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(London), 0.07% 0020P2ZD1 549300A8V0FZJN79NH08 IAG684000 Financial Company Commercial Paper Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0007 3999903.20 3999903.20 0.0024 N N N N Bank of Montreal Bank of Montreal, 0.15% 06366HBE6 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-02-14 2022-02-14 2022-02-14 N N N 0.0015 4998406.00 4998406.00 0.0030 N N N N Bank of Montreal Bank of Montreal, 0.16% 06366HBG1 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-02-16 2022-02-16 2022-02-16 N N N 0.0016 7997365.60 7997365.60 0.0047 N N N N Bank of Montreal Bank of Montreal, 0.21% 06366HD46 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0021 11991375.60 11991375.60 0.0071 N N N N Bank of Montreal Bank of Montreal, 0.21% 06366HD46 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0021 7994250.40 7994250.40 0.0047 N N N N Bank of Montreal Bank of Montreal, 0.21% 06366HD79 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-04-07 2022-04-07 2022-04-07 N N N 0.0021 7993998.40 7993998.40 0.0047 N N N N Bank of Montreal Bank of Montreal, 0.25% 06366HE37 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0025 7991649.60 7991649.60 0.0047 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417KET2 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0026 20973315.30 20973315.30 0.0124 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417KF38 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-06-03 2022-06-03 2022-06-03 N N N 0.0029 20969946.69 20969946.69 0.0124 N N N N BNP Paribas SA BNP Paribas SA, 0.06% 09660EZ20 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2021-12-02 2021-12-02 2021-12-02 N N N 0.0006 3999986.80 3999986.80 0.0024 N N Y N BNP Paribas SA BNP Paribas SA, 0.11% 09660KB71 R0MUWSFPU8MPRO8K5P83 0000872786 Financial Company Commercial Paper Y N/A N/A 2022-02-07 2022-02-07 2022-02-07 N N N 0.0011 7998328.80 7998328.80 0.0047 N N N N BPCE SA BPCE SA, 0.08% 05571CA50 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 N N N 0.0008 15998816.00 15998816.00 0.0095 N N N N BPCE SA BPCE SA, 0.09% 05571CAE1 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-01-14 2022-01-14 2022-01-14 N N N 0.0009 15998240.00 15998240.00 0.0095 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.07% 12802VZ90 969500P04DQJS4BPM574 HIA142000 Financial Company Commercial Paper Y N/A N/A 2021-12-09 2021-12-09 2021-12-09 N N N 0.0007 22999581.40 22999581.40 0.0136 N N N N Caisse d'Amort de la Dette Sociale Caisse 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Bank of Commerce, 0.07% 13608AZD1 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0007 6999822.90 6999822.90 0.0041 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.24% 13608BEP5 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0024 15981748.80 15981748.80 0.0095 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.15% 31428GC35 549300B2Q47IR0CR5B54 IAE761000 Financial Company Commercial Paper Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0015 1999219.80 1999219.80 0.0012 N N N N ING U.S. Funding LLC ING U.S. Funding LLC, 0.08% 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 0.0008 3999917.60 3999917.60 0.0024 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.07% 53943RZ93 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-12-09 2021-12-09 2021-12-09 N N N 0.0007 4699914.46 4699914.46 0.0028 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.08% 53943RZE2 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2021-12-14 2021-12-14 2021-12-14 N N N 0.0008 7999754.40 7999754.40 0.0047 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.10% 53943SA56 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 N N N 0.0010 2999712.00 2999712.00 0.0018 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.07% 60682YZD9 JBONEPAGQXF4QP29B387 IAA683000 Financial Company Commercial Paper Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0007 2999922.00 2999922.00 0.0018 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YZH0 JBONEPAGQXF4QP29B387 IAA257000 Financial Company Commercial Paper Y N/A N/A 2021-12-17 2021-12-17 2021-12-17 N N N 0.0008 4999825.50 4999825.50 0.0030 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.08% 60682YZM9 JBONEPAGQXF4QP29B387 IAC730000 Financial Company Commercial Paper Y N/A N/A 2021-12-21 2021-12-21 2021-12-21 N N N 0.0008 2999867.10 2999867.10 0.0018 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.10% 60683CAC5 JBONEPAGQXF4QP29B387 IAJ093000 Financial Company Commercial Paper Y N/A N/A 2022-01-12 2022-01-12 2022-01-12 N N N 0.0010 4999420.50 4999420.50 0.0030 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.14% 60682XB47 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2022-02-04 2022-02-04 2022-02-04 N N N 0.0014 2999262.90 2999262.90 0.0018 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.15% 60683CB91 JBONEPAGQXF4QP29B387 IBI281000 Financial Company Commercial Paper Y N/A N/A 2022-02-09 2022-02-09 2022-02-09 N N N 0.0015 11996545.20 11996545.20 0.0071 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.10% 60689PZD1 RB0PEZSDGCO3JS6CEU02 IAE418000 Financial Company Commercial Paper Y N/A N/A 2021-12-13 2021-12-13 2021-12-13 N N N 0.0010 4999819.50 4999819.50 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.14% 60689QAE4 RB0PEZSDGCO3JS6CEU02 IBH984000 Financial Company Commercial Paper Y N/A N/A 2022-01-14 2022-01-14 2022-01-14 N N N 0.0014 1999662.60 1999662.60 0.0012 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.15% 60689QAJ3 RB0PEZSDGCO3JS6CEU02 IBJ522000 Financial Company Commercial Paper Y N/A N/A 2022-01-18 2022-01-18 2022-01-18 N N N 0.0015 1999608.00 1999608.00 0.0012 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.15% 60689QAJ3 RB0PEZSDGCO3JS6CEU02 ICA009000 Financial Company Commercial Paper Y N/A N/A 2022-01-18 2022-01-18 2022-01-18 N N N 0.0015 4999020.00 4999020.00 0.0030 N N N N Mizuho Bank Ltd. Singapore Branch Mizuho Bank Ltd. Singapore Branch, 0.15% 60689QAM6 RB0PEZSDGCO3JS6CEU02 ICB939000 Financial Company Commercial Paper Y N/A N/A 2022-01-21 2022-01-21 2022-01-21 N N N 0.0015 2999345.70 2999345.70 0.0018 N N N N National Bank of Canada National Bank of Canada, 0.11% 63307MAJ8 BSGEFEIOM18Y80CKCV46 HIF578000 Financial Company Commercial Paper Y N/A N/A 2022-01-18 2022-01-18 2022-01-18 N N N 0.0011 10998367.60 10998367.60 0.0065 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 10998015.60 10998015.60 0.0065 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 5998614.00 5998614.00 0.0035 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 7997977.60 7997977.60 0.0047 N N N N National Bank of Canada National Bank of Canada, 0.18% 63307MDD8 BSGEFEIOM18Y80CKCV46 ICE763000 Financial Company Commercial Paper Y N/A N/A 2022-04-13 2022-04-13 2022-04-13 N N N 0.0018 12991338.10 12991338.10 0.0077 N N N N Nationwide Building Society Nationwide Building Society, 0.15% 6385E1AL5 549300XFX12G42QIKN82 IEB876000 Financial Company Commercial Paper Y N/A N/A 2022-01-20 2022-01-20 2022-01-20 N N N 0.0015 49989730.00 49989730.00 0.0296 N N N N NatWest Markets PLC NatWest Markets PLC, 0.12% 63906FA41 RR3QWICWWIPCS8A4S074 0000729153 Financial Company Commercial Paper Y N/A N/A 2022-01-04 2022-01-04 2022-01-04 N N N 0.0012 3369613.46 3369613.46 0.0020 N N N N NatWest Markets PLC NatWest Markets PLC, 0.12% 63906FAJ8 RR3QWICWWIPCS8A4S074 0000729153 Financial Company Commercial Paper Y N/A N/A 2022-01-18 2022-01-18 2022-01-18 N N N 0.0012 2999514.00 2999514.00 0.0018 N N N N Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.07% 21687AZF3 DG3RU1DBUFHT4ZF9WN62 0001098062 Financial Company Commercial Paper Y N/A N/A 2021-12-15 2021-12-15 2021-12-15 N N N 0.0007 26999211.60 26999211.60 0.0160 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 17997112.80 17997112.80 0.0106 N N N N Royal Bank of Canada Royal Bank of Canada, 0.13% 78009BBF8 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0013 4998642.00 4998642.00 0.0030 N N N N Royal Bank of Canada Royal Bank of Canada, 0.13% 78009BBG6 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-02-16 2022-02-16 2022-02-16 N N N 0.0013 4998613.50 4998613.50 0.0030 N N N N Royal Bank of Canada Royal Bank of Canada, 0.13% 78009BBH4 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-02-17 2022-02-17 2022-02-17 N N N 0.0013 4998584.50 4998584.50 0.0030 N N N N Royal Bank of Canada Royal Bank of Canada, 0.13% 78009BBJ0 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-02-18 2022-02-18 2022-02-18 N N N 0.0013 4998555.50 4998555.50 0.0030 N N N N Royal Bank of Canada Royal Bank of Canada, 0.16% 78015DD80 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-04-08 2022-04-08 2022-04-08 N N N 0.0016 16990315.10 16990315.10 0.0101 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.07% 86564YZF2 5493006GGLR4BTEL8O61 IAF368000 Financial Company Commercial Paper Y N/A N/A 2021-12-15 2021-12-15 2021-12-15 N N N 0.0007 5999824.80 5999824.80 0.0035 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 86564XA61 5493006GGLR4BTEL8O61 IBE592000 Financial Company Commercial Paper Y N/A N/A 2022-01-06 2022-01-06 2022-01-06 N N N 0.0009 2999719.50 2999719.50 0.0018 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564XAB0 5493006GGLR4BTEL8O61 IBF950000 Financial Company Commercial Paper Y N/A N/A 2022-01-11 2022-01-11 2022-01-11 N N N 0.0011 7999010.40 7999010.40 0.0047 N N N N Sumitomo Mitsui Trust Bank Ltd. 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 2999589.30 2999589.30 0.0018 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 86564XAD6 5493006GGLR4BTEL8O61 IBG900000 Financial Company Commercial Paper Y N/A N/A 2022-01-13 2022-01-13 2022-01-13 N N N 0.0011 1999726.20 1999726.20 0.0012 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.14% 86960KCE0 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2022-03-14 2022-03-14 2022-03-14 N N N 0.0014 13994540.00 13994540.00 0.0083 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.16% 89119BBJ4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-02-18 2022-02-18 2022-02-18 N N N 0.0016 3998577.60 3998577.60 0.0024 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.19% 89119BC79 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-03-07 2022-03-07 2022-03-07 N N N 0.0019 14992441.50 14992441.50 0.0089 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.21% 89119BD45 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0021 14988958.50 14988958.50 0.0089 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.22% 89119BDB9 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-04-11 2022-04-11 2022-04-11 N N N 0.0022 7993722.40 7993722.40 0.0047 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.30% 89119BGF7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0030 6987155.70 6987155.70 0.0041 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.10% 89233HC28 Z2VZBHUMB7PWWJ63I008 0000834071 Financial Company Commercial Paper Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 N N N 0.0010 1999483.80 1999483.80 0.0012 N N N N UBS AG London Branch UBS AG London Branch, 0.28% 90351XEJ8 BFM8T61CT2L1QCEMIK50 IEA030000 Financial Company Commercial Paper Y N/A N/A 2022-05-18 2022-05-18 2022-05-18 N N N 0.0028 11984114.40 11984114.40 0.0071 N N N N UBS AG London Branch UBS AG London Branch, 0.29% 90351XEP4 BFM8T61CT2L1QCEMIK50 IEB875000 Financial Company Commercial Paper Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0029 7988786.40 7988786.40 0.0047 N N N N UBS AG London Branch UBS AG London Branch, 0.30% 90351XES8 BFM8T61CT2L1QCEMIK50 IED214000 Financial Company Commercial Paper Y N/A N/A 2022-05-26 2022-05-26 2022-05-26 N N N 0.0030 14978244.00 14978244.00 0.0089 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.08% 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 0.0008 7999982.40 7999982.40 0.0047 N Y Y N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.09% 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 0.0009 18999540.20 18999540.20 0.0112 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 9999122.00 9999122.00 0.0059 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.17% 04821UC42 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0017 9995483.00 9995483.00 0.0059 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC, 0.17% 04821UC42 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0017 18991417.70 18991417.70 0.0112 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.09% 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 0.0009 9999860.00 9999860.00 0.0059 N N Y 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 13998479.60 13998479.60 0.0083 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.16% 56274MB27 549300S0NSJYSOB32S63 IDJ914000 Asset Backed Commercial Paper Y N/A N/A 2022-02-02 2022-02-02 2022-02-02 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0016 34990480.00 34990480.00 0.0207 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.22% 56274MC34 549300S0NSJYSOB32S63 IEE341000 Asset Backed Commercial Paper Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0000 34980108.45 34980108.45 0.0207 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.08% 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 0.0008 999997.80 999997.80 0.0006 N Y Y N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.17% 82124MBH2 549300MYF6MOTU9T3G29 IEA655000 Asset Backed Commercial Paper Y N/A N/A 2022-02-17 2022-02-17 2022-02-17 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0017 1999284.60 1999284.60 0.0012 N N N N Sheffield Receivables Corp. 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BMO Capital Markets Corp., 0.21% RUC0QBLBRPRCU4W1NE59 IEE155000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HUMANA INC SR GLBL NT 32 529900YLDW34GJAO4J06 2032-02-03 2032-02-03 2.15 - 2.15 5000000.00 4829287.50 Corporate Debt Securities HOST HOTELS & RESORTS LP CR SEN SR GLBL31 FXB7X4WXVA8QPMNOGS12 2031-12-15 2031-12-15 2.9 - 2.9 5300000.00 5139112.61 Corporate Debt Securities SHERWIN WILLIAMS CO SR GLBL NT2.2%32 Z15BMIOX8DDH0X2OBP21 2032-03-15 2032-03-15 2.2 - 2.2 5000000.00 4884411.11 Corporate Debt Securities BOEING CO CR SEN SR GLBL50 RVHJWBXLJ1RFUBSY1F30 2050-05-01 2050-05-01 5.805 - 5.805 5503000.00 7401459.33 Corporate Debt Securities FAIRVIEW HEALTH SERVICES SR GLBL -2021 51 549300U24FRQCV80DC69 2051-11-15 2051-11-15 3.456 - 3.456 1804000.00 1896815.80 Corporate Debt Securities Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0021 23000000.00 23000000.00 0.0136 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.27% RUC0QBLBRPRCU4W1NE59 IEE156000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BAUSCH HEALTH COS INC SR GLBL 144A 25 B3BS7ACMDUWISF18KY76 2025-12-15 2025-12-15 9 - 9 3987000.00 4310943.75 Corporate Debt Securities TD SYNNEX CORPORATION CR SEN SR GLBL28 5493004HI6PFLF46NS53 2028-08-09 2028-08-09 2.375 - 2.375 10000.00 9816.23 Corporate Debt Securities Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0027 4000000.00 4000000.00 0.0024 N Y Y N BMO Chicago Branch BMO Chicago Branch, 0.27% 3Y4U8VZURTYWI1W2K376 IEE157000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28 2028-08-15 2028-08-15 7.75 - 7.75 1006000.00 1078074.03 Corporate Debt Securities US FOODS INC SR SEC GLBL 25 5493000JOOFAOUY1JZ87 2025-04-15 2025-04-15 6.25 - 6.25 2000.00 2103.18 Corporate Debt Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-07-20 2068-02-20 0.361 - 6.209 4082150.00 1022219.17 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2031-11-15 2031-11-15 1.375 - 1.375 7600.00 7553.27 U.S. Treasuries (including strips) Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0027 2000000.00 2000000.00 0.0012 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.37% 7VHWWWW4UJS7NUM3PT30 IEE158000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N APOLLO STRATEGIC GRWT CPTL II SHS CL A 2500-12-31 2500-12-31 N/A 3.00 29.49 Equities PRIMAVERA CAPITAL ACQUIST CORP SHS CL A 2500-12-31 2500-12-31 N/A 180.00 1755.00 Equities COHN ROBBINS HOLDINGS CORP UNIT EX 2500-12-31 2500-12-31 N/A 93.00 949.53 Equities JATT ACQUISITION CORP UNIT 549300LQXD6M2MIQFN24 2500-12-31 2500-12-31 N/A 240.00 2431.20 Equities GREEN VISOR FIN TEC ACQ CORP I UNIT EX 110826 2500-12-31 2500-12-31 N/A 262311.00 2641471.77 Equities SUPERNOVA PARTN ACQ CO III LTD UNIT 2500-12-31 2500-12-31 N/A 57.00 567.72 Equities TORTOISEECOFIN ACQUISITION CO UNITS 2500-12-31 2500-12-31 N/A 434611.00 4315687.23 Equities TWO COM CL A 2500-12-31 2500-12-31 N/A 1.00 9.80 Equities AUTHENTIC EQUITY ACQUISTN CORP UNIT EX 103127 2500-12-31 2500-12-31 N/A 2070.00 20782.80 Equities MORINGA ACQUISITION CORP UNIT EX 021626 2500-12-31 2500-12-31 N/A 297.00 2946.24 Equities FRONTIER INVESTMENT CORP UNIT EX 062926 549300D3XEVQHIB48278 2500-12-31 2500-12-31 N/A 6401.00 63305.89 Equities FINNOVATE ACQUISITION CORP UNIT EX 092326 2500-12-31 2500-12-31 N/A 318898.00 3220869.80 Equities LAKESHORE ACQUISITION I CORP UNIT EX 060426 2500-12-31 2500-12-31 N/A 58849.00 596140.37 Equities CONSTELLATION ACQUISITN CORP I SHS CL A 2500-12-31 2500-12-31 N/A 87.00 850.86 Equities SPORTSTEK ACQUISITION CORP UNIT EX 021628 2500-12-31 2500-12-31 N/A 45.00 456.75 Equities TECH AND ENERGY TRANSITION UNIT EX 033128 2500-12-31 2500-12-31 N/A 69.00 687.24 Equities EUROPEAN BIOTECH ACQUTN CORP UNIT EXP 030926 984500Y57CDE4CE7CC20 2500-12-31 2500-12-31 N/A 1.00 9.89 Equities KAIROS ACQUISITION CORP UNIT 2500-12-31 2500-12-31 N/A 288.00 2871.36 Equities SHELTER ACQUISITION CORP I UNIT EX 022526 2500-12-31 2500-12-31 N/A 364377.00 3651057.54 Equities COLONNADE ACQUISITION CORP II SHS CL A 2500-12-31 2500-12-31 N/A 327.00 3190.01 Equities L CATTERTON ASIA ACQUISITION CLASS A ORD SHS 2500-12-31 2500-12-31 N/A 379.00 3683.88 Equities AEA-BRIDGES IMPACT CORP SHS CL A 2500-12-31 2500-12-31 N/A 4.00 39.32 Equities TLG ACQUISITION ONE CORP COM CL A 2500-12-31 2500-12-31 N/A 153.00 1491.75 Equities EUCRATES BIOMEDICAL ACQU CORP UNIT EXP 102327 2500-12-31 2500-12-31 N/A 7.00 69.58 Equities RMG ACQUISITION CORP III UNIT EX 020826 2500-12-31 2500-12-31 N/A 300.00 2976.00 Equities FAT PROJECTS ACQUISITION CORP UNIT EX 101226 2500-12-31 2500-12-31 N/A 2.00 20.28 Equities NOVA VISION ACQUISITION CORP UNIT EX 072026 2500-12-31 2500-12-31 N/A 1.00 10.10 Equities WARBURG PINCUS CAPTAL CORP I B UNIT 2500-12-31 2500-12-31 N/A 43637.00 432442.67 Equities DIGITAL TRANSFORMATN OPT CORP CLASS A COM 549300EPISPY3RE3DL21 2049-01-01 2049-01-01 N/A 395805.00 38393.08 Equities G SQUARED ASCEND II INC COM CL A 2500-12-31 2500-12-31 N/A 1.00 9.87 Equities SCION TECH GROWTH I UNIT EXP 121725 2500-12-31 2500-12-31 N/A 32.00 320.32 Equities IBERE PHARMACEUTICALS SHS CL A 549300HLPTRASHS0E726 2500-12-31 2500-12-31 N/A 457.00 4455.75 Equities POWERED BRANDS UNIT EX 2500-12-31 2500-12-31 N/A 8449.00 83645.10 Equities MMTEC INC SHS 2500-12-31 2500-12-31 N/A 68.00 89.08 Equities WARBURG PINCUS CAPTAL CORP I A SHS CL A 2500-12-31 2500-12-31 N/A 6.00 58.86 Equities LEO HLDGS CORP II COM CL A 2500-12-31 2500-12-31 N/A 375.00 3663.75 Equities ASCENDANT DIGITAL ACQ CORP III UNIT 2500-12-31 2500-12-31 N/A 106825.00 1080000.75 Equities CC NEUBERGER PRIN HLDGS II SHS CL A 984500Y57CDE4CE7CC20 2500-12-31 2500-12-31 N/A 294.00 2942.70 Equities PERIDOT ACQUISITION CORP II UNIT 2500-12-31 2500-12-31 N/A 1.00 9.93 Equities VEON LTD SPONSORED ADR 5493008CA3NMHYEVT131 2500-12-31 2500-12-31 N/A 3891.00 6887.07 Equities PRIME IMPACT ACQUISITION I SHS CL A 2500-12-31 2500-12-31 N/A 1.00 9.84 Equities GLOBAL SPAC PARTNERS CO SUBUNIT 2500-12-31 2500-12-31 N/A 1278.00 12767.22 Equities FREEDOM ACQUISITION I CORP SHS CL A 2500-12-31 2500-12-31 N/A 2.00 19.46 Equities AVANTI ACQUISITION CORP SHS CL A 549300N1STADABPJNC94 2500-12-31 2500-12-31 N/A 2.00 19.74 Equities SPARTAN ACQUISITION CORP III COM CL A 2500-12-31 2500-12-31 N/A 1.00 9.94 Equities HPX CORP UNITS 2500-12-31 2500-12-31 N/A 6.00 60.00 Equities Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0037 15000000.00 15000000.00 0.0089 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.53% 7VHWWWW4UJS7NUM3PT30 IDC299000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WOLFSPEED INC SR GLBL COCO 26 549300OGU88P3AW3TO93 2026-05-01 2026-05-01 1.75 - 1.75 1774000.00 4976424.31 Equities NCL CORP LTD SR GLBL COCO 27 UNZWILHE4KMRP9K2L524 2027-02-15 2027-02-15 1.125 - 1.125 232000.00 216584.47 Equities DROPBOX INC SR GLBL COCO 26 549300JCDF7UAR6TJR51 2026-03-01 2026-03-01 N/A 1000.00 982.30 Equities WORKDAY INC SR GLBL COCO 22 549300J0DYC0N31V7G13 2022-10-01 2022-10-01 0.25 - 0.25 150000.00 287020.46 Equities SUNNOVA ENERGY INTL INC. SR GLBL COCO 26 549300JK1Y1VVC3JU540 2026-12-01 2026-12-01 0.25 - 0.25 245000.00 311324.70 Equities COPA HOLDINGS SA SR COCO 25 529900BB9UQJV6QQHA59 2025-04-15 2025-04-15 4.5 - 4.5 257000.00 405680.92 Equities ZOGENIX INC SR GLBL COCO 27 54930089H3HF4C32SK78 2027-10-01 2027-10-01 2.75 - 2.75 442000.00 378487.67 Equities ARCH RESOURCES INC SR GLBL COCO 25 W47HVZ7Q6FXL86RELH91 2025-11-15 2025-11-15 5.25 - 5.25 903000.00 2110886.66 Equities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 34 N N/A N/A N N 0.0053 8000000.00 8000000.00 0.0047 N N N N BofA Securities, Inc. BofA Securities, Inc., 0.73% 549300HN4UKV1E2R3U73 IED207000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PALO ALTO NETWORKS INC SR GLBL COCO 23 549300QXR2YVZV231H43 2023-07-01 2023-07-01 0.75 - 0.75 2603000.00 5402277.05 Equities Y N/A N/A 2022-03-07 2022-03-07 2022-03-31 Y BANK OF AMERICA CORPORATION 1.0000 97 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0073 5000000.00 5000000.00 0.0030 N N N N 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 MIDDLEBY CORP SR GLBL COCO 25 JDFO86U9VQRBKW5KYA35 2025-09-01 2025-09-01 1 - 1 15000.00 22194.63 Equities SOFI TECHNOLOGIES INC GLBL COCO 26 549300SW81JCMVZDDY09 2026-10-15 2026-10-15 N/A 148000.00 165575.00 Equities LUMENTUM HLDGS INC SR COCO 24 549300JLWRRC38DWEF52 2024-03-15 2024-03-15 0.25 - 0.25 2740000.00 4136963.88 Equities Y N/A N/A 2022-03-07 2022-03-07 2022-04-13 Y BANK OF AMERICA CORPORATION 1.0000 97 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0078 4000000.00 4000000.00 0.0024 N N N N 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 CSAIL COML MTG TR 2019-C16 X-A 20520617 FLT 2052-06-17 2052-06-17 1.72 - 1.72 5862873.00 563759.39 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP 2019-H6 X-A 20520617 FLT 2052-06-17 2052-06-17 1.463 - 1.463 6099990.00 487334.42 Private Label Collateralized Mortgage Obligations Y N/A N/A 2022-02-03 2022-02-03 2022-02-16 Y CREDIT SUISSE AG 1.0000 65 N N/A N/A Y CREDIT SUISSE AG 1.0000 N/A N/A N 0.0050 1000000.00 1000000.00 0.0006 N N N N HSBC Securities, Inc. HSBC Securities, Inc., 0.30% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RAYTHEON TECHNOLOGIES CORP GLBL NT 2.375%32 I07WOS4YJ0N7YRFE7309 2032-03-15 2032-03-15 2.375 - 2.375 1864000.00 1860222.81 Corporate Debt Securities QUALCOMM INC FR 2.9%052024 H1J8DDZKZP6H7RWC0H53 2024-05-20 2024-05-20 2.9 - 2.9 57000.00 59661.08 Corporate Debt Securities CANADIAN NAT RES LTD MED TERM SR NT 6.25%38 549300T15RIMIKZC5Q38 2038-03-15 2038-03-15 6.25 - 6.25 125000.00 165715.10 Corporate Debt Securities SHELL INTERNATIONAL FIN BV SR NT 3.875%28 213800ITMMKU4Z7I4F78 2028-11-13 2028-11-13 3.875 - 3.875 13000.00 14446.51 Corporate Debt Securities Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0030 2000000.00 2000000.00 0.0012 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.30% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GENERAL MTRS CO COM 54930070NSV60J38I987 2500-12-31 2500-12-31 0 - 0 30.00 1795.80 Equities BK OF AMERICA CORP COM 9DJT3UXIJIZJI4WXO774 2500-12-31 2500-12-31 0 - 0 77.00 3510.43 Equities PFIZER INC COM 765LHXWGK1KXCLTFYQ30 2500-12-31 2500-12-31 N/A 2195.00 115018.00 Equities INTEL CORP COM KNX4USFCNGPY45LOCE31 2500-12-31 2500-12-31 0 - 0 2174.00 108700.00 Equities CARLYLE GROUP INC COM 529900NGGVF94UK6PG95 2500-12-31 2500-12-31 N/A 3972.00 225609.60 Equities NVIDIA CORPORATION COM 549300S4KLFTLO7GSQ80 2500-12-31 2500-12-31 N/A 927.00 309395.52 Equities MGM GROWTH PPTYS LLC CL A COM 549300E2UGIBHWE12262 2500-12-31 2500-12-31 N/A 32285.00 1223278.65 Equities CISCO SYS INC COM 8E6NF1YAL0WT6CWXXV93 2500-12-31 2500-12-31 N/A 3098.00 172744.48 Equities Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0030 2000000.00 2000000.00 0.0012 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.25% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HOSPITAL FOR SPL SURGERY SR -2020 BD 50 549300U0XV0GGBTV6I72 2050-10-01 2050-10-01 2.667 - 2.667 2045000.00 1967291.87 Corporate Debt Securities BERKSHIRE HATHAWAY FIN CORP SR GLBL NT 50 549300RLHFT5RU20WM87 2050-10-15 2050-10-15 2.85 - 2.85 867000.00 862329.04 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 0.65%090823 B6Q2VFHD1797Q7NZ3E43 2023-09-08 2023-09-08 0.65 - 0.65 80000.00 79974.44 Corporate Debt Securities INTESA SANPAOLO S P A SR GLBL-X 144A22 2W8N8UU78PMDQKZENC08 2022-07-14 2022-07-14 3.125 - 3.125 300000.00 307873.67 Corporate Debt Securities RAYTHEON TECHNOLOGIES CORP SR GLBL NT 40 YR6K3WJN0KKLUPZSNL57 2040-10-15 2040-10-15 4.875 - 4.875 845000.00 1066317.12 Corporate Debt Securities COOPERATIEVE RABOBANK U.A. SUB NT 4.625%23 DG3RU1DBUFHT4ZF9WN62 2023-12-01 2023-12-01 4.625 - 4.625 455000.00 496599.07 Corporate Debt Securities BANK NEW YORK MELLON CORP FXD/FLT SRNT 28 WFLLPEPC7FZXENRZV188 2028-02-07 2028-02-07 3.442 - 3.442 93000.00 100813.31 Corporate Debt Securities NESTLE HLDGS INC SR GLBL 144A 38 549300EAEU8YV8MQXP30 2038-09-24 2038-09-24 3.9 - 3.9 415000.00 489874.30 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT4.2%25 R4PP93JZOLY261QX3811 2025-11-06 2025-11-06 4.2 - 4.2 12000.00 13259.28 Corporate Debt Securities AVOLON HLDGS FDG LTD SR GLBL 144A 26 635400ZRKEX9L1BKCH30 2026-04-15 2026-04-15 4.25 - 4.25 721000.00 771990.92 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL 27 BD 25 1HNPXZSMMB7HMBMVBS46 2025-07-01 2025-07-01 3.45 - 3.45 130968.00 138350.56 Corporate Debt Securities SHANDS TEACHING HOSP & CLINICS SR SEC -2013A 42 549300VJKZWK0KYJ1043 2042-12-01 2042-12-01 4.741 - 4.741 45000.00 57346.80 Corporate Debt Securities GA GLOBAL FUNDING TRUST GLBL 144A NT 26 2026-01-15 2026-01-15 1.625 - 1.625 500000.00 501246.88 Corporate Debt Securities JPMORGAN CHASE & CO VR 112917-011025 2025-01-10 2500-12-31 0.971 - 3.65 4916000.00 4898447.53 Corporate Debt Securities NEW YORK LIFE GLOBAL FDG 3%28 635400DPNHEAUHB7ZI15 2028-01-10 2028-01-10 3 - 3 412000.00 445609.59 Corporate Debt Securities HUNTINGTON NATL BK COLUMBUS SR GLBL NT2.5%22 2WHM8VNJH63UN14OL754 2022-08-07 2022-08-07 2.5 - 2.5 350000.00 357233.53 Corporate Debt Securities ATHENE GLOBAL FUNDING SR SEC REGS NT26 2026-10-02 2026-10-02 1.73 - 1.73 1960000.00 1932424.98 Corporate Debt Securities MORGAN STANLEY FR 4.875%110122 IGJSJL3JD5P30I6NJZ34 2022-11-01 2022-11-01 4.875 - 4.875 355000.00 369735.01 Corporate Debt Securities SOUTHWEST GAS HLDGS INC FR 7.92%060427 2027-06-04 2027-06-04 7.92 - 7.92 5692000.00 7193435.76 Corporate Debt Securities Y N/A N/A 2021-12-06 2021-12-06 2021-12-06 N N N 0.0025 21000000.00 21000000.00 0.0124 N N Y N J.P. 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Mitsubishi UFJ Securities (U.S.A.), Inc., 0.30% K5HU16E3LMSVCCJJJ255 IEE162000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WILLIAMS ROWLAND ACQUISITION C COM 2500-12-31 2500-12-31 N/A 143553.00 1424045.76 Equities FINTECH EVOLUTION ACQUIS GROUP UNIT 2500-12-31 2500-12-31 N/A 400000.00 3976000.00 Equities Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0030 5000000.00 5000000.00 0.0030 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.33% K5HU16E3LMSVCCJJJ255 IEC327000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EXPERIAN FINANCE PLC 2022-02-18 2022-02-18 N/A 1856610.00 1855811.66 Money Market ACKRELL SPAC PARTNERS I CO UNIT EXP 120126 2500-12-31 2500-12-31 N/A 20600.00 214240.00 Equities Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0033 2000000.00 2000000.00 0.0012 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. 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ALT TIER I PERP 549300NYKK9MWM7GGW15 2500-12-31 2500-12-31 3.875 - 3.875 200000.00 188301.39 Corporate Debt Securities ALTICE FINANCING S.A. SR SEC GLBL 29 549300DIYGW8HVDF7Q17 2029-08-15 2029-08-15 5.75 - 5.75 200000.00 194950.00 Corporate Debt Securities DISH DBS CORPORATION SR NT 5%23 2023-03-15 2023-03-15 5 - 5 10000.00 10283.77 Corporate Debt Securities TENNECO PACKAGING INC SR DEB 7.95%25 549300O4WTC6DL4JIE57 2025-12-15 2025-12-15 7.95 - 7.95 1000.00 1141.44 Corporate Debt Securities BARCLAYS BANK PLC FR 11%012731 2031-01-27 2031-01-27 4.027 - 4.027 2000.00 1710.06 Corporate Debt Securities NAVIENT CORPORATION SR GLBL NT6.5%22 54930067J0ZNOEBRW338 2022-06-15 2022-06-15 6.5 - 6.5 756000.00 798367.50 Corporate Debt Securities BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 30 2030-02-15 2030-02-15 4.875 - 4.875 157000.00 158010.88 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 24 UNZWILHE4KMRP9K2L524 2024-05-15 2026-02-01 10.25 - 12.25 4000.00 4737.97 Corporate Debt Securities Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0021 6000000.00 6000000.00 0.0035 N Y Y N Societe Generale Societe Generale, 0.24% O2RNE8IBXP4R0TD8PU41 IEE151000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FRESH MKT INC 1PRI SR 144A 23 529900QM5ZSBEBR6CS58 2023-05-01 2023-05-01 9.75 - 9.75 3000.00 3102.31 Corporate Debt Securities DIRECTV FING LLC / DIRECTV SR SEC 144A NT27 2027-08-15 2027-08-15 5.875 - 5.875 2000.00 2073.93 Corporate Debt Securities WOLVERINE ESCROW LLC SR SEC GLBL 24 2024-11-15 2026-11-15 8.5 - 9 312000.00 291283.80 Corporate Debt Securities CENTENE CORP DEL SR GLBL NT 28 549300Z7JJ4TQSQGT333 2028-07-15 2028-07-15 2.45 - 2.45 13000.00 12836.85 Corporate Debt Securities XP INC SR GLBL 144A 26 5493008KDA8NBZRJST80 2026-07-01 2026-07-01 3.25 - 3.25 874000.00 838621.69 Corporate Debt Securities CGG SR 144A NT 27 969500FCVQ5SLAAUJV59 2027-04-01 2027-04-01 8.75 - 8.75 758000.00 747340.62 Corporate Debt Securities ATHABASCA OIL CORP SR SEC 144A NT26 549300STK2KBVO6WED71 2026-11-01 2026-11-01 9.75 - 9.75 2000.00 1995.58 Corporate Debt Securities TWILIO INC SR GLBL NT 31 5493004W8TRGD63APX93 2031-03-15 2031-03-15 3.875 - 3.875 7000.00 6994.42 Corporate Debt Securities TULLOW OIL PLC SR GLBL REGS 25 2025-03-01 2025-03-01 7 - 7 200000.00 166461.11 Corporate Debt Securities PENNYMAC FINL SVCS INC NEW SR GLBL 144A 31 549300W1D516HBDEU871 2031-09-15 2031-09-15 5.75 - 5.75 26000.00 25527.31 Corporate Debt Securities ALTICE FINANCING S.A. SR SEC GLBL 29 549300DIYGW8HVDF7Q17 2029-08-15 2029-08-15 5.75 - 5.75 200000.00 194950.00 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 3654.34 Corporate Debt Securities BAPTIST HEALTHCARE SYSTEM KY SR SEC GLBL 50 2050-08-15 2050-08-15 3.54 - 3.54 33000.00 37036.07 Corporate Debt Securities VIKING CRUISES LTD SR SEC GLBL 25 549300IJP90T4MV2GL84 2025-05-15 2025-05-15 13 - 13 16000.00 18170.03 Corporate Debt Securities MAV ACQUISITION CORP SR 144A NT 8%29 2029-08-01 2029-08-01 8 - 8 117000.00 116551.50 Corporate Debt Securities LENNAR CORP SR NT 5.25%26 529900G61XVRLX5TJX09 2026-06-01 2026-06-01 5.25 - 5.25 176000.00 202594.33 Corporate Debt Securities CARVANA CO SR GLBL 144A 29 5493003WEAK2PJ5WS063 2028-10-01 2029-09-01 4.875 - 5.875 55000.00 55315.49 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 234146.72 Corporate Debt Securities METIS MERGER SUB LLC SR 144A NT6.5%29 2029-05-15 2029-05-15 6.5 - 6.5 913000.00 894930.21 Corporate Debt Securities PARTNERS HEALTHCARE SYS INC GLBL -2020 BD 60 5493007Z86EDN0QFYU66 2060-07-01 2060-07-01 3.342 - 3.342 3000.00 3326.95 Corporate Debt Securities AKUMIN INC SR SEC GLBL 28 2028-08-01 2028-08-01 7.5 - 7.5 48000.00 45870.00 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 2135.87 Corporate Debt Securities GENERAL ELECTRIC CO PERP JR SB GLBL 3C7474T6CDKPR9K6YT90 2099-12-31 2099-12-31 3.446 - 3.446 1000.00 988.77 Corporate Debt Securities APPLE INC SR GLBL NT1.2%28 HWUPKR0MPOU8FGXBT394 2028-02-08 2028-02-08 1.2 - 1.2 2000.00 1942.37 Corporate Debt Securities ONEMAIN FINANCIAL CORPORATION SR GLBL NT 23 5493008I795YYBFWFU90 2023-03-15 2023-03-15 5.625 - 5.625 17000.00 17879.22 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 2039-09-30 5.75 - 5.75 14029.00 16925.19 Corporate Debt Securities GENESIS ENERGY LP SR GLBL NT 8%27 2027-01-15 2027-01-15 8 - 8 126000.00 129395.70 Corporate Debt Securities GOLDEN NUGGET INC SR GLBL 144A 24 91D14OD6M4H1RVBN7R43 2024-10-15 2024-10-15 6.75 - 6.75 71000.00 71599.06 Corporate Debt Securities VODAFONE GROUP PLC SUB GLBL NT 81 213800TB53ELEUKM7Q61 2081-06-04 2081-06-04 5.125 - 5.125 2000.00 2070.11 Corporate Debt Securities ODEBRECHT OFFSHORE DRILLING FR 6.72%120122 549300L7LF2PIRAWID66 2022-12-01 2022-12-01 6.72 - 6.72 415.00 78.72 Corporate Debt Securities GXO LOGISTICS INCORPORATED GLBL 144A NT 26 5493007CNWMXN78JRN66 2026-07-15 2026-07-15 1.65 - 1.65 374000.00 366719.47 Corporate Debt Securities NAVIENT CORPORATION SR GLBL NT6.5%22 54930067J0ZNOEBRW338 2022-06-15 2033-08-01 5.625 - 6.5 174000.00 183633.80 Corporate Debt Securities BRAND ENERGY & INFRASTRUCTURE SR 144A NT8.5%25 549300B658W2BPDQMW42 2025-07-15 2025-07-15 8.5 - 8.5 2000.00 2033.75 Corporate Debt Securities SERVICE PPTYS TR SR GLBL NT 29 529900IS770AG1K9QG27 2028-01-15 2029-10-01 3.95 - 4.95 5000.00 4651.38 Corporate Debt Securities OLIN CORP SR NT 5.5%22 549300GKK294V7W57P06 2022-08-15 2022-08-15 5.5 - 5.5 2000.00 2084.58 Corporate Debt Securities PHH MORTGAGE CORPORATION SR SEC GLBL 26 PAOOWF3GUFM46FBSP561 2026-03-15 2026-03-15 7.875 - 7.875 2000.00 2092.81 Corporate Debt Securities IHEARTCOMMUNICATIONS INC 8.375%27 54930076J6KDZL504O62 2027-05-01 2027-05-01 8.375 - 8.375 995.00 1054.48 Corporate Debt Securities CLEVELAND-CLIFFS INC NEW SR GLBL 144A 31 549300TM2WLI2BJMDD86 2031-03-01 2031-03-01 4.875 - 4.875 1063000.00 1084655.52 Corporate Debt Securities DISH DBS CORPORATION SR NT 5%23 2023-03-15 2023-03-15 5 - 5 2000.00 2056.75 Corporate Debt Securities DELTA AIR LINES INC SR GLBL NT 26 Q2CCMS6R0AS67HJMBN42 2026-01-15 2026-01-15 7.375 - 7.375 5000.00 5902.08 Corporate Debt Securities SYNGENTA FIN N V SR NT 4.375%42 54930042S3BYCEGOCN86 2042-03-28 2042-03-28 4.375 - 4.375 2000.00 1971.63 Corporate Debt Securities CITIGROUP INC TIER I PERP GLBL 6SHGI4ZSSLCXXQSBB395 2500-12-31 2500-12-31 4.15 - 4.7 6000.00 5982.19 Corporate Debt Securities W & T OFFSHORE INC SR SEC GLBL 23 549300Q7EOY2YIO3YK85 2023-11-01 2023-11-01 9.75 - 9.75 268000.00 254024.92 Corporate Debt Securities NIPPON DENRO ISPAT LTD GLBL 1 REGS NT27 335800EK6HZSC4CVAJ09 2027-04-05 2027-04-05 3.95 - 3.95 203000.00 199528.98 Corporate Debt Securities ECOPETROL S A SR GLBL NT 31 254900IDGKCJICKBPA66 2031-11-02 2031-11-02 4.625 - 4.625 221000.00 210855.49 Corporate Debt Securities Y N/A N/A 2021-12-07 2021-12-07 2021-12-07 N N N 0.0024 6000000.00 6000000.00 0.0035 N N Y N Societe Generale Societe Generale, 0.29% O2RNE8IBXP4R0TD8PU41 IEE163000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AXIS BANK LTD 144A FR 4.1% 549300HVNWMJPOFVNI41 2500-12-31 2500-12-31 4.1 - 4.1 200000.00 197037.78 Corporate Debt Securities FREEDOM MORTGAGE CORPORATION SR 144A NT 26 549300LYRWPSYPK6S325 2026-05-01 2026-05-01 7.625 - 7.625 2000.00 1927.28 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 26 5493007X5NC5XI1BB106 2026-03-15 2026-03-15 8 - 8 359000.00 383023.08 Corporate Debt Securities XP INC SR GLBL 144A 26 5493008KDA8NBZRJST80 2026-07-01 2026-07-01 3.25 - 3.25 200000.00 191904.28 Corporate Debt Securities ROCKCLIFF ENERGY II LLC SR 144A NT5.5%29 5493007AZNVKZ5HEMT23 2029-10-15 2029-10-15 5.5 - 5.5 10000.00 10160.56 Corporate Debt Securities CARVANA CO SR GLBL 144A 27 5493003WEAK2PJ5WS063 2027-04-15 2027-04-15 5.5 - 5.5 10000.00 10111.05 Corporate Debt Securities MC BRAZIL DOWNSTREAM TRADING S SR SEC GLBL 31 213800T2A7R9TYNXZI63 2031-06-30 2031-06-30 7.25 - 7.25 200000.00 196695.83 Corporate Debt Securities CAESARS ENTERTAINMENT INC NEW SR SEC GLBL 25 5299000BKFWWVND5L441 2025-07-01 2025-07-01 6.25 - 6.25 13000.00 13888.78 Corporate Debt Securities ENCOMPASS HEALTH CORP SR GLBL NT 31 549300FVRPM9DRQZRG64 2031-04-01 2031-04-01 4.625 - 4.625 2000.00 2002.42 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 29 B3BS7ACMDUWISF18KY76 2029-05-30 2029-05-30 7.25 - 7.25 2000.00 1920.00 Corporate Debt Securities MPH ACQUISITION HLDGS LLC SR SEC GLBL 28 5493002WXOPRPTXWTU06 2028-09-01 2028-09-01 5.5 - 5.5 187000.00 183633.38 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 24 UNZWILHE4KMRP9K2L524 2024-05-15 2024-05-15 12.25 - 12.25 2000.00 2370.21 Corporate Debt Securities RALI SERIES TRUST 2007-QH4 A-1 20370525 FLT 2037-05-25 2037-05-25 0.282 - 0.282 122421.00 18502.76 Private Label Collateralized Mortgage Obligations CWALT INC 2005-11CB 3-A-2 20350625 FLT 2035-06-25 2035-06-25 0.592 - 0.592 451000.00 16531.01 Private Label Collateralized Mortgage Obligations DIRECTV FING LLC / DIRECTV SR SEC 144A NT27 2027-08-15 2027-08-15 5.875 - 5.875 2000.00 2073.93 Corporate Debt Securities WESTLAKE AUTO RECE TR 2020-3 F 20270517 5.11000 2027-05-17 2027-05-17 5.11 - 5.11 450000.00 465437.77 Asset-Backed Securities AMER AIRLINES PT TR 2013-1 A 20270115 4.00000 2027-01-15 2027-01-15 4 - 4 2309000.00 1076752.14 Asset-Backed Securities WELLS FARGO COM MTG 2019-C50 F 20520517 3.54000 2052-05-17 2052-05-17 3.54 - 3.54 10382.00 6896.99 Private Label Collateralized Mortgage Obligations CWABS INC 2006-BC5 1-A 20370325 FLT 2037-03-25 2037-03-25 0.372 - 0.372 160930.00 17363.37 Asset-Backed Securities OFG BANCORP COM 549300Q4QEXJ37LEXQ06 2500-12-31 2500-12-31 N/A 8158.00 199789.42 Equities CSC HLDGS LLC SR GLBL 144A 30 3HG2WD2W22M120IUNG49 2030-01-15 2030-01-15 5.75 - 5.75 437000.00 437901.31 Corporate Debt Securities ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 42 549300MVHZ20SBIOEQ79 2042-09-19 2042-09-19 6.75 - 6.75 200000.00 264664.50 Corporate Debt Securities CLEVELAND-CLIFFS INC NEW SR GLBL 144A 31 549300TM2WLI2BJMDD86 2031-03-01 2031-03-01 4.875 - 4.875 10000.00 10203.72 Corporate Debt Securities CITGRP COML MTG TR 2015-GC29 E 20480410 FLT 2048-04-10 2048-04-10 4.287 - 4.287 10000.00 8133.79 Private Label Collateralized Mortgage Obligations ENOVA INTL INC SR GLBL 144A 24 549300O8XOCQSB49UO63 2024-09-01 2024-09-01 8.5 - 8.5 11000.00 11368.65 Corporate Debt Securities GARTNER INC SR GLBL 144A 29 PP55B5R38BFB8O8HH686 2029-06-15 2029-06-15 3.625 - 3.625 7000.00 7104.53 Corporate Debt Securities BRAND ENERGY & INFRASTRUCTURE SR 144A NT8.5%25 549300B658W2BPDQMW42 2025-07-15 2025-07-15 8.5 - 8.5 1000.00 1016.88 Corporate Debt Securities BAYVIEW FINANCIAL TR 2006-A B-1 20410228 FLT 2041-02-28 2041-02-28 2.118 - 2.118 199947.00 201725.70 Asset-Backed Securities COMM MORTGAGE TRUST 2019-521F E 20340615 FLT 2034-06-15 2034-06-15 2.089 - 2.089 100000.00 95366.54 Private Label Collateralized Mortgage Obligations TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 2039-09-30 4.875 - 4.875 1179.00 1342.46 Corporate Debt Securities PHH MORTGAGE CORPORATION SR SEC GLBL 26 PAOOWF3GUFM46FBSP561 2026-03-15 2026-03-15 7.875 - 7.875 4000.00 4185.62 Corporate Debt Securities JACKCON PK TR 2019-LIC F 20391014 FLT 2039-10-14 2039-10-14 3.35 - 3.35 140000.00 122263.12 Private Label Collateralized Mortgage Obligations SERVICE PPTYS TR SR GLBL NT 28 529900IS770AG1K9QG27 2028-01-15 2028-01-15 3.95 - 3.95 2000.00 1840.71 Corporate Debt Securities NMG FINCO PLC (MCLAREN) SR SEC 144A BD26 213800BKPDWMWX3GSG36 2026-08-01 2026-08-01 7.5 - 7.5 206000.00 217258.59 Corporate Debt Securities Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0029 4000000.00 4000000.00 0.0024 N Y Y N Societe Generale Societe Generale, 0.32% O2RNE8IBXP4R0TD8PU41 IEE152000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FRESH MKT INC 1PRI SR 144A 23 529900QM5ZSBEBR6CS58 2023-05-01 2023-05-01 9.75 - 9.75 2000.00 2068.21 Corporate Debt Securities MEG ENERGY CORP 2LIEN SR 144A25 5493002WXPTG5ZC1T326 2025-01-15 2025-01-15 6.5 - 6.5 4000.00 4163.02 Corporate Debt Securities NETFLIX INC. 5.875%28 549300Y7VHGU0I7CE873 2028-11-15 2029-11-15 5.375 - 5.875 25000.00 30032.70 Corporate Debt Securities AEROPUERTOS DOMINICANOS SIGLO SR SEC GLBL 29 254900KJA5MXNPYB4W32 2029-03-30 2029-03-30 6.75 - 6.75 200000.00 211750.00 Corporate Debt Securities FORD MOTOR CREDIT COMPANY SR GLBL NT 23 UDSQCVRUX5BONN0VY111 2023-11-17 2023-11-17 3.37 - 3.37 200000.00 204651.39 Corporate Debt Securities ALLEN MEDIA LLC / ALLEN MEDIA SR GLBL 144A 28 2028-02-15 2028-02-15 10.5 - 10.5 3000.00 3316.88 Corporate Debt Securities MOSS CREEK RES HLDGS INC SR 144A NT7.5%26 54930037SLMSPWKYIX36 2026-01-15 2026-01-15 7.5 - 7.5 2000.00 1827.17 Corporate Debt Securities BCPE CYCLE MERGER SUB II INC SR 144A NT 27 54930058SS5MF69JGN89 2027-07-15 2027-07-15 10.625 - 10.625 3000.00 3203.80 Corporate Debt Securities DELUXE CORP MEDIUM TERM NTS SR GLBL 144A 29 KWGNKB8TX9LE5TV29231 2029-06-01 2029-06-01 8 - 8 35000.00 37832.47 Corporate Debt Securities ING GROEP N.V. ALT TIER I PERP 549300NYKK9MWM7GGW15 2500-12-31 2500-12-31 3.875 - 3.875 200000.00 188301.39 Corporate Debt Securities CARVANA CO SR GLBL 144A 29 5493003WEAK2PJ5WS063 2029-09-01 2029-09-01 4.875 - 4.875 100000.00 96681.33 Corporate Debt Securities WOLVERINE ESCROW LLC SR SEC GLBL 24 2024-11-15 2024-11-15 8.5 - 8.5 2000.00 1867.08 Corporate Debt Securities HACKENSACK MERIDIAN HEALTH SR SEC GLBL 57 5493001CB3OCWTEJY668 2057-07-01 2057-07-01 4.5 - 4.5 5000.00 6791.23 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 2026-02-01 10.25 - 10.25 3000.00 3551.65 Corporate Debt Securities ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 42 549300MVHZ20SBIOEQ79 2042-09-19 2042-09-19 6.75 - 6.75 200000.00 264664.50 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 248074.56 Asset-Backed Securities GENWORTH HLDGS INC SR GLBL NT4.8%24 PXDECZED7L8SRUP41R09 2024-02-15 2024-02-15 4.8 - 4.8 96000.00 101184.00 Corporate Debt Securities DISH DBS CORPORATION SR NT 5%23 2023-03-15 2023-03-15 5 - 5 2000.00 2056.75 Corporate Debt Securities SERVICE PPTYS TR SR GLBL NT 29 529900IS770AG1K9QG27 2029-10-01 2029-10-01 4.95 - 4.95 6000.00 5670.98 Corporate Debt Securities PENNYMAC FINL SVCS INC NEW SR GLBL 144A 31 549300W1D516HBDEU871 2031-09-15 2031-09-15 5.75 - 5.75 7000.00 6872.74 Corporate Debt Securities MAGIC MERGECO INC SR SEC 144A NT29 549300H9LWMBP7HYLR98 2029-05-01 2029-05-01 7.875 - 7.875 61000.00 60614.71 Corporate Debt Securities CITIGROUP INC TIER I PERP GLBL 6SHGI4ZSSLCXXQSBB395 2500-12-31 2500-12-31 4.7 - 4.7 1000.00 1025.67 Corporate Debt Securities NAVIENT CORPORATION SR GLBL NT6.5%22 54930067J0ZNOEBRW338 2022-06-15 2022-06-15 6.5 - 6.5 5000.00 5280.21 Corporate Debt Securities FIVE POINT OPERATING COMPANY SR GLBL 144A 25 2025-11-15 2025-11-15 7.875 - 7.875 113000.00 116760.78 Corporate Debt Securities MILLICOM INTL CELLULAR S A 6.25%29 222100SZ6J5ZF05ZTR58 2029-03-25 2029-03-25 6.25 - 6.25 200000.00 194631.25 Corporate Debt Securities NGL ENERGY OPERATING LLC/ NGL SR SEC GLBL 26 2026-02-01 2026-02-01 7.5 - 7.5 2000.00 2059.58 Corporate Debt Securities SPIRIT AEROSYSTEMS INC 3.95%23 ZD2NBKV6GCC3UMGBM518 2023-06-15 2023-06-15 3.95 - 3.95 126000.00 128281.12 Corporate Debt Securities LD HOLDINGS GROUP LLC SR GLBL 144A 28 2028-04-01 2028-04-01 6.125 - 6.125 4000.00 3720.15 Corporate Debt Securities FIRSTENERGY CORP GLBL B NT2.25%30 549300SVYJS666PQJH88 2030-09-01 2030-09-01 2.25 - 2.25 2000.00 1906.12 Corporate Debt Securities CLEVELAND-CLIFFS INC NEW SR GLBL 144A 31 549300TM2WLI2BJMDD86 2031-03-01 2031-03-01 4.875 - 4.875 6000.00 6122.23 Corporate Debt Securities PETROBRAS GLOBAL FINANCE BV SR GLBL NT 15 549300FNENFFSMO3GT38 2031-01-03 2115-06-05 5.6 - 6.85 14000.00 14171.85 Corporate Debt Securities DANA INC SR GLBL NT 30 KVWHW7YLZPFJM8QYNJ51 2030-09-01 2030-09-01 4.25 - 4.25 2000.00 2018.51 Corporate Debt Securities XP INC SR GLBL 144A 26 5493008KDA8NBZRJST80 2026-07-01 2026-07-01 3.25 - 3.25 200000.00 191904.28 Corporate Debt Securities Y N/A N/A 2021-12-07 2021-12-07 2021-12-07 N N N 0.0032 2000000.00 2000000.00 0.0012 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 PINDUODUO INC SR GLBL COCO 25 5493000573DS7005T657 2025-12-01 2025-12-01 N/A 10843000.00 9736905.57 Equities Y N/A N/A 2021-12-02 2021-12-02 2021-12-02 N N N 0.0067 9000000.00 9000000.00 0.0053 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 CARNIVAL CORP SR COCO 23 F1OF2ZSX47CR0BCWA982 2023-04-01 2023-04-01 5.75 - 5.75 2235000.00 4326945.72 Equities Y N/A N/A 2021-12-10 2021-12-10 2021-12-10 N N N 0.0067 4000000.00 4000000.00 0.0024 N N N N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.69% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SNAP INC SR GLBL COCO 26 549300JNC0L6VP8A2Q35 2026-08-01 2026-08-01 0.75 - 0.75 2417000.00 5404555.01 Equities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0069 5000000.00 5000000.00 0.0030 N N N N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.69% 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 4814000.00 4322923.86 Equities Y N/A N/A 2022-02-03 2022-02-03 2022-02-03 N N N 0.0069 4000000.00 4000000.00 0.0024 N N N 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 0.0009 6000407.40 6000407.40 0.0036 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 0.0025 11996173.20 11996173.20 0.0071 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 0.0009 8000040.00 8000040.00 0.0047 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.12% 51501HUX5 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0009 5000004.00 5000004.00 0.0030 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.12% 51501HUZ0 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-12-03 2021-12-03 2021-12-03 N N N 0.0009 5000011.00 5000011.00 0.0030 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.12% 51501HVD8 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2021-12-07 2021-12-07 2021-12-07 N N N 0.0012 15000000.00 15000000.00 0.0089 N N Y 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 0.0011 12000096.00 12000096.00 0.0071 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 0.0012 2000051.80 2000051.80 0.0012 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 0.0012 2000046.60 2000046.60 0.0012 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 2999988.90 2999988.90 0.0018 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 2999924.10 2999924.10 0.0018 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 15000216.00 15000216.00 0.0089 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 3000039.90 3000039.90 0.0018 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 0.0010 8000413.60 8000413.60 0.0047 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 0.0019 7999756.80 7999756.80 0.0047 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 0.0021 7999699.20 7999699.20 0.0047 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.23% 86565FCE0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-03-21 2022-03-21 2022-03-21 N N N 0.0022 8000122.40 8000122.40 0.0047 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 0.0012 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 0.0023 3999134.80 3999134.80 0.0024 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 5000613.00 5000613.00 0.0030 N N N N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.06%, dated 11/30/2021 due 12/01/2021 VJW2DOOHGDT6PR0ZRO63 IEE303000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2025-05-15 2025-05-15 0.75 - 0.75 135.00 133.88 Agency Debentures and Agency Strips Federal Farm Credit Bank 2022-01-18 2031-12-01 0.07 - 5.25 504732.00 504617.36 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-12-25 2051-12-01 0.25 - 9 2219390.00 2020744.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-05-15 2051-11-20 1.5 - 9 1936314.00 1786517.65 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-06-03 2026-11-24 0.125 - 5.25 570494.00 571170.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-13 2051-12-01 0.125 - 8 2168745.00 2078657.83 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-12-02 2051-08-15 0 - 7.5 224204.00 226176.73 U.S. Treasuries (including strips) Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0006 7047000.00 7047000.00 0.0042 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.06%, dated 11/30/2021 due 12/01/2021 MBNUM2BPBDO7JBLYG310 IEE303000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2022-06-30 0.125 - 0.125 148550.00 148631.99 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-07-20 2051-10-20 1.5 - 4.5 3518959.00 3684534.52 Agency Mortgage-Backed Securities Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0006 3758000.00 3758000.00 0.0022 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.06%, dated 11/30/2021 due 12/01/2021 5U0XI89JRFVHWIBS4F54 IEE303000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-09-01 2 - 4 8314003.00 4414013.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-09-01 2.5 - 4 4924317.00 1224510.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-01-31 2050-05-15 0 - 4.75 6919310.00 7056364.22 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-15 2051-08-20 2.5 - 5 10751794.00 3215414.48 Agency Mortgage-Backed Securities Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0006 15597000.00 15597000.00 0.0092 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.06%, dated 11/30/2021 due 12/01/2021 5U0XI89JRFVHWIBS4F54 IEE303000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 12352550.00 2470396.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-06-01 2 - 4 37958587.00 12423309.99 Agency Mortgage-Backed Securities Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0006 14532000.00 14532000.00 0.0086 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IEE097000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-04-20 2043-04-20 4 - 4 44079722.00 7140010.06 Agency Mortgage-Backed Securities Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 7000000.00 7000000.00 0.0041 N Y Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.09% Series 2008, LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2021-12-07 2021-12-07 2024-09-03 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0009 25155000.00 25155000.00 0.0149 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% IEE053000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-09-30 2051-05-15 2.375 - 3 2839100.00 3168583.86 U.S. Treasuries (including strips) Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 3087000.00 3087000.00 0.0018 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IEE105000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-25 2022-01-25 0 - 0 6120500.00 6120083.81 U.S. Treasuries (including strips) Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0005 6000000.00 6000000.00 0.0035 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 IEE136000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-11-30 2028-11-30 1.5 - 1.5 5075500.00 5100065.42 U.S. Treasuries (including strips) Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0006 5000000.00 5000000.00 0.0030 N Y Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2021-12-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer