIGATION BAYVIEW COML TR 2006-1 B2 144 20360425 FLT 2036-04-25 2036-04-25 2.68 - 2.68 937715.00 74074.04 Private Label Collateralized Mortgage Obligations C-BASS CBO XVIII 2007-18 A-1 20470313 FLT 549300OSC26SNVVNAA28 2047-03-13 2047-03-13 0.57 - 0.57 125947.00 5486.98 Other Instrument COLLATERALIZED DEBT OBLIGATION SOUTH COAST FDG III 2003-3 A-1A 20380810 FLT 549300JPS4LRS1YTBK56 2038-08-10 2038-08-10 0.843 - 0.843 18.00 0.97 Other Instrument COLLATERALIZED DEBT OBLIGATION ALTRIA GROUP INC SR NT 5.375%44 XSGZFLO9YTNO9VCQV219 2044-01-31 2044-01-31 5.375 - 5.375 2000.00 2554.99 Corporate Debt Securities ISCHUS CDO LTD 2004-1 B 20400105 FLT 5493007L7RE7ZER7YI53 2040-01-05 2040-01-05 0.894 - 0.894 7.00 2.11 Other Instrument COLLATERALIZED DEBT OBLIGATION LEHMAN MTG TR 2006-8 2-A1 20361225 FLT 2036-12-25 2036-12-25 0.55 - 0.55 22648176.00 999999.97 Private Label Collateralized Mortgage Obligations 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 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.42% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 8X8 INC NEW SR GLBL COCO 24 254900XWSOC5U1BRW939 2024-02-01 2024-02-01 0.5 - 0.5 4601395.00 7238418.69 Equities GS ACQUISITION HLDGS CORP II UNIT 549300BNTOWVWFNVTJ65 2500-12-31 2500-12-31 N/A 26468.00 322115.56 Equities Y N/A N/A 2021-03-05 2021-03-05 2021-04-01 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0042 7000000.00 7000000.00 0.0050 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.42% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INVESCO EXCH TRD SLF IDX FD TR BULSHS 2023 MUNI 549300LP6EUTXDG4RN22 2500-12-31 2500-12-31 N/A 24783.00 635560.04 Equities DCP MIDSTREAM LP COM UT LTD PTN 52990024YYS3MLGW0E91 2500-12-31 2500-12-31 N/A 72885.00 1448224.95 Equities BLUE BIRD CORP COM 2500-12-31 2500-12-31 N/A 18991.00 385897.12 Equities PROSHARES TR ULTSHT FTSE EURO 3FYE43KLL6WRPIO6NV87 2500-12-31 2500-12-31 N/A 699.00 11079.15 Equities ESTABLISHMENT LABS HLDGS INC COM 549300BCBQ714JNJ7V58 2500-12-31 2500-12-31 N/A 90229.00 4657620.98 Equities FIRST TR EXCHANGE-TRADED FD DJ INTERNT IDX 549300S73MXT502CI896 2500-12-31 2500-12-31 N/A 12215.00 2673008.45 Equities GLOBAL X FDS GBL X MSCI NIGER 549300VKDE3V7TRRED38 2500-12-31 2500-12-31 N/A 75506.00 963456.56 Equities JPMORGAN CHASE & CO 6 DEP NCM PFD EE 8I5DZWZKVSZI1NUHU748 2500-12-31 2500-12-31 6 - 6 13364.00 370851.00 Equities ISHARES TR IBONDS 27 TRM TS 54930020FRFZSOL6BW27 2500-12-31 2500-12-31 N/A 8270.00 215681.60 Equities ISHARES TR INTL DEV RE ETF 549300R95TKRXHGD3Z08 2500-12-31 2500-12-31 N/A 19356.00 521450.64 Equities Y N/A N/A 2021-03-05 2021-03-05 2021-03-15 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0042 11000000.00 11000000.00 0.0079 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.42% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N REINVENT TECHNOLOGY PARTNERS Z UNIT EXP 2500-12-31 2500-12-31 N/A 71844.00 874341.48 Equities 26 CAPITAL ACQUISITION CORP UNIT EX 123127 2500-12-31 2500-12-31 N/A 369962.00 3884601.00 Equities HENNESSY CAPITAL INVS CORP V UNIT EX 011525 2500-12-31 2500-12-31 N/A 252713.00 2802587.17 Equities Y N/A N/A 2021-03-05 2021-03-05 2021-03-15 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0042 7000000.00 7000000.00 0.0050 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.32% K5HU16E3LMSVCCJJJ255 HBD282000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NETFLIX INC COM 549300Y7VHGU0I7CE873 2500-12-31 2500-12-31 N/A 792.00 426571.20 Equities SOCIAL CAPITAL HEDOSOPHA HLDNG SHS CL A 2500-12-31 2500-12-31 N/A 194200.00 2893580.00 Equities GLOBAL SYNERGY ACQUISIT CORP UNIT EX 010124 2500-12-31 2500-12-31 N/A 200000.00 2080000.00 Equities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0032 5000000.00 5000000.00 0.0036 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.32% K5HU16E3LMSVCCJJJ255 HBD335000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CORNER GROWTH ACQUISITION CORP UNIT EXP 010127 2500-12-31 2500-12-31 N/A 60217.00 632278.50 Equities STAR PEAK ENERGY TRANSITION CO CL A 2500-12-31 2500-12-31 N/A 54100.00 1527784.00 Equities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0032 2000000.00 2000000.00 0.0014 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.35% K5HU16E3LMSVCCJJJ255 HBB558000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SILVER CREST ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 25000.00 257000.00 Equities TORTOISE ACQUISITION CORP II UNIT EX 061427 2500-12-31 2500-12-31 N/A 68589.00 823068.00 Equities Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 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., 0.46% 7TK5RJIZDFROZCA6XF66 HBD280000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TENCENT MUSIC ENTMT GROUP SPON ADS 2500-12-31 2500-12-31 N/A 160960.00 4320166.40 Equities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0046 4000000.00 4000000.00 0.0029 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 2039-08-15 2039-08-15 4.5 - 4.5 2033200.00 3060224.61 U.S. Treasuries (including strips) Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0035 3000000.00 3000000.00 0.0021 N Y Y N Societe Generale Societe Generale, 0.28% O2RNE8IBXP4R0TD8PU41 HBD285000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ARCHES BUYER INC SR GLBL 144A 28 2028-12-01 2028-12-01 6.125 - 6.125 4160.00 4313.33 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 10.49 Corporate Debt Securities DISNEY WALT CO SR GLBL NT 26 549300GZKULIZ0WOW665 2026-01-13 2026-01-13 1.75 - 1.75 53383.00 55639.38 Corporate Debt Securities AES CORP SR GLBL 144A 26 2NUNNB7D43COUIRE5295 2026-01-15 2026-01-15 1.375 - 1.375 9.00 9.06 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 25 5493007X5NC5XI1BB106 2024-01-15 2025-02-15 6.625 - 8.625 1221282.00 1279369.20 Corporate Debt Securities BIOCEANICO SOVEREIGN CTF LTD SR SEC GLBL 34 2034-06-05 2034-06-05 0 - 0 1.00 0.76 Corporate Debt Securities FREEPORT MCMORAN INC SR NT 3.55%22 549300IRDTHJQ1PVET45 2022-03-01 2022-03-01 3.55 - 3.55 2000.00 2065.29 Corporate Debt Securities ODEBRECHT DRILLING NORBE VIII/ FR 6.35%120121 549300YNW6BY570L6488 2021-12-01 2021-12-01 6.35 - 6.35 25152.00 2966.65 Corporate Debt Securities SHRIRAM TRANS FIN CO LTD FR 5.1%071623 335800TM2YO24B76XL26 2023-07-16 2023-07-16 5.1 - 5.1 3.00 3.04 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 2039-09-30 5.75 - 5.75 6682.00 7748.96 Corporate Debt Securities KRONOS ACQUISITION HLDGS INC SR SEC GLBL 26 2026-12-31 2026-12-31 5 - 5 2.00 2.06 Corporate Debt Securities BBVA BANCOMER S A INSTITUCION LW TIER II 22 549300WIWQK5Q9MCUN92 2022-09-30 2022-09-30 6.75 - 6.75 839000.00 925805.04 Corporate Debt Securities UNITED STATES STL CORP SR SEC GLBL 25 JNLUVFYJT1OZSIQ24U47 2025-06-01 2025-06-01 12 - 12 40.00 47.27 Corporate Debt Securities ODEBRECHT OFFSHORE DRILLING FR 6.72%120122 549300L7LF2PIRAWID66 2022-12-01 2022-12-01 6.72 - 6.72 2.00 0.90 Corporate Debt Securities HCA INC. SR GLBL NT 28 L3CJ6J7LJ2DX62FTXD46 2028-09-01 2028-09-01 5.625 - 5.625 1939731.00 2315757.55 Corporate Debt Securities FRONTIER COMMUNICATIONS CORP SR SEC GLBL 28 549300ZCZ76HYCS0H445 2028-05-01 2028-05-01 5 - 5 27430.00 28685.44 Corporate Debt Securities TENNECO PACKAGING INC SR DEB 7.95%25 2025-12-15 2025-12-15 7.95 - 7.95 1000.00 1144.72 Corporate Debt Securities BANCO BILBAO VIZCAYA ARGENTARI LW TIER II 25 5493009W53901OCHI065 2025-04-21 2025-04-21 4.875 - 4.875 600000.00 649968.50 Corporate Debt Securities FORD MOTOR CREDIT COMPANY SR GLBL NT 27 UDSQCVRUX5BONN0VY111 2021-10-12 2027-01-09 3.813 - 4.271 17080.00 17991.29 Corporate Debt Securities PRIME SEC SVCS BORROWER LLC / SR SEC GLBL 27 2027-08-31 2027-08-31 3.375 - 3.375 1674778.00 1654471.32 Corporate Debt Securities GOODYEAR TIRE & RUBR CO SR GLBL NT9.5%25 5493002BI0S2ZQUY3437 2025-05-31 2025-05-31 9.5 - 9.5 22360.00 25396.92 Corporate Debt Securities FELCOR LODGING LTD PARTNERSHIP SR GLBL NT 6%25 2025-06-01 2025-06-01 6 - 6 4000.00 4132.03 Corporate Debt Securities TRANSOCEAN GUARDIAN LTD SR SEC GLBL 24 2024-01-15 2024-01-15 5.875 - 5.875 2000.00 1297.44 Corporate Debt Securities VIKING CRUISES LTD SR SEC GLBL 25 549300IJP90T4MV2GL84 2025-05-15 2025-05-15 13 - 13 65451.00 78307.03 Corporate Debt Securities MELCO RESORTS FIN LTD 5.25%26 2026-04-26 2026-04-26 5.25 - 5.25 124.00 130.33 Corporate Debt Securities SIZZLING PLATTER LLC SR SEC GLBL 25 549300440PU6D6ZUIR97 2025-11-28 2025-11-28 8.5 - 8.5 1030562.00 1092510.23 Corporate Debt Securities TRANSDIGM INC SR SEC GLBL 25 88Q84GB3X55CF5OC7582 2025-12-15 2025-12-15 8 - 8 26312.00 29435.82 Corporate Debt Securities SERVICE PPTYS TR SR GLBL NT 26 529900IS770AG1K9QG27 2026-10-01 2026-10-01 4.75 - 4.75 736000.00 730575.27 Corporate Debt Securities TEVA PHARMACEUTICAL FIN IV B V SR NT 3.65%21 549300P1YOE2RRPSGG38 2021-11-10 2021-11-10 3.65 - 3.65 107000.00 108793.29 Corporate Debt Securities T-MOBILE US INC SR GLBL NT 26 549300ZTTY7CXOLJ6539 2025-02-15 2026-03-01 7.625 - 7.625 51000.00 63417.38 Corporate Debt Securities NEWELL BRANDS INC CR SEN SR GLBL26 549300LWGYFM1TVO1Z12 2026-04-01 2026-04-01 4.7 - 4.7 37000.00 41644.08 Corporate Debt Securities WMG ACQUISITION CORP SR SEC GLBL 31 549300NAS11NXI33CP80 2031-02-15 2031-02-15 3 - 3 18.00 17.69 Corporate Debt Securities BRASKEM IDESA S A P I SR SEC GLBL 29 YH0V7ZHY352ITDGEYB83 2029-11-15 2029-11-15 7.45 - 7.45 1160.00 1144.99 Corporate Debt Securities CITGO PETE CORP SR SEC GLBL 22 YX52P86PXMLYDOTUQ225 2022-08-15 2022-08-15 6.25 - 6.25 4000.00 4093.89 Corporate Debt Securities FIRSTENERGY CORP SR GLBL -B NT 30 549300SVYJS666PQJH88 2030-03-01 2030-09-01 2.25 - 2.65 2224.00 2225.51 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 31 5493003STKEZ2S0RNU91 2031-03-01 2050-06-01 4.25 - 5.5 26530.00 32743.00 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR GLBL 144A 28 2028-10-01 2028-10-01 5.625 - 5.625 841.00 916.83 Corporate Debt Securities GAP INC SR SEC GLBL 25 T2ZG1WRWZ4BUCMQL9224 2025-05-15 2025-05-15 8.625 - 8.625 635915.00 725088.83 Corporate Debt Securities MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 5%27 2027-10-15 2027-10-15 5 - 5 261000.00 279712.25 Corporate Debt Securities BANCO BTG PACTU SA FR 5.5%013123 ZXLTQRYIK6IJH3R0IK66 2023-01-31 2023-01-31 5.5 - 5.5 17.00 18.49 Corporate Debt Securities SLM CORP FR 5.625%080133 54930067J0ZNOEBRW338 2022-01-25 2033-08-01 5.625 - 7.25 306000.00 302512.33 Corporate Debt Securities BOYD GAMING CORP SR GLBL NT 27 254900787YGRYS2A1Z35 2027-12-01 2027-12-01 4.75 - 4.75 775850.00 805062.91 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 2025-02-15 7.875 - 7.875 20.00 22.19 Corporate Debt Securities REALOGY GRP LLC/REALOGY CO SR GLBL 144A 29 2029-01-15 2029-01-15 5.75 - 5.75 11.00 11.28 Corporate Debt Securities SS&C TECHNOLOGIES INC SR GLBL 144A 27 549300KY09TR3J12JU49 2027-09-30 2027-09-30 5.5 - 5.5 111356.00 120228.91 Corporate Debt Securities UNICREDIT S.P.A FR 7.83%120423 549300TRUWO2CD2G5692 2023-12-04 2023-12-04 7.83 - 7.83 549.00 651.04 Corporate Debt Securities AES GENER S A GLBL REGS NT 79 549300IF4IFG0FS0RM26 2079-03-26 2079-10-07 6.35 - 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1.75 7613963.00 7568731.83 Equities Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0077 7000000.00 7000000.00 0.0050 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 VEECO INSTRS INC DEL COCO 23 5493004201F72ADDZW04 2023-01-15 2023-01-15 2.7 - 2.7 4472000.00 4328717.12 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 N 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 BILIBILI INC SR CV 144A NT 27 5493008V60M52L3PIS45 2027-06-15 2027-06-15 1.25 - 1.25 1092831.00 3245978.85 Equities Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0082 3000000.00 3000000.00 0.0021 N N N Y Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.12% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2021-02-05 2021-02-05 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 0.0012 25155000.00 25155000.00 0.0180 N N 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 0.0023 1300107.12 1300107.12 0.0009 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.34% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Note Y N/A N/A 2021-02-03 2021-02-05 2021-05-28 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0035 4999883.50 4999883.50 0.0036 N N Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2021-02-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer