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(London), 0.09% 0020P2ZD1 549300A8V0FZJN79NH08 IAG684000 Financial Company Commercial Paper Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0009 3999268.40 3999268.40 0.0030 N N N N Bank of Montreal Bank of Montreal, 0.12% 06366HBE6 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-02-14 2022-02-14 2022-02-14 N N N 0.0012 4997793.00 4997793.00 0.0038 N N N N Bank of Montreal Bank of Montreal, 0.12% 06366HBG1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-02-16 2022-02-16 2022-02-16 N N N 0.0012 7996416.80 7996416.80 0.0060 N N N N BNP Paribas SA BNP Paribas SA, 0.07% 09660EY39 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-11-03 2021-11-03 2021-11-03 N N N 0.0007 10999261.90 10999261.90 0.0083 N N N N BNP Paribas SA BNP Paribas SA, 0.08% 09660EZ20 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-12-02 2021-12-02 2021-12-02 N N N 0.0008 3999433.20 3999433.20 0.0030 N N N N BPCE SA BPCE SA, 0.08% 05571BY31 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2021-11-03 2021-11-03 2021-11-03 N N N 0.0008 6999451.20 6999451.20 0.0053 N N N N BPCE SA BPCE SA, 0.09% 05571BY98 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2021-11-09 2021-11-09 2021-11-09 N N N 0.0009 3999613.20 3999613.20 0.0030 N N N N BPCE SA BPCE SA, 0.09% 05571BYG2 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2021-11-16 2021-11-16 2021-11-16 N N N 0.0009 14998218.00 14998218.00 0.0113 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.12% 12802VZ90 969500P04DQJS4BPM574 HIA142000 Financial Company Commercial Paper Y N/A N/A 2021-12-09 2021-12-09 2021-12-09 N N N 0.0012 22994767.50 22994767.50 0.0173 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.12% 12802VZD1 969500P04DQJS4BPM574 HIB137000 Financial Company Commercial Paper Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0012 8997798.60 8997798.60 0.0068 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.15% 12802WB94 969500P04DQJS4BPM574 IAI008000 Financial Company Commercial Paper Y N/A N/A 2022-02-09 2022-02-09 2022-02-09 N N N 0.0015 13992608.00 13992608.00 0.0105 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.07% 13608AXL5 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2021-10-20 2021-10-20 2021-10-20 N N N 0.0007 13999455.40 13999455.40 0.0105 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.08% 13608AZA7 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2021-12-10 2021-12-10 2021-12-10 N N N 0.0008 6998882.10 6998882.10 0.0053 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.09% 13608AZD1 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0009 6998791.10 6998791.10 0.0053 N N N N DNB Bank ASA DNB Bank ASA, 0.05% 2332K0Y48 549300GKFG0RYRRQ1414 HJH750000 Financial Company Commercial Paper Y N/A N/A 2021-11-04 2021-11-04 2021-11-04 N N N 0.0005 6999645.80 6999645.80 0.0053 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.13% 31428GC35 549300B2Q47IR0CR5B54 IAE761000 Financial Company Commercial Paper Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0013 1998879.20 1998879.20 0.0015 N N N N ING U.S. Funding LLC ING U.S. Funding LLC, 0.10% 4497W0ZA9 IAD807000 Financial Company Commercial Paper Y N/A N/A 2021-12-10 2021-12-10 2021-12-10 N Y ING BANK NV 1.0000 N/A N/A N 0.0010 3999234.80 3999234.80 0.0030 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.00% 5148X0X18 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0000 11999976.72 11999976.72 0.0090 N Y Y N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.10% 5148X0XD2 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper Y N/A N/A 2021-10-13 2021-10-13 2021-10-13 N N N 0.0010 2999889.60 2999889.60 0.0023 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.10% 53943RZ93 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-12-09 2021-12-09 2021-12-09 N N N 0.0010 4699113.58 4699113.58 0.0035 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.10% 53943RZE2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-12-14 2021-12-14 2021-12-14 N N N 0.0010 7998333.60 7998333.60 0.0060 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SA56 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 N N N 0.0011 2999094.60 2999094.60 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YXN9 JBONEPAGQXF4QP29B387 HHE705000 Financial Company Commercial Paper Y N/A N/A 2021-10-22 2021-10-22 2021-10-22 N N N 0.0008 1999907.20 1999907.20 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YYA6 JBONEPAGQXF4QP29B387 IAC292000 Financial Company Commercial Paper Y N/A N/A 2021-11-10 2021-11-10 2021-11-10 N N N 0.0008 5999453.40 5999453.40 0.0045 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YYS7 JBONEPAGQXF4QP29B387 HIH404000 Financial Company Commercial Paper Y N/A N/A 2021-11-26 2021-11-26 2021-11-26 N N N 0.0008 5999239.80 5999239.80 0.0045 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YYV0 JBONEPAGQXF4QP29B387 HIH036000 Financial Company Commercial Paper Y N/A N/A 2021-11-29 2021-11-29 2021-11-29 N N N 0.0008 5999200.20 5999200.20 0.0045 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.10% 60682YZD9 JBONEPAGQXF4QP29B387 IAA683000 Financial Company Commercial Paper Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0010 2999420.40 2999420.40 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.10% 60682YZH0 JBONEPAGQXF4QP29B387 IAA257000 Financial Company Commercial Paper Y N/A N/A 2021-12-17 2021-12-17 2021-12-17 N N N 0.0010 4998938.50 4998938.50 0.0038 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.10% 60682YZM9 JBONEPAGQXF4QP29B387 IAC730000 Financial Company Commercial Paper Y N/A N/A 2021-12-21 2021-12-21 2021-12-21 N N N 0.0010 2999303.10 2999303.10 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.13% 60683CAC5 JBONEPAGQXF4QP29B387 IAJ093000 Financial Company Commercial Paper Y N/A N/A 2022-01-12 2022-01-12 2022-01-12 N N N 0.0013 4998209.00 4998209.00 0.0038 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.11% 60689PXR2 RB0PEZSDGCO3JS6CEU02 HIF524000 Financial Company Commercial Paper Y N/A N/A 2021-10-25 2021-10-25 2021-10-25 N N N 0.0011 3999702.80 3999702.80 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.11% 60689PXS0 RB0PEZSDGCO3JS6CEU02 HIG035000 Financial Company Commercial Paper Y N/A N/A 2021-10-26 2021-10-26 2021-10-26 N N N 0.0011 1999845.40 1999845.40 0.0015 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.11% 60689PY42 RB0PEZSDGCO3JS6CEU02 HIF512000 Financial Company Commercial Paper Y N/A N/A 2021-11-04 2021-11-04 2021-11-04 N N N 0.0011 2999679.30 2999679.30 0.0023 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.13% 60689PZD1 RB0PEZSDGCO3JS6CEU02 IAE418000 Financial Company Commercial Paper Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0013 4998674.00 4998674.00 0.0038 N N N N National Bank of Canada National Bank of Canada, 0.07% 63307LX48 BSGEFEIOM18Y80CKCV46 HEB867000 Financial Company Commercial Paper Y N/A N/A 2021-10-04 2021-10-04 2021-10-04 N N N 0.0007 9999922.00 9999922.00 0.0075 N N Y N National Bank of Canada National Bank of Canada, 0.12% 63307MAJ8 BSGEFEIOM18Y80CKCV46 HIF578000 Financial Company Commercial Paper Y N/A N/A 2022-01-18 2022-01-18 2022-01-18 N N N 0.0012 10996067.50 10996067.50 0.0083 N N N N National Bank of Canada National Bank of Canada, 0.12% 63307MAR0 BSGEFEIOM18Y80CKCV46 HIF649000 Financial Company Commercial Paper Y N/A N/A 2022-01-25 2022-01-25 2022-01-25 N N N 0.0012 10995746.30 10995746.30 0.0083 N N N N National Bank of Canada National Bank of Canada, 0.13% 63307MB40 BSGEFEIOM18Y80CKCV46 IAE510000 Financial Company Commercial Paper Y N/A N/A 2022-02-04 2022-02-04 2022-02-04 N N N 0.0013 5997354.00 5997354.00 0.0045 N N N N National Bank of Canada National Bank of Canada, 0.13% 63307MB81 BSGEFEIOM18Y80CKCV46 HJI254000 Financial Company Commercial Paper Y N/A N/A 2022-02-08 2022-02-08 2022-02-08 N N N 0.0013 7996303.20 7996303.20 0.0060 N N N N NatWest Markets PLC NatWest Markets PLC, 0.15% 63906FA41 RR3QWICWWIPCS8A4S074 0000729153 Financial Company Commercial Paper Y N/A N/A 2022-01-04 2022-01-04 2022-01-04 N N N 0.0015 3368705.92 3368705.92 0.0025 N N N N Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.07% 21687AX16 DG3RU1DBUFHT4ZF9WN62 0001098062 Financial Company Commercial Paper Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0007 35999931.60 35999931.60 0.0270 N Y Y N Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.08% 21687AZF3 DG3RU1DBUFHT4ZF9WN62 0001098062 Financial Company Commercial Paper Y N/A N/A 2021-12-15 2021-12-15 2021-12-15 N N N 0.0008 26995725.90 26995725.90 0.0203 N N N N Royal Bank of Canada Royal Bank of Canada, 0.11% 78009BAQ5 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-01-24 2022-01-24 2022-01-24 N N N 0.0011 17993678.40 17993678.40 0.0135 N N N N Royal Bank of Canada Royal Bank of Canada, 0.12% 78009BBF8 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0012 4997776.50 4997776.50 0.0038 N N N N Royal Bank of Canada Royal Bank of Canada, 0.12% 78009BBG6 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-02-16 2022-02-16 2022-02-16 N N N 0.0012 4997760.50 4997760.50 0.0038 N N N N Royal Bank of Canada Royal Bank of Canada, 0.12% 78009BBH4 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-02-17 2022-02-17 2022-02-17 N N N 0.0012 4997725.00 4997725.00 0.0038 N N N N Royal Bank of Canada Royal Bank of Canada, 0.12% 78009BBJ0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-02-18 2022-02-18 2022-02-18 N N N 0.0012 4997709.00 4997709.00 0.0038 N N N N Royal Bank of Canada Royal Bank of Canada, 0.14% 78015DD80 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-04-08 2022-04-08 2022-04-08 N N N 0.0014 16988067.70 16988067.70 0.0128 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.08% 83050TYF2 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y N/A N/A 2021-11-15 2021-11-15 2021-11-15 N N N 0.0008 5999425.20 5999425.20 0.0045 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.07% 86562KX66 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2021-10-06 2021-10-06 2021-10-06 N N N 0.0007 2999964.90 2999964.90 0.0023 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.07% 86564YX56 5493006GGLR4BTEL8O61 HHE216000 Financial Company Commercial Paper Y N/A N/A 2021-10-05 2021-10-05 2021-10-05 N N N 0.0007 7999922.40 7999922.40 0.0060 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.07% 86564YX80 5493006GGLR4BTEL8O61 HHE704000 Financial Company Commercial Paper Y N/A N/A 2021-10-08 2021-10-08 2021-10-08 N N N 0.0007 5999906.40 5999906.40 0.0045 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.07% 86564YXE7 5493006GGLR4BTEL8O61 HHH758000 Financial Company Commercial Paper Y N/A N/A 2021-10-14 2021-10-14 2021-10-14 N N N 0.0007 4999858.00 4999858.00 0.0038 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.08% 86564YXT4 5493006GGLR4BTEL8O61 HIC189000 Financial Company Commercial Paper Y N/A N/A 2021-10-27 2021-10-27 2021-10-27 N N N 0.0008 2999822.40 2999822.40 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.08% 86564YY14 5493006GGLR4BTEL8O61 HIF041000 Financial Company Commercial Paper Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0008 999928.90 999928.90 0.0008 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.08% 86564YY97 5493006GGLR4BTEL8O61 HII534000 Financial Company Commercial Paper Y N/A N/A 2021-11-09 2021-11-09 2021-11-09 N N N 0.0008 13998755.40 13998755.40 0.0105 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 86564YZF2 5493006GGLR4BTEL8O61 IAF368000 Financial Company Commercial Paper Y N/A N/A 2021-12-15 2021-12-15 2021-12-15 N N N 0.0009 5998847.40 5998847.40 0.0045 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564XA61 5493006GGLR4BTEL8O61 IBE592000 Financial Company Commercial Paper Y N/A N/A 2022-01-06 2022-01-06 2022-01-06 N N N 0.0011 2999118.00 2999118.00 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 86564XAB0 5493006GGLR4BTEL8O61 IBF950000 Financial Company Commercial Paper Y N/A N/A 2022-01-11 2022-01-11 2022-01-11 N N N 0.0012 7997413.60 7997413.60 0.0060 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 86564XAD6 5493006GGLR4BTEL8O61 IBG900000 Financial Company Commercial Paper Y N/A N/A 2022-01-13 2022-01-13 2022-01-13 N N N 0.0012 1999329.20 1999329.20 0.0015 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 86564XAD6 5493006GGLR4BTEL8O61 IBG497000 Financial Company Commercial Paper Y N/A N/A 2022-01-13 2022-01-13 2022-01-13 N N N 0.0012 2998993.80 2998993.80 0.0023 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.08% 86960JYA7 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-11-10 2021-11-10 2021-11-10 N N N 0.0008 4999578.50 4999578.50 0.0038 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.13% 86960KCE0 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-03-14 2022-03-14 2022-03-14 N N N 0.0013 13991979.40 13991979.40 0.0105 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.10% 89119BBJ4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-02-18 2022-02-18 2022-02-18 N N N 0.0010 3998433.20 3998433.20 0.0030 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.11% 89119BC79 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-03-07 2022-03-07 2022-03-07 N N N 0.0011 14992561.50 14992561.50 0.0113 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.16% 89119BD45 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0016 14988297.00 14988297.00 0.0113 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.16% 89119BDB9 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-04-11 2022-04-11 2022-04-11 N N N 0.0016 7993524.00 7993524.00 0.0060 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.12% 89233HC28 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 N N N 0.0012 1998980.00 1998980.00 0.0015 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.10% 04821TY90 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-11-09 2021-11-09 2021-11-09 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0010 8999000.10 8999000.10 0.0068 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.11% 04821TYP4 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-11-23 2021-11-23 2021-11-23 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0011 6998887.00 6998887.00 0.0053 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.11% 04821TZ16 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0011 7998470.40 7998470.40 0.0060 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.12% 04821TZA6 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-12-10 2021-12-10 2021-12-10 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0012 18995728.80 18995728.80 0.0143 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.12% 04821TZV0 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2021-12-29 2021-12-29 2021-12-29 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0012 9997000.00 9997000.00 0.0075 N N N N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.08% 0527M0X10 IAE428000 Asset Backed Commercial Paper Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0008 3999991.20 3999991.20 0.0030 N Y Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.09% 0527M0XF9 IBA758000 Asset Backed Commercial Paper Y N/A N/A 2021-10-15 2021-10-15 2021-10-15 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0009 9999625.00 9999625.00 0.0075 N N N N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.09% 0527M0XL6 IBC632000 Asset Backed Commercial Paper Y N/A N/A 2021-10-20 2021-10-20 2021-10-20 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0009 11999379.60 11999379.60 0.0090 N N N N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.10% 0527M0Y19 IAE711000 Asset Backed Commercial Paper Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0010 3999644.40 3999644.40 0.0030 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.12% 38346LZ66 549300Z2ZR7VTUMRPR17 IAI018000 Asset Backed Commercial Paper Y N/A N/A 2021-12-06 2021-12-06 2021-12-06 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0012 9997767.00 9997767.00 0.0075 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.12% 38346MA38 549300Z2ZR7VTUMRPR17 IBG958000 Asset Backed Commercial Paper Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0012 13995493.40 13995493.40 0.0105 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 0.10% 53127TY49 549300F33VRHM10B9391 HJG265000 Asset Backed Commercial Paper Y N/A N/A 2021-11-04 2021-11-04 2021-11-04 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0010 7999222.40 7999222.40 0.0060 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.09% 82124LYK2 549300MYF6MOTU9T3G29 HJJ289000 Asset Backed Commercial Paper Y N/A N/A 2021-11-19 2021-11-19 2021-11-19 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0009 4999384.50 4999384.50 0.0038 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.11% 82124LYJ5 549300MYF6MOTU9T3G29 IAB373000 Asset Backed Commercial Paper Y N/A N/A 2021-11-18 2021-11-18 2021-11-18 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0011 3999439.20 3999439.20 0.0030 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.11% 82124LYK2 549300MYF6MOTU9T3G29 HJJ251000 Asset Backed Commercial Paper Y N/A N/A 2021-11-19 2021-11-19 2021-11-19 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0011 4999284.50 4999284.50 0.0038 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.11% 82124LYN6 549300MYF6MOTU9T3G29 IAB471000 Asset Backed Commercial Paper Y N/A N/A 2021-11-22 2021-11-22 2021-11-22 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0011 999845.40 999845.40 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.11% 82124LYN6 549300MYF6MOTU9T3G29 IAB869000 Asset Backed Commercial Paper Y N/A N/A 2021-11-22 2021-11-22 2021-11-22 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0011 999845.40 999845.40 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.11% 82124LYP1 549300MYF6MOTU9T3G29 IAC738000 Asset Backed Commercial Paper Y N/A N/A 2021-11-23 2021-11-23 2021-11-23 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0011 9998410.00 9998410.00 0.0075 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.11% 82124LYP1 549300MYF6MOTU9T3G29 IAC334000 Asset Backed Commercial Paper Y N/A N/A 2021-11-23 2021-11-23 2021-11-23 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0011 1999682.00 1999682.00 0.0015 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.11% 82124LZ13 549300MYF6MOTU9T3G29 IAE733000 Asset Backed Commercial Paper Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0011 999808.80 999808.80 0.0008 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 0.15% 89355PXS2 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2021-10-26 2021-10-26 2021-10-26 N N N 0.0015 7999156.80 7999156.80 0.0060 N N N N Abn Amro Bank NV(TD) Abn Amro Bank NV(TD), 0.08% BFXS5XCH7N0Y05NIXW11 IBH380000 Non-Negotiable Time Deposit Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0008 12000000.00 12000000.00 0.0090 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.14% G5GSEF7VJP5I7OUK5573 IBH349000 Non-Negotiable Time Deposit Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0014 66000000.00 66000000.00 0.0496 N Y Y N Bayerische Lbk Ungtd Nybrh(TD) Bayerische Lbk Ungtd Nybrh(TD), 0.07% IBH403000 Non-Negotiable Time Deposit Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0007 31000000.00 31000000.00 0.0233 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.07% 1VUV7VQFKUOQSJ21A208 IBH485000 Non-Negotiable Time Deposit Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0007 8000000.00 8000000.00 0.0060 N Y Y N Credit Agricole CIB Paris Branch Credit Agricole CIB Paris Branch, 0.11% IBG934000 Non-Negotiable Time Deposit Y N/A N/A 2021-10-06 2021-10-06 2021-10-06 N N N 0.0013 7999973.60 7999973.60 0.0060 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.12% DIZES5CFO5K3I5R58746 IBF894000 Non-Negotiable Time Deposit Y N/A N/A 2021-10-04 2021-10-04 2021-10-04 N N N 0.0014 3999991.20 3999991.20 0.0030 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.12% DIZES5CFO5K3I5R58746 IBG439000 Non-Negotiable Time Deposit Y N/A N/A 2021-10-05 2021-10-05 2021-10-05 N N N 0.0014 3999988.80 3999988.80 0.0030 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.12% DIZES5CFO5K3I5R58746 IBG866000 Non-Negotiable Time Deposit Y N/A N/A 2021-10-06 2021-10-06 2021-10-06 N N N 0.0014 3999986.80 3999986.80 0.0030 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.12% DIZES5CFO5K3I5R58746 IBH353000 Non-Negotiable Time Deposit Y N/A N/A 2021-10-07 2021-10-07 2021-10-07 N N N 0.0012 4000000.00 4000000.00 0.0030 N N Y N Mizuho Bank Ltd. Mizuho Bank Ltd., 0.07% RB0PEZSDGCO3JS6CEU02 IBH359000 Non-Negotiable Time Deposit Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0007 15000000.00 15000000.00 0.0113 N Y Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 0.08% RB0PEZSDGCO3JS6CEU02 IBG960000 Non-Negotiable Time Deposit Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0010 17999989.20 17999989.20 0.0135 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.07% ES7IP3U3RHIGC71XBU11 IBH460000 Non-Negotiable Time Deposit Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0007 11000000.00 11000000.00 0.0083 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.21% RUC0QBLBRPRCU4W1NE59 IBH441000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COMCAST CORP NEW SR GLBL NT 25 51M0QTTNCGUN7KFCFZ59 2025-02-15 2025-02-15 3.375 - 3.375 2000.00 2161.78 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT 29 AR5L2ODV9HN37376R084 2029-06-01 2029-06-01 2.95 - 2.95 778000.00 848464.54 Corporate Debt Securities SYNNEX CORP CR SEN SR GLBL28 5493004HI6PFLF46NS53 2028-08-09 2028-08-09 2.375 - 2.375 138000.00 136880.07 Corporate Debt Securities SAFEHOLD OPER PARTNERSHIP LP SR GLBL NT2.8%31 54930012UY5Z4Q8NL108 2031-06-15 2031-06-15 2.8 - 2.8 2142000.00 2163896.00 Corporate Debt Securities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0021 3000000.00 3000000.00 0.0023 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.27% RUC0QBLBRPRCU4W1NE59 IBH442000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BLACKSTONE HLDGS FIN L L C SR GLBL 144A 51 549300D2L6J4NC1QVZ22 2051-08-05 2051-08-05 2.85 - 2.85 3194000.00 3069383.43 Corporate Debt Securities DRAX FINCO PLC SR SEC GLBL 25 5493000MW6H7G7JFNQ88 2025-11-01 2025-11-01 6.625 - 6.625 200000.00 212234.03 Corporate Debt Securities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0027 3000000.00 3000000.00 0.0023 N Y Y N BMO Chicago Branch BMO Chicago Branch, 0.27% 3Y4U8VZURTYWI1W2K376 IBH444000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-05-20 2060-07-15 3.38 - 6.213 4847078.00 1023811.12 Agency Collateralized Mortgage Obligation TMX FIN LLC/TITLEMAX FIN CORP SR SEC 144A NT23 54930043TEPI4UKGHU90 2023-04-01 2023-04-01 11.125 - 11.125 2000.00 2145.63 Corporate Debt Securities CITIGROUP INC SR GLBL NT 31 6SHGI4ZSSLCXXQSBB395 2031-03-31 2031-03-31 4.412 - 4.412 1000.00 1154.34 Corporate Debt Securities US FOODS INC SR SEC GLBL 25 5493000JOOFAOUY1JZ87 2025-04-15 2025-04-15 6.25 - 6.25 2000.00 2160.39 Corporate Debt Securities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0027 1000000.00 1000000.00 0.0008 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.37% 7VHWWWW4UJS7NUM3PT30 IBH445000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPARTAN ACQUISITION CORP III COM CL A 2500-12-31 2500-12-31 N/A 1.00 9.89 Equities FREEDOM ACQUISITION I CORP SHS CL A 2500-12-31 2500-12-31 N/A 2.00 19.50 Equities SHELTER ACQUISITION CORP I UNIT EX 022526 2500-12-31 2500-12-31 N/A 504999.00 5019690.06 Equities DANAHER CORPORATION 4.75 MND CV PFD S4BKK9OTCEWQ3YHPFM11 2022-04-15 2022-04-15 4.75 - 4.75 287.00 590115.05 Equities APOLLO STRATEGIC GRWT CPTL II SHS CL A 2500-12-31 2500-12-31 N/A 3.00 29.34 Equities TRADEUP ACQUISITION CORP UNIT EX 101527 2500-12-31 2500-12-31 N/A 55123.00 557844.76 Equities NEXTERA ENERGY INC UNIT 09/01/23 2023-09-01 2500-12-31 0 - 6.219 27657.00 1613778.79 Equities TLG ACQUISITION ONE CORP COM CL A 2500-12-31 2500-12-31 N/A 153.00 1485.63 Equities DILA CAPITAL ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 37743.00 387243.18 Equities NORTHERN GENESIS ACQU CORP III COM 2500-12-31 2500-12-31 N/A 9.00 87.48 Equities ORGENESIS INC COM NEW 549300DCE2FRWERKD784 2500-12-31 2500-12-31 N/A 2.00 9.52 Equities NOVA VISION ACQUISITION CORP UNIT EX 072026 2500-12-31 2500-12-31 N/A 250637.00 2564016.51 Equities POWERED BRANDS UNIT EX 2500-12-31 2500-12-31 N/A 10998.00 107890.38 Equities PONO CAPITAL CORP UNIT EX 093028 2500-12-31 2500-12-31 N/A 32143.00 328180.03 Equities OSIRIS ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 211.00 2099.45 Equities JAWS HURRICANE ACQUISITN CORP UNIT EX 060826 2500-12-31 2500-12-31 N/A 60202.00 601417.98 Equities VALOR LATITUDE ACQUISITN CORP UNIT EX 040226 2500-12-31 2500-12-31 N/A 1540.00 15169.00 Equities THE MUSIC ACQUISITION CORP UNIT EXP 020528 2500-12-31 2500-12-31 N/A 63.00 639.45 Equities TAILWIND INTERNATNAL ACQ CORP UNIT 2500-12-31 2500-12-31 N/A 2.00 19.94 Equities INSU ACQUISITION CORP III UNIT EX 123126 2500-12-31 2500-12-31 N/A 72.00 713.52 Equities WARBURG PINCUS CAPTAL CORP I A SHS CL A 2500-12-31 2500-12-31 N/A 9071.00 88986.51 Equities SCIENCE STRATEGIC ACQ ALPHA UNIT EX 012026 2500-12-31 2500-12-31 N/A 69.00 677.58 Equities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0037 11000000.00 11000000.00 0.0083 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.53% 7VHWWWW4UJS7NUM3PT30 IAF354000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GORES METROPOULOS II INC CL A 2500-12-31 2500-12-31 N/A 6.00 59.28 Equities RESEARCH ALLIANCE CORP II COM CL A 2500-12-31 2500-12-31 N/A 1.00 9.55 Equities JATT ACQUISITION CORP UNIT 549300LQXD6M2MIQFN24 2500-12-31 2500-12-31 N/A 139.00 1396.95 Equities ESM ACQUISITION CORPORATION SHS CL A 2500-12-31 2500-12-31 N/A 30.00 291.90 Equities JAWS HURRICANE ACQUISITN CORP CLASS A COM 2500-12-31 2500-12-31 N/A 362.00 3500.54 Equities WINVEST ACQUISITION CORP UNIT EX 080926 2500-12-31 2500-12-31 N/A 662559.00 6744850.62 Equities SCION TECH GROWTH II UNIT 2500-12-31 2500-12-31 N/A 9007.00 89619.65 Equities WORLD QUANTUM GROWTH ACQUISIT UNIT 2500-12-31 2500-12-31 N/A 5279.00 53053.95 Equities INTERPRIVATE IV INFRATECH PRTN CLASS A COM 2500-12-31 2500-12-31 N/A 1.00 9.69 Equities AMERICAN ACQUISITION OPPT INC CLASS A COM 2500-12-31 2500-12-31 N/A 1.00 9.88 Equities FINTECH EVOLUTION ACQUIS GROUP UNIT 2500-12-31 2500-12-31 N/A 387.00 3839.04 Equities LIBERTY MEDIA CORP DEL SR COCO 23 549300ZKUTPIBZLWLL89 2023-10-15 2023-10-15 1.375 - 1.375 1207000.00 1663900.29 Equities AFRICAN GOLD ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 4917.00 49612.53 Equities ION ACQUISITION CORP 2 LTD UNIT 2500-12-31 2500-12-31 N/A 2967.00 29640.33 Equities ANZU SPECIAL ACQUISITIN CORP I COM CL A 2500-12-31 2500-12-31 N/A 1.00 9.70 Equities RICE ACQUISITION CORP II UNIT 2500-12-31 2500-12-31 N/A 83.00 853.66 Equities ALPHA CAPITAL ACQUISITION CO CL A ORD SHS 2500-12-31 2500-12-31 N/A 265.00 2575.80 Equities CROWN PROPTECH ACQUISITIONS SHS CL A 2500-12-31 2500-12-31 N/A 60.00 583.80 Equities Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 32 N N/A N/A N N 0.0053 8000000.00 8000000.00 0.0060 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.73% 549300HN4UKV1E2R3U73 IBF942000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GSK FINANCE NO.3 PLC SR EXCH 144A 23 2023-06-22 2023-06-22 N/A 4259000.00 4201162.78 Equities Y N/A N/A 2022-01-03 2022-01-03 2022-01-31 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 4000000.00 4000000.00 0.0030 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.78% 549300HN4UKV1E2R3U73 HIE061000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GRUPO TELEVISA S A B SR NT 5%45 549300O4AF0C816ILN62 2045-05-13 2045-05-13 5 - 5 2444000.00 2969992.25 Corporate Debt Securities RAPID7 INC SR GLBL COCO 25 549300GNVG5D60KEYN14 2025-05-01 2025-05-01 2.25 - 2.25 653000.00 1272496.20 Equities Y N/A N/A 2022-01-03 2022-01-03 2022-01-18 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 4000000.00 4000000.00 0.0030 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.53% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2023-12-31 0.125 - 2.625 1946100.00 2040001.68 U.S. Treasuries (including strips) RAYTHEON TECHNOLOGIES CORP NT 7%28 I07WOS4YJ0N7YRFE7309 2028-11-01 2028-11-01 7 - 7 3000.00 3996.22 Corporate Debt Securities Y N/A N/A 2021-10-19 2021-10-19 2021-10-19 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0053 2000000.00 2000000.00 0.0015 N N N Y Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.50% 1V8Y6QCX6YMJ2OELII46 0000318336 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PREFERRED TERM SEC XXII 2006-2 B-1 20360922 FLT 2036-09-22 2036-09-22 0.746 - 0.746 1418000.00 1050828.53 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2021-12-06 2021-12-06 2022-02-16 Y CREDIT SUISSE AG 1.0000 67 N N/A N/A Y CREDIT SUISSE AG 1.0000 N/A N/A N 0.0050 1000000.00 1000000.00 0.0008 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 MSD ACQUISITION CORP UNIT EX 032526 2500-12-31 2500-12-31 N/A 139997.00 1399970.00 Equities PRIME IMPACT ACQUISITION I UNIT EX 100130 2500-12-31 2500-12-31 N/A 377941.00 3703821.80 Equities WESTERN DIGITAL CORP. SR GLBL COCO 24 549300QQXOOYEF89IC56 2024-02-01 2024-02-01 1.5 - 1.5 3399000.00 3439646.38 Equities Y N/A N/A 2021-11-04 2021-11-04 2021-11-12 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0042 8000000.00 8000000.00 0.0060 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 LEVERE HOLDINGS CORP UNIT EXP 030926 2500-12-31 2500-12-31 N/A 534206.00 5310007.64 Equities PONTEM CORPORATION UNIT 2500-12-31 2500-12-31 N/A 443341.00 4411242.95 Equities Y N/A N/A 2021-11-04 2021-11-04 2021-11-19 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0042 9000000.00 9000000.00 0.0068 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 GENIUS SPORTS LIMITED WT EXP 043026 2026-04-30 2026-04-30 N/A 27950.00 164905.00 Equities ARROWROOT ACQUISITION CORP CL A COM 2500-12-31 2500-12-31 N/A 827070.00 7997766.90 Equities ADVENT TECHNOLOGIES HOLDNG INC WT EXP 020326 2026-02-03 2026-02-03 N/A 319362.00 479043.00 Equities Y N/A N/A 2021-11-04 2021-11-04 2021-11-12 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0042 8000000.00 8000000.00 0.0060 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.30% K5HU16E3LMSVCCJJJ255 IBH449000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INNOVIZ TECHNOLOGIES LTD SHS 2500-12-31 2500-12-31 N/A 1.00 5.75 Equities MALLARD ACQUISITION CORP COM 2500-12-31 2500-12-31 N/A 106592.00 1063788.16 Equities SPDR S&P 500 ETF TR TR UNIT 549300NZAMSJ8FXPQQ63 2500-12-31 2500-12-31 N/A 7495.00 3256202.75 Equities COMPUTE HEALTH ACQUISITIN CORP COM CL A 2500-12-31 2500-12-31 N/A 2.00 19.58 Equities YELLOWSTONE ACQUISITION CO COM CL A 2500-12-31 2500-12-31 N/A 1.00 10.14 Equities DUNE ACQUISITION CORP COM CL A 655600QONKNA2CELCP60 2500-12-31 2500-12-31 N/A 1.00 9.84 Equities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0030 4000000.00 4000000.00 0.0030 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. 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Mitsubishi UFJ Securities (U.S.A.), Inc., 0.33% K5HU16E3LMSVCCJJJ255 IBH453000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DIGITAL TRANSFORMATN OPT CORP CLASS A COM 549300EPISPY3RE3DL21 2049-01-01 2049-01-01 N/A 1.00 0.10 Equities ATHLON ACQUISITION CORP COM CL A 549300DD1GOILOBIY455 2500-12-31 2500-12-31 N/A 8.00 78.00 Equities PINE TECHNOLOGY ACQUISITN CORP CLASS A COM 2500-12-31 2500-12-31 N/A 94442.00 911365.30 Equities SPDR S&P 500 ETF TR TR UNIT 549300NZAMSJ8FXPQQ63 2500-12-31 2500-12-31 N/A 388.00 168566.60 Equities Y N/A N/A 2021-10-07 2021-10-07 2021-10-07 N N N 0.0033 1000000.00 1000000.00 0.0008 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.59% K5HU16E3LMSVCCJJJ255 IBH448000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LIBERTY MEDIA CORP DEL SR AMZ EXC DB 31 549300SZUIU7Z32Q0664 2031-01-15 2031-01-15 3.5 - 3.5 862000.00 1079397.84 Equities ATHLON ACQUISITION CORP COM CL A 549300DD1GOILOBIY455 2500-12-31 2500-12-31 N/A 1.00 9.75 Equities ZANITE ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 61.00 617.32 Equities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0059 1000000.00 1000000.00 0.0008 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.34% 7TK5RJIZDFROZCA6XF66 IBH447000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MICROCHIP TECHNOLOGY INC. COM 5493007PTFULNYZJ1R12 2500-12-31 2500-12-31 N/A 18838.00 2883532.66 Equities VISTEON CORP COM NEW 549300MOVLYHRW4GGW78 2500-12-31 2500-12-31 N/A 14900.00 1436509.00 Equities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0034 4000000.00 4000000.00 0.0030 N Y Y N Morgan Stanley & Co., Inc. 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SR NT 7.69%25 L3CJ6J7LJ2DX62FTXD46 2025-06-15 2025-06-15 7.69 - 7.69 1000.00 1226.18 Corporate Debt Securities PREMIER ENTMT SUB LLC / PREMIE SR GLBL 144A 31 2031-09-01 2031-09-01 5.875 - 5.875 170000.00 172384.72 Corporate Debt Securities FIRST STUDENT BIDCO INC / FIRS SR SEC 144A NT29 2029-07-31 2029-07-31 4 - 4 17000.00 16838.44 Corporate Debt Securities GTE CALIF INC SR DEB 6.75%27 2027-05-15 2027-05-15 6.75 - 6.75 4000.00 4371.25 Corporate Debt Securities FORD MTR CO DEL SR GLBL DB7.7%97 20S05OYHG0MQM4VUIC57 2097-05-15 2097-05-15 7.7 - 7.7 5000.00 6689.38 Corporate Debt Securities FREEDOM MORTGAGE CORPORATION SR 144A NT 26 549300LYRWPSYPK6S325 2026-05-01 2026-05-01 7.625 - 7.625 2000.00 2098.12 Corporate Debt Securities CARVANA CO SR GLBL 144A 29 5493003WEAK2PJ5WS063 2029-09-01 2029-09-01 4.875 - 4.875 585000.00 584144.92 Corporate Debt Securities DELUXE CORP MEDIUM TERM NTS SR GLBL 144A 29 KWGNKB8TX9LE5TV29231 2029-06-01 2029-06-01 8 - 8 319000.00 342588.28 Corporate Debt Securities UNIVISION COMMUNICATIONS INC SR SEC 144A NT29 549300YQDE2JSGTL8V47 2029-05-01 2029-05-01 4.5 - 4.5 18000.00 18650.25 Corporate Debt Securities LAREDO PETROLEUM INC SR GLBL 144A 29 549300X0PTWU2QSLSL14 2029-07-31 2029-07-31 7.75 - 7.75 145000.00 148277.08 Corporate Debt Securities AKBANK TURK ANONIM SIRKETI SR REGS NT 5%22 789000TUMN63Z28TJ497 2022-10-24 2022-10-24 5 - 5 150000.00 156547.00 Corporate Debt Securities MSCI INC SR GLBL 144A 33 549300HTIN2PD78UB763 2033-08-15 2033-08-15 3.25 - 3.25 22000.00 22415.40 Corporate Debt Securities MILLICOM INTL CELLULAR S A 6.25%29 222100SZ6J5ZF05ZTR58 2029-03-25 2029-03-25 6.25 - 6.25 736000.00 725903.00 Corporate Debt Securities WOLVERINE ESCROW LLC SR SEC GLBL 24 2024-11-15 2026-11-15 8.5 - 9 467000.00 445412.50 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC GLBL NT51 2051-04-01 2051-04-01 3.7 - 3.7 7000.00 6937.47 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR GLBL 144A 29 2029-02-15 2029-02-15 6.5 - 6.5 2000.00 2083.75 Corporate Debt Securities APOLLO COML REAL ESTATE FIN SR SEC GLBL 29 549300E0AN7M2AQHSY29 2029-06-15 2029-06-15 4.625 - 4.625 2000.00 1953.38 Corporate Debt Securities FOXTROT ESCROW ISSUER LLC / FO SR SEC GLBL 26 549300VLKCUZW3MSVS50 2026-11-15 2026-11-15 12.25 - 12.25 1000.00 1180.94 Corporate Debt Securities CARNIVAL CORP SR SEC GLBL 23 F1OF2ZSX47CR0BCWA982 2023-04-01 2023-04-01 11.5 - 11.5 49000.00 57514.27 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 2026-02-01 10.25 - 10.25 2000.00 2336.10 Corporate Debt Securities CITGO HOLDING INC SR SEC GLBL 24 549300NYHOALWZ2BSL72 2024-08-01 2024-08-01 9.25 - 9.25 3000.00 3052.98 Corporate Debt Securities PERU LNG S.R.L. SR GLBL REGS 30 254900F70J1LOALV5K70 2030-03-22 2030-03-22 5.375 - 5.375 1124000.00 910343.84 Corporate Debt Securities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0021 5000000.00 5000000.00 0.0038 N Y Y N Societe Generale Societe Generale, 0.24% O2RNE8IBXP4R0TD8PU41 IBG518000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N KRONOS ACQUISITION HLDGS INC SR SEC GLBL 26 2026-12-31 2026-12-31 5 - 5 367000.00 370670.00 Corporate Debt Securities CABLEVISION SYS CORP SR NT 5.875%22 3HG2WD2W22M120IUNG49 2022-09-15 2022-09-15 5.875 - 5.875 13000.00 13519.32 Corporate Debt Securities CGG SR 144A NT 27 969500FCVQ5SLAAUJV59 2027-04-01 2027-04-01 8.75 - 8.75 758000.00 794768.26 Corporate Debt Securities WOLVERINE ESCROW LLC SR SEC GLBL 26 2024-11-15 2026-11-15 8.5 - 9 5000.00 4785.62 Corporate Debt Securities TRINIDAD PETE HLDGS LTD SR SEC GLBL 26 5493004LGJQF7TV6GH26 2026-06-15 2026-06-15 9.75 - 9.75 24000.00 26713.50 Corporate Debt Securities FRESH MKT INC 1PRI SR 144A 23 529900QM5ZSBEBR6CS58 2023-05-01 2023-05-01 9.75 - 9.75 3000.00 3207.31 Corporate Debt Securities SPRINT NEXTEL CORP SR NT 11.5%21 549300JKU50UT08ZWD77 2021-11-15 2021-11-15 11.5 - 11.5 2000.00 2107.65 Corporate Debt Securities BANCO MERCANTILE DEL NORTE SA ALT TIER I PERP 549300QTVYRPFHS0J362 2500-12-31 2500-12-31 8.375 - 8.375 209000.00 251778.24 Corporate Debt Securities W & T OFFSHORE INC SR SEC GLBL 23 549300Q7EOY2YIO3YK85 2023-11-01 2023-11-01 9.75 - 9.75 435000.00 428629.06 Corporate Debt Securities UNIVISION COMMUNICATIONS INC SR SEC 144A NT29 549300YQDE2JSGTL8V47 2029-05-01 2029-05-01 4.5 - 4.5 2000.00 2072.25 Corporate Debt Securities TWILIO INC SR GLBL NT 31 5493004W8TRGD63APX93 2031-03-15 2031-03-15 3.875 - 3.875 7000.00 7256.30 Corporate Debt Securities VODAFONE GROUP PLC SUB GLBL NT 81 213800TB53ELEUKM7Q61 2081-06-04 2081-06-04 5.125 - 5.125 2000.00 2095.53 Corporate Debt Securities NAVIENT CORPORATION FR 6.125%032524 54930067J0ZNOEBRW338 2022-06-15 2024-03-25 6.125 - 6.5 235000.00 248790.28 Corporate Debt Securities MAV ACQUISITION CORP SR 144A NT 8%29 2029-08-01 2029-08-01 8 - 8 330000.00 319550.00 Corporate Debt Securities FREEDOM MORTGAGE CORPORATION SR 144A NT 24 549300LYRWPSYPK6S325 2024-11-15 2024-11-15 8.125 - 8.125 50000.00 52210.94 Corporate Debt Securities VIKING CRUISES LTD SR SEC GLBL 25 549300IJP90T4MV2GL84 2025-05-15 2025-05-15 13 - 13 5000.00 6000.00 Corporate Debt Securities FORD MTR CO DEL SR GLBL DB7.7%97 20S05OYHG0MQM4VUIC57 2097-05-15 2097-05-15 7.7 - 7.7 395000.00 528460.62 Corporate Debt Securities GTE CALIF INC SR DEB 6.75%27 2027-05-15 2027-05-15 6.75 - 6.75 2000.00 2185.62 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 2026-02-01 10.25 - 10.25 7000.00 8176.34 Corporate Debt Securities ICAHN ENTERPRISES LP/CORP SR GLBL NT 27 2027-05-15 2027-05-15 5.25 - 5.25 2000.00 2114.38 Corporate Debt Securities HCA INC. 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6.375 7175.00 7626.65 Corporate Debt Securities BRAND ENERGY & INFRASTRUCTURE SR 144A NT8.5%25 549300B658W2BPDQMW42 2025-07-15 2025-07-15 8.5 - 8.5 1000.00 1020.21 Corporate Debt Securities ADVANTAGE SOLUTIONS FINCO LLC SR SEC GLBL 28 549300T4O24KQDED1182 2028-11-15 2028-11-15 6.5 - 6.5 2000.00 2123.75 Corporate Debt Securities XP INC SR GLBL 144A 26 5493008KDA8NBZRJST80 2026-07-01 2026-07-01 3.25 - 3.25 874000.00 857424.35 Corporate Debt Securities SHRIRAM TRANS FIN CO LTD FR 5.1%071623 335800TM2YO24B76XL26 2023-07-16 2023-07-16 5.1 - 5.1 227000.00 232784.72 Corporate Debt Securities METIS MERGER SUB LLC SR 144A NT6.5%29 2029-05-15 2029-05-15 6.5 - 6.5 929000.00 932586.97 Corporate Debt Securities WYNN LAS VEGAS LLC / WYNN SR 144A NT5.5%25 2025-03-01 2025-03-01 5.5 - 5.5 2000.00 2056.30 Corporate Debt Securities MIDAS OPCO HLDGS LLC SR GLBL 144A 29 2029-08-15 2029-08-15 5.625 - 5.625 5000.00 5312.50 Corporate Debt Securities CARNIVAL CORP SR SEC GLBL 23 F1OF2ZSX47CR0BCWA982 2023-04-01 2023-04-01 11.5 - 11.5 2000.00 2347.52 Corporate Debt Securities STANDARD CHARTERED PLC ALT TIER I PERP U4LOSYZ7YG4W3S5F2G91 2500-12-31 2500-12-31 1.639 - 1.639 100000.00 97280.19 Corporate Debt Securities PHH MORTGAGE CORPORATION SR SEC GLBL 26 PAOOWF3GUFM46FBSP561 2026-03-15 2026-03-15 7.875 - 7.875 2000.00 2041.56 Corporate Debt Securities Y N/A N/A 2021-10-05 2021-10-05 2021-10-05 N N N 0.0024 5000000.00 5000000.00 0.0038 N N Y N Societe Generale Societe Generale, 0.29% O2RNE8IBXP4R0TD8PU41 IBH450000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP MTG LN TR 2007-FS1 II-A1A 20371025 FLT 2037-10-25 2037-10-25 1.086 - 1.086 88156.00 15486.34 Asset-Backed Securities CITIGROUP MTG LN TR 2006-NC2 A-2B 20360925 FLT 2036-09-25 2036-09-25 0.406 - 0.406 25000.00 5297.68 Asset-Backed Securities ONEMAIN FINANCIAL CORPORATION SR GLBL NT 23 5493008I795YYBFWFU90 2023-03-15 2023-03-15 5.625 - 5.625 5000.00 5255.47 Corporate Debt Securities CADENCE BANCORPORATION CL A 549300FA4CTCW903Y781 2500-12-31 2500-12-31 N/A 2147.00 47534.58 Equities RALI SERIES TRUST 2007-QH4 A-1 20370525 FLT 2037-05-25 2037-05-25 0.276 - 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III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.08% Series 2008, LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2021-10-07 2021-10-07 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 0.0008 25155000.00 25155000.00 0.0189 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 IBH390000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2024-02-29 2.375 - 2.375 1943900.00 2040061.30 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0006 2000000.00 2000000.00 0.0015 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2023-08-15 2.5 - 2.5 1960000.00 2047893.75 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 2000000.00 2000000.00 0.0015 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 IBH382000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 3775000.00 4085257.81 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 4000000.00 4000000.00 0.0030 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IBH346000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2025-06-30 0.25 - 0.25 11424400.00 11219117.81 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 11000000.00 11000000.00 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796ZB8 US912796ZB85 U.S. Treasury Debt Y N/A N/A 2021-10-15 2021-10-15 2021-10-15 N N N 0.0004 12999772.50 12999772.50 0.0098 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.34% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2021-10-01 2021-10-31 2021-10-31 N N N 0.0011 3000575.01 3000575.01 0.0023 N Y Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2021-10-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer