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LLC 0000862124 084-01839 N N N Prime N 17 25 806987590.12 811490109.33 797644514.10 684864678.42 696630166.87 990138177.62 1009641994.13 880799514.10 831016893.44 906779165.37 0.4700 0.4700 0.4700 0.4000 0.4100 0.5800 0.5900 0.5200 0.4900 0.5400 52000286.22 1529398413.15 1529498672.84 87415722.63 1711592.66 1667102829.34 1667313316.05 0.0054 0.9998 0.9999 0.9999 0.9999 0.9999 C000019137 1.00 1667102829.34 1667313316.05 0.9998 0.9999 0.9999 0.9999 0.9999 509889.30 3669925.84 211908.94 5823457.17 496369.81 5447173.11 1504506.26 4634429.46 11555.34 6806203.31 2684668.60 23920313.07 0.0054 N Bank of Montreal Bank of Montreal, 0.42% 06366HE37 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0042 7999627.20 7999627.20 0.0048 N N Y N Bank of Montreal Bank of Montreal, 0.45% 06373LAT6 NQQ6HPCNCCU6TUTQYE16 0000927971 Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-08-09 2022-08-09 N N N 0.0060 19991734.00 19991734.00 0.0120 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.71% 06417KET2 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0071 20988517.20 20988517.20 0.0126 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.79% 06417KF38 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-06-03 2022-06-03 2022-06-03 N N N 0.0079 20984136.60 20984136.60 0.0126 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.85% 06417KFA2 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-06-10 2022-06-10 2022-06-10 N N N 0.0085 10989194.70 10989194.70 0.0066 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.90% 06417KFF1 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y N/A N/A 2022-06-15 2022-06-15 2022-06-15 N N N 0.0090 9988394.00 9988394.00 0.0060 N N N N Bayerische Landesbank Bayerische Landesbank, 0.40% 07274ME35 VDYMYTQGZZ6DU0912C88 IJA804000 Financial Company Commercial Paper Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0040 10999511.60 10999511.60 0.0066 N N Y N Bayerische Landesbank Bayerische Landesbank, 0.42% 07274ME43 VDYMYTQGZZ6DU0912C88 IJA789000 Financial Company Commercial Paper Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0042 10999358.70 10999358.70 0.0066 N N Y N Bayerische Landesbank Bayerische Landesbank, 0.44% 07274ME50 VDYMYTQGZZ6DU0912C88 IJA792000 Financial Company Commercial Paper Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0044 10999193.70 10999193.70 0.0066 N N Y N Bayerische Landesbank Bayerische Landesbank, 0.46% 07274ME68 VDYMYTQGZZ6DU0912C88 IJJ907000 Financial Company Commercial Paper Y N/A N/A 2022-05-06 2022-05-06 2022-05-06 N N N 0.0046 15998569.60 15998569.60 0.0096 N N Y N Bayerische Landesbank Bayerische Landesbank, 0.90% 07274MFG5 VDYMYTQGZZ6DU0912C88 JAD857000 Financial Company Commercial Paper Y N/A N/A 2022-06-16 2022-06-16 2022-06-16 N N N 0.0090 21973834.74 21973834.74 0.0132 N N N N BPCE SA BPCE SA, 0.39% 05571CE23 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0039 10999641.40 10999641.40 0.0066 N Y Y N BPCE SA BPCE SA, 0.48% 05571CE56 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0048 21998266.40 21998266.40 0.0132 N N Y N BPCE SA BPCE SA, 0.58% 05571EAF4 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-08-01 2022-08-01 N N N 0.0058 12999831.00 12999831.00 0.0078 N N N N BPCE SA BPCE SA, 0.58% 05571EAG2 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-08-04 2022-08-04 N N N 0.0059 8999782.20 8999782.20 0.0054 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.63% 13608BEP5 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0063 15993300.80 15993300.80 0.0096 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.49% 60683CEA5 JBONEPAGQXF4QP29B387 IJI496000 Financial Company Commercial Paper Y N/A N/A 2022-05-10 2022-05-10 2022-05-10 N N N 0.0049 3999404.80 3999404.80 0.0024 N N N N National Bank of Canada National Bank of Canada, 0.45% 63307NFY8 BSGEFEIOM18Y80CKCV46 US63307NFY85 Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-08-30 2022-08-30 N N N 0.0062 20987817.90 20987817.90 0.0126 N N N N Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.00% 21687BE23 DG3RU1DBUFHT4ZF9WN62 0001098062 Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0000 82997786.39 82997786.39 0.0498 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.46% 78015M5F3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-08-22 2022-08-22 N N N 0.0060 9995628.00 9995628.00 0.0060 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.40% 86564XE59 5493006GGLR4BTEL8O61 JAG570000 Financial Company Commercial Paper Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0040 12999142.00 12999142.00 0.0078 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.45% 86564XE91 5493006GGLR4BTEL8O61 IJI504000 Financial Company Commercial Paper Y N/A N/A 2022-05-09 2022-05-09 2022-05-09 N N N 0.0045 17997769.80 17997769.80 0.0108 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.14% 89119BGF7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0114 6983081.70 6983081.70 0.0042 N N N N Toyota Motor Credit Corp. 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LLC Manhattan Asset Funding Co. LLC, 0.85% 56274MFH0 549300S0NSJYSOB32S63 IIJ552000 Asset Backed Commercial Paper Y N/A N/A 2022-06-17 2022-06-17 2022-06-17 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0085 12985190.40 12985190.40 0.0078 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.95% 82124MFM7 549300MYF6MOTU9T3G29 IJB549000 Asset Backed Commercial Paper Y N/A N/A 2022-06-21 2022-06-21 2022-06-21 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0095 9986176.00 9986176.00 0.0060 N N N N Sheffield Receivables Corp. Sheffield Receivables Corp., 0.96% 82124MFN5 549300MYF6MOTU9T3G29 IJC188000 Asset Backed Commercial Paper Y N/A N/A 2022-06-22 2022-06-22 2022-06-22 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0096 6990067.00 6990067.00 0.0042 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 0.66% 89355QE93 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-05-09 2022-05-09 2022-05-09 N N N 0.0066 10997989.20 10997989.20 0.0066 N N N N TransCanada PipeLines Ltd. TransCanada PipeLines Ltd., 0.82% 89355QEK8 5BV01I6231JPDAPMGH09 0000099070 Non-Financial Company Commercial Paper Y N/A N/A 2022-05-19 2022-05-19 2022-05-19 N N N 0.0082 999548.30 999548.30 0.0006 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.41% 91058UE25 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0041 13999521.20 13999521.20 0.0084 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.41% 91058UE25 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0041 1999931.66 1999931.66 0.0012 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.09% 06742TL87 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2022-06-21 2022-06-21 2022-06-21 N N N 0.0099 17002422.50 17002422.50 0.0102 N N N N Barclays Bank PLC Barclays Bank PLC, 1.10% 06742TK96 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2022-06-17 2022-06-17 2022-06-17 N N N 0.0095 22004213.00 22004213.00 0.0132 N N N N Barclays Bank PLC Barclays Bank PLC, 1.13% 06742TJ72 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y N/A N/A 2022-06-15 2022-06-15 2022-06-15 N N N 0.0094 22005357.00 22005357.00 0.0132 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 0.0064 11996332.80 11996332.80 0.0072 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.45% 13606KDB9 2IGI19DL77OX0HC3ZE78 US13606KDB98 0001045520 Certificate of Deposit Y N/A N/A 2022-08-19 2022-08-19 2022-08-19 N N N 0.0055 16994876.20 16994876.20 0.0102 N N N N Credit Agricole CIB Credit Agricole CIB, 0.91% 22536AMN1 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-06-16 2022-06-16 2022-06-16 N N N 0.0086 11000612.70 11000612.70 0.0066 N N N N Credit Agricole CIB Credit Agricole CIB, 0.97% 22536AKB9 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2022-06-23 2022-06-23 2022-06-23 N N N 0.0094 22000807.40 22000807.40 0.0132 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.50% 51501HK99 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0042 18000228.60 18000228.60 0.0108 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.56% 51501HL80 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2022-05-09 2022-05-09 2022-05-09 N N N 0.0048 42000898.80 42000898.80 0.0252 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.57% 51501HL49 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2022-05-09 2022-05-09 2022-05-09 N N N 0.0048 20000482.00 20000482.00 0.0120 N N N N Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.55% 51500VQ36 DIZES5CFO5K3I5R58746 IHG920000 Certificate of Deposit Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0040 9000188.10 9000188.10 0.0054 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.46% 60683B4T7 JBONEPAGQXF4QP29B387 US60683B4T77 0001462160 Certificate of Deposit Y N/A N/A 2022-05-02 2022-06-23 2022-06-23 N N N 0.0054 8998898.40 8998898.40 0.0054 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.60% 60683B6B4 JBONEPAGQXF4QP29B387 US60683B6B42 0001462160 Certificate of Deposit Y N/A N/A 2022-05-04 2022-07-15 2022-07-15 N N N 0.0059 4000085.12 4000085.12 0.0024 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.61% 60683B5W9 JBONEPAGQXF4QP29B387 US60683B5W97 0001462160 Certificate of Deposit Y N/A N/A 2022-05-02 2022-07-21 2022-07-21 N N N 0.0060 5000067.00 5000067.00 0.0030 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 1.20% 60710RJ71 RB0PEZSDGCO3JS6CEU02 JAE775000 Certificate of Deposit Y N/A N/A 2022-07-21 2022-07-21 2022-07-21 N N N 0.0121 21999529.20 21999529.20 0.0132 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 0.60% 55380TU65 C3GTMMZIHMY46P4OIX74 US55380TU651 Certificate of Deposit Y N/A N/A 2022-05-04 2022-07-11 2022-07-11 N N N 0.0051 16002848.00 16002848.00 0.0096 N N N N MUFG Bank Ltd. MUFG Bank Ltd., 0.73% 55380TQ29 C3GTMMZIHMY46P4OIX74 US55380TQ295 Certificate of Deposit Y N/A N/A 2022-06-07 2022-06-07 2022-06-07 N N N 0.0046 22006327.20 22006327.20 0.0132 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.00% 86565FKJ0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2022-06-16 2022-06-16 2022-06-16 N N N 0.0107 21997771.40 21997771.40 0.0132 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.60% 86564MGY8 5493006GGLR4BTEL8O61 US86564MGY84 0001046017 Certificate of Deposit Y N/A N/A 2022-05-02 2022-08-02 2022-08-02 N N N 0.0061 4999907.50 4999907.50 0.0030 N N N N Sumitomo Mitsui Trust Bank Ltd. 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Sumitomo Mitsui Trust Bank Ltd., 0.60% 86564MGQ5 5493006GGLR4BTEL8O61 US86564MGQ50 0001046017 Certificate of Deposit Y N/A N/A 2022-05-04 2022-07-26 2022-07-26 N N N 0.0060 9000040.50 9000040.50 0.0054 N N N N Barclays Bank PLC Barclays Bank PLC, 0.39% G5GSEF7VJP5I7OUK5573 JAI196000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0039 22000000.00 22000000.00 0.0132 N Y Y N Bayerische Landesbank Bayerische Landesbank, 0.34% JAI558000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0034 11000000.00 11000000.00 0.0066 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.32% 1VUV7VQFKUOQSJ21A208 JAI559000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0032 50000000.00 50000000.00 0.0300 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.37% DIZES5CFO5K3I5R58746 JAG374000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0039 16999962.60 16999962.60 0.0102 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.37% DIZES5CFO5K3I5R58746 JAG945000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0039 16999952.40 16999952.40 0.0102 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.37% DIZES5CFO5K3I5R58746 JAH623000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0039 15999947.20 15999947.20 0.0096 N N Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.44% DIZES5CFO5K3I5R58746 JAI216000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-06 2022-05-06 2022-05-06 N N N 0.0044 4000000.00 4000000.00 0.0024 N N Y N Mizuho Bank Ltd. Canada Branch Mizuho Bank Ltd. Canada Branch, 0.33% RB0PEZSDGCO3JS6CEU02 JAI546000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0033 57000000.00 57000000.00 0.0342 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.32% F3JS33DEI6XQ4ZBPTN86 JAI197000 Non-Negotiable Time Deposit Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0032 83000000.00 83000000.00 0.0498 N Y Y N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.33% PT3QB789TSUIDF371261 0000947263 Non-Negotiable Time Deposit Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0033 18000000.00 18000000.00 0.0108 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.3%, dated 4/29/2022 due 05/02/2022 B4TYDEB6GKMZO031MB27 JAI678000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2039-12-20 2050-06-20 3 - 5.25 62307328.00 9153967.29 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 8914000.00 8914000.00 0.0053 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.3%, dated 4/29/2022 due 05/02/2022 VJW2DOOHGDT6PR0ZRO63 JAI678000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-05-05 2052-02-15 0 - 7.625 2498780.00 2481114.31 U.S. Treasuries (including strips) Federal National Mortgage Association 2022-05-25 2052-05-01 0.375 - 9 1038543.00 746980.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2022-10-01 2052-05-01 0.125 - 8 571767.00 374580.31 Agency Mortgage-Backed Securities Federal Home Loan Banks 2022-05-27 2028-11-16 0 - 3.375 503897.00 492820.02 Agency Debentures and Agency Strips Government National Mortgage Association 2022-08-20 2052-03-20 1.5 - 9 1805349.00 1515392.21 Agency Mortgage-Backed Securities Tennessee Valley Authority 2022-08-15 2048-01-15 1.875 - 4.875 57.00 66.61 Agency Debentures and Agency Strips Federal Farm Credit Bank 2022-05-18 2035-05-14 0.125 - 3.5 60265.00 58049.72 Agency Debentures and Agency Strips Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 5553000.00 5553000.00 0.0033 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.3%, dated 4/29/2022 due 05/02/2022 8NAV47T0Y26Q87Y0QP81 JAI678000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2040-08-15 2046-05-15 1.125 - 2.5 193173.00 152104.28 U.S. Treasuries (including strips) Government National Mortgage Association 2061-06-20 2072-03-20 1.565 - 5.39 1188004.00 1145124.82 Agency Mortgage-Backed Securities Federal National Mortgage Association 2032-04-01 2061-01-01 1.5 - 5 10137553.00 3754567.47 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0030 4952000.00 4952000.00 0.0030 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.3%, dated 4/29/2022 due 05/02/2022 MBNUM2BPBDO7JBLYG310 JAI678000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2050-09-20 2072-03-20 1.5 - 6 4695678.00 3747217.33 Agency Mortgage-Backed Securities United States Treasury 2026-10-15 2026-10-15 0.125 - 0.125 38736.00 41564.08 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0030 3714000.00 3714000.00 0.0022 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.3%, dated 4/29/2022 due 05/02/2022 1VUV7VQFKUOQSJ21A208 JAI678000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2023-07-31 2030-08-15 0.125 - 2.875 2300498.00 2134517.66 U.S. Treasuries (including strips) Government National Mortgage Association 2051-01-20 2051-01-20 2 - 2 1221174.00 935759.21 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 3010000.00 3010000.00 0.0018 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.3%, dated 4/29/2022 due 05/02/2022 ANGGYXNX0JLX3X63JN86 JAI678000_76547 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-05-03 2041-08-15 0 - 7.625 479100.00 455951.60 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 447000.00 447000.00 0.0003 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.3%, dated 4/29/2022 due 05/02/2022 CYYGQCGNHMHPSMRL3R97 JAI678000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2033-06-01 2052-04-01 2 - 4.5 1212203.00 968495.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2025-06-01 2042-04-01 2 - 4.5 188374.00 167813.23 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 1114000.00 1114000.00 0.0007 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.3%, dated 4/29/2022 due 05/02/2022 KBVRJ5K57JZ3E2AVWX40 JAI678000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-07-21 2051-11-15 0 - 4.375 486029.00 466033.73 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 455000.00 455000.00 0.0003 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.3%, dated 4/29/2022 due 05/02/2022 ZOMOLU8CGIZRYZ7PFU34 JAI678000_76664 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 2040-12-20 2052-01-20 2.5 - 5.5 1458473.00 755875.20 Agency Mortgage-Backed Securities United States Treasury 2022-06-16 2052-02-15 0 - 4.75 3385972.00 3326842.92 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2022-06-08 2052-04-01 0.125 - 5 2263984.00 874855.34 Agency Debentures and Agency Strips Federal National Mortgage Association 2028-12-01 2052-04-01 2 - 5 5256605.00 1964464.73 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 6782000.00 6782000.00 0.0041 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.3%, dated 4/29/2022 due 05/02/2022 7TK5RJIZDFROZCA6XF66 JAI678000_08126 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 2051-01-20 2051-01-20 2 - 2 23207.00 17783.10 Agency Mortgage-Backed Securities United States Treasury 2022-06-14 2050-11-15 0 - 3.5 650548.00 614433.06 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 619000.00 619000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.3%, dated 4/29/2022 due 05/02/2022 OXTKY6Q8X53C9ILVV871 JAI678000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2050-01-01 2052-04-01 2 - 3.5 9186476.00 7914491.85 Agency Mortgage-Backed Securities United States Treasury 2022-05-03 2040-08-15 0 - 7.125 56836359.00 55935277.09 U.S. Treasuries (including strips) Federal National Mortgage Association 2040-08-01 2060-01-01 2.5 - 5 61153865.00 27909700.57 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 89958000.00 89958000.00 0.0540 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.3%, dated 4/29/2022 due 05/02/2022 549300QJJX6CVVUXLE15 JAI678000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2036-03-01 2050-12-01 3 - 5.5 1911605.00 405741.34 Agency Mortgage-Backed Securities Federal National Mortgage Association 2036-02-01 2051-12-01 2 - 5 1914757.00 489977.26 Agency Mortgage-Backed Securities United States Treasury 2022-05-15 2052-02-15 0 - 7.25 7696570.00 7131438.87 U.S. Treasuries (including strips) Government National Mortgage Association 2038-11-20 2052-03-20 2 - 5 8284601.00 5216198.12 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 12935000.00 12935000.00 0.0078 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.3%, dated 4/29/2022 due 05/02/2022 5U0XI89JRFVHWIBS4F54 JAI678000_10193 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 2041-02-20 2051-06-20 2 - 4.5 1619652.00 210405.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-08-01 2049-09-01 3.5 - 3.5 2120459.00 425622.82 Agency Mortgage-Backed Securities United States Treasury 2022-07-14 2051-02-15 0 - 3 13514739.00 12764747.72 U.S. Treasuries (including strips) Federal National Mortgage Association 2046-12-01 2052-04-01 2.5 - 4 7010248.00 3531502.70 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 16599000.00 16599000.00 0.0100 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.3%, dated 4/29/2022 due 05/02/2022 5U0XI89JRFVHWIBS4F54 JAI678000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2048-12-01 2050-06-01 2 - 4 37084478.00 9711325.74 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-10-20 2046-03-20 3 - 3.5 14020697.00 2264128.28 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 11638000.00 11638000.00 0.0070 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.46% RUC0QBLBRPRCU4W1NE59 JAI547000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RELIANCE STD LIFE GLOB FDG II SR SEC GLBL 24 2024-10-30 2024-10-30 2.5 - 2.5 4500000.00 4445102.50 Corporate Debt Securities AERCAP IRELAND CAPITAL LIMITED SR GLBL NT3.3%32 2032-01-30 2032-01-30 3.3 - 3.3 150000.00 126797.75 Corporate Debt Securities QUALCOMM INC SR GLBL NT 32 2032-05-20 2032-05-20 1.65 - 1.65 962000.00 789510.99 Corporate Debt Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0046 5000000.00 5000000.00 0.0030 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.52% RUC0QBLBRPRCU4W1NE59 JAI548000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DTE ENERGY CO SR GLBL -E NT 26 2026-10-01 2026-10-01 2.85 - 2.85 2247000.00 2156460.88 Corporate Debt Securities INVESCO FINANCE PLC SR GLBL NT 26 2026-01-15 2026-01-15 3.75 - 3.75 4000.00 4047.69 Corporate Debt Securities CITIGROUP INC SR GLBL NT 28 2028-01-10 2028-01-10 3.887 - 3.887 325000.00 321453.92 Corporate Debt Securities CITRIX SYS INC SR GLBL NT3.3%30 2030-03-01 2030-03-01 3.3 - 3.3 32000.00 31803.41 Corporate Debt Securities DAIMLER TRUCKS FIN NORTH AMER GLBL 144A NT 28 2028-12-14 2028-12-14 2.375 - 2.375 2989000.00 2677325.76 Corporate Debt Securities WALMART INC SR GLBL NT 30 2030-02-15 2030-02-15 7.55 - 7.55 26000.00 33176.51 Corporate Debt Securities AMERICAN ELEC PWR INC SR GLBL -L NT 50 2050-03-01 2050-03-01 3.25 - 3.25 33000.00 25635.59 Corporate Debt Securities BAPTIST HEALTHCARE SYSTEM KY SR SEC GLBL 50 2050-08-15 2050-08-15 3.54 - 3.54 1000.00 863.85 Corporate Debt Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0052 5000000.00 5000000.00 0.0030 N Y Y N BMO Chicago Branch BMO Chicago Branch, 0.52% 3Y4U8VZURTYWI1W2K376 JAI549000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP INC SR GLBL NT 38 2038-03-05 2038-03-05 6.875 - 6.875 333000.00 399940.49 Corporate Debt Securities PROVINCE OF MAN D N PROV NT SR GLBL GI DB 24 2024-05-14 2024-05-14 3.05 - 3.05 44000.00 44781.84 Corporate Debt Securities Federal National Mortgage Association 2034-01-25 2034-01-25 2.499 - 2.499 4973.00 4405.50 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-09-20 2051-09-20 2.233 - 2.233 100000.00 1551.42 Agency Collateralized Mortgage Obligation HORACE MANN EDUCATORS CORP NEW SR GLBL NT4.5%25 2025-12-01 2025-12-01 4.5 - 4.5 458000.00 474515.48 Corporate Debt Securities Asian Development Bank 2026-02-04 2026-02-04 0.5 - 0.5 117000.00 107011.77 Other Instrument INTERNATIONAL DEBT MAV ACQUISITION CORP SR 144A NT 8%29 2029-08-01 2029-08-01 8 - 8 17000.00 15451.90 Corporate Debt Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0052 1000000.00 1000000.00 0.0006 N Y Y N BNP Paribas BNP Paribas, 0.51% R0MUWSFPU8MPRO8K5P83 JAI739000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EMERA US FINANCE LP SR GLBL NT 46 2046-06-15 2046-06-15 4.75 - 4.75 2000.00 1938.96 Corporate Debt Securities United States Treasury 2023-08-15 2026-02-15 0.125 - 2.5 8147100.00 8158549.80 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0051 8000000.00 8000000.00 0.0048 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.57% 7VHWWWW4UJS7NUM3PT30 JAI550000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2028-01-31 2500-12-31 0 - 7.25 720688.00 7560370.32 Equities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0057 7000000.00 7000000.00 0.0042 N Y Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.58% 7VHWWWW4UJS7NUM3PT30 JAH025000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INTERPRIVATE II ACQUISITION CO CL A COM 2500-12-31 2500-12-31 N/A 88330.00 865634.00 Equities BYNORDIC ACQUISITION CORP CLASS A COM 2500-12-31 2500-12-31 N/A 2009.00 19969.46 Equities WINVEST ACQUISITION CORP COMMON STOCK 2500-12-31 2500-12-31 N/A 32662.00 324823.59 Equities ADVANCED MERGER PARTNERS INC UNIT EX 063026 2500-12-31 2500-12-31 N/A 791.00 7791.35 Equities SOCIAL CAP SUVRETTA HLDS CRP I CLASS A ORD SHS 2500-12-31 2500-12-31 N/A 50.00 494.50 Equities REVELSTONE CAPITAL ACQSTN CORP CLASS A COM 2500-12-31 2500-12-31 N/A 104330.00 1023477.30 Equities RF ACQUISITION CORP UNIT EX 050128 2500-12-31 2500-12-31 N/A 959.00 9705.08 Equities WESTERN ACQSTN VENTURES CORP COM 2500-12-31 2500-12-31 N/A 1.00 9.92 Equities RESEARCH ALLIANCE CORP II COM CL A 2500-12-31 2500-12-31 N/A 61049.00 597059.22 Equities SCREAMING EAGLE ACQUISITN CORP CLASS A ORD SHS 2500-12-31 2500-12-31 N/A 704802.00 6871819.50 Equities Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0058 9000000.00 9000000.00 0.0054 N N Y N BNP Paribas Prime Brokerage, Inc. BNP Paribas Prime Brokerage, Inc., 0.82% 7VHWWWW4UJS7NUM3PT30 JAA972000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HEALTH CATALYST INC SR GLBL COCO 25 2025-04-15 2025-04-15 2.5 - 2.5 927000.00 890821.25 Equities LANNETT CO INC SR GLBL CV NT 26 2026-10-01 2026-10-01 4.5 - 4.5 174000.00 51852.00 Equities BEST INC SR GLBL CV NT 24 2024-10-01 2024-10-01 1.75 - 1.75 57000.00 44540.43 Equities IVANHOE MINES LTD SR COCO 26 2026-04-15 2026-04-15 2.5 - 2.5 10545000.00 13739842.08 Equities AMERICAN EXPRESS CO ALT TIER I PERP 2500-12-31 2500-12-31 3.55 - 3.55 4000.00 3517.75 Corporate Debt Securities HAEMONETICS CORP MASS SR GLBL COCO 26 2026-03-01 2026-03-01 N/A 2000.00 1583.80 Equities NATERA INC SR GLBL COCO 27 2027-05-01 2027-05-01 2.25 - 2.25 22000.00 27772.25 Equities NEXTERA ENERGY PARTNERS LP SR GLBL 144A 25 2024-06-15 2025-11-15 N/A 9000.00 8430.50 Equities GOPRO INC SR COCO 25 2025-11-15 2025-11-15 1.25 - 1.25 1000.00 1168.36 Equities CAMTEK LTD SR GLBL COCO 26 2026-12-01 2026-12-01 N/A 1000.00 876.00 Equities BRIDGEBIO PHARMA INC SR GLBL COCO 29 2029-02-01 2029-02-01 2.25 - 2.25 160000.00 80280.00 Equities FISKER INC SR GLBL COCO 26 2026-09-15 2026-09-15 2.5 - 2.5 92000.00 69281.11 Equities DROPBOX INC SR GLBL COCO 26 2026-03-01 2026-03-01 N/A 1000.00 912.50 Equities SUNNOVA ENERGY INTL INC. SR GLBL COCO 26 2026-12-01 2026-12-01 0.25 - 0.25 1000.00 783.53 Equities MAGALLANES INC SR GLBL 144A 62 2062-03-15 2062-03-15 5.391 - 5.391 436000.00 394025.84 Corporate Debt Securities PECO ENERGY CAP TR III JR SB PFD TR 28 2028-04-06 2028-04-06 7.38 - 7.38 118000.00 136361.39 Corporate Debt Securities INFINERA CORP SR GLBL COCO 24 2024-09-01 2024-09-01 2.125 - 2.125 1000.00 1063.42 Equities PINDUODUO INC SR GLBL COCO 25 2025-12-01 2025-12-01 N/A 409000.00 357466.00 Equities TESLA INC SR GLBL COCO 24 2024-05-15 2024-05-15 2 - 2 1000.00 14141.99 Equities THE REALREAL INC SR GLBL COCO 25 2025-06-15 2025-06-15 3 - 3 1000.00 814.27 Equities COSTCO WHOLESALE CORPORATION GLBL NT 1.6%30 2030-04-20 2030-04-20 1.6 - 1.6 3000.00 2553.09 Corporate Debt Securities BK OF AMERICA CORP PERP GLBL -Z NT 2500-12-31 2500-12-31 6.5 - 6.5 23000.00 23556.91 Corporate Debt Securities BURLINGTON STORES INC SR GLBL COCO 25 2025-04-15 2025-04-15 2.25 - 2.25 610000.00 749308.75 Equities ORACLE CORP SR GLBL NT3.6%40 2040-04-01 2040-04-01 3.6 - 3.6 363000.00 285426.90 Corporate Debt Securities LOWES COS INC SR GLBL NT1.7%28 2028-09-15 2029-04-05 1.7 - 3.65 8000.00 7294.95 Corporate Debt Securities DOCUSIGN INC SR GLBL COCO 24 2024-01-15 2024-01-15 N/A 45000.00 41805.00 Equities KAMAN CORP COCO 24 2024-05-01 2024-05-01 3.25 - 3.25 1000.00 999.37 Equities PARATEK PHARMACEUTICALS INC SR SB CONV NT 24 2024-05-01 2024-05-01 4.75 - 4.75 385000.00 324441.85 Equities CENTERPOINT ENERGY INC NT EX SUB 2029 2029-09-15 2029-09-15 4.566 - 4.566 570.00 274.04 Equities LCI INDS SR GLBL COCO 26 2026-05-15 2026-05-15 1.125 - 1.125 1000.00 897.12 Equities UNITY SOFTWARE INC SR GLBL COCO 26 2026-11-15 2026-11-15 N/A 2000.00 1546.00 Equities Y N/A N/A 2022-06-03 2022-06-03 2022-06-13 Y BNPP PRIME BRKRGE INT (NG RP) 1.0000 35 N N/A N/A N N 0.0082 16000000.00 16000000.00 0.0096 N N N Y BofA Securities, Inc. BofA Securities, Inc., 1.40% 549300HN4UKV1E2R3U73 IJH452000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WESTERN DIGITAL CORP. SR GLBL COCO 24 2024-02-01 2024-02-01 1.5 - 1.5 6439000.00 6201830.17 Equities International Bank for Reconstruction and Development (World Bank) 2028-04-20 2030-08-26 0.75 - 1.375 115000.00 102587.30 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2022-08-02 2022-08-02 2022-08-08 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 0.0140 6000000.00 6000000.00 0.0036 N N N Y BofA Securities, Inc. BofA Securities, Inc., 1.45% 549300HN4UKV1E2R3U73 IJJ813000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ANTERO RESOURCES CORP SR COCO 26 2026-09-01 2026-09-01 4.25 - 4.25 501000.00 4145948.96 Equities EPR PPTYS PFD C CV 5.75% 2500-12-31 2500-12-31 5.75 - 5.75 1.00 25.66 Equities SPLUNK INC SR GLBL COCO 23 2023-09-15 2023-09-15 0.5 - 0.5 1000.00 1067.49 Equities LUCID GROUP INC SR GLBL COCO 26 2026-12-15 2026-12-15 1.25 - 1.25 1000.00 706.19 Equities SPDR SER TR S&P DIVID ETF 2500-12-31 2500-12-31 N/A 37.00 4727.86 Equities INVESCO EXCHANGE TRADED FD TR S&P SMCP VLU MNT 2500-12-31 2500-12-31 N/A 1.00 51.26 Equities INVESCO QQQ TR UNIT SER 1 2500-12-31 2500-12-31 N/A 208.00 68226.08 Equities MINISO GROUP HLDG LTD SPONSORED ADS 2500-12-31 2500-12-31 N/A 1.00 7.44 Equities ENPHASE ENERGY INC SR GLBL COCO 28 2028-03-01 2028-03-01 N/A 1000.00 944.00 Equities INVESCO EXCHANGE TRADED FD TR DYNMC SOFTWARE 2500-12-31 2500-12-31 N/A 1.00 101.98 Equities FIVE9 INC SR GLBL COCO 25 2025-06-01 2025-06-01 0.5 - 0.5 1000.00 1044.56 Equities SPDR SER TR S&P METALS MNG 2500-12-31 2500-12-31 N/A 1.00 58.36 Equities DROPBOX INC SR GLBL COCO 26 2026-03-01 2026-03-01 N/A 82000.00 74825.00 Equities FLEXSHARES TR ESG & CLM INVEST 2500-12-31 2500-12-31 N/A 17.00 728.66 Equities INSMED INC SR COCO 25 2025-01-15 2025-01-15 1.75 - 1.75 1000.00 984.95 Equities ZYNGA INC CL A 2500-12-31 2500-12-31 N/A 1.00 8.39 Equities CAMTEK LTD SR GLBL COCO 26 2026-12-01 2026-12-01 N/A 22000.00 19272.00 Equities DIGITAL TRANSFORMATN OPT CORP CLASS A COM 2049-01-01 2049-01-01 N/A 2.00 0.20 Equities INDEXIQ ACTIVE ETF TR IQ ULTR SHT DU 2500-12-31 2500-12-31 N/A 8.00 384.04 Equities A K A BRANDS HLDG CORP COM 2500-12-31 2500-12-31 N/A 2.00 7.56 Equities MEGA MATRIX CORP COM 2500-12-31 2500-12-31 N/A 26.00 37.96 Equities BRIDGEBIO PHARMA INC SR GLBL COCO 29 2029-02-01 2029-02-01 2.25 - 2.25 10000.00 5017.50 Equities Y N/A N/A 2022-08-02 2022-08-02 2022-08-11 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 0.0145 4000000.00 4000000.00 0.0024 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 0.55% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Inter-American Development Bank 2028-09-18 2028-09-18 3.125 - 3.125 1000000.00 1007459.03 Other Instrument INTERNATIONAL DEBT ORACLE CORP SR GLBL NT3.9%35 2035-05-15 2035-05-15 3.9 - 3.9 15000.00 13180.45 Corporate Debt Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0055 1000000.00 1000000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.55% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COLGATE PALMOLIVE CO COM 2500-12-31 2500-12-31 N/A 9269.00 752828.18 Equities MARVELL TECHNOLOGY INC COM 2500-12-31 2500-12-31 N/A 12620.00 770577.20 Equities STARBUCKS CORP COM 2500-12-31 2500-12-31 N/A 1142.00 87454.36 Equities FRANCO NEV CORP COM 2500-12-31 2500-12-31 N/A 11937.00 1827435.33 Equities SNAP INC CL A 2500-12-31 2500-12-31 N/A 9044.00 260557.64 Equities THOMSON REUTERS CORP. COM NEW 2500-12-31 2500-12-31 N/A 10820.00 1113702.60 Equities ROBLOX CORP CL A 2500-12-31 2500-12-31 N/A 17.00 545.87 Equities TECHNIPFMC PLC COM 2500-12-31 2500-12-31 N/A 10111.00 76338.05 Equities ON HLDG AG NAMEN AKT A 2500-12-31 2500-12-31 N/A 38.00 970.90 Equities NETFLIX INC COM 2500-12-31 2500-12-31 N/A 518.00 103351.36 Equities VELO3D INC COMMON STOCK 2500-12-31 2500-12-31 N/A 16562.00 61113.78 Equities GITLAB INC CLASS A COM 2500-12-31 2500-12-31 N/A 47442.00 2435672.28 Equities APA CORPORATION COM 2500-12-31 2500-12-31 N/A 1684.00 69801.80 Equities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0055 7000000.00 7000000.00 0.0042 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.77% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GFL ENVIRONMENTAL INC UNIT 03/15/23 2500-12-31 2500-12-31 N/A 112032.00 8148087.36 Equities SILVER SPIKE ACQUISITN CORP II UNIT EXP 022626 2500-12-31 2500-12-31 N/A 111711.00 1100353.35 Equities ST ENERGY TRANSITION I LTD UNIT 2500-12-31 2500-12-31 N/A 1019260.00 10202792.60 Equities Y N/A N/A 2022-06-03 2022-06-03 2022-06-06 Y JPMORGAN SECS (NON GOV REPO) 1.0000 35 N N/A N/A N N 0.0076 18000122.40 18000122.40 0.0108 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.55% K5HU16E3LMSVCCJJJ255 JAI554000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PIMCO ETF TR ACTIVE BD ETF 2500-12-31 2500-12-31 N/A 13100.00 1288647.00 Equities SSGA ACTIVE ETF TR SPDR TR TACTIC 2500-12-31 2500-12-31 N/A 94498.00 4111607.98 Equities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0055 5000000.00 5000000.00 0.0030 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.58% K5HU16E3LMSVCCJJJ255 JAH024000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INNOVATE CORP COM 2500-12-31 2500-12-31 N/A 239307.00 741851.70 Equities JAWS HURRICANE ACQUISITN CORP CLASS A COM 2500-12-31 2500-12-31 N/A 34691.00 338237.25 Equities Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0058 1000000.00 1000000.00 0.0006 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.84% K5HU16E3LMSVCCJJJ255 JAI555000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VANGUARD WHITEHALL FDS HIGH DIV YLD 2500-12-31 2500-12-31 N/A 9754.00 1080157.96 Equities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0084 1000000.00 1000000.00 0.0006 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.59% 7TK5RJIZDFROZCA6XF66 JAI551000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MCKESSON CORP COM 2500-12-31 2500-12-31 N/A 2127.00 681916.20 Equities WILLSCOT MOBIL MINI HLDNG CORP COM CL A 2500-12-31 2500-12-31 N/A 101887.00 3638384.77 Equities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0059 4000000.00 4000000.00 0.0024 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 0.57% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Federal Farm Credit Bank 2023-05-23 2034-03-01 0.375 - 2.43 5458000.00 5100282.85 Agency Debentures and Agency Strips Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0057 5000000.00 5000000.00 0.0030 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N THAIOIL TREAS CTR CO LTD FR 4.875%012343 2043-01-23 2043-01-23 4.875 - 4.875 2344000.00 2104349.44 Corporate Debt Securities Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0057 2000050.40 2000050.40 0.0012 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.07% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ARRIVAL GROUP SR SEC GLBL 2026-12-01 2026-12-01 3.5 - 3.5 1240000.00 695263.87 Equities ATLANTICA SUSTAINABLE INFRA SR COCO 25 2025-07-15 2025-07-15 4 - 4 348000.00 370465.33 Equities NIO INC SR GLBL COCO 26 2026-02-01 2026-02-01 N/A 23955000.00 19858695.00 Equities SMILEDIRECTCLUB INC SR GLBL COCO 26 2026-02-01 2026-02-01 N/A 12188000.00 3961100.00 Equities Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N N 0.0106 23000078.20 23000078.20 0.0138 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.48% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FIVERR INTL LTD SR GLBL COCO 25 2025-11-01 2025-11-01 N/A 9513000.00 7577104.50 Equities Y N/A N/A 2022-06-10 2022-06-10 2022-06-10 N N N 0.0147 7000000.00 7000000.00 0.0042 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.85% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GENERAL MTRS FINL CO INC 2022-05-18 2022-05-18 N/A 2057159.00 2056144.82 Money Market TELUS CORPORATION 2022-10-05 2022-10-05 N/A 4983532.00 4944550.81 Money Market VERIZON COMMUNICATIONS INC 2022-05-09 2022-05-09 N/A 250000.00 249951.50 Money Market Y N/A N/A 2022-07-27 2022-07-27 2022-07-27 N N N 0.0184 7000000.00 7000000.00 0.0042 N N N Y Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.76% Series 2008, LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 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 0.0076 25155000.00 25155000.00 0.0151 N N Y N Golden State Tobacco Securitization Corp. Tobacco Settlement Rev. Golden State Tobacco Securitization Corp. Tobacco Settlement Rev., 5.00% Bonds Series 2018 A2, (Pre-Refunded to 6/1/2022 @ 100) 38122NZW5 US38122NZW54 Other Municipal Security Y N/A N/A 2022-06-01 2022-06-01 2047-06-01 N N N 0.0159 11268673.54 11268673.54 0.0068 N N N N Golden State Tobacco Securitization Corp. Tobacco Settlement Rev. Golden State Tobacco Securitization Corp. Tobacco Settlement Rev., 5.25% Bonds Series 2018 A1, (Pre-Refunded to 6/1/2022 @ 100) 38122NZV7 US38122NZV71 Other Municipal Security Y N/A N/A 2022-06-01 2022-06-01 2047-06-01 N N N 0.0180 9528796.40 9528796.40 0.0057 N N N N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2022-05-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer