0001145549-21-054380.txt : 20210908 0001145549-21-054380.hdr.sgml : 20210908 20210908161906 ACCESSION NUMBER: 0001145549-21-054380 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210831 FILED AS OF DATE: 20210908 DATE AS OF CHANGE: 20210908 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 211242338 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000038267 Ultra Shares SNAXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2021-08-31 0000857156 549300I77JNLD629OV19 S000004508 2 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 Deloitte & Touche LLP Denver CO Charles Schwab Investment Management, Inc. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Prime Y 46 59 18680145489.22 15219779986.25 15266306093.30 17256048349.17 35224612176.28 35289500277.80 35708158016.29 36228510149.15 0.00 0.2358 0.1931 0.1942 0.2203 0.4446 0.4477 0.4543 0.4625 0.0000 1931000000.02 75701566654.94 75698711145.10 9353857.49 9675241.68 77629389760.93 77626516335.2200 1.0000 0.0013 1.0001 1.0001 1.0001 1.0001 0.0000 C000012383 0.00 45147558894.46 45145778155.8200 1.0001 1.0001 1.0001 1.0001 0.0000 265844331.02 423509178.81 258812949.91 432291368.08 258726082.00 457134408.27 278189115.05 417924164.97 0.00 0.00 1170142319.04 1943363577.06 0.0003 Y Investment Advisor and its affiliates Contractual 279,789 Investment Advisor and its affiliates Voluntary 8,921,300 C000038267 1000000.00 32481830866.47 32480738179.4000 1.0001 1.0001 1.0001 1.0001 0.0000 364747916.80 402508726.24 416580233.48 387366377.16 297664424.66 450262660.96 420542472.62 399526103.67 0.00 0.00 1624591597.90 1864860585.15 0.0003 Y Investment Advisor and its affiliates Contractual 203,247 Investment Advisor and its affiliates Voluntary 2,373,377 ABAG Finance Auth TAXABLE RB (PUBLIC POLICY INSTITUTE OF CALIFORNIA) SERIES 2001B 0.080000% 00037CEK2 549300EWVCCTI6O2KU84 US00037CEK27 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2031-11-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0008 17550000.00 17550000.00 0.0002 N N Y N ANTALIS SA (ILE-DE-FRANCE) ANTALIS SA (ILE-DE-FRANCE) 0.000000% 03664AXF0 549300G2LM2ZKZ0X4Y50 US03664AXF01 Asset Backed Commercial Paper Y 2021-10-15 2021-10-15 2021-10-15 N Y Societe Generale SA 1.0000 N 0.0012 69989937.50 69989937.50 0.0009 N N N N ANTALIS SA (ILE-DE-FRANCE) ANTALIS SA (ILE-DE-FRANCE) 0.000000% 03664AY44 549300G2LM2ZKZ0X4Y50 Asset Backed Commercial Paper Y 2021-11-04 2021-11-04 2021-11-04 N Y Societe Generale SA 1.0000 N 0.0012 45440398.69 45440398.69 0.0006 N N N N ANTALIS SA (ILE-DE-FRANCE) ANTALIS SA (ILE-DE-FRANCE) 0.000000% 03664AYA0 549300G2LM2ZKZ0X4Y50 Asset Backed Commercial Paper Y 2021-11-10 2021-11-10 2021-11-10 N Y Societe Generale SA 1.0000 N 0.0012 28993193.99 28993193.99 0.0004 N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.150000% 05253MPF5 JHE42UYNWWTJB8YTTU19 Financial Company Commercial Paper Y 2021-09-01 2021-11-29 2021-11-29 N N N 0.0010 290036241.30 290036241.30 0.0037 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 0.160000% 05586FKC0 R0MUWSFPU8MPRO8K5P83 Certificate of Deposit Y 2021-11-15 2021-11-15 2021-11-15 N N N 0.0009 198029236.68 198029236.68 0.0026 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 0.120000% 05586FKY2 R0MUWSFPU8MPRO8K5P83 Certificate of Deposit Y 2021-12-03 2021-12-03 2021-12-03 N N N 0.0010 156008946.60 156008946.60 0.0020 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.210000% 06050TMY5 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2021-09-01 2022-07-08 2022-07-08 N N N 0.0020 193030102.21 193030102.21 0.0025 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.000000% 06054NZG9 549300HN4UKV1E2R3U73 0001675365 Financial Company Commercial Paper Y 2021-12-16 2021-12-16 2021-12-16 N N N 0.0012 157445697.15 157445697.15 0.0020 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.000000% 06054NZL8 549300HN4UKV1E2R3U73 0001675365 Financial Company Commercial Paper Y 2021-12-20 2021-12-20 2021-12-20 N N N 0.0012 182932853.64 182932853.64 0.0024 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.000000% 06054NZT1 549300HN4UKV1E2R3U73 0001675365 Financial Company Commercial Paper Y 2021-12-27 2021-12-27 2021-12-27 N N N 0.0012 159934969.60 159934969.60 0.0021 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.180000% 06054R2S0 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2021-10-04 2021-10-04 2021-10-04 N N N 0.0012 277014675.46 277014675.46 0.0036 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.170000% 06054R2W1 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2021-11-08 2021-11-08 2021-11-08 N N N 0.0013 197014574.06 197014574.06 0.0025 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.170000% 06054R2X9 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2021-11-09 2021-11-09 2021-11-09 N N N 0.0013 200013752.00 200013752.00 0.0026 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.147900% 06367CDE4 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2021-09-23 2021-09-23 2021-09-23 N N N 0.0011 177003670.98 177003670.98 0.0023 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.137900% 06367CDV6 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2021-10-05 2021-10-05 2021-10-05 N N N 0.0012 276006499.80 276006499.80 0.0036 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.150000% 06367CJD0 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2022-01-31 2022-01-31 2022-01-31 N N N 0.0012 200027168.00 200027168.00 0.0026 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.150000% 06367CJE8 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2022-01-31 2022-01-31 2022-01-31 N N N 0.0012 50006792.50 50006792.50 0.0006 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.140000% 06367CJR9 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2022-02-14 2022-02-14 2022-02-14 N N N 0.0013 334012368.02 334012368.02 0.0043 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.140000% 06367CJW8 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2022-02-23 2022-02-23 2022-02-23 N N N 0.0014 128999362.74 128999362.74 0.0017 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.140000% 06367CKF3 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2022-02-25 2022-02-25 2022-02-25 N N N 0.0014 289995696.40 289995696.40 0.0037 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.000000% 06417KBN8 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper Y 2022-02-22 2022-02-22 2022-02-22 N N N 0.0011 239871667.20 239871667.20 0.0031 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.200000% 06417LQK6 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper Y 2021-09-01 2022-02-22 2022-02-22 N N N 0.0014 500144420.00 500144420.00 0.0064 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.230000% 06417LQL4 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper Y 2021-09-01 2022-05-23 2022-05-23 N N N 0.0018 142058866.10 142058866.10 0.0018 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.200000% 06417MPW9 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2021-09-01 2022-02-24 2022-02-24 N N N 0.0014 230066106.60 230066106.60 0.0030 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.163800% 06742TWX0 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2021-09-24 2021-09-24 2021-09-24 N N N 0.0013 334007120.88 334007120.88 0.0043 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.177300% 06742TXD3 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2021-09-30 2021-09-30 2021-09-30 N N N 0.0014 196005444.88 196005444.88 0.0025 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.160000% 06742TYQ3 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2021-12-08 2021-12-08 2021-12-08 N N N 0.0014 325019610.50 325019610.50 0.0042 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.160000% 06742TYT7 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2021-12-09 2021-12-09 2021-12-09 N N N 0.0014 185011275.75 185011275.75 0.0024 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.140000% 06742TYV2 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2021-12-10 2021-12-10 2021-12-10 N N N 0.0014 500001340.00 500001340.00 0.0064 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.140000% 06742TYY6 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2021-12-13 2021-12-13 2021-12-13 N N N 0.0014 78999989.73 78999989.73 0.0010 N N N N BARCLAYS BANK UK PLC BARCLAYS BANK UK PLC 0.000000% 06744QW22 213800UUGANOMFJ9X769 Financial Company Commercial Paper Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0008 135999411.12 135999411.12 0.0018 N N Y N BARCLAYS BANK UK PLC BARCLAYS BANK UK PLC 0.000000% 06744QW30 213800UUGANOMFJ9X769 Financial Company Commercial Paper Y 2021-09-03 2021-09-03 2021-09-03 N N N 0.0008 144999045.90 144999045.90 0.0019 N N Y N BARCLAYS BANK UK PLC BARCLAYS BANK UK PLC 0.000000% 06744QW71 213800UUGANOMFJ9X769 Financial Company Commercial Paper Y 2021-09-07 2021-09-07 2021-09-07 N N N 0.0009 99998347.00 99998347.00 0.0013 N N Y N BARCLAYS BANK UK PLC BARCLAYS BANK UK PLC 0.000000% 06744QWU0 213800UUGANOMFJ9X769 Financial Company Commercial Paper Y 2021-09-28 2021-09-28 2021-09-28 N N N 0.0009 101287594.32 101287594.32 0.0013 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945LW12 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2021-09-01 2021-09-01 2021-09-01 N Y Societe Generale SA 1.0000 N 0.0008 18999960.48 18999960.48 0.0002 N Y Y N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945LX78 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2021-10-07 2021-10-07 2021-10-07 N Y Societe Generale SA 1.0000 N 0.0010 17998242.48 17998242.48 0.0002 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945LY36 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2021-11-03 2021-11-03 2021-11-03 N Y Societe Generale SA 1.0000 N 0.0012 24994755.50 24994755.50 0.0003 N N N N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000% 07274LW29 VDYMYTQGZZ6DU0912C88 Financial Company Commercial Paper Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0008 192999195.19 192999195.19 0.0025 N N Y N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000% 07274LW78 VDYMYTQGZZ6DU0912C88 Financial Company Commercial Paper Y 2021-09-07 2021-09-07 2021-09-07 N N N 0.0008 414993949.30 414993949.30 0.0053 N N Y N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.080000% 0727MCPB7 VDYMYTQGZZ6DU0912C88 Certificate of Deposit Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0008 87000012.18 87000012.18 0.0011 N Y Y N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.080000% 0727MCPD3 VDYMYTQGZZ6DU0912C88 Certificate of Deposit Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0008 81000022.68 81000022.68 0.0010 N N Y N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644AY32 Asset Backed Commercial Paper Y 2021-11-03 2021-11-03 2021-11-03 N Y Royal Bank of Canada 1.0000 N 0.0007 149981334.00 149981334.00 0.0019 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.180000% 07644CHP8 Asset Backed Commercial Paper Y 2021-09-01 2022-05-02 2022-05-02 N Y Royal Bank of Canada 1.0000 N 0.0016 95016025.55 95016025.55 0.0012 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.210000% 07644DKY3 Asset Backed Commercial Paper Y 2021-09-01 2021-09-30 2021-09-30 N Y Royal Bank of Canada 1.0000 N 0.0009 150014581.50 150014581.50 0.0019 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224LW77 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2021-09-07 2021-09-07 2021-09-07 N Y Societe Generale SA 1.0000 N 0.0009 153704459.22 153704459.22 0.0020 N N Y N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224LW85 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2021-09-08 2021-09-08 2021-09-08 N Y Societe Generale SA 1.0000 N 0.0009 35999312.04 35999312.04 0.0005 N N Y N BLUE MOUNTAIN ENTERPRISES, LLC VARIABLE RATE DEMAND BONDS SERIES 2013 0.100000% 095770AA1 5493002IBX1P8Z363V65 US095770AA14 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2043-09-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0010 2770000.00 2770000.00 0.0000 N N Y N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 0.000000% 09659CBE7 R0MUWSFPU8MPRO8K5P83 Financial Company Commercial Paper Y 2022-02-14 2022-02-14 2022-02-14 N N N 0.0012 62964637.47 62964637.47 0.0008 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619TZ15 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2021-12-01 2021-12-01 2021-12-01 N Y Citibank NA 1.0000 N 0.0011 94974508.65 94974508.65 0.0012 N N N N CAISSE AMORTISSEMENT DE LA DETTE SOCIALE CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000% 12802VWD4 969500P04DQJS4BPM574 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2021-09-13 2021-09-13 2021-09-13 N N N 0.0008 8999756.28 8999756.28 0.0001 N N N N CAISSE AMORTISSEMENT DE LA DETTE SOCIALE CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000% 12802VWU6 969500P04DQJS4BPM574 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2021-09-28 2021-09-28 2021-09-28 N N N 0.0008 159989547.20 159989547.20 0.0021 N N N N CAISSE AMORTISSEMENT DE LA DETTE SOCIALE CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000% 12802VX43 969500P04DQJS4BPM574 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2021-10-04 2021-10-04 2021-10-04 N N N 0.0009 784936980.20 784936980.20 0.0101 N N N N CAISSE AMORTISSEMENT DE LA DETTE SOCIALE CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000% 12802VX76 969500P04DQJS4BPM574 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2021-10-07 2021-10-07 2021-10-07 N N N 0.0009 123989167.36 123989167.36 0.0016 N N N N CAISSE AMORTISSEMENT DE LA DETTE SOCIALE CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000% 12802VXC5 969500P04DQJS4BPM574 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2021-10-12 2021-10-12 2021-10-12 N N N 0.0009 389361383.20 389361383.20 0.0050 N N N N CAISSE AMORTISSEMENT DE LA DETTE SOCIALE CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000% 12802WAT1 969500P04DQJS4BPM574 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-01-27 2022-01-27 2022-01-27 N N N 0.0013 39979305.60 39979305.60 0.0005 N N N N CAISSE AMORTISSEMENT DE LA DETTE SOCIALE CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000% 12802WBU7 969500P04DQJS4BPM574 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-02-28 2022-02-28 2022-02-28 N N N 0.0014 433705422.50 433705422.50 0.0056 N N N N Calhoun Cnty Navigation IDA PORT RB (FORMOSA PLASTICS) SERIES 2011C 0.050000% 129733AD3 US129733AD30 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2031-09-01 Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 7 N N N 0.0005 15000000.00 15000000.00 0.0002 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.156000% 13606CQY3 549300H8L46OOZOFHU82 0000800030 Certificate of Deposit Y 2021-09-27 2021-12-27 2021-12-27 N N N 0.0012 100006130.00 100006130.00 0.0013 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.126100% 13606CRA4 549300H8L46OOZOFHU82 0000800030 Certificate of Deposit Y 2021-10-15 2021-10-15 2021-10-15 N N N 0.0011 164007060.20 164007060.20 0.0021 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.170000% 13606CSE5 549300H8L46OOZOFHU82 0000800030 Certificate of Deposit Y 2021-11-12 2021-11-12 2021-11-12 N N N 0.0009 398061280.06 398061280.06 0.0051 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.150100% 13606CTE4 549300H8L46OOZOFHU82 0000800030 Certificate of Deposit Y 2021-09-01 2021-12-01 2021-12-01 N N N 0.0007 175023584.75 175023584.75 0.0023 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.110000% 13606CTU8 549300H8L46OOZOFHU82 0000800030 Certificate of Deposit Y 2021-12-02 2021-12-02 2021-12-02 N N N 0.0011 400005136.00 400005136.00 0.0052 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.163300% 13606CUR3 549300H8L46OOZOFHU82 0000800030 Certificate of Deposit Y 2021-09-24 2022-01-24 2022-01-24 N N N 0.0013 72510875.00 72510875.00 0.0009 N N N N CELLMARK, INC TAXABLE NOTES SERIES 2018A 0.120000% 15118CAA8 549300JWG1LWHVNYN325 US15118CAA80 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2038-06-01 Y Swedbank AB 1.0000 7 N N N 0.0012 48000000.00 48000000.00 0.0006 N N Y N CHARTA LLC CHARTA LLC 0.000000% 16115VZ10 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2021-12-01 2021-12-01 2021-12-01 N Y Citibank NA 1.0000 N 0.0012 24992589.00 24992589.00 0.0003 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WB14 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2022-02-01 2022-02-01 2022-02-01 N Y Citibank NA 1.0000 N 0.0014 24985455.50 24985455.50 0.0003 N N N N CITIBANK NA CITIBANK NA 0.180000% 17305TX64 E57ODZWZ7FF32TWEFA76 0000036684 Certificate of Deposit Y 2022-02-25 2022-02-25 2022-02-25 N N N 0.0011 139045293.15 139045293.15 0.0018 N N N N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 0.000000% 17327AWP8 MBNUM2BPBDO7JBLYG310 0000315030 Financial Company Commercial Paper Y 2021-09-23 2021-09-23 2021-09-23 N N N 0.0008 73296253.64 73296253.64 0.0009 N N N N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 0.000000% 17327AX77 MBNUM2BPBDO7JBLYG310 0000315030 Financial Company Commercial Paper Y 2021-10-07 2021-10-07 2021-10-07 N N N 0.0009 286974927.68 286974927.68 0.0037 N N N N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 0.000000% 17327AY50 MBNUM2BPBDO7JBLYG310 0000315030 Financial Company Commercial Paper Y 2021-11-05 2021-11-05 2021-11-05 N N N 0.0009 485922483.00 485922483.00 0.0063 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000% 19424HW30 549300ZLXI3T111CH173 Asset Backed Commercial Paper Y 2021-09-03 2021-09-03 2021-09-03 N Y JP Morgan Securities LLC 1.0000 N 0.0008 139999125.00 139999125.00 0.0018 N N Y N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000% 19424HW97 549300ZLXI3T111CH173 Asset Backed Commercial Paper Y 2021-09-09 2021-09-09 2021-09-09 N Y JP Morgan Securities LLC 1.0000 N 0.0008 141997266.50 141997266.50 0.0018 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000% 19424HWF3 549300ZLXI3T111CH173 Asset Backed Commercial Paper Y 2021-09-15 2021-09-15 2021-09-15 N Y JP Morgan Securities LLC 1.0000 N 0.0009 104996280.90 104996280.90 0.0014 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000% 19424HWT3 549300ZLXI3T111CH173 Asset Backed Commercial Paper Y 2021-09-27 2021-09-27 2021-09-27 N Y JP Morgan Securities LLC 1.0000 N 0.0009 96993234.25 96993234.25 0.0012 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000% 19424HY12 549300ZLXI3T111CH173 Asset Backed Commercial Paper Y 2021-11-01 2021-11-01 2021-11-01 N Y JP Morgan Securities LLC 1.0000 N 0.0011 99981744.00 99981744.00 0.0013 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000% 19424HY87 549300ZLXI3T111CH173 Asset Backed Commercial Paper Y 2021-11-08 2021-11-08 2021-11-08 N Y JP Morgan Securities LLC 1.0000 N 0.0011 191960256.00 191960256.00 0.0025 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000% 19424HYJ3 549300ZLXI3T111CH173 Asset Backed Commercial Paper Y 2021-11-18 2021-11-18 2021-11-18 N Y JP Morgan Securities LLC 1.0000 N 0.0011 34991474.70 34991474.70 0.0005 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000% 19424JAM8 549300ZLXI3T111CH173 Asset Backed Commercial Paper Y 2022-01-21 2022-01-21 2022-01-21 N Y JP Morgan Securities LLC 1.0000 N 0.0013 35980980.84 35980980.84 0.0005 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000% 19424JC12 549300ZLXI3T111CH173 Asset Backed Commercial Paper Y 2022-03-01 2022-03-01 2022-03-01 N Y JP Morgan Securities LLC 1.0000 N 0.0017 66944110.61 66944110.61 0.0009 N N N N COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 0.090000% 20271EVQ9 MSFSBD3QN1GSN7Q6C537 0000008565 Certificate of Deposit Y 2021-12-02 2021-12-02 2021-12-02 N N N 0.0009 150001542.00 150001542.00 0.0019 N N N N COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 0.130000% 20271EWD7 MSFSBD3QN1GSN7Q6C537 0000008565 Certificate of Deposit Y 2022-02-16 2022-02-16 2022-02-16 N N N 0.0012 291012274.38 291012274.38 0.0037 N N N N COOK CNTY TAXABLE GO BONDS SERIES 2004D 0.060000% 213185FW6 5493004UMR7OX4YITE10 US213185FW60 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2030-11-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0006 29000000.00 29000000.00 0.0004 N N Y N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.157300% 21684LB76 DG3RU1DBUFHT4ZF9WN62 0001098062 Certificate of Deposit Y 2021-09-30 2021-12-31 2021-12-31 N N N 0.0013 95005536.60 95005536.60 0.0012 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.100000% 21684XRH1 DG3RU1DBUFHT4ZF9WN62 0001098062 Certificate of Deposit Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0010 105001066.80 105001066.80 0.0014 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.140000% 21684XSQ0 DG3RU1DBUFHT4ZF9WN62 0001098062 Certificate of Deposit Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0013 288020352.96 288020352.96 0.0037 N N N N CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 0.210000% 22552G2Y5 549300D0YARF5HYP1809 0001053092 Certificate of Deposit Y 2021-09-03 2021-09-03 2021-09-03 N N N 0.0012 500003955.00 500003955.00 0.0064 N N Y N DBS BANK LTD DBS BANK LTD 0.000000% 23305DWT8 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y 2021-09-27 2021-09-27 2021-09-27 N N N 0.0010 28997912.00 28997912.00 0.0004 N N N N DBS BANK LTD DBS BANK LTD 0.000000% 23305DX18 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y 2021-10-01 2021-10-01 2021-10-01 N N N 0.0010 99991819.00 99991819.00 0.0013 N N N N DBS BANK LTD DBS BANK LTD 0.000000% 23305DXN0 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y 2021-10-22 2021-10-22 2021-10-22 N N N 0.0010 36994655.72 36994655.72 0.0005 N N N N DBS BANK LTD DBS BANK LTD 0.000000% 23305DZ65 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y 2021-12-06 2021-12-06 2021-12-06 N N N 0.0013 149947458.00 149947458.00 0.0019 N N N N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.070000% 23328AW59 5493005PGG4HB3CD7345 0001694217 Certificate of Deposit Y 2021-09-16 2021-09-16 2021-09-16 N N N 0.0008 20999953.17 20999953.17 0.0003 N N N N Dallas-Fort Worth Int'l Airport Facility Improvement Corp AIRPORT FACILITY RB (FLIGHTSAFETY) SERIES 1999 0.050000% 235035AL6 US235035AL63 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2032-07-01 Y Berkshire Hathaway Inc 1.0000 7 N N N 0.0005 6180000.00 6180000.00 0.0001 N N Y N Nevada Dept of Business & Industry RB (BRIGHTLINE WEST PASSENGER RAIL) SERIES 2020A 0.250000% 25457VBQ8 US25457VBQ86 Variable Rate Demand Note Y 2022-02-01 2022-02-01 2050-01-01 N Y UNITED STATES TREASURY 1.0000 N 0.0025 7502067.00 7502067.00 0.0001 N N N N EAGLE CNTY RB (BC HOUSING) SERIES 1997B 0.180000% 269476AB3 US269476AB37 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2027-06-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0018 1500000.00 1500000.00 0.0000 N N Y N EAGLE CNTY RB (TARNES AT BC) SERIES 1999B 0.180000% 269476AD9 US269476AD92 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2039-05-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0018 2410000.00 2410000.00 0.0000 N N Y N Edward-Elmhurst Healthcare TAXABLE BONDS SERIES 2018 0.060000% 28167RAA8 549300HQM2YWM7SVJY37 US28167RAA86 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2048-01-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0006 77565000.00 77565000.00 0.0010 N N Y N Equinor ASA Equinor ASA 0.000000% 29447LW33 OW6OFBNCKXC4US5C7523 Non-Financial Company Commercial Paper Y 2021-09-03 2021-09-03 2021-09-03 N N N 0.0008 182998856.25 182998856.25 0.0024 N N Y N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.000000% 29604CW24 7TG4VWERK338227TR435 0001560283 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0009 74999646.00 74999646.00 0.0010 N N Y N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.000000% 29604DAA8 7TG4VWERK338227TR435 0001560283 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-01-10 2022-01-10 2022-01-10 N N N 0.0013 148651654.49 148651654.49 0.0019 N N N N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.000000% 29604DAC4 7TG4VWERK338227TR435 0001560283 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-01-12 2022-01-12 2022-01-12 N N N 0.0013 97952578.78 97952578.78 0.0013 N N N N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.000000% 29604DAJ9 7TG4VWERK338227TR435 0001560283 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-01-18 2022-01-18 2022-01-18 N N N 0.0013 176909140.59 176909140.59 0.0023 N N N N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.000000% 29604DB17 7TG4VWERK338227TR435 0001560283 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-02-01 2022-02-01 2022-02-01 N N N 0.0014 199883644.00 199883644.00 0.0026 N N N N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.000000% 29604DB25 7TG4VWERK338227TR435 0001560283 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-02-02 2022-02-02 2022-02-02 N N N 0.0014 99941014.00 99941014.00 0.0013 N N N N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.000000% 29604DB74 7TG4VWERK338227TR435 0001560283 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-02-07 2022-02-07 2022-02-07 N N N 0.0014 73954613.58 73954613.58 0.0010 N N N N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.000000% 29604DBA7 7TG4VWERK338227TR435 0001560283 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-02-10 2022-02-10 2022-02-10 N N N 0.0014 99937064.00 99937064.00 0.0013 N N N N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.000000% 29604DBB5 7TG4VWERK338227TR435 0001560283 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-02-11 2022-02-11 2022-02-11 N N N 0.0014 98936859.78 98936859.78 0.0013 N N N N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.000000% 29604DBF6 7TG4VWERK338227TR435 0001560283 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-02-15 2022-02-15 2022-02-15 N N N 0.0014 96936174.00 96936174.00 0.0012 N N N N EUROPEAN INVESTMENT BANK EUROPEAN INVESTMENT BANK 0.000000% 29878RWG9 5493006YXS1U5GIHE750 0000033745 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2021-09-16 2021-09-16 2021-09-16 N N N 0.0007 199994222.00 199994222.00 0.0026 N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000% 31428FWP6 549300B2Q47IR0CR5B54 Financial Company Commercial Paper Y 2021-09-23 2021-09-23 2021-09-23 N N N 0.0007 30998554.16 30998554.16 0.0004 N N N N FMS WERTMANAGEMENT AOER FMS WERTMANAGEMENT AOER 0.000000% 34411GX19 HZFDOR6TCRSIQLKQTX32 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2021-10-06 2021-10-06 2021-10-06 N N N 0.0009 179986825.80 179986825.80 0.0023 N N N N FMS WERTMANAGEMENT AOER FMS WERTMANAGEMENT AOER 0.000000% 34411HAQ7 HZFDOR6TCRSIQLKQTX32 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-01-27 2022-01-27 2022-01-27 N N N 0.0013 48473643.16 48473643.16 0.0006 N N N N FMS WERTMANAGEMENT AOER FMS WERTMANAGEMENT AOER 0.000000% 34411HAR5 HZFDOR6TCRSIQLKQTX32 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-01-28 2022-01-28 2022-01-28 N N N 0.0013 238869226.37 238869226.37 0.0031 N N N N FMS WERTMANAGEMENT AOER FMS WERTMANAGEMENT AOER 0.000000% 34411HAS3 HZFDOR6TCRSIQLKQTX32 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-01-31 2022-01-31 2022-01-31 N N N 0.0013 46724245.89 46724245.89 0.0006 N N N N Fulton Cnty Development Auth AIRPORT FACILITY RB (FLIGHTSAFETY) SERIES 1999B 0.050000% 36004NAD1 549300533NJL38F4K144 US36004NAD12 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2028-12-01 Y Berkshire Hathaway Inc 1.0000 7 N N N 0.0005 9350000.00 9350000.00 0.0001 N N Y N HARTFORD HEALTHCARE CORP TAXABLE BONDS SERIES C 0.080000% 41652PAA7 549300W3L482NUDOFF24 US41652PAA75 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2049-07-01 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0008 49000000.00 49000000.00 0.0006 N N Y N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W0WL8 Financial Company Commercial Paper Y 2021-09-20 2021-09-20 2021-09-20 N Y ING Bank NV 1.0000 N 0.0010 92495117.85 92495117.85 0.0012 N N N N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W0WT1 Financial Company Commercial Paper Y 2021-09-27 2021-09-27 2021-09-27 N Y ING Bank NV 1.0000 N 0.0010 44996760.00 44996760.00 0.0006 N N N N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W0WU8 Financial Company Commercial Paper Y 2021-09-28 2021-09-28 2021-09-28 N Y ING Bank NV 1.0000 N 0.0010 197985215.34 197985215.34 0.0026 N N N N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W0X11 Financial Company Commercial Paper Y 2021-10-01 2021-10-01 2021-10-01 N Y ING Bank NV 1.0000 N 0.0009 434964791.10 434964791.10 0.0056 N N N N Illinois Housing Development Auth HOUSING BONDS SERIES 2017A2 0.090000% 45201LA21 54930053Z6M9JVHBQZ16 US45201LA214 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2048-07-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 Y N N 0.0009 23800000.00 23800000.00 0.0003 N N Y N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 45685QYJ2 Financial Company Commercial Paper Y 2021-11-18 2021-11-18 2021-11-18 N Y ING Bank NV 1.0000 N 0.0009 239952074.40 239952074.40 0.0031 N N N N Iowa Finance Auth MIDWESTERN DISASTER AREA RB (CARGILL) SERIES 2009A 0.040000% 46246MDY1 549300NQVL49BTHOW391 US46246MDY12 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2036-06-01 Y CARGILL INC 1.0000 7 N N N 0.0004 45000000.00 45000000.00 0.0006 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.000000% 46640PXF5 ZBUT11V806EZRVTWT807 0000782124 Financial Company Commercial Paper Y 2021-10-15 2021-10-15 2021-10-15 N N N 0.0009 249973437.50 249973437.50 0.0032 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.000000% 46640QDB4 ZBUT11V806EZRVTWT807 0000782124 Financial Company Commercial Paper Y 2022-04-11 2022-04-11 2022-04-11 N N N 0.0015 110897550.33 110897550.33 0.0014 N N N N KFW KFW 0.000000% 48246UAM8 549300GDPG70E3MBBU98 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-01-21 2022-01-21 2022-01-21 N N N 0.0011 174921449.50 174921449.50 0.0023 N N N N KFW KFW 0.000000% 48246UAU0 549300GDPG70E3MBBU98 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-01-28 2022-01-28 2022-01-28 N N N 0.0012 43978916.52 43978916.52 0.0006 N N N N KFW KFW 0.000000% 48246UC12 549300GDPG70E3MBBU98 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0012 289829932.40 289829932.40 0.0037 N N N N Kenton Cnty Airport Board SPECIAL FACILITIES RB (FLIGHTSAFETY) SERIES 2001A 0.050000% 491033AG1 US491033AG12 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2031-06-01 Y Berkshire Hathaway Inc 1.0000 7 N N N 0.0005 4400000.00 4400000.00 0.0001 N N Y N LABCON NORTH AMERICA TAXABLE BONDS SERIES 2010 0.180000% 50537AAA2 US50537AAA25 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2040-01-01 Y Bank of the West 1.0000 7 N N N 0.0018 1025000.00 1025000.00 0.0000 N N Y N LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000% 5148X0W19 B81CK4ESI35472RHJ606 Financial Company Commercial Paper Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0009 158999619.99 158999619.99 0.0020 N Y Y N LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.100000% 51501HNW5 B81CK4ESI35472RHJ606 Certificate of Deposit Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0009 619000414.73 619000414.73 0.0080 N N Y N LLOYDS BANK PLC LLOYDS BANK PLC 0.000000% 53943RX53 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y 2021-10-05 2021-10-05 2021-10-05 N N N 0.0009 98991818.64 98991818.64 0.0013 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944QW14 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y 2021-09-01 2021-09-01 2021-09-01 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0008 287249402.52 287249402.52 0.0037 N Y Y N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944QW22 969500DWS97CYSHCPT49 US53944QW229 Asset Backed Commercial Paper Y 2021-09-02 2021-09-02 2021-09-02 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0008 11299952.88 11299952.88 0.0001 N N Y N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 0.140000% 55380TVB3 C3GTMMZIHMY46P4OIX74 0000852743 Certificate of Deposit Y 2022-02-04 2022-02-04 2022-02-04 N N N 0.0013 72003134.16 72003134.16 0.0009 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 0.140000% 55380TVD9 C3GTMMZIHMY46P4OIX74 0000852743 Certificate of Deposit Y 2022-02-16 2022-02-16 2022-02-16 N N N 0.0014 71000661.72 71000661.72 0.0009 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 0.150000% 55380TVH0 C3GTMMZIHMY46P4OIX74 0000852743 Certificate of Deposit Y 2022-02-22 2022-02-22 2022-02-22 N N N 0.0014 167006482.94 167006482.94 0.0022 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 0.140000% 55380TVS6 C3GTMMZIHMY46P4OIX74 0000852743 Certificate of Deposit Y 2022-02-24 2022-02-24 2022-02-24 N N N 0.0014 238996472.36 238996472.36 0.0031 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 0.140000% 55380TVW7 C3GTMMZIHMY46P4OIX74 0000852743 Certificate of Deposit Y 2022-02-23 2022-02-23 2022-02-23 N N N 0.0013 114005643.00 114005643.00 0.0015 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607KWF9 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2021-09-15 2021-09-15 2021-09-15 N N N 0.0010 39748426.70 39748426.70 0.0005 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607KWH5 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2021-09-17 2021-09-17 2021-09-17 N N N 0.0010 299986.40 299986.40 0.0000 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607KWT9 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2021-09-27 2021-09-27 2021-09-27 N N N 0.0010 49996137.50 49996137.50 0.0006 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607KXR2 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2021-10-25 2021-10-25 2021-10-25 N N N 0.0012 83985242.04 83985242.04 0.0011 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607KYA8 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2021-11-10 2021-11-10 2021-11-10 N N N 0.0012 99976531.00 99976531.00 0.0013 N N N N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274LXN9 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2021-10-22 2021-10-22 2021-10-22 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0010 47403152.10 47403152.10 0.0006 N N N N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274LY16 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2021-11-01 2021-11-01 2021-11-01 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0011 122727590.76 122727590.76 0.0016 N N N N Memphis Health, Educational & Housing Facility Board M/F HOUSING RB (ASHLAND LAKE II APTS) SERIES 2008A 0.060000% 586169DH4 US586169DH45 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2043-05-01 Y US BANK NATIONAL ASSOCIATION 1.0000 7 N N N 0.0006 5750000.00 5750000.00 0.0001 N N Y N Southern California Metropolitan Water District SUB WATER REFUNDING RB SERIES 2021A 0.080000% 59266TTK7 5493003GD0S0P56RLT45 US59266TTK78 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2042-07-01 Y Bank of America NA 1.0000 7 Y N N 0.0008 57000000.00 57000000.00 0.0007 N N Y N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.150000% 60683B2E2 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2021-09-01 2022-02-24 2022-02-24 N N N 0.0017 99992327.00 99992327.00 0.0013 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.200000% 60683BT29 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0008 95000329.65 95000329.65 0.0012 N Y Y N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.190000% 60683BT60 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2021-09-09 2021-09-09 2021-09-09 N N N 0.0008 155004414.40 155004414.40 0.0020 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.200000% 60683BT86 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2021-09-15 2021-09-15 2021-09-15 N N N 0.0008 225011430.00 225011430.00 0.0029 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.110000% 60683BX81 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2021-10-18 2021-10-18 2021-10-18 N N N 0.0009 86002863.80 86002863.80 0.0011 N N N N MIZUHO BANK LTD (SINGAPORE BRANCH) MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000% 60689PW36 RB0PEZSDGCO3JS6CEU02 Financial Company Commercial Paper Y 2021-09-03 2021-09-03 2021-09-03 N N N 0.0011 387996605.00 387996605.00 0.0050 N N Y N MIZUHO BANK LTD (SINGAPORE BRANCH) MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000% 60689PXM3 RB0PEZSDGCO3JS6CEU02 Financial Company Commercial Paper Y 2021-10-21 2021-10-21 2021-10-21 N N N 0.0011 167974057.44 167974057.44 0.0022 N N N N MIZUHO BANK LTD (SINGAPORE BRANCH) MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000% 60689PY59 RB0PEZSDGCO3JS6CEU02 Financial Company Commercial Paper Y 2021-11-05 2021-11-05 2021-11-05 N N N 0.0012 199957100.00 199957100.00 0.0026 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.110000% 60710RC60 RB0PEZSDGCO3JS6CEU02 0001512734 Certificate of Deposit Y 2021-11-22 2021-11-22 2021-11-22 N N N 0.0010 296008184.40 296008184.40 0.0038 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.140000% 60710RX67 RB0PEZSDGCO3JS6CEU02 0001512734 Certificate of Deposit Y 2021-09-01 2022-02-28 2022-02-28 N N N 0.0015 489983800.60 489983800.60 0.0063 N N N N NRW BANK NRW BANK 0.000000% 62939MBE6 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2022-02-14 2022-02-14 2022-02-14 N N N 0.0013 299817693.00 299817693.00 0.0039 N N N N NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD 0.130000% 63254GRQ0 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y 2021-09-01 2022-02-25 2022-02-25 N N N 0.0008 495120285.00 495120285.00 0.0064 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 0.000000% 63307LWQ0 BSGEFEIOM18Y80CKCV46 0000926171 Financial Company Commercial Paper Y 2021-09-24 2021-09-24 2021-09-24 N N N 0.0008 329982180.00 329982180.00 0.0043 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 0.000000% 63307LWT4 BSGEFEIOM18Y80CKCV46 0000926171 Financial Company Commercial Paper Y 2021-09-27 2021-09-27 2021-09-27 N N N 0.0008 124992218.75 124992218.75 0.0016 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 0.000000% 63307LXM8 BSGEFEIOM18Y80CKCV46 0000926171 Financial Company Commercial Paper Y 2021-10-21 2021-10-21 2021-10-21 N N N 0.0009 64992172.70 64992172.70 0.0008 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 0.000000% 63307MAR0 BSGEFEIOM18Y80CKCV46 0000926171 Financial Company Commercial Paper Y 2022-01-25 2022-01-25 2022-01-25 N N N 0.0013 61966329.04 61966329.04 0.0008 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 0.000000% 63307MBG3 BSGEFEIOM18Y80CKCV46 0000926171 Financial Company Commercial Paper Y 2022-02-16 2022-02-16 2022-02-16 N N N 0.0014 165890121.28 165890121.28 0.0021 N N N N New Castle Cnty AIRPORT FACILITY RB (FLIGHTSAFETY) SERIES 2002 0.050000% 64327PAB2 US64327PAB22 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2032-12-01 Y Berkshire Hathaway Inc 1.0000 7 N N N 0.0005 5185000.00 5185000.00 0.0001 N N Y N New York State HFA HOUSING RB (250 W 93RD ST) SERIES 2005A 0.050000% 64986MM44 5493000LS7KCDB02O506 US64986MM441 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2038-11-01 Y LANDESBANK HESSEN THUERINGEN GIROZENTRALE 1.0000 7 N N N 0.0005 30775000.00 30775000.00 0.0004 N N Y N NORDEA BANK ABP NORDEA BANK ABP 0.000000% 65558KBF0 529900ODI3047E2LIV03 Financial Company Commercial Paper Y 2022-02-15 2022-02-15 2022-02-15 N N N 0.0012 354799542.15 354799542.15 0.0046 N N N N NORDEA BANK ABP (NEW YORK BRANCH) NORDEA BANK ABP (NEW YORK BRANCH) 0.140000% 65558UEB4 529900ODI3047E2LIV03 0001002614 Certificate of Deposit Y 2022-02-04 2022-02-04 2022-02-04 N N N 0.0012 300030054.00 300030054.00 0.0039 N N N N NORDEA BANK ABP (NEW YORK BRANCH) NORDEA BANK ABP (NEW YORK BRANCH) 0.140000% 65558UEG3 529900ODI3047E2LIV03 0001002614 Certificate of Deposit Y 2022-02-09 2022-02-09 2022-02-09 N N N 0.0012 135012741.30 135012741.30 0.0017 N N N N NORDEA BANK ABP (NEW YORK BRANCH) NORDEA BANK ABP (NEW YORK BRANCH) 0.130000% 65558UFC1 529900ODI3047E2LIV03 0001002614 Certificate of Deposit Y 2022-02-25 2022-02-25 2022-02-25 N N N 0.0012 380011255.60 380011255.60 0.0049 N N N N NUVEEN FLOATING RATE INCOME FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 0.190000% 67072T850 HJXCPP3KYE3BVU373P27 US67072T8505 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2031-01-01 Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 7 N N N 0.0019 31000000.00 31000000.00 0.0004 N N Y N NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 0.190000% 67074X305 N0WOEFO1WOMLJYH1PV29 US67074X3052 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2029-11-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0019 19000000.00 19000000.00 0.0002 N N Y N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983UB77 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2022-02-07 2022-02-07 2022-02-07 N Y Royal Bank of Canada 1.0000 N 0.0013 49971555.50 49971555.50 0.0006 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983UBA0 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2022-02-10 2022-02-10 2022-02-10 N Y Royal Bank of Canada 1.0000 N 0.0013 74956194.00 74956194.00 0.0010 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983UBF9 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2022-02-15 2022-02-15 2022-02-15 N Y Royal Bank of Canada 1.0000 N 0.0013 39975546.80 39975546.80 0.0005 N N N N Orange Cnty HFA M/F HOUSING RB (LAUREL OAKS APTS) SERIES 2007G 0.050000% 684906FM7 US684906FM70 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2042-08-15 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0005 7460000.00 7460000.00 0.0001 N N Y N Orange Cnty HFA M/F HOUSING RB (LAUREL OAKS APTS II) SERIES 2007H 0.050000% 684906FN5 US684906FN53 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2042-08-15 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0005 6890000.00 6890000.00 0.0001 N N Y N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.153000% 69033MWN3 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2021-09-16 2021-12-16 2021-12-16 N N N 0.0012 280037881.20 280037881.20 0.0036 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.164300% 69033MXG7 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2021-10-21 2022-04-21 2022-04-21 N N N 0.0012 150035827.50 150035827.50 0.0019 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.200000% 69033MXP7 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2021-09-01 2022-02-17 2022-02-17 N N N 0.0013 245081019.05 245081019.05 0.0032 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.160000% 69033MXR3 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0012 69007746.63 69007746.63 0.0009 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.140000% 69033MZY6 5493007O3QFXCPOGWK22 US69033MZY64 Certificate of Deposit Y 2022-02-25 2022-02-25 2022-02-25 N N N 0.0015 88493877.57 88493877.57 0.0011 N N N N PRICOA SHORT TERM FUNDING LLC PRICOA SHORT TERM FUNDING LLC 0.000000% 74154EY51 Asset Backed Commercial Paper Y 2021-11-05 2021-11-05 2021-11-05 N Y PRUDENTIAL INSURANCE COMPANY OF AMERICA 1.0000 N 0.0010 45991819.82 45991819.82 0.0006 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JW26 Asset Backed Commercial Paper Y 2021-09-02 2021-09-02 2021-09-02 N Y BNP Paribas SA 1.0000 N 0.0008 99999567.00 99999567.00 0.0013 N N Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JWG5 Asset Backed Commercial Paper Y 2021-09-16 2021-09-16 2021-09-16 N Y BNP Paribas SA 1.0000 N 0.0009 133576894.50 133576894.50 0.0017 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JWP5 Asset Backed Commercial Paper Y 2021-09-23 2021-09-23 2021-09-23 N Y BNP Paribas SA 1.0000 N 0.0009 152991202.50 152991202.50 0.0020 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JWU4 Asset Backed Commercial Paper Y 2021-09-28 2021-09-28 2021-09-28 N Y BNP Paribas SA 1.0000 N 0.0009 276979748.53 276979748.53 0.0036 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.170000% 78012US89 549300HXQQQCCUBS2Z23 Certificate of Deposit Y 2022-05-20 2022-05-20 2022-05-20 N N N 0.0016 174011376.12 174011376.12 0.0022 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.157900% 78015M3E8 ES7IP3U3RHIGC71XBU11 0000352613 Financial Company Commercial Paper Y 2021-10-04 2022-01-04 2022-01-04 N N N 0.0014 100006451.00 100006451.00 0.0013 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.157900% 78015M3H1 ES7IP3U3RHIGC71XBU11 0000352613 Financial Company Commercial Paper Y 2021-10-06 2022-01-05 2022-01-05 N N N 0.0014 100006570.00 100006570.00 0.0013 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.147900% 78015M3K4 ES7IP3U3RHIGC71XBU11 0000352613 Financial Company Commercial Paper Y 2021-10-04 2022-01-04 2022-01-04 N N N 0.0014 359010892.06 359010892.06 0.0046 N N N N SAN FRANCISCO TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 0.070000% 79765PDU4 549300RA28ZEFOB6M782 US79765PDU49 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2057-07-01 Y Bank of America NA 1.0000 7 N N N 0.0007 19000000.00 19000000.00 0.0002 N N Y N SANTANDER UK PLC SANTANDER UK PLC 0.000000% 80285PW16 PTCQB104N23FMNK2RZ28 0000891478 Financial Company Commercial Paper Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0007 999998.19 999998.19 0.0000 N Y Y N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.147900% 83050PTM1 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y 2021-10-06 2022-01-06 2022-01-06 N N N 0.0016 98002380.42 98002380.42 0.0013 N N N N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.170000% 83050PUK3 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y 2021-11-03 2021-11-03 2021-11-03 N N N 0.0008 49008009.05 49008009.05 0.0006 N N N N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.170000% 83050PUU1 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y 2021-11-08 2021-11-08 2021-11-08 N N N 0.0008 150025570.50 150025570.50 0.0019 N N N N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.150000% 83050PVB2 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y 2021-11-18 2021-11-18 2021-11-18 N N N 0.0009 121016448.74 121016448.74 0.0016 N N N N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.190000% 83050PVC0 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y 2022-02-22 2022-02-22 2022-02-22 N N N 0.0012 135043899.30 135043899.30 0.0017 N N N N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.100000% 83050PVX4 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y 2021-12-14 2021-12-14 2021-12-14 N N N 0.0010 89999994.60 89999994.60 0.0012 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.000000% 83050TY88 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y 2021-11-08 2021-11-08 2021-11-08 N N N 0.0008 199968950.00 199968950.00 0.0026 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.000000% 83050TYF2 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y 2021-11-15 2021-11-15 2021-11-15 N N N 0.0009 359934638.40 359934638.40 0.0046 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.000000% 83050TZ12 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0010 32791953.18 32791953.18 0.0004 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.000000% 83050TZ20 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y 2021-12-02 2021-12-02 2021-12-02 N N N 0.0010 16995784.00 16995784.00 0.0002 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.000000% 83050TZE4 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y 2021-12-14 2021-12-14 2021-12-14 N N N 0.0010 65680837.28 65680837.28 0.0008 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.000000% 83050TZN4 F3JS33DEI6XQ4ZBPTN86 0000917311 Financial Company Commercial Paper Y 2021-12-22 2021-12-22 2021-12-22 N N N 0.0010 223927578.56 223927578.56 0.0029 N N N N SOCIETE GENERALE SA SOCIETE GENERALE SA 0.000000% 83369BW28 O2RNE8IBXP4R0TD8PU41 0001145665 Financial Company Commercial Paper Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0007 99999639.00 99999639.00 0.0013 N N Y N SOCIETE GENERALE SA SOCIETE GENERALE SA 0.000000% 83369BW77 O2RNE8IBXP4R0TD8PU41 0001145665 Financial Company Commercial Paper Y 2021-09-07 2021-09-07 2021-09-07 N N N 0.0007 249996840.00 249996840.00 0.0032 N N Y N SOCIETE GENERALE SA SOCIETE GENERALE SA 0.000000% 83369BX19 O2RNE8IBXP4R0TD8PU41 0001145665 Financial Company Commercial Paper Y 2021-10-01 2021-10-01 2021-10-01 N N N 0.0006 124993972.50 124993972.50 0.0016 N N N N SOCIETE GENERALE (NEW YORK BRANCH) SOCIETE GENERALE (NEW YORK BRANCH) 0.060000% 83369X5N4 254900J6B390XMPVLV82 Certificate of Deposit Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0008 292999756.81 292999756.81 0.0038 N N Y N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520LX75 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y 2021-10-07 2021-10-07 2021-10-07 N Y BNP Paribas SA 1.0000 N 0.0010 19998047.20 19998047.20 0.0003 N N N N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520MB77 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y 2022-02-07 2022-02-07 2022-02-07 N Y BNP Paribas SA 1.0000 N 0.0015 39973688.80 39973688.80 0.0005 N N N N SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000% 86564YW24 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0007 48999823.10 48999823.10 0.0006 N N Y N SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000% 86564YWQ1 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y 2021-09-24 2021-09-24 2021-09-24 N N N 0.0007 199990400.00 199990400.00 0.0026 N N N N SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000% 86564YWU2 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y 2021-09-28 2021-09-28 2021-09-28 N N N 0.0007 99994244.00 99994244.00 0.0013 N N N N SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000% 86564YX56 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y 2021-10-05 2021-10-05 2021-10-05 N N N 0.0008 149989062.00 149989062.00 0.0019 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.160000% 86565C2Y4 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2022-01-24 2022-01-24 2022-01-24 N N N 0.0013 180018948.60 180018948.60 0.0023 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.160000% 86565C3D9 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2022-01-26 2022-01-26 2022-01-26 N N N 0.0013 178018996.16 178018996.16 0.0023 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.140000% 86565C4Q9 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2022-02-07 2022-02-07 2022-02-07 N N N 0.0014 186998326.35 186998326.35 0.0024 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.180000% 86565CL80 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2021-10-25 2021-10-25 2021-10-25 N N N 0.0008 270039984.30 270039984.30 0.0035 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.170000% 86565CL98 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2021-11-05 2021-11-05 2021-11-05 N N N 0.0009 163024784.15 163024784.15 0.0021 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.117800% 86565CM48 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2021-11-03 2021-11-03 2021-11-03 N N N 0.0007 160013616.00 160013616.00 0.0021 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.130800% 86565CS83 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2021-11-23 2021-11-23 2021-11-23 N N N 0.0007 165022387.20 165022387.20 0.0021 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.140000% 86565CT25 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0010 266029198.82 266029198.82 0.0034 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.170000% 86959RNE6 NHBDILHZTYCNBV5UYZ31 US86959RNE61 0001448613 Certificate of Deposit Y 2021-11-12 2021-11-12 2021-11-12 N N N 0.0009 500076950.00 500076950.00 0.0064 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.180000% 86959RNL0 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y 2021-11-22 2021-11-22 2021-11-22 N N N 0.0010 275050649.50 275050649.50 0.0035 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.185000% 86959RNY2 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y 2021-09-09 2021-09-09 2021-09-09 N N N 0.0008 100002748.00 100002748.00 0.0013 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.100000% 86959RQZ6 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y 2021-12-01 2021-12-01 2021-12-01 N N N 0.0011 151998048.32 151998048.32 0.0020 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.130000% 86959RRV4 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y 2022-01-06 2022-01-06 2022-01-06 N N N 0.0011 270016291.80 270016291.80 0.0035 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.170000% 86959RRW2 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y 2022-04-06 2022-04-06 2022-04-06 N N N 0.0016 200014468.00 200014468.00 0.0026 N N N N SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 0.000000% 86960KCJ9 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y 2022-03-18 2022-03-18 2022-03-18 N N N 0.0014 72943102.34 72943102.34 0.0009 N N N N SWEDBANK AB SWEDBANK AB 0.000000% 87019RWT9 M312WZV08Y7LYUC71685 0001367624 Financial Company Commercial Paper Y 2021-09-27 2021-09-27 2021-09-27 N N N 0.0004 170995511.25 170995511.25 0.0022 N N N N SWEDBANK AB SWEDBANK AB 0.000000% 87019RXR2 M312WZV08Y7LYUC71685 0001367624 Financial Company Commercial Paper Y 2021-10-25 2021-10-25 2021-10-25 N N N 0.0005 399968224.00 399968224.00 0.0052 N N N N SWEDBANK AB SWEDBANK AB 0.000000% 87019RXS0 M312WZV08Y7LYUC71685 0001367624 Financial Company Commercial Paper Y 2021-10-26 2021-10-26 2021-10-26 N N N 0.0005 337972659.18 337972659.18 0.0044 N N N N Tenderfoot Seasonal Housing, LLC TAXABLE NOTES SERIES 2000B 0.180000% 88033VAB3 US88033VAB36 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2035-07-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0018 5885000.00 5885000.00 0.0001 N N Y N Texas VETERANS HOUSING ASSISTANCE PROGRAM FUND II SERIES 2001C2 0.060000% 882724HH3 549300X9CH74QB747L76 US882724HH34 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2033-12-01 Y STATE STREET BANK AND TRUST COMPANY 1.0000 7 Y N N 0.0006 22585000.00 22585000.00 0.0003 N N Y N Texas VETERANS HOUSING ASSISTANCE PROGRAM SERIES 2005A 0.060000% 882724HK6 549300X9CH74QB747L76 US882724HK62 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2035-06-01 Y STATE STREET BANK AND TRUST COMPANY 1.0000 7 Y N N 0.0006 4875000.00 4875000.00 0.0001 N N Y N Texas GO BONDS SERIES 2005B 0.060000% 882724HL4 549300X9CH74QB747L76 US882724HL46 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2036-06-01 Y STATE STREET BANK AND TRUST COMPANY 1.0000 7 Y N N 0.0006 19245000.00 19245000.00 0.0002 N N Y N Texas VETERANS HOUSING ASSISTANCE PROGRAM SERIES 2008A 0.060000% 882724HM2 549300X9CH74QB747L76 US882724HM29 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2038-12-01 Y STATE STREET BANK AND TRUST COMPANY 1.0000 7 Y N N 0.0006 3060000.00 3060000.00 0.0000 N N Y N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.000000% 88602UBJ8 Asset Backed Commercial Paper Y 2022-02-18 2022-02-18 2022-02-18 N Y Royal Bank of Canada 1.0000 N 0.0014 99932550.00 99932550.00 0.0013 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.250000% 89114W7C3 PT3QB789TSUIDF371261 Certificate of Deposit Y 2022-04-20 2022-04-20 2022-04-20 N N N 0.0015 35022051.05 35022051.05 0.0005 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.240000% 89114WB38 PT3QB789TSUIDF371261 Certificate of Deposit Y 2021-09-01 2022-05-18 2022-05-18 N N N 0.0014 400258284.00 400258284.00 0.0052 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.230000% 89114WB95 PT3QB789TSUIDF371261 Certificate of Deposit Y 2021-09-01 2022-05-23 2022-05-23 N N N 0.0018 173071909.18 173071909.18 0.0022 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.220000% 89114WBC8 PT3QB789TSUIDF371261 Certificate of Deposit Y 2021-09-01 2022-05-25 2022-05-25 N N N 0.0018 397133364.21 397133364.21 0.0051 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.136300% 89114WBU8 PT3QB789TSUIDF371261 Certificate of Deposit Y 2021-09-09 2021-12-09 2021-12-09 N N N 0.0015 38998050.00 38998050.00 0.0005 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.180000% 89114WCU7 PT3QB789TSUIDF371261 Certificate of Deposit Y 2022-03-28 2022-03-28 2022-03-28 N N N 0.0015 252051093.00 252051093.00 0.0032 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.180000% 89114WD44 PT3QB789TSUIDF371261 Certificate of Deposit Y 2022-03-30 2022-03-30 2022-03-30 N N N 0.0015 100020470.00 100020470.00 0.0013 N N N N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 0.000000% 89119AW12 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0008 147999692.16 147999692.16 0.0019 N Y Y N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 0.000000% 89119BEL6 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y 2022-05-20 2022-05-20 2022-05-20 N N N 0.0015 78013604.22 78013604.22 0.0010 N N N N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 0.210000% 89120DST7 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y 2021-09-01 2021-11-23 2021-11-23 N N N 0.0012 250048282.50 250048282.50 0.0032 N N N N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 0.210000% 89120DSU4 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y 2021-09-01 2021-12-01 2021-12-01 N N N 0.0010 157038088.20 157038088.20 0.0020 N N N N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 0.148000% 89120DSX8 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y 2021-09-16 2021-12-16 2021-12-16 N N N 0.0012 327031202.34 327031202.34 0.0042 N N N N TOTALENERGIES CAPITAL SA TOTALENERGIES CAPITAL SA 0.000000% 89152EW12 529900QI55ZLJVCMPA71 Non-Financial Company Commercial Paper Y 2021-09-01 2021-09-01 2021-09-01 N Y TOTALENERGIES SE 1.0000 N 0.0007 192999646.81 192999646.81 0.0025 N Y Y N TOTALENERGIES CAPITAL CANADA LTD TOTALENERGIES CAPITAL CANADA LTD 0.000000% 89153QA75 5299005IX98ZZ9LSGK46 Non-Financial Company Commercial Paper Y 2022-01-07 2022-01-07 2022-01-07 N Y TOTALENERGIES SE 1.0000 N 0.0011 199922600.00 199922600.00 0.0026 N N N N TOTALENERGIES CAPITAL CANADA LTD TOTALENERGIES CAPITAL CANADA LTD 0.000000% 89153QAM2 5299005IX98ZZ9LSGK46 Non-Financial Company Commercial Paper Y 2022-01-21 2022-01-21 2022-01-21 N Y TOTALENERGIES SE 1.0000 N 0.0011 111133094.40 111133094.40 0.0014 N N N N TOTALENERGIES CAPITAL CANADA LTD TOTALENERGIES CAPITAL CANADA LTD 0.000000% 89153QB17 5299005IX98ZZ9LSGK46 Non-Financial Company Commercial Paper Y 2022-02-01 2022-02-01 2022-02-01 N Y TOTALENERGIES SE 1.0000 N 0.0012 239880907.20 239880907.20 0.0031 N N N N TOTALENERGIES CAPITAL CANADA LTD TOTALENERGIES CAPITAL CANADA LTD 0.000000% 89153QBG4 5299005IX98ZZ9LSGK46 Non-Financial Company Commercial Paper Y 2022-02-16 2022-02-16 2022-02-16 N Y TOTALENERGIES SE 1.0000 N 0.0012 270136467.17 270136467.17 0.0035 N N N N TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 0.000000% 89232DA46 HJZQGXYTVV2NWJZLPW74 Non-Financial Company Commercial Paper Y 2022-01-04 2022-01-04 2022-01-04 N N N 0.0011 99962550.00 99962550.00 0.0013 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.153900% 89233BBJ5 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2021-10-19 2022-01-13 2022-01-13 N N N 0.0015 180008638.20 180008638.20 0.0023 N N N N TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 0.000000% 89233EZH7 724500OPA8GZSQUNSR96 Non-Financial Company Commercial Paper Y 2021-12-17 2021-12-17 2021-12-17 N N N 0.0012 47783222.20 47783222.20 0.0006 N N N N TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 0.000000% 89233FAC2 724500OPA8GZSQUNSR96 Non-Financial Company Commercial Paper Y 2022-01-12 2022-01-12 2022-01-12 N N N 0.0013 117942900.98 117942900.98 0.0015 N N N N TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 0.000000% 89233FAJ7 724500OPA8GZSQUNSR96 Non-Financial Company Commercial Paper Y 2022-01-18 2022-01-18 2022-01-18 N N N 0.0013 70963553.57 70963553.57 0.0009 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233HAA2 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2022-01-10 2022-01-10 2022-01-10 N N N 0.0011 249900082.50 249900082.50 0.0032 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233HAE4 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2022-01-14 2022-01-14 2022-01-14 N N N 0.0011 74968833.00 74968833.00 0.0010 N N N N TOYOTA FINANCE AUSTRALIA LTD TOYOTA FINANCE AUSTRALIA LTD 0.000000% 89237DZ69 3UKPTDP5PGQRH8AUK042 Non-Financial Company Commercial Paper Y 2021-12-06 2021-12-06 2021-12-06 N N N 0.0011 142957616.23 142957616.23 0.0018 N N N N TOYOTA FINANCE AUSTRALIA LTD TOYOTA FINANCE AUSTRALIA LTD 0.000000% 89237DZD4 3UKPTDP5PGQRH8AUK042 Non-Financial Company Commercial Paper Y 2021-12-13 2021-12-13 2021-12-13 N N N 0.0011 151949941.84 151949941.84 0.0020 N N N N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.000000% 91127QC98 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y 2022-03-09 2022-03-09 2022-03-09 N N N 0.0016 6994273.58 6994273.58 0.0001 N N N N Utah Water Finance Agency RB SERIES 2008B-1 0.050000% 917572TU3 5493008FZQW2WEDN4040 US917572TU30 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2037-10-01 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y JORDAN VALLEY WATER CONSERVANCY DISTRICT Corporate Underlier 1.0000 0.0005 9450000.00 9450000.00 0.0001 N N Y N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512LX48 Asset Backed Commercial Paper Y 2021-10-04 2021-10-04 2021-10-04 N Y Natixis SA 1.0000 N 0.0010 49995514.00 49995514.00 0.0006 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512LX55 Asset Backed Commercial Paper Y 2021-10-05 2021-10-05 2021-10-05 N Y Natixis SA 1.0000 N 0.0010 99990764.00 99990764.00 0.0013 N N N N Volusia Cnty HFA M/F HOUSING RB (CAPE MORRIS COVE APTS) SERIES 2007A 0.060000% 928904GE5 US928904GE56 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2042-10-15 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0006 6140000.00 6140000.00 0.0001 N N Y N Yavapai Cnty IDA TAXABLE RB (DRAKE CEMENT) SERIES 2015 0.180000% 98521YAB5 US98521YAB56 Variable Rate Demand Note Y 2021-09-07 2021-09-07 2035-09-01 Y Bank of Nova Scotia 1.0000 7 N N N 0.0018 21375000.00 21375000.00 0.0003 N N Y N COOPERATIEVE RABOBANK UA (LONDON BRANCH) COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.000000% DG3RU1DBUFHT4ZF9WN62 0001098062 ACI1VJHS8 Certificate of Deposit Y 2021-11-02 2021-11-02 2021-11-02 N N N 0.0011 192965217.54 192965217.54 0.0025 N N N N COOPERATIEVE RABOBANK UA (LONDON BRANCH) COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.190000% DG3RU1DBUFHT4ZF9WN62 0001098062 ACI1VS858 Certificate of Deposit Y 2021-11-12 2021-11-12 2021-11-12 N N N 0.0011 379062917.79 379062917.79 0.0049 N N N N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 0.200000% C3GTMMZIHMY46P4OIX74 0000852743 ACI1VXFY6 Certificate of Deposit Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0008 285001915.20 285001915.20 0.0037 N N Y N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 0.200000% C3GTMMZIHMY46P4OIX74 0000852743 ACI1VZ6J4 Certificate of Deposit Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0008 95000319.20 95000319.20 0.0012 N Y Y N NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 0.180000% F8SB4JFBSYQFRQEH3Z21 0000833029 ACI1W4P93 Certificate of Deposit Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0008 295000811.25 295000811.25 0.0038 N Y Y N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 0.210000% C3GTMMZIHMY46P4OIX74 0000852743 ACI1WC266 Certificate of Deposit Y 2021-09-10 2021-09-10 2021-09-10 N N N 0.0008 76002764.12 76002764.12 0.0010 N N N N COOPERATIEVE RABOBANK UA (LONDON BRANCH) COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.148000% DG3RU1DBUFHT4ZF9WN62 0001098062 ACI1WZ612 Certificate of Deposit Y 2021-10-07 2021-10-07 2021-10-07 N N N 0.0010 300016284.00 300016284.00 0.0039 N N N N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 0.210000% C3GTMMZIHMY46P4OIX74 0000852743 ACI1X7DW7 Certificate of Deposit Y 2021-10-20 2021-10-20 2021-10-20 N N N 0.0009 119020481.09 119020481.09 0.0015 N N N N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 0.200000% C3GTMMZIHMY46P4OIX74 0000852743 ACI1XC919 Certificate of Deposit Y 2021-10-26 2021-10-26 2021-10-26 N N N 0.0009 233040565.30 233040565.30 0.0030 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.190000% JBONEPAGQXF4QP29B387 0001462160 ACI1XR4N3 Certificate of Deposit Y 2021-11-15 2021-11-15 2021-11-15 N N N 0.0011 44007609.36 44007609.36 0.0006 N N N N MUFG BANK LTD (LONDON BRANCH) MUFG BANK LTD (LONDON BRANCH) 0.170000% C3GTMMZIHMY46P4OIX74 0000852743 ACI1XW097 Certificate of Deposit Y 2021-11-19 2021-11-19 2021-11-19 N N N 0.0011 223028211.73 223028211.73 0.0029 N N N N NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 0.120000% F8SB4JFBSYQFRQEH3Z21 0000833029 ACI1Y3L63 Certificate of Deposit Y 2021-12-02 2021-12-02 2021-12-02 N N N 0.0012 165001263.90 165001263.90 0.0021 N N N N SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000% 5493006GGLR4BTEL8O61 0001046017 ACI1YGYJ2 Certificate of Deposit Y 2021-09-20 2021-09-20 2021-09-20 N N N 0.0009 181992012.02 181992012.02 0.0023 N N N N SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000% 5493006GGLR4BTEL8O61 0001046017 ACI1YHM95 Certificate of Deposit Y 2021-09-21 2021-09-21 2021-09-21 N N N 0.0009 144993318.40 144993318.40 0.0019 N N N N SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000% 5493006GGLR4BTEL8O61 0001046017 ACI1YKSL5 Certificate of Deposit Y 2021-09-24 2021-09-24 2021-09-24 N N N 0.0009 99994734.00 99994734.00 0.0013 N N N N SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000% 5493006GGLR4BTEL8O61 0001046017 ACI1YW8C1 Certificate of Deposit Y 2021-10-08 2021-10-08 2021-10-08 N N N 0.0009 94991777.75 94991777.75 0.0012 N N N N SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.140000% 5493006GGLR4BTEL8O61 0001046017 ACI1Z4J14 Certificate of Deposit Y 2021-10-21 2021-10-21 2021-10-21 N N N 0.0009 162012388.14 162012388.14 0.0021 N N N N SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000% 5493006GGLR4BTEL8O61 0001046017 ACI1Z5C91 Certificate of Deposit Y 2021-10-22 2021-10-22 2021-10-22 N N N 0.0010 156980499.03 156980499.03 0.0020 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000% JBONEPAGQXF4QP29B387 0001462160 ACI1Z78L5 Certificate of Deposit Y 2022-01-18 2022-01-18 2022-01-18 N N N 0.0015 133927083.90 133927083.90 0.0017 N N N N SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000% 5493006GGLR4BTEL8O61 0001046017 ACI1ZCY35 Certificate of Deposit Y 2021-11-02 2021-11-02 2021-11-02 N N N 0.0010 141976893.76 141976893.76 0.0018 N N N N NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 0.150000% F8SB4JFBSYQFRQEH3Z21 0000833029 ACI1ZMJG1 Certificate of Deposit Y 2022-02-10 2022-02-10 2022-02-10 N N N 0.0015 199998174.00 199998174.00 0.0026 N N N N NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 0.150000% F8SB4JFBSYQFRQEH3Z21 0000833029 ACI1ZQHW9 Certificate of Deposit Y 2022-01-31 2022-01-31 2022-01-31 N N N 0.0015 250003172.50 250003172.50 0.0032 N N N N COOPERATIEVE RABOBANK UA (LONDON BRANCH) COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.170000% DG3RU1DBUFHT4ZF9WN62 0001098062 ACI1ZWLK7 Certificate of Deposit Y 2022-03-18 2022-03-18 2022-03-18 N N N 0.0015 250027602.50 250027602.50 0.0032 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.190000% JBONEPAGQXF4QP29B387 0001462160 ACI1ZXHW4 Certificate of Deposit Y 2022-02-18 2022-02-18 2022-02-18 N N N 0.0015 88017122.16 88017122.16 0.0011 N N N N SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000% 5493006GGLR4BTEL8O61 0001046017 ACI1ZZ7H3 Certificate of Deposit Y 2021-12-03 2021-12-03 2021-12-03 N N N 0.0014 76974675.47 76974675.47 0.0010 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000% JBONEPAGQXF4QP29B387 0001462160 ACI2016V4 Certificate of Deposit Y 2022-01-26 2022-01-26 2022-01-26 N N N 0.0015 89947490.40 89947490.40 0.0012 N N N N NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 0.160000% F8SB4JFBSYQFRQEH3Z21 0000833029 ACI202JB2 Certificate of Deposit Y 2022-03-02 2022-03-02 2022-03-02 N N N 0.0016 99998983.00 99998983.00 0.0013 N N N N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.570000% VYVVCKR63DVZZN70PB21 0001224385 ARP0QEUY8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BXHPP 2021-FILM B 20360825 FLT 2036-08-25 0.996000 5000000.00 5015561.67 Private Label Collateralized Mortgage Obligations AMSR TRUST 2020-SFR1 I 20370417 8.1 2037-04-17 8.193000 6885645.00 7454788.32 Private Label Collateralized Mortgage Obligations ANGEL OAK MRTG TR 2019-4 B-1 20490726 FLT 2049-07-26 4.412000 2812611.00 2864949.94 Private Label Collateralized Mortgage Obligations READY CAP MTG FIN 2021-FL5 D 20381227 FLT 2038-12-27 3.084380 3500000.00 3510479.22 Private Label Collateralized Mortgage Obligations SLG OFFICE TRUST 2021-OVA E 20410715 2.8 2041-07-15 2.850610 14852000.00 14774272.18 Private Label Collateralized Mortgage Obligations COMM MTG TR 2019- GC44 F 20570817 FLT 2057-08-17 2.750000 4000000.00 2938766.67 Private Label Collateralized Mortgage Obligations COREVEST AMERIC FIN TR 2021-2 D 20540717 2.8 2054-07-17 2.831000 3500000.00 3505439.58 Private Label Collateralized Mortgage Obligations BFLD TR 2019-DPLO E 20341016 FLT 2034-10-16 2.336000 650000.00 646611.04 Private Label Collateralized Mortgage Obligations BX COML MTG TR 2019-ATL F 20361015 FLT 2036-10-15 2.832600 2992500.00 2945786.88 Private Label Collateralized Mortgage Obligations BX TR 2019-IMC G 20340417 FLT 2034-04-17 3.696000 5938000.00 5858672.28 Private Label Collateralized Mortgage Obligations BX TR 2021-MFM1 F 20340117 FLT 2034-01-17 3.095500 1000000.00 1007625.78 Private Label Collateralized Mortgage Obligations CSMC TRUST 2013-HYB1 B-5 20430425 FLT 2043-04-25 2.939440 5127234.00 4714402.09 Private Label Collateralized Mortgage Obligations WACHOVIA CMBS 2007-C30 E 20431215 FLT 2043-12-15 5.553000 369976.00 64665.12 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2015-C31 E 20481118 FLT 2048-11-18 4.755340 10000000.00 6990897.84 Private Label Collateralized Mortgage Obligations WELLS FARGO MTG TR 2017-SMP D 20341215 FLT 2034-12-15 1.871000 4939000.00 4918412.05 Private Label Collateralized Mortgage Obligations WELLS FARGO COM MTG 2020-SDAL F 20370218 FLT 2037-02-18 3.586700 2864000.00 2517545.04 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2014-C18 C 20471018 FLT 2047-10-18 4.649040 103700.00 108309.69 Private Label Collateralized Mortgage Obligations NEW RES MTG TR 2019-NQM4 B-2 20590925 FLT 2059-09-25 4.959550 2000000.00 2014385.92 Private Label Collateralized Mortgage Obligations SLG OFFICE TRUST 2021-OVA F 20410715 2.8 2041-07-15 2.850610 1000000.00 941652.51 Private Label Collateralized Mortgage Obligations SLG OFFICE TRUST 2021-OVA G 20410715 2.8 2041-07-15 2.850610 6384000.00 5911421.26 Private Label Collateralized Mortgage Obligations MS BOFAML TRUST 2014-C16 E 20470617 FLT 2047-06-17 4.425180 4401998.00 2362409.91 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 2015-GC27 E 20480212 3.0 2048-02-12 3.000000 4000000.00 3089084.00 Private Label Collateralized Mortgage Obligations COMM MTG TR 2015-LC19 E 20480212 FLT 2048-02-12 4.374950 5319999.00 4859876.49 Private Label Collateralized Mortgage Obligations COREVEST AMERN FIN TR 2017-2 M 20271225 FLT 2027-12-25 5.621900 750000.00 782460.69 Private Label Collateralized Mortgage Obligations IMPERIAL CMB TRUST SERIES 1998 2 2035-04-25 2.034380 3187500.00 49076.05 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2015-C27 E 20480218 FLT 2048-02-18 2.805000 3998894.00 3015575.96 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2018-ASH8 E 20350215 FLT 2035-02-15 3.246000 11300000.00 11033790.83 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2018-ASH8 F 20350215 FLT 2035-02-15 4.246000 12400000.00 11958350.58 Private Label Collateralized Mortgage Obligations MBRT 2019-MBR H1 20361117 FLT 2036-11-17 4.096000 8000000.00 8006371.56 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2015-C22 D 20480417 FLT 2048-04-17 4.351350 9893336.00 7493500.86 Private Label Collateralized Mortgage Obligations DOLP 2021-NYC F 20410510 3.6 2041-05-10 3.703780 10000000.00 9667784.83 Private Label Collateralized Mortgage Obligations FLAGSTAR MTG TR 2018-4 B-4 20480725 FLT 2048-07-25 4.286260 3969000.00 3740135.35 Private Label Collateralized Mortgage Obligations FONTAINEBLEAU MIAMI 2019-FBLU E 20361212 FLT 2036-12-12 4.094970 4859000.00 5062502.08 Private Label Collateralized Mortgage Obligations FONTAINEBLEAU MIAMI 2019-FBLU G 20361212 FLT 2036-12-12 4.094970 7122000.00 7210180.86 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2012-TMSQ D 20301212 FLT 5493005BBCF84ICNQ550 2030-12-12 3.573270 2422000.00 2300787.92 Private Label Collateralized Mortgage Obligations GREAT WOLF TRUST 2019-WOLF E 20361215 FLT 2036-12-15 2.828000 9481000.00 9321803.48 Private Label Collateralized Mortgage Obligations CORVEST AMERN FIN TR 2017-1 E 20491015 FLT 2049-10-15 5.986220 3198000.00 3302416.35 Private Label Collateralized Mortgage Obligations COREVEST AMER FIN TR 2019-3 D 20521018 3.7 2052-10-18 3.760000 750000.00 798913.00 Private Label Collateralized Mortgage Obligations COREVEST AMCR FIN TR 2020-4 D 20521217 2.7 2052-12-17 2.712000 1420000.00 1421171.50 Private Label Collateralized Mortgage Obligations COREVEST AMCR FIN TR 2020-4 E 20521217 3.3 2052-12-17 3.379000 2682000.00 2591935.31 Private Label Collateralized Mortgage Obligations CSFB MTG PTC 2003-25 C-B-1 20331025 FLT 2033-10-25 5.500000 3986400.00 55299.31 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TR 2016-3 B-4 20461125 FLT 2046-11-25 3.660830 1887000.00 1927118.93 Private Label Collateralized Mortgage Obligations Y 2021-12-06 2021-12-06 2021-12-07 Y WELLS FARGO SECURITIES LLC 1.0000 97 N N N 0.0062 154977887.70 154977887.70 0.0020 N N N Y ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.060000% ES7IP3U3RHIGC71XBU11 0000352613 ARP0QO5V0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRM 2021-149 KL 549300M8ZYFG0OCMTT87 2051-08-20 1.500000 996587.00 898078.36 Agency Collateralized Mortgage Obligation GNRM 2021-149 KT 549300M8ZYFG0OCMTT87 2051-08-20 1.500000 951415.00 857263.92 Agency Collateralized Mortgage Obligation GNRM 2021-149 K 549300M8ZYFG0OCMTT87 2051-04-20 1.500000 12962234.00 13122486.10 Agency Collateralized Mortgage Obligation FNMS 04.500 I4BF0043 B1V7KEBTPIMZEU4LTD58 2053-08-01 4.500000 35511034.00 17810424.58 Agency Mortgage-Backed Securities 04.000 FGPC G60084 G S6XOOCT0IEG5ABCC6L87 2045-05-01 4.000000 66155000.00 19412157.56 Agency Mortgage-Backed Securities FEPC 02.500 CLQB1193 S6XOOCT0IEG5ABCC6L87 2050-07-01 2.500000 29867904.00 27619676.96 Agency Mortgage-Backed Securities FNMS 04.000 CLAL8358 B1V7KEBTPIMZEU4LTD58 2043-10-01 4.000000 32760259.00 10255164.40 Agency Mortgage-Backed Securities FEPC 04.000 CLZN0955 S6XOOCT0IEG5ABCC6L87 2048-10-01 4.000000 25648378.00 13629006.26 Agency Mortgage-Backed Securities 03.500 FGPC Q50465 G S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 16329585.00 8895009.10 Agency Mortgage-Backed Securities 04.000 FGPC G60081 G S6XOOCT0IEG5ABCC6L87 2045-06-01 4.000000 27000000.00 8667845.40 Agency Mortgage-Backed Securities GNII RG CG0737 C 549300M8ZYFG0OCMTT87 2046-04-20 4.000000 1149251.00 1249641.91 Agency Mortgage-Backed Securities GNII RG CG0746 C 549300M8ZYFG0OCMTT87 2050-03-20 4.000000 5584272.00 6072333.65 Agency Mortgage-Backed Securities GNAR WK 785599 M 549300M8ZYFG0OCMTT87 2047-08-20 1.979000 10037625.00 10497701.21 Agency Mortgage-Backed Securities GNII RG CF9093 C 549300M8ZYFG0OCMTT87 2050-03-20 4.000000 19868166.00 21604610.59 Agency Mortgage-Backed Securities GNII RG CF9095 C 549300M8ZYFG0OCMTT87 2050-04-20 4.000000 6975128.00 7584749.54 Agency Mortgage-Backed Securities GNII RG CF9074 C 549300M8ZYFG0OCMTT87 2049-12-20 4.000000 1003617.00 1091326.44 Agency Mortgage-Backed Securities GNII RG CF9100 C 549300M8ZYFG0OCMTT87 2047-09-20 4.000000 1396004.00 1517994.27 Agency Mortgage-Backed Securities GNII RG CF9111 C 549300M8ZYFG0OCMTT87 2047-08-20 4.000000 1309774.00 1424214.63 Agency Mortgage-Backed Securities GNII RG CF9114 C 549300M8ZYFG0OCMTT87 2047-09-20 4.000000 9831503.00 10690573.18 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5746 B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 38539904.00 22056894.93 Agency Mortgage-Backed Securities FNMS 02.500 CIBT3986 B1V7KEBTPIMZEU4LTD58 2036-06-01 2.500000 1609441.00 1604739.69 Agency Mortgage-Backed Securities GNII RG CF1398 C 549300M8ZYFG0OCMTT87 2046-11-20 3.000000 3763791.00 4012231.32 Agency Mortgage-Backed Securities GNII RG CF1399 C 549300M8ZYFG0OCMTT87 2043-02-20 3.000000 2297593.00 2449112.37 Agency Mortgage-Backed Securities GNII RG CF1401 C 549300M8ZYFG0OCMTT87 2046-12-20 3.000000 12413229.00 13232613.83 Agency Mortgage-Backed Securities 04.500 FGPC G60619 G S6XOOCT0IEG5ABCC6L87 2045-08-01 4.500000 49835200.00 20557212.72 Agency Mortgage-Backed Securities FEPC 03.000 CLQA9685 S6XOOCT0IEG5ABCC6L87 2050-05-01 3.000000 10839136.00 9732429.76 Agency Mortgage-Backed Securities FEPC 02.000 CLQC5849 S6XOOCT0IEG5ABCC6L87 2051-08-01 2.000000 7508056.00 7638145.58 Agency Mortgage-Backed Securities GNII RG CF0609 C 549300M8ZYFG0OCMTT87 2050-01-20 4.000000 14687755.00 15971440.31 Agency Mortgage-Backed Securities GNII RG CF1397 C 549300M8ZYFG0OCMTT87 2049-06-20 3.000000 1007955.00 1074490.11 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0663 S6XOOCT0IEG5ABCC6L87 2051-08-01 3.000000 19416298.00 20489398.09 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9289 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.500000 11068112.00 11336889.26 Agency Mortgage-Backed Securities FNMS 03.500 CIFM7148 B1V7KEBTPIMZEU4LTD58 2036-02-01 3.500000 12523680.00 11569310.93 Agency Mortgage-Backed Securities GNII RG CF0497 C 549300M8ZYFG0OCMTT87 2050-02-20 4.000000 1195793.00 1298240.68 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 0.125000 80433600.00 80419749.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.625000 4628200.00 4901229.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 2.500000 73354000.00 78155896.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-30 1.750000 50000000.00 50851809.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-15 2.375000 57432400.00 62625099.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 4.625000 40452300.00 59595455.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 26883900.00 36603409.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 25000000.00 31465319.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 1.500000 15000000.00 15562207.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-15 1.625000 75000000.00 76712378.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.125000 7969400.00 7973666.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-10-31 0.500000 14304000.00 13935116.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 0.375000 75000000.00 74153446.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.875000 74000000.00 75052761.00 U.S. Treasuries (including strips) Y 2021-09-07 2021-09-07 2022-02-08 Y Royal Bank of Canada 1.0000 7 N N N 0.0006 971000000.00 971000000.00 0.0125 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.380000% ZBUT11V806EZRVTWT807 0000782124 ARP0QPLG2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CWABS INC 2005-AB2 M-1 20350925 FLT 2035-09-25 0.789380 9925000.00 9837238.81 Asset-Backed Securities ABBOR REALTY CRE 2021-FL2 LTD A-S 20360515 FLT 2036-05-15 1.495500 350000.00 350757.09 Asset-Backed Securities CWHEQ REV HEQ RES 2006-RES 04U1B 20340315 FLT 2034-03-15 0.365500 9628736.00 248107.19 Asset-Backed Securities STRUCTURED ASSET SECS 2005-S5 M2 20350825 FLT 2035-08-25 5.500000 2495408.00 475291.66 Asset-Backed Securities GREEN TREE FINANCIAL CORP 97-5 M-1 20290515 FLT 2029-05-15 6.950000 240000.00 37984.30 Asset-Backed Securities RESIDENTIAL ASSET 2005-AHL1 M-3 20350925 FLT 2035-09-25 0.819380 1328712.00 599703.26 Asset-Backed Securities SVB FINANCIAL GROUP ALT TIER I PERP 549300D2KJ20JMXE7542 2500-12-31 4.100000 2044000.00 2119264.62 Corporate Debt Securities SEAGATE HDD CAYMAN SR GLBL 144A 29 529900BD50TRWEG1SF63 2029-07-15 3.125000 25000.00 24614.16 Corporate Debt Securities BAUSCH HEALTH COS INC SR SEC GLBL 28 B3BS7ACMDUWISF18KY76 2028-06-01 4.875000 15000.00 15559.04 Corporate Debt Securities LIBERTY MUT GROUP INC JR SB GLBL 61 QUR0DG15Z6FFGYCHH861 2061-02-01 4.300000 2000000.00 1907626.67 Corporate Debt Securities BARCLAYS PLC ALT TIER I PERP 213800LBQA1Y9L22JB70 2500-12-31 4.375000 2426000.00 2450576.73 Corporate Debt Securities NABORS INDS INC SR GLBL 144A 25 549300VFQWRKICUFNU92 2025-02-01 6.500000 2600000.00 2458083.33 Corporate Debt Securities TAYLOR MORRISON CMNTYS INC SR GLBL 144A 27 549300O1Z08HI2MRK572 2027-07-15 6.625000 242000.00 259173.60 Corporate Debt Securities RANGE RES CORP SR GLBL 144A 29 H3Y3WLYCX0BTO1TRW162 2029-01-15 8.250000 145000.00 162102.99 Corporate Debt Securities RAPTOR ACQUISITION CORPORATION SR SEC 144A NT26 2026-11-01 4.875000 3920000.00 3980897.20 Corporate Debt Securities RAYONIER A.M. PRODS INC SR GLBL 144A 24 549300ZGRDDK1QM6MM16 2024-06-01 5.500000 50000.00 50812.50 Corporate Debt Securities REALOGY GRP LLC/REALOGY CO SR GLBL 144A 27 2027-04-01 9.375000 3109000.00 3549117.81 Corporate Debt Securities REALOGY GRP LLC/REALOGY CO SR SEC GLBL 25 2025-06-15 7.625000 250000.00 272149.31 Corporate Debt Securities REALOGY GRP LLC/REALOGY CO SR GLBL 144A 29 2029-01-15 5.750000 3261000.00 3426617.13 Corporate Debt Securities REVLON CONSUMER PRODUCTS CORP SR GLBL NT 24 2MKZBE7NMX7EJWQLHS95 2024-08-01 6.250000 1411000.00 621133.96 Corporate Debt Securities REYNOLDS GROUP ISSUER LLC / RE SR SEC GLBL 27 2027-10-15 4.000000 21000.00 21172.85 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR NT 5.25%22 K2NEH8QNVW44JIWK7Z55 2022-11-15 5.250000 3574000.00 3714130.58 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR SEC GLBL 25 K2NEH8QNVW44JIWK7Z55 2025-06-01 11.500000 602000.00 699448.75 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR GLBL 144A 23 K2NEH8QNVW44JIWK7Z55 2023-06-15 9.125000 169000.00 187000.26 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR 144A NT 26 K2NEH8QNVW44JIWK7Z55 2026-07-01 4.250000 400000.00 391116.67 Corporate Debt Securities SBA COMMUNICATIONS CORP SR GLBL NT 27 5299001HX8ZN8Y8QIT49 2027-02-15 3.875000 354000.00 366999.67 Corporate Debt Securities SCIH SALT HOLDINGS INC SR SEC GLBL 28 2028-05-01 4.875000 31000.00 31668.72 Corporate Debt Securities NAVIENT CORPORATION FR 5.625%080133 54930067J0ZNOEBRW338 2033-08-01 5.625000 500000.00 486718.75 Corporate Debt Securities SM ENERGY COMPANY SR SEC GLBL 25 84BUTVXV5ODI6BXNMH43 2025-01-15 10.000000 121000.00 135944.44 Corporate Debt Securities SABRE GLBL INC SR SEC GLBL 25 F2TJC7HPPHLHU1AQMP98 2025-04-15 9.250000 2473000.00 2927276.36 Corporate Debt Securities SABRE GLBL INC SR SEC GLBL 25 F2TJC7HPPHLHU1AQMP98 2025-09-01 7.375000 2223000.00 2432795.62 Corporate Debt Securities SCIENCE APPLICATIONS INTL CORP SR GLBL 144A 28 549300LZPNZIXQGZPZ48 2028-04-01 4.875000 150000.00 159705.37 Corporate Debt Securities SCIENTIFIC GAMES INTL INC SR GLBL 144A 28 RLTHESQ0RNFQJWPBJN60 2028-05-15 7.000000 430000.00 471112.78 Corporate Debt Securities SCIENTIFIC GAMES INTL INC SR GLBL 144A 25 RLTHESQ0RNFQJWPBJN60 2025-07-01 8.625000 3201000.00 3501781.96 Corporate Debt Securities SCOTTS MIRACLE-GRO CO SR GLBL NT 26 2TH9E0JTOUXOEGI2R879 2026-12-15 5.250000 205000.00 214703.33 Corporate Debt Securities SELECT MEDICAL CORP SR GLBL 144A 26 549300X05KS0JKR8CB50 2026-08-15 6.250000 95000.00 100859.39 Corporate Debt Securities DIVERSIFIED HEALTHCARE TR SR GLBL NT 28 2028-02-15 4.750000 22783000.00 23138667.94 Corporate Debt Securities SIGNET UK FINANCE PLC SR NT 4.7%24 529900PWL7LM6UK07586 2024-06-15 4.700000 62000.00 64041.18 Corporate Debt Securities SKYWORKS SOLUTIONS INC SR GLBL NT 3%31 549300WZ3ORQ2BVKBD96 2031-06-01 3.000000 27000.00 28375.02 Corporate Debt Securities SMITHFIELD FOODS INC SR GLBL 144A 27 CVTIPZRZJC0JQEZLL598 2027-02-01 4.250000 36000.00 39781.86 Corporate Debt Securities SOTHEBYS SR SEC GLBL 27 549300P5BAAMQQ7VL735 2027-10-15 7.375000 300000.00 324281.25 Corporate Debt Securities SOUTHWESTERN ENERGY CO SR GLBL NT 27 EFWMP121W54QV9MGOP87 2027-10-01 7.750000 52000.00 57839.17 Corporate Debt Securities SURGERY CTR HLDGS INC SR 144A NT 25 54930054EVI5HWPPW113 2025-07-01 6.750000 37000.00 38017.50 Corporate Debt Securities SPECTRUM BRANDS INC SR GLBL 144A 29 549300VU3EH2E73C1Q04 2029-10-01 5.000000 140000.00 150091.67 Corporate Debt Securities UNITED RENTALS NORTH AMER INC SR GLBL NT 30 NGIZXNT70J2LYT3FBI09 2030-01-15 5.250000 68000.00 75001.17 Corporate Debt Securities UNITED STATES STL CORP SR GLBL NT 26 JNLUVFYJT1OZSIQ24U47 2026-03-15 6.250000 12000.00 12705.59 Corporate Debt Securities USA COMPRESSION PARTNERS LP SR NT 6.875%26 2026-04-01 6.875000 2401000.00 2564258.00 Corporate Debt Securities USA COMPRESSION PARTNERS LP SR GLBL NT 27 2027-09-01 6.875000 1295000.00 1395200.62 Corporate Debt Securities VAIL RESORTS INC SR GLBL 144A 25 529900PSZHRNU9HKH870 2025-05-15 6.250000 90000.00 97056.25 Corporate Debt Securities VECTOR GROUP LTD SR GLBL 144A 26 549300TUIF4WWN6NDN50 2026-11-01 10.500000 300000.00 326670.00 Corporate Debt Securities VIACOM INC JR SB GLBL DB 57 5KYC8KF17ROCY24M3H09 2057-02-28 5.875000 100000.00 101297.96 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 27 2027-02-15 3.750000 3000000.00 3128750.00 Corporate Debt Securities BUCKEYE PARTNERS L P SR NT 5.85%43 549300C1PQJLVEIUBK50 2043-11-15 5.850000 677000.00 688661.32 Corporate Debt Securities BUCKEYE PARTNERS L P SR GLBL NT 27 549300C1PQJLVEIUBK50 2027-12-01 4.125000 53000.00 54606.56 Corporate Debt Securities BUCKEYE PARTNERS L P SR GLBL 144A 25 549300C1PQJLVEIUBK50 2025-03-01 4.125000 6850000.00 7222468.75 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR 144A NT 26 2026-02-15 5.750000 593000.00 611564.19 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 28 2028-02-01 5.000000 285000.00 300007.15 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 30 2030-08-15 4.500000 50000.00 52350.00 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 31 2031-02-01 4.250000 53000.00 54512.71 Corporate Debt Securities CDK GLOBAL INC SR GLBL NT 27 5493000L10CYRTHIJ385 2027-06-01 4.875000 15000.00 15996.41 Corporate Debt Securities CVR PARTNERS LP/CVR NITROGEN SR SEC 144A NT23 2023-06-15 9.250000 72000.00 73496.00 Corporate Debt Securities CVR PARTNERS LP/CVR NITROGEN SR SEC GLBL 28 2028-06-15 6.125000 2000000.00 2067678.89 Corporate Debt Securities CABLE ONE INC SR GLBL 144A 30 549300648QS85T0XSH18 2030-11-15 4.000000 800000.00 816422.22 Corporate Debt Securities CABLEVISION SYS CORP SR NT 5.875%22 3HG2WD2W22M120IUNG49 2022-09-15 5.875000 7000.00 7469.63 Corporate Debt Securities CALFRAC HLDGS LP SR GLBL 144A 26 2026-03-15 10.875000 58849.00 46499.29 Corporate Debt Securities CALPINE CORPORATION SR GLBL 144A 29 43R4VPJBXTU2O15HEF41 2029-02-01 4.625000 10534000.00 10533727.87 Corporate Debt Securities CALUMET SPECIALTY PRODUCTS PAR SR SEC GLBL 24 2024-07-15 9.250000 252000.00 277658.50 Corporate Debt Securities CARNIVAL CORP MTN BE SR GLBL 144A 27 F1OF2ZSX47CR0BCWA982 2027-03-01 5.750000 3134000.00 3301262.45 Corporate Debt Securities MERITOR INC SR GLBL 144A 28 5LTG829X630QFHTFBO82 2028-12-15 4.500000 252000.00 258804.00 Corporate Debt Securities MOSS CREEK RES HLDGS INC SR 144A NT7.5%26 54930037SLMSPWKYIX36 2026-01-15 7.500000 4380000.00 3784115.60 Corporate Debt Securities MOSS CREEK RES HLDGS INC 10.5%27 54930037SLMSPWKYIX36 2027-05-15 10.500000 500000.00 469833.33 Corporate Debt Securities MURPHY OIL CORP SR GLBL NT 24 QBKYQD0ODE7DC7PDIN91 2024-08-15 6.875000 70000.00 71603.39 Corporate Debt Securities ALTICE FRANCE HLDG S A SR SEC GLBL 27 5299000JVHXKJPOE6H40 2027-05-15 10.500000 2109000.00 2381198.08 Corporate Debt Securities AMERICAN NEWS CO LLC SR SEC GLBL 26 2026-09-01 8.500000 302500.00 362243.75 Corporate Debt Securities AMKOR TECHNOLOGY INC 6.625%27 529900VHLRTKPWZJBM84 2027-09-15 6.625000 250000.00 276887.15 Corporate Debt Securities ARCHES BUYER INC SR SEC GLBL 28 2028-06-01 4.250000 859000.00 880333.27 Corporate Debt Securities ASBURY AUTOMOTIVE GROUP INC SR GLBL NT4.5%28 549300JH4DTA7U42GL91 2028-03-01 4.500000 296000.00 313674.16 Corporate Debt Securities ASCENT RES UTICA HLDGS LLC / A SR 144A NT 7%26 2026-11-01 7.000000 2520000.00 2622900.00 Corporate Debt Securities WEATHERFORD INTL LTD BERMUDA SR GLBL 144A 24 549300A2JKMG5PGOGF82 2024-12-01 11.000000 125000.00 131211.81 Corporate Debt Securities WEATHERFORD INTL LTD BERMUDA SR SEC GLBL 24 549300A2JKMG5PGOGF82 2024-09-01 8.750000 672658.00 728829.61 Corporate Debt Securities WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28 2028-08-15 7.750000 543000.00 562865.35 Corporate Debt Securities WINNEBAGO INDS INC SR SEC GLBL 28 549300B7OYKYJLTE3G11 2028-07-15 6.250000 687000.00 744011.46 Corporate Debt Securities WYNN LAS VEGAS LLC / WYNN SR 144A NT5.5%25 2025-03-01 5.500000 9000.00 9819.00 Corporate Debt Securities YUM BRANDS INC SR GLBL 144A 30 549300JE8XHZZ7OHN517 2030-01-15 4.750000 75000.00 83236.46 Corporate Debt Securities ZAYO GROUP LLC/ZAYO CAP INC SR GLBL 144A 27 2027-01-15 5.750000 150000.00 149414.58 Corporate Debt Securities BNP PARIBAS ALT TIER I PERP R0MUWSFPU8MPRO8K5P83 2500-12-31 7.000000 255000.00 307097.07 Corporate Debt Securities MC BRAZIL DOWNSTREAM TRADING S SR SEC GLBL 31 213800T2A7R9TYNXZI63 2031-06-30 7.250000 10000000.00 10460641.67 Corporate Debt Securities GOODYEAR TIRE & RUBR CO SR GLBL REGS 29 5493002BI0S2ZQUY3437 2029-07-15 5.000000 45000.00 48305.50 Corporate Debt Securities TRANSDIGM INC SR SEC 144A NT25 88Q84GB3X55CF5OC7582 2025-12-15 8.000000 416000.00 459506.67 Corporate Debt Securities ASCENT RES UTICA HLDGS LLC / A SR GLBL 144A 28 2028-12-31 8.250000 5795000.00 6167531.58 Corporate Debt Securities AVANTOR FDG INC SR GLBL 144A 28 5493003VM0XB4U8YD238 2028-07-15 4.625000 75000.00 79544.98 Corporate Debt Securities BCPE ULYSSES INTER INC SUB GLBL PIK 27 2027-04-01 7.750000 1250000.00 1294817.71 Corporate Debt Securities BNP PARIBAS ALT TIER I PERP R0MUWSFPU8MPRO8K5P83 2500-12-31 7.000000 545000.00 656344.71 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 28 B3BS7ACMDUWISF18KY76 2028-01-15 7.000000 1333000.00 1391577.94 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 29 B3BS7ACMDUWISF18KY76 2029-05-30 7.250000 133000.00 139400.62 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 28 B3BS7ACMDUWISF18KY76 2028-01-30 5.000000 1436000.00 1373198.93 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 29 B3BS7ACMDUWISF18KY76 2029-02-15 6.250000 1939000.00 1929843.61 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 29 B3BS7ACMDUWISF18KY76 2029-02-15 5.000000 1317000.00 1230739.43 Corporate Debt Securities BEACON ROOFING SUPPLY SR SEC GLBL 26 549300HDXQWWCBOYXP31 2026-11-15 4.500000 150000.00 158362.50 Corporate Debt Securities BEASLEY MEZZANINE HOLDINGS LLC SR SEC GLBL 26 549300VK8LJV1TK18D38 2026-02-01 8.625000 324000.00 331188.75 Corporate Debt Securities BED BATH & BEYOND SR GLBL NT 24 529900ZBUWWUV7BKGX39 2024-08-01 3.749000 150000.00 155156.12 Corporate Debt Securities BERRY PETE CO LLC SR GLBL 144A 26 DQ2XTZKV7SILNNV77403 2026-02-15 7.000000 230000.00 226688.26 Corporate Debt Securities BLOCK COMMUNICATIONS INC SR GLBL 144A 28 M5G68A9OHJWIL4SFC742 2028-03-01 4.875000 10000.00 10443.75 Corporate Debt Securities BOMBARDIER INC SR 144A NT 26 W7L3VLU8EHQY34Z36697 2026-06-15 7.125000 75000.00 80169.53 Corporate Debt Securities BONANZA CREEK ENERGY INC SR GLBL NT7.5%26 IIVIHPH28S64K95M2381 2026-04-30 7.500000 21000.00 21656.25 Corporate Debt Securities BOYNE USA INC SR GLBL 144A 29 2029-05-15 4.750000 1489000.00 1561950.66 Corporate Debt Securities BRIGHTSTAR ESCROW CORPORATION SR SEC GLBL 25 2025-10-15 9.750000 50000.00 55341.67 Corporate Debt Securities BROOKFIELD PPTY REIT INC / BPR SR SEC GLBL 26 2026-05-15 5.750000 54000.00 56534.25 Corporate Debt Securities TRANSDIGM INC SR SB GLBL NT 27 88Q84GB3X55CF5OC7582 2027-11-15 5.500000 10000.00 10361.74 Corporate Debt Securities TRANSOCEAN INC SR DEB 8%27 DOL4HJ22ADYSIWES4H94 2027-04-15 8.000000 41000.00 26837.05 Corporate Debt Securities TRANSOCEAN PROTEUS LIMITED SR SEC GLBL 24 5493000CTMQ2LH21VM89 2024-12-01 6.250000 603000.00 333457.95 Corporate Debt Securities TREEHOUSE FOODS INC SR GLBL NT 4%28 5493007M7EVHE470Q576 2028-09-01 4.000000 681000.00 669082.50 Corporate Debt Securities TRIDENT TPI HLDGS INC SR 144A NT 25 549300TPLK304J3RNC85 2025-11-01 6.625000 973000.00 1010911.32 Corporate Debt Securities TRINSEO MATLS OPER SCA / FIN SR GLBL 144A 25 2025-09-01 5.375000 510000.00 528344.06 Corporate Debt Securities TRIUMPH GROUP INC NEW SR SEC GLBL 24 5493007L6S47Q14SL582 2024-06-01 8.875000 103000.00 115585.31 Corporate Debt Securities TRONOX INC SR GLBL 144A 29 549300EPZ4YXC7E5P181 2029-03-15 4.625000 720000.00 745399.00 Corporate Debt Securities US FOODS INC SR GLBL 144A 29 5493000JOOFAOUY1JZ87 2029-02-15 4.750000 15000.00 15424.67 Corporate Debt Securities U S CONCRETE INC SR GLBL 144A 29 549300J94Q38BL8BMH45 2029-03-01 5.125000 1552000.00 1744564.40 Corporate Debt Securities UBER TECHNOLOGIES INC SR GLBL 144A 27 549300B2FTG34FILDR98 2027-09-15 7.500000 375000.00 420781.25 Corporate Debt Securities ATS AUTOMATION TOOLING SYS GLBL 144A NT 28 5493005KP4RP3IU7HQ41 2028-12-15 4.125000 144000.00 149574.00 Corporate Debt Securities ADAPTHEALTH LLC SR GLBL 144A 29 2029-08-01 4.625000 71000.00 71451.15 Corporate Debt Securities ALLIED UNVL HOLDCO LLC/ALLIED SR SEC GLBL 26 2026-07-15 6.625000 5000.00 5376.83 Corporate Debt Securities LD HOLDINGS GROUP LLC SR GLBL 144A 25 2025-11-01 6.500000 279000.00 290625.00 Corporate Debt Securities LD HOLDINGS GROUP LLC SR GLBL 144A 28 2028-04-01 6.125000 3341000.00 3370639.77 Corporate Debt Securities LIBERTY MEDIA CORP DEL SR DEB 8.25%30 549300SZUIU7Z32Q0664 2030-02-01 8.250000 33000.00 37412.26 Corporate Debt Securities LIFE TIME FITNESS SR SEC GLBL 26 549300PALKE96VYH4X17 2026-01-15 5.750000 3441000.00 3552306.79 Corporate Debt Securities LITHIA MTRS INC SR GLBL 144A 31 SE8N1EZEHPZQBCBVKD53 2031-01-15 4.375000 929000.00 1010835.87 Corporate Debt Securities LIVE NATION ENTERTAINMENT INC SR GLBL 144A 24 5493007B9BM9ZXJINO78 2024-11-01 4.875000 85000.00 87550.00 Corporate Debt Securities ALCATEL-LUCENT USA INC SR GLBL DEB 29 529900BF8WCYOHYGIJ13 2029-03-15 6.450000 36000.00 41300.70 Corporate Debt Securities M D C HLDGS INC CR SEN SR NT6%43 5299005FV4VNV75R8R35 2043-01-15 6.000000 688000.00 895780.59 Corporate Debt Securities MEG ENERGY CORP SR 144A NT 27 5493002WXPTG5ZC1T326 2027-02-01 7.125000 9198000.00 9733300.61 Corporate Debt Securities MGM RESORTS INTERNATIONAL SR NT 7.75%22 54930066VBP7DZEGGJ87 2022-03-15 7.750000 94000.00 100508.19 Corporate Debt Securities MGM RESORTS INTERNATIONAL SR GLBL NT 6%23 54930066VBP7DZEGGJ87 2023-03-15 6.000000 690000.00 749627.50 Corporate Debt Securities MGM RESORTS INTERNATIONAL 5.5%27 54930066VBP7DZEGGJ87 2027-04-15 5.500000 562000.00 622149.61 Corporate Debt Securities MGM GROWTH PPTYS OPER PRTN/ SR NT 4.5%26 2026-09-01 4.500000 1819000.00 2023637.50 Corporate Debt Securities MGM GROWTH PPTYS OPER PRTN/ SR NT 5.625%24 2024-05-01 5.625000 1706000.00 1887262.50 Corporate Debt Securities MGM GROWTH PPTYS OPER PRTN/ SR GLBL 144A 28 2028-01-15 4.500000 45000.00 49477.50 Corporate Debt Securities MGM GROWTH PPTYS OPER PRTN/ SR GLBL 144A 29 2029-02-15 3.875000 7018000.00 7441201.00 Corporate Debt Securities MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 29 2029-08-01 4.625000 94000.00 100786.25 Corporate Debt Securities MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31 2031-03-15 3.500000 512000.00 533498.31 Corporate Debt Securities MACYS RETAIL HLDGS INC SR DEB 6.79%27 549300JMONK27O4SQQ19 2027-07-15 6.790000 6476000.00 7122279.62 Corporate Debt Securities MACYS RETAIL HLDGS INC DEB 7%28 549300JMONK27O4SQQ19 2028-02-15 7.000000 5150000.00 5732522.22 Corporate Debt Securities MACYS RETAIL HLDGS INC SR NT 4.3%43 549300JMONK27O4SQQ19 2043-02-15 4.300000 2008000.00 1745777.51 Corporate Debt Securities MACYS RETAIL HOLDINGS LLC SR SEC GLBL 24 2024-07-15 6.650000 3560000.00 3920867.31 Corporate Debt Securities MACYS RETAIL HOLDINGS LLC SR SEC GLBL 28 2028-09-15 6.700000 6413000.00 7149176.77 Corporate Debt Securities MAGIC MERGECO INC SR SEC 144A NT28 549300H9LWMBP7HYLR98 2028-05-01 5.250000 75000.00 78081.25 Corporate Debt Securities MARRIOTT OWNERSHIP RESORTS INC SR GLBL NT 28 BW4532OH033VURR0IT68 2028-01-15 4.750000 890000.00 926180.97 Corporate Debt Securities MATADOR RES CO SR GLBL NT 26 549300CI3Q2UUK5R4G79 2026-09-15 5.875000 150000.00 154948.54 Corporate Debt Securities MATTEL INC SR NT 5.45%41 549300VELLG24KHTJ564 2041-11-01 5.450000 1749000.00 2130573.50 Corporate Debt Securities MACYS INC SR GLBL DB6.7%34 549300JMONK27O4SQQ19 2034-07-15 6.700000 60000.00 63378.67 Corporate Debt Securities OWENS BROCKWAY SR GLBL 144A 27 V2UQUCDZJ9WY98W8QU33 2027-05-13 6.625000 150000.00 164176.04 Corporate Debt Securities PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 25 2025-06-15 7.250000 100000.00 72280.56 Corporate Debt Securities PBF HLDG CO LLC / PBF FIN CORP SR GLBL NT 6%28 2028-02-15 6.000000 274000.00 183625.67 Corporate Debt Securities PBF HLDG CO LLC / PBF FIN CORP SR SEC GLBL 25 2025-05-15 9.250000 645000.00 646442.29 Corporate Debt Securities PBF LOGISTICS LP/PBF LOGISTIC SR GLBL NT 23 2023-05-15 6.875000 5023000.00 4986548.37 Corporate Debt Securities PDC ENERGY INC SR GLBL NT 26 5493008W8H2T511J5Y59 2026-05-15 5.750000 9000.00 9466.83 Corporate Debt Securities PG&E CORP SR SEC GLBL NT2 8YQ2GSDWYZXO2EDN3511 2028-07-01 5.000000 25000.00 25013.33 Corporate Debt Securities CLARIOS GLOBAL LP SR GLBL 144A 27 2027-05-15 8.500000 6162000.00 6730701.25 Corporate Debt Securities PAR PHARMACEUTICAL INC SR SEC GLBL 27 549300KK5WR4MGN4YT97 2027-04-01 7.500000 3486000.00 3650539.20 Corporate Debt Securities PARTY CITY HLDGS INC SR SEC GLBL 26 5493005PYM1JS6EZN307 2026-02-15 8.750000 945000.00 986475.00 Corporate Debt Securities PENNYMAC FINL SVCS INC NEW SR GLBL 144A 29 549300W1D516HBDEU871 2029-02-15 4.250000 500000.00 484694.44 Corporate Debt Securities PETSMART INC / PETSMART FINAN SR GLBL 144A 29 2029-02-15 7.750000 2369000.00 2602214.89 Corporate Debt Securities SHUTTERFLY INC SR SEC GLBL 26 2026-10-01 8.500000 300000.00 336413.00 Corporate Debt Securities PILGRIMS PRIDE CORP SR GLBL 144A 27 549300ZSLGV64ZL3HD75 2027-09-30 5.875000 1407000.00 1536836.79 Corporate Debt Securities PLAYTIKA HLDG CORP SR GLBL 144A 29 254900E35Z4TKA4UFG64 2029-03-15 4.250000 36000.00 36947.50 Corporate Debt Securities PRESTIGE BRANDS IN SR GLBL 144A 28 549300JBVP4J6D42I235 2028-01-15 5.125000 258000.00 273190.68 Corporate Debt Securities QVC INC SR SEC NT5.95%43 549300WBLU5NKPX5X472 2043-03-15 5.950000 75000.00 80807.71 Corporate Debt Securities RHP HOTEL PPTY/ RHP FINANCE SR GLBL NT 27 2027-10-15 4.750000 2401000.00 2528119.61 Corporate Debt Securities RP ESCROW ISSUER LLC SR SEC 144A NT25 2025-12-15 5.250000 1073000.00 1110043.54 Corporate Debt Securities RACKSPACE TECHNOLOGY GLOBAL SR GLBL 144A 28 549300QTYCKLMFSE8I97 2028-12-01 5.375000 715000.00 713882.81 Corporate Debt Securities RADIATE HOLDCO LLC/RADIATE FI SR SEC GLBL 26 2026-09-15 4.500000 4491000.00 4707690.75 Corporate Debt Securities RADIATE HOLDCO LLC/RADIATE FI SR GLBL 144A 28 2028-09-15 6.500000 1750000.00 1837451.39 Corporate Debt Securities RADIOLOGY PARTNERS INC SR GLBL 144A 28 549300SFTAG2177WUZ08 2028-02-01 9.250000 80000.00 85916.67 Corporate Debt Securities CARVANA CO SR GLBL 144A 28 5493003WEAK2PJ5WS063 2028-10-01 5.875000 92000.00 98277.08 Corporate Debt Securities CATALENT PHARMA SOLUTIONS INC SR GLBL 144A 29 549300HALRZ339MSTH85 2029-02-15 3.125000 53000.00 52278.61 Corporate Debt Securities CEDAR FAIR L P / CANADAS WONDE SR GLBL NT 29 549300TUVLNQQ6BVKH61 2029-07-15 5.250000 255000.00 262381.82 Corporate Debt Securities CEDAR FAIR L P / CANADAS WONDE SR SEC GLBL 25 2025-05-01 5.500000 346000.00 367048.33 Corporate Debt Securities CENTENNIAL RESOURCE PRODUCT 6.875%27 5493004CTVUMQLRPOE23 2027-04-01 6.875000 352000.00 348003.33 Corporate Debt Securities CENTRAL GARDEN & PET CO SR GLBL NT 28 5493004DVZLD37DJ0H83 2028-02-01 5.125000 181000.00 191954.27 Corporate Debt Securities CENTRAL GARDEN & PET CO SR GLBL NT 30 5493004DVZLD37DJ0H83 2030-10-15 4.125000 66000.00 68678.50 Corporate Debt Securities LUMEN TECHNOLOGIES INC SR -P NT 7.6%39 8M3THTGWLTYZVE6BBY25 2039-09-15 7.600000 170000.00 194232.56 Corporate Debt Securities LUMEN TECHNOLOGIES INC SR GLBL 144A 26 8M3THTGWLTYZVE6BBY25 2026-12-15 5.125000 13000.00 13454.58 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC NT 55 2055-10-23 6.834000 32000.00 48776.28 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC GLBL NT49 2049-07-01 5.125000 50000.00 60800.08 Corporate Debt Securities CHESAPEAKE ENERGY CORP SR GLBL 144A 26 X2MT1W32SPAZ9WSKLE78 2026-02-01 5.500000 3085000.00 3234694.48 Corporate Debt Securities CHESAPEAKE ENERGY CORP SR GLBL 144A 29 X2MT1W32SPAZ9WSKLE78 2029-02-01 5.875000 29000.00 31099.48 Corporate Debt Securities CHOBANI LLC / CHOBANI FIN CORP SR SEC GLBL 28 2028-11-15 4.625000 3473000.00 3641850.51 Corporate Debt Securities CINEMARK USA INC SR GLBL 144A 28 54930008H2137JSCPQ09 2028-07-15 5.250000 300000.00 287899.00 Corporate Debt Securities CITGO HOLDING INC SR SEC GLBL 24 549300NYHOALWZ2BSL72 2024-08-01 9.250000 1050000.00 1047593.75 Corporate Debt Securities CITIZENS FINL GROUP INC PERP SUB -G NT4% 2138004JDDA4ZQUPFW65 2500-12-31 4.000000 55000.00 56795.14 Corporate Debt Securities CLEVELAND-CLIFFS INC NEW SR GLBL NT 27 549300TM2WLI2BJMDD86 2027-06-01 5.875000 50000.00 53046.88 Corporate Debt Securities COMMSCOPE TECHNOLOGIES LLC SR GLBL 144A 27 M4TWC4QDOKW45N7T6Y12 2027-03-15 5.000000 1160000.00 1172476.44 Corporate Debt Securities COMSTOCK RES INC SR GLBL 144A 29 I03QQGEA4SS774AURI46 2029-03-01 6.750000 1012000.00 1083862.12 Corporate Debt Securities CORNERSTONE BLDG BRANDS INC SR 144A NT 29 549300IW41QEWQ6T0H29 2029-01-15 6.125000 1733000.00 1859208.13 Corporate Debt Securities COSTAR GROUP INC SR GLBL 144A 30 2030-07-15 2.800000 85000.00 87477.56 Corporate Debt Securities COVANTA HLDG CORP SR GLBL NT 25 40XIFLS8XDQGGHGPGC04 2025-07-01 5.875000 7000.00 7296.04 Corporate Debt Securities CRESTWOOD MIDSTREAM PRTNRS LP SR GLBL NT 25 2025-04-01 5.750000 77000.00 80481.04 Corporate Debt Securities DCP MIDSTREAM LLC JR SB GLBL 43 549300Y6CTBSE0QIPL28 2043-05-21 5.850000 55000.00 51768.75 Corporate Debt Securities DELTA AIR LINES INC SR GLBL NT3.8%23 Q2CCMS6R0AS67HJMBN42 2023-04-19 3.800000 35000.00 36713.72 Corporate Debt Securities DELTA AIR LINES INC SR GLBL NT2.9%24 Q2CCMS6R0AS67HJMBN42 2024-10-28 2.900000 96000.00 98572.64 Corporate Debt Securities DEVON ENERGY CORP NEW SR NT 5.6%41 54930042348RKR3ZPN35 2041-07-15 5.600000 47000.00 58671.77 Corporate Debt Securities DEVON ENERGY CORP NEW SR GLBL 144A 27 54930042348RKR3ZPN35 2027-10-15 5.250000 54000.00 58491.36 Corporate Debt Securities DIAMOND SPORTS GROUP LLC / DIA SR GLBL 144A 27 2027-08-15 6.625000 21130000.00 8989641.11 Corporate Debt Securities DISCOVER FINL SVCS PERP SB C NT5.5% Z1YLO2USPORE63VVUL20 2500-12-31 5.500000 91000.00 99511.53 Corporate Debt Securities DISH DBS CORPORATION SR GLBL NT 24 2024-11-15 5.875000 504000.00 553189.70 Corporate Debt Securities EQT CORP CR SEN SR GLBL25 4NT01YGM4X7ZX86ISY52 2025-02-01 6.625000 71000.00 81685.56 Corporate Debt Securities EAGLE INTER GLOBAL HLDG B V SR SEC GLBL 25 2025-05-01 7.500000 25653000.00 24429138.12 Corporate Debt Securities CAESARS ENTERTAINMENT INC NEW SR SEC GLBL 25 549300FA4CTCW903Y781 2025-07-01 6.250000 5106000.00 5454722.78 Corporate Debt Securities EMPIRE COMMUNITIES CORPORATION SR GLBL 144A 25 549300JM1L6KK2QFP273 2025-12-15 7.000000 1260000.00 1354220.00 Corporate Debt Securities ENDO FIN LLC / ENDO FINCO INC SR 144A NT 22 2022-01-15 7.250000 139000.00 98587.68 Corporate Debt Securities ENERGIZER HLDGS INC SR GLBL 144A 28 5493000D6NN0V57UME20 2028-06-15 4.750000 81000.00 84141.00 Corporate Debt Securities ENDO DESIGNATED ACT CO / ENDO SR GLBL 144A 28 2028-06-30 6.000000 99000.00 63855.00 Corporate Debt Securities ENDURE DIGITAL INC SR GLBL 144A 29 2029-02-15 6.000000 85000.00 82039.17 Corporate Debt Securities MACYS INC SR DEB 6.9%29 549300JMONK27O4SQQ19 2029-04-01 6.900000 3000000.00 3288750.00 Corporate Debt Securities NCL CORP LTD SR GLBL 144A 24 UNZWILHE4KMRP9K2L524 2024-12-15 3.625000 1675000.00 1587082.74 Corporate Debt Securities NGL ENERGY PARTNERS LP SR GLBL NT 25 2025-03-01 6.125000 4214000.00 3610660.55 Corporate Debt Securities NGL ENERGY PARTNERS LP SR GLBL NT7.5%26 2026-04-15 7.500000 4600000.00 3958775.33 Corporate Debt Securities NMG HOLDING COMPANY INC SR SEC 144A NT26 2026-04-01 7.125000 1900000.00 2068031.25 Corporate Debt Securities NRG ENERGY INC SR GLBL NT 27 5E2UPK5SW04M13XY7I38 2027-01-15 6.625000 8000.00 8350.68 Corporate Debt Securities NABORS INDS INC SR GLBL 144A 25 549300VFQWRKICUFNU92 2025-02-01 9.000000 9652000.00 9724390.00 Corporate Debt Securities NAVIOS MARITIME HLDGS INC SR SEC GLBL 22 2022-01-15 7.375000 75000.00 70066.41 Corporate Debt Securities NAVIENT CORPORATION SR GLBL NT 28 54930067J0ZNOEBRW338 2028-03-15 4.875000 3838000.00 4008990.90 Corporate Debt Securities NEWELL BRANDS INC CR SEN SR GLBL26 549300LWGYFM1TVO1Z12 2026-04-01 4.700000 50000.00 56815.17 Corporate Debt Securities NEWFIELD EXPL CO SR NT 5.625%24 T8W3X1PFLPW2YE0UIP44 2024-07-01 5.625000 57000.00 63783.86 Corporate Debt Securities NEXSTAR ESCROW INC SR GLBL 144A 27 5493006PK6I4I2OOT688 2027-07-15 5.625000 2500000.00 2672218.75 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR GLBL 144A 28 2028-10-01 5.625000 1475000.00 1587007.81 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR 144A NT 30 2030-10-01 5.875000 30000.00 32834.37 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR GLBL 144A 29 2029-07-15 4.500000 30000.00 30142.05 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR 144A NT 31 2031-07-15 4.750000 8126000.00 8154610.29 Corporate Debt Securities NIELSEN COMPANY SR GLBL 144A 25 549300MFMRJBOPHHM352 2025-02-01 5.000000 14000.00 14388.89 Corporate Debt Securities NORDSTROM INC SR GLBL NT 30 549300S3IZB5P35KNV16 2030-04-01 4.375000 1575000.00 1675798.69 Corporate Debt Securities BRUNDAGE-BONE CONCRETE PUMPING SR SEC GLBL 26 2026-02-01 6.000000 55000.00 57681.25 Corporate Debt Securities NUSTAR LOGISTICS L P SR NT 5.625%27 N62BF2PKP51FIIOIUN20 2027-04-28 5.625000 15000.00 16225.78 Corporate Debt Securities NUSTAR LOGISTICS L P SR GLBL NT 30 N62BF2PKP51FIIOIUN20 2030-10-01 6.375000 474000.00 537119.03 Corporate Debt Securities OASIS MIDSTREAM PARTNERS LP / SR GLBL 144A 29 2029-04-01 8.000000 2328000.00 2452160.00 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT3.5%25 IM7X0T3ECJW4C1T7ON55 2025-06-15 3.500000 28000.00 29563.77 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT3.5%29 IM7X0T3ECJW4C1T7ON55 2029-08-15 3.500000 254000.00 261184.53 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT 31 IM7X0T3ECJW4C1T7ON55 2031-01-01 6.125000 68000.00 82464.17 Corporate Debt Securities OLIN CORP SR GLBL NT 27 549300GKK294V7W57P06 2027-09-15 5.125000 86000.00 91364.85 Corporate Debt Securities 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 30 2030-10-15 4.000000 113000.00 114001.31 Corporate Debt Securities ONEMAIN FINANCIAL CORPORATION SR GLBL NT 4%30 5493008I795YYBFWFU90 2030-09-15 4.000000 1794000.00 1818119.33 Corporate Debt Securities OWENS BROCKWAY SR GLBL 144A 23 V2UQUCDZJ9WY98W8QU33 2023-08-15 5.875000 500000.00 531930.56 Corporate Debt Securities SPEEDWAY MOTORSPORTS LLC / SP SR GLBL 144A 27 2027-11-01 4.875000 20000.00 20675.00 Corporate Debt Securities STAPLES INC SR SEC 144A NT26 XQM2JINI1UL7642TU573 2026-04-15 7.500000 2713000.00 2816320.08 Corporate Debt Securities STAPLES INC SR 144A NT 27 XQM2JINI1UL7642TU573 2027-04-15 10.750000 28485000.00 28932531.00 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL NT 25 BUGSFQZERKRBFWIG5267 2025-03-15 4.750000 964000.00 1032109.28 Corporate Debt Securities NORTONLIFELOCK INC SR GLBL 144A 25 YF6ZV0M6AU4FY94MK914 2025-04-15 5.000000 20000.00 20641.78 Corporate Debt Securities SYNEOS HEALTH INC SR GLBL 144A 29 549300F1ZGKDS8P6GU13 2029-01-15 3.625000 80000.00 79670.56 Corporate Debt Securities T MOBILE USA INC GLBL NT 2.875%31 549300V2JRLO5DIFGE82 2031-02-15 2.875000 290000.00 297983.06 Corporate Debt Securities TALEN ENERGY SUPPLY LLC SR NT 6.5%25 K5K33XN0PQAU1XF7NN66 2025-06-01 6.500000 24000.00 10410.00 Corporate Debt Securities TALEN ENERGY SUPPLY LLC 10.5%26 K5K33XN0PQAU1XF7NN66 2026-01-15 10.500000 205000.00 95000.42 Corporate Debt Securities TALEN ENERGY SUPPLY LLC SR SEC GLBL 28 K5K33XN0PQAU1XF7NN66 2028-01-15 6.625000 121000.00 105689.30 Corporate Debt Securities TALLGRASS ENERGY PARTNERS LP/ SR GLBL 144A 28 2028-01-15 5.500000 75000.00 75995.83 Corporate Debt Securities TALLGRASS ENERGY PARTNERS LP/ SR GLBL 144A 30 2030-12-31 6.000000 1175000.00 1204375.00 Corporate Debt Securities TALOS PRODTN INC SR SEC GLBL NT26 549300GZ2DZZE2Y8TX15 2026-01-15 12.000000 2032000.00 2129197.33 Corporate Debt Securities TARGA RES PARTNERS / TARGA RES SR GLBL NT 27 2027-02-01 5.375000 72000.00 74752.50 Corporate Debt Securities TASEKO MINES LTD SR SEC GLBL 26 549300XKUO1JSLU7KX54 2026-02-15 7.000000 90000.00 91967.50 Corporate Debt Securities TAYLOR MORRISON COMMUNITIES SR 144A NT 24 2024-03-01 5.625000 42000.00 46324.69 Corporate Debt Securities TELEFLEX INCORPORATED SR GLBL NT 27 UUL85LWXB4NGSWWXIQ25 2027-11-15 4.625000 5000.00 5299.34 Corporate Debt Securities TELESAT CDA / TELESAT LLC GLBL 144A NT 27 2027-10-15 6.500000 1135000.00 989442.56 Corporate Debt Securities TELESAT CDA / TELESAT LLC SR SEC GLBL 27 2027-06-01 4.875000 907000.00 842890.97 Corporate Debt Securities TENET HEALTHCARE CORP SR SEC GLBL NT24 0W9AIBT6U6ADJ2I8HK17 2024-07-15 4.625000 1883000.00 1920019.26 Corporate Debt Securities TENET HEALTHCARE CORP SR SEC GLBL 26 0W9AIBT6U6ADJ2I8HK17 2026-01-01 4.875000 2667000.00 2785348.12 Corporate Debt Securities TENET HEALTHCARE CORP SR SEC GLBL 27 0W9AIBT6U6ADJ2I8HK17 2027-11-01 5.125000 46000.00 49220.15 Corporate Debt Securities TENET HEALTHCARE CORP SR SEC GLBL 25 0W9AIBT6U6ADJ2I8HK17 2025-04-01 7.500000 1350000.00 1488375.00 Corporate Debt Securities TEVA PHARMACEUTICAL FIN CO B.V SR NT 2.95%22 549300Q840R30TDKVK53 2022-12-18 2.950000 12000.00 12160.80 Corporate Debt Securities TEVA PHARMACEUTICAL FIN NETH SR GLBL NT4.1%46 5493004T21MOAFINJP35 2046-10-01 4.100000 1322000.00 1181391.35 Corporate Debt Securities TIME WARNER CABLE INC SR GLBL DB7.3%38 549300U5NFR7S6E3GM41 2038-07-01 7.300000 84000.00 123657.80 Corporate Debt Securities TIME WARNER CABLE INC SR DEB 4.5%42 549300U5NFR7S6E3GM41 2042-09-15 4.500000 1285000.00 1468639.35 Corporate Debt Securities TRANSDIGM INC SR SB GLBL NT 27 88Q84GB3X55CF5OC7582 2027-03-15 7.500000 3660000.00 3998525.60 Corporate Debt Securities GOLDEN ENTMT INC SR GLBL 144A 26 549300P8YYCKQVJ0Y638 2026-04-15 7.625000 4670000.00 5084721.94 Corporate Debt Securities GOLDMAN SACHS GROUP INC PERP SUB GLBL NT 784F5XWPLTWKTBV3E584 2500-12-31 4.400000 41000.00 42642.73 Corporate Debt Securities GOLDMAN SACHS GROUP INC ALT TIER I PERP 784F5XWPLTWKTBV3E584 2500-12-31 3.650000 6387000.00 6480542.94 Corporate Debt Securities GOODYEAR TIRE & RUBR CO SR GLBL NT 5%26 5493002BI0S2ZQUY3437 2026-05-31 5.000000 89000.00 92448.75 Corporate Debt Securities GOODYEAR TIRE & RUBR CO SR NT 4.875%27 5493002BI0S2ZQUY3437 2027-03-15 4.875000 7000.00 7660.86 Corporate Debt Securities GOODYEAR TIRE & RUBR CO SR GLBL NT9.5%2 5493002BI0S2ZQUY3437 2025-05-31 9.500000 18000.00 20369.52 Corporate Debt Securities FORD MTR CO DEL SR GLBL NT 30 20S05OYHG0MQM4VUIC57 2030-04-22 9.625000 1681000.00 2452242.10 Corporate Debt Securities FORTRESS TRANSN & INFRA INVS L SR GLBL 144A 25 529900E7PUVK6BC8PE80 2025-10-01 6.500000 30000.00 31785.40 Corporate Debt Securities FORTRESS TRANSN & INFRA INVS L SR GLBL 144A 28 529900E7PUVK6BC8PE80 2028-05-01 5.500000 210000.00 218029.58 Corporate Debt Securities FREEDOM MORTGAGE CORPORATION SR 144A NT 26 549300LYRWPSYPK6S325 2026-05-01 7.625000 1481000.00 1518849.42 Corporate Debt Securities FREEPORT MCMORAN INC SR NT 5.45%43 549300IRDTHJQ1PVET45 2043-03-15 5.450000 11000.00 14191.44 Corporate Debt Securities FULLER H B CO SR GLBL NT 4%27 JSMX3Z5FOYM8V0Q52357 2027-02-15 4.000000 35000.00 36287.22 Corporate Debt Securities GOODYEAR TIRE & RUBR CO SR GLBL REGS 29 5493002BI0S2ZQUY3437 2029-07-15 5.000000 45000.00 48305.50 Corporate Debt Securities GTCR AP FINANCE INC SR GLBL 144A 27 2027-05-15 8.000000 2000000.00 2162111.11 Corporate Debt Securities H & E EQUIPMENT SERVICES INC SR GLBL 144A 28 254900KVLRCDMQRYY541 2028-12-15 3.875000 142000.00 143087.80 Corporate Debt Securities HAWAIIAN BRAND INTELLECTUAL PP SR SEC GLBL 26 2026-01-20 5.750000 99610.00 105226.90 Corporate Debt Securities HERCULES ACHIEVEMENT INC / VAR SR SEC FL 144A24 2024-12-22 9.000000 175000.00 177275.00 Corporate Debt Securities HESS CORP SR NT 6%40 UASVRYNXNK17ULIGK870 2040-01-15 6.000000 67000.00 86774.83 Corporate Debt Securities HESS CORP SR GLBL NT5.8%47 UASVRYNXNK17ULIGK870 2047-04-01 5.800000 3600000.00 4757136.00 Corporate Debt Securities HILTON GRAND VACATION BORROW/ SR NT 6.125%24 2024-12-01 6.125000 690000.00 728303.62 Corporate Debt Securities SERVICE PPTYS TR SR GLBL NT 29 529900IS770AG1K9QG27 2029-10-01 4.950000 341000.00 342065.62 Corporate Debt Securities HOWARD HUGHES CORP SR GLBL 144A 28 549300BVHY25JZC1KI49 2028-08-01 5.375000 66000.00 70480.02 Corporate Debt Securities HUB INTL LTD SR 144A NT 7%26 549300JQT6ATTUNS5E06 2026-05-01 7.000000 99000.00 104775.00 Corporate Debt Securities ILLUMINATE BUYER LLC / ILLUMIN SR GLBL 144A 28 2028-07-01 9.000000 241000.00 269920.00 Corporate Debt Securities INTERFACE INC GLBL 144A NT 28 549300VXZWQOIDFPU355 2028-12-01 5.500000 28000.00 29645.00 Corporate Debt Securities GFL ENVIRONMENTAL INC SR SEC GLBL 26 549300FYK4MBXWIVZU26 2026-12-15 5.125000 292000.00 311219.28 Corporate Debt Securities GLP CAP LP/GLP FING II INC SR GLBL NT 4%31 2031-01-15 4.000000 520000.00 565734.58 Corporate Debt Securities GTT COMMUNICATIONS INC SR GLBL 144A 24 549300ETSL7K1ZX05H30 2024-12-31 7.875000 50000.00 5656.25 Corporate Debt Securities GW B-CREDIT SECURITY CORP SR 144A NT9.5%27 2027-11-01 9.500000 232000.00 259066.67 Corporate Debt Securities GXO LOGISTICS INCORPORATED GLBL 144A NT 26 5493007CNWMXN78JRN66 2026-07-15 1.650000 575000.00 576859.65 Corporate Debt Securities GENWORTH HLDGS INC SR GLBL NT4.9%23 PXDECZED7L8SRUP41R09 2023-08-15 4.900000 1669000.00 1657964.20 Corporate Debt Securities MACYS RETAIL HLDGS INC SR NT 6.375%37 2037-03-15 6.375000 1000000.00 1079725.83 Corporate Debt Securities FERRELLGAS ESCROW LLC / FG OPE SR GLBL 144A 29 2029-04-01 5.875000 21098000.00 21225836.30 Corporate Debt Securities FIFTH THIRD BANCORP PERP SUB GLBL -J THRNG6BD57P9QWTQLG42 2500-12-31 3.276250 9000.00 9050.78 Corporate Debt Securities FIRSTCASH INC SR GLBL 144A 28 549300V2X3UU7K0DG350 2028-09-01 4.625000 58000.00 61656.03 Corporate Debt Securities FORD HOLDINGS INC SR GLBL DB9.3%30 2030-03-01 9.300000 5000.00 7070.00 Corporate Debt Securities FORD MTR CO DEL SR GLBL NT 31 20S05OYHG0MQM4VUIC57 2031-07-16 7.450000 2645000.00 3503362.01 Corporate Debt Securities FORD MTR CO DEL SR NT 4.75%43 20S05OYHG0MQM4VUIC57 2043-01-15 4.750000 797000.00 864601.10 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR GLBL 144A 26 K2NEH8QNVW44JIWK7Z55 2026-08-31 5.500000 76000.00 76966.76 Corporate Debt Securities SBL HOLDINGS INC GLBL A 144A NT25 2025-05-13 7.000000 80000.00 82680.00 Corporate Debt Securities SRS DISTRIBUTION INC SR 144A NT 29 549300ZQ3XP75BCYM468 2029-07-01 6.125000 25000.00 26286.30 Corporate Debt Securities SEAGATE HDD CAYMAN SR NT 5.75%34 529900BD50TRWEG1SF63 2034-12-01 5.750000 8000.00 9535.00 Corporate Debt Securities SHIFT4 PMTS LLC / SHIFT4 PMTS SR GLBL 144A 26 2026-11-01 4.625000 1050000.00 1105268.50 Corporate Debt Securities SOLARIS MIDSTREAM HLDGS LLC SR 144A NT 26 5493007AWQW8ZKCHVV46 2026-04-01 7.625000 6136000.00 6699658.07 Corporate Debt Securities SOUTHWESTERN ENERGY CO SR GLBL NT 28 EFWMP121W54QV9MGOP87 2028-09-15 8.375000 145000.00 167637.12 Corporate Debt Securities ICAHN ENTERPRISES LP/CORP SR GLBL NT 29 2029-02-01 4.375000 1740000.00 1748518.75 Corporate Debt Securities GFL ENVIRONMENTAL INC SR GLBL 144A 29 549300FYK4MBXWIVZU26 2029-06-15 4.750000 208000.00 214957.89 Corporate Debt Securities INTERTAPE POLYMER GROUP INC SR GLBL 144A 29 549300ESFR3Z1YNR6O65 2029-06-15 4.375000 220000.00 226399.10 Corporate Debt Securities ION TRADING TECHNOLOGIES S A R SR SEC 144A NT28 5493009ZVXOKZLQ6QJ12 2028-05-15 5.750000 490000.00 513543.82 Corporate Debt Securities JERSEY CENT PWR & LT CO SR GLBL NT6.4%3 549300W9UGH9ZPLNPF79 2036-05-15 6.400000 80000.00 110888.36 Corporate Debt Securities KORN FERRY SR GLBL 144A 27 549300FOD20OM0GT5G40 2027-12-15 4.625000 97000.00 101099.60 Corporate Debt Securities LANNETT CO INC SR SEC 144A NT26 5299001DJ6C90XX17G45 2026-04-15 7.750000 5000.00 4788.85 Corporate Debt Securities LEGENDS HOSPITALITY HLDG CO SR SEC 144A NT26 2026-02-01 5.000000 4170000.00 4302050.00 Corporate Debt Securities LIONS GATE CAPITAL HOLDINGS SR GLBL 144A 29 549300MWJHNLR35C0837 2029-04-15 5.500000 1000000.00 1032916.67 Corporate Debt Securities M/I HOMES INC SR 144A NT 30 5299005M71FH9CCSFB69 2030-02-15 3.950000 3680000.00 3692430.22 Corporate Debt Securities MPH ACQUISITION HLDGS LLC SR SEC GLBL 28 5493002WXOPRPTXWTU06 2028-09-01 5.500000 100000.00 101856.94 Corporate Debt Securities MAV ACQUISITION CORP SR SEC 144A NT28 2028-08-01 5.750000 300000.00 300240.50 Corporate Debt Securities PM GENERAL PURCHASER LLC SR SEC GLBL 28 2028-10-01 9.500000 5000.00 5556.25 Corporate Debt Securities PRESIDIO HLDGS INC SR SEC GLBL 27 2027-02-01 4.875000 4420000.00 4603706.25 Corporate Debt Securities RANGE RES CORP SR GLBL NT 26 H3Y3WLYCX0BTO1TRW162 2026-02-01 9.250000 4070000.00 4491726.62 Corporate Debt Securities APOLLO GLOBAL MGMT INC CR SEN SR GLBL22 549300EK847TAWPJWF34 2022-02-15 5.700000 5015000.00 5105186.42 Corporate Debt Securities FORD MOTOR CREDIT COMPANY SR GLBL FL NT 22 UDSQCVRUX5BONN0VY111 2022-03-28 1.416000 225000.00 225636.15 Corporate Debt Securities GCP APPLIED TECHNOLOGIES INC SR GLBL COCO 26 5493007G654QKQVEKV09 2026-04-15 5.500000 300000.00 312944.33 Corporate Debt Securities GRAPHIC PACKAGING INTL INC SR NT 4.125%24 SO75N4VY5NXGQSK8YQ65 2024-08-15 4.125000 150000.00 160025.00 Corporate Debt Securities QWEST CORP SR GLBL DEB 25 549300R2L4N683OO1509 2025-09-15 7.250000 35000.00 42610.07 Corporate Debt Securities UNITED WHOLESALE MORTGAGE LLC SR GLBL 144A 29 549300HW662MN1WU8550 2029-04-15 5.500000 20956000.00 21081107.32 Corporate Debt Securities CEC ENTERTAINMENT INC SR SEC 144A NT26 2026-05-01 6.750000 1490000.00 1503410.00 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW JR GLBL 144A 29 5493007X5NC5XI1BB106 2029-04-15 6.875000 253000.00 271953.04 Corporate Debt Securities DELEK LOGISTICS PARTNERS LP SR GLBL 144A 28 2028-06-01 7.125000 1213000.00 1307478.04 Corporate Debt Securities DYCOM INDS INC SR GLBL 144A 29 549300F56EKTHQI3WT60 2029-04-15 4.500000 15000.00 15704.85 Corporate Debt Securities EMERGENT BIOSOLUTIONS INC SR GLBL 144A 28 549300YW6TUOX8BE5103 2028-08-15 3.875000 598000.00 584079.89 Corporate Debt Securities ENERSYS SR GLBL 144A 23 7ZS3DE5PN30BYUJFWP05 2023-04-30 5.000000 150000.00 158500.00 Corporate Debt Securities ENERGY VENTURES GOM LLC SR SEC 144A NT26 2026-04-15 11.750000 5900000.00 6272814.44 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT 3%27 IM7X0T3ECJW4C1T7ON55 2027-02-15 3.000000 7000.00 7009.33 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT6.6%46 IM7X0T3ECJW4C1T7ON55 2046-03-15 6.600000 99000.00 127429.17 Corporate Debt Securities OLIN CORP SR GLBL NT 5%30 549300GKK294V7W57P06 2030-02-01 5.000000 99000.00 106745.43 Corporate Debt Securities STL HLDG CO LLC SR 144A NT7.5%26 984500BC2I63E7F48656 2026-02-15 7.500000 395000.00 418046.80 Corporate Debt Securities VISTRA OPERATIONS CO LLC SR GLBL 144A 29 549300ZH5GKBTJZ7NM23 2029-05-01 4.375000 1155000.00 1185676.32 Corporate Debt Securities WOLVERINE WORLD WIDE INC SR GLBL 144A 29 549300OVC7PK14LQ8D87 2029-08-15 4.000000 6222000.00 6349896.67 Corporate Debt Securities BANCO GNB SUDAMERIS S A LW TIER II 27 549300SO7QUETMQD9D84 2027-04-03 6.500000 253000.00 261551.82 Corporate Debt Securities EMPRESA DIST Y COMERCIAL NORTE FR 9.75%102522 254900JU7TV6VS9GRW29 2022-10-25 9.750000 100000.00 91386.42 Corporate Debt Securities DEVON ENERGY CORP NEW SR GLBL REGS 23 54930042348RKR3ZPN35 2023-08-01 8.250000 200000.00 227005.00 Corporate Debt Securities GLOBAL ATLANTIC FINANCE CO SB REGS NT4.7%51 2051-10-15 4.700000 208000.00 214722.68 Corporate Debt Securities ASHTON WOODS USA LLC / ASHTON SR 144A NT 29 2029-08-01 4.625000 390000.00 391453.02 Corporate Debt Securities BCPE CYCLE MERGER SUB II INC SR 144A NT 27 54930058SS5MF69JGN89 2027-07-15 10.625000 705000.00 748552.35 Corporate Debt Securities BOMBARDIER INC SR 144A NT 6%28 W7L3VLU8EHQY34Z36697 2028-02-15 6.000000 987000.00 992829.88 Corporate Debt Securities TUTOR PERINI CORP SR GLBL 144A 25 549300FHXYVPW8LJ6D98 2025-05-01 6.875000 866000.00 908578.33 Corporate Debt Securities UBER TECHNOLOGIES INC SR GLBL 144A 29 549300B2FTG34FILDR98 2029-08-15 4.500000 318000.00 315107.79 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR REGS NT 31 2031-07-15 4.750000 45000.00 45158.44 Corporate Debt Securities APX GROUP INC SR GLBL 144A 29 549300OMQVKPRU98OE64 2029-07-15 5.750000 289000.00 292122.81 Corporate Debt Securities CARROLS RESTAURANT GROUP INC. SR GLBL 144A 29 529900HZEMNWQSAKFJ98 2029-07-01 5.875000 2555000.00 2459906.09 Corporate Debt Securities CCM MERGER INC SR GLBL 144A 26 549300P77RSBKKFME089 2026-05-01 6.375000 200000.00 215550.00 Corporate Debt Securities CENTENE CORP DEL SR GLBL NT 28 549300Z7JJ4TQSQGT333 2028-07-15 2.450000 1691000.00 1721156.17 Corporate Debt Securities CONSOLIDATED COMMUNICATIONS SR SEC GLBL 28 549300WW675Y48HDVX34 2028-10-01 6.500000 87000.00 97449.86 Corporate Debt Securities CORELOGIC INC SR SEC 144A NT28 54930086CD8K2UIL0516 2028-05-01 4.500000 3757000.00 3770168.29 Corporate Debt Securities CARLYLE AVIATION ELEVATE MERGE SR 144A NT 7%24 549300LI58A0MHGHTZ98 2024-10-15 7.000000 900000.00 906025.00 Corporate Debt Securities CARRIAGE SVCS INC SR GLBL 144A 29 2029-05-15 4.250000 550000.00 557012.50 Corporate Debt Securities MERCER INTL INC SR GLBL NT5.5%26 549300Z5IAG39VRTY874 2026-01-15 5.500000 45000.00 46216.25 Corporate Debt Securities MURPHY OIL USA INC SR GLBL NT 29 N32S6DTR2ZZ5222WHV58 2029-09-15 4.750000 36000.00 38903.50 Corporate Debt Securities VINE ENERGY HOLDINGS LLC SR GLBL 144A 29 254900PNIMG4CPJH6R25 2029-04-15 6.750000 4378000.00 4843337.62 Corporate Debt Securities AMERICAN EXPRESS CO ALT TIER I PERP R4PP93JZOLY261QX3811 2500-12-31 3.550000 1054000.00 1075355.21 Corporate Debt Securities APEX TOOL GROUP LLC SR 144A NT 9%23 2023-02-15 9.000000 3676000.00 3699894.00 Corporate Debt Securities LCCM MORTGAGE TR 2017-LC26 E 20500712 FLT 2050-07-12 4.969520 339000.00 245297.44 Private Label Collateralized Mortgage Obligations RALI SERIES TRUST 2006-QO4 II-A-2 20460425 FLT 2046-04-25 0.564380 6204160.00 267140.60 Private Label Collateralized Mortgage Obligations CWALT INC ALT LN TR 2006-18CB A-11 20360725 FLT 2036-07-25 0.584380 26553760.00 878225.51 Private Label Collateralized Mortgage Obligations CSWF TR 2018-TOP F 20350815 FLT 2035-08-15 2.845500 226000.00 180742.81 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SEC 2007-A2 1-A-2 20370425 6.0 2037-04-25 6.000000 32005000.00 3712258.69 Private Label Collateralized Mortgage Obligations GS MTG SEC CORP TR 2019-70P E 20361015 FLT 2036-10-15 2.296000 509300.00 497144.76 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE21 J 20471212 3.0 2047-12-12 3.000000 4249990.00 80242.71 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-CCRE11 F 20500812 FLT 549300BCCWSDWINK2593 2050-08-12 4.270000 1330600.00 594855.82 Private Label Collateralized Mortgage Obligations MHP COMM MTG TR 2021-STOR F 20380715 FLT 2038-07-15 2.296000 5500000.00 5516040.44 Private Label Collateralized Mortgage Obligations JP MRGN CHASE COM 2020-MKST E 20361215 FLT 2036-12-15 2.346000 875000.00 854495.83 Private Label Collateralized Mortgage Obligations J P MORGAN MTG TR 2021-INV2 2051-12-25 3.042860 3215000.00 2752233.11 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2014-GC24 C 20470912 FLT 2047-09-12 4.669010 1456940.00 1356116.61 Private Label Collateralized Mortgage Obligations GS MTG SEC CORP 2020-TWN3 F 20371116 FLT 2037-11-16 5.096000 2197200.00 2201014.10 Private Label Collateralized Mortgage Obligations 510 ASSET BACKED 2021-NPL2 TR 2061-06-27 2.115600 1975800.00 1950344.25 Private Label Collateralized Mortgage Obligations Y 2021-11-29 2021-11-29 2022-01-12 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0058 504618098.80 504618098.80 0.0065 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.590000% VYVVCKR63DVZZN70PB21 0001224385 ARP0QRHM0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 522 FUNDING CLO 2020-6 LTD SUB 20331024 FLT 2033-10-24 0.00 7000000.00 5923897.00 Asset-Backed Securities STAR 2021-SFR1 E 20380419 FLT 2038-04-19 1.793000 1800000.00 1807722.50 Asset-Backed Securities ALM I LTD 2020-1 SUB 20291015 FLT 2029-10-15 0.00 3500000.00 3039820.00 Asset-Backed Securities MARLETTE FUNDING TR 2021-2 D 20310915 2.1 2031-09-15 2.160000 3000000.00 3014283.00 Asset-Backed Securities VMC FIN LL 2021-FL4 A-S 20360618 FLT 2036-06-18 1.538500 3000000.00 3003526.71 Asset-Backed Securities AMSR TRUST 2021-SFR2 E-2 20380819 2.5 2038-08-19 2.577000 1145000.00 1150803.43 Asset-Backed Securities BXMT 2021-FL4 LTD C 20380517 FLT 2038-05-17 1.845500 2000000.00 2001415.39 Asset-Backed Securities KRFF 2021-FL2 LTD A-S 20390217 FLT 54930083ELM2GCMVTQ91 2039-02-17 1.393000 1000000.00 1000580.42 Asset-Backed Securities KRFF 2021-FL2 LTD D 20390217 FLT 54930083ELM2GCMVTQ91 2039-02-17 2.293000 1000000.00 1000955.42 Asset-Backed Securities COREVEST AMER FIN TR 2019-2 D 20520617 4.2 2052-06-17 4.219000 3080894.00 3346013.66 Asset-Backed Securities COREVEST AMER FIN TR 2019-2 E 20520617 FLT 2052-06-17 5.361050 393000.00 435613.60 Asset-Backed Securities YORK CLO 2 LTD 5493009C48K5WG4EX118 2027-10-22 0.00 3000000.00 1830000.00 Asset-Backed Securities AMMC CLO XII LTD 2013-12 SUB 20250510 FLT 2025-05-10 0.00 3650000.00 949000.00 Asset-Backed Securities GPMT LTD 2021-FL3 E 20350718 FLT 2035-07-18 3.988500 1386000.00 1388911.00 Asset-Backed Securities GRAND AVENUE CRE CLO 2019-FL1 E 20370615 FLT 2037-06-15 3.396630 1000000.00 893546.31 Asset-Backed Securities VENTURE XVIII CLO 2014-18R SUB 20291015 FLT 549300MWRVTJN0X3KI79 2029-10-15 0.00 7500000.00 1350000.00 Asset-Backed Securities VENTURE XXV CLO 2016-25 SUB 20290420 FLT 549300A6M3BR8FZNXO79 2029-04-20 0.00 4000000.00 1640000.00 Asset-Backed Securities VENTURE XIX CLO LTD 2015-19 SUB NT 20270115 FLT 549300KIDQKDB48YU144 2027-01-15 0.00 8675000.00 3036250.00 Asset-Backed Securities VENTURE XIX CLO LTD 2015-19 SUBFEE 20270115 FLT 549300KIDQKDB48YU144 2027-01-15 0.100000 364227.00 211299.21 Asset-Backed Securities COLONY AMER FIN 2016-2 E 20481118 FLT 2048-11-18 8.250000 4228000.00 4340481.71 Asset-Backed Securities LCM XV LTD 2014-15 INC 20240826 FLT 549300HV40B88JRNJD93 2024-08-26 0.00 7875000.00 1653750.00 Asset-Backed Securities TRTX ISSUER LTD 2019-FL3 D 20341017 FLT 2034-10-17 2.614480 1000000.00 896562.74 Asset-Backed Securities CIFC FDG 2013 I LTD 549300PC4RPZFE70AI24 2025-04-16 0.00 12600000.00 7553901.60 Asset-Backed Securities CLNC 2019-FL1 D 20350817 FLT 2035-08-17 3.064480 776000.00 760543.24 Asset-Backed Securities CSMC 2021-RPL1 TRUST A-1 20600927 FLT 2060-09-27 1.667730 315000.00 284060.64 Asset-Backed Securities CARLYLE GL MKT STS CLO 2013-3 SUB 20250715 FLT 6354006XBJTNRUJOLM20 2025-07-15 0.00 1371000.00 370170.00 Asset-Backed Securities FCCCATSKILL PARK CLO 17-1 SUB 20290420 FLT 549300QY7L9WFVGWC115 2029-04-20 0.00 19868600.00 10132986.00 Asset-Backed Securities CEDAR FUNDING CLO LTD 2013-2 SUB 20300610 FLT 254900Q56WTD2BRLBE32 2030-06-10 0.00 10000000.00 5300000.00 Asset-Backed Securities B2R MTG TRUST 2016-1 G 20490617 FLT 2049-06-17 6.546910 2737000.00 2743387.50 Asset-Backed Securities B2R MTG TRUST 2015-1 E 20480515 FLT 54930043NGIAWE00XD82 2048-05-15 6.035640 2950000.00 2923039.06 Asset-Backed Securities PROGRESS RES TR 2020-SFR1 E 20370417 3.0 2037-04-17 3.032000 365000.00 374341.32 Asset-Backed Securities PROGRESS RES TR 2019-SFR3 G 20360918 4.1 2036-09-18 4.116000 100000.00 101919.70 Asset-Backed Securities PROGRESS RES 2021-SFR2 TR E-2 20380419 2.6 2038-04-19 2.647000 1000000.00 1008207.83 Asset-Backed Securities B2R MTG TRUST 2015-2 E 20481118 FLT 549300JNS8TBD8XLZ117 2048-11-18 6.095510 11000000.00 11028639.55 Asset-Backed Securities HOME PARTN AMER TR 2018-1 E 20370717 FLT 2037-07-17 1.943000 5250000.00 5253977.46 Asset-Backed Securities HOME PARTN AMER TR 2018-1 F 20370717 FLT 2037-07-17 2.443000 2500000.00 2498402.64 Asset-Backed Securities HOME PARTN AMER TR 2020-1 F 20370717 FLT 2037-07-17 6.486500 12370000.00 11108642.66 Asset-Backed Securities AMSR TRUST 2020-SFR3 F 20370918 3.5 2037-09-18 3.553000 1447675.00 1461097.60 Asset-Backed Securities AMSR 2020-SFR5 TR F 20371119 2.6 2037-11-19 2.686000 20177000.00 19972169.82 Asset-Backed Securities ARES CLO LTD 2017-45 SUB 20301004 FLT 549300VFCO6SQG8OL714 2030-10-04 0.00 7000000.00 4340000.00 Asset-Backed Securities ARES CLO LTD 2017-43 SUB 20291015 FLT 549300ECLIGB6OZRBA51 2029-10-15 0.00 5095000.00 2445600.00 Asset-Backed Securities ASSURANT CLO 2018-2 SUB 20310421 FLT 549300HKB0UTKU91DG08 2031-04-21 0.00 5000000.00 3150000.00 Asset-Backed Securities EXANTAS CAPITAL CORP 2020-RS08 A-S 20350315 FLT 549300RUJWPCMY4JFR46 2035-03-15 1.614480 100000.00 100062.79 Asset-Backed Securities FS RIALTO 2019-FL1 A-S 20361218 FLT 2036-12-18 1.545500 12000000.00 11867857.17 Asset-Backed Securities FS RIALTO 2019-FL1 B 20361218 FLT 2036-12-18 1.995500 5000000.00 4976652.99 Asset-Backed Securities FIRSTKEY HOMES TR 2021-SFR1 F1 20380819 3.2 2038-08-19 3.238000 1500000.00 1514738.17 Asset-Backed Securities EATON VANCE CLO 2020-1 LTD SUB 20301015 FLT 5493004NKU3QU5G6QW39 2030-10-15 0.00 6890000.00 5905839.29 Asset-Backed Securities EATON VANCE CLO LTD 2015-1 SUB 20261020 FLT 5493008YP5U5LTXAO749 2026-10-20 0.00 1627500.00 960225.00 Asset-Backed Securities EATON VANCE CLO 2019-1 SUB 20310415 FLT 5493007R7GEORNX00105 2031-04-15 0.00 2600000.00 2132000.00 Asset-Backed Securities ELEVATION CLO LTD 2018-9 SUB 20310715 FLT 549300BOE42FYBAXFR86 2031-07-15 0.00 3000000.00 1789374.00 Asset-Backed Securities ELMWOOD CLO LTD 2019-1 SUB 20300422 FLT 2030-04-22 0.00 5000000.00 4200000.00 Asset-Backed Securities TRTX ISSUER LTD 2019-FL3 E 20341017 FLT 2034-10-17 2.864480 1459000.00 1316083.60 Asset-Backed Securities TRTX ISSUER LTD 2021-FL4 D 20380317 FLT 2038-03-17 3.692750 305000.00 305721.65 Asset-Backed Securities UPLAND CLO LTD 2016 SUB 20280420 FLT 54930052JF7HYEE5CO91 2028-04-20 0.00 5000000.00 3000000.00 Asset-Backed Securities VCP CLO LTD 2021-2 A-1 20310415 FLT 2031-04-15 1.796130 1500000.00 1503127.42 Asset-Backed Securities VMC FINANCE 2019-FL3 A-S 20360917 FLT 2036-09-17 1.492750 2000000.00 1756408.26 Asset-Backed Securities RADNOR RE LTD 2018-1 M-2 20280325 FLT 549300ED4YNDE7SVU538 2028-03-25 2.784380 5000000.00 5049190.32 Asset-Backed Securities REPUBLIC FIN ISS TR 2019-A A 20271122 3.4 2027-11-22 3.430000 650000.00 656795.14 Asset-Backed Securities REPUBLIC FIN ISS TR 2019-A C 20271122 5.1 2027-11-22 5.100000 4630000.00 4678121.13 Asset-Backed Securities STWD LTD 2021-FL2 E 20380416 FLT 2038-04-16 3.638500 200000.00 200884.78 Asset-Backed Securities TRTX ISSUER LTD 2019-FL3 A-S 20341017 FLT 2034-10-17 1.614480 2250000.00 2250017.67 Asset-Backed Securities AMMC CLO 21 LTD 2017-21 SUB NT 20301104 FLT 549300DYK366J47FIO80 2030-11-04 0.00 2743411.00 1207100.84 Asset-Backed Securities BLUEMOUNTAIN CLO XXIII 2018-23 SUB 20311020 FLT 2031-10-20 0.00 3000000.00 2070000.00 Asset-Backed Securities CIFC FUNDING LTD 2014-II INC 20260524 FLT 549300O8WGQU5B6HEB94 2026-05-24 0.00 12500000.00 5375000.00 Asset-Backed Securities TCI-SYMPHONY CLO 2017-1 INC NT 20300715 FLT 2030-07-15 0.00 4999248.00 4477841.43 Asset-Backed Securities TYRON PARK CLO LTD 2013 SUB 20250715 FLT 2025-07-15 0.00 17831680.00 5268762.15 Asset-Backed Securities GPMT LTD 2018-FL1 D 20351121 FLT 2035-11-21 3.038380 8958000.00 8912478.97 Asset-Backed Securities GPMT LTD 2019-FL2 D 20360221 FLT 2036-02-21 3.038380 5800000.00 5784446.68 Asset-Backed Securities GPMT LTD 2021-FL3 D 20350718 FLT 2035-07-18 3.238500 340000.00 340849.82 Asset-Backed Securities B2R MTG TRUST 2015-2 G 20481118 FLT 549300JNS8TBD8XLZ117 2048-11-18 6.095510 3762000.00 3726124.05 Asset-Backed Securities APIDOS CLO XXVII 2017-27 SUB 20300717 FLT 2030-07-17 0.00 2500000.00 943382.50 Asset-Backed Securities AVERY PT III INV LTD 2025-01-18 0.00 1632372.00 212208.36 Asset-Backed Securities CIFC FUNDING LTD 2014-III INC NT 20260722 FLT 2026-07-22 0.00 2998537.00 1294291.51 Asset-Backed Securities ICG US CLO LTD 2018-1 SUB 20310421 FLT 2031-04-21 0.00 3499998.00 1884839.92 Asset-Backed Securities MAGNETITE VII LTD 2012-7 SUB NT 20250115 FLT 2025-01-15 0.00 2000000.00 960000.00 Asset-Backed Securities TABERNA PREF FDG I 2005-1 E 20350705 FLT 2035-07-05 3.287880 2000000.00 150255.77 Asset-Backed Securities NLY 2019-FL2 ISSUER LTD C 20360215 FLT 2036-02-15 2.445500 5000000.00 4981034.44 Asset-Backed Securities AMSR 2020-SFR4 TR G-2 20371119 4.8 2037-11-19 4.870000 500000.00 520341.17 Asset-Backed Securities OCTAGON INV PTNS 32 2017-32 SUB NT 20290716 FLT 2029-07-16 0.00 2000000.00 1020000.00 Asset-Backed Securities PFP LTD 2019-5 A-S 20360416 FLT 2036-04-16 1.515500 5000000.00 4997007.29 Asset-Backed Securities ANCHORAGE CAP CLO 9 2016-9 SUB 20290116 FLT 2029-01-16 0.00 5000000.00 2782385.00 Asset-Backed Securities LEGACY MTG ASSET TR 2019-GS7 A-1 20591125 FLT 2059-11-25 3.250000 150000.00 129799.26 Asset-Backed Securities LEGACY MTG ASSET TR 2019-GS2 A1 20590125 FLT 2059-01-25 3.750000 38036000.00 22650502.91 Asset-Backed Securities LOANCORE ISSUER LTD 2019-CRE2 C 20360515 FLT 2036-05-15 2.095500 176500.00 175432.41 Asset-Backed Securities LOANCORE ISSUER LTD 2019-CRE2 D 20360515 FLT 2036-05-15 2.545500 3800000.00 3699381.07 Asset-Backed Securities GRAND AVENUE CRE 2020-FL2 D 20350316 FLT 2035-03-16 3.784480 9844000.00 9957717.80 Asset-Backed Securities HIGHBRIDGE LN MGMT 2014-3 SUB 20290718 FLT 2029-07-18 0.00 2735909.00 902849.97 Asset-Backed Securities HOME PARTN AMER TR 2017-1 F 20340719 FLT 2034-07-19 3.632000 10022636.00 10033244.40 Asset-Backed Securities AMSR TRUST 2020-SFR1 I 20370417 8.1 2037-04-17 8.193000 1709355.00 1850644.30 Private Label Collateralized Mortgage Obligations MBRT 2019-MBR G 20361117 FLT 2036-11-17 2.996000 7000000.00 6991827.89 Private Label Collateralized Mortgage Obligations AMSR TRUST 2020-SFR2 E-2 20370717 4.2 2037-07-17 4.277000 4387000.00 4599353.47 Private Label Collateralized Mortgage Obligations COREVEST AMER FIN TR 2019-1 E 20520315 FLT 2052-03-15 5.488700 381000.00 426487.94 Private Label Collateralized Mortgage Obligations COREVEST AMER FIN TR 2018-1 B 20510616 4.0 2051-06-16 4.003000 750000.00 775483.37 Private Label Collateralized Mortgage Obligations COREVEST AMER FIN TR 2018-1 C 20510616 4.3 2051-06-16 4.369000 1250000.00 1347456.04 Private Label Collateralized Mortgage Obligations COREVEST AMER FIN TR 2019-1 D 20520315 4.8 2052-03-15 4.818000 4950000.00 5517859.05 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2014-GC26 D 20471113 FLT 549300V3F4KBEWHAZP46 2047-11-13 4.659850 6620999.00 4485052.85 Private Label Collateralized Mortgage Obligations COREVEST AMER FIN TR 2020-1 E 20500317 FLT 2050-03-17 4.826800 100000.00 107427.53 Private Label Collateralized Mortgage Obligations BX TR 2019-IMC F 20340417 FLT 2034-04-17 2.996000 5000000.00 4969157.78 Private Label Collateralized Mortgage Obligations WORLDWIDE PLAZA TR 2017-WWP F 20361112 FLT 2036-11-12 3.715390 8483678.00 7869800.43 Private Label Collateralized Mortgage Obligations WORLDWIDE PLAZA TR 2017-WWP E 20361112 FLT 2036-11-12 3.715390 1997835.00 1950736.36 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2014-LC16 D 20500817 3.9 549300PX4QZK7CUM8D08 2050-08-17 3.938000 1050000.00 174070.75 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 2015-GC27 D 20480212 FLT 2048-02-12 4.565970 8053000.00 7997554.87 Private Label Collateralized Mortgage Obligations COREVEST AMER FIN TR 2019-3 E 20521018 FLT 2052-10-18 4.908130 1640000.00 1772927.10 Private Label Collateralized Mortgage Obligations MORGAN STAN CAP I TR 2019-PLND G 20360515 FLT 2036-05-15 3.746000 5000000.00 4449584.44 Private Label Collateralized Mortgage Obligations Y 2021-12-06 2021-12-06 2022-01-18 Y WELLS FARGO SECURITIES LLC 1.0000 97 N N N 0.0067 303910888.48 303910888.48 0.0039 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.380000% ZBUT11V806EZRVTWT807 0000782124 ARP0QT861 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ACE SECS HEQ 2005-SL1 M-1 20350625 FLT 2035-06-25 5.870000 4375136.00 311918.55 Asset-Backed Securities SAXON ASSET SEC CO 2004-3 M-2 20341225 FLT 2034-12-25 1.059380 5000000.00 627505.15 Asset-Backed Securities GMACM HEQ LN TR 2006-HE3 A-2 20361025 FLT 2036-10-25 5.750000 227000.00 7092.88 Asset-Backed Securities OSAT TRUST 2021-RPL1 A-2 20650525 FLT 2065-05-25 3.967000 943997.00 947012.28 Asset-Backed Securities NOMURA ASSET ALT LN 2006-S4 A-1 20360825 FLT 2036-08-25 0.424380 11415968.00 104212.84 Asset-Backed Securities PFIZER INC SR GLBL NT 3%26 765LHXWGK1KXCLTFYQ30 2026-12-15 3.000000 90000.00 99831.90 Corporate Debt Securities NCR CORP NEW SR GLBL 144A 29 549300YKTY8JX1DV2R67 2029-04-15 5.125000 3445000.00 3636687.93 Corporate Debt Securities TPC GROUP INC 549300K276KVW5JD1583 2024-08-01 10.875000 233000.00 254708.96 Corporate Debt Securities NORTHROP GRUMMAN CORP SR GLBL NT 28 RIMU48P07456QXSO0R61 2028-01-15 3.250000 51000.00 55985.39 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT 24 IM7X0T3ECJW4C1T7ON55 2024-07-01 6.950000 77000.00 86939.42 Corporate Debt Securities OGLETHORPE POWER CORPORATION 1M BD 5.375%40 3EERXCUSWMS9GV5D9M98 2040-11-01 5.375000 197000.00 258372.72 Corporate Debt Securities OI EUROPEAN GROUP BV SR GLBL 144A 23 72450053F5WRDY8CDZ66 2023-03-15 4.000000 200000.00 210406.67 Corporate Debt Securities BK OF AMERICA CORP VR 042417-042423 9DJT3UXIJIZJI4WXO774 2023-04-24 1.125250 54000.00 54352.90 Corporate Debt Securities BK OF AMERICA CORP FR 3.97%030529 9DJT3UXIJIZJI4WXO774 2029-03-05 3.970000 57000.00 65445.06 Corporate Debt Securities ROYAL BK SCOTLAND N V SBNT DEP 7.75%23 X3CZP3CK64YBHON1LE12 2023-05-15 7.750000 300000.00 342158.83 Corporate Debt Securities AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 29 2029-04-20 5.750000 8989696.00 9709490.97 Corporate Debt Securities SIMON PPTY GROUP LP SR GLBL NT 27 MR92GTD0MJTTTTQDVG45 2027-06-15 3.375000 73000.00 80823.77 Corporate Debt Securities SPECTRUM BRANDS INC SR GLBL 144A 30 549300VU3EH2E73C1Q04 2030-07-15 5.500000 1814000.00 1960530.89 Corporate Debt Securities SRM ESCROW ISSUER LLC SR SEC GLBL 28 2028-11-01 6.000000 450000.00 486882.00 Corporate Debt Securities TALEN ENERGY SUPPLY LLC SR NT 6%36 K5K33XN0PQAU1XF7NN66 2036-12-15 6.000000 2004000.00 703998.52 Corporate Debt Securities PARK INTER HLDGS LLC / PK DOME SR SEC GLBL 29 2029-05-15 4.875000 6880000.00 7151688.33 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL 144A 26 BUGSFQZERKRBFWIG5267 2026-07-15 3.625000 736000.00 744083.22 Corporate Debt Securities TKC HOLDINGS INCORPORATED SR SEC 144A NT28 2028-05-15 6.875000 299000.00 316322.27 Corporate Debt Securities TALEN ENERGY SUPPLY LLC SR SEC GLBL 28 K5K33XN0PQAU1XF7NN66 2028-06-01 7.625000 98000.00 87250.62 Corporate Debt Securities TARGET CORP SR GLBL NT3.5%24 8WDDFXB5T1Z6J0XC1L66 2024-07-01 3.500000 4000.00 4356.61 Corporate Debt Securities TENET HEALTHCARE CORP SR SEC GLBL 28 0W9AIBT6U6ADJ2I8HK17 2028-06-15 4.625000 1995000.00 2089291.46 Corporate Debt Securities IHEARTCOMMUNICATIONS INC 8.375%27 54930076J6KDZL504O62 2027-05-01 8.375000 99766.00 108786.51 Corporate Debt Securities INTEL CORP SR GLBL NT3.4%25 KNX4USFCNGPY45LOCE31 2025-03-25 3.400000 6000.00 6617.84 Corporate Debt Securities INTERPUBLIC GROUP COS INC SR GLBL NT 28 5493008IUOJ5VWTRC333 2028-10-01 4.650000 84000.00 100577.82 Corporate Debt Securities BUCKEYE PARTNERS L P 6.375%78 549300C1PQJLVEIUBK50 2078-01-22 6.375000 90000.00 82521.56 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 27 2027-05-01 5.125000 844000.00 896398.33 Corporate Debt Securities 3M CO SR GLBL NT 49 LUZQVYP4VS22CLWDAR65 2049-08-26 3.250000 297000.00 328057.70 Corporate Debt Securities TORONTO DOMINION BANK FR 3.25%031124 PT3QB789TSUIDF371261 2024-03-11 3.250000 69000.00 74726.12 Corporate Debt Securities TORONTO DOMINION BANK VR 092820-092823 PT3QB789TSUIDF371261 2023-09-28 0.500003 47000.00 47460.08 Corporate Debt Securities TOYOTA MOTOR CORP GLBL NT 1.339%26 5493006W3QUS5LMH6R84 2026-03-25 1.339000 67000.00 68319.39 Corporate Debt Securities TOYOTA MTR CR CORP FR 2.25%101823 Z2VZBHUMB7PWWJ63I008 2023-10-18 2.250000 92000.00 96283.75 Corporate Debt Securities TOYOTA MTR CR CORP FR 2.15%090822 Z2VZBHUMB7PWWJ63I008 2022-09-08 2.150000 12000.00 12356.66 Corporate Debt Securities TPC GROUP INC SR SEC GLBL 24 549300K276KVW5JD1583 2024-08-01 10.500000 19562000.00 18266017.50 Corporate Debt Securities TRANSOCEAN INC CR SEN SR NT 41 DOL4HJ22ADYSIWES4H94 2041-12-15 9.350000 421000.00 280709.70 Corporate Debt Securities RAYTHEON TECHNOLOGIES CORP 4.45%38 I07WOS4YJ0N7YRFE7309 2038-11-16 4.450000 2000.00 2471.94 Corporate Debt Securities SBA COMMUNICATIONS CORP SR GLBL 144A 29 5299001HX8ZN8Y8QIT49 2029-02-01 3.125000 1605000.00 1581092.19 Corporate Debt Securities WELBILT INC SR GLBL NT9.5%24 549300UR3W71YLZWI068 2024-02-15 9.500000 9000000.00 9335000.00 Corporate Debt Securities MARSH & MCLENNAN COS INC SR GLBL NT 30 549300XMP3KDCKJXIU47 2030-11-15 2.250000 94000.00 96955.83 Corporate Debt Securities MERLIN ENTERTAINMENTS PLC SR GLBL 144A 26 549300ZTI0VEFO6WV007 2026-06-15 5.750000 1400000.00 1462270.83 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 29 353800V2V8PUY9TK3E06 2029-03-07 3.741000 96000.00 110174.54 Corporate Debt Securities MORGAN STANLEY FR 4.431%012330 IGJSJL3JD5P30I6NJZ34 2030-01-23 4.431000 70000.00 82088.80 Corporate Debt Securities MORGAN STANLEY FR 1.794%021332 IGJSJL3JD5P30I6NJZ34 2032-02-13 1.794000 96000.00 93082.27 Corporate Debt Securities MORGAN STANLEY PERP JR GLBL -M IGJSJL3JD5P30I6NJZ34 2099-12-31 5.875000 376000.00 442616.02 Corporate Debt Securities MOTOROLA SOLUTIONS INC SR GLBL NT2.3%30 6S552MUG6KGJVEBSEC55 2030-11-15 2.300000 92000.00 92266.08 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 7.875000 1405000.00 1506511.25 Corporate Debt Securities UNIVERSAL HLTH SVCS INC SR SEC GLBL 30 549300YGMGQDO0NMJD09 2030-10-15 2.650000 32000.00 32641.00 Corporate Debt Securities VIASAT INC SR GLBL 144A 25 UFC8NYMNFSYIHNSM2I38 2025-09-15 5.625000 12000.00 12502.05 Corporate Debt Securities WASTE PRO USA INC SR 144A NT5.5%26 549300BY1QXU5BI3UF28 2026-02-15 5.500000 749000.00 763938.39 Corporate Debt Securities WESCO DISTR INC SR GLBL 144A 28 549300I2CEZJG9N4AH67 2028-06-15 7.250000 1648000.00 1854503.56 Corporate Debt Securities WEWORK COS INC SR 144A NT 25 549300D8U9TF7WBED521 2025-05-01 7.875000 2700000.00 2733750.00 Corporate Debt Securities XYLEM INC SR GLBL NT 28 549300DF5MV96DRYLQ48 2028-01-30 1.950000 52000.00 52987.22 Corporate Debt Securities ZOETIS INC SR NT 3%27 549300HD9Q1LOC9KLJ48 2027-09-12 3.000000 87000.00 95849.06 Corporate Debt Securities COMMSCOPE TECHNOLOGIES LLC SR GLBL REGS 27 M4TWC4QDOKW45N7T6Y12 2027-03-15 5.000000 3000.00 3032.27 Corporate Debt Securities JAGUAR HLDG CO II / PPD DEV L SR GLBL 144A 25 2025-06-15 4.625000 5507000.00 5841241.25 Corporate Debt Securities KAR AUCTION SERVICES INC SR GLBL 144A 25 5493004HKD20LBSG7D03 2025-06-01 5.125000 500000.00 517656.25 Corporate Debt Securities KENNEDY WILSON INC SR GLBL NT 5%31 5EA4464UK7FM5QNNKL62 2031-03-01 5.000000 43000.00 45472.50 Corporate Debt Securities KINDER MORGAN INC DEL SR GLBL NT5.2%48 549300WR7IX8XE0TBO16 2048-03-01 5.200000 4761000.00 6144594.21 Corporate Debt Securities KRONOS ACQUISITION HLDGS INC SR SEC GLBL 26 2026-12-31 5.000000 75000.00 75156.25 Corporate Debt Securities LAREDO PETROLEUM INC SR GLBL NT 28 549300X0PTWU2QSLSL14 2028-01-15 10.125000 141000.00 151545.04 Corporate Debt Securities LIFEPOINT HEALTH INC SR 144A NT 29 549300G8ZVHRTBBBSZ90 2029-01-15 5.375000 2212000.00 2177422.14 Corporate Debt Securities MGM RESORTS INTERNATIONAL SR NT 4.625%26 54930066VBP7DZEGGJ87 2026-09-01 4.625000 215000.00 230872.38 Corporate Debt Securities MGM RESORTS INTERNATIONAL SR GLBL NT 28 54930066VBP7DZEGGJ87 2028-10-15 4.750000 4604000.00 4939836.22 Corporate Debt Securities NCL FIN LTD SR GLBL 144A 28 2028-03-15 6.125000 58000.00 60326.65 Corporate Debt Securities NEW FORTRESS ENERGY INC SR SEC GLBL 26 2026-09-30 6.500000 11330000.00 11687996.53 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC DEB 3.55%27 UMI46YPGBLUE4VGNNT48 2027-05-01 3.550000 177000.00 198185.72 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC SR GLBL DB3.5%29 UMI46YPGBLUE4VGNNT48 2029-04-01 3.500000 7000.00 7858.78 Corporate Debt Securities PNC FINL SVCS GROUP INC SR GLBL NT 29 CFGNEKW0P8842LEUIA51 2029-04-23 3.450000 93000.00 105112.94 Corporate Debt Securities PNC FINL SVCS GROUP INC GLBL NT 2.2%24 CFGNEKW0P8842LEUIA51 2024-11-01 2.200000 82000.00 86720.19 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT FXD/FLT 28 784F5XWPLTWKTBV3E584 2028-06-05 3.691000 33000.00 36973.11 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 42 784F5XWPLTWKTBV3E584 2042-04-22 3.210000 6900000.00 7401371.25 Corporate Debt Securities GRAY TELEVISION INC SR GLBL 144A 30 529900TM5726KDN7UU35 2030-10-15 4.750000 1911000.00 1926143.61 Corporate Debt Securities HERC HLDGS INC SR GLBL 144A 27 549300TP80QLITMSBP82 2027-07-15 5.500000 250000.00 265414.44 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO SR GLBL NT6.2%35 549300BX44RGX6ANDV88 2035-10-15 6.200000 713000.00 987278.42 Corporate Debt Securities HOLLYFRONTIER CORP CR SEN SR GLBL30 549300J3U2WK73C9ZK26 2030-10-01 4.500000 30000.00 32688.90 Corporate Debt Securities HOME PT CAPITAL INCORPORATED SR GLBL 144A 26 549300DQF6YN0E43PM71 2026-02-01 5.000000 2590000.00 2277041.67 Corporate Debt Securities HUDBAY MINERALS INC SR GLBL 144A 26 549300WI524AL577IX21 2026-04-01 4.500000 5047000.00 5179180.93 Corporate Debt Securities IHEARTCOMMUNICATIONS INC SR SEC GLBL NT26 54930076J6KDZL504O62 2026-05-01 6.375000 35342.00 37567.57 Corporate Debt Securities ENDO DESIGNATED ACT CO / ENDO SR SEC GLBL 24 2024-10-15 5.875000 526000.00 526253.14 Corporate Debt Securities ENTERGY LA LLC 1MT 5.4% 24 0V5453U14HDZO63CGH17 2024-11-01 5.400000 74000.00 85806.70 Corporate Debt Securities AKER BP ASA SR GLBL 144A 30 549300NFTY73920OYK69 2030-01-15 3.750000 2723000.00 2961881.98 Corporate Debt Securities OVINTIV INC SR NT 7.375%31 CZ72ZHBVKZXQRV3XFE26 2031-11-01 7.375000 800000.00 1093914.67 Corporate Debt Securities ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30 2030-02-15 4.875000 1600000.00 1735466.67 Corporate Debt Securities AMAZON COM INC SR NT 2.5%22 ZXTILKJKG63JELOEG630 2022-11-29 2.500000 98000.00 100845.81 Corporate Debt Securities AMERICAN AIRLINES SR SEC GLBL 25 IWUQB36BXD6OWD6X4T14 2025-07-15 11.750000 38156000.00 47981699.94 Corporate Debt Securities AMERICAN HOMES 4 RENT SR GLBL NT 28 549300N4PXZ37U8QKI55 2028-02-15 4.250000 105000.00 120608.13 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 5.95%011527 784F5XWPLTWKTBV3E584 2027-01-15 5.950000 11000.00 13497.36 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 27 784F5XWPLTWKTBV3E584 2027-01-26 3.850000 84000.00 93202.46 Corporate Debt Securities DISH DBS CORPORATION SR GLBL NT 22 2022-07-15 5.875000 405000.00 421810.31 Corporate Debt Securities DONNELLEY R R & SONS CO SR GLBL 144A 29 SU4X0P4WWRGOQDTSV032 2029-04-15 8.500000 2607000.00 3407638.67 Corporate Debt Securities EDISON INTL SR GLBL NT 28 549300I7ROF15MAEVP56 2028-03-15 4.125000 80000.00 87174.47 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 2.2%081623 WFLLPEPC7FZXENRZV188 2023-08-16 2.200000 95000.00 98359.83 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 3.4%051524 WFLLPEPC7FZXENRZV188 2024-05-15 3.400000 50000.00 54180.56 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 2.95%012923 WFLLPEPC7FZXENRZV188 2023-01-29 2.950000 4250000.00 4412061.94 Corporate Debt Securities BARCLAYS PLC ALT TIER I PERP 213800LBQA1Y9L22JB70 2500-12-31 6.125000 3881000.00 4367795.99 Corporate Debt Securities BERRY GLOBAL ESCROW CORP SR SEC GLBL 26 549300AP2Q7ERHX6RI89 2026-07-15 4.875000 323000.00 342912.68 Corporate Debt Securities BOSTON GAS CO SR GLBL 144A 29 FN7P4E7K9JOBORDEUX61 2029-08-01 3.001000 441000.00 467425.09 Corporate Debt Securities BOYD GAMING CORP SR GLBL 144A 25 254900787YGRYS2A1Z35 2025-06-01 8.625000 1561000.00 1727344.06 Corporate Debt Securities BP CAP MKTS AMER INC SR GLBL NT 28 5493009NTB34VXE1T760 2028-11-06 4.234000 155000.00 181432.97 Corporate Debt Securities BP CAP MKTS AMER INC SR GLBL NT 26 5493009NTB34VXE1T760 2026-05-04 3.119000 11000.00 12041.55 Corporate Debt Securities BRIGHTHOUSE FINL INC SR GLBL NT3.7%27 5493003T8SZSHOGGAW52 2027-06-22 3.700000 50000.00 55215.08 Corporate Debt Securities BROADCOM INC SR GLBL 144A 31 549300WV6GIDOZJTV909 2031-02-15 2.450000 432000.00 429252.00 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 40 549300CRGMZK3K53BF92 2040-06-01 4.350000 3169000.00 3844361.44 Corporate Debt Securities ANTERO RESOURCES CORP SR GLBL 144A 29 APVBKPOULHUX7YZLKU17 2029-02-01 7.625000 210000.00 231284.37 Corporate Debt Securities ANTERO RESOURCES CORP SR GLBL 144A 30 APVBKPOULHUX7YZLKU17 2030-03-01 5.375000 323000.00 332970.20 Corporate Debt Securities APOLLO INVT CORP SR NT 5.25%25 5493005P14I7WFB3FW47 2025-03-03 5.250000 100000.00 107565.83 Corporate Debt Securities ARROW ELECTRS INC SR GLBL NT 28 549300YNNLBXT8N8R512 2028-01-12 3.875000 285000.00 315635.88 Corporate Debt Securities ASTRAZENECA FINANCE LLC GLBL NT 0.7%24 549300C3HATU4Q460S18 2024-05-28 0.700000 16000.00 16047.01 Corporate Debt Securities ATHILN 0 02/03/45 549300XIGP6JVM4PWT59 2045-02-03 0.00 2200000.00 1211427.80 Corporate Debt Securities AUTOZONE INC SR GLBL NT 4%30 GA3JGKJ41LJKXDN23E90 2030-04-15 4.000000 91000.00 105674.76 Corporate Debt Securities PNC FINL SVCS GROUP INC SR GLBL NT3.5%24 CFGNEKW0P8842LEUIA51 2024-01-23 3.500000 84000.00 90121.45 Corporate Debt Securities BANK OF MONTREAL FR 0.625%070924 NQQ6HPCNCCU6TUTQYE16 2024-07-09 0.625000 74000.00 73979.49 Corporate Debt Securities RHP HOTEL PPTY/ RHP FINANCE SR GLBL 144A 29 2029-02-15 4.500000 17524000.00 17734288.00 Corporate Debt Securities NATWEST GROUP PLC ALT TIER I PERP 2138005O9XJIJN4JPN90 2500-12-31 6.000000 797000.00 898896.45 Corporate Debt Securities TEXAS INSTRS INC SR GLBL NT 25 WDJNR2L6D8RWOEB8T652 2025-03-12 1.375000 15000.00 15400.57 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 2.85%051724 EDBQKYOPJUCJKLOJDE72 2024-05-17 2.850000 70000.00 74970.23 Corporate Debt Securities LUMEN TECHNOLOGIES INC SR NT-T 5.8%22 8M3THTGWLTYZVE6BBY25 2022-03-15 5.800000 123000.00 129111.19 Corporate Debt Securities CINEMARK USA INC SR GLBL 144A 26 54930008H2137JSCPQ09 2026-03-15 5.875000 7200000.00 7321875.00 Corporate Debt Securities CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 28 2028-04-15 7.750000 528000.00 569851.33 Corporate Debt Securities CLEVELAND ELEC ILLUM CO SR GLBL 144A 30 2030-11-15 4.550000 2781000.00 3325456.45 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT3.7%24 51M0QTTNCGUN7KFCFZ59 2024-04-15 3.700000 84000.00 91909.25 Corporate Debt Securities BMW US CAP LLC EXTND IAM FLTG 144A NT 3.45%23 KK5MZM9DIXLXZL9DZL15 2023-04-12 3.450000 92000.00 97533.88 Corporate Debt Securities CNX RES CORP SR GLBL 144A 29 549300JK3KH8PWM3B226 2029-01-15 6.000000 2021000.00 2111635.11 Corporate Debt Securities CAESARS RESORT COLLECTION LLC SR SEC GLBL 25 2025-07-01 5.750000 50000.00 52979.17 Corporate Debt Securities CARGILL INC SR GLBL 144A 30 QXZYQNMR4JZ5RIRN4T31 2030-04-23 2.125000 35000.00 36024.64 Corporate Debt Securities CARNIVAL CORP MTN BE SR SEC GLBL 27 F1OF2ZSX47CR0BCWA982 2027-08-01 9.875000 1948000.00 2260566.07 Corporate Debt Securities CARRIZO OIL & GAS INC SR NT 8.25%25 549300EFOWPEB0WLZW21 2025-07-15 8.250000 3090000.00 3005061.05 Corporate Debt Securities ENVISION HEALTHCARE CO SR 144A NT 26 549300OL60X0LPKY8N60 2026-10-15 8.750000 35000.00 30731.94 Corporate Debt Securities EQUINIX INC SR GLBL NT 30 549300EVUN2BTLJ3GT74 2030-07-15 2.150000 18000.00 18016.15 Corporate Debt Securities FEDEX CORP 3.4%28 549300E707U7WNPZN687 2028-02-15 3.400000 84000.00 93592.89 Corporate Debt Securities FIRSTENERGY CORP SR GLBL NT 31 549300SVYJS666PQJH88 2031-11-15 7.375000 2008000.00 2848037.32 Corporate Debt Securities FLORIDA PWR & LT CO 1M GLBL BD 25 A89MY1K3YLIGJMYWVX50 2025-04-01 2.850000 31000.00 33428.69 Corporate Debt Securities FRONTIER COMMUNICATIONS PARENT SR SEC GLBL 27 549300ZCZ76HYCS0H445 2027-10-15 5.875000 3518000.00 3829147.56 Corporate Debt Securities GAP INC SR SEC GLBL 27 T2ZG1WRWZ4BUCMQL9224 2027-05-15 8.875000 482000.00 566644.96 Corporate Debt Securities GENERAL ELECTRIC CO SR GLBL NT 30 3C7474T6CDKPR9K6YT90 2030-05-01 3.625000 6000.00 6823.40 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 49 54930070NSV60J38I987 2049-04-01 5.950000 1514000.00 2099027.26 Corporate Debt Securities GLAXOSMITHKLINE CAP INC SR GLBL NT 28 5493007Q8VD7Q3ZYZS59 2028-05-15 3.875000 94000.00 109227.97 Corporate Debt Securities GLOBAL PMTS INC SR GLBL NT3.2%29 549300NOMHGVQBX6S778 2029-08-15 3.200000 92000.00 98986.68 Corporate Debt Securities PARKER-HANNIFIN CORP SR GLBL NT 29 5493002CONDB4N2HKI23 2029-06-14 3.250000 85000.00 92822.67 Corporate Debt Securities PAYPAL HLDGS INC SR GLBL NT 26 5493005X2GO78EFZ3E94 2026-10-01 2.650000 84000.00 91243.46 Corporate Debt Securities PEABODY SECS FIN CORP SR SEC GLBL 25 EJCO258LNNVSKAR2JX59 2025-03-31 6.375000 2594000.00 2109213.83 Corporate Debt Securities PFIZER INC SR NT 3%23 765LHXWGK1KXCLTFYQ30 2023-06-15 3.000000 56000.00 59028.11 Corporate Debt Securities POLAR US BORROWER LLC / SCHENE SR 144A NT 26 2026-05-15 6.750000 4546000.00 4679254.62 Corporate Debt Securities POWERTEAM SVCS LLC SR SEC 144A NT25 549300J2G34D0WX8Z443 2025-12-04 9.033000 299997.00 338734.01 Corporate Debt Securities PRESTIGE BRANDS IN SR GLBL 144A 31 549300JBVP4J6D42I235 2031-04-01 3.750000 2000000.00 2010000.00 Corporate Debt Securities AGILENT TECHNOLOGIES INC SR GLBL NT 29 QUIX8Y7A2WP0XRMW7G29 2029-09-15 2.750000 84000.00 89673.41 Corporate Debt Securities AIR LEASE CORP FR 2.1%090128 5493004NW4M4P8TMMK63 2028-09-01 2.100000 25000.00 24589.96 Corporate Debt Securities AMAZON COM INC SR GLBL NT0.8%25 ZXTILKJKG63JELOEG630 2025-06-03 0.800000 25000.00 25116.39 Corporate Debt Securities AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT 31 PTVU09TE3QPJPL7K4E13 2031-05-25 2.690000 60000.00 63080.00 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT 30 5493006ORUSIL88JOE18 2030-10-15 1.875000 95000.00 92993.92 Corporate Debt Securities SCHWAB CHARLES CORP SR GLBL NT 26 549300VSGCJ7E698NM85 2026-05-13 1.150000 47000.00 47427.70 Corporate Debt Securities WELLTOWER INC SR NT 6.5%41 T6IZ0MBEG5ACZDTR7D06 2041-03-15 6.500000 165000.00 245261.32 Corporate Debt Securities HEALTHPEAK PROPERTIES INC SR GLBL NT 3%30 PZ9HF5U52KPF0MH0QN75 2030-01-15 3.000000 49000.00 52730.53 Corporate Debt Securities HUNTINGTON BANCSHARES INC LW TIER II 36 549300XTVCVV9I7B5T19 2036-08-15 2.487000 124000.00 124485.61 Corporate Debt Securities GLOBAL INFRASTRUCTURE SOLUTION SR 144A NT 29 2549003BGLQITAJ6ZT28 2029-06-01 5.625000 200000.00 207002.50 Corporate Debt Securities COOPER-STANDARD AUTOMOTIVE INC SR SEC GLBL 24 ITCH5B3Q4RTX2PH9UN62 2024-06-01 13.000000 1050000.00 1186500.00 Corporate Debt Securities CMS ENERGY CORP SR GLBL NT 27 549300IA9XFBAGNIBW29 2027-02-15 2.950000 592000.00 631877.78 Corporate Debt Securities SHERWIN WILLIAMS CO SR GLBL NT 27 Z15BMIOX8DDH0X2OBP21 2027-06-01 3.450000 97000.00 108103.10 Corporate Debt Securities SIMON PPTY GROUP LP 2.75%23 MR92GTD0MJTTTTQDVG45 2023-06-01 2.750000 5000.00 5217.23 Corporate Debt Securities SIZZLING PLATTER LLC SR SEC GLBL 25 2025-11-28 8.500000 297000.00 311689.12 Corporate Debt Securities SPA HLDGS 3 OY SR SEC 144A NT28 743700UEY0YM039XN974 2028-02-04 4.875000 3890000.00 3999122.60 Corporate Debt Securities SUN CMNTYS OPER LTD PARTNERSHP SR GLBL NT2.7%31 549300PUNBPJCGT6X741 2031-07-15 2.700000 63000.00 64529.96 Corporate Debt Securities T MOBILE USA INC SR SEC GLBL NT28 549300V2JRLO5DIFGE82 2028-02-15 2.050000 92000.00 93125.26 Corporate Debt Securities INGREDION INC SR GLBL NT2.9%30 PKSTQ48QDN0XSVS7YK88 2030-06-01 2.900000 75000.00 79949.25 Corporate Debt Securities INTERNATIONAL FLAVORS&FRAGRANC SR 144A NT2.3%3 BZLRL03D3GPGMOGFO832 2030-11-01 2.300000 4742000.00 4850481.15 Corporate Debt Securities TRITON WATER HOLDINGS INC SR 144A NT 29 2029-04-01 6.250000 1029000.00 1038015.75 Corporate Debt Securities UNITED PARCEL SVCS INC SR GLBL NT2.5%29 D01LMJZU09ULLNCY6Z23 2029-09-01 2.500000 15000.00 16200.00 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 23 549300GHBMY8T5GXDE41 2023-03-15 2.875000 66000.00 69446.33 Corporate Debt Securities SAFINA LTD AMRTZ NT 1.55%22 2022-01-15 1.550000 269000.00 11600.48 Corporate Debt Securities MACYS RETAIL HOLDINGS LLC SR SEC GLBL 34 2034-07-15 6.700000 400000.00 452524.44 Corporate Debt Securities MARRIOTT OWNERSHIP RESORTS INC SR GLBL 144A 29 BW4532OH033VURR0IT68 2029-06-15 4.500000 4191000.00 4259103.75 Corporate Debt Securities MERCK & CO INC SR NT 3.6%42 4YV9Y5M8S0BRK1RP0397 2042-09-15 3.600000 17000.00 20080.57 Corporate Debt Securities MERCK & CO INC SR GLBL NT 50 4YV9Y5M8S0BRK1RP0397 2050-06-24 2.450000 2137000.00 2073915.17 Corporate Debt Securities MIDCAP FINANCIAL ISSUER TRUST SR 144A NT6.5%28 2028-05-01 6.500000 6758000.00 7209419.38 Corporate Debt Securities MITSUBISHI CORP GLBL 144A NT 26 KVIPTY4PULAPGC1VVD26 2026-07-15 1.125000 3497000.00 3484013.02 Corporate Debt Securities MONDELEZ INTL INC SR GLBL NT 30 549300DV9GIB88LZ5P30 2030-04-13 2.750000 9130000.00 9781532.02 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 26 549300GHBMY8T5GXDE41 2026-05-15 1.150000 62000.00 62634.78 Corporate Debt Securities UNIVERSAL HLTH SVCS INC SR SEC GLBL 26 549300YGMGQDO0NMJD09 2026-09-01 1.650000 1081000.00 1082838.60 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR NT 3.85%42 2S72QS2UO2OESLG6Y829 2042-11-01 3.850000 917000.00 1064961.01 Corporate Debt Securities WRKCO INC SR GLBL NT 3%33 549300JEB576INN13W07 2033-06-15 3.000000 95000.00 101938.17 Corporate Debt Securities WESTLAKE CHEM CORP SR GLBL NT 61 GOXNEVUM0LL78B1OS344 2061-08-15 3.375000 4897000.00 4768625.14 Corporate Debt Securities BMW US CAP LLC EXTND IAM FLTG REGS NT 0.8%24 KK5MZM9DIXLXZL9DZL15 2024-04-01 0.800000 55000.00 55504.53 Corporate Debt Securities COMCAST CORP NEW SR GLBL REGS 56 51M0QTTNCGUN7KFCFZ59 2056-11-01 2.937000 97000.00 96812.69 Corporate Debt Securities KEURIG DR PEPPER INC GLBL NT 3.2%30 DYTQ8KRTKO7Y2BVU5K74 2030-05-01 3.200000 83000.00 91231.66 Corporate Debt Securities EQUINIX INC SR GLBL NT2.9%26 549300EVUN2BTLJ3GT74 2026-11-18 2.900000 96000.00 103592.37 Corporate Debt Securities GENERAL DYNAMICS CORP SR GLBL NT 25 9C1X8XOOTYY2FNYTVH06 2025-04-01 3.250000 93000.00 101718.90 Corporate Debt Securities BOOKING HOLDINGS INC SR GLBL NT 25 FXM8FAOHMYDIPD38UZ17 2025-03-15 3.650000 16000.00 17665.13 Corporate Debt Securities PUBLIC STORAGE SR GLBL NT 26 549300LMZF40TKJ6DM64 2026-02-15 0.875000 17000.00 16900.87 Corporate Debt Securities RAYTHEON TECHNOLOGIES CORP SR GLBL NT 30 I07WOS4YJ0N7YRFE7309 2030-07-01 2.250000 82000.00 84209.08 Corporate Debt Securities DEERE JOHN CAPITAL CORP FR 0.45%060724 E0KSF7PFQ210NWI8Z391 2024-06-07 0.450000 89000.00 89033.15 Corporate Debt Securities DELL INTL LLC/EMC CORP CR SEN SR SEC 30 2030-07-15 6.200000 89000.00 115491.05 Corporate Debt Securities DUKE ENERGY INDIANA INC 1M BD-LLL6.35%38 6URPHM2EAWGJ2C6ISB97 2038-08-15 6.350000 176000.00 260897.51 Corporate Debt Securities ELECTRONIC ARTS INC SR GLBL NT 51 549300O7A67PUEYKDL45 2051-02-15 2.950000 2500000.00 2503127.78 Corporate Debt Securities EMERSON ELEC CO SR GLBL NT1.8%27 FGLT0EWZSUIRRITFOA30 2027-10-15 1.800000 20000.00 20698.60 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL NT 23 HLYYNH7UQUORYSJQCN42 2023-02-15 2.750000 69000.00 71444.13 Corporate Debt Securities BROOKFIELD FIN INC SR GLBL NT 31 2031-04-15 2.724000 88000.00 92604.83 Corporate Debt Securities AMERISOURCEBERGEN CORP SR GLBL NT2.8%30 AI8GXW8LG5WK7E9UD086 2030-05-15 2.800000 305000.00 324310.91 Corporate Debt Securities ARES CAPITAL CORP SR GLBL NT 28 WEQ82666OJYSI5GUAB47 2028-06-15 2.875000 490000.00 502636.49 Corporate Debt Securities AUTOZONE INC 3.75%29 GA3JGKJ41LJKXDN23E90 2029-04-18 3.750000 89000.00 101706.01 Corporate Debt Securities AVALONBAY CMNTYS INC FR 3.3%060129 K9G90K85RBWD2LAGQX17 2029-06-01 3.300000 17000.00 18870.51 Corporate Debt Securities AVOLON HLDGS FDG LTD SR 144A NT 27 635400ZRKEX9L1BKCH30 2027-11-18 2.528000 177000.00 176365.04 Corporate Debt Securities RBSGC STRUCTURED TR 2008-B A1 20370625 6.0 2037-06-25 6.000000 21776200.00 3160228.14 Private Label Collateralized Mortgage Obligations BANCORP COML MTG TR 2018-CRE4 D 20350917 FLT 5493007HKNHP2VEB5M24 2035-09-17 2.195500 119997.00 33198.51 Private Label Collateralized Mortgage Obligations CSAIL COML MTG TR 2017-C8 85BD-B 20500617 FLT 2050-06-17 3.799520 4999970.00 4982821.42 Private Label Collateralized Mortgage Obligations PMT CR RISK TRANS TR 2019-2R A 20230530 FLT 2023-05-30 2.837880 5702840.00 2624072.90 Private Label Collateralized Mortgage Obligations CITICORP MTG SEC REMIC 2008-2 IA-1 20380625 6.5 2038-06-25 6.500000 86488.00 7078.42 Private Label Collateralized Mortgage Obligations FONTAINEBLEAU MIAMI 2019-FBLU F 20361212 FLT 2036-12-12 4.094970 31126300.00 31846297.20 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-CCRE9 C 20450712 FLT 549300C72XVZH4MIKU63 2045-07-12 4.411980 540.00 512.69 Private Label Collateralized Mortgage Obligations CSMC 2020-TMIC B 20351217 FLT 2035-12-17 5.250000 1883000.00 1917339.02 Private Label Collateralized Mortgage Obligations CWALT INC RESECURE 2005-12R A-5 20341125 6.0 2034-11-25 6.000000 5220000.00 865051.76 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2012-C8 A-3 20451017 2.8 2045-10-17 2.829100 24991.00 18468.65 Private Label Collateralized Mortgage Obligations CF TRUST 2019-MF1 E 20320816 FLT 2032-08-16 3.200000 122997.00 122562.60 Private Label Collateralized Mortgage Obligations COMM MTG TR 2015-LC21 D 20480710 FLT 2048-07-10 4.478250 93820.00 96105.44 Private Label Collateralized Mortgage Obligations BANC AMER CMBS 2006-3 A-J 20440710 FLT 2044-07-10 5.876300 5680000.00 6051.13 Private Label Collateralized Mortgage Obligations CSFB MTG PTC 2003-19 C-B-1 20330725 FLT 2033-07-25 5.250000 5552792.00 1523541.87 Private Label Collateralized Mortgage Obligations DBJPM MTG TR 2017-C6 A-2 20500610 2.9 2050-06-10 2.917000 10390.00 5559.73 Private Label Collateralized Mortgage Obligations AJAX MTG LN TR 2021-C 2061-01-25 2.115000 6005660.00 5529233.35 Private Label Collateralized Mortgage Obligations ALEN MORTGAGE TR 2021-ACEN E 20380415 FLT 2038-04-15 4.096000 363000.00 366861.76 Private Label Collateralized Mortgage Obligations Y 2021-11-29 2021-11-29 2022-01-24 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0058 313745443.34 313745443.34 0.0040 N N N Y BNP PARIBAS SA BNP PARIBAS SA 0.300000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0QW799 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CWABS INC 2007-BC2 1-A 20370625 FLT 2037-06-25 0.284380 49939900.00 10145955.82 Asset-Backed Securities CWABS INC 2007-7 2-A-4 20351225 FLT 2035-12-25 0.374380 16090000.00 14911011.63 Asset-Backed Securities CITICORP RES MTG TR 2006-2 M-2 20360925 FLT 2036-09-25 5.250120 7665740.00 7529696.88 Asset-Backed Securities FIRST FRANKLIN MTG 2004-FF3 M-1 20340525 FLT 2034-05-25 0.909380 45300000.00 8705517.01 Asset-Backed Securities GSAMP TRUST 2005-WMC2 M-1 20351125 FLT 2035-11-25 0.729380 19200000.00 14729164.06 Asset-Backed Securities GE-WMC ASSET-BCKD PTC 2005-2 M-1 20351201 FLT 2035-12-01 0.744380 23292500.00 18966257.81 Asset-Backed Securities HSI ASSET SEC TR 2007-HE1 II-A-3 20370125 FLT 2037-01-25 0.274380 57035000.00 33275734.71 Asset-Backed Securities LEHMAN ABS MTG LN TR 2007-1 2-A3 20370625 FLT 2037-06-25 0.314380 12386000.00 3914466.69 Asset-Backed Securities MORGAN STANLEY CAP 2005-WMC5 M-6 20350625 FLT 2035-06-25 1.134380 7731900.00 7536492.18 Asset-Backed Securities PARK PLACE SECS 2004-WCW2 M-5 20341025 FLT 2034-10-25 1.959380 11605000.00 2778442.42 Asset-Backed Securities FIRST NLC TRUST 2005-4 M-1 20360225 FLT 2036-02-25 0.819380 9240000.00 8397696.05 Asset-Backed Securities CWABS INC 2007-12 2-A-4 20370525 FLT 549300XF11BHS5IOB463 2037-05-25 1.434380 7817000.00 7784559.95 Asset-Backed Securities PREFERRED TERM SECS 2003 B1 20331224 FLT 2033-12-24 1.744750 5000000.00 3703978.19 Asset-Backed Securities RAMP SERIES TRUST 2006-RS4 M-1 20360725 FLT 2036-07-25 0.609380 4027000.00 3898110.08 Asset-Backed Securities ACE SECS HEQ 2005-HE2 M-6 20350425 FLT 2035-04-25 1.209380 3873000.00 3837912.80 Asset-Backed Securities AMERIQUEST MTG SECS 2006-R1 M-3 20360325 FLT 2036-03-25 0.744380 8360297.00 7846364.99 Asset-Backed Securities BAYVIEW FINANCIAL TR 2006-D M-1 20361228 FLT 2036-12-28 0.627250 6500000.00 6139155.25 Asset-Backed Securities BEAR STEARNS ASSET 2004-HE11 M-3 20341225 FLT 2034-12-25 1.959380 23170000.00 17154735.81 Asset-Backed Securities CWABS INC 2006-22 2-A-4 20350625 FLT 2035-06-25 0.304380 6646000.00 6172559.29 Asset-Backed Securities CWABS INC 2006-BC5 2-A-4 20370325 FLT 2037-03-25 0.564380 5500000.00 4955406.84 Asset-Backed Securities CWABS INC 2005-AB4 1-A 20360325 FLT 2036-03-25 0.564380 401755000.00 19624664.05 Asset-Backed Securities CWABS INC 2005-BC5 M-5 20351125 FLT 2035-11-25 1.224380 5000000.00 4977295.32 Asset-Backed Securities CWABS INC 2006-12 1-A 20361225 FLT 2036-12-25 0.344380 83530000.00 9989138.38 Asset-Backed Securities SAXON ASSET SEC TR 2006-3 A-4 20361125 FLT 2036-11-25 0.324380 5045000.00 4593205.43 Asset-Backed Securities STRUCTURED ASSET SECS 2006-WF1 M6 20360225 FLT 2036-02-25 0.879380 901000.00 870274.61 Asset-Backed Securities FREMONT HM LN TR 2005-E M1 20360125 FLT 2036-01-25 0.759380 5000000.00 4543857.82 Asset-Backed Securities HSI ASSET SEC TR 2007-HE1 I-A 20370125 FLT 2037-01-25 0.224380 19000000.00 3684325.55 Asset-Backed Securities CITIGROUP MTG LN TR 2007-AHL3 A-3B 20450825 FLT 2045-08-25 0.254380 31151000.00 13834969.80 Asset-Backed Securities RASC SERIES TRUST 2006-EMX6 A-4 20360725 FLT 2036-07-25 0.624380 11986841.00 10098994.21 Asset-Backed Securities RENAISSANCE HEQ 2005-3 M-1 20351125 FLT 2035-11-25 5.256000 4050000.00 1957069.35 Asset-Backed Securities ACCREDITED MTG LN TR 2007-1 M-2 20370225 FLT 2037-02-25 0.354380 5000000.00 4662550.32 Asset-Backed Securities BEAR STEARNS ABS TR 2006-AQ1 I-2A 20361025 FLT 2036-10-25 0.224380 24899900.00 2952868.12 Asset-Backed Securities SECURITIZED ASSET REC 2005-FR4 M-2 20360125 FLT 2036-01-25 1.044380 6398400.00 1430125.15 Asset-Backed Securities WELLS FARGO HEQ 2004-2 M-7 20341025 FLT 2034-10-25 4.584380 19500000.00 1755306.62 Asset-Backed Securities Y 2021-10-05 2021-10-05 2021-11-04 Y BNP Paribas SA 1.0000 35 N N N 0.0045 240935202.33 240935202.33 0.0031 N N N Y BOFA SECURITIES INC BOFA SECURITIES INC 0.430000% 549300HN4UKV1E2R3U73 0001675365 ARP0QX2U5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BELLEMEADE RE LTD 2019-4 M-1B 20291025 FLT 254900KXN235YISGF415 2029-10-25 2.084380 1256000.00 1257218.82 Asset-Backed Securities BELLEMEADE RE LTD 2020-4 B-1 20300625 FLT 2030-06-25 5.084380 3231000.00 3233741.17 Asset-Backed Securities BENEFIT ST PRT CLO XII 2017-12 C 20301015 FLT 549300CIOPBDYOSN3T91 2030-10-15 3.176130 2000000.00 1952833.23 Asset-Backed Securities BRAVO RES FDG TR 2020-TAC1 B4 20571025 FLT 2057-10-25 3.715150 2670000.00 2430745.33 Asset-Backed Securities BRAVO RES FDG TR 2020-TAC1 B5 20571025 FLT 2057-10-25 3.715150 1780000.00 1531591.59 Asset-Backed Securities KODIAK CDO I LTD 2006-1 D-1 20370807 FLT 2037-08-07 2.941600 2500000.00 1224137.73 Asset-Backed Securities KODIAK CDO I LTD 2006-1 D-2 20370807 FLT 2037-08-07 2.941600 2500000.00 908378.44 Asset-Backed Securities MASTR ASSET TR 2005-HE2 M-4 20351025 FLT 2035-10-25 0.984380 2500000.00 2443152.66 Asset-Backed Securities MASTR ABS TRUST 2007-HE1 A-4 20370525 FLT 2037-05-25 0.364380 1500000.00 1358410.09 Asset-Backed Securities MASTR ABS TRUST 2006-AM2 A-3 20360625 FLT 2036-06-25 0.424380 5055000.00 1212375.24 Asset-Backed Securities MORGAN STANLEY CAP 2004-HE8 M-2 20340925 FLT 2034-09-25 1.104380 18000000.00 1105121.68 Asset-Backed Securities MORGAN STANLEY ABS 2007-HE2 A-2C 20370125 FLT 2037-01-25 0.214380 1800000.00 604098.84 Asset-Backed Securities MOUNTAIN VIEW CLO 2017-2 LTD SUB 20310116 FLT 2031-01-16 0.00 5000000.00 2500000.00 Asset-Backed Securities MULBERRY STR CDO 2003-1 A-1B 20371214 FLT 549300CMTAIF2252UI57 2037-12-14 0.698250 12000000.00 291578.26 Asset-Backed Securities KODIAK CDO I LTD 2006-1 D-3 20370807 FLT 2037-08-07 2.941600 3500000.00 1179343.60 Asset-Backed Securities LONG BEACH MTG LN TR 2004-2 M-1 20340625 FLT 2034-06-25 0.879380 30000000.00 3109401.74 Asset-Backed Securities FREMONT HM LN TR 2005-1 M-5 20350625 FLT 2035-06-25 1.149380 300000.00 300821.57 Asset-Backed Securities GMACM HEQ LN TR 2005-HE1 A3 20350825 FLT 2035-08-25 0.584380 34632000.00 263440.74 Asset-Backed Securities GMACM HEQ LN TR 2006-HE1 A 20361125 FLT 2036-11-25 0.399380 62273000.00 923079.34 Asset-Backed Securities GSAMP TRUST 2007-NC1 A-1 20370225 FLT 2037-02-25 0.214380 16500000.00 2676816.13 Asset-Backed Securities GSAA HEQ TR 2006-12 A-3-A 20360825 FLT 2036-08-25 0.584380 10340700.00 1512611.53 Asset-Backed Securities GSAMP TRUST 2004-AR2 M-4 20340825 FLT 2034-08-25 1.734380 14637000.00 2047485.50 Asset-Backed Securities GSAMP TRUST 2004-OPT M-2 20341125 FLT 2034-11-25 1.509380 10590000.00 1175261.96 Asset-Backed Securities HIN TIMESHARE TR 2020-A D 20391009 5.5 2039-10-09 5.500000 3423000.00 2641476.93 Asset-Backed Securities C-BASS ABS LLC 2005-CB5 M-3 20350825 FLT 2035-08-25 0.774380 1500000.00 748188.38 Asset-Backed Securities CDC MTG CAP TR 2003-HE3 M-1 20331125 FLT 2033-11-25 1.134380 4700000.00 409971.26 Asset-Backed Securities CPS AUTO RECEIVALES 2021-A TR E 20280315 2.5 2028-03-15 2.530000 3100000.00 3094086.58 Asset-Backed Securities CWABS INC 2006-26 2-A-4 20350825 FLT 2035-08-25 0.304380 2000000.00 1501626.39 Asset-Backed Securities CARVAL CLO LTD 2019-2R E-R 20320420 FLT 2032-04-20 6.704250 2550000.00 2541257.64 Asset-Backed Securities CENTEX HM EQ LN TR 2004-B M-6 20340325 FLT 2034-03-25 1.959380 4000000.00 647217.30 Asset-Backed Securities CENTEX HM EQ LN TR 2005-A M-5 20350125 FLT 2035-01-25 1.329380 10000000.00 1892862.46 Asset-Backed Securities CENTEX HEQ LN TR 2005-D M-6 20351025 FLT 2035-10-25 1.134380 1300000.00 980855.75 Asset-Backed Securities AREIT TRUST 2020-CRE4 D 20370417 FLT 2037-04-17 3.354480 783000.00 785955.45 Asset-Backed Securities ARGENT SECS INC 2003-W3 MV-6 20330925 FLT 2033-09-25 4.225500 6500000.00 875366.75 Asset-Backed Securities ABS CORP HEQ NC 2006-HE2 A4 20360325 FLT 2036-03-25 0.664380 800000.00 738080.58 Asset-Backed Securities ASSET BACKED FDG 2004-OPT5 M-1 20340325 FLT 2034-03-25 1.209380 52196000.00 1981201.71 Asset-Backed Securities ATTENUS CDO I 2006-1 B 20360510 FLT 549300K5UF09SNNJUL07 2036-05-10 0.908380 3000000.00 1644089.66 Asset-Backed Securities ATTENUS CDO I 2006-1 C-2B 20360510 FLT 549300K5UF09SNNJUL07 2036-05-10 1.578380 11000000.00 2465772.18 Asset-Backed Securities HOME EQUITY MTG INABS 2006-D 2A-4 20361125 FLT 2036-11-25 0.324380 5000000.00 3419553.51 Asset-Backed Securities HUNTINGTON CDO LTD 2005-1 B 20401105 FLT 549300EZEV0J075U3O12 2040-11-05 0.846380 6000000.00 2105107.65 Asset-Backed Securities IRWIN HOME EQUITY TR 2006-1 IIA-3 20350925 FLT 2035-09-25 6.270000 2190000.00 270487.25 Asset-Backed Securities OAKTREE CLO 2019-3 LTD E 20310922 FLT 2031-09-22 6.904250 1500000.00 1460152.44 Asset-Backed Securities OAKTOWN RE 2021-6 LTD B-1 20331025 FLT 2033-10-25 5.550000 2500000.00 2601475.00 Asset-Backed Securities OHA CR PARTNRS XV LTD 2017-15 SUB 20300120 FLT 2030-01-20 0.00 2000000.00 1381000.00 Asset-Backed Securities OPTION ONE MTG LN TR 2006-3 II-A-2 20370225 FLT 2037-02-25 0.184380 11700000.00 1862195.47 Asset-Backed Securities FOURSIGHT CAP AUTO 2021-1 TR D 20270315 1.3 2027-03-15 1.320000 1000000.00 996516.67 Asset-Backed Securities SLM STUDENT LOAN TR 2008-6 B 20290725 FLT 549300JQFJDGC1WO7674 2029-07-25 1.975250 320000.00 320630.16 Asset-Backed Securities SLM STUDENT LOAN TR 2012-6 AB 20430427 FLT 2043-04-27 1.084380 472000.00 436689.08 Asset-Backed Securities RIVER NORTH CDO 2005 A1 144 20400206 FLT 549300A7ILGCZF1XWW54 2040-02-06 0.451750 43500000.00 3420627.15 Asset-Backed Securities ROCKFORD TOWER CLO 2017-3 SUB NT 20301021 FLT 549300V5ZF7112UGSH89 2030-10-21 0.00 4083333.00 2694999.78 Asset-Backed Securities ROCKFORD TOWER CLO 2018-2 SUB 20311020 FLT 5493001SZ764RMCNU069 2031-10-20 0.00 4083333.00 2613333.12 Asset-Backed Securities SLM PRIVATE ST LN TR 2003-B A-3 20330315 FLT 549300BLEHJGFV7XSO25 2033-03-15 2.805940 850000.00 850666.01 Asset-Backed Securities SLM PRIVATE ST LN TR 2007-A C-2 20411215 FLT 549300T563MF7L069881 2041-12-15 3.592000 5400000.00 2372111.19 Asset-Backed Securities AASET TR 2018-1 B 20380116 5.4 2038-01-16 5.437000 796000.00 354552.75 Asset-Backed Securities ALM I LTD 2020-1 SUB 20291015 FLT 2029-10-15 0.00 500000.00 434260.00 Asset-Backed Securities AAMES MTG TR 2005-4 M5 20351025 FLT 2035-10-25 1.059380 6000000.00 2953077.38 Asset-Backed Securities ALESCO PREF FDG XIII 2006-13 B 144A 20370923 FLT UQS84BSJ2YT0DCD5VU78 2037-09-23 0.787880 4160000.00 2491882.03 Asset-Backed Securities ALESCO PREF FDG IX 2006-9 C-3 20360623 FLT 549300Q2Z5YD6N2SOA36 2036-06-23 1.407880 2125000.00 1496538.68 Asset-Backed Securities ALESCO PREF FDG XI 2006-11 C1 144 20361223 FLT R9JQB3X5R88BSXD58J25 2036-12-23 1.337880 1250000.00 584403.22 Asset-Backed Securities ALESCO PREF FDG XII 2006-12 B 144A 20370715 FLT TBJGHFMJWRNPAXLGNU06 2037-07-15 0.726130 610000.00 354378.28 Asset-Backed Securities ALESCO PREF FDG XVII 2007-17 B 20380923 FLT MQJUVMNKIANHYU7JYV46 2038-09-23 1.137880 1520000.00 1093915.02 Asset-Backed Securities AMER AIRLINES PT TR 2016-3 A 20300415 3.2 2030-04-15 3.250000 423000.00 333083.07 Asset-Backed Securities AMER AIRLINES PT TR 2015-2 A 20290322 4.0 2029-03-22 4.000000 880000.00 670413.67 Asset-Backed Securities BEAR STEARNS ABS TR 2006-HE9 III-A 20361125 FLT 2036-11-25 0.224380 5000000.00 490754.65 Asset-Backed Securities PREFER TERM SEC XXIV 2006-24 B-2 20370322 FLT 2037-03-22 0.698880 2500000.00 1478193.33 Asset-Backed Securities PUTNAM STRUCT PROD 2003-1 B 144A 20381115 FLT 2038-11-15 1.583630 2000000.00 1543329.66 Asset-Backed Securities RADNOR 2020-2 LTD M-1C 20301025 FLT 2030-10-25 4.684380 360000.00 363916.70 Asset-Backed Securities RAMP SERIES TRUST 2006-NC2 M-1 20360225 FLT 2036-02-25 0.624380 1200000.00 1162882.88 Asset-Backed Securities RENAISSANCE HEQ 2007-3 AV-2 20370925 FLT 2037-09-25 1.084380 3000000.00 719884.26 Asset-Backed Securities RESIDENTIAL ASSET 2005-AHL2 M-3 20351025 FLT 2035-10-25 0.789380 2500000.00 2319213.91 Asset-Backed Securities RESIDENTIAL ASSET 2005-EFC6 M-4 20351125 FLT 2035-11-25 0.969380 1355000.00 1304036.50 Asset-Backed Securities RISERVA CLO 2016 SUB 20281018 FLT 549300640C8OB2I8SN35 2028-10-18 0.00 3200000.00 2048000.00 Asset-Backed Securities OPTION ONE MTG LN TR 2006-2 I-A-1 20360725 FLT 2036-07-25 0.134380 10000000.00 1343478.99 Asset-Backed Securities OPTION ONE MTG LN TR 2006-2 II-A-4 20360725 FLT 2036-07-25 0.334380 3000000.00 1189622.27 Asset-Backed Securities MKP CBO I 2001-1 A-1L 20360208 FLT 5493004GB6HYJYPBNP10 2036-02-08 0.678250 25000000.00 525017.21 Asset-Backed Securities MARATHON CLO IX LTD 2017-9 D 20290416 FLT 5493008SBRQGMZFP2M89 2029-04-16 6.176130 2826515.00 2535704.14 Asset-Backed Securities WAVE 2017-1 LLC B 20421115 5.6 2042-11-15 5.682000 1972000.00 1317831.08 Asset-Backed Securities WELLS FARGO HEQ 2004-2 M-7 20341025 FLT 2034-10-25 4.584380 5000000.00 450078.62 Asset-Backed Securities WILLIS ENGINE SEC 2021-A TR A 20460515 3.1 2046-05-15 3.104000 2000000.00 2037865.05 Asset-Backed Securities PREFER TERM SEC XXIII 2006-23 C-1 20361222 FLT 2036-12-22 1.268880 1025000.00 892937.02 Asset-Backed Securities RFC CDO II LTD 2005-2 C 20400315 FLT 2040-03-15 3.534130 4500000.00 2961086.00 Asset-Backed Securities VENTURE 38 CLO LTD 2019-38 SUB 20320730 FLT 2032-07-30 0.00 750000.00 624344.25 Asset-Backed Securities AVERY POINT VI CLO 2015-6 F 20270805 FLT 2027-08-05 6.921380 3000000.00 2689076.32 Asset-Backed Securities BNC MTG LN TR 2007-3 A5 20370725 FLT 2037-07-25 0.334380 1500000.00 1392242.59 Asset-Backed Securities AMERIQUEST MTG SECS 2005-R9 M-2 20351225 FLT 2035-12-25 0.954380 2026000.00 1983622.29 Asset-Backed Securities OHA CREDIT FUNDING 4 LTD 2019 E-1 20321022 FLT 2032-10-22 6.283750 1000000.00 1006818.94 Asset-Backed Securities NAVIENT PVT ED RI LN TR 2021-B B 20690715 2.5 2069-07-15 2.520000 3455000.00 3530692.14 Asset-Backed Securities PREFER TERM SEC XXVI 2007-26 B-1 20370922 FLT 2037-09-22 0.678880 2720000.00 1712679.63 Asset-Backed Securities PREFER TERM SEC XXIII 2006-23 C-FP 20361222 FLT 2036-12-22 0.848880 8211000.00 326075.73 Asset-Backed Securities PREFER TERM SEC XXIII 2006-23 D-FP 20361222 FLT 2036-12-22 1.718880 3375000.00 548288.22 Asset-Backed Securities OCTAGON INV PTNRS 34 2017-34 E-1 20300122 FLT 2030-01-22 5.634250 468750.00 444709.36 Asset-Backed Securities OCTAGON INV PTNRS 34 2017-34 E-2 20300122 FLT 2030-01-22 5.634250 544000.00 481233.44 Asset-Backed Securities STRUCTURED ASSET SEC 2006-GEL3 M1 144 20360725 FLT 2036-07-25 0.609380 2467000.00 2410679.78 Asset-Backed Securities STRUCTURED ASSET SECS 2006-WF3 M3 20360925 FLT 2036-09-25 0.414380 4000000.00 1365605.49 Asset-Backed Securities TRAPEZA CDO X 2006-10 C-2 20410708 FLT 5493003XYBZ84KQEG582 2041-07-08 1.487880 2500000.00 1974004.11 Asset-Backed Securities TRIANGLE RE LTD 2021-2 B-1 20331025 FLT 2033-10-25 7.584380 2250000.00 2318359.64 Asset-Backed Securities TRICON AMER HOMES TR 2020-2 E-1 20391117 2.7 2039-11-17 2.730000 3250000.00 3269844.50 Asset-Backed Securities TRICON AMER HOMES TR 2020-2 E-2 20391117 3.0 2039-11-17 3.079000 3000000.00 3052967.50 Asset-Backed Securities FINANCE AMERICA MTG 2004-2 M-7 20340825 FLT 2034-08-25 2.784380 3000000.00 619786.32 Asset-Backed Securities COLLEGE AVE STD LN LLC 2021-A D 20510725 4.1 2051-07-25 4.120000 1575000.00 1604433.07 Asset-Backed Securities PIONEER AIR FIN 2019 B 20440615 4.9 2044-06-15 4.948000 2044000.00 1877654.99 Asset-Backed Securities SECURITIZED ASSET REC 2004-OP2 M-1 20340825 FLT 2034-08-25 1.059380 12000000.00 3021830.21 Asset-Backed Securities SECURITIZED ASSET REC 2005-OP1 B-3 20350125 FLT 2035-01-25 2.979380 2694000.00 520405.40 Asset-Backed Securities SECURITIZED ASSET REC 2005-OP2 M-4 20351025 FLT 2035-10-25 1.044380 3150500.00 2738206.87 Asset-Backed Securities SOUND POINT CLO VIII-R 2019-8R D-1 20300415 FLT 549300RPMX5HA435Q562 2030-04-15 3.876130 1085000.00 1067694.80 Asset-Backed Securities SOUND POINT CLO III 2018- 3-R F 20290416 FLT 5493006VH6ZUE3FHGC30 2029-04-16 7.926130 1500000.00 1144962.00 Asset-Backed Securities SOUTH COAST FDG V 2004-5 B 20390806 FLT 549300I3Z2M62207VX15 2039-08-06 1.171750 10000000.00 2867211.84 Asset-Backed Securities SPECIALTY UNDRWR FIN 2003-BC4 M-1 20341125 FLT 2034-11-25 0.984380 3055000.00 395675.80 Asset-Backed Securities START III LTD A 20441115 3.5 2044-11-15 3.536000 35457000.00 2436518.47 Asset-Backed Securities STEELE CREEK CLO 2016-1R LTD F-R 20310616 FLT 5493003PZ3HX9NW9PS65 2031-06-16 7.018880 3000000.00 2215597.81 Asset-Backed Securities STRUCTURED ASSET SECS 2005-WF4 M8 20351125 FLT 2035-11-25 2.709380 3200000.00 3271793.80 Asset-Backed Securities PREFER TERM SEC XXV 2007-25 C-1 20370622 FLT 2037-06-22 0.968880 3900000.00 1892216.89 Asset-Backed Securities PREFERRED TERM SEC 2005-19 B 20351222 FLT 2035-12-22 0.718880 3497000.00 2269663.97 Asset-Backed Securities ECAF I LTD 2015-1 A-2 20400615 4.9 635400SSRNQERTYCWK57 2040-06-15 4.947000 3989000.00 2926433.07 Asset-Backed Securities EAGLE RE LTD 2018-1 M-1 20281127 FLT 549300BLEDGL5R7YKU33 2028-11-27 1.784380 1389000.00 478445.14 Asset-Backed Securities ELEVATION CLO LTD 2017-8 E 20301025 FLT 549300OBPZDY731NEI33 2030-10-25 5.775250 1525000.00 1379080.76 Asset-Backed Securities ELEVATION CLO 2016-5R E-R 20311015 FLT 549300IH854FT1JLRT08 2031-10-15 6.475250 3000000.00 2818965.75 Asset-Backed Securities ATTENTUS CDO III 2007-3 B 20421011 FLT 5493004RJP3DQLC3SN92 2042-10-11 0.819000 2500000.00 1471593.75 Asset-Backed Securities ATTENTUS CDO III 2007-3 C-2 20421011 FLT 5493004RJP3DQLC3SN92 2042-10-11 1.469000 1655000.00 975689.16 Asset-Backed Securities STRUCTURED ASSET SECS 2005-WF2 M7 20350525 FLT 2035-05-25 1.734380 1763000.00 268044.32 Asset-Backed Securities TABERNA PREF FDG III 2005-3 A-2A 20360205 FLT U03UUQ0VYFBPHFC9G558 2036-02-05 0.641380 4291000.00 2608770.17 Asset-Backed Securities TABERNA PREF FDG IV 2005-4 A2 20360505 FLT 7VOZI9AQK252K1Z4TJ65 2036-05-05 1.121380 1000000.00 578309.89 Asset-Backed Securities TAILWIND 2019-1 LTD B 20441215 5.1 2044-12-15 5.193000 1293000.00 932682.92 Asset-Backed Securities THUNDERBOLT AIRCRAFT LEAS 2017 C 20320517 4.5 2032-05-17 4.500000 1750000.00 635968.15 Asset-Backed Securities TRAPEZA CDO I 2002 C1 144 20321130 FLT 2032-11-30 4.341000 2712000.00 1276325.22 Asset-Backed Securities TRAPEZA CDO X 2006-10 C-1 20410708 FLT 5493003XYBZ84KQEG582 2041-07-08 1.487880 2750000.00 1909192.17 Asset-Backed Securities BLUEMOUNTAIN CLO LTD 2015-2 F 20270719 FLT 2027-07-19 6.933880 2000000.00 1934694.27 Asset-Backed Securities CARLYLE GLBL MKT STRTGS 2012-3 SUB NT 20241014 FLT 2024-10-14 0.00 1300000.00 624000.00 Asset-Backed Securities CARLYLE US CLO 2018-2 SUB 20311015 FLT 2031-10-15 0.00 848901.00 583734.04 Asset-Backed Securities SLM STUDENT LOAN TR 2008-5 A-4 20230725 FLT 549300SRMXHPGI3BJ386 2023-07-25 1.825250 10700000.00 2517030.74 Asset-Backed Securities SLM STUDENT LOAN TR 2012-2 A 20290125 FLT 2029-01-25 0.784380 7000000.00 1977727.28 Asset-Backed Securities SAYBROOK PT CBO II 2002-2 B2 20350208 FLT 5493008692FLYI63RF82 2035-02-08 1.725380 13000000.00 450117.19 Asset-Backed Securities ROMARK WM-R LTD 2018 D 20310421 FLT 2031-04-21 3.154250 3332500.00 3176738.81 Asset-Backed Securities SLM STUDENT LOAN TR 2003-1 B 20370615 FLT 2037-06-15 0.718880 1500000.00 409666.85 Asset-Backed Securities SLM STUDENT LOAN TR 2008-1 A-4 20220125 FLT 5493007HR3ICKG09D287 2022-01-25 0.775250 3086000.00 1643183.51 Asset-Backed Securities ACA ABS LTD 2006-1 A-1LA 20410610 FLT 549300KMKXQOD2P17F35 2041-06-10 0.438000 249992217.00 257514.14 Asset-Backed Securities AB ISSUER LLC 2021-1 A-2 20510730 3.7 2051-07-30 3.734000 2000000.00 2077176.56 Asset-Backed Securities AEGIS ABS 2005-2 M4 20350625 FLT 2035-06-25 1.029380 3900000.00 3125473.90 Asset-Backed Securities ALINEA CLO LTD 2031-07-20 0.00 2540000.00 2087267.86 Asset-Backed Securities ALTIUS FUNDING LTD 2006-3 A2 144 20411202 FLT 549300IE4JXAJ646AY97 2041-12-02 2.088500 33480744.00 318130.73 Asset-Backed Securities ALTIUS FUNDING LTD 2006-3 B 144A 20411202 FLT 549300IE4JXAJ646AY97 2041-12-02 2.228500 5000000.00 428181.94 Asset-Backed Securities BEAR STEARNS ASSET BK 2005-HE4 M-4 20350425 FLT 2035-04-25 1.959380 1840000.00 1531560.63 Asset-Backed Securities BELLEMEADE RE LTD 2017-1 B-1 20271025 FLT 2027-10-25 4.834380 810000.00 834345.95 Asset-Backed Securities BELLEMEADE RE LTD 2018-1 M-1B 20280425 FLT 549300O2GEH6GH9NO762 2028-04-25 1.684380 732000.00 273555.69 Asset-Backed Securities PROGRESS RES TR 2019-SFR3 G 20360918 4.1 2036-09-18 4.116000 2124000.00 2164774.43 Asset-Backed Securities PROGRESS RES 2020-SFR3 TR G 20371019 4.1 2037-10-19 4.105000 1500000.00 1541603.75 Asset-Backed Securities RACE POINT IX CLO LTD 2015-9 INC NT 20270415 FLT 549300C3570PBQ31OI09 2027-04-15 0.00 4010000.00 1323300.00 Asset-Backed Securities RADNOR RE LTD 2020-1 M-2A 20300125 FLT 254900YVLP8CB4GC2O97 2030-01-25 2.084380 1827000.00 1802692.49 Asset-Backed Securities RADNOR RE LTD 2018-1 M-1 20280325 FLT 549300ED4YNDE7SVU538 2028-03-25 1.484380 19181000.00 753255.25 Asset-Backed Securities RESIDENTIAL ASSET SEC 2005-RS5 M-6 20350525 FLT 2035-05-25 1.179380 2750000.00 2560914.86 Asset-Backed Securities PALISADES CDO LTD 2004-1 C-1 20390722 FLT 254900GFQ1EE6QUMSF58 2039-07-22 3.388250 10250000.00 1641477.76 Asset-Backed Securities PARALLEL LTD 2018-1 SUB 20310421 FLT 2031-04-21 0.00 2000000.00 780000.00 Asset-Backed Securities LUNAR AIRCRAFT 2020-1 LTD B 20450215 4.3 2045-02-15 4.335000 1531000.00 706008.11 Asset-Backed Securities MKP CBO III 2004 C 20390509 FLT 5493004GB6HYJYPBNP10 2039-05-09 3.125380 5817000.00 1650948.32 Asset-Backed Securities MKP CDO IV LTD 5493009Y8DPTXRXEGB72 2040-07-12 0.819000 7000000.00 605076.50 Asset-Backed Securities MKP CBO VI LTD 2006-6 A-2 20510615 FLT 549300VWLDZK3B0JUX32 2051-06-15 0.623880 40874000.00 473133.31 Asset-Backed Securities MVW 2020-1 D 20371020 7.1 2037-10-20 7.140000 2763000.00 2145561.32 Asset-Backed Securities MARBLE PT CLO XI 549300DBVCVH5X7MO467 2030-12-18 0.00 5000000.00 1800000.00 Asset-Backed Securities MARGATE FUNDING 2004 LTD A1J 20441206 FLT 2044-12-06 2.732750 14700000.00 1104117.82 Asset-Backed Securities VENTURE XV CLO LTD 2013-15 SUB 20250715 FLT 549300UYHZCJPN3LMT03 2025-07-15 0.00 2450000.00 465500.00 Asset-Backed Securities VENTURE XII CLO LTD 2013-12 SUB 20240228 FLT 549300C7PSULF5Z6ZE61 2024-02-28 0.00 25000000.00 500000.00 Asset-Backed Securities VOYA CLO LTD 2017-2 SUB NT 20300607 FLT 2030-06-07 0.00 4500000.00 1755000.00 Asset-Backed Securities ACACIA CDO 12 2007-12 A-1 20471008 FLT 2047-10-08 0.564880 20000000.00 817404.45 Asset-Backed Securities ACAS CLO 2015 1 LTD 2027-04-18 0.00 10900000.00 872000.00 Asset-Backed Securities ALESCO PREF FDG VI, 2004-6 D1 20350323 FLT 549300SWFQZMAZ6TV378 2035-03-23 3.137880 3000000.00 1512990.03 Asset-Backed Securities OZLM LTD 2014-9 SUB 20311020 FLT 2031-10-20 0.00 6000000.00 1380000.00 Asset-Backed Securities TABERNA PREFERRED FUNDING IX L 2038-05-05 2.283720 20000000.00 3379076.91 Asset-Backed Securities TABERNA PREF FDG I 2005-1 B-1 20350705 FLT 549300UVUFF52P87TF20 2035-07-05 1.237880 6000000.00 3476553.55 Asset-Backed Securities THL CREDIT WND RVR LTD 2015-1 SUB 20270720 FLT 2027-07-20 0.00 4350000.00 2218500.00 Asset-Backed Securities TRAPEZA CDO XI 2006-11 A-2 20411010 FLT 2041-10-10 0.539000 600000.00 480449.17 Asset-Backed Securities US CAP FDG V LTD 2006-5 B-1 20401010 FLT 2040-10-10 1.369000 15600000.00 2255352.65 Asset-Backed Securities WELLFLEET CLO LTD 2017-2 SUB NT 20291020 FLT 2029-10-20 0.00 2000000.00 1268850.00 Asset-Backed Securities SLM STUDENT LOAN TR 2007-3 A-4 20220125 FLT 5493004VD0DNOS6SFM54 2022-01-25 0.185250 2925000.00 2013997.99 Asset-Backed Securities BCAP LLC TR 2013-RR9 4A7 20371027 FLT 2037-10-27 3.182750 1500000.00 481928.86 Asset-Backed Securities BNC MTG LN TR 2007-3 A4 20370725 FLT 2037-07-25 0.254380 1205000.00 743787.53 Asset-Backed Securities BABSON CLO LTD 2015-I SUB 20270420 FLT 2027-04-20 0.00 1843185.00 552955.50 Asset-Backed Securities GALLERIA CDO CDO 2002-3 C-2 20370919 FLT 549300R3MKF44DY8VC82 2037-09-19 11.021000 8100000.00 2100200.40 Asset-Backed Securities BEAR STEARNS ABS TR 2007-HE3 III-A 20370425 FLT 2037-04-25 0.304380 4400000.00 1006228.61 Asset-Backed Securities BEAR STEARNS ASSET 2004-HE10 M-1 20341225 FLT 2034-12-25 1.059380 2196000.00 542322.79 Asset-Backed Securities AMERIQUEST MTG SECS 2003-AR3 M-5 20330725 FLT 2033-07-25 3.191340 2000000.00 1027431.04 Asset-Backed Securities CENTRE SQUARE CDO LT A-3 20511119 FLT 2051-11-19 1.652330 15000000.00 1479671.65 Asset-Backed Securities PARK PLACE NIM 2005 WHQN1 2035-02-25 4.000000 69600000.00 1792200.49 Asset-Backed Securities PEOPLES FIN MTG SEC TR 2006-1 2A2 20360925 FLT 2036-09-25 0.224380 4000000.00 503170.21 Asset-Backed Securities SECURITIZED ASSET REC 2004-DO1 M-2 20340725 FLT 2034-07-25 2.034380 4000000.00 641565.68 Asset-Backed Securities SIERRA TIMESHARE FDG 2020-2 D 20370720 0.0 2037-07-20 6.590000 4600000.00 2912477.34 Asset-Backed Securities SKOPOS AUTO RECV TR 2018-1 D 20241216 7.2 2024-12-16 7.250000 2500000.00 2537025.56 Asset-Backed Securities SOUND POINT CLO III 2018- 3-R E 20290416 FLT 5493006VH6ZUE3FHGC30 2029-04-16 6.126130 2800000.00 2498210.41 Asset-Backed Securities SOUTH COAST FDG VIII 2006-8 B 20431006 FLT 549300JD6HID8N8EA905 2043-10-06 2.902630 38000000.00 3243028.76 Asset-Backed Securities SOUTH COAST FDG III 2003-3 A-1B 20380810 FLT 549300JPS4LRS1YTBK56 2038-08-10 0.728380 37550000.00 1732838.24 Asset-Backed Securities SOUTH COAST FDG III 2003-3 A-2 20380810 FLT 549300JPS4LRS1YTBK56 2038-08-10 1.328380 5000000.00 941859.44 Asset-Backed Securities SOUTH COAST FDG III 2003-3 A-1A 20380810 FLT 549300JPS4LRS1YTBK56 2038-08-10 0.728380 9262000.00 427411.00 Asset-Backed Securities SPRITE LTD 2017-1 B 20371215 5.7 2037-12-15 5.750000 2000000.00 1169374.92 Asset-Backed Securities STREETERVILLE ABS CDO 2004 B-1 20401105 FLT 2040-11-05 1.017750 9250000.00 1086797.15 Asset-Backed Securities ACACIA CDO 9 2006-9 A 20460412 FLT 5493008M6VMR20DSRE81 2046-04-12 0.419000 219495000.00 1059781.34 Asset-Backed Securities ACACIA CDO 7 2005-7 B 20450112 FLT 5493005HD1ORJ0E2OB76 2045-01-12 0.699000 13780000.00 1331572.88 Asset-Backed Securities ACE SECS HEQ 2005-WF1 M-7 20350525 FLT 2035-05-25 1.714380 1600000.00 426777.84 Asset-Backed Securities ACE SECS HEQ 2006-HE4 A-2C 20361025 FLT 2036-10-25 0.404380 5000000.00 958758.61 Asset-Backed Securities ADIRONDACK LTD 2005-1 B 20400709 FLT 549300MP08D6YHF1YM61 2040-07-09 0.675750 8500000.00 988880.92 Asset-Backed Securities STREETERVILLE ABS CDO 2004 B-2 20401103 5.5 2040-11-03 5.520000 2000000.00 646646.67 Asset-Backed Securities PORT JACKSON CDO 2007-1 A-1 20521119 FLT 2052-11-19 2.132630 105000000.00 261234.12 Asset-Backed Securities PORT JACKSON CDO 2007-1 A-2 20521119 FLT 2052-11-19 2.522630 81700000.00 543907.71 Asset-Backed Securities PORT JACKSON CDO 2007-1 A-3 20521119 FLT 2052-11-19 2.502630 15500000.00 1416910.58 Asset-Backed Securities PREFER TERM SEC XXV 2007-25 B-1 20370622 FLT 2037-06-22 0.618880 1700000.00 1005694.08 Asset-Backed Securities PREFER TERM SEC XXI 2006-21 B-2 20380322 FLT 2038-03-22 0.768880 1320000.00 810152.46 Asset-Backed Securities DRYDEN 47 SR LN FD 2017-47 SUB NT 20280417 FLT 2028-04-17 0.00 3000000.00 1606899.00 Asset-Backed Securities DUKE FDG V LTD 549300ZQMJ1WH2JE1D26 2033-08-07 1.225380 15000000.00 1839672.65 Asset-Backed Securities DUKE FUNDING V LTD 549300ZQMJ1WH2JE1D26 2038-08-07 1.475380 8000000.00 909932.97 Asset-Backed Securities DUKE FDG VI 2004-6 A1J 20390408 FLT 549300M17UZKOC3PVP17 2039-04-08 0.984880 24000000.00 2340597.11 Asset-Backed Securities DUNHILL ABS CDO 2004 A-2 20410104 FLT 2041-01-04 0.687880 2750000.00 286935.10 Asset-Backed Securities DUNHILL ABS CDO 2004 B 20410104 FLT 2041-01-04 0.987880 17383000.00 1653935.12 Asset-Backed Securities E TRADE ABS CDO III 2004 B 20400110 FLT 549300VW38SMR8ZDK981 2040-01-10 3.081440 15500000.00 2793871.56 Asset-Backed Securities EULER ABS CDO 1 LTD 549300YP4QGH4U9I8R91 2050-07-14 2.425000 89000000.00 2776342.13 Asset-Backed Securities BELLEMEADE RE 2021-2 LTD B-1 20310625 FLT 2031-06-25 4.200000 2000000.00 2017530.00 Asset-Backed Securities BELLEMEADE RE 2020-3 LTD M-2 20301025 FLT 2030-10-25 4.934380 2750000.00 2941964.84 Asset-Backed Securities BERING CDO 2006-1 B 20460801 FLT 549300OG8GI3MDGWT697 2046-08-01 3.345750 9000000.00 3087570.66 Asset-Backed Securities BERNOULLI CDO I 2006-1 B 20420707 FLT 549300DHAFFV3C8CQA32 2042-07-07 2.490250 35000000.00 3411317.15 Asset-Backed Securities BLUEMOUNTAIN CLO 2016-1 SUB NT 20270420 FLT 5493005B0MT8TYWD7W93 2027-04-20 0.00 10250000.00 307500.00 Asset-Backed Securities JER CRE CDO 2005-1 D 20431120 6.4 5493002LDPLFVD4H0F04 2043-11-20 6.440000 11000000.00 2838590.33 Asset-Backed Securities JUPITER HGH-GRD CDO III 2005-3 A-2B 20420608 FLT 2042-06-08 0.256980 12300000.00 1317047.63 Asset-Backed Securities KNOLLWOOD CDO LTD 2004-1 A-1 20390108 FLT 549300E24U6UCPJEUI87 2039-01-08 0.584880 31536000.00 1911218.12 Asset-Backed Securities MASTR ASSET BKD SECS 2004-OPT1 M-1 20340225 FLT 2034-02-25 0.864380 1200000.00 426896.09 Asset-Backed Securities MERCER FIELD II CLO LTD 2017-2 SUB 20290416 FLT 25490069XJXEQGFCG629 2029-04-16 0.00 3650000.00 1493240.55 Asset-Backed Securities ML MTG INVESTORS 2004-CB6 B-2 20330625 FLT 2033-06-25 2.934380 3798880.00 668849.43 Asset-Backed Securities MID OCEAN CBO 2001-1 A1L 14 20361105 FLT 21380085TPMUBZ93O670 2036-11-05 2.390500 33499999.00 978904.72 Asset-Backed Securities MONROE HARBOR CDO 2005-01 A-2 20401205 FLT 2040-12-05 2.694130 5000000.00 552978.80 Asset-Backed Securities MONTAUK POT CDO II LTD 2006-02 A-3 20460406 FLT 54930046COUSLUSBKU90 2046-04-06 1.739830 9000000.00 2011539.62 Asset-Backed Securities MORGAN STANLEY CAP 2004-HE7 B-3 20340825 FLT 2034-08-25 5.334380 2900000.00 531421.64 Asset-Backed Securities KODIAK CDO II LTD 2007-2 B-1 20421107 FLT 549300GKOBGN1SPXSV52 2042-11-07 1.025380 3000000.00 1644379.86 Asset-Backed Securities LNR CDO 2007-5 E 20490426 FLT 549300TQCFQE0FHSXI25 2049-04-26 3.463000 13517000.00 3235563.91 Asset-Backed Securities LAKESIDE CDO I LTD 2039-12-11 2.747630 10000000.00 1527511.37 Asset-Backed Securities LAKESIDE CDO L LTD LAKESIDE CD 2039-12-11 2.752630 11000000.00 1678708.67 Asset-Backed Securities LEXINGTON CAPITAL FUNDING V LTD 54930015HW8MNTDR7856 2051-04-10 2.437750 245999000.00 753836.69 Asset-Backed Securities LEXN 2007-5A C 54930015HW8MNTDR7856 2051-04-10 4.837750 30000000.00 305200.15 Asset-Backed Securities LEXN 2007 54930015HW8MNTDR7856 2051-04-10 7.337750 13000000.00 270859.97 Asset-Backed Securities LNR CDO IV LTD 2006-1 E 144A 20430528 FLT 549300FIVXZ33M229N06 2043-05-28 2.337250 7500000.00 755362.50 Asset-Backed Securities LONG BEACH ASSET HOLDING CORP MIN TRUST 2000 2045-08-25 4.500000 13100000.00 526539.13 Asset-Backed Securities LONGPORT FUNDING LTD. 549300U8OSNOXMTNUP79 2035-01-30 0.00 8518000.00 513828.81 Asset-Backed Securities LONGPORT FDG LTD 2003 A-1B 20350130 FLT 549300U8OSNOXMTNUP79 2035-01-30 2.707130 20000000.00 1264073.07 Asset-Backed Securities LONGPORT FDG LTD / LONGPORT SR SEC FL 144A38 549300U8OSNOXMTNUP79 2038-01-30 2.834000 55000000.00 1999317.22 Asset-Backed Securities GSAMP TRUST 2006-FM1 A-2C 20360425 FLT 2036-04-25 0.404380 1765000.00 317503.31 Asset-Backed Securities GSAMP TRUST 2006-FM1 A-2D 20360425 FLT 2036-04-25 0.624380 1000000.00 570534.62 Asset-Backed Securities GSAMP TRUST 2005-HE3 M-4 20350625 FLT 2035-06-25 1.884380 2200000.00 2231363.34 Asset-Backed Securities GLS AUTO RECV TR 2018-2 D 20250317 5.4 2025-03-17 5.460000 600000.00 625710.40 Asset-Backed Securities GLS AUTO RECV TR 2018-3 D 20250815 5.3 2025-08-15 5.340000 500000.00 524618.17 Asset-Backed Securities GREAT LAKES CLO 2014 1 LTD 254900GKX01S4T3NFH46 2029-10-15 0.00 576923.00 259615.35 Asset-Backed Securities GREEN TREE FINANCIAL MFH 98-3 M-1 20300301 FLT 2030-03-01 6.860000 1000000.00 582990.56 Asset-Backed Securities GREEN TREE FINANCIAL 1996-10 B-1 20281115 FLT 2028-11-15 7.240000 785000.00 385454.52 Asset-Backed Securities HIGHLAND PARK CDO I 2006-1 C 20511125 FLT 549300EPZBP5YZALJQ09 2051-11-25 0.979250 10000000.00 1255757.05 Asset-Backed Securities HPS LN MGMT LTD 2015-6R D-R 20310205 FLT 549300OYG05TXUTUVD98 2031-02-05 5.221380 500000.00 472695.50 Asset-Backed Securities HPS LN MGMT LTD 2015-7R F-R 20270315 FLT 254900IU43NDZ7HEB142 2027-03-15 6.724750 580000.00 529117.75 Asset-Backed Securities HIGH INCM TR SECS 2003-1 C 20371108 FLT 2037-11-08 2.841000 6230000.00 1323592.56 Asset-Backed Securities HOME EQUITY ASSET TR 2006-5 2-A-4 20361025 FLT 2036-10-25 0.564380 2500000.00 1779555.16 Asset-Backed Securities BRAVO RES FDG TR 2020-RPL2 AIOS 20590525 FLT 2059-05-25 0.00 349292776.00 2717541.13 Asset-Backed Securities BRODERICK CDO I 2006-1 B 20430103 FLT 549300J2Z0ESBOP9TZ08 2043-01-03 0.717880 19000000.00 1623721.05 Asset-Backed Securities C-BASS CBO IV 2002 D-1 20320610 FLT 549300ZQF8AIGSYNK272 2032-06-10 2.687750 3000000.00 272435.12 Asset-Backed Securities CBASS CBO XII LTD 2004-12 C 20400315 FLT 549300CSZHL1ZCPAH059 2040-03-15 1.368880 7000000.00 1140075.18 Asset-Backed Securities C-BASS CBO XIII 2005-13 A 20400317 FLT 5493000CAR73O5CYM328 2040-03-17 1.418170 391000000.00 1460675.04 Asset-Backed Securities C-BASS CBO XIII 2005-13 C 20400317 FLT 5493000CAR73O5CYM328 2040-03-17 2.228170 2500000.00 378132.55 Asset-Backed Securities CODA CDO LTD 2007-1 A-1LB 20471107 FLT 54930097FPHCE7UIOL97 2047-11-07 2.293450 27500000.00 316842.70 Asset-Backed Securities CSMC SERIES 2014-2R 3-A-3 20351128 FLT 2035-11-28 3.500000 790299.00 1124153.44 Asset-Backed Securities CSMC SERIES 2014-2R 16-A-3 20370827 FLT 2037-08-27 2.750000 2196040.00 1761669.65 Asset-Backed Securities CWABS INC 2005-AB4 2-A-3 20340825 FLT 2034-08-25 0.584380 65000000.00 1409718.42 Asset-Backed Securities CWABS ASSET BACKED CERTFICATES TRUST 2005 10 2037-01-25 6.000000 60913000.00 848939.17 Asset-Backed Securities CAMBER 7 PLC D 20420612 FLT 2042-06-12 4.119000 14450000.00 259846.24 Asset-Backed Securities CARRINGTON MTG LN 2006-FRE1 A-3 20360425 FLT 2036-04-25 0.234380 650000.00 281562.49 Asset-Backed Securities CATAMARAN CLO 2013-1 SUB 20250127 FLT 549300MB476AHX5W1918 2025-01-27 0.00 16679070.00 3502604.70 Asset-Backed Securities CENTEX HM EQ LN TR 2004-B M-3 20340325 FLT 2034-03-25 1.029380 5000000.00 291755.90 Asset-Backed Securities CENTEX HM EQ LN TR 2005-A M-6 20350125 FLT 2035-01-25 1.479380 3000000.00 792872.06 Asset-Backed Securities AMERIQUEST MTG SECS 2006-R2 M-3 20360425 FLT 2036-04-25 0.654380 3200000.00 2991094.60 Asset-Backed Securities ANCHORAGE CAP CLO 13 2013-1R E-R 20301015 FLT 5493008PWA7TS1SR9447 2030-10-15 7.628630 2500000.00 2414608.53 Asset-Backed Securities ARROWPOINT CLO LTD 2014-2 SUB NT 20260312 FLT 635400HAVYYWWB139K27 2026-03-12 0.00 8775000.00 2347882.88 Asset-Backed Securities ABS CORP HEQ 2005-HE2 M4 20350225 FLT 2035-02-25 0.904380 2500000.00 500692.17 Asset-Backed Securities ASSET BACKED FDG 2005-WF1 M-9 20340225 FLT 2034-02-25 2.634380 2923000.00 738341.72 Asset-Backed Securities ATLAS SR LN FD VI LTD 2014-6 SUB NT 20261015 FLT 2026-10-15 0.00 2900000.00 986000.00 Asset-Backed Securities HOUT BAY LTD 2006-1 A-2 20410705 FLT 2041-07-05 1.826750 9400000.00 958642.58 Asset-Backed Securities INMAN SQUARE FDG 2005-2 I 20401006 FLT 549300HWUWJEUDBRHL43 2040-10-06 0.587880 15000000.00 401453.17 Asset-Backed Securities OCEANVIEW CBO I 2002 A-1B 20320610 FLT 549300JID91C6S0BHI48 2032-06-10 0.674630 62000000.00 1666554.67 Asset-Backed Securities OCTAGON INV PTNS XXII 2014-22 SUB 20251125 FLT 549300MQ9W5DWZ8QX450 2025-11-25 0.00 8250000.00 3409725.00 Asset-Backed Securities OPTION ONE MTG LN TR 2006-3 II-A-3 20370225 FLT 2037-02-25 0.224380 5300000.00 1940831.72 Asset-Backed Securities FIRST NLC TRUST 2005-4 M-1 20360225 FLT 2036-02-25 0.819380 2500000.00 2272103.91 Asset-Backed Securities FIRSTKEY HOMES TR 2020-SFR1 E 20370819 2.7 2037-08-19 2.791000 2000000.00 2048865.67 Asset-Backed Securities FLAGSHIP CREDIT AUTO TRUST E 20261215 3.8 2026-12-15 3.840000 3000000.00 3127079.00 Asset-Backed Securities CSFB HEQ PTC 2005-3 M-4 20351125 FLT 2035-11-25 1.269380 4840000.00 403918.84 Asset-Backed Securities HOME EQUITY MTG TR 2005-HF1 M-2 20360225 FLT 2036-02-25 0.804380 3000000.00 549510.43 Asset-Backed Securities CRYSTAL RIVER CDO 2005-1 A 20460302 FLT 5493002U1CTJPBWAAZ92 2046-03-02 2.681250 38762000.00 332141.67 Asset-Backed Securities DAVIS SQUARE FDG II 2004-2 COMBIN 20390506 FLT 549300WBYECBO8FWC634 2039-05-06 3.338000 25000000.00 1376242.89 Asset-Backed Securities DAVIS SQUARE FDG IV 2005-4 A-2 20400409 FLT 549300IFQ6H7GNQT4B97 2040-04-09 1.455130 23350000.00 2258997.11 Asset-Backed Securities DAVIS SQUARE FDG IV 2005-4 B 20400409 FLT 549300IFQ6H7GNQT4B97 2040-04-09 1.655130 15282000.00 2303279.63 Asset-Backed Securities NORTHWEST AIRLINES 2001-1 1A-1 20231001 7.0 2023-10-01 7.041000 3623000.00 446346.35 Asset-Backed Securities OAKTOWN RE II LTD 2018-1 M-1 20280725 FLT 254900KOPN6EP9T3LD85 2028-07-25 1.634380 7500000.00 1549570.33 Asset-Backed Securities N-STAR REAL EST CDO IX 2007-9 A-2 20520807 FLT 549300UO5T388PGWV923 2052-08-07 2.503000 88400000.00 511547.97 Asset-Backed Securities NATIONAL COLL ST LN TR 2007-4 A3-AR4 20380325 0.0 2038-03-25 0.00 7762000.00 2395663.68 Asset-Backed Securities NATIONAL COLLEGIATE V 2007-4 CL A-3-AR-3 COMMUTAT 2038-03-31 0.00 3237500.00 2595626.77 Asset-Backed Securities NEW CENTURY HE TR 2005-3 M-6 20350725 FLT 2035-07-25 1.134380 900000.00 893897.16 Asset-Backed Securities NOMURA RESEC TR 2014-1R 6A7 20360826 FLT 2036-08-26 7.444470 7216260.00 2529069.44 Asset-Backed Securities DAVIS SQUARE FDG IV 2005-4 A-2 20400409 FLT 549300IFQ6H7GNQT4B97 2040-04-09 1.455130 4600000.00 445027.27 Asset-Backed Securities ELEVATION CLO 2017-7 SUB 20300715 FLT 635400AGFHDDI7RPPD20 2030-07-15 0.00 3000000.00 1470000.00 Asset-Backed Securities HOUT BAY 2006 LTD 2041-07-05 1.214500 15000000.00 617550.00 Asset-Backed Securities KLEROS PREF FDG V 2007-5 A-1 20500202 FLT 2050-02-02 0.315500 12500000.00 616081.89 Asset-Backed Securities MKP CBO VI LTD 2006-6 A-1 20510615 FLT 2051-06-15 0.483880 184000000.00 3013160.35 Asset-Backed Securities MKP CBO III 2004 C 20390509 FLT 5493004GB6HYJYPBNP10 2039-05-09 3.125380 6000000.00 1702886.36 Asset-Backed Securities MULBERRY STR CDO 2003-1 B-1 20371214 FLT 2037-12-14 2.998250 24000000.00 276451.47 Asset-Backed Securities STRUCTURED ASSET SECS 2005-S6 M2 20351125 FLT 2035-11-25 0.804380 5000000.00 983972.26 Asset-Backed Securities STRUCTURED ASSET SEC 2006-OPT1 M1 20360425 FLT 2036-04-25 0.384380 2270000.00 1931782.50 Asset-Backed Securities STRUCTURED ASSET SECS 2007-BC4 A2 20371125 FLT 2037-11-25 0.584380 1515000.00 1395280.76 Asset-Backed Securities SUMMER STR LTD 2005-1 A-3 20451206 FLT 5493005R6FKYBFT8OB92 2045-12-06 0.678250 9192000.00 1492050.80 Asset-Backed Securities SUNBIRD ENGNE FIN LTD 2020-1 A 20450215 3.6 2045-02-15 3.671000 1000000.00 761319.81 Asset-Backed Securities THL CR WIND RIVER CLO 2013-1R C-R 20300722 FLT 549300HNMTL6LADXI169 2030-07-22 3.784250 1500000.00 1504327.44 Asset-Backed Securities TREMAN PARK CLO LTD 2015 SUB 20270420 FLT 549300E4DX3Q8L455K94 2027-04-20 0.00 2000000.00 680000.00 Asset-Backed Securities VMC FINANCE 2019-FL3 B 20360917 FLT 2036-09-17 1.742750 1125000.00 984409.00 Asset-Backed Securities AUBURN CLO LTD 2017 SUB 20301021 FLT 2030-10-21 0.00 2137500.00 1111500.00 Asset-Backed Securities ATLAS SENIOR LOAN FUND 2013-3 SUB 20250818 FLT 2025-08-18 0.00 12580000.00 1509600.00 Asset-Backed Securities TABERNA PREF FDG I 2005-1 B-1 20350705 FLT 549300UVUFF52P87TF20 2035-07-05 1.237880 1000000.00 579425.59 Asset-Backed Securities TABERNA PREF FDG IX 2007-9 A-1LB 20380505 FLT 549300CT01X2OUNHMJ08 2038-05-05 0.771380 1000000.00 628057.11 Asset-Backed Securities TABERNA PREF FDG IX 2007-9 A-2LA 20380505 FLT 549300CT01X2OUNHMJ08 2038-05-05 1.021380 10000000.00 3332376.63 Asset-Backed Securities TAHOMA CDO II LTD 2007-2 A-2 20470916 FLT 549300BKH7XEB2WNVX21 2047-09-16 2.718500 50000000.00 295728.47 Asset-Backed Securities TAHOMA CDO III LTD 549300WOB80PPT94QT77 2047-10-15 12.000900 13000000.00 767067.10 Asset-Backed Securities THL CR WIND RIVER CLO 2014-2R E-R 20310115 FLT 2031-01-15 5.876130 1000000.00 918291.61 Asset-Backed Securities TRAPEZA CDO XI 2006-11 D-1 20411010 FLT 549300WLN6OJMSVMWI26 2041-10-10 2.019000 7500000.00 1021721.12 Asset-Backed Securities TRAPEZA CDO XIII 2007-13 C-1 20421109 FLT 549300RCEBS0NU2XTB74 2042-11-09 1.175380 1687000.00 1009194.25 Asset-Backed Securities TRAPEZA CDO X 2006-10 B 20410708 FLT 5493003XYBZ84KQEG582 2041-07-08 0.787880 1220000.00 797545.22 Asset-Backed Securities TRAPEZA CDO X 2006-10 D-2 20410708 FLT 5493003XYBZ84KQEG582 2041-07-08 3.287880 14500000.00 568407.55 Asset-Backed Securities BELLE HAVEN ABS CDO 2004-1 A1J 20441103 FLT 2044-11-03 0.775630 9000000.00 704279.41 Asset-Backed Securities C-BASS CBO XVIII 2007-18 A-1 20470313 FLT 2047-03-13 0.469000 57500000.00 2293493.16 Asset-Backed Securities FIELDSTONE MTG INV 2004-4 M4 20351025 FLT 549300VDVZHMT2SH4W85 2035-10-25 2.634380 2750000.00 2038203.92 Asset-Backed Securities CENTRE SQUARE CDO LT B 20511119 FLT 2051-11-19 1.752330 27500000.00 2664368.02 Asset-Backed Securities CHARLES RIV CDO 2002-1 A-1A 20371209 FLT 5493002VA3D8ESUT7W58 2037-12-09 0.710630 7000000.00 522049.92 Asset-Backed Securities COMMODORE CDO III 2005 A2 144 20400306 FLT 549300T12H6C2IS5WQ14 2040-03-06 0.630750 11000000.00 1108142.98 Asset-Backed Securities COMMODORE CDO III 2005 B 144A 20400306 FLT 549300T12H6C2IS5WQ14 2040-03-06 0.860750 20500000.00 1852550.69 Asset-Backed Securities MIDOCEAN CR CLO IV 2015-4R E-R 20270415 FLT 54930034HUS73O8CWR90 2027-04-15 5.426130 2500000.00 2511335.29 Asset-Backed Securities SLM STUDENT LOAN TR 2007-2 A-4 20220725 FLT 549300Z0R4ETZBES8I71 2022-07-25 0.185250 5000000.00 3348470.00 Asset-Backed Securities BNPP IP CLO 2014 II LTD BNPPIP CLO 2014 II LLC 54930038CI4SMKCMEM78 2025-10-30 5.378500 4000000.00 3039627.20 Asset-Backed Securities ARES XXVIII CLO LTD 2024-10-17 0.00 2500000.00 722072.50 Asset-Backed Securities INDEPENDENCE V 2004-5 A-1 20390307 FLT 5493006WIALQPBP03B54 2039-03-07 2.723000 51356000.00 1772656.72 Asset-Backed Securities CITIGROUP MTG LN TR 2007-AMC1 A1 144 20361225 FLT 2036-12-25 0.244380 5200000.00 807067.14 Asset-Backed Securities SATURN VENTURES I LTD 2003-1 A-3 20381103 FLT 549300J232RFRZIAW473 2038-11-03 1.517750 26000000.00 3326296.75 Asset-Backed Securities AMERICAN GEN MTG PTC 2006-1 B-1 20351225 FLT 2035-12-25 5.750000 7392000.00 1301238.62 Asset-Backed Securities N-STAR REL CDO VIII 2006-8 E 20410201 FLT 2041-02-01 0.845750 3050000.00 461288.21 Asset-Backed Securities PREFER TERM SEC XXVI 2007-26 B-2 20370922 FLT 2037-09-22 0.678880 800000.00 503729.30 Asset-Backed Securities CROWN POINT CAP CO. 2031-04-25 6.175250 1100000.00 1076674.77 Asset-Backed Securities SOLSTICE ABS CBO III 2003 B 144A 20390315 FLT 2549007REAZ0INSSYS43 2039-03-15 3.443630 3750000.00 823884.37 Asset-Backed Securities FHLMC STACR 2017-HQA2 M-2B 20291226 FLT S6XOOCT0IEG5ABCC6L87 2029-12-26 2.734380 594000.00 607401.67 Private Label Collateralized Mortgage Obligations CONN AVE SECS 2020-SBT1 1M-2 20400227 FLT 2040-02-27 3.734380 2000000.00 2063798.79 Private Label Collateralized Mortgage Obligations CONN AVE SECS 2020-SBT1 2M-2 20400227 FLT 2040-02-27 3.734380 2000000.00 2069906.79 Private Label Collateralized Mortgage Obligations FHLMC STACR 2019-DNA4 B-2 20491025 FLT 2049-10-25 6.334380 1061045.00 1099924.59 Private Label Collateralized Mortgage Obligations FHLMC SCRTT SERIES 2017-2 M-2 20560825 FLT 2056-08-25 4.000000 400000.00 413026.53 Private Label Collateralized Mortgage Obligations FHLMC SCRTT SERIES 2019-3 M 20581025 FLT 2058-10-25 4.750000 310000.00 327208.20 Private Label Collateralized Mortgage Obligations FREDDIE SCRTT SERIES 2020-1 M 20590825 FLT 2059-08-25 4.250000 650000.00 683916.13 Private Label Collateralized Mortgage Obligations FREDDIE SCRTT SERIES 2020-3 TTW 20600525 3.0 2060-05-25 3.000000 1500000.00 1217669.66 Private Label Collateralized Mortgage Obligations FHLMC STACR 2019-HQA2 M-2 20490426 FLT 549300NKHCH87PYOHD44 2049-04-26 2.134380 900000.00 687985.13 Private Label Collateralized Mortgage Obligations FHLMC STACR 2017-SP11 M-2 20470925 FLT S6XOOCT0IEG5ABCC6L87 2047-09-25 4.041490 1500000.00 156129.47 Private Label Collateralized Mortgage Obligations CONN AVE SECS 2018-R07 1B-1 20310425 FLT 2031-04-25 4.434380 200000.00 207048.81 Private Label Collateralized Mortgage Obligations FHLMC STACR 2020-DNA6 B-1 20501227 FLT 2050-12-27 3.050000 600000.00 605289.80 Private Label Collateralized Mortgage Obligations Y 2021-10-05 2021-10-05 2021-11-08 Y BOFA SECURITIES INC 1.0000 35 N N N 0.0051 432934084.41 432934084.41 0.0056 N N N Y BNP PARIBAS SA BNP PARIBAS SA 0.300000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0R04V2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EPR PPTYS SR GLBL NT 29 549300YSSXFHMPOWZ492 2029-08-15 3.750000 3376000.00 3391855.95 Corporate Debt Securities MPLX LP PERP SUB -B BD 5493000CZJ19CK4P3G36 2500-12-31 6.875000 24049000.00 24584464.35 Corporate Debt Securities FNMA CONN AVE SECS 2018-C04 2B-1 20301226 FLT B1V7KEBTPIMZEU4LTD58 2030-12-26 4.584380 13983696.00 14687999.72 Private Label Collateralized Mortgage Obligations FHLMC STACR 2014-DN1 M-3 20240226 FLT S6XOOCT0IEG5ABCC6L87 2024-02-26 4.584380 48154000.00 38084440.58 Private Label Collateralized Mortgage Obligations FHLMC STACR 2018-HQA1 B-1 20300925 FLT S6XOOCT0IEG5ABCC6L87 2030-09-25 4.434380 33044666.00 34526060.47 Private Label Collateralized Mortgage Obligations FHLMC REMIC 2020-HQA4 B-1 20500926 FLT 2050-09-26 5.339250 42365608.00 44560861.41 Private Label Collateralized Mortgage Obligations UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-05-15 2.375000 214011500.00 238978104.85 U.S. Treasuries (including strips) Y 2021-10-05 2021-10-05 2021-11-17 Y BNP Paribas SA 1.0000 35 N N N 0.0043 372896772.25 372896772.25 0.0048 N N N Y RBC CAPITAL MARKETS LLC RBC CAPITAL MARKETS LLC 0.200000% 549300LCO2FLSSVFFR64 0000050916 ARP0R1259 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HSBC HLDGS PLC SR GLBL COCO 29 MLU0ZO3ML4LN2LL2TL39 2029-08-17 2.206000 247000.00 249417.29 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 43 2S72QS2UO2OESLG6Y829 2043-09-15 6.550000 8102000.00 13291272.49 Corporate Debt Securities WESTPAC BKG CORP LW TIER II GLBL EN5TNI6CI43VEPAMHL14 2035-11-15 2.668000 69000.00 69120.46 Corporate Debt Securities ENBRIDGE INC MTN CDS- SR GLBL FL NT 23 98TPTUM4IVMFCZBCUR27 2023-02-17 0.450000 30000.00 30064.65 Corporate Debt Securities ENTERPRISE PRODS OPER LLC GTD SRNT 5.70%42 5493004LGN656HWLDA30 2042-02-15 5.700000 2000.00 2715.83 Corporate Debt Securities EQUINOR ASA SR GLBL NT 49 OW6OFBNCKXC4US5C7523 2049-11-18 3.250000 30000.00 32848.46 Corporate Debt Securities FIDELITY NATL FINL INC SR GLBL NT4.5%28 549300CAZYIH39SYQ287 2028-08-15 4.500000 564000.00 652807.44 Corporate Debt Securities FRANCISCAN MISSIONARIES OUR 2019B BD3.914%49 254900OPFK0OOKZFLV35 2049-07-01 3.914000 8000.00 9488.11 Corporate Debt Securities GE CAP FUNDING LLC GLBL NT 4.4%30 549300XAGH9TOLX5XM67 2030-05-15 4.400000 2000000.00 2373931.11 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL FL NT 23 784F5XWPLTWKTBV3E584 2023-06-05 1.180750 2866000.00 2891816.59 Corporate Debt Securities HBOS PLC MEDIUM TERM SR NT FR 6%110133 213800RS21X7UUH5QU25 2033-11-01 6.000000 722000.00 979214.91 Corporate Debt Securities INTERNATIONAL FIN CORP FR 0.75%032326 QKL54NQY28TCDAI75F60 2026-03-23 0.750000 900000.00 909694.50 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS SR GLBL NT 24 549300PDHUGWPWGOT525 2024-09-01 4.250000 2395000.00 2662952.60 Corporate Debt Securities M & T BK CORP SR GLBL FL NT 2 549300WYXDDBYRASEG81 2023-07-26 0.805250 8000.00 8081.32 Corporate Debt Securities MACQUARIE GROUP LIMITED FR 3.189%112823 ACMHD8HWFMFUIQQ8Y590 2023-11-28 3.189000 222000.00 230986.49 Corporate Debt Securities NISSAN MOTOR CO LTD SR GLBL 144A 30 353800DRBDH1LUTNAY26 2030-09-17 4.810000 5851000.00 6771529.70 Corporate Debt Securities ONTARIO PROV CDA SR GLBL BD 22 C7PVKCRGLG18EBQGZV36 2022-05-18 2.250000 1063000.00 1085692.39 Corporate Debt Securities ONTARIO PROV CDA SR GLBL BD2.3%26 C7PVKCRGLG18EBQGZV36 2026-06-15 2.300000 1542000.00 1649825.21 Corporate Debt Securities PPL CAP FDG INC JR SB GLBL 67 549300MROK5WY0D2NU17 2067-03-30 2.812250 200000.00 194968.66 Corporate Debt Securities PROVINCE OF MAN D N PROV NT SR GLBL GP DB 26 5493003QILFOB3JRKE30 2026-06-22 2.125000 35000.00 37054.25 Corporate Debt Securities MARRIOTT INTL INC NEW CR SEN SR GLBL31 225YDZ14ZO8E1TXUSU86 2031-04-15 2.850000 7000.00 7242.57 Corporate Debt Securities MELLON CAP IV PERP JR SB GLBL 2500-12-31 4.000000 50000.00 50442.00 Corporate Debt Securities MICRON TECHNOLOGY INC SR GLBL NT 30 B3DXGBC8GAIYWI2Z0172 2030-02-15 4.663000 4244000.00 4961331.25 Corporate Debt Securities MONTEFIORE MED CTR NEW YORK SR -2020B BD 50 2050-09-01 4.287000 482000.00 526245.19 Corporate Debt Securities MORGAN STANLEY FR 2.699%012231 IGJSJL3JD5P30I6NJZ34 2031-01-22 2.699000 14000.00 14725.67 Corporate Debt Securities MORGAN STANLEY FR 2.802%012552 IGJSJL3JD5P30I6NJZ34 2052-01-25 2.802000 1003000.00 1005128.37 Corporate Debt Securities NEWMONT CORP SR NT 4.875%42 549300VSP3RIX7FGDZ51 2042-03-15 4.875000 5000.00 6514.50 Corporate Debt Securities AT&T INC SR GLBL NT 46 549300Z40J86GGSTL398 2046-05-15 4.750000 107000.00 132690.28 Corporate Debt Securities AT&T INC SR GLBL NT3.8%2 549300Z40J86GGSTL398 2027-02-15 3.800000 2035000.00 2276450.49 Corporate Debt Securities ADVANCED MICRO DEVICES INC SR NT 7.5%22 R2I72C950HOYXII45366 2022-08-15 7.500000 14000.00 14904.17 Corporate Debt Securities ALBERTA PROV SR BD 2.2%22 LQPXMHHNJKIPJYE53543 2022-07-26 2.200000 242000.00 246994.61 Corporate Debt Securities ALBERTA PROV SR GLBL BD3.3%28 LQPXMHHNJKIPJYE53543 2028-03-15 3.300000 5000.00 5716.08 Corporate Debt Securities AMAZON COM INC SR GLBL NT 61 ZXTILKJKG63JELOEG630 2061-05-12 3.250000 17000.00 18848.41 Corporate Debt Securities AMERISOURCEBERGEN CORP GLBL NT 2.7%31 AI8GXW8LG5WK7E9UD086 2031-03-15 2.700000 556000.00 583672.12 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC FR 4%041328 549300CRGMZK3K53BF92 2028-04-13 4.000000 4395000.00 5086699.75 Corporate Debt Securities ASTRAZENECA PLC SR GLBL NT 30 PY6ZZQWO2IZFZC3IOL08 2030-08-06 1.375000 44000.00 42352.85 Corporate Debt Securities BMW US CAP LLC EXTND IAM FLTG SR GLBL 144A 30 KK5MZM9DIXLXZL9DZL15 2030-04-09 4.150000 10000.00 11876.39 Corporate Debt Securities BPCE S A SNR NPF GLBL 32 9695005MSX1OYEMGDF46 2032-01-20 2.277000 387000.00 382715.91 Corporate Debt Securities PROVINCE OF QUEBEC SR GLBL QZ NT 30 549300WN65YFEQH74Y36 2030-05-28 1.350000 34000.00 33845.21 Corporate Debt Securities SABINE PASS LIQUEFACTION LLC SR SEC GLBL NT23 549300KJYBG7C6WJYZ11 2023-04-15 5.625000 2301000.00 2502659.64 Corporate Debt Securities SOCIETE GENERALE FR 2.625%012225 O2RNE8IBXP4R0TD8PU41 2025-01-22 2.625000 1450000.00 1516715.71 Corporate Debt Securities STATE STR CORP SR GLBL NT 23 549300ZFEEJ2IP5VME73 2023-03-30 2.825000 83000.00 85218.66 Corporate Debt Securities TELEFONICA EMISONES SA SR GLBL NT 47 549300Y5MFC4SW5Z3K71 2047-03-08 5.213000 800000.00 1030561.09 Corporate Debt Securities TOYOTA MTR CR CORP FR 3.45%092023 Z2VZBHUMB7PWWJ63I008 2023-09-20 3.450000 523000.00 564034.14 Corporate Debt Securities UNION PAC CORP GLBL 144A NT 60 549300LMMRSZZCZ8CL11 2060-03-20 3.839000 3000.00 3552.18 Corporate Debt Securities BANQUE FED DU CRED MUTUEL FR 2.7%072022 VBHFXSYT7OG62HNT8T76 2022-07-20 2.700000 200000.00 204982.00 Corporate Debt Securities BONANZA CREEK ENERGY INC SR GLBL NT7.5%26 IIVIHPH28S64K95M2381 2026-04-30 7.500000 30000.00 30937.50 Corporate Debt Securities BRIGHTHOUSE FINL INC SR GLBL NT4.7%47 5493003T8SZSHOGGAW52 2047-06-22 4.700000 20000.00 22928.57 Corporate Debt Securities BRITISH COLUMBIA PROV CDA SR-BCUSG8 BD2%22 54930058TO7MEKUHWL16 2022-10-23 2.000000 5000.00 5140.71 Corporate Debt Securities BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27 2027-01-15 3.875000 235000.00 260413.23 Corporate Debt Securities BROADCOM INC SR GLBL NT 25 549300WV6GIDOZJTV909 2025-11-15 3.150000 21000.00 22702.16 Corporate Debt Securities CALIFORNIA INSTITUTE OF TECH -2019 BD 3.65%19 549300CITPNHOTVPHC04 2119-09-01 3.650000 80000.00 96341.60 Corporate Debt Securities CARRIER GLOBAL CORPORATION GLBL NT 3.577%50 549300JE3W6CWY2NAN77 2050-04-05 3.577000 2463000.00 2728626.48 Corporate Debt Securities CINCINNATI BELL INC NEW SR GLBL 144A 24 549300JYVZOCUJOHL272 2024-07-15 7.000000 2000.00 2055.39 Corporate Debt Securities CITIZENS FINL GROUP INC SR GLBL NT 30 2138004JDDA4ZQUPFW65 2030-04-30 3.250000 587000.00 646177.43 Corporate Debt Securities COMMONWEALTH BANK OF AUSTRALIA VR 030419-060424 MSFSBD3QN1GSN7Q6C537 2024-06-04 0.954000 545000.00 555835.69 Corporate Debt Securities EXELON CORP SR NT 7.6%32 3SOUA6IRML7435B56G12 2032-04-01 7.600000 1556000.00 2312957.69 Corporate Debt Securities DELL INTL LLC/EMC CORP CR SEN SR SEC 46 2046-07-15 8.350000 1293000.00 2148331.71 Corporate Debt Securities EDISON INTL SR GLBL NT 28 549300I7ROF15MAEVP56 2028-03-15 4.125000 9408000.00 10251717.28 Corporate Debt Securities M & T BK CORP PERP SUB GLBL - 549300WYXDDBYRASEG81 2500-12-31 3.500000 1331000.00 1347452.64 Corporate Debt Securities MARTIN MARIETTA MATLS INC SR GLBL NT2.4%31 5299005MZ4WZECVATV08 2031-07-15 2.400000 4337000.00 4459794.93 Corporate Debt Securities ATHENE GLOBAL FUNDING SR SEC FL 144A24 549300LM1QSI4MSIL320 2024-05-24 0.750003 348000.00 349550.63 Corporate Debt Securities BPCE S A FR 4%091223 9695005MSX1OYEMGDF46 2023-09-12 4.000000 1305000.00 1417369.20 Corporate Debt Securities BK OF AMERICA CORP FR 1.734%072227 9DJT3UXIJIZJI4WXO774 2027-07-22 1.734000 30000.00 30470.06 Corporate Debt Securities ROYALTY PHARMA PLC SR GLBL NT 50 549300FGFN7VOK8BZR03 2050-09-02 3.550000 1000000.00 1020721.39 Corporate Debt Securities STERIS IRISH FINCO UNLIMITED SR GLBL NT 51 2051-03-15 3.750000 1559000.00 1738869.62 Corporate Debt Securities BK OF AMERICA CORP FR 2.972%072152 9DJT3UXIJIZJI4WXO774 2052-07-21 2.972000 7992000.00 8123646.00 Corporate Debt Securities BARCLAYS BANK PLC FR 3%110321 G5GSEF7VJP5I7OUK5573 2021-11-03 0.267750 26000.00 26001.25 Corporate Debt Securities CANADIAN NAT RES LTD MED TERM SR GLBL NT 25 549300T15RIMIKZC5Q38 2025-07-15 2.050000 2380000.00 2454421.28 Corporate Debt Securities CAPITAL ONE FINL CORP LW TIER II 32 ZUE8T73ROZOF6FLBAR73 2032-07-29 2.359000 1889000.00 1880474.73 Corporate Debt Securities DEUTSCHE TELEKOM INTL FIN B V GLBL 144A NT 22 529900ERDFHS6C1M4U58 2022-01-19 2.820000 1500000.00 1515572.50 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC SR GLBL NT 4%55 L2Z2MO2EQURH3BREWI15 2055-09-15 4.000000 2750000.00 3007109.72 Corporate Debt Securities Y 2021-10-05 2021-10-05 2021-11-22 Y RBC CAPITAL MARKETS LLC 1.0000 35 N N N 0.0010 97022878.42 97022878.42 0.0012 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.430000% ZBUT11V806EZRVTWT807 0000782124 ARP0R1JT9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPDR SER TR PORTFOLIO S&P50 5493004K4F0RL72RIJ47 2500-12-31 N/A 13707.00 728664.12 Equities SPDR SER TR S&P SEMICNDCTR 549300BYZ3JA8JJMEJ82 2500-12-31 N/A 337.00 68983.90 Equities SPDR SER TR S&P HOMEBUILD 549300MSE80LL1UJS132 2500-12-31 N/A 16164.00 1272430.08 Equities DD3 ACQUISITION CORP II COM CL A 2500-12-31 N/A 17215.00 170944.95 Equities DEUTSCHE BK AG LONDON BRH DB GOLD DBL LNG 2500-12-31 N/A 11738.00 457195.10 Equities EJF ACQUISITION CORP CL A SHS 2500-12-31 N/A 14758.00 142119.54 Equities SCION TECH GROWTH II CL A SHS 2500-12-31 N/A 23444.00 225531.28 Equities ESTABLISHMENT LABS HLDGS INC COM 549300BCBQ714JNJ7V58 2500-12-31 N/A 104366.00 7495566.12 Equities ALBERTON ACQUISITION CORP ORD SHS 2500-12-31 N/A 8972.00 101204.16 Equities FTAC HERA ACQUISITION CORP CLASS A ORD SHS 2500-12-31 N/A 50066.00 486140.86 Equities GLOBAL CORD BLOOD CORPORATION SHS 2500-12-31 N/A 183347.00 867231.31 Equities GLOBAL SYNERGY ACQUISIT CORP CL A SHS 2500-12-31 N/A 25216.00 245856.00 Equities GLOBAL PARTNER ACQISTN CORP II CL A SHS 2500-12-31 N/A 30340.00 293084.40 Equities GREENCITY ACQUISITION CORP COM 2500-12-31 N/A 7455.00 75519.15 Equities HELIX ACQUISITION CORP COM CL A 2500-12-31 N/A 15698.00 155096.24 Equities KAIROS ACQUISITION CORP CL A SHS 2500-12-31 N/A 16696.00 160615.52 Equities HAMILTON LANE ALLIANCE HLDGS I COM CL A 2500-12-31 N/A 11023.00 106482.18 Equities HIGHLAND FDS I HI LD IBOXX SRLN 254900KZ9XGLUQ76VB43 2500-12-31 N/A 9394.00 150632.79 Equities HUDSON EXECUTIVE INVS CORP II COM CL A 2500-12-31 N/A 18782.00 182373.22 Equities ICLICK INTERACTIVE ASIA GROUP SPONSORED ADR 549300RFP0MGSGB4CS86 2500-12-31 N/A 46098.00 222653.34 Equities IMARA INC COM 2500-12-31 N/A 69197.00 321766.05 Equities IMPACT SHS FDS I TR SUS DV GGE ETF 2500-12-31 N/A 628.00 17791.11 Equities INDEXIQ ETF TR IQ S&P HGH YLD 2500-12-31 N/A 12307.00 311859.38 Equities INDEXIQ ETF TR IQ GLB RES ETF 549300K4NW18Y54P3Q31 2500-12-31 N/A 4290.00 124608.63 Equities INNOVATOR ETFS TR LOUP FRONTIER 549300VD4EYYYQS0EH87 2500-12-31 N/A 7131.00 375803.70 Equities INVESCO ACTIVELY MANAGED ETF INVSCO HY BD FCT 549300RW20HYQZ1T7698 2500-12-31 N/A 463.00 11933.83 Equities INVESCO EXCHANGE TRADED FD TR FTSE RAFI 1000 549300GQ3ITIWDD1P554 2500-12-31 N/A 3342.00 549926.10 Equities INVESCO EXCH TRADED FD TR II S&P INTL MOMNT 549300FP3CLYT6WN8W75 2500-12-31 N/A 565.00 20314.58 Equities INVESCO EXCH TRADED FD TR II FTSE INTL LOW 5493005I65PFO0XN9U48 2500-12-31 N/A 253.00 7987.21 Equities INVESCO EXCH TRADED FD TR II SOLAR ETF 549300Q2OQ2U87KJR762 2500-12-31 N/A 9937.00 855675.07 Equities INVESCO EXCH TRADED FD TR II VRDO TAX FREE 549300RWVHBEA6SWWZ39 2500-12-31 N/A 4890.00 121663.20 Equities INVESCO EXCH TRD SLF IDX FD TR INVSC 30 MUNI BD 549300TVYVFWZ8TYU483 2500-12-31 N/A 2341.00 60151.99 Equities INVESCO EXCH TRD SLF IDX FD TR BULSHS 2021 MUNI 549300L84601864M3N62 2500-12-31 N/A 7599.00 191988.74 Equities ISHARES TR MSCI UN KNGDOM 549300YNVRTNDI25ZP45 2500-12-31 N/A 1426.00 32916.93 Equities ISHARES TR ROBOTICS ARTIF 549300VS8IGDTLP20U91 2500-12-31 N/A 50798.00 2239683.82 Equities ISHARES TR IBONDS 26 TRM TS 549300C67SIRC85IJH34 2500-12-31 N/A 2163.00 55751.33 Equities J ALEXANDERS HLDGS INC COM 5493002L5CGILX8MQ965 2500-12-31 N/A 28000.00 389200.00 Equities JANUS DETROIT STR TR LONG TERM CARE 5493002HMLJ1LMK8NU15 2500-12-31 N/A 6915.00 222455.55 Equities KL ACQUISITION CORP COM CL A 2500-12-31 N/A 19949.00 192507.85 Equities KRANESHARES TR BBG CHINA BD 549300T76GJMCJ0ZKO67 2500-12-31 N/A 960.00 33772.80 Equities KRANESHARES TR EMERGING MKTS 2500-12-31 N/A 616.00 19758.20 Equities KRANESHARES TR MSCI ONE BELT 549300224X9BV37QDG14 2500-12-31 N/A 1436.00 44480.10 Equities LATTICE STRATEGIES TR HARTFORD MLT SML 549300S8HLF0ZCUR8I52 2500-12-31 N/A 589.00 23280.17 Equities LEGG MASON ETF INVT TR GLOBAL INFSTRU 549300NT2YJ3S0V4MG78 2500-12-31 N/A 1809.00 56541.74 Equities LERER HIPPEAU ACQUISITION CORP CL A 2500-12-31 N/A 19153.00 185209.51 Equities LLOYDS BANKING GROUP PLC SPONSORED ADR 549300PPXHEU2JF0AM85 2500-12-31 N/A 994705.00 2337556.75 Equities MERCADOLIBRE INC COM 549300DKPDN9M5S8GB14 2500-12-31 N/A 7812.00 14677966.80 Equities MEREO BIOPHARMA GROUP PLC ADS 213800U8JQHIJOS5AS09 2500-12-31 N/A 965904.00 2627258.88 Equities MERRIMACK PHARMACEUTICALS INC COM NEW 2500-12-31 N/A 23971.00 116019.64 Equities MONUMENT CIRCLE ACQUISITN CORP COM CL A 2500-12-31 N/A 18107.00 175275.76 Equities NATIONAL GRID PLC SPONSORED ADR NE 8R95QZMKZLJX5Q2XR704 2500-12-31 N/A 292276.00 18901488.92 Equities NATWEST GROUP PLC SPONS ADR 2 ORD 2138005O9XJIJN4JPN90 2500-12-31 N/A 98948.00 586761.64 Equities NOKIA CORP SPONSORED ADR 2500-12-31 N/A 3129400.00 18901576.00 Equities NORTH MOUNTAIN MERGER CORP COM CL A 54930034WSZ6BSWNPN41 2500-12-31 N/A 4414.00 42904.08 Equities SELECT SECTOR SPDR TR SBI CONS DISCR 549300CD2I087Y919K79 2500-12-31 N/A 103168.00 18901409.28 Equities SELECT SECTOR SPDR TR FINANCIAL 549300Y12KQ6ZG08NY28 2500-12-31 N/A 491588.00 18901558.60 Equities SELECT SECTOR SPDR TR COMMUNICATION 549300RPODKQJE2HDW24 2500-12-31 N/A 221589.00 18901541.70 Equities SEQUANS COMMUNICATIONS S A SPONSORED ADS 969500G8ZIY1D601KJ66 2500-12-31 N/A 193478.00 977063.90 Equities SIO GENE THERAPIES INC COMMON 529900F0GBLJ6D003G43 2500-12-31 N/A 641272.00 1372322.08 Equities SMART SH GLOBAL LTD ADS 2500-12-31 N/A 177528.00 513055.92 Equities SOGOU INC ADR REPSTG A 549300WNVDJ6CR8AY837 2500-12-31 N/A 376718.00 3322652.76 Equities STUDIO CITY INTL HLDGS LTD SPON ADS 2500-12-31 N/A 29329.00 284198.01 Equities TENCENT MUSIC ENTMT GROUP SPON ADS 213800XTZK2GOHQTYK41 2500-12-31 N/A 2221100.00 18901561.00 Equities ALPS ETF TR DISRUPTIVE TECH 549300FE8PQM6C4QWV13 2500-12-31 N/A 11231.00 575588.75 Equities ABERDEEN STD PLATINUM ETF TR PHYSCL PLATM SHS 5493001S1GI0VA48N983 2500-12-31 N/A 267.00 25148.73 Equities ADAMAS PHARMACEUTICALS INC COM 529900JBG6S9MXH83I79 2500-12-31 N/A 300205.00 1359928.65 Equities ADVISORSHARES TR DORSEY WRIGT ADR 549300J3T52TB0ZR4T50 2500-12-31 N/A 3213.00 219961.02 Equities ADVISORSHARES TR SAGE CORE ETF 2500-12-31 N/A 1037.00 102279.31 Equities ALPINE INCOME PPTY TR INC COM 2500-12-31 N/A 15021.00 282545.01 Equities AMERICAN CENTY ETF TR CORE MUNI FXD IN 5493004G8C03VW5P4F75 2500-12-31 N/A 4889.00 245916.70 Equities UNION ACQUISITION CORP II SHS 2500-12-31 N/A 38970.00 394376.40 Equities VICKERS VANTAGE CORP I SHS 2500-12-31 N/A 16754.00 167204.92 Equities VECTOR ACQUISITION CORP II CL A SHS 2500-12-31 N/A 25748.00 249755.60 Equities XP INC CL A 5493008KDA8NBZRJST80 2500-12-31 N/A 337687.00 16509517.43 Equities YUNHONG INTL CL A SHS 2500-12-31 N/A 24460.00 250715.00 Equities AERCAP HOLDINGS NV SHS 549300SZYINBBLJQU475 2500-12-31 N/A 237984.00 12929670.72 Equities CENTOGENE N V COM 724500ZPEHPCLDLVV439 2500-12-31 N/A 31850.00 327099.50 Equities CNH INDL N V SHS 549300WGC2HZ5J67V817 2500-12-31 N/A 806254.00 13512817.04 Equities INTERCORP FINL SVCS INC SHS 5299004181WFTEWB1398 2500-12-31 N/A 3900.00 87750.00 Equities EUROSEAS LTD SHS 213800ADWWZOFC9KU444 2500-12-31 N/A 6186.00 149824.92 Equities TEEKAY LNG PARTNERS L P PRTNRSP UNITS 549300CP38L0UER0I397 2500-12-31 N/A 66409.00 924413.28 Equities VANECK VECTORS ETF TR OIL SVCS ETF 549300WSDUDKDJCJOV22 2500-12-31 N/A 68272.00 12710198.24 Equities VANGUARD SPECIALIZED FUNDS DIV APP ETF 2500-12-31 N/A 3259.00 530141.53 Equities VANGUARD INDEX FDS S&P 500 ETF SHS 2500-12-31 N/A 4461.00 1854705.36 Equities VANGUARD INDEX FDS VALUE ETF 2500-12-31 N/A 3198.00 453732.24 Equities VICTORY PORTFOLIOS II VICOTRYSHS EMG 2500-12-31 N/A 1626.00 39584.64 Equities VIRTUS ETF TR II NEWFLEET HIG YLD 2500-12-31 N/A 407.00 10018.31 Equities WESTERN ASSET MTG CAP CORP COM 549300JOQRROR5SZYY83 2500-12-31 N/A 7799.00 21525.24 Equities WESTWOOD HLDGS GROUP INC COM 2500-12-31 N/A 12762.00 277318.26 Equities WISDOMTREE TR GERMANY HEDEQ FD 5493007PSWKBWL77AQ13 2500-12-31 N/A 644.00 23390.40 Equities WISDOMTREE TR JPN SCAP HDG EQT 54930085BVDBF5CF3Q45 2500-12-31 N/A 1797.00 79337.55 Equities WISDOMTREE TR INTL MIDCAP DV 2500-12-31 N/A 4531.00 316408.34 Equities WISDOMTREE TR EUR HDG SMLCAP 54930087H8THD7L0OH91 2500-12-31 N/A 7124.00 264244.12 Equities WISDOMTREE TR INDIA EX STATE 549300JMI74H53UK9O93 2500-12-31 N/A 526.00 18669.53 Equities WISDOMTREE TR EMGRING MKTS 54930053VXPX6FVBBG29 2500-12-31 N/A 543.00 14092.42 Equities ABG ACQUISITION CORP I CL A SHS 2500-12-31 N/A 11730.00 113781.00 Equities AGBA ACQUISITION LTD SHS 5493006NA1XBERP7JE98 2500-12-31 N/A 9714.00 105299.76 Equities ALPHA CAPITAL ACQUISITION CO CL A ORD SHS 2500-12-31 N/A 15560.00 149998.40 Equities AUTHENTIC EQUITY ACQUISTN CORP CL A SHS 2500-12-31 N/A 19770.00 191175.90 Equities BCLS ACQUISITION CORP COM CL A 2500-12-31 N/A 13672.00 133302.00 Equities BRIDGETOWN HOLDINGS LTD COM CL A 2500-12-31 N/A 3530.00 34488.10 Equities BRIDGETOWN 2 HOLDINGS LTD CL A 2500-12-31 N/A 167273.00 1649311.78 Equities BRILLIANT ACQUISITION CORP SHS 2500-12-31 N/A 8108.00 81809.72 Equities COVA ACQUISITION CORP CL A SHS 2500-12-31 N/A 41952.00 404836.80 Equities DUDDELL STREET ACQUISITN CORP CL A 213800ES9QGPFJR85C09 2500-12-31 N/A 37414.00 363289.94 Equities DBX ETF TR XTRACKERS MSCI 549300ALNCOJEH1ZFE35 2500-12-31 N/A 1381.00 117404.33 Equities DBX ETF TR XTRACKERS HIGH 549300WPY0WAXSDREF27 2500-12-31 N/A 218.00 10544.66 Equities DBX ETF TR XTRACK MSCI ALL 549300JJ2NOIQQ1Q2N45 2500-12-31 N/A 2600.00 67379.00 Equities DBX ETF TR XTRACK JAPAN JPX 549300RFXUOAC4GIXZ21 2500-12-31 N/A 23473.00 770383.86 Equities DBX ETF TR XTRACK INTL REAL 549300XUCO6WNEIEWE15 2500-12-31 N/A 1140.00 33127.60 Equities TEUCRIUM COMMODITY TR AGRICULTURE FD 2500-12-31 N/A 1611.00 42965.69 Equities TRANSAMERICA ETF TR DELTASHS S&P 549300CHOYI8JFLKTT86 2500-12-31 N/A 35.00 1931.38 Equities TRICIDA INC COM 549300QVPFFJC8SZXG25 2500-12-31 N/A 324170.00 1374480.80 Equities UBS AG LONDON BRANCH FI ENHANCD ETN 2500-12-31 N/A 112.00 26216.92 Equities USCF ETF TR SUMMERHAVEN K1 549300C8PC4VASKYOM26 2500-12-31 N/A 3597.00 73594.62 Equities UNITED STS COMMODITY INDEX FD COMM IDX FND 549300CL6S83MTEAXC70 2500-12-31 N/A 32921.00 1326057.88 Equities UNIVERSAL TECHNICAL INST INC COM 2549003YOJGAZ0PVFV48 2500-12-31 N/A 180623.00 1255329.85 Equities VEON LTD SPONSORED ADR 5493008CA3NMHYEVT131 2500-12-31 N/A 2948876.00 6369572.16 Equities VANECK VECTORS ETF TR BDC INCOME ETF 5493000CQN0MMJGTGK14 2500-12-31 N/A 3695.00 63406.20 Equities SCP & CO HEALTHCARE ACQUSTN CO COM CL A 2500-12-31 N/A 10693.00 102866.66 Equities SPDR GOLD TR GOLD SHS 2500-12-31 N/A 6304.00 1067582.40 Equities SPDR INDEX SHS FDS EURO STOXX 50 549300FS6B2JRJXYB418 2500-12-31 N/A 4333.00 207767.35 Equities SPDR INDEX SHS FDS MSCI WRLD STRGIC 549300L6NXGVZIUJB982 2500-12-31 N/A 543.00 58834.97 Equities SPDR SER TR S&P METALS MNG 5493008LMBT3IECLIE27 2500-12-31 N/A 34485.00 1535272.20 Equities SPDR SER TR S&P DIVID ETF 5493004N0SIW5NZBWC90 2500-12-31 N/A 3844.00 479000.84 Equities DEUTSCHE BK AG LONDON BRH GOLD DOUBLE SHOR 2500-12-31 N/A 5952.00 16278.72 Equities DIREXION SHS ETF TR DLY FIN BULL NEW K98KMGGYJD1W0EDCBP05 2500-12-31 N/A 3695.00 460101.40 Equities DIREXION SHS ETF TR DAILY ROBOTICS 549300T7PQ41I2T80K11 2500-12-31 N/A 6642.00 316628.13 Equities DRDGOLD LIMITED SPON ADR REPSTG 529900Z0P3GRRN23MG34 2500-12-31 N/A 8824.00 84269.20 Equities ETF SER SOLUTIONS AAM S&P DEV MK 2500-12-31 N/A 216.00 5298.98 Equities ETF SER SOLUTIONS US GBL GLD PRE 549300J4PT5P85TLCB51 2500-12-31 N/A 24397.00 445245.25 Equities ETF SER SOLUTIONS BLUE HORIZON BNE 2500-12-31 N/A 1952.00 56497.91 Equities ETF MANAGERS TR ETFMG ALTR HRVST 5493003O7BRWBH63XT11 2500-12-31 N/A 184344.00 3010337.52 Equities ETF MANAGERS TR WEDBUSH ETFMG 549300576F4GQ51CSG09 2500-12-31 N/A 2696.00 143425.58 Equities ELLINGTON RESIDENTIAL MTG REIT COM SHS BEN INT 549300KA3MR2ZCRGA787 2500-12-31 N/A 72664.00 829096.24 Equities ENEL AMERICAS S A SPONSORED ADR 2500-12-31 N/A 583516.00 3956238.48 Equities ENTREPRENEURSHARES SERIES TRUS ERSHARES 5493004Z5W4ALQTA2M10 2500-12-31 N/A 4350.00 117583.98 Equities EXCHANGE TRADED CONCEPTS TR LINK NXTGEN VEHI 2500-12-31 N/A 1212.00 50504.65 Equities FINVOLUTION GROUP SPONSORED ADS 3003000RAVUT809U6P08 2500-12-31 N/A 498011.00 2943245.01 Equities FIRST TR EXCHANGE-TRADED FD NAT GAS ETF 549300SVX60NSSWYLS19 2500-12-31 N/A 14288.00 198031.68 Equities FIRST TR EXCHANGE TRADED FD II IPOX EUROPE EQ 549300K6WIW5LLWGNV26 2500-12-31 N/A 1096.00 36496.80 Equities FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR 549300WUIGPBH8M3GP87 2500-12-31 N/A 2023.00 59978.31 Equities FIRST TR EXCH TRD ALPHDX FD II LATIN AMER ALP 54930064HZE0RSQ7YB04 2500-12-31 N/A 1192.00 23321.48 Equities FIRST TR EXCH TRD ALPHDX FD II JAPAN ALPHADEX 5493005AP2L5R8NCEP09 2500-12-31 N/A 2200.00 112893.00 Equities FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX 549300K49WGSLDHLM846 2500-12-31 N/A 2144.00 104085.84 Equities FIRST TR EXCHANGE-TRADED FD VI EMERGING MKTS 549300H5H50JELOPN794 2500-12-31 N/A 461.00 23164.24 Equities FIRST TR EXCH TRADED FD III RIVRFRNT DYN DEV 549300KY5QEBNGK5JJ30 2500-12-31 N/A 4293.00 322103.79 Equities FIRST TR EXCH TRADED FD III HORIZON MNGD ETF 549300DWE4QDWTZJV984 2500-12-31 N/A 12063.00 390961.83 Equities FIRST TR EXCH TRADED FD III ULTRA SHT DUR MU 549300KVHK7XJBQPJK48 2500-12-31 N/A 47828.00 965169.04 Equities FLEXSHARES TR INTL QLTDV DEF 549300UQED61R4X2PE69 2500-12-31 N/A 3207.00 79133.05 Equities FRANKLIN TEMPLETON ETF TR LIBERTYQ EMERG 549300WUBOCTWL6PGW95 2500-12-31 N/A 1486.00 45699.11 Equities FRANKLIN TEMPLETON ETF TR LIBERTYQ EQUTY 549300JHHNB9812HZJ73 2500-12-31 N/A 261.00 10769.25 Equities FRANKLIN TEMPLETON ETF TR FTSE SAUDI ARB 549300JHXHA1YOKDTF39 2500-12-31 N/A 298.00 10275.40 Equities FRANKLIN TEMPLETON ETF TR FTSE JAPAN HDG 5493000IM51UNM0ZOH37 2500-12-31 N/A 923.00 28322.44 Equities KERNEL GROUP HOLDINGS INC CL A SHS 2500-12-31 N/A 29406.00 284650.08 Equities MARLIN TECHNOLOGY CORP CL A SHS 2500-12-31 N/A 51768.00 502149.60 Equities MALACCA STRAITS ACQUISITION CO COM CL A 2500-12-31 N/A 39299.00 389846.08 Equities APTORUM GROUP LIMITED CL A ORD SHS 984500B8DA8D2D9BFA46 2500-12-31 N/A 4721.00 12180.18 Equities NEW FRONTIER HEALTH CORP ORD SHS 2500-12-31 N/A 258362.00 2911739.74 Equities INVESCO EXCH TRD SLF IDX FD TR BULLSHS 23 USD 2500-12-31 N/A 6603.00 173163.67 Equities INVESCO EXCH TRD SLF IDX FD TR BULLSHS 21 USD 549300O3MGIPKSPU4280 2500-12-31 N/A 693.00 17297.28 Equities INVESCO EXCH TRD SLF IDX FD TR BULSHS 2022 HY 549300O1N10GTRVVNI93 2500-12-31 N/A 25002.00 582296.58 Equities INVESCO DB G10 CURRENCY HARVES UNIT 549300GWDPLYBJ489E10 2500-12-31 N/A 3193.00 79343.50 Equities INVESCO DB MULTI-SECTOR COMMOD SILVER FD 549300QQYW4FIIEL0V75 2500-12-31 N/A 1758.00 58819.52 Equities INVESCO DB US DLR INDEX TR BULLISH FD 549300QQBOFDEGGI5W06 2500-12-31 N/A 12389.00 308362.21 Equities IRSA PROPIEDADES COMERCIALES S SPONSORED ADR 549300WDBPUOVK4S9722 2500-12-31 N/A 27841.00 79346.85 Equities ISHARES INC ASIA/PAC DIV ETF 549300N95BUB668QTS61 2500-12-31 N/A 5105.00 203006.45 Equities ISHARES INC MSCI CDA ETF 549300DXCD53F4JK3H45 2500-12-31 N/A 20783.00 779362.50 Equities ISHARES INC MSCI STH KOR ETF GR1QY1XUY5M0EJSI5J57 2500-12-31 N/A 17361.00 1475511.39 Equities ISHARES INC MSCI GERMANY ETF 5493004D0K60CDIFRQ61 2500-12-31 N/A 26765.00 939986.80 Equities ISHARES INC MSCI MEXICO ETF 549300SQ92O6OZ19G545 2500-12-31 N/A 173909.00 8747622.70 Equities SPORTS VENTURES ACQUISIN CORP CL A SHS 2500-12-31 N/A 13148.00 127009.68 Equities TCV ACQUISITION CORP CL A SHS 2500-12-31 N/A 76080.00 741780.00 Equities TEKKORP DIGITAL ACQUISITN CORP CL A 2500-12-31 N/A 35948.00 350133.52 Equities TUATARA CAPITAL ACQUISITN CORP CL A SHS 2500-12-31 N/A 25800.00 248196.00 Equities AMPLIFY ETF TR PURE JR GLD MINE 5493008S3XMEVRBJ0O34 2500-12-31 N/A 1704.00 38871.14 Equities ARLINGTON ASSET INVST CORP CL A NEW 549300LA9ZT7L8G7IT53 2500-12-31 N/A 120609.00 455902.02 Equities ARROW INVTS TR DWA COUNTRY ETF 5493008G29ZK0CM7X861 2500-12-31 N/A 387.00 14272.56 Equities ARROWROOT ACQUISITION CORP CL A COM 2500-12-31 N/A 43792.00 421279.04 Equities ASLAN PHARMACEUTICALS LTD ADS 549300L9VD6FZWFBND47 2500-12-31 N/A 764190.00 2109164.40 Equities ATHLON ACQUISITION CORP COM CL A 2500-12-31 N/A 27416.00 264290.24 Equities BARCLAYS BANK PLC ETN DJUBSLEAD 38 2500-12-31 N/A 162.00 7705.50 Equities BARCLAYS BANK PLC ETN LKD 48 2500-12-31 N/A 685.00 32376.52 Equities BELLUS HEALTH INC NEW COM NEW 549300QZYQDSMOXCP667 2500-12-31 N/A 44078.00 161766.26 Equities BIOLINERX LTD SPONSORED ADS 529900AKIOSC15Y63R18 2500-12-31 N/A 205342.00 574957.60 Equities BLACKROCK ETF TRUST WORLD EX US CARB 5493000D8FRZQ7QWXY73 2500-12-31 N/A 2617.00 127492.39 Equities BRF SA SPONSORED ADR 254900MTXR9LUVQFU480 2500-12-31 N/A 195900.00 881550.00 Equities BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 30030029PAIA7JHF7N33 2500-12-31 N/A 32188.00 109439.20 Equities BRIGHT LIGHTS ACQUISITION CORP COM CL A 2500-12-31 N/A 44742.00 433549.98 Equities CARNIVAL PLC ADR 4DR1VPDQMHD3N3QW8W95 2500-12-31 N/A 876696.00 18901565.76 Equities CEMEX SAB DE CV SPON ADR NEW 549300RIG2CXWN6IV731 2500-12-31 N/A 738497.00 6011365.58 Equities CENTRAL PUERTO S A SPONSORED ADR 2549005JLIWQ6B7VNR38 2500-12-31 N/A 95589.00 280075.77 Equities CHINA LIFE INS CO LTD SPON ADR REP H 549300J6TFLDXGH6S048 2500-12-31 N/A 70357.00 594516.65 Equities COLUMBIA ETF TR I SUSTNBLE INTL 549300AZD93FII3ZYW76 2500-12-31 N/A 749.00 20875.83 Equities CIA ENERGETICA DE MINAS GERAIS SPONSORED ADR 254900W703PXLDSEM056 2500-12-31 N/A 14066.00 45573.84 Equities ISHARES TR SELECT DIVID ETF 549300NTKYSVK7SH3145 2500-12-31 N/A 14068.00 1668605.48 Equities ISHARES TR JPX NIKKEI 400 5493000DAYJO38DHX894 2500-12-31 N/A 2431.00 176247.50 Equities ISHARES TR S&P 500 VAL ETF 549300CBC7RH6BCDVO32 2500-12-31 N/A 24451.00 3699680.81 Equities ISHARES TR 1 3 YR TREAS BD 549300W0WX9TL4G6HM56 2500-12-31 N/A 39794.00 3432630.44 Equities ISHARES TR RUS 1000 ETF 549300R9T7XRZ4D3YF43 2500-12-31 N/A 4005.00 1020433.95 Equities ISHARES TR U.S. TECH ETF 2500-12-31 N/A 173616.00 18901573.92 Equities ISHARES TR GL CLEAN ENE ETF 549300WONOCNDW382894 2500-12-31 N/A 74672.00 1743591.20 Equities ISHARES SILVER TR ISHARES 549300K2C2CG14B0ZA09 2500-12-31 N/A 2371.00 52778.46 Equities ISHARES TR MSCI PHILIPS ETF 54930043SLQ30SHQRM91 2500-12-31 N/A 11877.00 360466.95 Equities ISHARES INC ESG AWR MSCI EM 549300JES9K0OUJ8F389 2500-12-31 N/A 79193.00 3371246.01 Equities ISHARES TR MSCI INTL MOMENT 549300O0CUUN2T6OVF98 2500-12-31 N/A 41050.00 1625990.50 Equities ISHARES TR CR 5 10 YR ETF 549300E5GUSCE00FIQ17 2500-12-31 N/A 7817.00 403591.71 Equities ISHARES TR MSCI INTL SZE FT 549300VZXW6L50HMRY89 2500-12-31 N/A 7043.00 226430.34 Equities ISHARES TR JPX NIKKEI 400 5493000DAYJO38DHX894 2500-12-31 N/A 1238.00 42917.50 Equities NORTHERN LTS FD TR III CP HI YLD TRND 2500-12-31 N/A 4950.00 120087.00 Equities NOVO-NORDISK A S ADR 549300DAQ1CVT6CXN342 2500-12-31 N/A 184621.00 18901497.98 Equities NUTRIEN LTD COM 5493002QQ7GD21OWF963 2500-12-31 N/A 133260.00 8115534.00 Equities OI SA SPONSORED ADR NE 254900YEMWCRRAGD4978 2500-12-31 N/A 404488.00 444936.80 Equities NUSHARES ETF TR NUVEEN ENHCD 1 5 549300U4HMIURVN2OD61 2500-12-31 N/A 5160.00 130212.60 Equities ODONATE THERAPEUTICS INC COM 549300D50X5LSJ208C14 2500-12-31 N/A 63120.00 213976.80 Equities ONE EQUITY PARTNERS OPEN WTR I CL A 2500-12-31 N/A 17594.00 169078.34 Equities SPDR INDEX SHS FDS MSCI EMR MKT ETF 549300ZMZI3KBHHB5H77 2500-12-31 N/A 1152.00 88462.31 Equities SATSUMA PHARMACEUTICALS INC COM 549300CFJJ7QFB1VAD84 2500-12-31 N/A 57159.00 281222.28 Equities SEA LTD SPONSORD ADS 529900OM6JLLW44YKI15 2500-12-31 N/A 56963.00 18901462.66 Equities ORION ENERGY SYS INC COM 2500-12-31 N/A 32397.00 143518.71 Equities PCB BANCORP COM 549300E5CI0LZ8Q25890 2500-12-31 N/A 39455.00 748066.80 Equities PGIM ETF TR ACTV HY BD ETF 549300F10UK98WW68156 2500-12-31 N/A 19165.00 792472.75 Equities PGIM ETF TR QMA STRGC ALPH 549300RP3OZSRHX2KH10 2500-12-31 N/A 3.00 187.59 Equities PACIFIC GLOBAL ETF TR GLOBAL SR LN ETF 2500-12-31 N/A 366.00 17875.44 Equities PARTNER COMMUNICATIONS CO LTD ADR 529900P1P6RZ1NC37U33 2500-12-31 N/A 3588.00 16720.08 Equities PRIVETERRA ACQUISITION CORP CL A 2500-12-31 N/A 10666.00 103993.50 Equities PROSHARES TR SHT MSCI NEW YKYO515QG76GHEKZ9D12 2500-12-31 N/A 1677.00 27386.75 Equities PROSHARES TR MSCI TRANFRMTNAL 549300T6OZWBESPF1K65 2500-12-31 N/A 3486.00 165257.32 Equities PROSHARES TR ULTRAPRO SHT QQQ KC8ZSAS0N653Z8PPTO65 2500-12-31 N/A 86532.00 631683.60 Equities PROSHARES TR ULTR RUSSL2000 5YNMV3LERCU7E6E3H465 2500-12-31 N/A 2643.00 285893.31 Equities PROSHARES TR ULTRAPRO QQQ 03026FQTQRJ0JSTBI779 2500-12-31 N/A 12777.00 1915400.07 Equities PROPERTY SOLUTIONS ACQUISITION COM CL A 2500-12-31 N/A 15883.00 152635.63 Equities PURPLE BIOTECH LTD SPONSORED ADS 5493008YRL2KK6TM3819 2500-12-31 N/A 199231.00 946347.25 Equities READING INTL INC CL A 549300OHQRI7MW2NQU72 2500-12-31 N/A 39767.00 198039.66 Equities ROSECLIFF ACQUISITION CORP I COM CL A 2500-12-31 N/A 16098.00 155667.66 Equities NOBLE ROCK ACQUISITION CORP CL A SHS 2500-12-31 N/A 18944.00 182051.84 Equities NORTH ATLANTIC ACQUISITN CORP CL A SHS 2500-12-31 N/A 39290.00 379148.50 Equities PANACEA ACQUISITION CORP II CL A SHS 2500-12-31 N/A 9154.00 89251.50 Equities POEMA GLOBAL HOLDINGS CORP CL A SHS 2500-12-31 N/A 45556.00 441893.20 Equities POWERED BRANDS CL A 2500-12-31 N/A 18163.00 175817.84 Equities PROSPECTOR CAPITAL CORP CL A 2500-12-31 N/A 53672.00 519008.24 Equities RMG ACQUISITION CORP III CL A SHS 2500-12-31 N/A 43730.00 423306.40 Equities SARISSA CAPITAL ACQUISITN CORP CL A 5493004KJWPWVA1PD410 2500-12-31 N/A 9510.00 92151.90 Equities FRANKLIN TEMPLETON ETF TR FTSE UNTD KGDM 549300EBZY7Y36672039 2500-12-31 N/A 26351.00 667207.32 Equities FRANKLIN TEMPLETON ETF TR FTSE TAIWAN 549300PAHV2U19VENT44 2500-12-31 N/A 5140.00 232252.44 Equities FRANKLIN TEMPLETON ETF TR FRANKLN SWZLND 549300YJU57FFRVVKH03 2500-12-31 N/A 7438.00 261096.11 Equities FRANKLIN TEMPLETON ETF TR FRANKLIN RUSIA 5493007E11ZY7F0THD32 2500-12-31 N/A 8839.00 276103.84 Equities FRANKLIN TEMPLETON ETF TR FTSE GERMANY 549300QJJXQ48PUZE489 2500-12-31 N/A 1096.00 29997.52 Equities FRANKLIN TEMPLETON ETF TR FTSE BRAZIL 549300U6ULJL7WUJ6046 2500-12-31 N/A 19836.00 452590.08 Equities FRANKLIN TEMPLETON ETF TR FTSE AUSTRALIA 54930046370UAXVTMD60 2500-12-31 N/A 3364.00 103207.52 Equities FRANKLIN TEMPLETON ETF TR LIBERTY FDRL INT 549300RTD7Q8YMBA7Q25 2500-12-31 N/A 5155.00 139545.85 Equities FREELINE THERAPEUTICS HLDGS PL SPONSORED ADS 21380046L1D1Q6QJPH29 2500-12-31 N/A 1890.00 6879.60 Equities GENFIT S A ADS 969500XPWN2DMZQA5X73 2500-12-31 N/A 11140.00 42777.60 Equities GLOBAL X FDS GBL X MSCI PT ET 549300OKF4VXJJ9D0N55 2500-12-31 N/A 5300.00 59646.20 Equities GLOBAL X FDS GLBX MSCI NORW 549300NJJFAZR2WS6R95 2500-12-31 N/A 22174.00 324405.62 Equities GLOBAL X FDS CHINA INOVATION 549300M0WIQYVSLI3748 2500-12-31 N/A 1655.00 31924.95 Equities GLOBAL X FDS CHINA BIOTECHINV 549300FG1QKEEHYYX653 2500-12-31 N/A 2710.00 44927.19 Equities GLOBAL X FDS NASDAQ 100 COVER 54930002VYV0ZD18OT06 2500-12-31 N/A 127545.00 2936085.90 Equities GLOBAL X FDS MSCI CHINA UTL 5493005TCNSNTNLTE240 2500-12-31 N/A 805.00 15025.16 Equities GLOBAL X FDS MSCI CHINA CON 5493002H7E0W2GQ2ZL41 2500-12-31 N/A 3364.00 92119.78 Equities GOLDMAN SACHS ETF TR ACES INVSTMNT GR 549300NXRN00F6I2GP81 2500-12-31 N/A 644.00 32386.82 Equities GREENTREE HOSPITALITY GROUP SPONSORED ADS 3003001U5LT3SICVFH79 2500-12-31 N/A 8797.00 77853.45 Equities GROUP NINE ACQUISITION CORP COM CL A 2500-12-31 N/A 17938.00 173101.70 Equities GRUPO SUPERVIELLE S.A. SPONSORED ADR 549300IQJL3KLZ3IYQ14 2500-12-31 N/A 103931.00 263984.74 Equities GUILD HLDGS CO CL A 2500-12-31 N/A 18552.00 264366.00 Equities GUINNESS ATKINSON FDS SMARTETFS ASIA 5493006E0KSEBGDM0P72 2500-12-31 N/A 1779.00 31949.42 Equities GUINNESS ATKINSON FDS SMARTETFS ADVER 549300QF3M5T2X6BFE86 2500-12-31 N/A 638.00 18301.48 Equities Y 2022-02-28 2022-02-28 2022-03-22 Y JP MORGAN SECURITIES LLC 1.0000 181 N N N 0.0042 378018144.00 378018144.00 0.0049 N N N Y BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 0.170000% RUC0QBLBRPRCU4W1NE59 0000772028 ARP0R1WR8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ATHENE GLOBAL FUNDING SR SEC 144A NT31 549300LM1QSI4MSIL320 2031-06-07 2.673000 5000000.00 5163535.00 Corporate Debt Securities BELL TEL CO CDA-BELL SR GLBL-US6 NT52 549300JYAVAQRV5MNZ86 2052-02-15 3.200000 2400000.00 2493117.33 Corporate Debt Securities BLACKSTONE SECD LENDING FD SR GLBL NT 26 549300KM7KWQHVBNH962 2026-09-16 2.750000 2000000.00 2075448.33 Corporate Debt Securities CELULOSA ARAUCO Y CONSTITUCION SR GLBL 144A 50 549300QEKV8G0AMNQD28 2050-01-29 5.150000 2150000.00 2514306.15 Corporate Debt Securities EQUITABLE FINL LIFE GLOBAL FDG SR SEC GLBL 24 635400B4JJBON4TCHF02 2024-08-12 0.800000 2100000.00 2102566.67 Corporate Debt Securities M & T BK CORP PERP SUB GLBL - 549300WYXDDBYRASEG81 2500-12-31 3.500000 2500000.00 2530902.78 Corporate Debt Securities MEIJI YASUDA LIFE INS CO SUB GLBL 144A 45 549300SLU4LP6YMRLK07 2045-10-20 5.200000 2000000.00 2301015.56 Corporate Debt Securities METROPOLITAN LIFE GLOBAL FDG I SR SEC GLBL 31 635400MMSOCXNNNZDZ82 2031-01-07 1.550000 2157000.00 2097326.60 Corporate Debt Securities NEW YORK LIFE GLOBAL FDG SR SEC 144A NT31 635400DPNHEAUHB7ZI15 2031-08-01 1.850000 1850000.00 1846871.44 Corporate Debt Securities NEW YORK LIFE GLOBAL FDG SR SEC 144A NT31 635400DPNHEAUHB7ZI15 2031-08-01 1.850000 3075000.00 3069799.83 Corporate Debt Securities PEACEHEALTH -2018 BD4.787%48 2048-11-15 4.787000 1400000.00 1948191.08 Corporate Debt Securities STAR ENERGY GEOTHERMAL DARAJAT SR SEC GLBL 38 2038-10-14 4.850000 3363000.00 3773528.88 Corporate Debt Securities T MOBILE USA INC SR SEC GLBL 52 549300V2JRLO5DIFGE82 2052-10-15 3.400000 2000000.00 2048220.00 Corporate Debt Securities ZIONS BANCORPORATION NATL ASSN SUB NT 3.25%29 8WH0EE09O9V05QJZ3V89 2029-10-29 3.250000 5930000.00 6347495.06 Corporate Debt Securities AIRCASTLE LTD SR GLBL NT4.4%23 549300PNK8AKY3OIKP58 2023-09-25 4.400000 3185000.00 3458414.56 Corporate Debt Securities AIRCASTLE LTD SR GLBL 144A 28 549300PNK8AKY3OIKP58 2028-01-26 2.850000 2100000.00 2150823.50 Corporate Debt Securities BANK NEW YORK MELLON CORP ALT TIER I PERP WFLLPEPC7FZXENRZV188 2099-12-31 3.554500 2500000.00 2537550.66 Corporate Debt Securities BANK NEW ZEALAND SR GLBL 144A 25 N7LGVZM7X4UQ66T7LT74 2025-02-21 2.000000 1422000.00 1472281.92 Corporate Debt Securities BANK NOVA SCOTIA B C ALT TIER I PERP L3I9ZG2KFGXZ61BMYR72 2099-12-31 4.900000 3245000.00 3563307.46 Corporate Debt Securities CITIGROUP INC SR GLBL NT 31 6SHGI4ZSSLCXXQSBB395 2031-03-31 4.412000 3933000.00 4683350.85 Corporate Debt Securities COOPERATIEVE CENTRALE RAIFFEIS SR FLT NT 24 DG3RU1DBUFHT4ZF9WN62 2024-01-12 0.350003 3450000.00 3456369.10 Corporate Debt Securities DEUTSCHE BK AG N Y SNR NPF GLBL 24 7LTWFZYICNSX8D621K86 2024-05-30 3.700000 2350000.00 2534804.00 Corporate Debt Securities ROYAL BK CDA EXTND GLBL 23 ES7IP3U3RHIGC71XBU11 2023-09-23 1.900000 7000000.00 7182692.22 Corporate Debt Securities CORP FINAN DE DESARROLO S.A 4.75%25 254900BOM7T4MG6T0J30 2025-07-15 4.750000 2700000.00 2986058.25 Corporate Debt Securities DEUTSCHE BK AG N Y SNR NPF GLBL 7LTWFZYICNSX8D621K86 2031-09-18 3.547000 2400000.00 2629488.07 Corporate Debt Securities GE CAP FUNDING LLC GLBL NT 4.4%30 549300XAGH9TOLX5XM67 2030-05-15 4.400000 2148000.00 2549602.01 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 27 784F5XWPLTWKTBV3E584 2027-01-26 3.850000 599000.00 664622.28 Corporate Debt Securities HCA INC. SR SEC GLBL NT49 L3CJ6J7LJ2DX62FTXD46 2049-06-15 5.250000 1500000.00 1971980.00 Corporate Debt Securities HSBC HLDGS PLC SUB NT 6.8%38 MLU0ZO3ML4LN2LL2TL39 2038-06-01 6.800000 1570000.00 2297742.10 Corporate Debt Securities HYDRO-QUEBEC SR DEB 8.4%22 6THEVG93PYJH84S4D167 2022-01-15 8.400000 1000.00 1040.27 Corporate Debt Securities PROVINCE OF MAN D N PROV NT SR DEB 2.1%22 5493003QILFOB3JRKE30 2022-09-06 2.100000 400000.00 412015.33 Corporate Debt Securities MARRIOTT INTL INC NEW CR SEN SR GLBL31 225YDZ14ZO8E1TXUSU86 2031-04-15 2.850000 125000.00 129331.67 Corporate Debt Securities METLIFE INC PERP JR SB GLBL C4BXATY60WC6XEOZDX54 2500-12-31 3.850000 2000.00 2135.51 Corporate Debt Securities NASDAQ INC CR SEN SR NT 50 549300L8X1Q78ERXFD06 2050-04-28 3.250000 3000000.00 3128442.50 Corporate Debt Securities ONTARIO PROV CDA SR GLBL BD2.4%22 C7PVKCRGLG18EBQGZV36 2022-02-08 2.400000 9000.00 9103.71 Corporate Debt Securities ORACLE CORP SR GLBL NT 51 1Z4GXXU7ZHVWFCD8TV52 2051-03-25 3.950000 10000.00 11303.76 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD2.1%2 1HNPXZSMMB7HMBMVBS46 2027-08-01 2.100000 1024000.00 992501.76 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL 31 NT 4 1HNPXZSMMB7HMBMVBS46 2040-07-01 4.500000 2770000.00 2823128.60 Corporate Debt Securities REINSURANCE GROUP AMER INC SR GLBL NT4.7%23 LORM1GNEU1DKEW527V90 2023-09-15 4.700000 151000.00 166527.67 Corporate Debt Securities SCHWAB CHARLES CORP PERP SUB GLBL -H 549300VSGCJ7E698NM85 2500-12-31 4.000000 83000.00 87189.01 Corporate Debt Securities COMCAST CABLE COMMUNICATIONS SR GLBL NT 22 2022-11-15 9.455000 2529000.00 2879215.22 Corporate Debt Securities AMERICAN INTL GROUP INC EXT JR SB A-6 68 ODVCVCQG2BP6VHV36M30 2068-05-15 8.175000 2434000.00 3685248.41 Corporate Debt Securities ARES FINANCE CO III LLC SUB GLBL 144A 51 2051-06-30 4.125000 2981000.00 3075214.50 Corporate Debt Securities Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0017 97000000.00 97000000.00 0.0012 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.140000% 1VUV7VQFKUOQSJ21A208 0001330437 ARP0R1WX5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CURO GROUP HOLDINGS CORP SR SEC GLBL 28 54930007KH8KCGJ4YE72 2028-08-01 7.500000 169000.00 169834.86 Corporate Debt Securities FORD MTR CO DEL SR GLBL DB7.7%97 20S05OYHG0MQM4VUIC57 2097-05-15 7.700000 2470000.00 3211425.39 Corporate Debt Securities ORIX CORP SR GLBL NT 24 35380016EMHNBOVYE123 2024-12-04 3.250000 5500000.00 5964332.92 Corporate Debt Securities PETRORIO LUXEMBOURG S.A.R.L SR SEC GLBL 26 222100466T5WZDU1B498 2026-06-09 6.125000 1420000.00 1474359.38 Corporate Debt Securities SIRIUS XM RADIO INC SR GLBL 144A 31 WP5O65E6BMU84LNO4227 2031-09-01 3.875000 1500000.00 1492116.87 Corporate Debt Securities SOTHEBYS / BIDFAIR HLDGS INC SR 144A NT 29 2029-06-01 5.875000 407000.00 427068.77 Corporate Debt Securities VOC ESCROW LTD SR SEC GLBL 28 2028-02-15 5.000000 3054000.00 3014552.50 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 27 2S72QS2UO2OESLG6Y829 2027-03-16 4.125000 1200000.00 1392787.50 Corporate Debt Securities WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28 2028-08-15 7.750000 1259000.00 1305059.82 Corporate Debt Securities BNP PARIBAS ALT TIER I PERP R0MUWSFPU8MPRO8K5P83 2500-12-31 4.500000 645000.00 654129.97 Corporate Debt Securities CK HUTCHISON INTERNATIONAL 19 SR GLBL REGS 29 254900FPY8WXG61CMU70 2029-04-11 3.625000 1231000.00 1385954.01 Corporate Debt Securities TSMC GLOBAL LTD SR GLBL REGS 27 549300N2ZLI21P85T117 2027-09-28 1.000000 3000000.00 2922696.67 Corporate Debt Securities MUFG BK LTD N Y BRH SR GLBL REGS 24 C3GTMMZIHMY46P4OIX74 2024-03-10 3.750000 2000000.00 2189176.67 Corporate Debt Securities NIPPON LIFE INSURANCE COMPANY SUB GLBL REGS 44 549300Y0HHMFW3EVWY08 2044-10-16 5.100000 1950000.00 2189330.00 Corporate Debt Securities NTT FINANCE CORP GLBL REGS NT 28 3538007PR116187GD960 2028-04-03 1.591000 1877000.00 1891532.52 Corporate Debt Securities SUMITOMO MITSUI TR BK LTD FR 1.55%032526 5493006GGLR4BTEL8O61 2026-03-25 1.550000 700000.00 714877.53 Corporate Debt Securities BANK NOVA SCOTIA B C SR GLBL COCO 26 L3I9ZG2KFGXZ61BMYR72 2026-08-03 2.700000 180000.00 192979.80 Corporate Debt Securities BLACK HILLS CORP SR GLBL NT 27 3MGELCRSTNSAMJ962671 2027-01-15 3.150000 2609000.00 2802731.29 Corporate Debt Securities BROADCOM INC SR GLBL 144A 41 549300WV6GIDOZJTV909 2041-02-15 3.500000 462000.00 479419.97 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT 30 549300EJG376EN5NQE29 2030-08-21 1.750000 778000.00 761456.69 Corporate Debt Securities CARNIVAL CORP MTN BE SR SEC GLBL 28 F1OF2ZSX47CR0BCWA982 2028-08-01 4.000000 103000.00 103775.36 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT 25 51M0QTTNCGUN7KFCFZ59 2025-08-15 3.375000 2763000.00 3011310.81 Corporate Debt Securities COX COMMUNICATIONS INC NEW SR GLBL 144A 27 5493001NEDZNIFRP2R92 2027-08-15 3.500000 5054000.00 5584495.92 Corporate Debt Securities DEUTSCHE BK AG N Y SNR NPF GLBL 24 7LTWFZYICNSX8D621K86 2024-05-30 3.700000 15000000.00 16179600.00 Corporate Debt Securities DISNEY WALT CO FR 2.95%061527 7260JQNI6SCF9FIV2392 2027-06-15 2.950000 1086000.00 1196041.97 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 27 I1BZKREC126H0VB1BL91 2027-08-15 3.150000 5000000.00 5432750.00 Corporate Debt Securities ECOLAB INC 3.25%27 82DYEISM090VG8LTLS26 2027-12-01 3.250000 3998000.00 4453152.31 Corporate Debt Securities EQUINOR ASA 3.625%28 OW6OFBNCKXC4US5C7523 2028-09-10 3.625000 3000000.00 3434936.25 Corporate Debt Securities HOME DEPOT INC SR NT 3.75%24 QEKMOTMBBKA8I816DO57 2024-02-15 3.750000 3000000.00 3224510.00 Corporate Debt Securities KOOKMIN BANK FR 1.375%050626 549300XXMOJSIW8P4769 2026-05-06 1.375000 4999000.00 5045911.45 Corporate Debt Securities MICROSOFT CORP SR GLBL NT3.3%27 INR2EJN1ERAN0W5ZP974 2027-02-06 3.300000 6109000.00 6833720.85 Corporate Debt Securities MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27 2027-06-20 6.500000 85004.00 93425.30 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC SR GLBL NT 22 353800CI5L6DDAN5XZ33 2022-02-28 2.953000 3700000.00 3750749.51 Corporate Debt Securities ISRAEL ELEC CORP LTD SR SEC GLBL 96 254900JW7GE35YNJGJ55 2096-12-15 8.100000 10061000.00 14891346.47 Corporate Debt Securities KIA MTRS CORP GLBL REGS NT1%24 988400V8MJK9N7OI5X76 2024-04-16 1.000000 2400000.00 2416109.33 Corporate Debt Securities UNILEVER CAP CORP SR GLBL NT 2%26 MYF1DAS6G5WY7PRWCU78 2026-07-28 2.000000 1000000.00 1046973.33 Corporate Debt Securities UNILEVER CAP CORP SR GLBL NT 29 MYF1DAS6G5WY7PRWCU78 2029-09-06 2.125000 935000.00 977542.37 Corporate Debt Securities UNION PAC CORP SR NT 4.163%22 549300LMMRSZZCZ8CL11 2022-07-15 4.163000 1836000.00 1890399.56 Corporate Debt Securities UNION PAC CORP SR GLBL NT 23 549300LMMRSZZCZ8CL11 2023-04-15 2.750000 4744000.00 4948603.45 Corporate Debt Securities UNION PAC CORP SR GLBL NT 25 549300LMMRSZZCZ8CL11 2025-08-15 3.250000 1301000.00 1412826.73 Corporate Debt Securities AMERICAN EXPRESS CO 3.125%26 R4PP93JZOLY261QX3811 2026-05-20 3.125000 1812000.00 1993974.38 Corporate Debt Securities ASTRAZENECA PLC SR GLBL NT0.7%26 PY6ZZQWO2IZFZC3IOL08 2026-04-08 0.700000 5000000.00 4927802.78 Corporate Debt Securities AUTODESK INC SR GLBL NT 30 FRKKVKAIQEF3FCSTPG55 2030-01-15 2.850000 1663000.00 1775853.95 Corporate Debt Securities CLNY TRUST 2019-IKPR B 20381115 FLT 2038-11-15 1.574000 413000.00 413045.66 Private Label Collateralized Mortgage Obligations STORE MSTR FDG I-VII 2019-1 A-2 20491120 3.6 2049-11-20 3.650000 955719.00 1002242.90 Private Label Collateralized Mortgage Obligations UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 356400.00 404756.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 2200000.00 2498495.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-28 0.00 817800.00 817774.65 U.S. Treasuries (including strips) Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0014 127000000.00 127000000.00 0.0016 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.140000% 1VUV7VQFKUOQSJ21A208 0001330437 ARP0R2B73 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GOLDMAN SACHS GROUP INC SR GLBL FL NT 27 784F5XWPLTWKTBV3E584 2027-09-10 0.866090 1000.00 1000.71 Corporate Debt Securities CREDIT SUISSE INTERNATIONAL SR GLBL REGS 23 549300506SI9CRFV9Z86 2023-12-14 1.319000 10421000.00 10573228.23 Corporate Debt Securities BNP PARIBAS ALT TIER I PERP R0MUWSFPU8MPRO8K5P83 2031-02-25 4.625000 200000.00 207780.47 Corporate Debt Securities MICROSOFT CORP SR GLBL NT3.3%27 INR2EJN1ERAN0W5ZP974 2027-02-06 3.300000 7147000.00 7994860.52 Corporate Debt Securities MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27 2027-06-20 6.500000 138143.00 151828.75 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 22 353800V2V8PUY9TK3E06 2022-02-22 2.998000 8558000.00 8673699.88 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR FLT NT 23 353800V2V8PUY9TK3E06 2023-07-26 0.985250 4093000.00 4150610.00 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP 3.761%23 353800V2V8PUY9TK3E06 2023-07-26 3.761000 94000.00 100285.45 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 22 353800V2V8PUY9TK3E06 2022-07-18 2.623000 8000000.00 8192264.22 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC SR GLBL NT 22 353800CI5L6DDAN5XZ33 2022-02-28 2.953000 4000000.00 4054864.33 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC SR FLT NT 22 353800CI5L6DDAN5XZ33 2022-09-11 1.004750 2500000.00 2525551.72 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 26 UNZWILHE4KMRP9K2L524 2026-02-01 10.250000 9272000.00 10797308.39 Corporate Debt Securities NEWCREST FINANCE PTY LTD SR GLBL 144A 30 549300I0XDZ4K7PDSS04 2030-05-13 3.250000 2198000.00 2403292.59 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR GLBL 144A 28 2028-10-01 5.625000 479000.00 515374.06 Corporate Debt Securities 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 28 2028-01-15 3.875000 2200000.00 2264059.72 Corporate Debt Securities ORACLE CORP SR NT 3.625%23 1Z4GXXU7ZHVWFCD8TV52 2023-07-15 3.625000 10000000.00 10653119.44 Corporate Debt Securities ORACLE CORP SR NT 3.4%24 1Z4GXXU7ZHVWFCD8TV52 2024-07-08 3.400000 10000000.00 10759155.56 Corporate Debt Securities ORACLE CORP SR GLBL NT 27 1Z4GXXU7ZHVWFCD8TV52 2027-11-15 3.250000 3218000.00 3541117.59 Corporate Debt Securities ORGANON & CO SR SEC GLBL 28 549300SH15FO4Y2G3V63 2028-04-30 4.125000 290000.00 302261.56 Corporate Debt Securities PACIFIC GAS & ELEC CO SR NT 4.45%42 1HNPXZSMMB7HMBMVBS46 2042-04-15 4.450000 3000.00 3032.04 Corporate Debt Securities PACIFIC GAS & ELEC CO SR NT 4.75%44 1HNPXZSMMB7HMBMVBS46 2044-02-15 4.750000 10700000.00 10909196.89 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL 29 BD 3 1HNPXZSMMB7HMBMVBS46 2030-07-01 4.550000 1137.00 1215.60 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL 28 BD 5 1HNPXZSMMB7HMBMVBS46 2050-07-01 4.950000 37614.00 40050.26 Corporate Debt Securities PHILLIPS 66 SR GLBL NT 30 5493005JBO5YSIGK1814 2030-12-15 2.150000 2000.00 1976.66 Corporate Debt Securities PROCTER & GAMBLE CO SR NT 3.1%23 2572IBTT8CCZW6AU4141 2023-08-15 3.100000 9400000.00 9942077.11 Corporate Debt Securities ROCHE HOLDINGS INC SR 144A NT 3%25 PVJRP0EQNV6OGDPZGY95 2025-11-10 3.000000 5000000.00 5448250.00 Corporate Debt Securities SCHLUMBERGER HLDGS CORP SR GLBL 144A 29 529900IKZG65COT1D505 2029-05-01 4.300000 1394000.00 1616988.89 Corporate Debt Securities SKYMILES IP LTD & DELTA AIR LI SR SEC 144A 28 2028-10-20 4.750000 2400000.00 2682882.67 Corporate Debt Securities SQUARE INC SR GLBL 144A 31 549300OHIIUWSTIZME52 2031-06-01 3.500000 543000.00 570231.15 Corporate Debt Securities SRM ESCROW ISSUER LLC SR SEC GLBL 28 2028-11-01 6.000000 419000.00 453341.24 Corporate Debt Securities SUMITOMO MITSUI BANKING CORP FR 3.4%071124 5U0XI89JRFVHWIBS4F54 2024-07-11 3.400000 4699000.00 5078642.65 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC SR GLBL NT 24 35380028MYWPB6AUO129 2024-07-16 2.696000 3488000.00 3689397.12 Corporate Debt Securities TELECOM ITALIA CAP GTD SR NT 6%34 549300777DJZOR5C4L39 2034-09-30 6.000000 432000.00 501660.00 Corporate Debt Securities 3M CO FR 3%080725 LUZQVYP4VS22CLWDAR65 2025-08-07 3.000000 4996000.00 5415214.36 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 5.750000 984280.00 1169391.90 Corporate Debt Securities TOYOTA MTR CR CORP FR 3%040125 Z2VZBHUMB7PWWJ63I008 2025-04-01 3.000000 2000.00 2170.46 Corporate Debt Securities TYSON FOODS INC SR GLBL NT 27 WD6L6041MNRW1JE49D58 2027-06-02 3.550000 4642000.00 5214852.46 Corporate Debt Securities UNILEVER CAP CORP SR GLBL NT3.1%25 MYF1DAS6G5WY7PRWCU78 2025-07-30 3.100000 1905000.00 2070912.80 Corporate Debt Securities UNILEVER CAP CORP SR GLBL NT 29 MYF1DAS6G5WY7PRWCU78 2029-09-06 2.125000 2065000.00 2158957.21 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 29 549300GHBMY8T5GXDE41 2029-08-15 2.875000 1525000.00 1663176.86 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25 2025-02-15 7.875000 1300000.00 1393925.00 Corporate Debt Securities V F CORP SR GLBL NT2.8%27 CWAJJ9DJ5Z7P057HV541 2027-04-23 2.800000 4000000.00 4330862.22 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 27 2S72QS2UO2OESLG6Y829 2027-03-16 4.125000 7600000.00 8820987.50 Corporate Debt Securities VIKING CRUISES LTD SR SEC GLBL 25 549300IJP90T4MV2GL84 2025-05-15 13.000000 300000.00 358625.00 Corporate Debt Securities WALMART INC SR GLBL NT 25 Y87794H0US1R65VBXU25 2025-06-26 3.550000 2000.00 2215.04 Corporate Debt Securities LLOYDS TSB GROUP PLC SR GLBL COCO 23 549300PPXHEU2JF0AM85 2023-08-16 4.050000 10000000.00 10692175.00 Corporate Debt Securities MASTERCARD INCORPORATED 3.5%28 AR5L2ODV9HN37376R084 2028-02-26 3.500000 13000000.00 14703729.44 Corporate Debt Securities MCDONALDS CORP FR 1.45%090125 UE2136O97NLB5BYP9H04 2025-09-01 1.450000 2000.00 2051.42 Corporate Debt Securities MICROSOFT CORP SR NT 3.125%25 INR2EJN1ERAN0W5ZP974 2025-11-03 3.125000 3937000.00 4332877.38 Corporate Debt Securities SPRINT SPECTRUM CO LLC/SPRINT EXTND SR SEC 29 2029-09-20 5.152000 4848000.00 5630519.99 Corporate Debt Securities NIPPON LIFE INSURANCE COMPANY LW TIER II 50 549300Y0HHMFW3EVWY08 2050-01-23 3.400000 10000000.00 10459944.44 Corporate Debt Securities TOYOTA INDS CORP SR GLBL REGS 28 35380000WKGEAHEMW830 2028-03-16 3.566000 10115000.00 11330065.50 Corporate Debt Securities BANCO DO BRASIL S A GRAND CAYM FR 4.625%011525 QE0Q0253K88YAGNPE356 2025-01-15 4.625000 2173000.00 2324417.36 Corporate Debt Securities KOOKMIN BANK FR 1.375%050626 549300XXMOJSIW8P4769 2026-05-06 1.375000 200000.00 201876.83 Corporate Debt Securities KOREA GAS CORP FR 2%071331 988400TFZILHBD5M3R71 2031-07-13 2.000000 1000000.00 1005121.11 Corporate Debt Securities LCPR SR SECD FING DESIGNATED A SR SEC 144A NT29 549300LE5FM8IKMXSP90 2029-07-15 5.125000 568000.00 594358.75 Corporate Debt Securities FIRST STUDENT BIDCO INC / FIRS SR SEC 144A NT29 2029-07-31 4.000000 3812000.00 3793223.78 Corporate Debt Securities FORD MTR CO DEL SR GLBL DB7.7%97 20S05OYHG0MQM4VUIC57 2097-05-15 7.700000 2390000.00 3107411.61 Corporate Debt Securities WESTLAKE CHEM CORP SR GLBL NT 41 GOXNEVUM0LL78B1OS344 2041-08-15 2.875000 500000.00 491129.17 Corporate Debt Securities MUFG BK LTD N Y BRH SR REGS NT4.1%23 C3GTMMZIHMY46P4OIX74 2023-09-09 4.100000 230000.00 251536.05 Corporate Debt Securities BAIDU INC SR GLBL NT 27 254900AL64IANZYI1E02 2027-02-23 1.625000 500000.00 501677.99 Corporate Debt Securities CLARIVATE SCIENCE HOLDINGS COR SR GLBL 144A 29 2029-07-01 4.875000 514000.00 532798.48 Corporate Debt Securities MORGAN STANLEY FR 1.593%050427 IGJSJL3JD5P30I6NJZ34 2027-05-04 1.593000 2000.00 2031.36 Corporate Debt Securities NORTHWESTERN BELL TEL CO SR DEB 7.75%30 2030-05-01 7.750000 7000000.00 8999013.33 Corporate Debt Securities ORIX CORP SR GLBL NT 24 35380016EMHNBOVYE123 2024-12-04 3.250000 2000000.00 2168848.33 Corporate Debt Securities SUMITOMO MITSUI BANKING CORP BD 3%23 5U0XI89JRFVHWIBS4F54 2023-01-18 3.000000 14000000.00 14561446.67 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC SR GLBL NT 26 35380028MYWPB6AUO129 2026-10-19 3.010000 8923000.00 9769406.04 Corporate Debt Securities MPH ACQUISITION HLDGS LLC SR SEC GLBL 28 5493002WXOPRPTXWTU06 2028-09-01 5.500000 5735000.00 5841495.76 Corporate Debt Securities PETRORIO LUXEMBOURG S.A.R.L SR SEC GLBL 26 222100466T5WZDU1B498 2026-06-09 6.125000 6187000.00 6423846.09 Corporate Debt Securities CREDIT SUISSE INTERNATIONAL ALT TIER I PERP 549300506SI9CRFV9Z86 2500-12-31 4.500000 339000.00 342674.76 Corporate Debt Securities DEERE JOHN CAPITAL CORP FR 2.65%062424 E0KSF7PFQ210NWI8Z391 2024-06-24 2.650000 4999000.00 5321845.14 Corporate Debt Securities DEERE JOHN CAPITAL CORP FR 2.8%090827 E0KSF7PFQ210NWI8Z391 2027-09-08 2.800000 4000000.00 4388782.22 Corporate Debt Securities DEUTSCHE BK AG N Y SNR NPF GLBL 24 7LTWFZYICNSX8D621K86 2024-05-30 3.700000 27000000.00 29123280.00 Corporate Debt Securities DISNEY WALT CO FR 2.95%061527 7260JQNI6SCF9FIV2392 2027-06-15 2.950000 40308000.00 44392320.07 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 22 I1BZKREC126H0VB1BL91 2022-08-15 3.050000 2000.00 2041.69 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 27 I1BZKREC126H0VB1BL91 2027-08-15 3.150000 13000000.00 14125150.00 Corporate Debt Securities EOG RES INC SR NT 3.9%35 XWTZDRYZPBUHIQBKDB46 2035-04-01 3.900000 2100000.00 2458323.00 Corporate Debt Securities EDISON INTL SR GLBL NT 25 549300I7ROF15MAEVP56 2025-04-15 4.950000 68000.00 76731.20 Corporate Debt Securities EQUINOR ASA 3.625%28 OW6OFBNCKXC4US5C7523 2028-09-10 3.625000 3500000.00 4007425.62 Corporate Debt Securities FIRSTENERGY CORP -C 4.85%47 549300SVYJS666PQJH88 2047-07-15 5.350000 503000.00 631237.89 Corporate Debt Securities FOX CORP SR GLBL NT 29 549300DDU6FDRBIELS05 2029-01-25 4.709000 14000.00 16576.69 Corporate Debt Securities FULL HSE RESORTS INC SR SEC GLBL 28 5493009DKIWW0H901Y82 2028-02-15 8.250000 6423000.00 6928276.00 Corporate Debt Securities ENGIE SA SR GLBL 144A 22 LAXUQCHT4FH58LRZDY46 2022-10-10 2.875000 1911000.00 1983599.95 Corporate Debt Securities GILEAD SCIENCES INC SR GLBL NT 26 549300WTZWR07K8MNV44 2026-03-01 3.650000 1000000.00 1121160.00 Corporate Debt Securities GLAXOSMITHKLINE CAP INC SR GLBL NT2.8%23 5493007Q8VD7Q3ZYZS59 2023-03-18 2.800000 9483000.00 9962439.41 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 2099-12-31 6.375000 2310000.00 2579957.19 Corporate Debt Securities HEINEKEN NV SR 144A NT 23 724500K5PTPSST86UQ23 2023-04-01 2.750000 9500000.00 9926093.47 Corporate Debt Securities HOME DEPOT INC SR NT 3.75%24 QEKMOTMBBKA8I816DO57 2024-02-15 3.750000 6400000.00 6878954.67 Corporate Debt Securities HYUNDAI CAP AMER SR REGS NT3.5%26 549300RIPPWJB5Z0FK07 2026-11-02 3.500000 3000.00 3282.60 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 3.125%25 8I5DZWZKVSZI1NUHU748 2025-01-23 3.125000 5000000.00 5372543.06 Corporate Debt Securities JPMORGAN CHASE & CO SR FLT NT 23 8I5DZWZKVSZI1NUHU748 2023-10-24 1.355250 8498000.00 8614042.31 Corporate Debt Securities KEURIG DR PEPPER INC SR GLBL NT 28 DYTQ8KRTKO7Y2BVU5K74 2028-05-25 4.597000 4000000.00 4749074.67 Corporate Debt Securities WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28 2028-08-15 7.750000 2641000.00 2737619.52 Corporate Debt Securities WYNN LAS VEGAS LLC / WYNN SR GLBL 144A 27 2027-05-15 5.250000 2840000.00 3033001.67 Corporate Debt Securities BNP PARIBAS ALT TIER I PERP R0MUWSFPU8MPRO8K5P83 2500-12-31 4.500000 398000.00 403633.69 Corporate Debt Securities ENN ENERGY HLDGS LTD GLBL REGS NT 30 549300V7BXPWT6WIPR03 2030-09-17 2.625000 350000.00 356739.40 Corporate Debt Securities DAI-ICHI LIFE HOLDINGS INC PERP SUB GLBL 3538001235ACEIORUV72 2500-12-31 4.000000 15232000.00 16587648.00 Corporate Debt Securities MEIJI YASUDA LIFE INS CO SUB GLBL REGS 48 549300SLU4LP6YMRLK07 2048-04-26 5.100000 200000.00 235655.33 Corporate Debt Securities ALIBABA GROUP HLDG LTD 3.4%27 5493001NTNQJDH60PM02 2027-12-06 3.400000 4602000.00 5050526.26 Corporate Debt Securities AUTOZONE INC SR GLBL NT 27 GA3JGKJ41LJKXDN23E90 2027-06-01 3.750000 1213000.00 1375317.59 Corporate Debt Securities BMW US CAP LLC EXTND IAM FLTG 144A NT 3.45%23 KK5MZM9DIXLXZL9DZL15 2023-04-12 3.450000 9900000.00 10495493.25 Corporate Debt Securities BPCE S A VR 091218-091223 9695005MSX1OYEMGDF46 2023-09-12 1.359000 2400000.00 2453616.00 Corporate Debt Securities BANK NOVA SCOTIA B C ALT TIER I PERP L3I9ZG2KFGXZ61BMYR72 2500-12-31 4.650000 1193000.00 1228138.82 Corporate Debt Securities BANK NOVA SCOTIA B C SR GLBL COCO 26 L3I9ZG2KFGXZ61BMYR72 2026-08-03 2.700000 17800000.00 19083558.00 Corporate Debt Securities BANK CHINA HONG KONG LTD FR 5.9% KNPC1X7GHDZW8U2ZSF89 2500-12-31 5.900000 699000.00 770441.68 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL NT3.2%26 HLYYNH7UQUORYSJQCN42 2026-06-15 3.200000 3000000.00 3310516.67 Corporate Debt Securities BROADCOM INC SR GLBL 144A 31 549300WV6GIDOZJTV909 2031-02-15 2.450000 2265000.00 2250592.08 Corporate Debt Securities BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 30 2030-02-15 4.875000 412000.00 416728.39 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DB3.4%24 2024-09-01 3.400000 4966000.00 5436180.88 Corporate Debt Securities CSC HLDGS LLC SR 144A NT4.5%31 3HG2WD2W22M120IUNG49 2031-11-15 4.500000 268000.00 273293.00 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT 30 549300EJG376EN5NQE29 2030-08-21 1.750000 140000.00 137023.06 Corporate Debt Securities CANADIAN IMP BK COMM SR GLBL FL NT 23 2IGI19DL77OX0HC3ZE78 2023-09-13 0.779000 13463000.00 13647548.56 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC NT3.85%61 2061-04-01 3.850000 300000.00 305502.50 Corporate Debt Securities CHENIERE ENERGY PARTNERS L P SR GLBL 144A 31 5493005UEC8AZ34LDV29 2031-03-01 4.000000 617000.00 661732.50 Corporate Debt Securities CITIGROUP INC SR GLBL FL NT 23 6SHGI4ZSSLCXXQSBB395 2023-07-24 1.075250 5550000.00 5592542.14 Corporate Debt Securities COMMONWEALTH BANK OF AUSTRALIA FR 3.15%091927 MSFSBD3QN1GSN7Q6C537 2027-09-19 3.150000 241000.00 268169.74 Corporate Debt Securities CREDIT SUISSE INTERNATIONAL SR GLBL COCO 29 549300506SI9CRFV9Z86 2029-01-12 3.869000 4850000.00 5395715.53 Corporate Debt Securities GS MTG SECS TR 2013-GCJ12 D 20460612 FLT 549300SSCQUZ3RRV2T53 2046-06-12 4.588690 47.00 46.90 Private Label Collateralized Mortgage Obligations UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 667500.00 758066.37 U.S. Treasuries (including strips) Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0014 513000000.00 513000000.00 0.0066 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 0.240000% 549300HN4UKV1E2R3U73 0001675365 ARP0R2NL9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N REALTY INCOME CORP SR GLBL NT 26 549300CUWDAUZSH43859 2026-03-15 0.750000 1233000.00 1216093.51 Corporate Debt Securities LSEGA FINANCING PLC FR 2.5%040631 2138009YFYTGEHZNNZ09 2031-04-06 2.500000 2375000.00 2477861.25 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 27 549300GHBMY8T5GXDE41 2027-04-15 3.375000 1211000.00 1365317.73 Corporate Debt Securities DEERE JOHN CAPITAL CORP FR 2.45%010930 E0KSF7PFQ210NWI8Z391 2030-01-09 2.450000 1195000.00 1268192.42 Corporate Debt Securities EMPRESA DE TRANSPORTE DE PASAJ SR GLBL REGS 47 959800T4M5QUPYMSCH69 2047-01-25 5.000000 2878000.00 3525150.28 Corporate Debt Securities SIEMENS FIN NV SR 144A NT 25 TAFO772JB70PDRN5VS48 2025-05-27 3.250000 5050000.00 5515285.96 Corporate Debt Securities SIMON PPTY GROUP LP SR GLBL NT 49 MR92GTD0MJTTTTQDVG45 2049-09-13 3.250000 4261000.00 4459804.06 Corporate Debt Securities STATE STR CORP SR GLBL NT 26 549300ZFEEJ2IP5VME73 2026-03-30 2.901000 5848000.00 6316527.14 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 3.5%021528 B6Q2VFHD1797Q7NZ3E43 2028-02-15 3.500000 1171000.00 1314922.41 Corporate Debt Securities APOLLO MGMT HLDGS LP SR GLBL 144A 30 5493006XQW0V5K38YM64 2030-06-05 2.650000 2273000.00 2341532.21 Corporate Debt Securities ARIZONA PUB SVC CO SR GLBL NT4.2%48 YG6VT0TPHRH4TFVAQV64 2048-08-15 4.200000 1070000.00 1302004.53 Corporate Debt Securities BP CAP MKTS P L C SR GLBL NT 23 549300CRVT18MXX0AG93 2023-09-26 3.994000 1992000.00 2173981.93 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 2.661%051623 WFLLPEPC7FZXENRZV188 2023-05-16 2.661000 1186000.00 1215224.52 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 2.1%102424 WFLLPEPC7FZXENRZV188 2024-10-24 2.100000 1834000.00 1934115.00 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL 144A 27 HLYYNH7UQUORYSJQCN42 2027-11-15 3.450000 960000.00 1085614.40 Corporate Debt Securities SKY PLC SR 144A NT 24 2138003TS48MQKF4BZ29 2024-09-16 3.750000 3090000.00 3416314.30 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT4.4%35 51M0QTTNCGUN7KFCFZ59 2035-08-15 4.400000 1000000.00 1218025.56 Corporate Debt Securities CONSUMERS ENERGY CO 1M GLBL BD 50 7NKTFWJ1G6MELP9TU740 2050-02-15 3.750000 1300000.00 1564246.67 Corporate Debt Securities CREDIT SUISSE AG NEW YORK FR 2.95%040925 549300D0YARF5HYP1809 2025-04-09 2.950000 1006000.00 1086455.97 Corporate Debt Securities DIAGEO CAP PLC SR GLBL NT 25 213800L23DJLALFC4O95 2025-09-29 1.375000 1805000.00 1845694.73 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC 1M BD 3.75%45 MWIUSDMN17TCR56VW396 2045-06-01 3.750000 2262000.00 2635286.55 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC 1REF MTG BD 46 MWIUSDMN17TCR56VW396 2046-03-15 3.875000 3000000.00 3579444.17 Corporate Debt Securities EMPOWER FINANCE 2020 LP SR GLBL 144A 27 2027-09-17 1.357000 1879000.00 1878721.70 Corporate Debt Securities FOMENTO ECONOMICO MEXICANO S A GLBL NT 3.5%50 549300A8MDWDJNMLV153 2050-01-16 3.500000 1950000.00 2097006.17 Corporate Debt Securities AFLAC INC SR NT 3.25%25 549300N0B7DOGLXWPP39 2025-03-17 3.250000 2111000.00 2314935.50 Corporate Debt Securities AEP TRANSMISSION CO LLC SR GLBL -M NT 50 549300X123Z1I0LA3Y84 2050-04-01 3.650000 4065000.00 4743197.82 Corporate Debt Securities AIG GLOBAL FDG SR SECD MED SR SEC GLBL 25 54930057MDZ7KOVOTV71 2025-09-22 0.900000 6647000.00 6613133.54 Corporate Debt Securities PECO ENERGY CO 1M GLBL BD 51 YH65D4JBECK76IFEJ279 2051-03-15 3.050000 1525000.00 1641413.84 Corporate Debt Securities PFIZER INC SR NT 3.4%24 765LHXWGK1KXCLTFYQ30 2024-05-15 3.400000 2953000.00 3213339.76 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL NT3.2%26 HLYYNH7UQUORYSJQCN42 2026-06-15 3.200000 1947000.00 2148525.32 Corporate Debt Securities GLAXOSMITHKLINE CAP PLC SR GLBL NT 3%24 549300U0LV41VX7LEP38 2024-06-01 3.000000 2810000.00 3008919.90 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 24 MLU0ZO3ML4LN2LL2TL39 2024-05-18 3.950000 614000.00 655894.24 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 3%26 QEKMOTMBBKA8I816DO57 2026-04-01 3.000000 1588000.00 1746974.68 Corporate Debt Securities INTERNATIONAL BUSINESS MACHS SR GLBL NT 39 VGRQXHF3J8VDLUA7XE92 2039-05-15 4.150000 955000.00 1162005.27 Corporate Debt Securities JPMORGAN CHASE & CO GLBL NT 2.301%2 8I5DZWZKVSZI1NUHU748 2025-10-15 2.301000 1125000.00 1180656.75 Corporate Debt Securities JPMORGAN CHASE & CO GLBL NT 2.083%2 8I5DZWZKVSZI1NUHU748 2026-04-22 2.083000 4178000.00 4345095.28 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 24 8I5DZWZKVSZI1NUHU748 2024-06-01 1.514000 1520000.00 1553113.20 Corporate Debt Securities TOTAL CAP INTL SR GLBL NT 41 549300U37G2I8G4RUG09 2041-06-29 2.986000 2320000.00 2430020.33 Corporate Debt Securities UBS GROUP AG SR GLBL COCO 25 549300SZJ9VS8SGXAN81 2025-09-24 4.125000 2590000.00 2932203.75 Corporate Debt Securities UNILEVER CAP CORP SR GLBL NT2.9%27 MYF1DAS6G5WY7PRWCU78 2027-05-05 2.900000 3264000.00 3574943.15 Corporate Debt Securities UNITED PARCEL SVCS INC SR GLBL NT2.2%24 D01LMJZU09ULLNCY6Z23 2024-09-01 2.200000 983000.00 1037546.67 Corporate Debt Securities US BANCORP FR 1.45%051225 N1GZ7BBF3NP8GI976H15 2025-05-12 1.450000 1134000.00 1164856.45 Corporate Debt Securities CORPORACION NACIONAL DEL COBRE GLBL REGS NT 42 549300UVMBCBCIPSUI70 2042-07-17 4.250000 4600000.00 5360179.39 Corporate Debt Securities CORPORACION NACIONAL DEL COBRE GLBL REGS NT 25 549300UVMBCBCIPSUI70 2025-09-16 4.500000 3000000.00 3418620.00 Corporate Debt Securities PRUDENTIAL FINL INC FR 4.418%032748 5PRBRS5FEH7NREC8OR45 2048-03-27 4.418000 1558000.00 2010208.29 Corporate Debt Securities ROYAL BK CDA FR 0.875%012026 ES7IP3U3RHIGC71XBU11 2026-01-20 0.875000 1061000.00 1052136.97 Corporate Debt Securities STATE STR CORP SR SB GLBL NT 34 549300ZFEEJ2IP5VME73 2034-11-01 3.031000 1990000.00 2164111.73 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC SR GLBL NT 23 35380028MYWPB6AUO129 2023-01-17 3.102000 1815000.00 1891649.87 Corporate Debt Securities TORONTO DOMINION BANK FR 1.2%013027 PT3QB789TSUIDF371261 2027-01-30 1.200000 3650000.00 3650182.50 Corporate Debt Securities ADOBE INC SR GLBL NT2.3%30 FU4LY2G4933NH2E1CP29 2030-02-01 2.300000 1066000.00 1116407.59 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 2%032428 B6Q2VFHD1797Q7NZ3E43 2028-03-24 2.000000 1123000.00 1164643.34 Corporate Debt Securities ATHENE GLOBAL FUNDING SR SEC GLBL 27 549300LM1QSI4MSIL320 2027-08-20 2.450000 2945000.00 3080583.71 Corporate Debt Securities BANK NOVA SCOTIA B C GLBL COCO 25 L3I9ZG2KFGXZ61BMYR72 2025-06-11 1.300000 1712000.00 1737164.50 Corporate Debt Securities TRUIST FINL CORP SUB BD 3.625%25 JJKC32MCHWDI71265Z06 2025-09-16 3.625000 1940000.00 2168928.89 Corporate Debt Securities CANADIAN NATL RY CO SR GLBL DEB 37 3SU7BEP7TH9YEQOZCS77 2037-11-15 6.375000 756000.00 1118207.79 Corporate Debt Securities CARGILL INC SR GLBL 144A 23 QXZYQNMR4JZ5RIRN4T31 2023-07-23 1.375000 1180000.00 1205064.84 Corporate Debt Securities COMCAST CORP NEW GLBL NT 2.45%52 51M0QTTNCGUN7KFCFZ59 2052-08-15 2.450000 1822000.00 1678041.76 Corporate Debt Securities DIAGEO CAP PLC SR GLBL NT 24 213800L23DJLALFC4O95 2024-10-24 2.125000 1315000.00 1385676.68 Corporate Debt Securities EMERSON ELEC CO SR GLBL NT 25 FGLT0EWZSUIRRITFOA30 2025-06-01 3.150000 2750000.00 2990968.75 Corporate Debt Securities FOMENTO ECONOMICO MEXICANO S A SR GLBL NT 43 549300A8MDWDJNMLV153 2043-05-10 4.375000 1332000.00 1629193.25 Corporate Debt Securities PFIZER INC GLBL NT 1.7%30 765LHXWGK1KXCLTFYQ30 2030-05-28 1.700000 2571000.00 2593294.85 Corporate Debt Securities HOME DEPOT INC SR GLBL NT0.9%28 QEKMOTMBBKA8I816DO57 2028-03-15 0.900000 2911000.00 2849199.47 Corporate Debt Securities HONEYWELL INTL INC SR GLBL NT2.8%50 ISRPG12PN4EIEOEMW547 2050-06-01 2.800000 1580000.00 1674515.60 Corporate Debt Securities HONEYWELL INTL INC SR GLBL NT 31 ISRPG12PN4EIEOEMW547 2031-09-01 1.750000 2870000.00 2859550.81 Corporate Debt Securities SIEMENS FIN NV SR REGS NT 25 TAFO772JB70PDRN5VS48 2025-05-27 3.250000 1055000.00 1152203.30 Corporate Debt Securities Y 2021-10-05 2021-10-05 2021-11-26 Y BOFA SECURITIES INC 1.0000 35 N N N 0.0010 145049214.45 145049214.45 0.0019 N N N Y CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.120000% 1VUV7VQFKUOQSJ21A208 0001330437 ARP0R2NZ8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JPMORGAN CHASE & CO SR GLBL NT 29 8I5DZWZKVSZI1NUHU748 2029-06-01 2.069000 500000.00 509861.25 Corporate Debt Securities TECHNIPFMC PLC SR GLBL 144A 26 549300D5I93QWCJTCK36 2026-02-01 6.500000 101000.00 107833.27 Corporate Debt Securities UBER TECHNOLOGIES INC SR GLBL 144A 29 549300B2FTG34FILDR98 2029-08-15 4.500000 4123000.00 4085501.31 Corporate Debt Securities WYNN MACAU LTD SR GLBL REGS 26 254900NMDQ8ENTHU1I31 2026-01-15 5.500000 347000.00 359361.88 Corporate Debt Securities CITIGROUP INC SR GLBL FL NT 27 6SHGI4ZSSLCXXQSBB395 2027-06-09 0.00 15000.00 15065.70 Corporate Debt Securities MORGAN STANLEY FR 1.512%072027 IGJSJL3JD5P30I6NJZ34 2027-07-20 1.512000 1000.00 1004.41 Corporate Debt Securities AMERICAN EXPRESS CO 3.125%26 R4PP93JZOLY261QX3811 2026-05-20 3.125000 61000.00 67126.07 Corporate Debt Securities BAIDU INC SR GLBL NT 24 254900AL64IANZYI1E02 2024-05-14 4.375000 200000.00 219998.39 Corporate Debt Securities BANK NOVA SCOTIA B C ALT TIER I PERP L3I9ZG2KFGXZ61BMYR72 2500-12-31 4.650000 1385000.00 1425794.02 Corporate Debt Securities CARNIVAL CORP MTN BE SR SEC GLBL 28 F1OF2ZSX47CR0BCWA982 2028-08-01 4.000000 98000.00 98737.72 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 22 I1BZKREC126H0VB1BL91 2022-08-15 3.050000 48000.00 49000.59 Corporate Debt Securities GENERAL MILLS INC SR GLBL NT3.7%23 2TGYMUGI08PO8X8L6150 2023-10-17 3.700000 1614000.00 1741332.05 Corporate Debt Securities HOLLYFRONTIER CORP CR SEN SR GLBL30 549300J3U2WK73C9ZK26 2030-10-01 4.500000 4322000.00 4709380.86 Corporate Debt Securities ORACLE CORP SR GLBL NT 27 1Z4GXXU7ZHVWFCD8TV52 2027-11-15 3.250000 508000.00 559008.00 Corporate Debt Securities PRIME HEALTHCARE SVCS INC SR SEC 144A NT25 2025-11-01 7.250000 18000.00 19717.50 Corporate Debt Securities SIEMENS FIN NV GLBL 144A NT 26 TAFO772JB70PDRN5VS48 2026-08-17 6.125000 4792000.00 5904663.13 Corporate Debt Securities SIMON PPTY GROUP LP SR GLBL NT3.5%25 MR92GTD0MJTTTTQDVG45 2025-09-01 3.500000 5000.00 5543.05 Corporate Debt Securities SUMITOMO MITSUI BANKING CORP FR 3.4%071124 5U0XI89JRFVHWIBS4F54 2024-07-11 3.400000 11000000.00 11888714.44 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 5.750000 43618.00 51821.16 Corporate Debt Securities UNION PAC CORP SR NT 4.163%22 549300LMMRSZZCZ8CL11 2022-07-15 4.163000 2072000.00 2133392.09 Corporate Debt Securities VOC ESCROW LTD SR SEC GLBL 28 2028-02-15 5.000000 82000.00 80940.83 Corporate Debt Securities STORE MSTR FDG I-VII 2019-1 A-2 20491120 3.6 2049-11-20 3.650000 4700328.00 4929137.49 Private Label Collateralized Mortgage Obligations UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 5054100.00 5739840.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-21 0.00 3134000.00 3133774.35 U.S. Treasuries (including strips) Y 2021-09-03 2021-09-03 2021-09-03 N N N 0.0011 45000047.70 45000047.70 0.0006 N N Y N NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 0.050000% OXTKY6Q8X53C9ILVV871 0000902266 ARP0R2OL8 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 2022-08-31 1.625000 100.00 101.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.875000 100.00 101.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-15 1.625000 639600.00 649475.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 0.345005 317700.00 317938.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-10-15 0.125000 22767200.00 22724086.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 0.750000 40855300.00 41041732.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-03 0.00 961800.00 961613.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-28 0.00 12723000.00 12722681.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-21 0.00 21545400.00 21542232.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 0.125000 100.00 99.84 U.S. Treasuries (including strips) Y 2021-09-03 2021-09-03 2021-09-03 N N N 0.0005 98000000.00 98000000.00 0.0013 N N Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 0.055000% 549300H47WTHXPU08X20 ARP0R36Z5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 1.750000 100000000.00 101702186.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-30 2.125000 100000000.00 104722153.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.750000 100000000.00 100857990.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.000000 100000000.00 100980256.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 1.500000 100000000.00 103748049.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.625000 100000000.00 95308023.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 100000000.00 116207465.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 50000000.00 61749567.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 2.125000 100000000.00 105893153.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 62004800.00 69997683.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-07-15 0.250000 56031800.00 67412742.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.000000 100000000.00 100986256.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 0.125000 57500000.00 57536730.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-15 0.250000 57000000.00 57046380.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 0.125000 21449200.00 21439209.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 70000000.00 105561744.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 0.875000 100000000.00 100710418.48 U.S. Treasuries (including strips) Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0006 1443000000.00 1443000000.00 0.0186 N Y Y N BOFA SECURITIES INC BOFA SECURITIES INC 0.050000% 549300HN4UKV1E2R3U73 0001675365 ARP0R37B7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNRM CL055LY R21F055 B1V7KEBTPIMZEU4LTD58 2051-08-25 2.500000 3958000.00 4052221.51 Agency Collateralized Mortgage Obligation GNRM 2008-074 AC 549300M8ZYFG0OCMTT87 2038-08-20 5.500000 15750000.00 3516063.19 Agency Collateralized Mortgage Obligation GNRM 2010-111 PE 549300M8ZYFG0OCMTT87 2039-10-20 2.500000 1000000.00 14511.00 Agency Collateralized Mortgage Obligation GNRM 2016-123 LM 549300M8ZYFG0OCMTT87 2046-09-20 3.000000 200000.00 219723.80 Agency Collateralized Mortgage Obligation GNRM 2017-36 GB 549300M8ZYFG0OCMTT87 2047-03-20 3.000000 1651000.00 1099899.15 Agency Collateralized Mortgage Obligation GNRM 2018-130 A 549300M8ZYFG0OCMTT87 2059-05-16 3.250000 30000.00 7045.28 Agency Collateralized Mortgage Obligation GNRM 2019-56 GE 549300M8ZYFG0OCMTT87 2049-04-20 2.500000 10000000.00 2317437.57 Agency Collateralized Mortgage Obligation GNRM 2019-89 PT 549300M8ZYFG0OCMTT87 2048-08-20 3.500000 203000.00 221511.71 Agency Collateralized Mortgage Obligation GNRM 2020-189 D 549300M8ZYFG0OCMTT87 2043-07-20 2.750000 12080120.00 2777918.54 Agency Collateralized Mortgage Obligation GNRM 2020-189 C 549300M8ZYFG0OCMTT87 2049-07-20 3.000000 15441163.00 11621654.76 Agency Collateralized Mortgage Obligation GNRM 2021-044 JY 549300M8ZYFG0OCMTT87 2051-03-20 1.750000 2361095.00 2173214.01 Agency Collateralized Mortgage Obligation GNRM 2021-044 YJ 549300M8ZYFG0OCMTT87 2051-03-20 1.750000 2549015.00 2383791.25 Agency Collateralized Mortgage Obligation GNRM 2021-069 BY 549300M8ZYFG0OCMTT87 2051-04-20 3.000000 57000.00 61904.62 Agency Collateralized Mortgage Obligation GNRM 2021-087 EK 549300M8ZYFG0OCMTT87 2051-05-20 1.000000 85015000.00 81757575.94 Agency Collateralized Mortgage Obligation GNRM 2021-104 ED 549300M8ZYFG0OCMTT87 2051-06-20 1.750000 34878021.00 35252507.74 Agency Collateralized Mortgage Obligation GNRM 2021-130 TY 549300M8ZYFG0OCMTT87 2051-07-20 2.000000 1095000.00 1039581.68 Agency Collateralized Mortgage Obligation VARA 2000-01 1A 2030-01-15 6.024270 5440000.00 146855.97 Agency Collateralized Mortgage Obligation FNRM CL101NB R11F101 B1V7KEBTPIMZEU4LTD58 2041-10-25 4.000000 342000.00 296925.51 Agency Collateralized Mortgage Obligation FNRM CL096BE R11F096 B1V7KEBTPIMZEU4LTD58 2041-10-25 3.500000 1000000.00 1074400.67 Agency Collateralized Mortgage Obligation FNRM RC030TC R12F030 B1V7KEBTPIMZEU4LTD58 2041-04-25 2.500000 1000000.00 137006.92 Agency Collateralized Mortgage Obligation FNRM RC052NY R12F052 B1V7KEBTPIMZEU4LTD58 2042-05-25 3.500000 350000.00 236265.69 Agency Collateralized Mortgage Obligation FNRM CL055HP R13F055 B1V7KEBTPIMZEU4LTD58 2042-12-25 3.500000 750000.00 204937.89 Agency Collateralized Mortgage Obligation FNRM RC054HP R17F054 B1V7KEBTPIMZEU4LTD58 2045-07-25 3.000000 30000000.00 9939615.23 Agency Collateralized Mortgage Obligation FNRM CL105N R17F105 B1V7KEBTPIMZEU4LTD58 2048-01-25 3.000000 240000.00 121504.06 Agency Collateralized Mortgage Obligation FNRM RC058B R18F058 B1V7KEBTPIMZEU4LTD58 2048-08-25 3.000000 29000000.00 7653182.69 Agency Collateralized Mortgage Obligation FNRM CL094KD R18F094 B1V7KEBTPIMZEU4LTD58 2048-12-25 3.500000 425000.00 99804.17 Agency Collateralized Mortgage Obligation FNRM CL001AC R20F001 B1V7KEBTPIMZEU4LTD58 2058-08-25 3.500000 10450000.00 7374769.50 Agency Collateralized Mortgage Obligation MNRM CL023A3 R20M023 B1V7KEBTPIMZEU4LTD58 2035-03-25 1.740000 3685000.00 3691327.15 Agency Collateralized Mortgage Obligation FNRM CL020PY R21F020 B1V7KEBTPIMZEU4LTD58 2051-04-25 1.500000 155000.00 127008.86 Agency Collateralized Mortgage Obligation FNRM CL060BY R21F060 B1V7KEBTPIMZEU4LTD58 2051-09-25 2.500000 2621000.00 2693117.69 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2041-05-15 0.545500 1200000.00 173792.28 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2046-08-15 0.595500 595000.00 294568.89 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-10-15 0.450250 26196333.00 6507957.46 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2049-07-25 3.000000 57519000.00 31672664.18 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2025-11-15 3.500000 1750000.00 246776.96 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2026-03-15 2.000000 736000.00 15883.82 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2041-11-15 4.000000 600000.00 672324.20 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2041-09-15 4.500000 8571977.00 431652.25 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2043-01-15 3.500000 1080000.00 27233.23 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2046-03-15 3.000000 5450000.00 2752514.17 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2044-05-15 4.000000 3370000.00 47794.72 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2061-01-25 1.750000 63756934.00 56880034.85 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2051-03-25 1.250000 25000000.00 23267954.69 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2049-04-15 4.000000 146310.00 167566.84 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2047-08-15 4.000000 502000.00 175851.03 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2041-09-25 2.000000 6477602.00 6479180.38 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2024-09-15 4.500000 100000.00 2491.17 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2040-04-15 4.000000 24360000.00 1616748.96 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2027-09-25 3.023350 20000.00 19507.33 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-03-25 3.146890 30000.00 32047.38 Agency Collateralized Mortgage Obligation FNAR XX.XXX LBAL9334 B1V7KEBTPIMZEU4LTD58 2037-11-01 2.134000 75664965.00 19736055.57 Agency Mortgage-Backed Securities FNAR XX.XXX HLAN0448 B1V7KEBTPIMZEU4LTD58 2046-01-01 3.880000 22489000.00 23490440.77 Agency Mortgage-Backed Securities FNAR XX.XXX HLAN9377 B1V7KEBTPIMZEU4LTD58 2048-06-01 4.020000 11993000.00 13381634.90 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9673 B1V7KEBTPIMZEU4LTD58 2033-08-01 3.850000 3351000.00 3894258.53 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9902 B1V7KEBTPIMZEU4LTD58 2038-09-01 3.810000 1903000.00 2201152.58 Agency Mortgage-Backed Securities FNAR XX.XXX WSBH4524 B1V7KEBTPIMZEU4LTD58 2046-06-01 2.253000 145694809.00 40897194.56 Agency Mortgage-Backed Securities FNAR XX.XXX WSBH4523 B1V7KEBTPIMZEU4LTD58 2047-04-01 2.223000 70443012.00 20577102.73 Agency Mortgage-Backed Securities FMAR 841254 G S6XOOCT0IEG5ABCC6L87 2051-08-01 1.885000 40000000.00 40725972.06 Agency Mortgage-Backed Securities FMAR 841255 G S6XOOCT0IEG5ABCC6L87 2051-07-01 1.815000 24000000.00 24426269.83 Agency Mortgage-Backed Securities FMAR 841256 G S6XOOCT0IEG5ABCC6L87 2046-04-01 2.126000 17374990.00 17426131.67 Agency Mortgage-Backed Securities FMAR 841257 G S6XOOCT0IEG5ABCC6L87 2050-08-01 2.639000 10432713.00 10518543.19 Agency Mortgage-Backed Securities FMAR 846981 G S6XOOCT0IEG5ABCC6L87 2031-07-01 2.433000 16087597.00 43626.61 Agency Mortgage-Backed Securities FMAR 1B2420 G S6XOOCT0IEG5ABCC6L87 2035-11-01 2.360000 600000.00 8088.33 Agency Mortgage-Backed Securities FMAR 847301 G S6XOOCT0IEG5ABCC6L87 2033-04-01 5.032000 104067207.00 1262648.69 Agency Mortgage-Backed Securities FMAR 847690 G S6XOOCT0IEG5ABCC6L87 2037-02-01 2.516000 66895077.00 3211576.37 Agency Mortgage-Backed Securities FMAR 847823 G S6XOOCT0IEG5ABCC6L87 2037-10-01 2.043000 77904591.00 2395798.75 Agency Mortgage-Backed Securities FMAR 8B0033 G S6XOOCT0IEG5ABCC6L87 2051-07-01 1.739000 729500.00 749276.98 Agency Mortgage-Backed Securities FMAR 8C0024 G S6XOOCT0IEG5ABCC6L87 2051-04-01 1.809000 10029106.00 9511477.47 Agency Mortgage-Backed Securities FMAR 8C0057 G S6XOOCT0IEG5ABCC6L87 2051-07-01 1.895000 46382214.00 47535660.52 Agency Mortgage-Backed Securities FMAR 8C0058 G S6XOOCT0IEG5ABCC6L87 2051-07-01 1.897000 20853398.00 21437474.20 Agency Mortgage-Backed Securities FMAR 8C0074 G S6XOOCT0IEG5ABCC6L87 2051-07-01 2.058000 6407089.00 6635115.29 Agency Mortgage-Backed Securities FMAR 8C0081 G S6XOOCT0IEG5ABCC6L87 2051-07-01 1.835000 30059031.00 30827470.67 Agency Mortgage-Backed Securities FMAR 8D0057 G S6XOOCT0IEG5ABCC6L87 2051-07-01 1.610000 5367735.00 5425048.73 Agency Mortgage-Backed Securities FMAR 8D0060 G S6XOOCT0IEG5ABCC6L87 2051-07-01 1.997000 6090153.00 6259966.68 Agency Mortgage-Backed Securities FMAR 8D0061 G S6XOOCT0IEG5ABCC6L87 2051-07-01 1.751000 25021374.00 25448808.21 Agency Mortgage-Backed Securities FMAR 8D0062 G S6XOOCT0IEG5ABCC6L87 2051-08-01 1.925000 2327000.00 2384357.09 Agency Mortgage-Backed Securities FMAR 8D0047 G S6XOOCT0IEG5ABCC6L87 2051-07-01 1.939000 28028074.00 28649005.56 Agency Mortgage-Backed Securities FMAR 8D0048 G S6XOOCT0IEG5ABCC6L87 2051-07-01 1.790000 15451303.00 15734135.67 Agency Mortgage-Backed Securities FMAR 8D0067 G S6XOOCT0IEG5ABCC6L87 2051-08-01 1.728000 18576361.00 18882486.10 Agency Mortgage-Backed Securities FMAR 8B0032 G S6XOOCT0IEG5ABCC6L87 2051-07-01 1.742000 2650374.00 2726227.24 Agency Mortgage-Backed Securities FMAR 8B0011 G S6XOOCT0IEG5ABCC6L87 2051-04-01 1.894000 647277.00 663528.67 Agency Mortgage-Backed Securities FMAR 8B0023 G S6XOOCT0IEG5ABCC6L87 2051-06-01 1.755000 821250.00 280484.33 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0745 B1V7KEBTPIMZEU4LTD58 2034-01-01 4.090000 2556000.00 2970042.99 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0752 B1V7KEBTPIMZEU4LTD58 2029-01-01 3.650000 9650000.00 11169891.08 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0939 B1V7KEBTPIMZEU4LTD58 2036-12-01 4.300000 977000.00 990683.19 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1454 B1V7KEBTPIMZEU4LTD58 2031-01-01 3.870000 3262000.00 3651423.78 Agency Mortgage-Backed Securities FMAR 848968 G S6XOOCT0IEG5ABCC6L87 2043-02-01 2.012000 1775000.00 68085.08 Agency Mortgage-Backed Securities FMAR 848987 G S6XOOCT0IEG5ABCC6L87 2042-08-01 2.135000 3580000.00 169503.17 Agency Mortgage-Backed Securities FMAR 848510 G S6XOOCT0IEG5ABCC6L87 2041-03-01 2.283000 53300000.00 3496225.59 Agency Mortgage-Backed Securities FMAR 849278 G S6XOOCT0IEG5ABCC6L87 2044-04-01 1.999000 145000.00 13221.29 Agency Mortgage-Backed Securities FMAR 849410 G S6XOOCT0IEG5ABCC6L87 2044-07-01 1.865000 22523973.00 530417.52 Agency Mortgage-Backed Securities FMAR 849455 G S6XOOCT0IEG5ABCC6L87 2044-09-01 1.949000 5000000.00 204350.06 Agency Mortgage-Backed Securities FMAR 849618 G S6XOOCT0IEG5ABCC6L87 2045-02-01 2.031000 21250000.00 1500298.56 Agency Mortgage-Backed Securities FMAR 849648 G S6XOOCT0IEG5ABCC6L87 2043-09-01 3.041000 12850000.00 1751629.03 Agency Mortgage-Backed Securities FMAR 2B1727 G S6XOOCT0IEG5ABCC6L87 2043-09-01 2.701000 12933629.00 3002255.85 Agency Mortgage-Backed Securities FMAR 2B1054 G S6XOOCT0IEG5ABCC6L87 2042-12-01 2.025000 25201878.00 530887.68 Agency Mortgage-Backed Securities FMAR 2B1332 G S6XOOCT0IEG5ABCC6L87 2043-04-01 1.915000 274516.00 10984.38 Agency Mortgage-Backed Securities FMAR 2B1538 G S6XOOCT0IEG5ABCC6L87 2043-07-01 2.351000 5100000.00 961355.86 Agency Mortgage-Backed Securities FMAR 2B1553 G S6XOOCT0IEG5ABCC6L87 2043-07-01 2.225000 5500000.00 1090520.35 Agency Mortgage-Backed Securities FMAR 2B1608 G S6XOOCT0IEG5ABCC6L87 2043-08-01 2.175000 2800000.00 193523.95 Agency Mortgage-Backed Securities FMAR 2B1666 G S6XOOCT0IEG5ABCC6L87 2043-08-01 2.265000 11707290.00 820378.18 Agency Mortgage-Backed Securities FMAR 2B1648 G S6XOOCT0IEG5ABCC6L87 2043-09-01 2.526000 16324174.00 3578011.18 Agency Mortgage-Backed Securities FMAR 2B3526 G S6XOOCT0IEG5ABCC6L87 2044-11-01 3.169000 2600000.00 750368.93 Agency Mortgage-Backed Securities FMAR 2B3968 G S6XOOCT0IEG5ABCC6L87 2045-03-01 2.619000 2460000.00 445472.77 Agency Mortgage-Backed Securities FMAR 2B4855 G S6XOOCT0IEG5ABCC6L87 2045-10-01 3.025000 20129786.00 4468874.43 Agency Mortgage-Backed Securities FMAR 2B5597 G S6XOOCT0IEG5ABCC6L87 2046-09-01 2.103000 1000000.00 170327.47 Agency Mortgage-Backed Securities FMAR 2B5646 G S6XOOCT0IEG5ABCC6L87 2046-10-01 2.637000 1250000.00 304216.51 Agency Mortgage-Backed Securities FMAR 2B6087 G S6XOOCT0IEG5ABCC6L87 2047-05-01 2.896000 7729345.00 2606544.35 Agency Mortgage-Backed Securities FMAR 2B6435 G S6XOOCT0IEG5ABCC6L87 2047-08-01 3.008000 20810320.00 5183572.92 Agency Mortgage-Backed Securities FMAR 2B6670 G S6XOOCT0IEG5ABCC6L87 2047-12-01 2.872000 7000000.00 1774034.83 Agency Mortgage-Backed Securities FMAR 2B7846 G S6XOOCT0IEG5ABCC6L87 2050-06-01 2.534000 27276484.00 14046632.03 Agency Mortgage-Backed Securities FMAR 2B7961 G S6XOOCT0IEG5ABCC6L87 2050-09-01 2.108000 55000000.00 38729546.03 Agency Mortgage-Backed Securities FMAR 1B0934 G S6XOOCT0IEG5ABCC6L87 2033-07-01 1.951000 10026839.00 61082.71 Agency Mortgage-Backed Securities FMAR 780368 G S6XOOCT0IEG5ABCC6L87 2033-04-01 2.348000 500000.00 785.87 Agency Mortgage-Backed Securities FMAR 780369 G S6XOOCT0IEG5ABCC6L87 2033-04-01 2.348000 1000000.00 618.84 Agency Mortgage-Backed Securities FMAR 840784 G S6XOOCT0IEG5ABCC6L87 2036-02-01 2.224000 6405263.00 2924716.62 Agency Mortgage-Backed Securities FMAR 840816 G S6XOOCT0IEG5ABCC6L87 2047-02-01 2.280000 140000.00 45552.48 Agency Mortgage-Backed Securities FMAR 840321 G S6XOOCT0IEG5ABCC6L87 2045-11-01 1.959000 6500000.00 660618.00 Agency Mortgage-Backed Securities FMAR 840322 G S6XOOCT0IEG5ABCC6L87 2036-06-01 2.418000 11327767.00 1427975.14 Agency Mortgage-Backed Securities FMAR 840327 G S6XOOCT0IEG5ABCC6L87 2044-01-01 2.423000 330000.00 96359.43 Agency Mortgage-Backed Securities FMAR 840356 G S6XOOCT0IEG5ABCC6L87 2046-08-01 1.876000 115000.00 22609.47 Agency Mortgage-Backed Securities FMAR 840434 G S6XOOCT0IEG5ABCC6L87 2046-10-01 2.433000 300000.00 100699.17 Agency Mortgage-Backed Securities FMAR 840452 G S6XOOCT0IEG5ABCC6L87 2045-09-01 2.096000 2125000.00 392523.64 Agency Mortgage-Backed Securities FMAR 840662 G S6XOOCT0IEG5ABCC6L87 2047-08-01 2.634000 6163934.00 1341240.34 Agency Mortgage-Backed Securities FMAR 840678 G S6XOOCT0IEG5ABCC6L87 2046-08-01 2.540000 160000.00 38639.31 Agency Mortgage-Backed Securities FMAR 781816 G S6XOOCT0IEG5ABCC6L87 2034-08-01 2.285000 10000000.00 195920.51 Agency Mortgage-Backed Securities MNAR XX.XXX HY109476 B1V7KEBTPIMZEU4LTD58 2028-08-01 3.750000 2996906.00 3334372.60 Agency Mortgage-Backed Securities MNAR XX.XXX HY109732 B1V7KEBTPIMZEU4LTD58 2033-09-01 3.780000 3629765.00 4201845.00 Agency Mortgage-Backed Securities FMAR 840959 G S6XOOCT0IEG5ABCC6L87 2043-04-01 2.194000 26169154.00 11611284.00 Agency Mortgage-Backed Securities FMAR 840951 G S6XOOCT0IEG5ABCC6L87 2049-04-01 3.170000 13300000.00 4420936.67 Agency Mortgage-Backed Securities FMAR 841060 G S6XOOCT0IEG5ABCC6L87 2036-09-01 2.359000 3152951.00 2573584.62 Agency Mortgage-Backed Securities FMAR 841052 G S6XOOCT0IEG5ABCC6L87 2044-07-01 1.872000 70000.00 32003.49 Agency Mortgage-Backed Securities FMAR 841079 G S6XOOCT0IEG5ABCC6L87 2045-09-01 2.417000 33328932.00 18770930.28 Agency Mortgage-Backed Securities FMAR 841084 G S6XOOCT0IEG5ABCC6L87 2047-08-01 2.480000 125000.00 64444.53 Agency Mortgage-Backed Securities FMAR 841094 G S6XOOCT0IEG5ABCC6L87 2046-07-01 1.998000 150000.00 83813.57 Agency Mortgage-Backed Securities FMAR 841214 G S6XOOCT0IEG5ABCC6L87 2049-06-01 2.657000 11887175.00 10521262.45 Agency Mortgage-Backed Securities FMAR 841216 G S6XOOCT0IEG5ABCC6L87 2046-05-01 2.407000 18326566.00 16415121.57 Agency Mortgage-Backed Securities FMAR 841218 G S6XOOCT0IEG5ABCC6L87 2051-05-01 2.424000 20844283.00 18910316.86 Agency Mortgage-Backed Securities FMAR 841219 G S6XOOCT0IEG5ABCC6L87 2046-05-01 2.409000 24366061.00 21976216.60 Agency Mortgage-Backed Securities FMAR 841203 G S6XOOCT0IEG5ABCC6L87 2046-05-01 2.407000 24526567.00 22114071.50 Agency Mortgage-Backed Securities FMAR 841204 G S6XOOCT0IEG5ABCC6L87 2051-05-01 2.424000 20844285.00 18910318.68 Agency Mortgage-Backed Securities FMAR 841205 G S6XOOCT0IEG5ABCC6L87 2051-05-01 2.375000 1160671.00 1156550.41 Agency Mortgage-Backed Securities FMAR 841206 G S6XOOCT0IEG5ABCC6L87 2046-05-01 2.407000 24526566.00 22114070.34 Agency Mortgage-Backed Securities FMAR 841207 G S6XOOCT0IEG5ABCC6L87 2051-05-01 2.251000 7806127.00 7738182.12 Agency Mortgage-Backed Securities FMAR 841208 G S6XOOCT0IEG5ABCC6L87 2051-05-01 1.901000 2878537.00 2415511.69 Agency Mortgage-Backed Securities FMAR 841209 G S6XOOCT0IEG5ABCC6L87 2046-05-01 2.407000 24526567.00 22114070.73 Agency Mortgage-Backed Securities FMAR 841211 G S6XOOCT0IEG5ABCC6L87 2051-05-01 2.424000 20844284.00 18910317.99 Agency Mortgage-Backed Securities FMAR 841206 G S6XOOCT0IEG5ABCC6L87 2046-05-01 2.407000 24526566.00 22114070.34 Agency Mortgage-Backed Securities FMAR 841245 G S6XOOCT0IEG5ABCC6L87 2045-09-01 2.156000 4514135.00 4504129.50 Agency Mortgage-Backed Securities FMAR 841246 G S6XOOCT0IEG5ABCC6L87 2044-06-01 2.534000 2124148.00 2021043.96 Agency Mortgage-Backed Securities FMAR 841247 G S6XOOCT0IEG5ABCC6L87 2051-07-01 1.995000 17553200.00 17641213.99 Agency Mortgage-Backed Securities FMAR 841242 G S6XOOCT0IEG5ABCC6L87 2047-09-01 2.279000 2491840.00 2512242.62 Agency Mortgage-Backed Securities FMAR 841243 G S6XOOCT0IEG5ABCC6L87 2043-07-01 2.147000 11918007.00 12036691.86 Agency Mortgage-Backed Securities FMAR 841244 G S6XOOCT0IEG5ABCC6L87 2047-01-01 1.994000 10722054.00 10544567.85 Agency Mortgage-Backed Securities FMAR 2B0818 G S6XOOCT0IEG5ABCC6L87 2042-10-01 2.270000 16662187.00 86888.89 Agency Mortgage-Backed Securities FMAR 2B0872 G S6XOOCT0IEG5ABCC6L87 2042-11-01 2.270000 12616100.00 858485.11 Agency Mortgage-Backed Securities FMAR 2B0086 G S6XOOCT0IEG5ABCC6L87 2041-12-01 2.149000 47469786.00 2059020.75 Agency Mortgage-Backed Securities FMAR 1B5145 G S6XOOCT0IEG5ABCC6L87 2043-05-01 1.885000 1200000.00 126682.73 Agency Mortgage-Backed Securities FMAR 1N0003 G S6XOOCT0IEG5ABCC6L87 2035-04-01 1.905000 147924435.00 3762864.39 Agency Mortgage-Backed Securities FMAR 1N0004 G S6XOOCT0IEG5ABCC6L87 2035-04-01 1.894000 130017983.00 3092110.52 Agency Mortgage-Backed Securities FMAR 1N0161 G S6XOOCT0IEG5ABCC6L87 2036-04-01 1.875000 500000.00 26303.84 Agency Mortgage-Backed Securities FMAR 1B6458 G S6XOOCT0IEG5ABCC6L87 2049-11-01 2.700000 2000000.00 960100.62 Agency Mortgage-Backed Securities FMAR 1B7450 G S6XOOCT0IEG5ABCC6L87 2037-08-01 2.187000 22083943.00 1578847.87 Agency Mortgage-Backed Securities FMAR 1Q0345 G S6XOOCT0IEG5ABCC6L87 2037-07-01 1.486000 26920112.00 1558674.46 Agency Mortgage-Backed Securities FMAR 1Q1768 G S6XOOCT0IEG5ABCC6L87 2037-04-01 2.251000 10942111.00 2614793.42 Agency Mortgage-Backed Securities FMAR 1Q1781 G S6XOOCT0IEG5ABCC6L87 2036-05-01 2.436000 23000000.00 5190303.68 Agency Mortgage-Backed Securities FMAR 1Q1883 G S6XOOCT0IEG5ABCC6L87 2051-05-01 1.919000 5791157.00 5940591.71 Agency Mortgage-Backed Securities FMAR 1Q1886 G S6XOOCT0IEG5ABCC6L87 2040-08-01 2.060000 3553628.00 3680572.48 Agency Mortgage-Backed Securities FMAR 1B8766 G S6XOOCT0IEG5ABCC6L87 2041-09-01 3.277000 35307208.00 2156240.73 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0793 B1V7KEBTPIMZEU4LTD58 2038-12-01 4.150000 2000000.00 2373173.84 Agency Mortgage-Backed Securities MNAR XX.XXX H2BL0020 B1V7KEBTPIMZEU4LTD58 2027-07-01 3.870000 200000.00 224079.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0058 B1V7KEBTPIMZEU4LTD58 2038-09-01 3.970000 483000.00 552432.71 Agency Mortgage-Backed Securities MNAR XX.XXX H2BL0062 B1V7KEBTPIMZEU4LTD58 2031-07-01 3.780000 2174000.00 2439261.47 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0243 B1V7KEBTPIMZEU4LTD58 2033-11-01 3.800000 1000000.00 1205309.67 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL0375 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.370000 1025000.00 1209999.88 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0409 B1V7KEBTPIMZEU4LTD58 2030-11-01 3.780000 4417000.00 5187841.59 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL0547 B1V7KEBTPIMZEU4LTD58 2025-11-01 3.780000 6196000.00 6659194.37 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL0584 B1V7KEBTPIMZEU4LTD58 2025-11-01 3.670000 1640000.00 1711501.22 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0661 B1V7KEBTPIMZEU4LTD58 2033-11-01 3.990000 6620000.00 7573901.69 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1584 B1V7KEBTPIMZEU4LTD58 2034-02-01 3.890000 3706000.00 4124172.97 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1982 B1V7KEBTPIMZEU4LTD58 2034-05-01 3.590000 560000.00 665045.73 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL2761 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.950000 1565000.00 1755850.74 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL2763 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.990000 991000.00 1117362.92 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2950 B1V7KEBTPIMZEU4LTD58 2034-06-01 3.370000 25021000.00 29127655.03 Agency Mortgage-Backed Securities MNMS 02.940 MTBL5079 B1V7KEBTPIMZEU4LTD58 2040-02-01 2.940000 3250000.00 3315809.74 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6365 B1V7KEBTPIMZEU4LTD58 2035-04-01 2.090000 650000.00 648192.87 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6486 B1V7KEBTPIMZEU4LTD58 2030-04-01 2.310000 50000.00 53216.55 Agency Mortgage-Backed Securities MNAR XX.XXX H2BL6692 B1V7KEBTPIMZEU4LTD58 2028-08-01 2.450000 597500.00 630244.46 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1034 B1V7KEBTPIMZEU4LTD58 2041-07-01 2.167000 129003793.00 23949946.36 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6641 B1V7KEBTPIMZEU4LTD58 2047-12-01 2.503000 20422114.00 17112793.14 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6642 B1V7KEBTPIMZEU4LTD58 2047-04-01 2.504000 20280009.00 17000477.93 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6714 B1V7KEBTPIMZEU4LTD58 2046-05-01 2.689000 15113704.00 15237999.47 Agency Mortgage-Backed Securities FNAR XX.XXX S1BM6698 B1V7KEBTPIMZEU4LTD58 2038-03-01 2.030000 3666395.00 3477617.89 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6699 B1V7KEBTPIMZEU4LTD58 2045-06-01 1.984000 17068384.00 17223217.35 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6702 B1V7KEBTPIMZEU4LTD58 2046-08-01 2.683000 19004692.00 17688828.30 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM6716 B1V7KEBTPIMZEU4LTD58 2051-08-01 1.767000 54770881.00 55589985.55 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM6717 B1V7KEBTPIMZEU4LTD58 2051-08-01 1.828000 36522728.00 37250797.76 Agency Mortgage-Backed Securities FNAR XX.XXX LBBP6521 B1V7KEBTPIMZEU4LTD58 2050-08-01 2.205000 23349097.00 17772273.57 Agency Mortgage-Backed Securities FNAR XX.XXX LBBP8498 B1V7KEBTPIMZEU4LTD58 2050-10-01 2.380000 18840822.00 15529694.06 Agency Mortgage-Backed Securities FNAR XX.XXX SOBR1079 B1V7KEBTPIMZEU4LTD58 2051-06-01 2.180000 20073739.00 20772959.14 Agency Mortgage-Backed Securities FNAR XX.XXX SOBR9979 B1V7KEBTPIMZEU4LTD58 2051-06-01 1.797000 25160488.00 25593401.75 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS0179 B1V7KEBTPIMZEU4LTD58 2033-01-01 1.670000 135000.00 136065.37 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS0391 B1V7KEBTPIMZEU4LTD58 2033-01-01 1.630000 55000.00 54956.46 Agency Mortgage-Backed Securities FNAR XX.XXX SOBT4504 B1V7KEBTPIMZEU4LTD58 2051-08-01 1.676000 30100290.00 30762847.55 Agency Mortgage-Backed Securities FNAR XX.XXX SOBT7241 B1V7KEBTPIMZEU4LTD58 2051-09-01 1.737000 40496715.00 41422368.66 Agency Mortgage-Backed Securities FNAR XX.XXX SOBT9425 B1V7KEBTPIMZEU4LTD58 2051-08-01 1.834000 60485063.00 62246771.11 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0698 B1V7KEBTPIMZEU4LTD58 2033-11-01 4.110000 13509000.00 16623459.42 Agency Mortgage-Backed Securities MNMS 04.080 MLBL1502 B1V7KEBTPIMZEU4LTD58 2049-02-01 4.080000 898000.00 1014743.74 Agency Mortgage-Backed Securities FMAR 2B1341 G S6XOOCT0IEG5ABCC6L87 2043-05-01 1.880000 8724000.00 187008.46 Agency Mortgage-Backed Securities FMAR 2B1379 G S6XOOCT0IEG5ABCC6L87 2043-06-01 1.870000 14292616.00 9426.23 Agency Mortgage-Backed Securities FMAR 2B1454 G S6XOOCT0IEG5ABCC6L87 2043-06-01 1.900000 5055094.00 170445.38 Agency Mortgage-Backed Securities FMAR 1B4843 G S6XOOCT0IEG5ABCC6L87 2040-07-01 2.130000 10905000.00 141211.84 Agency Mortgage-Backed Securities FMAR 8B0041 G S6XOOCT0IEG5ABCC6L87 2051-08-01 1.784000 33034907.00 33973417.70 Agency Mortgage-Backed Securities FMAR 8B0042 G S6XOOCT0IEG5ABCC6L87 2051-08-01 1.762000 1547636.00 1592491.65 Agency Mortgage-Backed Securities FMAR 8B0046 G S6XOOCT0IEG5ABCC6L87 2051-08-01 1.720000 2726256.00 2793562.72 Agency Mortgage-Backed Securities FMAR 8C0091 G S6XOOCT0IEG5ABCC6L87 2051-08-01 2.370000 1105500.00 1156317.62 Agency Mortgage-Backed Securities FMAR 8C0087 G S6XOOCT0IEG5ABCC6L87 2051-07-01 1.834000 34884116.00 35786091.33 Agency Mortgage-Backed Securities FMAR 8C0088 G S6XOOCT0IEG5ABCC6L87 2051-08-01 1.801000 35031293.00 35892986.91 Agency Mortgage-Backed Securities FMAR 8C0097 G S6XOOCT0IEG5ABCC6L87 2051-08-01 1.789000 15179115.00 15543821.07 Agency Mortgage-Backed Securities FMAR 8C0099 G S6XOOCT0IEG5ABCC6L87 2051-08-01 1.794000 30788071.00 31530279.03 Agency Mortgage-Backed Securities FMAR 8C0107 G S6XOOCT0IEG5ABCC6L87 2051-08-01 1.743000 30086659.00 30798644.74 Agency Mortgage-Backed Securities FMAR 8C0111 G S6XOOCT0IEG5ABCC6L87 2051-08-01 1.850000 29967722.00 30823500.25 Agency Mortgage-Backed Securities FMAR 8D0077 G S6XOOCT0IEG5ABCC6L87 2051-08-01 1.686000 15005964.00 15240747.31 Agency Mortgage-Backed Securities FMAR 1B7913 G S6XOOCT0IEG5ABCC6L87 2041-01-01 2.255000 24178100.00 418660.49 Agency Mortgage-Backed Securities FMAR 1B8197 G S6XOOCT0IEG5ABCC6L87 2041-05-01 2.145000 6979000.00 164986.43 Agency Mortgage-Backed Securities FMAR 1B8315 G S6XOOCT0IEG5ABCC6L87 2041-06-01 2.150000 11255096.00 413627.03 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0466 B1V7KEBTPIMZEU4LTD58 2033-10-01 3.690000 406000.00 484203.31 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2006 B1V7KEBTPIMZEU4LTD58 2031-04-01 3.710000 1036000.00 1204637.66 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL3695 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.460000 2683000.00 2998833.64 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6324 B1V7KEBTPIMZEU4LTD58 2035-04-01 2.060000 1500000.00 1536127.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6385 B1V7KEBTPIMZEU4LTD58 2037-03-01 2.110000 1920000.00 1943879.28 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6753 B1V7KEBTPIMZEU4LTD58 2045-06-01 2.081000 14175022.00 14958307.73 Agency Mortgage-Backed Securities FNAR XX.XXX S1BM6755 B1V7KEBTPIMZEU4LTD58 2038-04-01 2.105000 14028077.00 14884998.45 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6756 B1V7KEBTPIMZEU4LTD58 2045-06-01 2.067000 14094273.00 14874468.53 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6757 B1V7KEBTPIMZEU4LTD58 2046-11-01 1.938000 13419154.00 13965662.47 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6758 B1V7KEBTPIMZEU4LTD58 2049-05-01 2.201000 19035344.00 19836468.66 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6760 B1V7KEBTPIMZEU4LTD58 2046-08-01 2.678000 21225412.00 22546601.92 Agency Mortgage-Backed Securities Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 2000000000.00 2000000000.00 0.0258 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 0.160000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0R37G6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FHLMC STACR 2020-DNA5 B-1 20501025 FLT 2050-10-25 4.850000 3342313.00 3564531.14 Agency Collateralized Mortgage Obligation FHLMC STACR 2020-DNA5 B-2 20501025 FLT 2050-10-25 11.550000 3500000.00 4578682.50 Agency Collateralized Mortgage Obligation BLACK DIAMOND CLO 2016-1R A-2A-R 20310428 FLT 549300K8V8PYC7UZSI28 2031-04-28 1.875250 410000.00 409149.35 Asset-Backed Securities BRITISH AIRWAYS PLC 2019-1 AA 20340615 3.3 2034-06-15 3.300000 200000.00 199692.89 Asset-Backed Securities BXMT 2020-FL2 LTD A 20380218 FLT 2038-02-18 1.064480 9500000.00 9492152.66 Asset-Backed Securities CCG RECV TR 2018-2 A-2 20251215 3.0 2025-12-15 3.090000 159000.00 4744.59 Asset-Backed Securities CCG RECV TRUST 2019-2 A-2 20270314 2.1 2027-03-14 2.110000 100000.00 41972.15 Asset-Backed Securities CFIP CLO LTD 2013-1R C-R 20290420 FLT 5493003ORZILO44YJI07 2029-04-20 2.834250 983604.00 986344.94 Asset-Backed Securities CROWN POINT CLO 2019-8 C 20321020 FLT 2032-10-20 3.134250 8399940.00 8435443.40 Asset-Backed Securities JOHN DEERE OWNER TR 2018-B A-3 20221115 3.0 2022-11-15 3.080000 75000.00 4749.64 Asset-Backed Securities DIAMOND CLO LTD 2019-1R C-R 20290425 FLT 2029-04-25 2.525250 3334064.00 3340782.97 Asset-Backed Securities DRIVE AUTO REC TR 2020-2 C 20260817 2.2 2026-08-17 2.280000 420000.00 430398.92 Asset-Backed Securities DT AUTO OWNER TR 2020-3 C 20260615 1.4 2026-06-15 1.470000 30000.00 30392.23 Asset-Backed Securities EAGLE RE 2021-1 LTD M-1B 20331025 FLT 2033-10-25 2.200000 370000.00 372991.70 Asset-Backed Securities SANTANDER DRIVE AUTO TR 2019-2 C 20241015 2.9 2024-10-15 2.900000 10000.00 9528.08 Asset-Backed Securities SANTANDER DRIVE AUTO TR 2020-1 B 20241115 3.0 2024-11-15 3.030000 65000.00 66058.05 Asset-Backed Securities SANTANDER DRIVE AUTO TR 2020-1 C 20251215 4.1 2025-12-15 4.110000 9945000.00 10417523.41 Asset-Backed Securities SARANAC CLO V LTD 2013-5R C-R 20290726 FLT 2029-07-26 2.975250 27000000.00 27290256.75 Asset-Backed Securities SARANAC CLO III LTD / SARANAC CLO III LLC 5493000LWP4BVD5LGS13 2030-06-22 1.734880 305000.00 302318.55 Asset-Backed Securities SARATOGA INV CORP 2013-1R3 B-1-R3 20290122 FLT 549300471O2DE0Y4L506 2029-01-22 1.934250 1000000.00 1002876.62 Asset-Backed Securities OZLM XXII 2018-22 A-1 20310117 FLT 549300SDDOLWC85Q9Q65 2031-01-17 1.203880 1217000.00 1217254.33 Asset-Backed Securities NEWSTAR CLARENDON FND LLC 2015 D 20270125 FLT 549300HC3VVP80NTKX35 2027-01-25 4.475250 460756.00 455077.30 Asset-Backed Securities SLM PRIVATE ST LN TR 2006-A A-5 20390615 FLT 549300I2YWZ9E1B0EY33 2039-06-15 0.408880 5730000.00 2980560.58 Asset-Backed Securities SANTANDER DRIVE AUTO TR 2020-2 B 20241115 0.9 2024-11-15 0.960000 770000.00 773138.26 Asset-Backed Securities SANTANDER DRIVE AUTO TR 2020-2 C 20250915 1.4 2025-09-15 1.460000 606000.00 612625.33 Asset-Backed Securities NEUBERGER BERMAN CLO 2020-24R B-R 20300419 FLT 549300E610NX15ZSSH14 2030-04-19 1.633880 2000000.00 2007223.16 Asset-Backed Securities TOYOTA AUTO REC OWN 2021-B TR A-4 20261015 0.5 2026-10-15 0.530000 1000000.00 999243.56 Asset-Backed Securities TRINITAS CLO VI 2017-6R2 A-RR 20340125 FLT 549300IUAXGLQ814UD95 2034-01-25 1.435250 1000000.00 1003385.25 Asset-Backed Securities UNITED AIRLINES PTC 2019-1 AA 20330225 4.1 2033-02-25 4.150000 100000.00 89061.58 Asset-Backed Securities UNITED AUTO CR SEC TR 2021-1 A 20230710 0.6 2023-07-10 0.340000 695000.00 385437.05 Asset-Backed Securities UNITED AUTO CR SEC TR 2019-1 E 20240812 4.2 2024-08-12 4.290000 2125000.00 2158365.69 Asset-Backed Securities VERIZON OWNER TRUST 2020-B A 20250220 0.4 549300ESLK4DH2NBDS67 2025-02-20 0.470000 1260000.00 1264304.93 Asset-Backed Securities VENTURE XIV CLO LTD 2013-14RR B-R-R 20290828 FLT 5493002O60L75PP6F022 2029-08-28 1.670750 2665000.00 2665123.68 Asset-Backed Securities ATLAS SR LN FD IV LTD 2017-8 D 20300116 FLT 2030-01-16 3.456380 971923.00 964396.90 Asset-Backed Securities AVIS BUDGET RENTAL FDG 2018-1 A 20240920 3.7 IHXLB8SL0QWSSG2VG640 2024-09-20 3.700000 3425000.00 3625480.85 Asset-Backed Securities AMERICREDIT AUTO RECV 2018-1 B 20240118 3.2 5493003R0K8V08JVGR27 2024-01-18 3.260000 2000.00 613.23 Asset-Backed Securities GREAT LAKES CLO LTD 2014-1R C-R 20291015 FLT 254900GKX01S4T3NFH46 2029-10-15 2.826130 20000000.00 19980393.39 Asset-Backed Securities GREATAMER LEASE REC 2020-1 A-2 20220615 1.7 2022-06-15 1.760000 700000.00 190590.28 Asset-Backed Securities ONEMAIN FINL TR 2018-1 B 20290314 3.6 549300I1P51W2UFIED29 2029-03-14 3.610000 100000.00 102107.67 Asset-Backed Securities CPS AUTO RECEIVABLES TR 2020-B C 20260415 3.3 2026-04-15 3.300000 3600000.00 3684584.40 Asset-Backed Securities CARVANA AUTO REC TR 2020-P1 B 20261108 0.9 2026-11-08 0.920000 10000.00 9960.08 Asset-Backed Securities CNH EQUIPMENT TR 2017-C A-3 20230215 2.0 2023-02-15 2.080000 34324.00 411.76 Asset-Backed Securities HALCYON LN ADV FDG 2014-3R C-1-R 20251022 FLT 549300NL4H585I318G08 2025-10-22 2.788250 1000000.00 1002578.06 Asset-Backed Securities FIRST EAGLE BSL CLO LTD 2019-1 B 20330120 FLT 2033-01-20 3.384250 250000.00 253945.82 Asset-Backed Securities FLAGSHIP CR AUTO TR 2020-2 C 20260415 3.8 2026-04-15 3.800000 150000.00 157145.68 Asset-Backed Securities FORD CR AUT OWNER TR 2020-REV2 C 20330415 1.7 2033-04-15 1.740000 120000.00 120935.80 Asset-Backed Securities AMER AIRLINES PT TR 2016-3 AA 20300415 3.0 2030-04-15 3.000000 200000.00 162316.16 Asset-Backed Securities AMCR CR ACCEPT RECV TR 2020-2 C 20260413 3.8 2026-04-13 3.880000 2255000.00 2358689.41 Asset-Backed Securities LAKE SHORE MM CLO I LTD / LAKESHORE MM CLO I LLC 2033-04-15 1.976130 3000000.00 3006959.84 Asset-Backed Securities MARATHON CLO 2019-14 B-A 20330120 FLT 2033-01-20 3.434250 2000000.00 2009293.25 Asset-Backed Securities MERC BENZ AUTO REC TR 2020-1 A-3 20250218 0.5 2025-02-18 0.550000 1000000.00 1003700.44 Asset-Backed Securities ML MTG INVESTORS 2005-WMC1 M-1 20350925 FLT 2035-09-25 0.834380 20000000.00 4834296.30 Asset-Backed Securities MMAF EQUIP FIN LLC 2018-A A-5 20420310 3.6 2042-03-10 3.610000 1200000.00 1282237.00 Asset-Backed Securities MOUNTAIN VIEW CLO XV 2033-01-15 8.296130 3000000.00 2262154.71 Asset-Backed Securities NASSAU LTD 2017-II A-L 20300115 FLT 549300UA9BSPM14TR379 2030-01-15 1.376130 1000000.00 1002626.61 Asset-Backed Securities SOUND POINT CLO XXIV LTD 2019 C 20321025 FLT 2032-10-25 3.225250 448569.00 450311.80 Asset-Backed Securities SOUND POINT CLO XXIV LTD 2019 C 20321025 FLT 2032-10-25 3.225250 250000.00 250971.31 Asset-Backed Securities SPRINGLEAF FDG TR 2015-B C 20280515 5.2 2028-05-15 5.250000 4350000.00 4389673.45 Asset-Backed Securities STEELE CREEK CLO LTD 2019-2 D 20320715 FLT 2032-07-15 4.476130 1732823.00 1752254.59 Asset-Backed Securities SYNCHRONY CARD ISS TR 2019-1 A 20250315 2.9 2025-03-15 2.950000 100000.00 101601.81 Asset-Backed Securities TELOS CLO LTD 2013-3R A-R 20260717 FLT 25490083G97ZZN6SR263 2026-07-17 1.433880 500000.00 15298.97 Asset-Backed Securities TELOS CLO LTD 2014-5R C-R 20280417 FLT 5493001KXOX6VRHBB435 2028-04-17 2.283880 1250000.00 1248947.46 Asset-Backed Securities TESLA AUTO LEASE TR 2020-A A-2 20230520 0.5 2023-05-20 0.550000 2050000.00 1174124.74 Asset-Backed Securities VERIZON OWNER TR 2019-C A-1A 20240420 1.9 549300WANFF5OIMC3D47 2024-04-20 1.940000 2985000.00 3021496.93 Asset-Backed Securities VOLKSWAGEN AUTO LN ENH 2020-1 A-4 20260820 1.2 2026-08-20 1.260000 5298000.00 5400595.77 Asset-Backed Securities WORLD OMNI AUTO RECV TR 2019-B A-3 20240715 2.5 2024-07-15 2.590000 29000.00 16388.61 Asset-Backed Securities YORK CLO-6 LTD 2019-6 C 20320722 FLT 254900V675MOVWK0HA08 2032-07-22 3.088250 7199999.00 7231689.00 Asset-Backed Securities ZAIS CLO LTD 2017-7 A 20300415 FLT 549300XFDOUEB0QTZS87 2030-04-15 1.416130 1752000.00 1716517.35 Asset-Backed Securities COLUMBIA CENT CLO 27 A-2A 20281025 FLT 2028-10-25 1.725250 250000.00 251148.81 Asset-Backed Securities ONEMAIN FINL TR 2019-1 A 20310214 3.4 2031-02-14 3.480000 140000.00 66313.41 Asset-Backed Securities ONEMAIN FINL TR 2019-1 B 20310214 3.7 2031-02-14 3.790000 100000.00 100508.97 Asset-Backed Securities ONEMAIN FINL TR 2020-1 B 20320514 4.8 2032-05-14 4.830000 145000.00 154864.33 Asset-Backed Securities OHA CR PATNS VII 2012-7R3 A-R3 20340221 FLT 549300LXLBAFTIMXZT54 2034-02-21 1.200880 726000.00 726491.46 Asset-Backed Securities GOLDENTREE LN MGT US 2019-6 D 20330120 FLT 549300MI5PVR6JHGVV87 2033-01-20 3.984250 283413.00 286668.93 Asset-Backed Securities GOLDTREE LN MGT US CLO 2021-9 A 20330121 FLT 2033-01-21 1.204250 639000.00 639731.63 Asset-Backed Securities MONROE CAPITAL MML LTD 2021-11 A-1 20330520 FLT 549300JM3KC77XXZOT62 2033-05-20 1.723600 13000000.00 13100279.69 Asset-Backed Securities SHACKLETON CLO 2014-V-R LTD B 20310507 FLT 549300OM5GJJFIKCOZ48 2031-05-07 1.825380 1170000.00 1170708.45 Asset-Backed Securities SILVER CREEK CLO LTD 2017-R A-R 20300722 FLT 549300LSJSAR2PPV4U78 2030-07-22 1.374250 500000.00 501116.65 Asset-Backed Securities TEXTAINER MARINE VII 2020-1 B 20450820 4.9 549300X48KLHDDGPK024 2045-08-20 4.940000 1396000.00 1293958.57 Asset-Backed Securities DELL EQUIP FIN TR 2019-1 A-3 20240322 2.8 549300CHGEQ6XHCQGX20 2024-03-22 2.830000 100000.00 29407.84 Asset-Backed Securities DELTA AIRLINES PT 2019-1 AA 20251025 3.2 2025-10-25 3.204000 15000.00 16098.52 Asset-Backed Securities DIAMOND CLO 2018-1 LTD C 20300722 FLT 2030-07-22 2.738250 630000.00 626322.38 Asset-Backed Securities HALCYON LN ADV FDG 2018-1 A-2 20310721 FLT 2031-07-21 1.934250 1125000.00 1128112.45 Asset-Backed Securities ICG US CLO LTD 2019-1 A-1A 20321026 FLT 2032-10-26 1.505250 1573205.00 1581960.28 Asset-Backed Securities ICG US CLO LTD 2019-1 A-1A 20321026 FLT 2032-10-26 1.505250 4141795.00 4164845.12 Asset-Backed Securities JMP CREDIT ADVISORS CLO V LTD C 20300717 FLT 2549000IZRZZJ8TS9W23 2030-07-17 2.483880 19000000.00 19236623.28 Asset-Backed Securities OZLM VI LTD2018-6 A2A-S 20310417 FLT 2031-04-17 1.883880 500000.00 501380.09 Asset-Backed Securities DRYDEN 36 SENIOR LN 2014-R3 D-R3 20281016 FLT 549300XLLT7H0EYXK263 2028-10-16 3.816130 646860.00 655005.37 Asset-Backed Securities DRYDEN 36 SENIOR LN 2014-R3 D-R3 20281016 FLT 549300XLLT7H0EYXK263 2028-10-16 3.816130 1501017.00 1519918.06 Asset-Backed Securities ECMC GRP STUDENT LN TR 2016-1 A 20660726 FLT 2066-07-26 1.434380 167000.00 90951.99 Asset-Backed Securities EAGLE RE 2021-1 LTD M-1C 20331025 FLT 2033-10-25 2.750000 1500000.00 1530461.00 Asset-Backed Securities ONEMAIN FINL TR 2018-1 A 20290314 3.3 549300I1P51W2UFIED29 2029-03-14 3.300000 765000.00 423836.08 Asset-Backed Securities LCM 30 LTD / LCM 30 LLC 2031-04-20 1.634000 5980000.00 5998276.87 Asset-Backed Securities MADISON PARK FDG LTD 2019-34R D-R 20320426 FLT 2032-04-26 3.475250 1533818.00 1536817.00 Asset-Backed Securities MARINER CLO LTD 2016-6R2 D-R2 20290723 FLT 2029-07-23 3.037880 3090490.00 3100599.11 Asset-Backed Securities OAKTOWN RE V LTD 2020-2 M-1A 20301025 FLT 2030-10-25 2.484380 1695000.00 639838.67 Asset-Backed Securities OCTAGON INV PART 2020-47R LTD A-R 20340720 FLT 2034-07-20 1.294250 1617137.00 1624866.85 Asset-Backed Securities WIND RIV 2013-2 CLO LTD / WINDRIV 2013-2 CLO LLC 2030-10-18 0.00 8545991.00 8543769.04 Asset-Backed Securities WORLD OMNI AUTO RECV TR 2020-C A-2 20231215 0.0 2023-12-15 0.350000 375000.00 206416.29 Asset-Backed Securities DEWOLF PARK CLO LTD D 20301015 FLT 2030-10-15 3.276130 1514377.00 1518582.68 Asset-Backed Securities CATHEDRAL LAKE LTD 2021-6 A-N 20340425 FLT 2034-04-25 1.369210 1188581.00 1193346.33 Asset-Backed Securities SIMON PPTY GROUP LP SR NT 2.75%23 MR92GTD0MJTTTTQDVG45 2023-02-01 2.750000 97000.00 100025.59 Corporate Debt Securities SIMON PPTY GROUP LP SR GLBL NT 30 MR92GTD0MJTTTTQDVG45 2030-07-15 2.650000 82000.00 86055.40 Corporate Debt Securities DELL INTL LLC/EMC CORP CR SEN SR SEC 36 2036-07-15 8.100000 523000.00 807752.58 Corporate Debt Securities SIMON PPTY GROUP LP GLBL NT 2.25%32 MR92GTD0MJTTTTQDVG45 2032-01-15 2.250000 63000.00 62636.02 Corporate Debt Securities ALLSTATE CORP SR NT 4.5%43 OBT0W1ED8G0NWVOLOJ77 2043-06-15 4.500000 150000.00 194458.50 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT1.3%25 5493006ORUSIL88JOE18 2025-09-15 1.300000 85000.00 85860.58 Corporate Debt Securities AT&T INC GLBL NT 3.65%51 549300Z40J86GGSTL398 2051-06-01 3.650000 45000.00 48137.62 Corporate Debt Securities JOHNSON CTLS INTL PLC/ TYCO SR GLBL NT 30 2030-09-15 1.750000 450000.00 446993.75 Corporate Debt Securities KIMBERLY-CLARK CORP SR GLBL NT 26 MP3J6QPYPGN75NVW2S34 2026-02-15 2.750000 370000.00 400607.22 Corporate Debt Securities 7-ELEVEN INC SR GLBL 144A 26 549300K23JPL0SS3LB18 2026-02-10 0.950000 278000.00 274426.08 Corporate Debt Securities BK OF AMERICA CORP FR 2.831%102451 9DJT3UXIJIZJI4WXO774 2051-10-24 2.831000 740000.00 738702.88 Corporate Debt Securities EQUINIX INC SR GLBL NT 25 549300EVUN2BTLJ3GT74 2025-07-15 1.250000 86000.00 86207.88 Corporate Debt Securities EXPEDIA GROUP INC SR GLBL NT 5%26 2026-02-15 5.000000 127000.00 143935.73 Corporate Debt Securities LOWES COS INC SR GLBL NT 3%50 WAFCR4OKGSC504WU3E95 2050-10-15 3.000000 1227000.00 1243666.75 Corporate Debt Securities MORGAN STANLEY SR NT-F 3.75%23 IGJSJL3JD5P30I6NJZ34 2023-02-25 3.750000 30000.00 31511.25 Corporate Debt Securities CIGNA CORP NEW SR GLBL NT 24 549300VIWYMSIGT1U456 2024-03-15 0.613000 1085000.00 1088559.82 Corporate Debt Securities CAPITAL ONE FINL CORP SR GLBL NT3.2%23 ZUE8T73ROZOF6FLBAR73 2023-01-30 3.200000 93000.00 96755.03 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 1.1%091427 EDBQKYOPJUCJKLOJDE72 2027-09-14 1.100000 1000.00 1000.37 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT5.4%23 54930070NSV60J38I987 2023-10-02 5.400000 2000.00 2231.18 Corporate Debt Securities LYB INTERNATIONAL FIN III LLC SR GLBL NT 30 2030-05-01 3.375000 100000.00 111113.00 Corporate Debt Securities ORACLE CORP SR GLBL NT2.4%23 1Z4GXXU7ZHVWFCD8TV52 2023-09-15 2.400000 97000.00 101581.96 Corporate Debt Securities EDF S A SR REGS NT 44 549300X3UK4GG3FNMO06 2044-01-22 4.875000 37000.00 47732.81 Corporate Debt Securities WELLS FARGO & CO FR 2.879%103030 PBLD0EJDB5FWOLXP3B76 2030-10-30 2.879000 21000.00 22549.94 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2021E 24 9R1Z5I36FERIBVKW4P77 2024-04-01 1.100000 59000.00 59509.37 Corporate Debt Securities MONDELEZ INTL INC SR GLBL NT 50 549300DV9GIB88LZ5P30 2050-09-04 2.625000 20000.00 19341.53 Corporate Debt Securities LAS VEGAS SANDS CORP SR GLBL NT3.2%24 549300DUOO1KXOHPM605 2024-08-08 3.200000 80000.00 83267.56 Corporate Debt Securities ALTRIA GROUP INC SR GLBL NT 32 XSGZFLO9YTNO9VCQV219 2032-02-04 2.450000 3417000.00 3345678.67 Corporate Debt Securities AMAZON COM INC SR GLBL NT 41 ZXTILKJKG63JELOEG630 2041-05-12 2.875000 126000.00 134080.99 Corporate Debt Securities ABBVIE INC SR NT 4.7%45 FR5LCKFTG8054YNNRU85 2045-05-14 4.700000 475000.00 610892.49 Corporate Debt Securities HCA INC. SR SEC GLBL NT49 L3CJ6J7LJ2DX62FTXD46 2049-06-15 5.250000 300000.00 394396.00 Corporate Debt Securities FOX CORP SR GLBL NT 29 549300DDU6FDRBIELS05 2029-01-25 4.709000 70000.00 82883.43 Corporate Debt Securities CATERPILLAR INC SR GLBL NT 49 WRJR7GS4GTRECRRTVX92 2049-09-19 3.250000 3000.00 3386.62 Corporate Debt Securities CHEVRON CORPORATION SR GLBL NT 26 2026-05-16 2.954000 140000.00 152977.42 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT3.7%23 549300EJG376EN5NQE29 2023-03-09 3.700000 73000.00 77755.79 Corporate Debt Securities CVS HEALTH CORP 4.3%28 549300EJG376EN5NQE29 2028-03-25 4.300000 2589000.00 3035171.00 Corporate Debt Securities DEERE JOHN CAPITAL CORP FR 2.45%010930 E0KSF7PFQ210NWI8Z391 2030-01-09 2.450000 77000.00 81716.16 Corporate Debt Securities CNOOC FINANCE (2015) USA SR GLBL NT 28 549300Q3CTIH31RFPO82 2028-05-02 4.375000 200000.00 230044.06 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 42 784F5XWPLTWKTBV3E584 2042-04-22 3.210000 29000.00 31107.21 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT2.7%27 5493008B6JBRUJ90QL97 2027-08-20 2.700000 752000.00 786340.08 Corporate Debt Securities GILEAD SCIENCES INC SR GLBL NT2.8%50 549300WTZWR07K8MNV44 2050-10-01 2.800000 220000.00 218641.87 Corporate Debt Securities COSTCO WHOLESALE CORPORATION GLBL NT 1.75%32 29DX7H14B9S6O3FD6V18 2032-04-20 1.750000 10000.00 10050.88 Corporate Debt Securities CROWN CASTLE INTL CORP SR GLBL NT3.7%26 54930012H97VSM0I2R19 2026-06-15 3.700000 90000.00 99831.70 Corporate Debt Securities CROWN CASTLE INTL CORP SR GLBL NT2.9%41 54930012H97VSM0I2R19 2041-04-01 2.900000 500000.00 500359.17 Corporate Debt Securities AMGEN INC SR GLBL NT 53 62QBXGPJ34PQ72Z12S66 2053-09-01 2.770000 99000.00 96708.15 Corporate Debt Securities APPLE INC SR GLBL NT 41 HWUPKR0MPOU8FGXBT394 2041-02-08 2.375000 3403000.00 3368144.30 Corporate Debt Securities CIGNA CORP NEW SR GLBL NT 23 549300VIWYMSIGT1U456 2023-07-15 3.750000 2495000.00 2654833.86 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 51 2S72QS2UO2OESLG6Y829 2051-03-22 3.550000 3000000.00 3330147.50 Corporate Debt Securities EBAY INC. SR GLBL NT3.6%27 OML71K8X303XQONU6T67 2027-06-05 3.600000 100000.00 112558.00 Corporate Debt Securities EXELON CORP SR GLBL NT3.4%26 3SOUA6IRML7435B56G12 2026-04-15 3.400000 93000.00 102621.26 Corporate Debt Securities EXPRESS SCRIPTS HLDG CO SR GLBL NT3.4%27 5493003UA6VMND084504 2027-03-01 3.400000 97000.00 106659.26 Corporate Debt Securities COCA COLA CO SR GLBL NT 30 UWJKFUJFZ02DKWI3RY53 2030-03-25 3.450000 100000.00 115104.00 Corporate Debt Securities CONAGRA BRANDS INC SR GLBL NT4.3%24 54930035UDEIH090K650 2024-05-01 4.300000 125000.00 138031.67 Corporate Debt Securities BK OF AMERICA CORP FR 3.864%072324 9DJT3UXIJIZJI4WXO774 2024-07-23 3.864000 80000.00 85137.49 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 1.65%071428 WFLLPEPC7FZXENRZV188 2028-07-14 1.650000 27000.00 27465.86 Corporate Debt Securities TOYOTA MTR CR CORP FR 0.8%101625 Z2VZBHUMB7PWWJ63I008 2025-10-16 0.800000 86000.00 85791.88 Corporate Debt Securities RYDER SYS INC FR 2.5%090124 ZXJ6Y2OSPZXIVGRILD15 2024-09-01 2.500000 10000.00 10608.80 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL 28 BD 5 1HNPXZSMMB7HMBMVBS46 2050-07-01 4.950000 2600096.00 2768504.22 Corporate Debt Securities REGENERON PHARMACEUTICALS SR GLBL NT 30 549300RCBFWIRX3HYQ56 2030-09-15 1.750000 5000000.00 4857747.22 Corporate Debt Securities ORACLE CORP SR GLBL NT3.6%50 1Z4GXXU7ZHVWFCD8TV52 2050-04-01 3.600000 3100000.00 3291735.00 Corporate Debt Securities 3M CO SR GLBL NT 49 LUZQVYP4VS22CLWDAR65 2049-08-26 3.250000 3000.00 3313.71 Corporate Debt Securities NVIDIA CORPORATION SR GLBL NT3.2%26 549300S4KLFTLO7GSQ80 2026-09-16 3.200000 560000.00 625238.13 Corporate Debt Securities BIOGEN INC SR GLBL NT 25 W8J5WZB5IY3K0NDQT671 2025-09-15 4.050000 560000.00 633082.80 Corporate Debt Securities GENERAL MILLS INC SR GLBL NT3.7%23 2TGYMUGI08PO8X8L6150 2023-10-17 3.700000 78000.00 84153.59 Corporate Debt Securities DISNEY WALT CO FR 3%073046 7260JQNI6SCF9FIV2392 2046-07-30 3.000000 2000.00 2106.00 Corporate Debt Securities JOHNSON & JOHNSON SR GLBL NT 26 549300G0CFPGEF6X2043 2026-03-01 2.450000 547000.00 590907.69 Corporate Debt Securities JPMORGAN CHASE & CO GLBL NT 2.58%32 8I5DZWZKVSZI1NUHU748 2032-04-22 2.580000 239000.00 249321.21 Corporate Debt Securities BOEING CO CR SEN SR GLBL50 RVHJWBXLJ1RFUBSY1F30 2050-05-01 5.805000 2192000.00 3045126.40 Corporate Debt Securities FHLMC STARC 2021-DNA5 B-2 20340125 FLT 2034-01-25 5.550000 1500000.00 1558066.50 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2018-C02 2M-2 20300826 FLT B1V7KEBTPIMZEU4LTD58 2030-08-26 2.284380 250000.00 161157.47 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C03 2M-2 20281025 FLT B1V7KEBTPIMZEU4LTD58 2028-10-25 5.984380 241916.00 112904.44 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C04 1M-2 20290125 FLT B1V7KEBTPIMZEU4LTD58 2029-01-25 4.334380 5862278.00 3883361.69 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C07 2M-2 20290525 FLT B1V7KEBTPIMZEU4LTD58 2029-05-25 4.434380 4949562.00 2788788.63 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2017-C02 2B-1 20290925 FLT B1V7KEBTPIMZEU4LTD58 2029-09-25 5.584380 1176710.00 1285231.76 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT B1V7KEBTPIMZEU4LTD58 2029-11-26 5.134380 536000.00 585301.14 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2018-C01 1M-2 20300725 FLT B1V7KEBTPIMZEU4LTD58 2030-07-25 2.334380 108000.00 77898.31 Private Label Collateralized Mortgage Obligations FHLMC STACR 2013-DN1 M-2 20230725 FLT S6XOOCT0IEG5ABCC6L87 2023-07-25 7.234380 3130513.00 1381099.21 Private Label Collateralized Mortgage Obligations FHLMC STACR 2014-HQ2 M-3 20240925 FLT S6XOOCT0IEG5ABCC6L87 2024-09-25 3.834380 425272.00 277475.75 Private Label Collateralized Mortgage Obligations FHLMC STACR 2014-DN4 M-3 20241025 FLT S6XOOCT0IEG5ABCC6L87 2024-10-25 4.634380 6500000.00 1291940.07 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT B1V7KEBTPIMZEU4LTD58 2024-05-28 2.684380 98211.00 49450.19 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-HQA1 M-3 20280925 FLT S6XOOCT0IEG5ABCC6L87 2028-09-25 6.434380 3907000.00 3089291.69 Private Label Collateralized Mortgage Obligations FHLMC STACR 2017-DNA1 B-1 20290725 FLT S6XOOCT0IEG5ABCC6L87 2029-07-25 5.034380 680000.00 731100.00 Private Label Collateralized Mortgage Obligations FHLMC STACR 2017-HQA1 B-1 20290827 FLT S6XOOCT0IEG5ABCC6L87 2029-08-27 5.084380 250000.00 268639.10 Private Label Collateralized Mortgage Obligations FHLMC STACR 2017-HRP1 M-2 20421226 FLT S6XOOCT0IEG5ABCC6L87 2042-12-26 2.534380 5677159.00 3302477.16 Private Label Collateralized Mortgage Obligations FHLMC STACR 2018-HQA1 M-2 20300925 FLT S6XOOCT0IEG5ABCC6L87 2030-09-25 2.384380 1400000.00 1094500.89 Private Label Collateralized Mortgage Obligations CONN AVE SECS 2019-R02 1B-1 20310825 FLT 2031-08-25 4.234380 843000.00 866409.04 Private Label Collateralized Mortgage Obligations CONN AVE SECS 2019-R03 1B-1 20310925 FLT 2031-09-25 4.184380 1200000.00 1229347.68 Private Label Collateralized Mortgage Obligations CONN AVE SECS 2020-SBT1 2M-2 20400227 FLT 2040-02-27 3.734380 93046.00 96298.27 Private Label Collateralized Mortgage Obligations CONN AVE SECS 2020-SBT1 2B-1 20400227 FLT 2040-02-27 6.684380 3145477.00 3358457.45 Private Label Collateralized Mortgage Obligations CONN AVE SECS 2020-R01 1B-1 20400125 FLT 2040-01-25 3.334380 5228000.00 5225666.90 Private Label Collateralized Mortgage Obligations CONN AVE SECS 2019-HRP1 M-2 20391125 FLT 549300Z5THZ1JXIHVK60 2039-11-25 2.234380 5000000.00 3221725.44 Private Label Collateralized Mortgage Obligations CONN AVE SECS 2020-R02 2M-2 20400125 FLT 2040-01-25 2.084380 1499000.00 1131471.32 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2018-C06 2M-2 20310325 FLT B1V7KEBTPIMZEU4LTD58 2031-03-25 2.184380 3475000.00 2368525.42 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2013-C01 M-2 20231025 FLT B1V7KEBTPIMZEU4LTD58 2023-10-25 5.334380 7294102.00 2907795.74 Private Label Collateralized Mortgage Obligations FHLMC STACR 2019-FTR2 B-2 20481125 FLT 5493008J93RJW7PJFN93 2048-11-25 7.484380 5000000.00 5104851.98 Private Label Collateralized Mortgage Obligations FHLMC STACR 2019-DNA4 B-2 20491025 FLT 2049-10-25 6.334380 1000000.00 1036642.73 Private Label Collateralized Mortgage Obligations FHLMC STACR 2020-HQA1 M-2 20500125 FLT 549300TCRXCIFPAC3B85 2050-01-25 1.984380 5500000.00 3089362.88 Private Label Collateralized Mortgage Obligations FHLMC STACR 2020-HQA1 B-2 20500125 FLT 549300TCRXCIFPAC3B85 2050-01-25 5.184380 1000000.00 1006144.06 Private Label Collateralized Mortgage Obligations FHLMC STACR 2019-HQA3 B-2 20490927 FLT 2049-09-27 7.584380 2000000.00 2096634.13 Private Label Collateralized Mortgage Obligations FHLMC STACR 2020-DNA4 B-1 20500825 FLT 2050-08-25 6.084380 244079.00 259338.59 Private Label Collateralized Mortgage Obligations FHLMC STACR 2019-DNA1 M-2 20490125 FLT 5493007222WHFWMBOC78 2049-01-25 2.734380 321000.00 288321.78 Private Label Collateralized Mortgage Obligations FHLMC SCRTT SERIES 2019-1 M 20580725 FLT 2058-07-25 4.750000 1849900.00 1962357.89 Private Label Collateralized Mortgage Obligations FHLMC STACR 2018-DNA2 B-1 20301226 FLT 549300L8K4CLYS7FCQ06 2030-12-26 3.784380 579000.00 601546.68 Private Label Collateralized Mortgage Obligations FHLMC STACR 2018-DNA3 B-1 20480925 FLT 549300BL200YC56BUV20 2048-09-25 3.984380 1090000.00 1134292.22 Private Label Collateralized Mortgage Obligations FHLMC REMIC 2020-HQA3 B-1 20500725 FLT 2050-07-25 5.834380 664000.00 705314.34 Private Label Collateralized Mortgage Obligations FHLMC REMIC 2020-HQA3 B-2 20500725 FLT 2050-07-25 10.084400 3750000.00 4613987.74 Private Label Collateralized Mortgage Obligations FHLMC REMIC 2020-HQA4 M-2 20500926 FLT 2050-09-26 3.239250 3000000.00 1960178.23 Private Label Collateralized Mortgage Obligations FHLMC REMIC 2020-HQA4 B-1 20500926 FLT 2050-09-26 5.339250 2315193.00 2435159.07 Private Label Collateralized Mortgage Obligations FHLMC REMIC 2020-HQA5 B-2 20501125 FLT S6XOOCT0IEG5ABCC6L87 2050-11-25 7.450000 1130000.00 1323620.60 Private Label Collateralized Mortgage Obligations FHLMC STACR 2020-DNA3 B-2 20500627 FLT 2050-06-27 9.434380 2700000.00 3286673.27 Private Label Collateralized Mortgage Obligations FHLMC STACR 2018-HRP2 B-1 20470225 FLT 549300YG8OJES76WL398 2047-02-25 4.284380 5000000.00 5256430.32 Private Label Collateralized Mortgage Obligations FHLMC STACR REMIC TR 2021-HQA1 B-2 20330825 FLT 2033-08-25 5.050000 4761013.00 4765005.90 Private Label Collateralized Mortgage Obligations FHLMC STACR 2021-DNA2 B-2 20330825 FLT S6XOOCT0IEG5ABCC6L87 2033-08-25 6.050000 3124346.00 3448076.15 Private Label Collateralized Mortgage Obligations FHLMC STACR 2019-DNA2 B-1 20490325 FLT 549300Y6KOVOWQ8OJC33 2049-03-25 4.434380 600000.00 622120.24 Private Label Collateralized Mortgage Obligations FHLMC STACR 2019-HQA2 B-1 20490426 FLT 549300NKHCH87PYOHD44 2049-04-26 4.184380 3233679.00 3334393.22 Private Label Collateralized Mortgage Obligations FHLMC STACR 2019-HRP1 M-3 20490225 FLT 549300RWLR7W4OBRM426 2049-02-25 2.334380 1500000.00 1508124.09 Private Label Collateralized Mortgage Obligations FHLMC STACR 2019-DNA3 B-2 20490726 FLT 549300KB1O80CETXGJ21 2049-07-26 8.234380 1000000.00 1081608.40 Private Label Collateralized Mortgage Obligations UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-05-15 3.000000 12300.00 15090.97 U.S. Treasuries (including strips) Y 2021-09-07 2021-09-07 2021-09-07 N N N 0.0016 328000000.00 328000000.00 0.0042 N N Y N BNP PARIBAS SA BNP PARIBAS SA 0.220000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0R37H4 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VOYAGER AVIATION HOLDINGS LLC SR 144A NT8.5%26 549300KHOKL1CX4NIJ92 2026-05-09 8.500000 665000.00 598022.38 Corporate Debt Securities CARLYLE AVIATION ELEVATE MERGE SR 144A NT 7%24 549300LI58A0MHGHTZ98 2024-10-15 7.000000 1869000.00 1881511.92 Corporate Debt Securities FRESH MKT INC FLT REGS NT 25 529900QM5ZSBEBR6CS58 2025-03-13 10.750000 30942000.00 30977610.80 Corporate Debt Securities AMBAC ASSURANCE CORP PERP SR SEC 144A 549300RYYRVPPB8NC636 2500-12-31 5.100000 7565611.00 7925926.04 Corporate Debt Securities ESSENTIAL UTILS INC SR AMRTZ NT 3%22 549300ILTEOF3E3QY357 2022-04-30 3.000000 1007405.00 259396.36 Corporate Debt Securities TIDEWATER INC NEW SR SEC GLBL NT22 2022-08-01 8.000000 3676948.00 3774999.95 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 2039-09-30 5.750000 3098677.00 3681440.02 Corporate Debt Securities VIRGIN AUSTRALIA HLDGS LTD SR GLBL 144A 24 254900SNPW6V9967CJ18 2024-11-15 8.125000 999000.00 121076.72 Corporate Debt Securities CALLON PETE CO DEL SR SEC GLBL 25 549300EFOWPEB0WLZW21 2025-04-01 9.000000 1202000.00 1337225.00 Corporate Debt Securities CALLON PETE CO DEL SR SEC GLBL 25 549300EFOWPEB0WLZW21 2025-04-01 9.000000 785000.00 873312.50 Corporate Debt Securities CHENIERE ENERGY PARTNERS L P SR GLBL NT 26 5493005UEC8AZ34LDV29 2026-10-01 5.625000 3111000.00 3281132.81 Corporate Debt Securities CTO RLTY GROWTH INC NEW SR NT 3.875%25 549300ZJHMRPKE71JO81 2025-04-15 3.875000 2825000.00 3145549.61 Corporate Debt Securities DCP MIDSTREAM LLC JR SB GLBL 43 549300Y6CTBSE0QIPL28 2043-05-21 5.850000 560000.00 527100.00 Corporate Debt Securities ELETSON HLDGS INC / ELETSON SR SEC PIK ACR22 2022-01-15 9.625000 8893000.00 3144107.80 Corporate Debt Securities FIRSTENERGY TRANSMISSION LLC SR GLBL 144A 49 549300AINIIPOLYX2R63 2049-04-01 4.550000 3182000.00 3881239.20 Corporate Debt Securities FRESH MKT INC FLT 144A NT 25 529900QM5ZSBEBR6CS58 2025-03-13 10.750000 41900000.00 42255474.94 Corporate Debt Securities GOLDMAN SACHS GROUP INC ALT TIER I PERP 784F5XWPLTWKTBV3E584 2500-12-31 5.500000 3459000.00 3798183.77 Corporate Debt Securities ILFC E-CAPITAL TR I 5.9%65 2065-12-21 3.660000 4779000.00 3929381.41 Corporate Debt Securities IIP OPER PARTNERSHIP L P CR SEN SR GLBL26 2026-05-25 5.500000 10131000.00 10670441.98 Corporate Debt Securities PAR TECHNOLOGY CORP SR NT 4.5%24 549300HYPTHBJQINVG57 2024-04-15 4.500000 1650000.00 3621692.25 Corporate Debt Securities POWERTEAM SVCS LLC SR SEC 144A NT25 549300J2G34D0WX8Z443 2025-12-04 9.033000 2749900.00 3104979.92 Corporate Debt Securities POWERTEAM SVCS LLC SR SEC 144A NT25 549300J2G34D0WX8Z443 2025-12-04 9.033000 740000.00 835552.25 Corporate Debt Securities SITKA HLDGS LLC SR SEC GLBL 26 2026-07-06 5.250000 70000000.00 71177750.00 Corporate Debt Securities SPRINT NEXTEL CORP SR GLBL DEB 22 549300JKU50UT08ZWD77 2022-04-15 9.250000 20000.00 21673.89 Corporate Debt Securities TEVA PHARMACEUTICAL FIN NETH SR GLBL NT2.8%23 5493004T21MOAFINJP35 2023-07-21 2.800000 3803000.00 3771561.87 Corporate Debt Securities TEVA PHARMACEUTICAL FIN NETH SR GLBL NT 6%24 5493004T21MOAFINJP35 2024-04-15 6.000000 3179000.00 3409477.50 Corporate Debt Securities THIRD PT RE USA HLDSG INC CR SEN SR GLBL25 2025-02-13 7.000000 4999000.00 5215556.68 Corporate Debt Securities AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 26 2026-04-20 5.500000 3447231.00 3649277.04 Corporate Debt Securities ALLIANCE DATA SYSTEMS CORP SR GLBL 144A 24 549300G8S4PO686J7H97 2024-12-15 4.750000 800000.00 828022.22 Corporate Debt Securities AMBAC ASSURANCE CORP PERP SR SEC 144A 549300RYYRVPPB8NC636 2500-12-31 5.100000 249586.00 261472.63 Corporate Debt Securities Y 2021-09-07 2021-09-07 2021-09-07 N N N 0.0022 193000000.00 193000000.00 0.0025 N N Y N DEUTSCHE BANK AG (NEW YORK BRANCH) DEUTSCHE BANK AG (NEW YORK BRANCH) 0.050000% 7LTWFZYICNSX8D621K86 0001022437 ARP0R37L5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-15 2.750000 91746500.00 102000240.42 U.S. Treasuries (including strips) Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 100000000.00 100000000.00 0.0013 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.140000% 1VUV7VQFKUOQSJ21A208 0001330437 ARP0R37N1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CREDIT SUISSE INTERNATIONAL ALT TIER I PERP 549300506SI9CRFV9Z86 2500-12-31 7.250000 300000.00 346960.42 Corporate Debt Securities SIRIUS XM RADIO INC SR GLBL 144A 26 WP5O65E6BMU84LNO4227 2026-09-01 3.125000 2500000.00 2543880.21 Corporate Debt Securities SOCIETE GENERALE FR 4%011227 O2RNE8IBXP4R0TD8PU41 2027-01-12 4.000000 200000.00 222270.67 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC GLBL NT 1.474%25 35380028MYWPB6AUO129 2025-07-08 1.474000 6200000.00 6304036.34 Corporate Debt Securities UNION PAC CORP SR GLBL NT 23 549300LMMRSZZCZ8CL11 2023-04-15 2.750000 1000.00 1043.13 Corporate Debt Securities BNP PARIBAS ALT TIER I PERP R0MUWSFPU8MPRO8K5P83 2500-12-31 4.625000 400000.00 415560.94 Corporate Debt Securities EQUINOR ASA 3.625%28 OW6OFBNCKXC4US5C7523 2028-09-10 3.625000 500000.00 572489.38 Corporate Debt Securities EXXON MOBIL CORP SR GLBL NT 25 J3WHBG0MTS7O8ZVMDC91 2025-03-19 2.992000 148000.00 160327.51 Corporate Debt Securities HONEYWELL INTL INC SR GLBL NT2.7%29 ISRPG12PN4EIEOEMW547 2029-08-15 2.700000 214000.00 230094.94 Corporate Debt Securities INTERCORP PERU LIMITED SR 144A NT 29 549300L0OFVSOE4NSY75 2029-08-15 3.875000 225000.00 217209.28 Corporate Debt Securities BAIDU INC SR GLBL NT 24 254900AL64IANZYI1E02 2024-05-14 4.375000 295000.00 324497.62 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL NT4.5%32 2032-05-01 4.500000 246000.00 260450.04 Corporate Debt Securities CARNIVAL CORP MTN BE SR SEC GLBL 28 F1OF2ZSX47CR0BCWA982 2028-08-01 4.000000 26000.00 26195.72 Corporate Debt Securities CITIGROUP INC SR GLBL NT 29 6SHGI4ZSSLCXXQSBB395 2029-04-23 4.075000 4089000.00 4702468.13 Corporate Debt Securities COMCAST CORP NEW GLBL NT 2.65%30 51M0QTTNCGUN7KFCFZ59 2030-02-01 2.650000 53000.00 56105.18 Corporate Debt Securities DEUTSCHE BK AG N Y SNR NPF GLBL 7LTWFZYICNSX8D621K86 2025-11-26 3.961000 400000.00 438505.06 Corporate Debt Securities DISNEY WALT CO FR 2.95%061527 7260JQNI6SCF9FIV2392 2027-06-15 2.950000 37555000.00 41360364.69 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 22 I1BZKREC126H0VB1BL91 2022-08-15 3.050000 4850000.00 4951100.94 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP 3.761%23 353800V2V8PUY9TK3E06 2023-07-26 3.761000 5116000.00 5458089.16 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC SR FLT NT 22 353800CI5L6DDAN5XZ33 2022-09-11 1.004750 2000000.00 2020441.38 Corporate Debt Securities NONGHYUP BANK FR 1.875%091221 988400GSDJCW3LKJBD20 2021-09-12 1.875000 10000000.00 10091800.00 Corporate Debt Securities NORDEA BK ABP MED TERM NTS FR 6.125% 529900ODI3047E2LIV03 2500-12-31 6.125000 290000.00 326746.42 Corporate Debt Securities NORFOLK SOUTHN CORP SR GLBL NT 23 54930036C8MWP850MI84 2023-02-15 2.903000 4626000.00 4774588.15 Corporate Debt Securities DAI-ICHI LIFE HOLDINGS INC PERP SUB GLBL 3538001235ACEIORUV72 2500-12-31 4.000000 1902000.00 2071278.00 Corporate Debt Securities BANCO DO BRASIL S A GRAND CAYM FR 4.625%011525 QE0Q0253K88YAGNPE356 2025-01-15 4.625000 400000.00 427872.50 Corporate Debt Securities AIA GROUP LTD HONG KONG SR GLBL REGS 30 ZP5ILWVSYE4LJGMMVD57 2030-04-07 3.375000 5100000.00 5720344.88 Corporate Debt Securities APPLE INC SR GLBL NT2.2%29 HWUPKR0MPOU8FGXBT394 2029-09-11 2.200000 1000000.00 1055928.89 Corporate Debt Securities TOWD PT MTG TR 2019-2 M1 20581225 FLT 2058-12-25 3.750000 174984.00 186606.09 Private Label Collateralized Mortgage Obligations TOWD POINT MTG TR 2015-4 M1 20550425 FLT 2055-04-25 3.750000 390000.00 399570.99 Private Label Collateralized Mortgage Obligations ARBOR MTF MTG SEC TR 2021-MF2 A-5 20530630 2.5 2053-06-30 2.513300 300000.00 314556.42 Private Label Collateralized Mortgage Obligations Y 2021-09-07 2021-09-07 2021-09-07 N N N 0.0014 91000000.00 91000000.00 0.0012 N N Y N BNP PARIBAS SA BNP PARIBAS SA 0.050000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0R37O9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 52231900.00 64733832.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 2.250000 10750400.00 11612509.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.250000 100.00 104.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.000000 19780800.00 20790664.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-31 1.625000 100.00 104.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-31 0.500000 100.00 97.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 0.250000 100.00 98.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-30 0.125000 39548600.00 39526080.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-08-15 2.000000 5994700.00 6136651.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.375000 100.00 99.95 U.S. Treasuries (including strips) Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 140000000.00 140000000.00 0.0018 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.050000% 1VUV7VQFKUOQSJ21A208 0001330437 ARP0R37P6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 53391400.00 66923700.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.625000 80446100.00 92629988.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.875000 44832000.00 56776514.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.625000 74421800.00 92916039.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 46886000.00 58606926.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 94996000.00 116016905.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.375000 39371900.00 48605391.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-15 0.125000 50115000.00 57297659.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-01-15 0.125000 33961400.00 39751772.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-15 0.125000 47531000.00 53876158.16 U.S. Treasuries (including strips) Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 670000000.00 670000000.00 0.0086 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.050000% 1VUV7VQFKUOQSJ21A208 0001330437 ARP0R37Q4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.500 CLAC1640 B1V7KEBTPIMZEU4LTD58 2039-09-01 4.500000 27685000.00 4925770.54 Agency Mortgage-Backed Securities FNMS 05.000 CLAD6345 B1V7KEBTPIMZEU4LTD58 2040-05-01 5.000000 59000000.00 6839540.01 Agency Mortgage-Backed Securities FNMS 06.000 CL879522 B1V7KEBTPIMZEU4LTD58 2036-03-01 6.000000 31233733.00 868095.86 Agency Mortgage-Backed Securities FNMS 04.500 CL932270 B1V7KEBTPIMZEU4LTD58 2039-12-01 4.500000 39000000.00 4447648.93 Agency Mortgage-Backed Securities FNMS 04.500 CLAA8716 B1V7KEBTPIMZEU4LTD58 2039-07-01 4.500000 50000000.00 8617654.15 Agency Mortgage-Backed Securities FNMS 04.500 CLAA9346 B1V7KEBTPIMZEU4LTD58 2039-08-01 4.500000 26585000.00 2946224.06 Agency Mortgage-Backed Securities FNMS 04.500 CLAC1246 B1V7KEBTPIMZEU4LTD58 2039-08-01 4.500000 5535000.00 984248.37 Agency Mortgage-Backed Securities FNMS 04.500 CLAC6214 B1V7KEBTPIMZEU4LTD58 2039-11-01 4.500000 10000000.00 727167.09 Agency Mortgage-Backed Securities FNMS 04.500 CLAC8434 B1V7KEBTPIMZEU4LTD58 2040-01-01 4.500000 5979800.00 765190.34 Agency Mortgage-Backed Securities FNMS 03.500 CLBR2515 B1V7KEBTPIMZEU4LTD58 2050-12-01 3.500000 5812366.00 5120602.70 Agency Mortgage-Backed Securities FNMS 03.500 CLBT5400 B1V7KEBTPIMZEU4LTD58 2051-08-01 3.500000 2739987.00 2957182.12 Agency Mortgage-Backed Securities FNMS 03.500 CLBT5406 B1V7KEBTPIMZEU4LTD58 2051-07-01 3.500000 7145982.00 7721767.12 Agency Mortgage-Backed Securities FNMS 04.500 CLAC5440 B1V7KEBTPIMZEU4LTD58 2039-11-01 4.500000 7962489.00 1556425.92 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8134 S6XOOCT0IEG5ABCC6L87 2051-03-01 2.000000 254113580.00 249999999.55 Agency Mortgage-Backed Securities FNMS 05.000 CL745336 B1V7KEBTPIMZEU4LTD58 2036-03-01 5.000000 48000000.00 1063408.18 Agency Mortgage-Backed Securities FNMS 05.000 CL745755 B1V7KEBTPIMZEU4LTD58 2035-12-01 5.000000 53000000.00 1420924.02 Agency Mortgage-Backed Securities FNMS 05.000 CL930680 B1V7KEBTPIMZEU4LTD58 2039-03-01 5.000000 20403408.00 2343903.23 Agency Mortgage-Backed Securities FNMS 04.500 CL931050 B1V7KEBTPIMZEU4LTD58 2039-05-01 4.500000 23000000.00 1547588.46 Agency Mortgage-Backed Securities FNMS 05.500 CL995866 B1V7KEBTPIMZEU4LTD58 2039-06-01 5.500000 33480000.00 1395097.84 Agency Mortgage-Backed Securities FNMS 05.000 CLAA7411 B1V7KEBTPIMZEU4LTD58 2039-06-01 5.000000 18450622.00 2751991.17 Agency Mortgage-Backed Securities Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 300000000.00 300000000.00 0.0039 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 0.050000% 549300QJJX6CVVUXLE15 0001317808 ARP0R37V3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRM 2020-148 JL 549300M8ZYFG0OCMTT87 2050-10-20 1.000000 1000.00 775.01 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 2.875000 49998800.00 55008518.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 1.875000 938400.00 991249.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 0.750000 250255200.00 249999939.70 U.S. Treasuries (including strips) Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 300000000.00 300000000.00 0.0039 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.070000% ZBUT11V806EZRVTWT807 0000782124 ARP0R37W1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRM 2013-032 AB 549300M8ZYFG0OCMTT87 2042-01-16 1.900000 1999990.00 335696.71 Agency Collateralized Mortgage Obligation GNRM 2016-41 GY 549300M8ZYFG0OCMTT87 2046-10-20 3.000000 999999.00 1074439.93 Agency Collateralized Mortgage Obligation GNRA 2019-97 FB 549300M8ZYFG0OCMTT87 2049-08-20 0.538380 27354240.00 14890766.98 Agency Collateralized Mortgage Obligation GNRM 2021-122 DT 549300M8ZYFG0OCMTT87 2050-09-20 3.000000 22819264.00 24473119.78 Agency Collateralized Mortgage Obligation GNRM 2021-122 NA 549300M8ZYFG0OCMTT87 2051-07-20 1.000000 28778080.00 28474563.40 Agency Collateralized Mortgage Obligation GNRM 2021-122 PL 549300M8ZYFG0OCMTT87 2051-07-20 2.000000 540361.00 509533.22 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2018-4 HB 20580325 3.0 2058-03-25 3.000000 15000000.00 15979185.00 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2018-4 MB 20580325 3.5 2058-03-25 3.500000 8000000.00 9024413.33 Agency Collateralized Mortgage Obligation GNRM 2003-99 KD 549300M8ZYFG0OCMTT87 2033-11-16 5.500000 25361800.00 8032754.79 Agency Collateralized Mortgage Obligation GNRM 2021-122 P 549300M8ZYFG0OCMTT87 2051-06-20 2.000000 38198080.00 39300349.02 Agency Collateralized Mortgage Obligation MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT 549300HG8ZEWVWVSN227 2049-10-25 3.334380 20982400.00 21155268.33 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2017-2 MB 20560825 3.0 2056-08-25 3.000000 8000000.00 8485032.00 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2017-3 MB 20560725 3.0 2056-07-25 3.000000 8000000.00 8469816.00 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-J25 A-1 20241125 2.1 S6XOOCT0IEG5ABCC6L87 2024-11-25 2.149000 38779300.00 12533023.83 Agency Collateralized Mortgage Obligation FREDDIE MAC SERIES K-J26 A-1 20250725 2.1 S6XOOCT0IEG5ABCC6L87 2025-07-25 2.135000 19600000.00 12163717.46 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-KF22 B 20230725 FLT 2023-07-25 5.140500 358379.00 68320.34 Agency Collateralized Mortgage Obligation Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0007 199000000.00 199000000.00 0.0026 N Y Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 0.050000% FOR8UP27PHTHYVLBNG30 0000769993 ARP0R37X9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMI SF AA0159 X 549300M8ZYFG0OCMTT87 2042-05-15 3.875000 600000.00 134221.41 Agency Mortgage-Backed Securities GNII SF AA0912 C 549300M8ZYFG0OCMTT87 2027-03-20 3.500000 1748676.00 62898.94 Agency Mortgage-Backed Securities GNMI SF AA5822 X 549300M8ZYFG0OCMTT87 2042-11-15 3.000000 875000.00 222677.20 Agency Mortgage-Backed Securities GNII SF AB2784 C 549300M8ZYFG0OCMTT87 2042-08-20 3.500000 3340000.00 951079.87 Agency Mortgage-Backed Securities GNII SF MA1499 M 549300M8ZYFG0OCMTT87 2024-02-20 4.500000 530446.00 30929.15 Agency Mortgage-Backed Securities GNII SF MA1813 M 549300M8ZYFG0OCMTT87 2024-06-20 4.500000 296585.00 12781.52 Agency Mortgage-Backed Securities GNII SF MA3597 M 549300M8ZYFG0OCMTT87 2046-04-20 3.500000 1550000.00 381330.28 Agency Mortgage-Backed Securities GNII FS MA2740 M 549300M8ZYFG0OCMTT87 2045-02-20 4.000000 854412.00 167268.36 Agency Mortgage-Backed Securities GNII SF MA2891 M 549300M8ZYFG0OCMTT87 2045-06-20 3.000000 1260000.00 285613.38 Agency Mortgage-Backed Securities GNII SF MA2892 M 549300M8ZYFG0OCMTT87 2045-06-20 3.500000 1900000.00 377318.38 Agency Mortgage-Backed Securities GNII SF MA4585 M 549300M8ZYFG0OCMTT87 2047-07-20 3.000000 56676.00 18253.85 Agency Mortgage-Backed Securities GNII SF MA6218 M 549300M8ZYFG0OCMTT87 2049-10-20 3.000000 100000000.00 40628422.92 Agency Mortgage-Backed Securities GNII SF 004569 M 549300M8ZYFG0OCMTT87 2024-11-20 6.000000 311646.00 11776.95 Agency Mortgage-Backed Securities GNII SF 004637 M 549300M8ZYFG0OCMTT87 2040-02-20 5.000000 120000.00 8631.11 Agency Mortgage-Backed Securities GNII SF 005057 M 549300M8ZYFG0OCMTT87 2041-05-20 5.500000 2228664.00 183261.52 Agency Mortgage-Backed Securities GNMI SF 367098 X 549300M8ZYFG0OCMTT87 2041-07-15 4.000000 364342.00 43407.01 Agency Mortgage-Backed Securities GNMI SF 423825 X 549300M8ZYFG0OCMTT87 2026-06-15 8.000000 6000000.00 6202.53 Agency Mortgage-Backed Securities GNMI SF 737426 X 549300M8ZYFG0OCMTT87 2040-09-15 4.000000 75000.00 5980.98 Agency Mortgage-Backed Securities GNII SP 783914 C 549300M8ZYFG0OCMTT87 2034-07-20 4.000000 4250000.00 604342.26 Agency Mortgage-Backed Securities GNMI SF 616413 X 549300M8ZYFG0OCMTT87 2034-05-15 5.000000 197395.00 9526.66 Agency Mortgage-Backed Securities GNMI SF 620509 X 549300M8ZYFG0OCMTT87 2033-08-15 5.000000 1001476.00 32851.08 Agency Mortgage-Backed Securities GNMI SF 636425 X 549300M8ZYFG0OCMTT87 2024-12-15 6.500000 1655604.00 68774.28 Agency Mortgage-Backed Securities GNMI SF 694899 X 549300M8ZYFG0OCMTT87 2023-11-15 6.000000 506175.00 9640.94 Agency Mortgage-Backed Securities GNMI SF 761577 X 549300M8ZYFG0OCMTT87 2041-04-15 4.500000 165709.00 15031.66 Agency Mortgage-Backed Securities GNMI SF 763953 X 549300M8ZYFG0OCMTT87 2026-12-15 3.500000 1000000.00 121353.24 Agency Mortgage-Backed Securities GNII SF 766712 C 549300M8ZYFG0OCMTT87 2042-05-20 3.500000 7456616.00 2400514.58 Agency Mortgage-Backed Securities GNII SF 770949 C 549300M8ZYFG0OCMTT87 2041-07-20 4.500000 130130.00 19539.01 Agency Mortgage-Backed Securities GNII SF MA7192 M 549300M8ZYFG0OCMTT87 2051-02-20 2.000000 16786432.00 16639177.67 Agency Mortgage-Backed Securities GNII SF MA6603 M 549300M8ZYFG0OCMTT87 2050-04-20 5.000000 3885280.00 1892684.01 Agency Mortgage-Backed Securities GNII JM MA6756 M 549300M8ZYFG0OCMTT87 2050-07-20 2.500000 78958.00 49352.85 Agency Mortgage-Backed Securities GNII SF MA7369 M 549300M8ZYFG0OCMTT87 2051-05-20 3.500000 60909568.00 63929452.26 Agency Mortgage-Backed Securities GNII SF BA7567 C 549300M8ZYFG0OCMTT87 2048-05-20 4.500000 400000.00 123222.32 Agency Mortgage-Backed Securities GNMI SF BK5503 X 549300M8ZYFG0OCMTT87 2048-12-15 4.500000 3857860.00 1795719.98 Agency Mortgage-Backed Securities GNMI SF AU3366 X 549300M8ZYFG0OCMTT87 2046-07-15 4.500000 247155.00 15786.00 Agency Mortgage-Backed Securities GNII SF AW7221 C 549300M8ZYFG0OCMTT87 2046-10-20 4.000000 2045392.00 910717.48 Agency Mortgage-Backed Securities GNII SP 785407 C 549300M8ZYFG0OCMTT87 2051-01-20 3.000000 9818368.00 9841308.76 Agency Mortgage-Backed Securities GNMI SF 644810 X 549300M8ZYFG0OCMTT87 2035-05-15 5.500000 10000000.00 72795.50 Agency Mortgage-Backed Securities GNMI SF 778386 X 549300M8ZYFG0OCMTT87 2042-08-15 3.500000 420000.00 225832.92 Agency Mortgage-Backed Securities GNII SF MA7108 M 549300M8ZYFG0OCMTT87 2032-12-20 3.000000 507935.00 504981.93 Agency Mortgage-Backed Securities GNII SF CB5427 C 549300M8ZYFG0OCMTT87 2051-02-20 3.000000 1261724.00 1322240.73 Agency Mortgage-Backed Securities GNPL LM CB5873 549300M8ZYFG0OCMTT87 2059-06-15 3.300000 100000.00 112076.40 Agency Mortgage-Backed Securities GNPL LM CC7509 549300M8ZYFG0OCMTT87 2060-01-15 3.200000 100000.00 111184.56 Agency Mortgage-Backed Securities GNII RG CE6482 C 549300M8ZYFG0OCMTT87 2049-11-20 4.000000 4514760.00 4818557.60 Agency Mortgage-Backed Securities GNII SF CF7556 C 549300M8ZYFG0OCMTT87 2051-07-20 3.000000 1946554.00 2118432.46 Agency Mortgage-Backed Securities GNII SF CG3148 C 549300M8ZYFG0OCMTT87 2051-08-20 3.000000 1556492.00 1692979.23 Agency Mortgage-Backed Securities GNII SF 004275 M 549300M8ZYFG0OCMTT87 2023-11-20 5.500000 499998.00 9868.29 Agency Mortgage-Backed Securities Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 150000000.00 150000000.00 0.0019 N Y Y N RBC CAPITAL MARKETS LLC RBC CAPITAL MARKETS LLC 0.170000% 549300LCO2FLSSVFFR64 0000050916 ARP0R37Y7 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WESTPAC BKG CORP SR GLBL FL NT 22 EN5TNI6CI43VEPAMHL14 2022-06-28 0.856000 5000.00 5034.56 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 23 MLU0ZO3ML4LN2LL2TL39 2023-03-13 3.262000 595000.00 613327.59 Corporate Debt Securities GENERAL ELECTRIC CO VR 031413-031523 3C7474T6CDKPR9K6YT90 2023-03-15 1.118880 67000.00 67995.83 Corporate Debt Securities PROVINCE OF QUEBEC SR GLBL QS NT 27 549300WN65YFEQH74Y36 2027-04-12 2.750000 240000.00 264573.13 Corporate Debt Securities SHELL INTERNATIONAL FIN BV SR NT 4.375%45 213800ITMMKU4Z7I4F78 2045-05-11 4.375000 402000.00 507343.32 Corporate Debt Securities TORONTO DOMINION BANK FR 0.75%010626 PT3QB789TSUIDF371261 2026-01-06 0.750000 13000.00 12899.85 Corporate Debt Securities TOYOTA MTR CR CORP SR -B STEP 29 Z2VZBHUMB7PWWJ63I008 2029-07-16 2.500000 119000.00 120428.60 Corporate Debt Securities TOYOTA MTR CR CORP VR 121120-121321 Z2VZBHUMB7PWWJ63I008 2021-12-13 0.280000 17000.00 17010.03 Corporate Debt Securities UNION PAC CORP GLBL 144A NT 60 549300LMMRSZZCZ8CL11 2060-03-20 3.839000 31000.00 36705.82 Corporate Debt Securities UNITED PARCEL SVCS INC SR GLBL NT5.3%50 D01LMJZU09ULLNCY6Z23 2050-04-01 5.300000 29000.00 43837.37 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP SR GLBL NT 26 32SXKSJ72K64GM3HOU64 2026-01-15 4.125000 148000.00 165717.20 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 31 2S72QS2UO2OESLG6Y829 2031-03-21 2.550000 627000.00 655994.05 Corporate Debt Securities VOLKSWAGEN GROUP AMER FIN LLC SR GLBL COCO 21 5493002SQ1AVQBY41K40 2021-11-12 4.000000 9112000.00 9288418.44 Corporate Debt Securities WELLS FARGO & CO FR 2.406%103025 PBLD0EJDB5FWOLXP3B76 2025-10-30 2.406000 22000.00 23165.12 Corporate Debt Securities WELLS FARGO & CO FR 5.013%040451 PBLD0EJDB5FWOLXP3B76 2051-04-04 5.013000 20000000.00 28187395.00 Corporate Debt Securities AIR LEASE CORP SR GLBL NT 28 5493004NW4M4P8TMMK63 2028-10-01 4.625000 369000.00 426745.12 Corporate Debt Securities ALBERTA PROV SR BD 2.2%22 LQPXMHHNJKIPJYE53543 2022-07-26 2.200000 94000.00 95940.06 Corporate Debt Securities ALTRIA GROUP INC CR SEN SR GLBL39 XSGZFLO9YTNO9VCQV219 2039-02-06 10.200000 5878000.00 10323492.21 Corporate Debt Securities BIOGEN INC SR GLBL 144A 51 W8J5WZB5IY3K0NDQT671 2051-02-15 3.250000 1370000.00 1384075.99 Corporate Debt Securities BLACKROCK INC GLBL NT 1.9%31 549300LRIF3NWCU26A80 2031-01-28 1.900000 875000.00 886726.46 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.06%41 5493009NTB34VXE1T760 2041-06-17 3.060000 418000.00 433821.30 Corporate Debt Securities BRIGHTHOUSE FINL INC SR GLBL NT4.7%47 5493003T8SZSHOGGAW52 2047-06-22 4.700000 4001000.00 4586859.76 Corporate Debt Securities BRITISH COLUMBIA PROV CDA SR-BCUSG8 BD2%22 54930058TO7MEKUHWL16 2022-10-23 2.000000 213000.00 218994.06 Corporate Debt Securities BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27 2027-01-15 3.875000 449000.00 497555.48 Corporate Debt Securities BROADCOM INC SR GLBL NT 30 549300WV6GIDOZJTV909 2030-11-15 4.150000 9110000.00 10384028.44 Corporate Debt Securities BROADCOM INC SR GLBL NT 5%30 549300WV6GIDOZJTV909 2030-04-15 5.000000 4162000.00 5013540.58 Corporate Debt Securities CENTRAL STORAGE SAFETY PROJ TR SR SEC GLBL 38 2038-02-01 4.823000 687000.00 767523.82 Corporate Debt Securities COMMONWEALTH EDISON CO 1M GLBL 123 BD47 D8YOXB8L2ZDC8P7Q0771 2047-08-15 3.750000 1990000.00 2328134.17 Corporate Debt Securities COMMONWEALTH BANK OF AUSTRALIA VR 030419-060424 MSFSBD3QN1GSN7Q6C537 2024-06-04 0.954000 298000.00 303924.84 Corporate Debt Securities CROWN CASTLE INTL CORP SR GLBL NT 27 54930012H97VSM0I2R19 2027-09-01 3.650000 1043000.00 1174198.97 Corporate Debt Securities DELL INTL LLC/EMC CORP CR SEN SR SEC 46 2046-07-15 8.350000 974000.00 1618310.20 Corporate Debt Securities DUKE ENERGY PROGRESS INC 1M GLBL BD3.7%46 0NIFZ782LS46WOC9QK20 2046-10-15 3.700000 1140000.00 1324255.67 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT 5%50 MTLVN9N7JE8MIBIJ1H73 2050-05-15 5.000000 557000.00 663594.33 Corporate Debt Securities FEL ENERGY VI S A R L SR SEC GLBL 40 2040-12-01 5.750000 2355000.00 2520024.07 Corporate Debt Securities ALLY FINL INC SR NT 8%31 549300JBN1OSM8YNAI90 2031-11-01 8.000000 57000.00 84933.80 Corporate Debt Securities GENERAL ELECTRIC CO FR 6.75%031532 3C7474T6CDKPR9K6YT90 2032-03-15 6.750000 1135000.00 1616302.43 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC VR 040418-011224 549300CRGMZK3K53BF92 2024-01-12 0.859000 28000.00 28321.25 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC FR 4.6%041548 549300CRGMZK3K53BF92 2048-04-15 4.600000 1690000.00 2118833.74 Corporate Debt Securities APPLE INC SR GLBL NT 30 HWUPKR0MPOU8FGXBT394 2030-05-11 1.650000 4000.00 4007.97 Corporate Debt Securities ARES CAPITAL CORP SR GLBL NT 26 WEQ82666OJYSI5GUAB47 2026-07-15 2.150000 1000000.00 1010197.22 Corporate Debt Securities ATHENE GLOBAL FUNDING VR 070317-070122 549300LM1QSI4MSIL320 2022-07-01 1.367880 50000.00 50561.39 Corporate Debt Securities TRUIST FINL CORP FR 2.85%102624 549300DRQQI75D2JP341 2024-10-26 2.850000 10000.00 10782.16 Corporate Debt Securities BP CAP MKTS P L C SR GLBL NT 23 549300CRVT18MXX0AG93 2023-09-26 3.994000 711000.00 775954.39 Corporate Debt Securities BPCE S A VR 052217-052222 9695005MSX1OYEMGDF46 2022-05-22 1.350750 6150000.00 6201415.02 Corporate Debt Securities BK OF AMERICA CORP FR 4%012225 9DJT3UXIJIZJI4WXO774 2025-01-22 4.000000 244000.00 267893.29 Corporate Debt Securities BK OF AMERICA CORP SR NT FIX/FLT 28 9DJT3UXIJIZJI4WXO774 2028-07-21 3.593000 15000.00 16611.78 Corporate Debt Securities BK OF AMERICA CORP FR 3.55%030524 9DJT3UXIJIZJI4WXO774 2024-03-05 3.550000 7000.00 7436.28 Corporate Debt Securities BK OF AMERICA CORP FR 2.676%061941 9DJT3UXIJIZJI4WXO774 2041-06-19 2.676000 260000.00 258315.72 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 25 5493008B6JBRUJ90QL97 2025-06-20 2.750000 12000.00 12670.72 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 4%030324 784F5XWPLTWKTBV3E584 2024-03-03 4.000000 300000.00 330437.33 Corporate Debt Securities MORGAN STANLEY FR 5%112425 IGJSJL3JD5P30I6NJZ34 2025-11-24 5.000000 2378000.00 2774108.74 Corporate Debt Securities MORGAN STANLEY FR 3.875%042924 IGJSJL3JD5P30I6NJZ34 2024-04-29 3.875000 47000.00 51490.94 Corporate Debt Securities MOTOROLA SOLUTIONS INC SR GLBL NT2.3%30 6S552MUG6KGJVEBSEC55 2030-11-15 2.300000 2433000.00 2440036.78 Corporate Debt Securities NISSAN MTR ACCEP CORP VR 011317-011322 7D6DIU2QXTUJRFNNJA49 2022-01-13 1.018630 1821000.00 1826529.41 Corporate Debt Securities NISSAN MOTOR CO LTD SR GLBL 144A 27 353800DRBDH1LUTNAY26 2027-09-17 4.345000 1384000.00 1564311.94 Corporate Debt Securities NISSAN MOTOR CO LTD SR GLBL 144A 30 353800DRBDH1LUTNAY26 2030-09-17 4.810000 723000.00 836748.59 Corporate Debt Securities NORTHWESTERN MUT LIFE INS CO SUB 144A NT 40 1DU7IM20QESYGDO4HO54 2040-03-30 6.063000 288000.00 421819.92 Corporate Debt Securities ONTARIO PROV CDA GLBL BD 1.125%30 C7PVKCRGLG18EBQGZV36 2030-10-07 1.125000 10000.00 9710.90 Corporate Debt Securities ONTARIO PROV CDA SR GLBL BD2.5%21 C7PVKCRGLG18EBQGZV36 2021-09-10 2.500000 390000.00 394845.75 Corporate Debt Securities ONTARIO PROV CDA SR BD 2.45%22 C7PVKCRGLG18EBQGZV36 2022-06-29 2.450000 110000.00 112536.54 Corporate Debt Securities ONTARIO PROV CDA SR GLBL BD3.2%24 C7PVKCRGLG18EBQGZV36 2024-05-16 3.200000 153000.00 165624.54 Corporate Debt Securities ONTARIO PROV CDA SR GLBL BD2.4%22 C7PVKCRGLG18EBQGZV36 2022-02-08 2.400000 23000.00 23265.04 Corporate Debt Securities ONTARIO PROV CDA SR GLBL BD2.3%26 C7PVKCRGLG18EBQGZV36 2026-06-15 2.300000 5000.00 5349.63 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL 30 BD 2 1HNPXZSMMB7HMBMVBS46 2026-01-01 3.150000 300000.00 307536.00 Corporate Debt Securities PRINCIPAL LIFE GLOBAL FDG II VR 101519-100621 635400WSLKBQWSOIIT41 2021-10-06 0.537880 131000.00 131158.08 Corporate Debt Securities PROVINCE OF QUEBEC SR GLBL QZ NT 30 549300WN65YFEQH74Y36 2030-05-28 1.350000 30000.00 29863.42 Corporate Debt Securities PROVINCE OF QUEBEC SR QM NT2.625%23 549300WN65YFEQH74Y36 2023-02-13 2.625000 8000.00 8294.50 Corporate Debt Securities PROVINCE OF QUEBEC SR GLBL QP NT 26 549300WN65YFEQH74Y36 2026-04-20 2.500000 279000.00 302786.76 Corporate Debt Securities ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46 2046-02-01 4.900000 748000.00 963142.25 Corporate Debt Securities BANK NOVA SCOTIA B C GLBL COCO 23 L3I9ZG2KFGXZ61BMYR72 2023-06-23 0.330003 618000.00 618793.10 Corporate Debt Securities BANQUE FED DU CRED MUTUEL FR 2.7%072022 VBHFXSYT7OG62HNT8T76 2022-07-20 2.700000 767000.00 786105.97 Corporate Debt Securities BARCLAYS PLC SR GLBL COCO 23 213800LBQA1Y9L22JB70 2023-01-10 3.684000 2830000.00 2877626.07 Corporate Debt Securities BERKSHIRE HATHAWAY FIN CORP SR GLBL NT 49 549300RLHFT5RU20WM87 2049-01-15 4.250000 17000.00 21533.57 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT 50 AR5L2ODV9HN37376R084 2050-03-26 3.850000 125000.00 154294.55 Corporate Debt Securities MERCK & CO INC SR NT 2.8%23 4YV9Y5M8S0BRK1RP0397 2023-05-18 2.800000 5000.00 5247.56 Corporate Debt Securities MICROSOFT CORP SR NT 2.7%25 INR2EJN1ERAN0W5ZP974 2025-02-12 2.700000 5000.00 5340.98 Corporate Debt Securities MONTEFIORE MED CTR NEW YORK SR -2020B BD 50 2050-09-01 4.287000 66000.00 72058.47 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 5%081533 784F5XWPLTWKTBV3E584 2033-08-15 5.000000 15000.00 17915.13 Corporate Debt Securities HBOS PLC MEDIUM TERM SR NT FR 6%110133 213800RS21X7UUH5QU25 2033-11-01 6.000000 4408000.00 5978364.69 Corporate Debt Securities HOST HOTELS & RESORTS LP SR GLBL -D NT 2 FXB7X4WXVA8QPMNOGS12 2023-10-15 3.750000 1039000.00 1106947.14 Corporate Debt Securities HYUNDAI CAP AMER FR 5.875%040725 549300RIPPWJB5Z0FK07 2025-04-07 5.875000 11000000.00 12929180.00 Corporate Debt Securities ING BANK NV GLBL CVRD BD 22 3TK20IVIUJ8J3ZU0QE75 2022-12-05 2.625000 661000.00 684986.31 Corporate Debt Securities JPMORGAN CHASE & CO VR 110217-01158 8I5DZWZKVSZI1NUHU748 2087-01-15 1.075750 2960000.00 2673728.27 Corporate Debt Securities KEENAN FT DETRICK ENERGY LLC SR SEC 144A 48 2048-11-15 4.166000 1000000.00 1077336.56 Corporate Debt Securities KROGER CO SR GLBL NT 46 6CPEOKI6OYJ13Q6O7870 2046-10-15 3.875000 4060000.00 4632699.09 Corporate Debt Securities LLOYDS TSB GROUP PLC SR SB GLBL NT 26 549300PPXHEU2JF0AM85 2026-03-24 4.650000 581000.00 670624.58 Corporate Debt Securities LOWES COS INC SR NT 4.65%42 WAFCR4OKGSC504WU3E95 2042-04-15 4.650000 60000.00 76220.20 Corporate Debt Securities PROVINCE OF MAN D N PROV NT SR GLBL GI DB 24 5493003QILFOB3JRKE30 2024-05-14 3.050000 235000.00 253401.74 Corporate Debt Securities PROVINCE OF MAN D N PROV NT SR GLBL GP DB 26 5493003QILFOB3JRKE30 2026-06-22 2.125000 2000000.00 2117385.83 Corporate Debt Securities PROVINCE OF MAN D N PROV NT GLBL -GT DEB 22 5493003QILFOB3JRKE30 2022-05-04 2.125000 16000.00 16326.98 Corporate Debt Securities AMERISOURCEBERGEN CORP GLBL NT 2.7%31 AI8GXW8LG5WK7E9UD086 2031-03-15 2.700000 3075000.00 3228042.75 Corporate Debt Securities SHELL INTERNATIONAL FIN BV SR GLBL FL NT 23 213800ITMMKU4Z7I4F78 2023-11-13 0.521250 22000.00 22128.93 Corporate Debt Securities SUMMIT MIDSTREAM HLDGS LLC / SR NT 5.5%22 2022-08-15 5.500000 160000.00 159320.71 Corporate Debt Securities ROGERS COMMUNICATIONS INC SR GLBL NT3.7%49 54930030NVF3Y2OL0A78 2049-11-15 3.700000 1210000.00 1302050.08 Corporate Debt Securities ROYALTY PHARMA PLC SR GLBL NT 31 549300FGFN7VOK8BZR03 2031-09-02 2.150000 107000.00 104689.90 Corporate Debt Securities VERISIGN INC SR GLBL NT2.7%31 LMPL4N8ZOJRMF0KOF759 2031-06-15 2.700000 341000.00 351460.17 Corporate Debt Securities VOLKSWAGEN GROUP AMER FIN LLC SR GLBL COCO 25 5493002SQ1AVQBY41K40 2025-11-13 4.625000 3000000.00 3445125.00 Corporate Debt Securities ZOETIS INC SR GLBL NT 3%50 549300HD9Q1LOC9KLJ48 2050-05-15 3.000000 2008000.00 2130876.21 Corporate Debt Securities SIEMENS FIN NV SR GLBL REGS 24 TAFO772JB70PDRN5VS48 2024-03-11 0.650000 3500000.00 3517924.86 Corporate Debt Securities CITIGROUP INC SR GLBL G STP 31 6SHGI4ZSSLCXXQSBB395 2031-04-20 2.250000 75000.00 75546.56 Corporate Debt Securities CONOCOPHILLIPS GLBL 144A NT 48 WPTL2Z3FIYTHSP5V2253 2048-08-15 4.850000 624000.00 834809.39 Corporate Debt Securities EQUIFAX INC GLBL NT 2.35%31 5493004MCF8JDC86VS77 2031-09-15 2.350000 4000000.00 4038500.00 Corporate Debt Securities ATHENE GLOBAL FUNDING SR SEC FL 144A24 549300LM1QSI4MSIL320 2024-05-24 0.750003 4272000.00 4291035.32 Corporate Debt Securities BMW US CAP LLC EXTND IAM FLTG 144A NT 1.95%31 KK5MZM9DIXLXZL9DZL15 2031-08-12 1.950000 4000000.00 3997956.67 Corporate Debt Securities BK OF AMERICA CORP FR 2.972%072152 9DJT3UXIJIZJI4WXO774 2052-07-21 2.972000 8888000.00 9034405.11 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 4.3%121537 784F5XWPLTWKTBV3E584 2037-12-15 4.300000 20000.00 22026.02 Corporate Debt Securities MORGAN STANLEY FR 3.217%042242 IGJSJL3JD5P30I6NJZ34 2042-04-22 3.217000 905000.00 981434.11 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN FR 1.95%101529 4NYF266XZC35SCTGX023 2029-10-15 1.950000 15000.00 14903.20 Corporate Debt Securities NISSAN MTR ACCEP CORP FR 2.75%030928 7D6DIU2QXTUJRFNNJA49 2028-03-09 2.750000 500000.00 515479.44 Corporate Debt Securities ONEOK INC NEW SR GLBL NT 29 2T3D6M0JSY48PSZI1Q41 2029-03-15 4.350000 3972000.00 4577882.26 Corporate Debt Securities BANK OF MONTREAL FR 0.625%070924 NQQ6HPCNCCU6TUTQYE16 2024-07-09 0.625000 2050000.00 2049431.69 Corporate Debt Securities BANK OF MONTREAL FR 0.949%012227 NQQ6HPCNCCU6TUTQYE16 2027-01-22 0.949000 3000.00 2968.94 Corporate Debt Securities BANQUE FED DU CRED MUTUEL FR 2.375%112124 VBHFXSYT7OG62HNT8T76 2024-11-21 2.375000 1500000.00 1577101.88 Corporate Debt Securities INTEL CORP SR GLBL NT 2%31 KNX4USFCNGPY45LOCE31 2031-08-12 2.000000 5000000.00 5044677.78 Corporate Debt Securities SIEMENS FIN NV SR GLBL 144A 28 TAFO772JB70PDRN5VS48 2028-03-11 1.700000 430000.00 438501.34 Corporate Debt Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-15 0.125000 3437300.00 3896162.89 U.S. Treasuries (including strips) Y 2021-09-07 2021-09-07 2021-09-07 N N N 0.0017 193000000.00 193000000.00 0.0025 N N Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 0.050000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0R3818 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 2022-05-15 1.750000 99290000.00 100980101.43 U.S. Treasuries (including strips) Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 99000000.00 99000000.00 0.0013 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.050000% ES7IP3U3RHIGC71XBU11 0000352613 ARP0R3859 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRA 2017-42 AW 549300M8ZYFG0OCMTT87 2040-12-20 6.866370 4502434.00 1839100.18 Agency Collateralized Mortgage Obligation GNRA 2016-35 AW 549300M8ZYFG0OCMTT87 2038-06-20 6.555830 4673298.00 1579625.01 Agency Collateralized Mortgage Obligation GNRA 2017-26 W 549300M8ZYFG0OCMTT87 2046-08-20 6.913770 4848994.00 1558757.07 Agency Collateralized Mortgage Obligation GNRA 2017-56 WA 549300M8ZYFG0OCMTT87 2040-12-20 6.534620 3023339.00 1356542.62 Agency Collateralized Mortgage Obligation FNRM RC081AX R13F081 B1V7KEBTPIMZEU4LTD58 2043-08-25 3.500000 129084.00 36223.85 Agency Collateralized Mortgage Obligation FNAR XX.XXX LBBM6672 B1V7KEBTPIMZEU4LTD58 2041-05-01 2.089000 18589792.00 18750242.37 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6675 B1V7KEBTPIMZEU4LTD58 2039-10-01 1.977000 18410574.00 17465748.07 Agency Mortgage-Backed Securities GNII JM MA2882 M 549300M8ZYFG0OCMTT87 2045-06-20 3.000000 3297097.00 362843.93 Agency Mortgage-Backed Securities GNII SF MA4452 M 549300M8ZYFG0OCMTT87 2047-05-20 4.000000 1397.00 320.90 Agency Mortgage-Backed Securities GNII SF MA3804 M 549300M8ZYFG0OCMTT87 2046-07-20 4.000000 1000.00 219.48 Agency Mortgage-Backed Securities FMAR 840188 G S6XOOCT0IEG5ABCC6L87 2049-01-01 2.771000 6220906.00 2628251.02 Agency Mortgage-Backed Securities FMAR 8D0024 G S6XOOCT0IEG5ABCC6L87 2051-05-01 2.114000 2033238.00 2095219.13 Agency Mortgage-Backed Securities GNHF RF AC0986 H 549300M8ZYFG0OCMTT87 2063-06-20 4.689000 640000.00 247801.74 Agency Mortgage-Backed Securities GNII SF MA2075 M 549300M8ZYFG0OCMTT87 2044-07-20 4.500000 37833950.00 5440360.29 Agency Mortgage-Backed Securities GNII JM 005237 M 549300M8ZYFG0OCMTT87 2041-11-20 3.500000 5116097.00 166257.24 Agency Mortgage-Backed Securities GNII BD 421392 C 549300M8ZYFG0OCMTT87 2033-11-20 6.000000 6188631.00 102053.96 Agency Mortgage-Backed Securities GNII BD 736304 C 549300M8ZYFG0OCMTT87 2027-09-20 7.000000 1139328.00 278148.68 Agency Mortgage-Backed Securities GNII SP 785302 C 549300M8ZYFG0OCMTT87 2051-01-20 2.500000 1481241.00 1459981.58 Agency Mortgage-Backed Securities GNII SP 785293 C 549300M8ZYFG0OCMTT87 2051-02-20 2.500000 25403.00 25123.37 Agency Mortgage-Backed Securities GNHF RF AF7352 H 549300M8ZYFG0OCMTT87 2064-03-20 4.700000 1221040.00 606070.63 Agency Mortgage-Backed Securities GNII RG CD8895 C 549300M8ZYFG0OCMTT87 2049-07-20 4.500000 5354035.00 5699465.66 Agency Mortgage-Backed Securities GNII RG CD8910 C 549300M8ZYFG0OCMTT87 2049-06-20 4.500000 6460170.00 6964955.57 Agency Mortgage-Backed Securities GNII RG CC8864 C 549300M8ZYFG0OCMTT87 2041-09-20 4.500000 4161303.00 4019864.84 Agency Mortgage-Backed Securities GNII RG CC2185 C 549300M8ZYFG0OCMTT87 2046-11-20 3.000000 470651.00 444435.95 Agency Mortgage-Backed Securities GNII RG CC7819 C 549300M8ZYFG0OCMTT87 2049-10-20 5.000000 1875614.00 1329150.15 Agency Mortgage-Backed Securities GNII RG CC2175 C 549300M8ZYFG0OCMTT87 2046-12-20 3.000000 4126042.00 3227426.68 Agency Mortgage-Backed Securities GNII SF MA7193 M 549300M8ZYFG0OCMTT87 2051-02-20 2.500000 1000.00 994.36 Agency Mortgage-Backed Securities GNII JM MA6398 M 549300M8ZYFG0OCMTT87 2050-01-20 2.500000 1050000.00 262711.16 Agency Mortgage-Backed Securities GNII JM MA6588 M 549300M8ZYFG0OCMTT87 2050-04-20 2.500000 35000000.00 12372323.99 Agency Mortgage-Backed Securities GNII JM MA6645 M 549300M8ZYFG0OCMTT87 2050-05-20 2.500000 28250000.00 12521133.63 Agency Mortgage-Backed Securities GNII JM MA6699 M 549300M8ZYFG0OCMTT87 2050-06-20 2.500000 18000000.00 8902394.25 Agency Mortgage-Backed Securities GNII JM MA6756 M 549300M8ZYFG0OCMTT87 2050-07-20 2.500000 3000000.00 1875155.89 Agency Mortgage-Backed Securities 03.000 FGPC G60984 G S6XOOCT0IEG5ABCC6L87 2047-01-01 3.000000 108211411.00 64969444.66 Agency Mortgage-Backed Securities GNII RG CE4958 C 549300M8ZYFG0OCMTT87 2050-04-20 4.000000 10021556.00 10879395.66 Agency Mortgage-Backed Securities GNII RG CE6612 C 549300M8ZYFG0OCMTT87 2049-05-20 4.000000 1296602.00 1409928.04 Agency Mortgage-Backed Securities GNII RG CF2393 C 549300M8ZYFG0OCMTT87 2049-10-20 5.000000 5004853.00 5531712.21 Agency Mortgage-Backed Securities GNII RG CF7624 C 549300M8ZYFG0OCMTT87 2050-07-20 3.000000 11344023.00 12093114.21 Agency Mortgage-Backed Securities FNAR XX.XXX WSBM6720 B1V7KEBTPIMZEU4LTD58 2039-01-01 2.291000 10622412.00 11056035.31 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6726 B1V7KEBTPIMZEU4LTD58 2047-10-01 2.690000 24279125.00 23698201.88 Agency Mortgage-Backed Securities GNII RG CD5662 C 549300M8ZYFG0OCMTT87 2047-12-20 3.000000 1673141.00 1783590.06 Agency Mortgage-Backed Securities GNII RG CD5665 C 549300M8ZYFG0OCMTT87 2049-09-20 3.500000 1838153.00 1961529.22 Agency Mortgage-Backed Securities GNII RG CE4832 C 549300M8ZYFG0OCMTT87 2047-11-20 3.000000 1274162.00 1355527.11 Agency Mortgage-Backed Securities GNII RG CE4834 C 549300M8ZYFG0OCMTT87 2050-03-20 3.500000 7547198.00 8040240.78 Agency Mortgage-Backed Securities GNII RG CC8839 C 549300M8ZYFG0OCMTT87 2046-12-20 3.000000 1647443.00 1566844.02 Agency Mortgage-Backed Securities GNPL LM CD0874 549300M8ZYFG0OCMTT87 2060-02-15 3.170000 2714551.00 3042513.40 Agency Mortgage-Backed Securities GNII RG CD4301 C 549300M8ZYFG0OCMTT87 2045-06-20 4.500000 1533628.00 1666283.41 Agency Mortgage-Backed Securities GNII RG CD4317 C 549300M8ZYFG0OCMTT87 2047-02-20 3.000000 1532887.00 1619695.86 Agency Mortgage-Backed Securities GNII RG CD4739 C 549300M8ZYFG0OCMTT87 2048-01-20 3.000000 1662378.00 1757288.30 Agency Mortgage-Backed Securities GNII RG CC2209 C 549300M8ZYFG0OCMTT87 2049-11-20 5.000000 1068263.00 1174573.44 Agency Mortgage-Backed Securities GNII RG CC3701 C 549300M8ZYFG0OCMTT87 2048-02-20 3.000000 1723439.00 1648791.74 Agency Mortgage-Backed Securities GNII RG CC7821 C 549300M8ZYFG0OCMTT87 2046-12-20 3.000000 2294397.00 1712142.28 Agency Mortgage-Backed Securities GNII RG CC8862 C 549300M8ZYFG0OCMTT87 2049-07-20 5.000000 3893169.00 3867979.47 Agency Mortgage-Backed Securities GNII JM MA6855 M 549300M8ZYFG0OCMTT87 2050-09-20 2.500000 1000000.00 768492.67 Agency Mortgage-Backed Securities GNII SF MA7371 M 549300M8ZYFG0OCMTT87 2051-05-20 4.500000 4311509.00 4519222.78 Agency Mortgage-Backed Securities FNAR XX.XXX SOBT2736 B1V7KEBTPIMZEU4LTD58 2051-07-01 1.755000 81949.00 83743.89 Agency Mortgage-Backed Securities FNAR XX.XXX SOBT4496 B1V7KEBTPIMZEU4LTD58 2051-07-01 1.807000 25036479.00 25669711.57 Agency Mortgage-Backed Securities FNAR XX.XXX SOBT4497 B1V7KEBTPIMZEU4LTD58 2051-07-01 1.762000 15086253.00 15437831.00 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6027 B1V7KEBTPIMZEU4LTD58 2050-06-01 2.000000 53470101.00 47872859.27 Agency Mortgage-Backed Securities FNAR XX.XXX SOCB0603 B1V7KEBTPIMZEU4LTD58 2051-05-01 2.039000 14369873.00 14717595.10 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1285 B1V7KEBTPIMZEU4LTD58 2051-08-01 3.000000 95736100.00 101196624.28 Agency Mortgage-Backed Securities GNII RG CG5459 C 549300M8ZYFG0OCMTT87 2049-10-20 5.000000 3332815.00 3683626.00 Agency Mortgage-Backed Securities GNII RG CG5449 C 549300M8ZYFG0OCMTT87 2050-07-20 3.000000 5072144.00 5407042.45 Agency Mortgage-Backed Securities GNII RG CG5450 C 549300M8ZYFG0OCMTT87 2047-12-20 3.000000 4931360.00 5256849.49 Agency Mortgage-Backed Securities GNII RG CG5451 C 549300M8ZYFG0OCMTT87 2044-02-20 3.000000 3162338.00 3370925.81 Agency Mortgage-Backed Securities GNII RG CG5452 C 549300M8ZYFG0OCMTT87 2050-07-20 3.500000 11642204.00 12423706.35 Agency Mortgage-Backed Securities GNAR AT MA7488 M 549300M8ZYFG0OCMTT87 2051-07-20 1.000000 1735605.00 1746587.36 Agency Mortgage-Backed Securities GNII JM MA7526 M 549300M8ZYFG0OCMTT87 2051-08-20 3.500000 683560.00 712287.75 Agency Mortgage-Backed Securities GNPL LM CA7648 549300M8ZYFG0OCMTT87 2060-03-15 2.880000 3509600.00 3865045.27 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8162 S6XOOCT0IEG5ABCC6L87 2051-08-01 3.000000 16671300.00 17327291.86 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8166 S6XOOCT0IEG5ABCC6L87 2051-08-01 2.000000 27867163.00 28350008.04 Agency Mortgage-Backed Securities FMAR 841249 G S6XOOCT0IEG5ABCC6L87 2049-03-01 3.436000 559887.00 529625.49 Agency Mortgage-Backed Securities FEPC 02.500 CISB8116 S6XOOCT0IEG5ABCC6L87 2036-08-01 2.500000 2954656.00 3086131.30 Agency Mortgage-Backed Securities FMAR 8C0095 G S6XOOCT0IEG5ABCC6L87 2051-08-01 1.840000 1097585.00 1128878.61 Agency Mortgage-Backed Securities FMAR 8C0073 G S6XOOCT0IEG5ABCC6L87 2051-07-01 1.887000 15705267.00 15882668.14 Agency Mortgage-Backed Securities FMAR 8D0066 G S6XOOCT0IEG5ABCC6L87 2051-07-01 2.119000 25173108.00 26043893.41 Agency Mortgage-Backed Securities GNII SP 785331 C 549300M8ZYFG0OCMTT87 2047-04-20 3.500000 1209.00 1073.56 Agency Mortgage-Backed Securities GNII RG CG2269 C 549300M8ZYFG0OCMTT87 2040-08-20 5.000000 1646711.00 1814731.14 Agency Mortgage-Backed Securities GNII RG CG5059 C 549300M8ZYFG0OCMTT87 2048-10-20 4.000000 2169455.00 2359035.72 Agency Mortgage-Backed Securities GNII RG CG5132 C 549300M8ZYFG0OCMTT87 2049-06-20 4.500000 1400321.00 1498008.79 Agency Mortgage-Backed Securities GNII RG CG5457 C 549300M8ZYFG0OCMTT87 2045-01-20 4.000000 2712959.00 2949909.74 Agency Mortgage-Backed Securities GNII RG CG5458 C 549300M8ZYFG0OCMTT87 2049-12-20 4.500000 7681761.00 8421545.31 Agency Mortgage-Backed Securities GNII RG CF8482 C 549300M8ZYFG0OCMTT87 2042-04-20 4.000000 1638855.00 1781940.70 Agency Mortgage-Backed Securities GNII RG CG2584 C 549300M8ZYFG0OCMTT87 2047-10-20 3.000000 32022903.00 34136542.69 Agency Mortgage-Backed Securities GNII RG CG2587 C 549300M8ZYFG0OCMTT87 2047-12-20 3.500000 32100907.00 34255220.27 Agency Mortgage-Backed Securities GNII RG CG2588 C 549300M8ZYFG0OCMTT87 2046-06-20 3.500000 41207114.00 43972180.03 Agency Mortgage-Backed Securities GNII RG CG2590 C 549300M8ZYFG0OCMTT87 2048-03-20 4.000000 11208306.00 12187747.56 Agency Mortgage-Backed Securities GNII RG CG2591 C 549300M8ZYFG0OCMTT87 2047-04-20 4.000000 316954.00 344648.28 Agency Mortgage-Backed Securities GNII RG CG5453 C 549300M8ZYFG0OCMTT87 2047-12-20 3.500000 12294.00 13118.89 Agency Mortgage-Backed Securities GNII RG CG5454 C 549300M8ZYFG0OCMTT87 2045-05-20 3.500000 4568761.00 4875218.26 Agency Mortgage-Backed Securities GNII RG CG5455 C 549300M8ZYFG0OCMTT87 2050-05-20 4.000000 4612320.00 5015410.63 Agency Mortgage-Backed Securities GNII RG CG5456 C 549300M8ZYFG0OCMTT87 2047-10-20 4.000000 5154295.00 5604637.78 Agency Mortgage-Backed Securities GNII RG CF7652 C 549300M8ZYFG0OCMTT87 2050-04-20 3.500000 7999301.00 8536315.41 Agency Mortgage-Backed Securities GNII RG CF8477 C 549300M8ZYFG0OCMTT87 2050-03-20 3.500000 1122769.00 1198137.86 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-08-15 2.250000 29279200.00 31532476.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 2.250000 23420400.00 25298558.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 50000000.00 51802108.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 25000000.00 31320051.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-03-31 2.625000 50000000.00 54267868.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-30 2.625000 12210000.00 12808199.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 2.375000 35000000.00 58509430.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 4.625000 15000000.00 22098418.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-08-15 3.125000 22000000.00 27246531.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 20674200.00 26285264.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 3.000000 78953700.00 97688177.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 25044600.00 30600431.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 6.250000 58612600.00 65686401.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 6.000000 77998300.00 96424672.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 75002000.00 74140858.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-09-30 0.375000 111860000.00 108294755.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.625000 49585900.00 52511098.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 1.875000 75000000.00 79223922.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 2.375000 29000000.00 30723545.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 25000000.00 26028413.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 2.500000 50000000.00 53273097.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-01-15 0.125000 80774100.00 95448858.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-31 1.375000 110479000.00 113886977.54 U.S. Treasuries (including strips) Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 2000000000.00 2000000000.00 0.0258 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.170000% VYVVCKR63DVZZN70PB21 0001224385 ARP0R3883 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PACIFIC LIFE INS CO SUB GLBL 144A 67 8WC3XYHE06SQFW7CQK10 2067-10-24 4.300000 6305000.00 7402003.45 Corporate Debt Securities DELL INTL LLC/EMC CORP CR SEN SR SEC 24 2024-07-15 4.000000 2976000.00 3245718.19 Corporate Debt Securities PUBLIC SVC ELEC & GAS CO FR 2.7%050150 549300RUHPVD434XUK18 2050-05-01 2.700000 3000000.00 3008280.00 Corporate Debt Securities FLORIDA PWR & LT CO 1MTG BD 5.96%39 A89MY1K3YLIGJMYWVX50 2039-04-01 5.960000 489000.00 733442.95 Corporate Debt Securities METROPOLITAN LIFE GLOBAL FDG I SR SEC GLBL 30 635400MMSOCXNNNZDZ82 2030-04-09 2.950000 5549000.00 6096054.33 Corporate Debt Securities NIAGARA MOHAWK PWR CORP SR GLBL 144A 30 3T97Y9RR5EN5Y18QHB56 2030-06-27 1.960000 1680000.00 1676244.27 Corporate Debt Securities AMERICAN INTL GROUP INC SR NT 3.75%25 ODVCVCQG2BP6VHV36M30 2025-07-10 3.750000 1000000.00 1103512.50 Corporate Debt Securities AMERICAN INTL GROUP INC SR GLBL NT 50 ODVCVCQG2BP6VHV36M30 2050-06-30 4.375000 806000.00 1019712.24 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 28 549300H316CT32FQXI76 2028-01-12 4.125000 18405000.00 20800594.80 Corporate Debt Securities BAYER US FIN LLC GLBL 144A NT3%21 54930093Q75GSEM74I71 2021-10-08 3.000000 806000.00 817821.33 Corporate Debt Securities PUBLIC SERVICE CO COLO 1M GLBL 37 BD 31 5BANEF6PGSEK0SNMQF44 2031-06-15 1.875000 3509000.00 3536048.54 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV 201 SR 144A NT3.5%26 5299002BJODD4TLAOX51 2026-05-03 3.500000 17644000.00 19495296.70 Corporate Debt Securities SINOPEC GRP OVSEAS DEV 2015 GLBL REGS NT 45 5299002Z28NLP3WPFH36 2045-04-28 4.100000 9267000.00 10854478.29 Corporate Debt Securities ING GROEP N.V. SR GLBL FL NT 22 549300NYKK9MWM7GGW15 2022-03-29 1.296000 3697000.00 3728934.69 Corporate Debt Securities LIFE STORAGE LP SR GLBL NT2.2%30 X0MIGH67XZCB7HL1A534 2030-10-15 2.200000 2000000.00 2023942.22 Corporate Debt Securities MASS INST TECH MTN BE TAX BD 5.6% 2111 DLZO3A31IADZ27B62557 2111-07-01 5.600000 440000.00 795407.07 Corporate Debt Securities AON CORP / AON GLOBAL HLDGS SR GLBL NT2.9%51 2051-08-23 2.900000 15650000.00 15513758.06 Corporate Debt Securities Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0017 97000000.00 97000000.00 0.0012 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.220000% VYVVCKR63DVZZN70PB21 0001224385 ARP0R38D2 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MELCO RESORTS FIN LTD SR GLBL 144A 29 2029-12-04 5.375000 3162000.00 3314314.42 Corporate Debt Securities MERCER INTL INC SR GLBL NT 29 549300Z5IAG39VRTY874 2029-02-01 5.125000 2502000.00 2531450.62 Corporate Debt Securities NCL CORP LTD SR SEC GLBL 24 UNZWILHE4KMRP9K2L524 2024-05-15 12.250000 5224000.00 6337909.17 Corporate Debt Securities NGL ENERGY PARTNERS LP SR GLBL NT 25 2025-03-01 6.125000 8094000.00 6935141.55 Corporate Debt Securities NATIONAL CINEMEDIA LLC SR SEC GLBL 28 7LJEQIVQVLNGS4X6T547 2028-04-15 5.875000 1550000.00 1398401.39 Corporate Debt Securities GOODYEAR TIRE & RUBR CO SR GLBL REGS 29 5493002BI0S2ZQUY3437 2029-07-15 5.000000 484000.00 519552.49 Corporate Debt Securities HUDBAY MINERALS INC SR GLBL 144A 26 549300WI524AL577IX21 2026-04-01 4.500000 4630000.00 4751259.70 Corporate Debt Securities ICAHN ENTERPRISES LP/CORP SR GLBL NT 26 2026-05-15 6.250000 692000.00 742773.96 Corporate Debt Securities FORT BENNING FAMILY CMNTYS LLC -I -2005 144A 41 2041-01-15 0.415500 7500000.00 5181242.60 Corporate Debt Securities FOUNDATION BLDG MATLS INC SR GLBL 144A 29 549300ZVE6MONHB01I28 2029-03-01 6.000000 3453000.00 3499822.68 Corporate Debt Securities GAP INC SR SEC GLBL 27 T2ZG1WRWZ4BUCMQL9224 2027-05-15 8.875000 138000.00 162234.45 Corporate Debt Securities DELTA AIR LINES INC SR GLBL NT2.9%24 Q2CCMS6R0AS67HJMBN42 2024-10-28 2.900000 1930000.00 1981720.78 Corporate Debt Securities DISH DBS CORPORATION SR GLBL NT 28 2028-07-01 7.375000 11137000.00 12109167.29 Corporate Debt Securities LUMEN TECHNOLOGIES INC SR GLBL NT 36 2036-06-01 7.995000 430000.00 461169.62 Corporate Debt Securities FORD MTR CO DEL SR GLBL NT 9%25 20S05OYHG0MQM4VUIC57 2025-04-22 9.000000 56000.00 70057.12 Corporate Debt Securities BOMBARDIER INC SR 144A NT7.5%24 W7L3VLU8EHQY34Z36697 2024-12-01 7.500000 575000.00 608896.25 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 33 2033-06-01 4.500000 1526000.00 1605924.25 Corporate Debt Securities CF INDS INC SR NT 4.95%43 5FVKT86LAD2F40NPC183 2043-06-01 4.950000 6684000.00 8345809.50 Corporate Debt Securities CABLEVISION LIGHTPATH LLC SR SEC GLBL 27 5493002ZVBLRLGES1R71 2027-09-15 3.875000 1644000.00 1652825.08 Corporate Debt Securities ALLY FINL INC SUB GLBL NT 25 549300JBN1OSM8YNAI90 2025-11-20 5.750000 223000.00 258675.97 Corporate Debt Securities AVANTOR FDG INC SR GLBL 144A 28 5493003VM0XB4U8YD238 2028-07-15 4.625000 613000.00 650147.63 Corporate Debt Securities AXALTA COATING SYS LLC/AXALTA SR GLBL 144A 27 2027-06-15 4.750000 1850000.00 1956737.29 Corporate Debt Securities BOMBARDIER INC SR 144A NT7.5%25 W7L3VLU8EHQY34Z36697 2025-03-15 7.500000 302000.00 320749.17 Corporate Debt Securities UNIVAR SOLUTIONS USA INC SR GLBL 144A 27 5493008FTB9VZW6CVA82 2027-12-01 5.125000 2742000.00 2900521.88 Corporate Debt Securities VALVOLINE INC SR GLBL 144A 31 549300CMHPBEY6VPOT75 2031-06-15 3.625000 282000.00 281191.21 Corporate Debt Securities WASTE PRO USA INC SR 144A NT5.5%26 549300BY1QXU5BI3UF28 2026-02-15 5.500000 14775000.00 15069679.17 Corporate Debt Securities CALLON PETE CO DEL SR SEC GLBL 25 549300EFOWPEB0WLZW21 2025-04-01 9.000000 200000.00 222500.00 Corporate Debt Securities AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 29 2029-04-20 5.750000 1875000.00 2025129.17 Corporate Debt Securities ACADEMY LTD / ACADEMY FIN CORP SR SEC GLBL 27 549300BN53IR80C35Z14 2027-11-15 6.000000 1875000.00 2041775.00 Corporate Debt Securities SUMMIT MIDSTREAM PARTNERS LP PERP JR SB -A NT 2500-12-31 9.500000 4256000.00 3702956.44 Corporate Debt Securities TELESAT CDA / TELESAT LLC GLBL 144A NT 27 2027-10-15 6.500000 9270000.00 8081174.00 Corporate Debt Securities TELESAT CDA / TELESAT LLC SR SEC GLBL 27 2027-06-01 4.875000 2128000.00 1977587.64 Corporate Debt Securities TRINSEO MATLS OPER SCA / FIN SR GLBL 144A 29 2029-04-01 5.125000 3329000.00 3368733.00 Corporate Debt Securities SEASPAN CORP SR GLBL 144A 29 5493007Z8Q1H45KT7W98 2029-08-01 5.500000 353000.00 361658.31 Corporate Debt Securities SILGAN HOLDINGS INC SR GLBL NT 28 KAF673KJXD92C8KSLU49 2028-02-01 4.125000 1772000.00 1855616.25 Corporate Debt Securities SINCLAIR TELEVISION GROUP SR GLBL 144A 27 549300CQGEN0CH65UD62 2027-02-15 5.125000 1270000.00 1241142.78 Corporate Debt Securities SUBURBAN PROPANE PARTNERS L P SR GLBL 144A 31 2031-06-01 5.000000 773000.00 806604.03 Corporate Debt Securities PAR PHARMACEUTICAL INC SR SEC GLBL 27 549300KK5WR4MGN4YT97 2027-04-01 7.500000 2195000.00 2298604.00 Corporate Debt Securities PETROBRAS GLOBAL FINANCE BV SR GLBL NT 26 549300FNENFFSMO3GT38 2026-05-23 8.750000 400000.00 524630.56 Corporate Debt Securities RISE INC TAX DEM VAR 22 2022-11-01 0.130000 155000.00 155016.23 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR SEC GLBL 23 K2NEH8QNVW44JIWK7Z55 2023-06-01 10.875000 12967000.00 14766738.56 Corporate Debt Securities SS&C TECHNOLOGIES INC SR GLBL 144A 27 549300KY09TR3J12JU49 2027-09-30 5.500000 4615000.00 4986122.92 Corporate Debt Securities NOVA CHEMICALS CORP MTN BE SR 144A NT 29 549300ZOD6N7RI2FJP09 2029-05-15 4.250000 145000.00 147364.39 Corporate Debt Securities OWENS BROCKWAY SR GLBL 144A 23 V2UQUCDZJ9WY98W8QU33 2023-08-15 5.875000 3349000.00 3562870.86 Corporate Debt Securities MSCI INC SR GLBL 144A 33 549300HTIN2PD78UB763 2033-08-15 3.250000 1550000.00 1599435.53 Corporate Debt Securities GENTING NEW YORK LLC / GENNY C SR GLBL 144A 26 2026-02-15 3.300000 500000.00 500248.33 Corporate Debt Securities JAGUAR LAND ROVER PLC SR 144A NT5.5%29 529900L73GEWN1O5NH84 2029-07-15 5.500000 240000.00 239860.27 Corporate Debt Securities BATH & BODY WORKS INC SR GLBL 144A 30 GR3KVMWVCR54YWQNXU90 2030-10-01 6.625000 4800000.00 5706500.00 Corporate Debt Securities FORD MOTOR CREDIT COMPANY SR GLBL FL NT 22 UDSQCVRUX5BONN0VY111 2022-03-28 1.416000 3087000.00 3095727.98 Corporate Debt Securities GLP CAP LP/GLP FING II INC SR NT 5.375%23 2023-11-01 5.375000 428000.00 470978.33 Corporate Debt Securities G III APPAREL GROUP LTD SR SEC GLBL 25 529900O5KABM3R3SFM87 2025-08-15 7.875000 3125000.00 3392875.00 Corporate Debt Securities EQT CORP SR GLBL 144A 31 4NT01YGM4X7ZX86ISY52 2031-05-15 3.625000 1320000.00 1408469.33 Corporate Debt Securities FORD MOTOR CREDIT COMPANY SR GLBL NT 31 UDSQCVRUX5BONN0VY111 2031-06-17 3.625000 500000.00 515822.92 Corporate Debt Securities CARVANA CO SR GLBL 144A 29 5493003WEAK2PJ5WS063 2029-09-01 4.875000 5841000.00 5779852.03 Corporate Debt Securities CLEARWATER PAPER CORP SR 144A NT 25 549300HCVV19GXN4P292 2025-02-01 5.375000 714000.00 762715.62 Corporate Debt Securities AMERICAN EXPRESS CO ALT TIER I PERP R4PP93JZOLY261QX3811 2500-12-31 3.550000 17000.00 17344.44 Corporate Debt Securities BOISE CASCADE CO DEL SR GLBL 144A 30 549300Z8B8LSRHC7XA55 2030-07-01 4.875000 270000.00 289743.75 Corporate Debt Securities U.S. INTERNATIONAL DEV FIN COR -4992015288IG 26 254900QI8QTIK0FY6E92 2026-04-09 0.00 1520000.00 1520790.40 Corporate Debt Securities U.S. INTERNATIONAL DEV FIN COR -3862015177IG 22 254900QI8QTIK0FY6E92 2022-07-01 0.00 2250000.00 2252655.00 Corporate Debt Securities SINCLAIR TELEVISION GROUP SR SEC GLBL 30 549300CQGEN0CH65UD62 2030-12-01 4.125000 545000.00 538368.71 Corporate Debt Securities SKYWORKS SOLUTIONS INC SR GLBL NT0.9%23 549300WZ3ORQ2BVKBD96 2023-06-01 0.900000 1500000.00 1507447.50 Corporate Debt Securities SCOTTS MIRACLE-GRO CO SR GLBL 144A 32 2TH9E0JTOUXOEGI2R879 2032-02-01 4.375000 1365000.00 1385048.44 Corporate Debt Securities Y 2021-09-07 2021-09-07 2021-09-07 N N N 0.0022 145000000.00 145000000.00 0.0019 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.060000% VYVVCKR63DVZZN70PB21 0001224385 ARP0R38E0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 02.500 CIBM3859 B1V7KEBTPIMZEU4LTD58 2031-08-01 2.500000 2000000.00 922908.79 Agency Mortgage-Backed Securities FNMS 03.500 CIAI8862 B1V7KEBTPIMZEU4LTD58 2026-08-01 3.500000 2600000.00 205230.01 Agency Mortgage-Backed Securities FNMS 02.500 CIAS8193 B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 109000.00 46556.42 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3745 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 20591.00 5330.87 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3865 B1V7KEBTPIMZEU4LTD58 2034-12-01 3.000000 5766465.00 2291450.67 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4230 B1V7KEBTPIMZEU4LTD58 2036-01-01 2.500000 1245917.00 1159347.00 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4283 B1V7KEBTPIMZEU4LTD58 2051-03-01 3.000000 233194.00 228083.03 Agency Mortgage-Backed Securities FNMS 03.500 CNMA1972 B1V7KEBTPIMZEU4LTD58 2024-07-01 3.500000 847572.00 71027.85 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3097 B1V7KEBTPIMZEU4LTD58 2027-08-01 3.500000 200000.00 67506.52 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4703 B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 150000.00 49472.13 Agency Mortgage-Backed Securities FNMS 03.000 CLAU2935 B1V7KEBTPIMZEU4LTD58 2043-09-01 3.000000 4217317.00 1812748.67 Agency Mortgage-Backed Securities FNMS 03.500 CIAI7819 B1V7KEBTPIMZEU4LTD58 2026-07-01 3.500000 3800000.00 371629.51 Agency Mortgage-Backed Securities FNMS 03.000 CLAT0654 B1V7KEBTPIMZEU4LTD58 2043-04-01 3.000000 96542.00 44803.88 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4413 B1V7KEBTPIMZEU4LTD58 2051-08-01 2.000000 40972982.00 41682907.20 Agency Mortgage-Backed Securities FNMS 01.500 CTMA4421 B1V7KEBTPIMZEU4LTD58 2041-08-01 1.500000 1700207.00 1708599.22 Agency Mortgage-Backed Securities FNMS 02.000 CIFM3833 B1V7KEBTPIMZEU4LTD58 2035-07-01 2.000000 75000.00 65759.98 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4322 B1V7KEBTPIMZEU4LTD58 2050-02-01 3.500000 10000000.00 5834171.16 Agency Mortgage-Backed Securities FNMS 02.500 CIFM5474 B1V7KEBTPIMZEU4LTD58 2035-10-01 2.500000 202267.00 181692.91 Agency Mortgage-Backed Securities FNMS 02.500 CIFM8503 B1V7KEBTPIMZEU4LTD58 2036-09-01 2.500000 38704893.00 40589176.21 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1182 B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 521000.00 257290.40 Agency Mortgage-Backed Securities FNMS 02.500 CNCA7884 B1V7KEBTPIMZEU4LTD58 2030-11-01 2.500000 318970.00 236636.90 Agency Mortgage-Backed Securities FNMS 03.500 CLCB1413 B1V7KEBTPIMZEU4LTD58 2051-08-01 3.500000 7763706.00 8530970.54 Agency Mortgage-Backed Securities FNMS 03.000 CIFM0044 B1V7KEBTPIMZEU4LTD58 2034-12-01 3.000000 600000.00 468555.56 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3093 B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 35000.00 12290.47 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3277 B1V7KEBTPIMZEU4LTD58 2048-05-01 3.500000 322000.00 136217.54 Agency Mortgage-Backed Securities FNMS 02.500 CIBR2874 B1V7KEBTPIMZEU4LTD58 2035-12-01 2.500000 478167.00 479301.92 Agency Mortgage-Backed Securities FNMS 03.000 CLBT2908 B1V7KEBTPIMZEU4LTD58 2051-07-01 3.000000 788787.00 829282.18 Agency Mortgage-Backed Securities FNMS 02.000 CIBT4661 B1V7KEBTPIMZEU4LTD58 2036-07-01 2.000000 3818112.00 3822018.09 Agency Mortgage-Backed Securities FNMS 03.000 CLBT4669 B1V7KEBTPIMZEU4LTD58 2051-08-01 3.000000 4447193.00 4705161.32 Agency Mortgage-Backed Securities FNMS 02.000 CIBT4704 B1V7KEBTPIMZEU4LTD58 2036-08-01 2.000000 16342527.00 16953732.06 Agency Mortgage-Backed Securities FNMS 02.000 CIBT7575 B1V7KEBTPIMZEU4LTD58 2036-08-01 2.000000 3370379.00 3510369.94 Agency Mortgage-Backed Securities Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0006 132000000.00 132000000.00 0.0017 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 0.050000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0R38F7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-05-15 5.000000 4021500.00 6044873.14 U.S. Treasuries (including strips) Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 5926228.00 5926228.00 0.0001 N Y Y N FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 0.050000% 254900Y8NKGV541U8Q32 0001457970 ARP0R38G5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 1666600.00 1882451.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 281680700.00 303791581.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 2.625000 2667855400.00 2767510470.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 418800.00 460319.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-31 2.125000 31165700.00 32102452.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 2.500000 214203900.00 224050201.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.125000 1771600.00 1869557.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-15 1.500000 66248000.00 67191846.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 1.500000 678163700.00 692196779.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-09-30 0.375000 1066365400.00 1032377799.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.250000 878283500.00 876574971.29 U.S. Treasuries (including strips) Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 6000000000.00 6000000000.00 0.0773 N Y Y N ABN AMRO BANK NV ABN AMRO BANK NV 0.090000% BFXS5XCH7N0Y05NIXW11 0001245022 ATD15K3Y4 Non-Negotiable Time Deposit Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0009 288000000.00 288000000.00 0.0037 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.070000% ES7IP3U3RHIGC71XBU11 0000352613 ATD15K423 Non-Negotiable Time Deposit Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0007 376000000.00 376000000.00 0.0048 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.080000% JHE42UYNWWTJB8YTTU19 0000859994 ATD15K464 Non-Negotiable Time Deposit Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0008 679000000.00 679000000.00 0.0087 N Y Y N BANCO SANTANDER SA (NEW YORK BRANCH) BANCO SANTANDER SA (NEW YORK BRANCH) 0.090000% 5493006QMFDDMYWIAM13 0000891478 ATD15K480 Non-Negotiable Time Deposit Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0009 182000000.00 182000000.00 0.0023 N Y Y N ABN AMRO BANK NV ABN AMRO BANK NV 0.090000% BFXS5XCH7N0Y05NIXW11 0001245022 ATD15KUH1 Non-Negotiable Time Deposit Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0009 338000000.00 338000000.00 0.0044 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.080000% JHE42UYNWWTJB8YTTU19 0000859994 ATD15KUJ7 Non-Negotiable Time Deposit Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0008 696000000.00 696000000.00 0.0090 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.070000% ES7IP3U3RHIGC71XBU11 0000352613 ATD15KUK4 Non-Negotiable Time Deposit Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0007 445000000.00 445000000.00 0.0057 N N Y N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 0.090000% ZUHK7JXNDU6FLQ1O6482 ATD15KUM0 Non-Negotiable Time Deposit Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0009 291000000.00 291000000.00 0.0037 N N Y N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.070000% NHBDILHZTYCNBV5UYZ31 0001448613 ATD15KUO6 Non-Negotiable Time Deposit Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0007 376000000.00 376000000.00 0.0048 N N Y N DNB BANK ASA (CAYMAN ISLANDS BRANCH) DNB BANK ASA (CAYMAN ISLANDS BRANCH) 0.060000% 0001498632 ATD15KUP3 Non-Negotiable Time Deposit Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0006 2336000000.00 2336000000.00 0.0301 N N Y N BANCO SANTANDER SA (NEW YORK BRANCH) BANCO SANTANDER SA (NEW YORK BRANCH) 0.090000% 5493006QMFDDMYWIAM13 0000891478 ATD15KUT5 Non-Negotiable Time Deposit Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0009 202000000.00 202000000.00 0.0026 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.080000% JHE42UYNWWTJB8YTTU19 0000859994 ATD15LMV7 Non-Negotiable Time Deposit Y 2021-09-03 2021-09-03 2021-09-03 N N N 0.0008 669000000.00 669000000.00 0.0086 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.060000% F3JS33DEI6XQ4ZBPTN86 0000917311 ATD15LMX3 Non-Negotiable Time Deposit Y 2021-09-03 2021-09-03 2021-09-03 N N N 0.0006 403000000.00 403000000.00 0.0052 N N Y N SANTANDER UK PLC SANTANDER UK PLC 0.060000% PTCQB104N23FMNK2RZ28 0000891478 ATD15LN53 Non-Negotiable Time Deposit Y 2021-09-03 2021-09-03 2021-09-03 N N N 0.0006 777000000.00 777000000.00 0.0100 N N Y N SWEDBANK (NEW YORK BRANCH) SWEDBANK (NEW YORK BRANCH) 0.060000% M312WZV08Y7LYUC71685 0001367624 ATD15M4X1 Non-Negotiable Time Deposit Y 2021-09-03 2021-09-03 2021-09-03 N N N 0.0006 598000000.00 598000000.00 0.0077 N N Y N ING Bank NV ING BANK NV 0.080000% 3TK20IVIUJ8J3ZU0QE75 0000319432 ATD15M510 Non-Negotiable Time Deposit Y 2021-09-03 2021-09-03 2021-09-03 N N N 0.0008 116000000.00 116000000.00 0.0015 N N Y N BANCO SANTANDER SA (NEW YORK BRANCH) BANCO SANTANDER SA (NEW YORK BRANCH) 0.090000% 5493006QMFDDMYWIAM13 0000891478 ATD15M536 Non-Negotiable Time Deposit Y 2021-09-03 2021-09-03 2021-09-03 N N N 0.0009 393000000.00 393000000.00 0.0051 N N Y N ABN AMRO BANK NV ABN AMRO BANK NV 0.080000% BFXS5XCH7N0Y05NIXW11 0001245022 ATD15M5E2 Non-Negotiable Time Deposit Y 2021-09-03 2021-09-03 2021-09-03 N N N 0.0008 217000000.00 217000000.00 0.0028 N N Y N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 0.080000% ZUHK7JXNDU6FLQ1O6482 ATD15MUL8 Non-Negotiable Time Deposit Y 2021-09-07 2021-09-07 2021-09-07 N N N 0.0008 290000000.00 290000000.00 0.0037 N N Y N CREDIT INDUSTRIEL ET COMMERCIAL CREDIT INDUSTRIEL ET COMMERCIAL 0.090000% N4JDFKKH2FTD8RKFXO39 0001274419 ATD15MUM6 Non-Negotiable Time Deposit Y 2021-09-07 2021-09-07 2021-09-07 N N N 0.0009 776000000.00 776000000.00 0.0100 N N Y N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.080000% RB0PEZSDGCO3JS6CEU02 0001512734 ATD15MUN4 Non-Negotiable Time Deposit Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0008 10000000.00 10000000.00 0.0001 N Y Y N The Charles Schwab Family of Funds 2021-09-08 Mark Fischer Mark Fischer Chief Financial Officer