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(London), 0.08% 0020P2ZD1 549300A8V0FZJN79NH08 IAG684000 Financial Company Commercial Paper Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0008 3999600.00 3999600.00 0.0030 N N N N Bank of Montreal Bank of Montreal, 0.14% 06366HBE6 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-02-14 2022-02-14 2022-02-14 N N N 0.0014 4997960.00 4997960.00 0.0038 N N N N Bank of Montreal Bank of Montreal, 0.14% 06366HBG1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-02-16 2022-02-16 2022-02-16 N N N 0.0014 7996651.20 7996651.20 0.0060 N N N N Bank of Montreal Bank of Montreal, 0.17% 06366HD46 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0017 11991364.80 11991364.80 0.0090 N N N N Bank of Montreal Bank of Montreal, 0.17% 06366HD46 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0017 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2022-01-14 N N N 0.0008 15997160.00 15997160.00 0.0120 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.09% 12802VZ90 969500P04DQJS4BPM574 HIA142000 Financial Company Commercial Paper Y N/A N/A 2021-12-09 2021-12-09 2021-12-09 N N N 0.0009 22997642.50 22997642.50 0.0173 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.09% 12802VZD1 969500P04DQJS4BPM574 HIB137000 Financial Company Commercial Paper Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0009 8998987.50 8998987.50 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 13994232.00 13994232.00 0.0105 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.20% 12802WDE1 969500P04DQJS4BPM574 ICD439000 Financial Company Commercial Paper Y N/A N/A 2022-04-14 2022-04-14 2022-04-14 N N N 0.0020 7992837.60 7992837.60 0.0060 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 6999395.90 6999395.90 0.0053 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.08% 13608AZD1 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0008 6999344.10 6999344.10 0.0053 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.20% 13608BEP5 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0020 15981963.20 15981963.20 0.0120 N N N N DNB Bank ASA DNB Bank ASA, 0.04% 2332K0Y48 549300GKFG0RYRRQ1414 HJH750000 Financial Company Commercial Paper Y N/A N/A 2021-11-04 2021-11-04 2021-11-04 N N N 0.0004 6999953.10 6999953.10 0.0053 N N Y N 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Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564XAD6 5493006GGLR4BTEL8O61 IBG497000 Financial Company Commercial Paper Y N/A N/A 2022-01-13 2022-01-13 2022-01-13 N N N 0.0011 2999328.60 2999328.60 0.0023 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.07% 86960JYA7 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2021-11-10 2021-11-10 2021-11-10 N N N 0.0007 4999883.50 4999883.50 0.0038 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.11% 86960KCE0 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-03-14 2022-03-14 2022-03-14 N N N 0.0011 13994129.80 13994129.80 0.0105 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.13% 89119BBJ4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-02-18 2022-02-18 2022-02-18 N N N 0.0013 3998394.80 3998394.80 0.0030 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.15% 89119BC79 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-03-07 2022-03-07 2022-03-07 N N N 0.0015 14992152.00 14992152.00 0.0113 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.17% 89119BD45 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0017 14989206.00 14989206.00 0.0113 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.17% 89119BDB9 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-04-11 2022-04-11 2022-04-11 N N N 0.0017 7993840.80 7993840.80 0.0060 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.25% 89119BGF7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0025 6987862.70 6987862.70 0.0053 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.11% 89233HC28 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 N N N 0.0011 1999235.40 1999235.40 0.0015 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.09% 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 0.0009 8999757.90 8999757.90 0.0068 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.10% 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 0.0010 6999538.00 6999538.00 0.0053 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.10% 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 0.0010 7999288.80 7999288.80 0.0060 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.10% 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 0.0010 18997805.50 18997805.50 0.0143 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.11% 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 0.0011 9998119.00 9998119.00 0.0075 N N N N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.08% 0527M0Y19 IDB316000 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 0.0008 1999986.68 1999986.68 0.0015 N Y Y N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.08% 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 0.0008 3999972.80 3999972.80 0.0030 N Y Y N Gotham Funding Corp. Gotham Funding Corp., 0.10% 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 0.0010 9998913.00 9998913.00 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 13996868.20 13996868.20 0.0105 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 0.07% 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 0.0007 7999914.40 7999914.40 0.0060 N N Y N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.10% 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 0.0010 3999793.20 3999793.20 0.0030 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.10% 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 0.0010 4999726.00 4999726.00 0.0038 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.10% 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 0.0010 999936.70 999936.70 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.10% 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 0.0010 999936.70 999936.70 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.10% 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 0.0010 9999340.00 9999340.00 0.0075 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.10% 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 0.0010 1999868.00 1999868.00 0.0015 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.10% 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 0.0010 999911.10 999911.10 0.0008 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.12% 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 0.0012 4999669.00 4999669.00 0.0038 N N N N Abn Amro Bank NV(TD) Abn Amro Bank NV(TD), 0.08% BFXS5XCH7N0Y05NIXW11 IDB268000 Non-Negotiable Time Deposit Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0008 9000000.00 9000000.00 0.0068 N Y Y N Abn Amro Bank NV(TD) Abn Amro Bank NV(TD), 0.08% BFXS5XCH7N0Y05NIXW11 IDB031000 Non-Negotiable Time Deposit Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0008 25000000.00 25000000.00 0.0188 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.14% G5GSEF7VJP5I7OUK5573 IDB342000 Non-Negotiable Time Deposit Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0014 66000000.00 66000000.00 0.0496 N Y Y N Bayerische Landesbank Bayerische Landesbank, 0.08% IDA945000 Non-Negotiable Time Deposit Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0008 12000000.00 12000000.00 0.0090 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.08% 1VUV7VQFKUOQSJ21A208 IDB231000 Non-Negotiable Time Deposit Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0008 36000000.00 36000000.00 0.0271 N Y Y N Credit Agricole CIB Paris Branch Credit Agricole CIB Paris Branch, 0.11% ICI920000 Non-Negotiable Time Deposit Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0013 15999972.80 15999972.80 0.0120 N Y Y N Credit Agricole CIB Paris Branch Credit Agricole CIB Paris Branch, 0.11% ICJ885000 Non-Negotiable Time Deposit Y N/A N/A 2021-11-03 2021-11-03 2021-11-03 N N N 0.0013 5999983.20 5999983.20 0.0045 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.12% DIZES5CFO5K3I5R58746 ICI782000 Non-Negotiable Time Deposit Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0014 11999979.60 11999979.60 0.0090 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.12% DIZES5CFO5K3I5R58746 ICJ250000 Non-Negotiable Time Deposit Y N/A N/A 2021-11-02 2021-11-02 2021-11-02 N N N 0.0014 11999973.60 11999973.60 0.0090 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.12% DIZES5CFO5K3I5R58746 ICJ827000 Non-Negotiable Time Deposit Y N/A N/A 2021-11-03 2021-11-03 2021-11-03 N N N 0.0014 11999966.40 11999966.40 0.0090 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.12% DIZES5CFO5K3I5R58746 IDA404000 Non-Negotiable Time Deposit Y N/A N/A 2021-11-04 2021-11-04 2021-11-04 N N N 0.0014 11999960.40 11999960.40 0.0090 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.12% DIZES5CFO5K3I5R58746 IDA951000 Non-Negotiable Time Deposit Y N/A N/A 2021-11-05 2021-11-05 2021-11-05 N N N 0.0012 3000000.00 3000000.00 0.0023 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 0.08% RB0PEZSDGCO3JS6CEU02 IDB257000 Non-Negotiable Time Deposit Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0008 24000000.00 24000000.00 0.0180 N Y Y N Bank of Montreal Bank of Montreal, 0.16% 06367CHD2 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0011 6000505.20 6000505.20 0.0045 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.18% 13606CXR0 2IGI19DL77OX0HC3ZE78 0001045520 Certificate of Deposit Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0021 11998147.20 11998147.20 0.0090 N N N N Credit Agricole CIB Credit Agricole CIB, 0.12% 22535CT35 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2021-12-06 2021-12-06 2021-12-06 N N N 0.0010 8000143.20 8000143.20 0.0060 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.12% 51501HSF7 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-11-02 2021-11-02 2021-11-02 N N N 0.0010 8000021.60 8000021.60 0.0060 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.12% 51501HSM2 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-11-08 2021-11-08 2021-11-08 N N N 0.0012 7999995.20 7999995.20 0.0060 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.13% 51501HPP8 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-11-15 2021-11-15 2021-11-15 N N N 0.0010 4000049.20 4000049.20 0.0030 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.13% 51501HPZ6 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-11-22 2021-11-22 2021-11-22 N N N 0.0011 8000122.40 8000122.40 0.0060 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.13% 51501HRH4 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-12-17 2021-12-17 2021-12-17 N N N 0.0012 12000228.00 12000228.00 0.0090 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.14% 60683B2L6 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2022-01-24 2022-01-24 2022-01-24 N N N 0.0013 2000067.60 2000067.60 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.14% 60683B2M4 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2022-01-25 2022-01-25 2022-01-25 N N N 0.0013 2000063.40 2000063.40 0.0015 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.14% 60683B2N2 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2022-02-03 2022-02-03 2022-02-03 N N N 0.0014 2999983.80 2999983.80 0.0023 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.14% 60683B2P7 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2022-02-08 2022-02-08 2022-02-08 N N N 0.0015 2999914.80 2999914.80 0.0023 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.11% 60710RZ65 RB0PEZSDGCO3JS6CEU02 IAE398000 Certificate of Deposit Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0007 15000655.50 15000655.50 0.0113 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.13% 60710RRN7 RB0PEZSDGCO3JS6CEU02 IBI312000 Certificate of Deposit Y N/A N/A 2021-12-08 2021-12-08 2021-12-08 N N N 0.0007 3000189.90 3000189.90 0.0023 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.14% 86565C5L9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-01-18 2022-01-18 2022-01-18 N N N 0.0012 8000341.60 8000341.60 0.0060 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.18% 86565FBE1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0017 8000245.60 8000245.60 0.0060 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.20% 86565FBL5 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-03-14 2022-03-14 2022-03-14 N N N 0.0017 8000755.20 8000755.20 0.0060 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 0.14% 89114WBU8 PT3QB789TSUIDF371261 US89114WBU80 0000947263 Certificate of Deposit Y N/A N/A 2021-12-09 2021-12-09 2021-12-09 N N N 0.0014 2000000.00 2000000.00 0.0015 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 0.17% 89114WFY6 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y N/A N/A 2022-04-18 2022-04-18 2022-04-18 N N N 0.0018 3999733.60 3999733.60 0.0030 N N N N Bank of America NA Bank of America NA, 0.15% 06052TP46 B4TYDEB6GKMZO031MB27 0001102113 Certificate of Deposit Y N/A N/A 2022-02-07 2022-02-07 2022-02-07 N N N 0.0008 5001023.50 5001023.50 0.0038 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.21% RUC0QBLBRPRCU4W1NE59 IDB245000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RAYTHEON TECHNOLOGIES CORP GLBL NT 2.82%51 I07WOS4YJ0N7YRFE7309 2051-09-01 2051-09-01 2.82 - 2.82 5198000.00 5142164.82 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 2161958.68 Corporate Debt Securities BOEING CO CR SEN SR GLBL28 RVHJWBXLJ1RFUBSY1F30 2028-02-01 2028-02-01 3.25 - 3.25 44000.00 46470.80 Corporate Debt Securities Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0021 7000000.00 7000000.00 0.0053 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.27% RUC0QBLBRPRCU4W1NE59 IDB246000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DRAX FINCO PLC SR SEC GLBL 25 5493000MW6H7G7JFNQ88 2025-11-01 2025-11-01 6.625 - 6.625 3046000.00 3237157.65 Corporate Debt Securities BOEING CO CR SEN SR GLBL28 RVHJWBXLJ1RFUBSY1F30 2028-02-01 2028-02-01 3.25 - 3.25 2000.00 2112.31 Corporate Debt Securities ENERGY TRANSFER L P JR SB FLT NT 66 RY1052DWLDPLDW74Y843 2066-11-01 2066-11-01 3.149 - 3.149 1000.00 831.29 Corporate Debt Securities Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0027 3000000.00 3000000.00 0.0023 N Y Y N BMO Chicago Branch BMO Chicago Branch, 0.27% 3Y4U8VZURTYWI1W2K376 IDB247000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US FOODS INC SR SEC GLBL 25 5493000JOOFAOUY1JZ87 2025-04-15 2025-04-15 6.25 - 6.25 2000.00 2099.86 Corporate Debt Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-07-20 2051-07-20 6.214 - 6.214 3653009.00 682527.14 Agency Collateralized Mortgage Obligation CAISSE CENTRALE DESJARDINS EXTND GLBL 23 549300B2Q47IR0CR5B54 2023-09-26 2023-09-26 1.95 - 1.95 250000.00 254019.38 Corporate Debt Securities LIGADO NETWORKS LLC SR SEC GLBL 23 2023-11-01 2023-11-01 15.5 - 15.5 18090.00 17708.10 Corporate Debt Securities CHENIERE CORPUS CHRISTI HLDGS SR SEC GLBL NT29 549300I7CIEWU1BBLQ53 2029-11-15 2029-11-15 3.7 - 3.7 37000.00 40357.96 Corporate Debt Securities United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2030-05-15 0.125 - 0.625 41100.00 38389.23 U.S. Treasuries (including strips) CITIGROUP INC SR GLBL NT 31 6SHGI4ZSSLCXXQSBB395 2031-03-31 2031-03-31 4.412 - 4.412 1000.00 1148.65 Corporate Debt Securities Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 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 IDB248000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2022-04-15 2500-12-31 0 - 4.75 1132416.00 12960405.97 Equities Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0037 12000000.00 12000000.00 0.0090 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 DIRECT SELLING ACQUISITIN CORP UNIT 2500-12-31 2500-12-31 N/A 338.00 3410.42 Equities ACHARI VENTURES HLDGS CORP I UNIT EX 093026 2500-12-31 2500-12-31 N/A 10.00 101.00 Equities SCION TECH GROWTH II UNIT 2500-12-31 2500-12-31 N/A 6164.00 61516.72 Equities PINE IS ACQUISITION CORP CL A 2500-12-31 2500-12-31 N/A 2.00 19.64 Equities AUSTERLITZ ACQUISITION CORP I SHS CL A 2500-12-31 2500-12-31 N/A 216650.00 2164333.50 Equities COLONNADE ACQUISITION CORP II SHS CL A 2500-12-31 2500-12-31 N/A 991.00 9672.16 Equities BLOCKCHAIN MOON ACQUISITN CORP UNIT EX 101426 2500-12-31 2500-12-31 N/A 2410.00 24509.70 Equities GIGCAPITAL 5 INC UNIT 2500-12-31 2500-12-31 N/A 598051.00 6159925.30 Equities ADVANCED MERGER PARTNERS INC COM CL A 2500-12-31 2500-12-31 N/A 1.00 9.74 Equities TPG PACE BENEFICIAL II CORP COMMON STOCK 2500-12-31 2500-12-31 N/A 739.00 7279.15 Equities WARBURG PINCUS CAPTAL CORP I B SHS CL A 2500-12-31 2500-12-31 N/A 872.00 8510.72 Equities CROWN PROPTECH ACQUISITIONS SHS CL A 2500-12-31 2500-12-31 N/A 60.00 583.20 Equities FORTRESS VALUE ACQUISI CORP IV COM CL A 2500-12-31 2500-12-31 N/A 2592.00 25349.76 Equities TORTOISEECOFIN ACQUISITION CO UNITS 2500-12-31 2500-12-31 N/A 2066.00 20453.40 Equities HUDSON EXECUTIVE INVS CORP II COM CL A 2500-12-31 2500-12-31 N/A 1756.00 17138.56 Equities CANPACK SAC / CANPACK US LLC SR GLBL 144A 29 2029-11-15 2029-11-15 3.875 - 3.875 200000.00 199365.97 Corporate Debt Securities PIVOTAL INVESTMENT CORP III COM CL A 2500-12-31 2500-12-31 N/A 2610.00 25578.00 Equities LIVE OAK MOBILITY ACQUISI CORP COM CL A 5493004547XB11DZ6E32 2500-12-31 2500-12-31 N/A 1.00 9.74 Equities ALGONQUIN PWR UTILS CORP UNIT 06/15/24 549300K5VIUTJXQL7X75 2500-12-31 2500-12-31 N/A 2247.00 108103.17 Equities D AND Z MEDIA ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 1.00 9.71 Equities Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 3 N N/A N/A N N 0.0053 8000000.00 8000000.00 0.0060 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 0.73% 549300HN4UKV1E2R3U73 IDB255000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BLOOMIN BRANDS INC SR GLBL COCO 25 E1UJ2GO305B5FXGV7N04 2025-05-01 2025-05-01 5 - 5 428000.00 856416.11 Equities VALARIS LIMITED WT EXP 042928 2500-12-31 2500-12-31 N/A 30396.00 114592.92 Equities PT PERUSAHAAN GAS NEGARA PERSE SR 144A NT 24 549300OX1VFDX7ZPN240 2024-05-16 2024-05-16 5.125 - 5.125 253000.00 282296.10 Corporate Debt Securities SOUTHERN COPPER CORP SR NT 6.75%40 2549007U6NAP46Q9TU15 2022-11-08 2040-04-16 3.5 - 6.75 26000.00 28843.60 Corporate Debt Securities STATE STR CORP SR GLBL NT 25 549300ZFEEJ2IP5VME73 2025-08-18 2025-08-18 3.55 - 3.55 13000.00 14230.34 Corporate Debt Securities VALE OVERSEAS LTD SR GLBL NT 26 254900BA3U6G5DNV5V04 2026-08-10 2026-08-10 6.25 - 6.25 305000.00 360331.66 Corporate Debt Securities MEGLOBAL CANADA ULC FR 5%051825 635400MHHHT7LMKMQL03 2025-05-18 2025-05-18 5 - 5 270000.00 301884.60 Corporate Debt Securities AKER BP ASA SR GLBL 144A 26 549300NFTY73920OYK69 2026-01-15 2026-01-15 2.875 - 2.875 160000.00 168356.09 Corporate Debt Securities PT INDONESIA ASAHAN ALUMINIUM SR GLBL 144A 25 2549008P48EB9SN2OI80 2025-05-15 2025-05-15 4.75 - 4.75 298000.00 326425.89 Corporate Debt Securities NEXTGEN ACQUISITION CORP II WT EXP 032326 2026-03-23 2026-03-23 N/A 18188.00 32192.76 Equities BK OF AMERICA CORP FR 3.366%012326 9DJT3UXIJIZJI4WXO774 2025-01-22 2026-01-23 3.366 - 4 270000.00 289159.14 Corporate Debt Securities AES PANAMA GENERATION HLDGS SR SEC GLBL 30 2030-05-31 2030-05-31 4.375 - 4.375 1390000.00 1453394.62 Corporate Debt Securities Y N/A N/A 2022-02-01 2022-02-01 2022-03-03 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 ICF938000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2023-06-22 2500-12-31 0 - 9 4154945.00 4205294.52 Equities Y N/A N/A 2022-02-01 2022-02-01 2022-04-13 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 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 JPMCC COMM MTG SEC 2019-COR4 X-A 20520312 FLT 2052-03-12 2052-03-12 1.118 - 1.118 15447245.00 1050656.31 Private Label Collateralized Mortgage Obligations Y N/A N/A 2022-01-03 2022-01-03 2022-02-16 Y CREDIT SUISSE AG 1.0000 66 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 HSBC Securities, Inc. 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Morgan Securities, LLC, 0.42% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ACCELERATE ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 300600.00 2924838.00 Equities LEAD EDGE GROWTH OPRTUNTS LTD UNIT EX 040126 2500-12-31 2500-12-31 N/A 340278.00 3375557.76 Equities PRIME IMPACT ACQUISITION I UNIT EX 100130 2500-12-31 2500-12-31 N/A 345575.00 3421192.50 Equities Y N/A N/A 2021-12-03 2021-12-03 2021-12-14 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. 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Mitsubishi UFJ Securities (U.S.A.), Inc., 0.30% K5HU16E3LMSVCCJJJ255 IDB251000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ZANITE ACQUISITION CORP COM CL A 2500-12-31 2500-12-31 N/A 225383.00 2283129.79 Equities JUPITER ACQUISITION CORP CL A 2500-12-31 2500-12-31 N/A 210650.00 2036985.50 Equities Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0030 4000000.00 4000000.00 0.0030 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.33% K5HU16E3LMSVCCJJJ255 ICJ916000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MALACCA STRAITS ACQUISITION CO UNIT 2500-12-31 2500-12-31 N/A 106200.00 1080054.00 Equities Y N/A N/A 2021-11-03 2021-11-03 2021-11-03 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., 0.33% K5HU16E3LMSVCCJJJ255 IDA479000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FINTECH EVOLUTION ACQUIS GROUP UNIT 2500-12-31 2500-12-31 N/A 108766.00 1080046.38 Equities Y N/A N/A 2021-11-04 2021-11-04 2021-11-04 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 IDB252000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INTEL CORP SR GLBL NT 49 KNX4USFCNGPY45LOCE31 2049-11-15 2049-11-15 3.25 - 3.25 2000.00 2134.65 Corporate Debt Securities AKAMAI TECHNOLOGIES INC SR GLBL COCO 27 OC1LZNN2LF5WTJ5RIL89 2027-09-01 2027-09-01 0.375 - 0.375 1000.00 1093.10 Equities MAIN STR CAP CORP SR GLBL NT 3%26 5493001FS9QJLJNF3E20 2026-07-14 2026-07-14 3 - 3 1027000.00 1045670.86 Corporate Debt Securities JUPITER ACQUISITION CORP CL A 2500-12-31 2500-12-31 N/A 109.00 1054.03 Equities LIVE OAK MOBILITY ACQUISI CORP UNUT EX 030128 5493004547XB11DZ6E32 2500-12-31 2500-12-31 N/A 1.00 9.90 Equities AMPHENOL CORP NEW 2021-11-01 2021-11-23 N/A 150.00 149.99 Money Market Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0059 1000000.00 1000000.00 0.0008 N Y Y N Mizuho Securities U.S.A., Inc. 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RBS Securities, Inc., 0.32% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Federal Farm Credit Bank 2023-11-15 2043-09-02 1.8 - 3.83 2783000.00 3060085.00 Agency Debentures and Agency Strips Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0032 3000000.00 3000000.00 0.0023 N Y Y N Societe Generale Societe Generale, 0.21% O2RNE8IBXP4R0TD8PU41 IDB254000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NAVIENT CORPORATION SR GLBL NT6.5%22 54930067J0ZNOEBRW338 2022-06-15 2022-06-15 6.5 - 6.5 756000.00 796026.00 Corporate Debt Securities NGL ENERGY OPERATING LLC/ NGL SR SEC GLBL 26 2026-02-01 2026-02-01 7.5 - 7.5 2000.00 2066.67 Corporate Debt Securities MILLICOM INTL CELLULAR S A 6.25%29 222100SZ6J5ZF05ZTR58 2029-03-25 2029-03-25 6.25 - 6.25 736000.00 725926.00 Corporate Debt Securities GTE CALIF INC SR DEB 6.75%27 2027-05-15 2027-05-15 6.75 - 6.75 4000.00 4403.00 Corporate Debt Securities FIRST QUANTUM MINERALS LTD SR GLBL REGS 24 549300I7UVBGWRYMYZ18 2023-04-01 2024-03-01 6.5 - 7.25 907000.00 928488.99 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 2025-02-15 7.875 - 7.875 361000.00 386254.66 Corporate Debt Securities ALTICE FINANCING S.A. SR SEC GLBL 29 549300DIYGW8HVDF7Q17 2029-08-15 2029-08-15 5.75 - 5.75 200000.00 199459.72 Corporate Debt Securities MOZART DEBT MERGER SUB INC SR SEC 144A NT29 2029-04-01 2029-04-01 3.875 - 3.875 27000.00 26933.23 Corporate Debt Securities WYNN RESORTS FIN LLC / WYNN RE SR 144A NT 25 2025-04-15 2025-04-15 7.75 - 7.75 1000.00 1056.61 Corporate Debt Securities ATHABASCA OIL CORP SR SEC 144A NT26 549300STK2KBVO6WED71 2026-11-01 2026-11-01 9.75 - 9.75 3000.00 3020.69 Corporate Debt Securities BRAND ENERGY & INFRASTRUCTURE SR 144A NT8.5%25 549300B658W2BPDQMW42 2025-07-15 2025-07-15 8.5 - 8.5 5000.00 5127.53 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 1960.83 Corporate Debt Securities AVON PRODS INC CR SEN SR NT 43 5493007RY69UEB1F1B45 2043-03-15 2043-03-15 8.45 - 8.45 7000.00 8927.29 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 2039-09-30 5.75 - 5.75 31139.00 37562.10 Corporate Debt Securities VIKING CRUISES LTD SR SEC GLBL 25 549300IJP90T4MV2GL84 2025-05-15 2025-05-15 13 - 13 17000.00 20495.24 Corporate Debt Securities PARK INTER HLDGS LLC / PK DOME SR SEC GLBL 28 2028-10-01 2028-10-01 5.875 - 5.875 2000.00 2109.14 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 26 5493007X5NC5XI1BB106 2026-03-15 2026-03-15 8 - 8 16000.00 17076.44 Corporate Debt Securities AKBANK TURK ANONIM SIRKETI SR REGS NT 5%22 789000TUMN63Z28TJ497 2022-10-24 2022-10-24 5 - 5 150000.00 152960.17 Corporate Debt Securities TENNECO PACKAGING INC SR DEB 7.95%25 549300O4WTC6DL4JIE57 2025-12-15 2025-12-15 7.95 - 7.95 1000.00 1144.59 Corporate Debt Securities United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2023-02-15 1.375 - 1.375 97500.00 99144.86 U.S. Treasuries (including strips) WOLVERINE ESCROW LLC SR SEC GLBL 24 2024-11-15 2026-11-15 8.5 - 9 860000.00 825400.44 Corporate Debt Securities PERU LNG S.R.L. SR GLBL REGS 30 254900F70J1LOALV5K70 2030-03-22 2030-03-22 5.375 - 5.375 1111000.00 947576.68 Corporate Debt Securities VIRTUSA CORP SR 144A NT 28 2028-12-15 2028-12-15 7.125 - 7.125 2000.00 2108.04 Corporate Debt Securities AEROPUERTOS DOMINICANOS SIGLO SR SEC GLBL 29 254900KJA5MXNPYB4W32 2029-03-30 2029-03-30 6.75 - 6.75 200000.00 213987.50 Corporate Debt Securities MSCI INC SR GLBL 144A 33 549300HTIN2PD78UB763 2033-08-15 2033-08-15 3.25 - 3.25 22000.00 22253.00 Corporate Debt Securities BCPE CYCLE MERGER SUB II INC SR 144A NT 27 54930058SS5MF69JGN89 2027-07-15 2027-07-15 10.625 - 10.625 2000.00 2171.39 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 2026-02-01 10.25 - 10.25 2000.00 2345.11 Corporate Debt Securities T-MOBILE US INC SR GLBL NT 23 549300ZTTY7CXOLJ6539 2023-09-15 2023-09-15 7.875 - 7.875 3000.00 3359.45 Corporate Debt Securities BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 30 2030-02-15 2030-02-15 4.875 - 4.875 157000.00 159037.99 Corporate Debt Securities Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0021 5000000.00 5000000.00 0.0038 N Y Y N Societe Generale Societe Generale, 0.24% O2RNE8IBXP4R0TD8PU41 ICJ342000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NIPPON DENRO ISPAT LTD GLBL 1 REGS NT27 2027-04-05 2027-04-05 3.95 - 3.95 203000.00 205413.67 Corporate Debt Securities ASHTON WOODS USA LLC / ASHTON SR 144A NT 30 2030-04-01 2030-04-01 4.625 - 4.625 9000.00 8934.80 Corporate Debt Securities LENNAR CORP SR NT 5.25%26 529900G61XVRLX5TJX09 2026-06-01 2026-06-01 5.25 - 5.25 311000.00 360723.72 Corporate Debt Securities WABASH NATL CORP SR GLBL 144A 28 5299004ZAWHQZI5XO485 2028-10-15 2028-10-15 4.5 - 4.5 18000.00 17534.25 Corporate Debt Securities WOLVERINE ESCROW LLC SR SEC GLBL 24 2024-11-15 2026-11-15 8.5 - 9 312000.00 301835.89 Corporate Debt Securities FRESH MKT INC 1PRI SR 144A 23 529900QM5ZSBEBR6CS58 2023-05-01 2023-05-01 9.75 - 9.75 3000.00 3227.12 Corporate Debt Securities GENESIS ENERGY LP SR GLBL NT 8%27 2027-01-15 2027-01-15 8 - 8 126000.00 129809.12 Corporate Debt Securities TWILIO INC SR GLBL NT 31 5493004W8TRGD63APX93 2031-03-15 2031-03-15 3.875 - 3.875 7000.00 7114.63 Corporate Debt Securities BRAND ENERGY & INFRASTRUCTURE SR 144A NT8.5%25 549300B658W2BPDQMW42 2025-07-15 2025-07-15 8.5 - 8.5 2000.00 2051.01 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 233717.31 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 2026-02-01 10.25 - 10.25 7000.00 8207.89 Corporate Debt Securities ALTICE FINANCING S.A. SR SEC GLBL 29 549300DIYGW8HVDF7Q17 2029-08-15 2029-08-15 5.75 - 5.75 200000.00 199459.72 Corporate Debt Securities W & T OFFSHORE INC SR SEC GLBL 23 549300Q7EOY2YIO3YK85 2023-11-01 2023-11-01 9.75 - 9.75 268000.00 272520.71 Corporate Debt Securities PHH MORTGAGE CORPORATION SR SEC GLBL 26 PAOOWF3GUFM46FBSP561 2026-03-15 2026-03-15 7.875 - 7.875 2000.00 2044.25 Corporate Debt Securities BCPE CYCLE MERGER SUB II INC SR 144A NT 27 54930058SS5MF69JGN89 2027-07-15 2027-07-15 10.625 - 10.625 2000.00 2171.39 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL 144A 26 BUGSFQZERKRBFWIG5267 2026-07-15 2026-07-15 3.625 - 3.625 2000.00 2013.65 Corporate Debt Securities GAP INC SR GLBL 144A 31 T2ZG1WRWZ4BUCMQL9224 2031-10-01 2031-10-01 3.875 - 3.875 5000.00 4914.02 Corporate Debt Securities KRONOS ACQUISITION HLDGS INC SR SEC GLBL 26 2026-12-31 2026-12-31 5 - 5 367000.00 369395.69 Corporate Debt Securities NAVIENT CORPORATION SR GLBL NT6.5%22 54930067J0ZNOEBRW338 2022-06-15 2022-06-15 6.5 - 6.5 173000.00 182159.39 Corporate Debt Securities XP INC SR GLBL 144A 26 5493008KDA8NBZRJST80 2026-07-01 2026-07-01 3.25 - 3.25 874000.00 847039.53 Corporate Debt Securities CARVANA CO SR GLBL 144A 28 5493003WEAK2PJ5WS063 2028-10-01 2028-10-01 5.875 - 5.875 50000.00 51030.47 Corporate Debt Securities DEUTSCHE BK AG SUB GLBL NT 28 7LTWFZYICNSX8D621K86 2028-05-24 2028-05-24 4.296 - 4.296 200000.00 211151.33 Corporate Debt Securities LEVEL 3 FING INC GLBL 144A NT 29 254900AE5FEFIJOXWL19 2029-01-15 2029-01-15 3.625 - 3.625 55000.00 52797.97 Corporate Debt Securities GOLDEN NUGGET INC SR GLBL 144A 24 91D14OD6M4H1RVBN7R43 2024-10-15 2024-10-15 6.75 - 6.75 71000.00 71395.12 Corporate Debt Securities METIS MERGER SUB LLC SR 144A NT6.5%29 2029-05-15 2029-05-15 6.5 - 6.5 913000.00 932718.26 Corporate Debt Securities MOSS CREEK RES HLDGS INC SR 144A NT7.5%26 54930037SLMSPWKYIX36 2026-01-15 2026-01-15 7.5 - 7.5 4000.00 3776.67 Corporate Debt Securities DELUXE CORP MEDIUM TERM NTS SR GLBL 144A 29 KWGNKB8TX9LE5TV29231 2029-06-01 2029-06-01 8 - 8 8000.00 8723.11 Corporate Debt Securities SPRINT NEXTEL CORP SR NT 11.5%21 549300JKU50UT08ZWD77 2021-11-15 2021-11-15 11.5 - 11.5 2000.00 2115.24 Corporate Debt Securities DELTA AIR LINES INC SR GLBL NT 26 Q2CCMS6R0AS67HJMBN42 2026-01-15 2026-01-15 7.375 - 7.375 5000.00 5981.68 Corporate Debt Securities MAV ACQUISITION CORP SR 144A NT 8%29 2029-08-01 2029-08-01 8 - 8 117000.00 116520.04 Corporate Debt Securities VIKING CRUISES LTD SR SEC GLBL 25 549300IJP90T4MV2GL84 2025-05-15 2025-05-15 13 - 13 16000.00 19289.64 Corporate Debt Securities CGG SR 144A NT 27 969500FCVQ5SLAAUJV59 2027-04-01 2027-04-01 8.75 - 8.75 758000.00 752051.81 Corporate Debt Securities VODAFONE GROUP PLC SUB GLBL NT 81 213800TB53ELEUKM7Q61 2081-06-04 2081-06-04 5.125 - 5.125 2000.00 2085.76 Corporate Debt Securities Y N/A N/A 2021-11-02 2021-11-02 2021-11-02 N N N 0.0024 5000000.00 5000000.00 0.0038 N N Y N Societe Generale Societe Generale, 0.29% O2RNE8IBXP4R0TD8PU41 IDB253000 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 1.089 - 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0.369 852981.00 94452.06 Asset-Backed Securities CITGRP COML MTG TR 2015-GC29 E 20480410 FLT 2048-04-10 2048-04-10 4.149 - 4.149 10000.00 8121.51 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP 2004-HE2 M-1 20340325 FLT 2034-03-25 2034-03-25 0.944 - 0.944 25005.00 4305.45 Asset-Backed Securities BAYVIEW FINANCIAL TR 2006-A B-1 20410228 FLT 2041-02-28 2041-02-28 2.11 - 2.11 100000.00 101052.76 Asset-Backed Securities CITIGROUP MTG LN TR 2007-SHL1 M-1 20461125 FLT 2046-11-25 2046-11-25 0.789 - 0.789 369000.00 356174.92 Asset-Backed Securities US AIRWAYS PT TRUST 2011-1 A 20250422 7.12500 2025-04-22 2025-04-22 7.125 - 7.125 2000.00 796.92 Asset-Backed Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 26 5493007X5NC5XI1BB106 2026-03-15 2026-03-15 8 - 8 359000.00 383152.72 Corporate Debt Securities ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29 2029-02-01 2029-02-01 3.875 - 3.875 2000.00 1999.92 Corporate Debt Securities JACKCON PK TR 2019-LIC F 20391014 FLT 2039-10-14 2039-10-14 3.242 - 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0.289 35615.00 7191.74 Asset-Backed Securities OFG BANCORP COM 549300Q4QEXJ37LEXQ06 2500-12-31 2500-12-31 N/A 4704.00 121645.44 Equities AMER AIRLINES PT TR 2017-2 AA 20310415 3.35000 2031-04-15 2031-04-15 3.35 - 3.35 2000.00 1658.34 Asset-Backed Securities PETROBRAS GLOBAL FINANCE BV SR GLBL NT5.6%31 549300FNENFFSMO3GT38 2031-01-03 2115-06-05 5.6 - 6.85 12000.00 12433.49 Corporate Debt Securities DELUXE CORP MEDIUM TERM NTS SR GLBL 144A 29 KWGNKB8TX9LE5TV29231 2029-06-01 2029-06-01 8 - 8 35000.00 38163.61 Corporate Debt Securities PNM RES INC COM 5493003JOBJGLZSDDQ28 2500-12-31 2500-12-31 N/A 2031.00 101631.24 Equities BEAR STEARNS CMBS 2007-TOP26 A-J 20450112 FLT 2045-01-12 2045-01-12 5.431 - 5.431 25693.00 19414.24 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2019-C7 805C 20721216 FLT 2072-12-16 2072-12-16 3.79 - 3.79 10723.00 9518.46 Private Label Collateralized Mortgage Obligations DANA INC SR GLBL NT 30 KVWHW7YLZPFJM8QYNJ51 2030-09-01 2030-09-01 4.25 - 4.25 2000.00 2040.47 Corporate Debt Securities WOLVERINE ESCROW LLC SR SEC GLBL 24 2024-11-15 2024-11-15 8.5 - 8.5 2000.00 1934.94 Corporate Debt Securities RALI SERIES TRUST 2007-QH4 A-1 20370525 FLT 2037-05-25 2037-05-25 0.279 - 0.279 25015.00 3859.60 Private Label Collateralized Mortgage Obligations NAVIENT CORPORATION SR GLBL NT6.5%22 54930067J0ZNOEBRW338 2022-06-15 2022-06-15 6.5 - 6.5 5000.00 5264.72 Corporate Debt Securities MAGNETITE XVI LTD 2015-16R E-R 20280118 FLT 549300Z3WHVYABE20I45 2028-01-18 2028-01-18 5.122 - 5.122 250000.00 247826.28 Asset-Backed Securities SPRINT NEXTEL CORP SR NT 6%22 549300JKU50UT08ZWD77 2021-11-15 2022-11-15 6 - 11.5 6000.00 6399.25 Corporate Debt Securities VIKING CRUISES LTD SR SEC GLBL 25 549300IJP90T4MV2GL84 2025-05-15 2025-05-15 13 - 13 4000.00 4822.41 Corporate Debt Securities MILLICOM INTL CELLULAR S A 6.25%29 222100SZ6J5ZF05ZTR58 2029-03-25 2029-03-25 6.25 - 6.25 200000.00 197262.50 Corporate Debt Securities FORD MOTOR CREDIT COMPANY SR GLBL NT 23 UDSQCVRUX5BONN0VY111 2023-11-17 2023-11-17 3.37 - 3.37 200000.00 208533.00 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 2026-02-01 10.25 - 10.25 2000.00 2345.11 Corporate Debt Securities UNITED AIRLINES PTC 2020-1 A 20290415 5.87500 2029-04-15 2029-04-15 5.875 - 5.875 4000.00 4045.49 Asset-Backed Securities MAGIC MERGECO INC SR SEC 144A NT29 549300H9LWMBP7HYLR98 2029-05-01 2029-05-01 7.875 - 7.875 61000.00 64189.54 Corporate Debt Securities MS HEQ LN TR 2007-2 A-3 20370425 FLT 549300C5U61AIRK1S645 2037-04-25 2037-04-25 0.319 - 0.319 25000.00 9885.40 Asset-Backed Securities SPIRIT AEROSYSTEMS INC 3.95%23 ZD2NBKV6GCC3UMGBM518 2023-06-15 2023-06-15 3.95 - 3.95 166000.00 170822.76 Corporate Debt Securities NETFLIX INC. 5.375%29 549300Y7VHGU0I7CE873 2028-11-15 2029-11-15 5.375 - 5.875 23000.00 28334.39 Corporate Debt Securities ALLEN MEDIA LLC / ALLEN MEDIA SR GLBL 144A 28 2028-02-15 2028-02-15 10.5 - 10.5 3000.00 3286.00 Corporate Debt Securities FRESH MKT INC 1PRI SR 144A 23 529900QM5ZSBEBR6CS58 2023-05-01 2023-05-01 9.75 - 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3.25 200000.00 193830.56 Corporate Debt Securities RITE AID CORP SR SEC GLBL 26 529900W353T1JY1DKT44 2026-11-15 2026-11-15 8 - 8 2000.00 2077.78 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 2039-09-30 5.75 - 5.75 43.00 51.87 Corporate Debt Securities SIRIUS XM RADIO INC SR GLBL 144A 31 WP5O65E6BMU84LNO4227 2031-09-01 2031-09-01 3.875 - 3.875 2000.00 1952.92 Corporate Debt Securities GENWORTH HLDGS INC SR GLBL NT4.8%24 PXDECZED7L8SRUP41R09 2024-02-15 2024-02-15 4.8 - 4.8 96000.00 98027.20 Corporate Debt Securities STRUCTURED ASSET SEC 2007-MLN1 A4 20370125 FLT 2037-01-25 2037-01-25 0.329 - 0.329 25546.00 20029.51 Asset-Backed Securities FORD MTR CO DEL SR GLBL NT8.5%23 20S05OYHG0MQM4VUIC57 2023-04-21 2023-04-21 8.5 - 8.5 120000.00 131926.67 Corporate Debt Securities MEG ENERGY CORP 2LIEN SR 144A25 5493002WXPTG5ZC1T326 2025-01-15 2025-01-15 6.5 - 6.5 4000.00 4165.11 Corporate Debt Securities AEROPUERTOS DOMINICANOS SIGLO SR SEC GLBL 29 254900KJA5MXNPYB4W32 2029-03-30 2029-03-30 6.75 - 6.75 200000.00 213987.50 Corporate Debt Securities Y N/A N/A 2021-11-02 2021-11-02 2021-11-02 N N N 0.0032 2000000.00 2000000.00 0.0015 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.67% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPLUNK INC SR GLBL COCO 25 549300XGDSGBP6UEI867 2025-09-15 2025-09-15 1.125 - 1.125 7471000.00 9731911.38 Equities Y N/A N/A 2021-12-02 2021-12-02 2021-12-02 N N N 0.0067 9000000.00 9000000.00 0.0068 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.67% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PINDUODUO INC SR GLBL COCO 25 5493000573DS7005T657 2025-12-01 2025-12-01 N/A 4583000.00 4324060.50 Equities Y N/A N/A 2021-12-10 2021-12-10 2021-12-10 N N N 0.0067 4000000.00 4000000.00 0.0030 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.68% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N KALEYRA INC SR GLBL COCO 26 549300Q16CZ1PDK9BL93 2026-06-01 2026-06-01 6.125 - 6.125 5161000.00 5409917.90 Equities Y N/A N/A 2021-11-03 2021-11-03 2021-11-03 N N N 0.0068 5000000.00 5000000.00 0.0038 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.68% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N IQIYI INC SR GLBL CV NT 26 222100XL8T2Q5B8MS302 2026-12-15 2026-12-15 4 - 4 3589000.00 3245851.72 Equities Y N/A N/A 2021-11-05 2021-11-05 2021-11-05 N N N 0.0068 3000000.00 3000000.00 0.0023 N N Y N Florida Timber Fin. 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 2021-11-05 2021-11-05 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 0.0008 25155000.00 25155000.00 0.0189 N N Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2021-11-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer