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
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KRFF 2021-FL2 LTD A-S 20390217 FLT
54930083ELM2GCMVTQ91
2039-02-17
1.393000
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Asset-Backed Securities
KRFF 2021-FL2 LTD D 20390217 FLT
54930083ELM2GCMVTQ91
2039-02-17
2.293000
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Asset-Backed Securities
COREVEST AMER FIN TR 2019-2 D 20520617 4.2
2052-06-17
4.219000
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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
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0.00
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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
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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
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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
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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
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Asset-Backed Securities
TRTX ISSUER LTD 2019-FL3 D 20341017 FLT
2034-10-17
2.614480
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Asset-Backed Securities
CIFC FDG 2013 I LTD
549300PC4RPZFE70AI24
2025-04-16
0.00
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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
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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
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0.00
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10132986.00
Asset-Backed Securities
CEDAR FUNDING CLO LTD 2013-2 SUB 20300610 FLT
254900Q56WTD2BRLBE32
2030-06-10
0.00
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Asset-Backed Securities
B2R MTG TRUST 2016-1 G 20490617 FLT
2049-06-17
6.546910
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2743387.50
Asset-Backed Securities
B2R MTG TRUST 2015-1 E 20480515 FLT
54930043NGIAWE00XD82
2048-05-15
6.035640
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Asset-Backed Securities
PROGRESS RES TR 2020-SFR1 E 20370417 3.0
2037-04-17
3.032000
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374341.32
Asset-Backed Securities
PROGRESS RES TR 2019-SFR3 G 20360918 4.1
2036-09-18
4.116000
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101919.70
Asset-Backed Securities
PROGRESS RES 2021-SFR2 TR E-2 20380419 2.6
2038-04-19
2.647000
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Asset-Backed Securities
B2R MTG TRUST 2015-2 E 20481118 FLT
549300JNS8TBD8XLZ117
2048-11-18
6.095510
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Asset-Backed Securities
HOME PARTN AMER TR 2018-1 E 20370717 FLT
2037-07-17
1.943000
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Asset-Backed Securities
HOME PARTN AMER TR 2018-1 F 20370717 FLT
2037-07-17
2.443000
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Asset-Backed Securities
HOME PARTN AMER TR 2020-1 F 20370717 FLT
2037-07-17
6.486500
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Asset-Backed Securities
AMSR TRUST 2020-SFR3 F 20370918 3.5
2037-09-18
3.553000
1447675.00
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Asset-Backed Securities
AMSR 2020-SFR5 TR F 20371119 2.6
2037-11-19
2.686000
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Asset-Backed Securities
ARES CLO LTD 2017-45 SUB 20301004 FLT
549300VFCO6SQG8OL714
2030-10-04
0.00
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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
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Asset-Backed Securities
EXANTAS CAPITAL CORP 2020-RS08 A-S 20350315 FLT
549300RUJWPCMY4JFR46
2035-03-15
1.614480
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100062.79
Asset-Backed Securities
FS RIALTO 2019-FL1 A-S 20361218 FLT
2036-12-18
1.545500
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11867857.17
Asset-Backed Securities
FS RIALTO 2019-FL1 B 20361218 FLT
2036-12-18
1.995500
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4976652.99
Asset-Backed Securities
FIRSTKEY HOMES TR 2021-SFR1 F1 20380819 3.2
2038-08-19
3.238000
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Asset-Backed Securities
EATON VANCE CLO 2020-1 LTD SUB 20301015 FLT
5493004NKU3QU5G6QW39
2030-10-15
0.00
6890000.00
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Asset-Backed Securities
EATON VANCE CLO LTD 2015-1 SUB 20261020 FLT
5493008YP5U5LTXAO749
2026-10-20
0.00
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960225.00
Asset-Backed Securities
EATON VANCE CLO 2019-1 SUB 20310415 FLT
5493007R7GEORNX00105
2031-04-15
0.00
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Asset-Backed Securities
ELEVATION CLO LTD 2018-9 SUB 20310715 FLT
549300BOE42FYBAXFR86
2031-07-15
0.00
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Asset-Backed Securities
ELMWOOD CLO LTD 2019-1 SUB 20300422 FLT
2030-04-22
0.00
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Asset-Backed Securities
TRTX ISSUER LTD 2019-FL3 E 20341017 FLT
2034-10-17
2.864480
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Asset-Backed Securities
TRTX ISSUER LTD 2021-FL4 D 20380317 FLT
2038-03-17
3.692750
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Asset-Backed Securities
UPLAND CLO LTD 2016 SUB 20280420 FLT
54930052JF7HYEE5CO91
2028-04-20
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Asset-Backed Securities
VCP CLO LTD 2021-2 A-1 20310415 FLT
2031-04-15
1.796130
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Asset-Backed Securities
VMC FINANCE 2019-FL3 A-S 20360917 FLT
2036-09-17
1.492750
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Asset-Backed Securities
RADNOR RE LTD 2018-1 M-2 20280325 FLT
549300ED4YNDE7SVU538
2028-03-25
2.784380
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Asset-Backed Securities
REPUBLIC FIN ISS TR 2019-A A 20271122 3.4
2027-11-22
3.430000
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Asset-Backed Securities
REPUBLIC FIN ISS TR 2019-A C 20271122 5.1
2027-11-22
5.100000
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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
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2250017.67
Asset-Backed Securities
AMMC CLO 21 LTD 2017-21 SUB NT 20301104 FLT
549300DYK366J47FIO80
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Asset-Backed Securities
BLUEMOUNTAIN CLO XXIII 2018-23 SUB 20311020 FLT
2031-10-20
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Asset-Backed Securities
CIFC FUNDING LTD 2014-II INC 20260524 FLT
549300O8WGQU5B6HEB94
2026-05-24
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Asset-Backed Securities
TCI-SYMPHONY CLO 2017-1 INC NT 20300715 FLT
2030-07-15
0.00
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Asset-Backed Securities
TYRON PARK CLO LTD 2013 SUB 20250715 FLT
2025-07-15
0.00
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Asset-Backed Securities
GPMT LTD 2018-FL1 D 20351121 FLT
2035-11-21
3.038380
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8912478.97
Asset-Backed Securities
GPMT LTD 2019-FL2 D 20360221 FLT
2036-02-21
3.038380
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5784446.68
Asset-Backed Securities
GPMT LTD 2021-FL3 D 20350718 FLT
2035-07-18
3.238500
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340849.82
Asset-Backed Securities
B2R MTG TRUST 2015-2 G 20481118 FLT
549300JNS8TBD8XLZ117
2048-11-18
6.095510
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Asset-Backed Securities
APIDOS CLO XXVII 2017-27 SUB 20300717 FLT
2030-07-17
0.00
2500000.00
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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
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Asset-Backed Securities
TABERNA PREF FDG I 2005-1 E 20350705 FLT
2035-07-05
3.287880
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150255.77
Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD C 20360215 FLT
2036-02-15
2.445500
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4981034.44
Asset-Backed Securities
AMSR 2020-SFR4 TR G-2 20371119 4.8
2037-11-19
4.870000
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Asset-Backed Securities
OCTAGON INV PTNS 32 2017-32 SUB NT 20290716 FLT
2029-07-16
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Asset-Backed Securities
PFP LTD 2019-5 A-S 20360416 FLT
2036-04-16
1.515500
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Asset-Backed Securities
ANCHORAGE CAP CLO 9 2016-9 SUB 20290116 FLT
2029-01-16
0.00
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Asset-Backed Securities
LEGACY MTG ASSET TR 2019-GS7 A-1 20591125 FLT
2059-11-25
3.250000
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Asset-Backed Securities
LEGACY MTG ASSET TR 2019-GS2 A1 20590125 FLT
2059-01-25
3.750000
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22650502.91
Asset-Backed Securities
LOANCORE ISSUER LTD 2019-CRE2 C 20360515 FLT
2036-05-15
2.095500
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175432.41
Asset-Backed Securities
LOANCORE ISSUER LTD 2019-CRE2 D 20360515 FLT
2036-05-15
2.545500
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Asset-Backed Securities
GRAND AVENUE CRE 2020-FL2 D 20350316 FLT
2035-03-16
3.784480
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Asset-Backed Securities
HIGHBRIDGE LN MGMT 2014-3 SUB 20290718 FLT
2029-07-18
0.00
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Asset-Backed Securities
HOME PARTN AMER TR 2017-1 F 20340719 FLT
2034-07-19
3.632000
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Asset-Backed Securities
AMSR TRUST 2020-SFR1 I 20370417 8.1
2037-04-17
8.193000
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Private Label Collateralized Mortgage Obligations
MBRT 2019-MBR G 20361117 FLT
2036-11-17
2.996000
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Private Label Collateralized Mortgage Obligations
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2037-07-17
4.277000
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4599353.47
Private Label Collateralized Mortgage Obligations
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2052-03-15
5.488700
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Private Label Collateralized Mortgage Obligations
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2051-06-16
4.003000
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Private Label Collateralized Mortgage Obligations
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2051-06-16
4.369000
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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
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4485052.85
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2020-1 E 20500317 FLT
2050-03-17
4.826800
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107427.53
Private Label Collateralized Mortgage Obligations
BX TR 2019-IMC F 20340417 FLT
2034-04-17
2.996000
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Private Label Collateralized Mortgage Obligations
WORLDWIDE PLAZA TR 2017-WWP F 20361112 FLT
2036-11-12
3.715390
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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
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2021-12-06
2022-01-18
Y
WELLS FARGO SECURITIES LLC
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N
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2035-06-25
5.870000
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Asset-Backed Securities
SAXON ASSET SEC CO 2004-3 M-2 20341225 FLT
2034-12-25
1.059380
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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
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Asset-Backed Securities
NOMURA ASSET ALT LN 2006-S4 A-1 20360825 FLT
2036-08-25
0.424380
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104212.84
Asset-Backed Securities
PFIZER INC SR GLBL NT 3%26
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2026-12-15
3.000000
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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
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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
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Corporate Debt Securities
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2023-03-15
4.000000
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Corporate Debt Securities
BK OF AMERICA CORP VR 042417-042423
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2023-04-24
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Corporate Debt Securities
BK OF AMERICA CORP FR 3.97%030529
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2029-03-05
3.970000
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Corporate Debt Securities
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2023-05-15
7.750000
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Corporate Debt Securities
AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 29
2029-04-20
5.750000
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Corporate Debt Securities
SIMON PPTY GROUP LP SR GLBL NT 27
MR92GTD0MJTTTTQDVG45
2027-06-15
3.375000
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80823.77
Corporate Debt Securities
SPECTRUM BRANDS INC SR GLBL 144A 30
549300VU3EH2E73C1Q04
2030-07-15
5.500000
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1960530.89
Corporate Debt Securities
SRM ESCROW ISSUER LLC SR SEC GLBL 28
2028-11-01
6.000000
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Corporate Debt Securities
TALEN ENERGY SUPPLY LLC SR NT 6%36
K5K33XN0PQAU1XF7NN66
2036-12-15
6.000000
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Corporate Debt Securities
PARK INTER HLDGS LLC / PK DOME SR SEC GLBL 29
2029-05-15
4.875000
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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
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Corporate Debt Securities
TARGET CORP SR GLBL NT3.5%24
8WDDFXB5T1Z6J0XC1L66
2024-07-01
3.500000
4000.00
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Corporate Debt Securities
TENET HEALTHCARE CORP SR SEC GLBL 28
0W9AIBT6U6ADJ2I8HK17
2028-06-15
4.625000
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Corporate Debt Securities
IHEARTCOMMUNICATIONS INC 8.375%27
54930076J6KDZL504O62
2027-05-01
8.375000
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Corporate Debt Securities
INTEL CORP SR GLBL NT3.4%25
KNX4USFCNGPY45LOCE31
2025-03-25
3.400000
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Corporate Debt Securities
INTERPUBLIC GROUP COS INC SR GLBL NT 28
5493008IUOJ5VWTRC333
2028-10-01
4.650000
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Corporate Debt Securities
BUCKEYE PARTNERS L P 6.375%78
549300C1PQJLVEIUBK50
2078-01-22
6.375000
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Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 27
2027-05-01
5.125000
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Corporate Debt Securities
3M CO SR GLBL NT 49
LUZQVYP4VS22CLWDAR65
2049-08-26
3.250000
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Corporate Debt Securities
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PT3QB789TSUIDF371261
2024-03-11
3.250000
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Corporate Debt Securities
TORONTO DOMINION BANK VR 092820-092823
PT3QB789TSUIDF371261
2023-09-28
0.500003
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Corporate Debt Securities
TOYOTA MOTOR CORP GLBL NT 1.339%26
5493006W3QUS5LMH6R84
2026-03-25
1.339000
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Corporate Debt Securities
TOYOTA MTR CR CORP FR 2.25%101823
Z2VZBHUMB7PWWJ63I008
2023-10-18
2.250000
92000.00
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Corporate Debt Securities
TOYOTA MTR CR CORP FR 2.15%090822
Z2VZBHUMB7PWWJ63I008
2022-09-08
2.150000
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Corporate Debt Securities
TPC GROUP INC SR SEC GLBL 24
549300K276KVW5JD1583
2024-08-01
10.500000
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Corporate Debt Securities
TRANSOCEAN INC CR SEN SR NT 41
DOL4HJ22ADYSIWES4H94
2041-12-15
9.350000
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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