| 1 | Crude Oil Dec23 | N/A | 19.75% | 2,550 |
| 2 | Brent Crude Future Dec 23 | N/A | 18.74% | 2,258 |
| 3 | BLK CSH FND TREASURY SL AGENCY | N/A | 17.07% | 151,660,095 |
| 4 | BlackRock Cash Funds Treasury SL Agency | N/A | 12.83% | 112,660,095 |
| 5 | CASH COLLATERAL USD BZUFT | N/A | 9.71% | 85,273,000 |
| 6 | CASH COLLATERAL USD BZUFT | N/A | 9.34% | 83,003,000 |
|
| 7 | Corn Future Sept 23 | N/A | 5.96% | 1,857 |
| 8 | Low Sulphur Gasoil Future May 23 | N/A | 5.69% | 674 |
| 9 | United States Treasury Bills 0% | N/A | 5.65% | 50,000,000 |
| 10 | TREASURY BILL | N/A | 5.59% | 50,000,000 |
| 11 | Lme Copper Dec 23 | N/A | 5.00% | 201 |
| 12 | Gold 100 Oz Jun 23 | N/A | 4.88% | 219 |
| 13 | S-Oil Future Apr 23 | N/A | 4.67% | 380 |
| 14 | CASH COLLATERAL USD GSCFT | N/A | 4.52% | 39,747,000 |
| 15 | RBOB Gasoline Future Sept 23 | N/A | 4.27% | 415 |
| 16 | Live Cattle Future June 23 | N/A | 4.15% | 584 |
| 17 | LME PRI ALUM DEC 24 | N/A | 4.05% | 573 |
| 18 | CASH COLLATERAL USD GSCFT | N/A | 3.98% | 35,408,000 |
| 19 | Future on Soybean | N/A | 3.90% | 528 |
| 20 | Santander Uk Plc | N/A | 3.41% | 30,000,000 |
| 21 | SANTANDER UK PLC | N/A | 3.37% | 30,000,000 |
| 22 | Future on Wheat | N/A | 3.20% | 813 |
| 23 | Henry Hub Natural Gas Mar24 | N/A | 3.11% | 832 |
| 24 | United States Treasury Bills 0% | N/A | 2.83% | 25,000,000 |
| 25 | Toronto-Dominion | N/A | 2.80% | 24,300,000 |
| 26 | TREASURY BILL | N/A | 2.80% | 25,000,000 |
| 27 | TD Toronto-Dominion Bank | $58.77
+2.3% | 2.77% | 24,300,000 |
| 28 | Commonwealth Bank Of Australia | N/A | 2.76% | 24,200,000 |
| 29 | COMMONWEALTH BANK OF AUSTRALIA | N/A | 2.73% | 24,200,000 |
| 30 | United States Treasury Bills 0% | N/A | 2.28% | 20,000,000 |
| 31 | Wells Fargo Bank Na | N/A | 2.28% | 20,000,000 |
| 32 | United States Treasury Bills 0% | N/A | 2.26% | 20,000,000 |
| 33 | United States Treasury Bills 0% | N/A | 2.26% | 20,000,000 |
| 34 | TREASURY BILL | N/A | 2.25% | 20,000,000 |
| 35 | TREASURY BILL | N/A | 2.24% | 20,000,000 |
| 36 | TREASURY BILL | N/A | 2.24% | 20,000,000 |
| 37 | Future on Sugar | N/A | 1.96% | 739 |
| 38 | LEAN HOGS OCT 23 | N/A | 1.93% | 510 |
| 39 | Autozone Inc 144A | N/A | 1.71% | 15,000,000 |
| 40 | Sumitomo Mitsui Banking Corp (New | N/A | 1.71% | 15,000,000 |
|
| 41 | PSP CAPITAL INC | N/A | 1.69% | 15,000,000 |
| 42 | SUMITOMO MITSUI BANKING CORP (NEW | N/A | 1.69% | 15,000,000 |
| 43 | PSP CAPITAL INC | N/A | 1.68% | 15,000,000 |
| 44 | VMC Vulcan Materials | $202.73
+2.0% | 1.68% | 15,000,000 |
| 45 | VW Credit, Inc. 0% | N/A | 1.65% | 14,500,000 |
| 46 | Feeder Cattle Future Aug 23 | N/A | 1.64% | 134 |
| 47 | Future on Wheat | N/A | 1.62% | 353 |
| 48 | LANDESBANK BADEN-WURTTEMBERG NEW Y | N/A | 1.59% | 14,000,000 |
| 49 | Kookmin Bank | N/A | 1.51% | 13,300,000 |
| 50 | KOOKMIN BANK | N/A | 1.49% | 13,300,000 |
| 51 | DUKES CNTY MASS | N/A | 1.43% | 12,550,000 |
| 52 | National Australia Bank Ltd. 5.22% | N/A | 1.38% | 12,125,000 |
| 53 | Dominion Resources Inc. | N/A | 1.37% | 12,000,000 |
| 54 | NATIONAL AUSTRALIA BANK LTD | N/A | 1.37% | 12,125,000 |
| 55 | Dnb Bank Asa 144A | N/A | 1.33% | 11,600,000 |
| 56 | DNB BANK ASA 144A | N/A | 1.31% | 11,600,000 |
| 57 | United States Treasury Bills 0% | N/A | 1.29% | 11,500,000 |
| 58 | Barclays Bank plc New York Branch 5.2% | N/A | 1.28% | 11,250,000 |
| 59 | TREASURY BILL | N/A | 1.28% | 11,500,000 |
| 60 | BARCLAYS BANK PLC (NEW YORK BRANCH | N/A | 1.27% | 11,250,000 |
| 61 | CAT Caterpillar | $226.10
-0.2% | 1.24% | 11,040,000 |
| 62 | LOWES COMPANIES INC | N/A | 1.23% | 10,820,000 |
| 63 | Future on Nickel | N/A | 1.22% | 74 |
| 64 | LOW Lowe's Companies | $209.81
+2.9% | 1.22% | 10,820,000 |
| 65 | Swedbank Ab | N/A | 1.19% | 10,500,000 |
| 66 | Bank Of Montreal (Chicago Branch) | N/A | 1.17% | 10,000,000 |
| 67 | Royal Bank Of Canada (New York Bra | N/A | 1.17% | 10,000,000 |
| 68 | BMO Bank of Montreal | $86.89
+2.9% | 1.15% | 10,000,000 |
| 69 | RY Royal Bank of Canada | $92.43
+2.3% | 1.15% | 10,000,000 |
| 70 | Amcor Finance (Usa) Inc | N/A | 1.14% | 10,000,000 |
| 71 | American Electric Power Company In 144A | N/A | 1.14% | 10,000,000 |
| 72 | American Electric Power Company In 144A | N/A | 1.14% | 10,000,000 |
| 73 | Citigroup Global Markets Inc. 5.2% | N/A | 1.14% | 10,000,000 |
| 74 | ENBRIDGE (US) INC | N/A | 1.14% | 10,000,000 |
| 75 | Fiserv Inc | N/A | 1.14% | 10,000,000 |
| 76 | Svenska Handelsbanken Ab (New York | N/A | 1.14% | 10,000,000 |
| 77 | C Citigroup | $46.20
-0.3% | 1.13% | 10,000,000 |
| 78 | MACQUARIE BANK LTD | N/A | 1.13% | 10,000,000 |
| 79 | SVENSKA HANDELSBANKEN AB (NEW YORK | N/A | 1.13% | 10,000,000 |
| 80 | United States Treasury Bills 0% | N/A | 1.13% | 10,000,000 |
| 81 | United States Treasury Bills 0% | N/A | 1.13% | 10,000,000 |
| 82 | United States Treasury Bills 0% | N/A | 1.13% | 10,000,000 |
| 83 | AEP American Electric Power | $83.90
+0.5% | 1.12% | 10,000,000 |
| 84 | Banco Santander Sa | N/A | 1.12% | 10,000,000 |
| 85 | ENBRIDGE (US) INC | N/A | 1.12% | 10,000,000 |
| 86 | Lma Americas Llc | N/A | 1.12% | 10,000,000 |
| 87 | MACQUARIE BANK LTD | N/A | 1.12% | 10,000,000 |
| 88 | MERCEDES-BENZ FINANCE NORTH AMERIC | N/A | 1.12% | 10,000,000 |
| 89 | TREASURY BILL | N/A | 1.12% | 10,000,000 |
| 90 | TREASURY BILL | N/A | 1.12% | 10,000,000 |
|
| 91 | TREASURY BILL | N/A | 1.12% | 10,000,000 |
| 92 | TREASURY BILL | N/A | 1.12% | 10,000,000 |
| 93 | TREASURY BILL | N/A | 1.12% | 10,000,000 |
| 94 | UNH UnitedHealth Group | $500.70
+0.2% | 1.12% | 10,000,000 |
| 95 | BANCO SANTANDER SA | N/A | 1.11% | 10,000,000 |
| 96 | BARTON CAPITAL SA 144A | N/A | 1.11% | 10,000,000 |
| 97 | LMA AMERICAS LLC | N/A | 1.11% | 10,000,000 |
| 98 | Australia & New Zealand Banking Gr 144A | N/A | 1.10% | 10,000,000 |
| 99 | BARTON CAPITAL SA 144A | N/A | 1.10% | 10,000,000 |
| 100 | AUSTRALIA & NEW ZEALAND BANKING GR 144A | N/A | 1.09% | 10,000,000 |
