2020 December
Asset Detail Acct Base Currency Code : USD ALL KR2 AND KR3 - KR2GALLKRS00 As Of Date : 12/31/2020 Accounting Status : PRELIMINARY Mellon Security Base Market . Shares/Par Security ID Description Value ALTERNATIVE INVESTMENTS ARROWMARK FUND I 552,069,089.000 552,069,089.00 BLACKSTONE STRAT OPP 2,525,216.120 2,525,216.12 GOVERNORS LANE FUNDÉÉÉÉÉÉÉÉ 358,526.780 358,526.78 LUXOR CAPITAL PARTNERS OFFSHORE LTDD 1,459,032.030 1,459,032.03 MAGNETAR MTP EOF II 35,678,607.620 35,678,607.62 MYRIAD OPPORTUNITIES 48,648,563.010 48,648,563.01 NORTHERN TRUST LITIGATION CREDIT 2.000 0.00 PINE RIVER FUND LTD 139,672.780 139,672.78 SRS PARTNERS USÉÉÉÉ 5,994,083.350 5,994,083.35 TOTAL ALTERNATIVE INVESTMENTS 646,872,792.690 646,872,790.69 CASH & CASH EQUIVALENTS ABN AMRO FDG USA DISC 01/04/2021 3,600,000.000 3,598,695.00 ABN AMRO FDG USA DISC 02/08/2021 2,600,000.000 2,598,700.00 ATLANTIC ASSET DISC 02/10/2021 3,800,000.000 3,797,973.34 AUSTRALIA & NZ BK DISC 03/17/2021 2,700,000.000 2,698,582.50 BANK OF MONTREAL DISC 01/05/2021 3,850,000.000 3,848,272.85 BARCLAYS BANK DISC 01/11/2021 3,750,000.000 3,748,031.25 BARCLAYS BANK DISC 03/16/2021 2,800,000.000 2,798,180.00 BLACKROCK MONEY MARKET FD B 94.450 94.45 BPCE DISC 03/03/2021 3,900,000.000 3,897,102.08 CANTOR REPO A TRI REPO 0.100% 01/04/2021 DD 12/30/20 290,200,000.000 290,200,000.00 CNH/USD SPOT OPTION 2021 PUT APR 21 006.650 ED 041521 2,324,300.000 0.00 COLLATERALIZED CP DISC 02/17/2021 1,200,000.000 1,199,488.00 CONAGRA FOODS DISC 01/05/2021 1,537,000.000 1,536,684.06 EB TEMP IVN FD VAR RT 12/31/49
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