0001145549-21-064738.txt : 20211105
0001145549-21-064738.hdr.sgml : 20211105
20211105153848
ACCESSION NUMBER: 0001145549-21-064738
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211031
FILED AS OF DATE: 20211105
DATE AS OF CHANGE: 20211105
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: 211384342
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
2021-10-31
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
47
59
18517962120.22
18184602175.76
13002898524.93
13255176998.42
13936709188.79
34411778124.52
34200139386.10
34277085981.80
34011779041.53
34339377273.40
0.2410
0.2375
0.1703
0.1743
0.1831
0.4478
0.4467
0.4488
0.4473
0.4512
1932000000.30
74167735293.62
74166748672.20
10049803.51
467501586.57
75641296889.44
75638406895.9300
1.0000
0.0013
1.0001
1.0001
1.0001
1.0001
1.0001
C000012383
0.00
43614282889.15
43612593105.4090
1.0001
1.0001
1.0001
1.0001
1.0001
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434403615.88
281735657.23
431511895.34
254819358.22
391949563.14
287689062.10
427545290.48
283891445.47
498230481.23
1161250149.31
1823730150.59
0.0003
Y
Investment Advisor and its affiliates Contractual 191,478 Investment Advisor and its affiliates Voluntary 8,924,483
C000038267
1000000.00
32027014000.29
32025813790.5210
1.0001
1.0001
1.0001
1.0001
1.0001
356155597.34
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425058535.35
409562426.83
266846909.67
323554431.45
221612871.92
414188767.19
258063726.21
426099125.95
1277771643.82
1694598026.46
0.0003
Y
Investment Advisor and its affiliates Contractual 143,459 Investment Advisor and its affiliates Voluntary 2,442,776
ABAG Finance Auth
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549300EWVCCTI6O2KU84
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Variable Rate Demand Note
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2021-11-05
2021-11-05
2031-11-01
Y
Wells Fargo Bank NA
1.0000
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N
N
0.0008
17550000.00
17550000.00
0.0002
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N
Y
N
ANTALIS SA (ILE-DE-FRANCE)
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03664AY44
549300G2LM2ZKZ0X4Y50
Asset Backed Commercial Paper
Y
2021-11-04
2021-11-04
2021-11-04
N
Y
Societe Generale SA
1.0000
N
0.0010
45449250.08
45449250.08
0.0006
N
N
Y
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
0.0010
28999004.43
28999004.43
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
2021-11-01
2021-11-29
2021-11-29
N
N
N
0.0007
290019722.90
290019722.90
0.0038
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
0.0007
198008878.32
198008878.32
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
0.0007
156008032.44
156008032.44
0.0021
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.210000%
06050TMY5
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2021-11-01
2022-07-08
2022-07-08
N
N
N
0.0020
193028100.80
193028100.80
0.0026
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
0.0010
157480049.48
157480049.48
0.0021
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
0.0010
182974888.74
182974888.74
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
0.0010
159975089.60
159975089.60
0.0021
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
197001542.51
197001542.51
0.0026
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
200001754.00
200001754.00
0.0026
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.140000%
06054R3E0
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2021-11-01
2022-05-04
2022-05-04
N
N
N
0.0014
245006223.00
245006223.00
0.0032
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
0.0013
200012502.00
200012502.00
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
0.0013
50003125.50
50003125.50
0.0007
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
334008971.24
334008971.24
0.0044
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
0.0013
129002497.44
129002497.44
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
290004758.90
290004758.90
0.0038
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.160000%
06367CMC8
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2022-04-08
2022-04-08
2022-04-08
N
N
N
0.0016
261997639.38
261997639.38
0.0035
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
0.0009
239927306.40
239927306.40
0.0032
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.200000%
06417LQK6
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2021-11-01
2022-02-22
2022-02-22
N
N
N
0.0010
500168825.00
500168825.00
0.0066
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.230000%
06417LQL4
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2021-11-01
2022-05-23
2022-05-23
N
N
N
0.0016
142066867.80
142066867.80
0.0019
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.200000%
06417MPW9
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2021-11-01
2022-02-24
2022-02-24
N
N
N
0.0010
230078936.00
230078936.00
0.0030
N
N
N
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.160000%
06417MRP2
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2021-11-01
2022-06-23
2022-06-23
N
N
N
0.0017
90002063.70
90002063.70
0.0012
N
N
N
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.160000%
06417MRQ0
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2021-11-01
2022-06-24
2022-06-24
N
N
N
0.0017
288006531.84
288006531.84
0.0038
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.170000%
06742TA71
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2021-11-01
2022-04-07
2022-04-07
N
N
N
0.0015
253028080.47
253028080.47
0.0033
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.170000%
06742TB47
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2021-11-01
2022-04-13
2022-04-13
N
N
N
0.0016
192021661.44
192021661.44
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
0.0011
325019834.75
325019834.75
0.0043
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
0.0011
185011573.60
185011573.60
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
0.0011
500020380.00
500020380.00
0.0066
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
0.0011
79003449.93
79003449.93
0.0010
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QY12
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0008
273998287.50
273998287.50
0.0036
N
Y
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QY20
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0008
207998267.36
207998267.36
0.0027
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QY38
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2021-11-03
2021-11-03
2021-11-03
N
N
N
0.0008
30999676.98
30999676.98
0.0004
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QY53
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0008
95998600.32
95998600.32
0.0013
N
N
Y
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
0.0008
24999725.75
24999725.75
0.0003
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274LY27
VDYMYTQGZZ6DU0912C88
Financial Company Commercial Paper
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0007
400997104.78
400997104.78
0.0053
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274LY43
VDYMYTQGZZ6DU0912C88
Financial Company Commercial Paper
Y
2021-11-04
2021-11-04
2021-11-04
N
N
N
0.0007
267997097.56
267997097.56
0.0035
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.080000%
0727MCQZ3
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2021-11-03
2021-11-03
2021-11-03
N
N
N
0.0009
86999939.97
86999939.97
0.0012
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
0.0010
149997834.00
149997834.00
0.0020
N
N
Y
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BE99
Asset Backed Commercial Paper
Y
2022-05-09
2022-05-09
2022-05-09
N
Y
Royal Bank of Canada
1.0000
N
0.0022
164809920.00
164809920.00
0.0022
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.180000%
07644CHP8
Asset Backed Commercial Paper
Y
2021-11-01
2022-05-02
2022-05-02
N
Y
Royal Bank of Canada
1.0000
N
0.0016
95012013.70
95012013.70
0.0013
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.190000%
07644CHT0
Asset Backed Commercial Paper
Y
2021-11-01
2022-06-29
2022-06-29
N
Y
Royal Bank of Canada
1.0000
N
0.0018
100009996.00
100009996.00
0.0013
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.190000%
07644DLH9
Asset Backed Commercial Paper
Y
2021-11-01
2022-06-27
2022-06-27
N
Y
Royal Bank of Canada
1.0000
N
0.0018
83008226.96
83008226.96
0.0011
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LY26
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2021-11-02
2021-11-02
2021-11-02
N
Y
Societe Generale SA
1.0000
N
0.0009
49999511.00
49999511.00
0.0007
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LZ82
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2021-12-08
2021-12-08
2021-12-08
N
Y
Societe Generale SA
1.0000
N
0.0010
133984514.96
133984514.96
0.0018
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MA61
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2022-01-06
2022-01-06
2022-01-06
N
Y
Societe Generale SA
1.0000
N
0.0012
77981910.24
77981910.24
0.0010
N
N
N
N
BLUE MOUNTAIN ENTERPRISES, LLC
VARIABLE RATE DEMAND BONDS SERIES 2013 0.100000%
095770AA1
5493002IBX1P8Z363V65
US095770AA14
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2043-09-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0010
2730000.00
2730000.00
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
0.0009
62982801.00
62982801.00
0.0008
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2Y16
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2021-11-01
2021-11-01
2021-11-01
N
Y
Citibank NA
1.0000
N
0.0008
8699944.15
8699944.15
0.0001
N
Y
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TY16
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2021-11-01
2021-11-01
2021-11-01
N
Y
Citibank NA
1.0000
N
0.0008
41999730.36
41999730.36
0.0006
N
Y
Y
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
0.0009
94991988.65
94991988.65
0.0013
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UBN0
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2022-02-22
2022-02-22
2022-02-22
N
Y
Citibank NA
1.0000
N
0.0012
24990736.00
24990736.00
0.0003
N
N
N
N
CAISSE DES DEPOTS ET CONSIGNATIONS
CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
12800BBR2
969500Q2PFTTP0Y5QL44
0001056947
Financial Company Commercial Paper
Y
2022-02-25
2022-02-25
2022-02-25
N
N
N
0.0013
24772022.62
24772022.62
0.0003
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
0.0014
39986500.00
39986500.00
0.0005
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802WB86
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2022-02-08
2022-02-08
2022-02-08
N
N
N
0.0014
999606.17
999606.17
0.0000
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
0.0015
433785265.48
433785265.48
0.0057
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802WD76
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2022-04-07
2022-04-07
2022-04-07
N
N
N
0.0018
186852062.43
186852062.43
0.0025
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802WDL5
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2022-04-20
2022-04-20
2022-04-20
N
N
N
0.0020
344675047.95
344675047.95
0.0046
N
N
N
N
Calhoun Cnty Navigation IDA
PORT RB (FORMOSA PLASTICS) SERIES 2011C 0.090000%
129733AD3
US129733AD30
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2031-09-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
N
N
N
0.0009
15000000.00
15000000.00
0.0002
N
N
Y
N
CALIFORNIA (STATE OF)
CALIFORNIA (STATE OF) 0.070000%
13068KBK2
Non-Financial Company Commercial Paper
Y
2021-11-04
2021-11-04
2021-11-04
N
Y
Bank of America NA
1.0000
N
0.0007
45000000.00
45000000.00
0.0006
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.142300%
13606CQY3
549300H8L46OOZOFHU82
0000800030
Certificate of Deposit
Y
2021-12-27
2021-12-27
2021-12-27
N
N
N
0.0005
100014000.00
100014000.00
0.0013
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
0.0008
398014694.16
398014694.16
0.0053
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.119900%
13606CTE4
549300H8L46OOZOFHU82
0000800030
Certificate of Deposit
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0003
175012225.50
175012225.50
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
0.0008
400012832.00
400012832.00
0.0053
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.158900%
13606CUR3
549300H8L46OOZOFHU82
0000800030
Certificate of Deposit
Y
2021-11-24
2022-01-24
2022-01-24
N
N
N
0.0010
72510875.00
72510875.00
0.0010
N
N
N
N
CELLMARK, INC
TAXABLE NOTES SERIES 2018A 0.120000%
15118CAA8
549300JWG1LWHVNYN325
US15118CAA80
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2038-06-01
Y
Swedbank AB
1.0000
7
N
N
N
0.0012
48000000.00
48000000.00
0.0006
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UC79
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2022-03-07
2022-03-07
2022-03-07
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0014
39979790.00
39979790.00
0.0005
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UC95
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2022-03-09
2022-03-09
2022-03-09
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0014
182905440.24
182905440.24
0.0024
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VY11
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2021-11-01
2021-11-01
2021-11-01
N
Y
Citibank NA
1.0000
N
0.0008
20999865.18
20999865.18
0.0003
N
Y
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
0.0009
24997891.75
24997891.75
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
0.0013
24991621.50
24991621.50
0.0003
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WD12
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2022-04-01
2022-04-01
2022-04-01
N
Y
Citibank NA
1.0000
N
0.0016
49965778.00
49965778.00
0.0007
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
0.0012
139025673.30
139025673.30
0.0018
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
0.0007
485993385.54
485993385.54
0.0064
N
N
Y
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
0.0008
99999358.00
99999358.00
0.0013
N
Y
Y
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
0.0008
191995626.24
191995626.24
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
0.0009
34998288.85
34998288.85
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
0.0012
35989836.12
35989836.12
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
0.0014
66968638.64
66968638.64
0.0009
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JC46
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-03-04
2022-03-04
2022-03-04
N
Y
JP Morgan Securities LLC
1.0000
N
0.0014
4997567.50
4997567.50
0.0001
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JCH7
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-03-17
2022-03-17
2022-03-17
N
Y
JP Morgan Securities LLC
1.0000
N
0.0015
139919998.40
139919998.40
0.0018
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JCQ7
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-03-24
2022-03-24
2022-03-24
N
Y
JP Morgan Securities LLC
1.0000
N
0.0015
185885342.16
185885342.16
0.0025
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JCV6
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-03-29
2022-03-29
2022-03-29
N
Y
JP Morgan Securities LLC
1.0000
N
0.0016
104930854.35
104930854.35
0.0014
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JD11
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-04-01
2022-04-01
2022-04-01
N
Y
JP Morgan Securities LLC
1.0000
N
0.0016
149895408.00
149895408.00
0.0020
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JDJ2
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-04-18
2022-04-18
2022-04-18
N
Y
JP Morgan Securities LLC
1.0000
N
0.0020
127880224.00
127880224.00
0.0017
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
0.0007
150002262.00
150002262.00
0.0020
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
291013301.61
291013301.61
0.0038
N
N
N
N
COOK CNTY
TAXABLE GO BONDS SERIES 2004D 0.080000%
213185FW6
5493004UMR7OX4YITE10
US213185FW60
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2030-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0008
29000000.00
29000000.00
0.0004
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.141500%
21684LB76
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2021-12-31
2021-12-31
2021-12-31
N
N
N
0.0006
95013415.90
95013415.90
0.0013
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
0.0009
105001440.60
105001440.60
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
0.0011
288033408.00
288033408.00
0.0038
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0Y17
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2021-11-01
2021-11-01
2021-11-01
N
Y
Credit Suisse AG
1.0000
N
0.0008
163998947.12
163998947.12
0.0022
N
Y
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0Y25
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2021-11-02
2021-11-02
2021-11-02
N
Y
Credit Suisse AG
1.0000
N
0.0008
240997910.53
240997910.53
0.0032
N
N
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0Y41
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2021-11-04
2021-11-04
2021-11-04
N
Y
Credit Suisse AG
1.0000
N
0.0008
289996180.70
289996180.70
0.0038
N
N
Y
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305ED18
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2022-04-01
2022-04-01
2022-04-01
N
N
N
0.0017
188860937.58
188860937.58
0.0025
N
N
N
N
Dallas-Fort Worth Int'l Airport Facility Improvement Corp
AIRPORT FACILITY RB (FLIGHTSAFETY) SERIES 1999 0.080000%
235035AL6
US235035AL63
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2032-07-01
Y
Berkshire Hathaway Inc
1.0000
7
N
N
N
0.0008
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
Other Municipal Security
Y
2022-02-01
2022-02-01
2050-01-01
N
Y
UNITED STATES TREASURY
1.0000
N
0.0025
7500054.00
7500054.00
0.0001
N
N
N
N
EAGLE CNTY
RB (BC HOUSING) SERIES 1997B 0.180000%
269476AB3
US269476AB37
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
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
2021-11-05
2021-11-05
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 0.080000%
28167RAA8
549300HQM2YWM7SVJY37
US28167RAA86
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2048-01-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0008
77565000.00
77565000.00
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
0.0011
148689429.88
148689429.88
0.0020
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
0.0011
97977541.34
97977541.34
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
0.0012
176953803.00
176953803.00
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
0.0013
199932972.00
199932972.00
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
0.0013
99966133.00
99966133.00
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
0.0013
73973217.92
73973217.92
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
0.0013
99962444.00
99962444.00
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
0.0013
98962462.17
98962462.17
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
0.0013
96961525.92
96961525.92
0.0013
N
N
N
N
ERSTE FINANCE (DELAWARE) LLC
ERSTE FINANCE (DELAWARE) LLC 0.000000%
2960E2Y15
Financial Company Commercial Paper
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0009
289997897.50
289997897.50
0.0038
N
Y
Y
N
ERSTE FINANCE (DELAWARE) LLC
ERSTE FINANCE (DELAWARE) LLC 0.000000%
2960E2Y49
Financial Company Commercial Paper
Y
2021-11-04
2021-11-04
2021-11-04
N
N
N
0.0009
205996945.02
205996945.02
0.0027
N
N
Y
N
ERSTE FINANCE (DELAWARE) LLC
ERSTE FINANCE (DELAWARE) LLC 0.000000%
2960E2Y56
Financial Company Commercial Paper
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0009
241995765.00
241995765.00
0.0032
N
N
Y
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411HAJ3
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2022-01-21
2022-01-21
2022-01-21
N
N
N
0.0012
197946985.50
197946985.50
0.0026
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
0.0012
48485583.38
48485583.38
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
0.0012
238927556.71
238927556.71
0.0032
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
0.0012
46735668.32
46735668.32
0.0006
N
N
N
N
Fulton Cnty Development Auth
AIRPORT FACILITY RB (FLIGHTSAFETY) SERIES 1999B 0.080000%
36004NAD1
549300533NJL38F4K144
US36004NAD12
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2028-12-01
Y
Berkshire Hathaway Inc
1.0000
7
N
N
N
0.0008
9350000.00
9350000.00
0.0001
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346LY34
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2021-11-03
2021-11-03
2021-11-03
N
Y
MUFG BANK LTD
1.0000
N
0.0008
96998935.91
96998935.91
0.0013
N
N
Y
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 0.100000%
41652PAA7
549300W3L482NUDOFF24
US41652PAA75
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0010
49000000.00
49000000.00
0.0006
N
N
Y
N
Illinois Housing Development Auth
HOUSING BONDS SERIES 2017A2 0.100000%
45201LA21
54930053Z6M9JVHBQZ16
US45201LA214
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2048-07-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
Y
N
N
0.0010
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
0.0010
239987332.80
239987332.80
0.0032
N
N
N
N
Iowa Finance Auth
MIDWESTERN DISASTER AREA RB (CARGILL) SERIES 2009A 0.080000%
46246MDY1
549300NQVL49BTHOW391
US46246MDY12
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2036-06-01
Y
CARGILL INC
1.0000
7
N
N
N
0.0008
45000000.00
45000000.00
0.0006
N
N
Y
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
0.0016
110917070.79
110917070.79
0.0015
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
0.0009
174963657.75
174963657.75
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
0.0010
43989433.84
43989433.84
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
0.0011
289893981.80
289893981.80
0.0038
N
N
N
N
Kenton Cnty Airport Board
SPECIAL FACILITIES RB (FLIGHTSAFETY) SERIES 2001A 0.080000%
491033AG1
US491033AG12
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2031-06-01
Y
Berkshire Hathaway Inc
1.0000
7
N
N
N
0.0008
4400000.00
4400000.00
0.0001
N
N
Y
N
LABCON NORTH AMERICA
TAXABLE BONDS SERIES 2010 0.200000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2040-01-01
Y
Bank of the West
1.0000
7
N
N
N
0.0020
1020000.00
1020000.00
0.0000
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.090000%
51501HSJ9
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2021-11-03
2021-11-03
2021-11-03
N
N
N
0.0009
142999959.96
142999959.96
0.0019
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.090000%
51501HSL4
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2021-11-04
2021-11-04
2021-11-04
N
N
N
0.0009
612999589.29
612999589.29
0.0081
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QY20
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2021-11-02
2021-11-02
2021-11-02
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0008
286147519.08
286147519.08
0.0038
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QY38
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2021-11-03
2021-11-03
2021-11-03
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0008
76999155.31
76999155.31
0.0010
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QY46
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2021-11-04
2021-11-04
2021-11-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0008
12309837.88
12309837.88
0.0002
N
N
Y
N
Lower Neches Valley Auth
EXEMPT FACILITIES REFUNDING RB (EXXONMOBIL) SERIES 2001B 0.050000%
54834RAC3
US54834RAC34
Variable Rate Demand Note
Y
2021-11-01
2021-11-01
2029-11-01
Y
Exxon Mobil Corp
1.0000
3
N
N
N
0.0005
8850000.00
8850000.00
0.0001
N
Y
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
72001362.96
72001362.96
0.0010
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
0.0015
70998905.18
70998905.18
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
0.0015
166999437.21
166999437.21
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
0.0015
238989789.92
238989789.92
0.0032
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
0.0015
113995542.60
113995542.60
0.0015
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.140000%
55380TWA4
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0016
149991786.00
149991786.00
0.0020
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.140000%
55380TWP1
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2022-03-18
2022-03-18
2022-03-18
N
N
N
0.0016
299974323.00
299974323.00
0.0040
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.210000%
55380TYL8
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2022-05-02
2022-05-02
2022-05-02
N
N
N
0.0021
322999996.77
322999996.77
0.0043
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
0.0009
99997133.00
99997133.00
0.0013
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LA79
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2022-01-07
2022-01-07
2022-01-07
N
N
N
0.0012
47988613.44
47988613.44
0.0006
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LAX2
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2022-01-31
2022-01-31
2022-01-31
N
N
N
0.0014
148945921.94
148945921.94
0.0020
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
0.0008
122749211.95
122749211.95
0.0016
N
Y
Y
N
Memphis Health, Educational & Housing Facility Board
M/F HOUSING RB (ASHLAND LAKE II APTS) SERIES 2008A 0.090000%
586169DH4
US586169DH45
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2043-05-01
Y
US BANK NATIONAL ASSOCIATION
1.0000
7
N
N
N
0.0009
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
2021-11-05
2021-11-05
2042-07-01
Y
Bank of America NA
1.0000
7
Y
N
N
0.0008
57000000.00
57000000.00
0.0008
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
2021-11-01
2022-02-24
2022-02-24
N
N
N
0.0015
100001554.00
100001554.00
0.0013
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.150000%
60683B2K8
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-03-17
2022-03-17
2022-03-17
N
N
N
0.0018
123985154.72
123985154.72
0.0016
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
0.0010
199996112.00
199996112.00
0.0026
N
N
Y
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689QAE4
RB0PEZSDGCO3JS6CEU02
Financial Company Commercial Paper
Y
2022-01-14
2022-01-14
2022-01-14
N
N
N
0.0013
187946921.96
187946921.96
0.0025
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689QB11
RB0PEZSDGCO3JS6CEU02
Financial Company Commercial Paper
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0015
182929010.64
182929010.64
0.0024
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
0.0007
296008285.04
296008285.04
0.0039
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
2021-11-01
2022-02-28
2022-02-28
N
N
N
0.0014
490006227.90
490006227.90
0.0065
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
0.0012
299894700.00
299894700.00
0.0040
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MC13
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0013
149934912.00
149934912.00
0.0020
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MC88
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2022-03-08
2022-03-08
2022-03-08
N
N
N
0.0013
149928499.50
149928499.50
0.0020
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MCG0
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2022-03-16
2022-03-16
2022-03-16
N
N
N
0.0014
296844024.51
296844024.51
0.0039
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MCU9
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2022-03-28
2022-03-28
2022-03-28
N
N
N
0.0015
79951666.40
79951666.40
0.0011
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 0.130000%
63254GRQ0
F8SB4JFBSYQFRQEH3Z21
0000833029
Financial Company Commercial Paper
Y
2021-11-01
2022-02-25
2022-02-25
N
N
N
0.0010
495056771.55
495056771.55
0.0065
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
0.0011
61982874.36
61982874.36
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
0.0012
165938118.52
165938118.52
0.0022
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307MCX5
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2022-03-31
2022-03-31
2022-03-31
N
N
N
0.0016
261822953.50
261822953.50
0.0035
N
N
N
N
New Castle Cnty
AIRPORT FACILITY RB (FLIGHTSAFETY) SERIES 2002 0.080000%
64327PAB2
US64327PAB22
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2032-12-01
Y
Berkshire Hathaway Inc
1.0000
7
N
N
N
0.0008
5185000.00
5185000.00
0.0001
N
N
Y
N
New York State HFA
HOUSING RB (750 6TH AVE) SERIES 1998A 0.090000%
64986MFM2
5493000LS7KCDB02O506
US64986MFM29
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2031-05-15
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0009
19750000.00
19750000.00
0.0003
N
N
Y
N
New York State HFA
HOUSING RB (250 W 93RD ST) SERIES 2005A 0.090000%
64986MM44
5493000LS7KCDB02O506
US64986MM441
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2038-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0009
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
0.0010
354894664.40
354894664.40
0.0047
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
0.0009
300038346.00
300038346.00
0.0040
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
0.0010
135016204.05
135016204.05
0.0018
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
0.0011
380020052.60
380020052.60
0.0050
N
N
N
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 0.060000%
65602YPY0
549300KQZJBM38M51L16
Certificate of Deposit
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0007
273999816.42
273999816.42
0.0036
N
N
Y
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 0.060000%
65602YPZ7
549300KQZJBM38M51L16
Certificate of Deposit
Y
2021-11-03
2021-11-03
2021-11-03
N
N
N
0.0007
240999698.75
240999698.75
0.0032
N
N
Y
N
NUVEEN FLOATING RATE INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 0.190000%
67072T850
HJXCPP3KYE3BVU373P27
US67072T8505
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
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
2021-11-05
2021-11-05
2029-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0019
19000000.00
19000000.00
0.0003
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
0.0012
49983307.00
49983307.00
0.0007
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
0.0012
74973999.75
74973999.75
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
0.0012
39985345.60
39985345.60
0.0005
N
N
N
N
Orange Cnty HFA
M/F HOUSING RB (LAUREL OAKS APTS) SERIES 2007G 0.080000%
684906FM7
US684906FM70
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2042-08-15
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0008
7460000.00
7460000.00
0.0001
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LAUREL OAKS APTS II) SERIES 2007H 0.080000%
684906FN5
US684906FN53
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2042-08-15
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0008
6890000.00
6890000.00
0.0001
N
N
Y
N
Osceola
SOLID WASTE DISPOSAL RB (PLUM POINT ENERGY) SERIES 2006 0.060000%
688008AA9
US688008AA93
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2036-04-01
Y
GOLDMAN SACHS BANK USA
1.0000
7
N
N
N
0.0006
63000000.00
63000000.00
0.0008
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.150000%
69033MC70
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2022-04-01
2022-04-01
2022-04-01
N
N
N
0.0019
116980485.57
116980485.57
0.0015
N
N
N
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
2021-12-16
2021-12-16
2021-12-16
N
N
N
0.0004
280039636.80
280039636.80
0.0037
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.159500%
69033MXG7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2022-01-21
2022-04-21
2022-04-21
N
N
N
0.0014
150045109.50
150045109.50
0.0020
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
2021-11-01
2022-02-17
2022-02-17
N
N
N
0.0010
245078789.55
245078789.55
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
0.0009
69004676.13
69004676.13
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
0.0017
88490046.41
88490046.41
0.0012
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.170000%
69034CMH8
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2021-11-01
2022-06-22
2022-06-22
N
N
N
0.0016
200019304.00
200019304.00
0.0026
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LY14
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0006
13999935.88
13999935.88
0.0002
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LY22
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0006
158999028.51
158999028.51
0.0021
N
N
Y
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
0.0007
45999373.94
45999373.94
0.0006
N
N
Y
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154GD59
Asset Backed Commercial Paper
Y
2022-04-05
2022-04-05
2022-04-05
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0017
47964608.16
47964608.16
0.0006
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JZ64
Asset Backed Commercial Paper
Y
2021-12-06
2021-12-06
2021-12-06
N
Y
BNP Paribas SA
1.0000
N
0.0009
144985765.35
144985765.35
0.0019
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JZG2
Asset Backed Commercial Paper
Y
2021-12-16
2021-12-16
2021-12-16
N
Y
BNP Paribas SA
1.0000
N
0.0010
133561724.23
133561724.23
0.0018
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KB18
Asset Backed Commercial Paper
Y
2022-02-01
2022-02-01
2022-02-01
N
Y
BNP Paribas SA
1.0000
N
0.0013
125957772.36
125957772.36
0.0017
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
0.0019
173980339.74
173980339.74
0.0023
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.150100%
78015M3E8
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2022-01-04
2022-01-04
2022-01-04
N
N
N
0.0007
100014817.00
100014817.00
0.0013
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.146600%
78015M3H1
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2022-01-05
2022-01-05
2022-01-05
N
N
N
0.0007
100015534.00
100015534.00
0.0013
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.140100%
78015M3K4
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2022-01-04
2022-01-04
2022-01-04
N
N
N
0.0007
359046921.30
359046921.30
0.0047
N
N
N
N
San Francisco Airport Commission
REFUNDING RB SERIES 2010A1 0.070000%
79765A3K0
54930055TIDYHNDP4F84
US79765A3K08
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2030-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0007
6000000.00
6000000.00
0.0001
N
N
Y
N
San Francisco Airport Commission
REFUNDING RB SERIES 2010A2 0.070000%
79765A3L8
54930055TIDYHNDP4F84
US79765A3L80
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2030-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0007
19640000.00
19640000.00
0.0003
N
N
Y
N
SAN FRANCISCO
TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 0.080000%
79765PDU4
549300RA28ZEFOB6M782
US79765PDU49
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2057-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0008
19000000.00
19000000.00
0.0003
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.136600%
83050PTM1
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2022-01-06
2022-01-06
2022-01-06
N
N
N
0.0009
98008375.08
98008375.08
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
0.0007
49000714.42
49000714.42
0.0006
N
N
Y
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
0.0007
150004372.50
150004372.50
0.0020
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
0.0007
121005711.20
121005711.20
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
0.0011
135033875.55
135033875.55
0.0018
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
0.0007
90003447.00
90003447.00
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
0.0007
199996388.00
199996388.00
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
0.0007
359988951.60
359988951.60
0.0048
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
0.0007
32798015.60
32798015.60
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
0.0007
16998940.39
16998940.39
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
0.0007
65694123.79
65694123.79
0.0009
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
0.0007
223975472.00
223975472.00
0.0030
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050UEC8
F3JS33DEI6XQ4ZBPTN86
0000917311
Financial Company Commercial Paper
Y
2022-05-12
2022-05-12
2022-05-12
N
N
N
0.0019
299694501.00
299694501.00
0.0040
N
N
N
N
SOCIETE GENERALE SA
SOCIETE GENERALE SA 0.000000%
83369CCX0
O2RNE8IBXP4R0TD8PU41
0001145665
Financial Company Commercial Paper
Y
2022-03-31
2022-03-31
2022-03-31
N
N
N
0.0013
345813246.50
345813246.50
0.0046
N
N
N
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.070000%
83369X6V5
254900J6B390XMPVLV82
Certificate of Deposit
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0008
429999819.40
429999819.40
0.0057
N
Y
Y
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
0.0013
39985186.80
39985186.80
0.0005
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MCG6
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2022-03-16
2022-03-16
2022-03-16
N
Y
BNP Paribas SA
1.0000
N
0.0016
99939817.00
99939817.00
0.0013
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MCJ0
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2022-03-18
2022-03-18
2022-03-18
N
Y
BNP Paribas SA
1.0000
N
0.0016
99938556.00
99938556.00
0.0013
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MDJ9
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2022-04-18
2022-04-18
2022-04-18
N
Y
BNP Paribas SA
1.0000
N
0.0019
69935827.50
69935827.50
0.0009
N
N
N
N
SUMITOMO MITSUI BANKING CORPORATION
SUMITOMO MITSUI BANKING CORPORATION 0.000000%
86562LE24
5U0XI89JRFVHWIBS4F54
Financial Company Commercial Paper
Y
2022-05-02
2022-05-02
2022-05-02
N
N
N
0.0023
220742196.87
220742196.87
0.0029
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XA61
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2022-01-06
2022-01-06
2022-01-06
N
N
N
0.0009
79985586.40
79985586.40
0.0011
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XAA2
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2022-01-10
2022-01-10
2022-01-10
N
N
N
0.0010
209958268.80
209958268.80
0.0028
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XAM6
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2022-01-21
2022-01-21
2022-01-21
N
N
N
0.0011
49987283.50
49987283.50
0.0007
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XAU8
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2022-01-28
2022-01-28
2022-01-28
N
N
N
0.0012
99970678.00
99970678.00
0.0013
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
0.0012
180016498.80
180016498.80
0.0024
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
0.0012
178015811.74
178015811.74
0.0024
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
186999975.69
186999975.69
0.0025
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
0.0006
163003643.05
163003643.05
0.0022
N
N
Y
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
0.0005
160000300.80
160000300.80
0.0021
N
N
Y
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
0.0006
165006804.60
165006804.60
0.0022
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.220000%
86565FBJ0
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2022-05-09
2022-05-09
2022-05-09
N
N
N
0.0024
262971977.35
262971977.35
0.0035
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
0.0008
500018455.00
500018455.00
0.0066
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
0.0008
275019230.75
275019230.75
0.0036
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
0.0008
152003339.44
152003339.44
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
0.0009
270023265.90
270023265.90
0.0036
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
0.0014
200029066.00
200029066.00
0.0026
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.200000%
86959RTV2
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2022-07-15
2022-07-15
2022-07-15
N
N
N
0.0023
56989347.84
56989347.84
0.0008
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
0.0011
72969340.00
72969340.00
0.0010
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019SCQ5
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2022-03-24
2022-03-24
2022-03-24
N
N
N
0.0011
264877482.55
264877482.55
0.0035
N
N
N
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 0.130000%
87019V3F2
M312WZV08Y7LYUC71685
0001367624
Certificate of Deposit
Y
2022-03-17
2022-03-17
2022-03-17
N
N
N
0.0013
149999409.00
149999409.00
0.0020
N
N
N
N
Tenderfoot Seasonal Housing, LLC
TAXABLE NOTES SERIES 2000B 0.180000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
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 0.090000%
882724HH3
549300X9CH74QB747L76
US882724HH34
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2033-12-01
Y
STATE STREET BANK AND TRUST COMPANY
1.0000
7
Y
N
N
0.0009
22585000.00
22585000.00
0.0003
N
N
Y
N
Texas
VETERANS HOUSING ASSISTANCE PROGRAM SERIES 2005A 0.090000%
882724HK6
549300X9CH74QB747L76
US882724HK62
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2035-06-01
Y
STATE STREET BANK AND TRUST COMPANY
1.0000
7
Y
N
N
0.0009
4875000.00
4875000.00
0.0001
N
N
Y
N
Texas
GO BONDS SERIES 2005B 0.090000%
882724HL4
549300X9CH74QB747L76
US882724HL46
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2036-06-01
Y
STATE STREET BANK AND TRUST COMPANY
1.0000
7
Y
N
N
0.0009
19245000.00
19245000.00
0.0003
N
N
Y
N
Texas
VETERANS HOUSING ASSISTANCE PROGRAM SERIES 2008A 0.090000%
882724HM2
549300X9CH74QB747L76
US882724HM29
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2038-12-01
Y
STATE STREET BANK AND TRUST COMPANY
1.0000
7
Y
N
N
0.0009
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
0.0013
99960489.00
99960489.00
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
0.0018
35011723.25
35011723.25
0.0005
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.230000%
89114WB38
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2021-11-01
2022-05-18
2022-05-18
N
N
N
0.0013
400219688.00
400219688.00
0.0053
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.230000%
89114WB95
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2021-11-01
2022-05-23
2022-05-23
N
N
N
0.0016
173081657.73
173081657.73
0.0023
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.220000%
89114WBC8
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2021-11-01
2022-05-25
2022-05-25
N
N
N
0.0016
397165588.70
397165588.70
0.0053
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.142900%
89114WBU8
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2021-12-09
2021-12-09
2021-12-09
N
N
N
0.0001
39005850.00
39005850.00
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
0.0017
252015631.56
252015631.56
0.0033
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
0.0017
100005865.00
100005865.00
0.0013
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.210000%
89114WHZ1
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-08-08
2022-08-08
2022-08-08
N
N
N
0.0027
81964606.34
81964606.34
0.0011
N
N
N
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
0.0019
78015002.99
78015002.99
0.0010
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 0.200000%
89120DST7
PT3QB789TSUIDF371261
0000947263
Financial Company Commercial Paper
Y
2021-11-01
2021-11-23
2021-11-23
N
N
N
0.0012
250012155.00
250012155.00
0.0033
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 0.200000%
89120DSU4
PT3QB789TSUIDF371261
0000947263
Financial Company Commercial Paper
Y
2021-11-01
2021-12-01
2021-12-01
N
N
N
0.0007
157017836.77
157017836.77
0.0021
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 0.148000%
89120DSX8
PT3QB789TSUIDF371261
0000947263
Financial Company Commercial Paper
Y
2021-12-16
2021-12-16
2021-12-16
N
N
N
0.0005
327039854.76
327039854.76
0.0043
N
N
N
N
TOTALENERGIES CAPITAL SA
TOTALENERGIES CAPITAL SA 0.000000%
89152EY10
529900QI55ZLJVCMPA71
Non-Financial Company Commercial Paper
Y
2021-11-01
2021-11-01
2021-11-01
N
Y
TOTALENERGIES SE
1.0000
N
0.0006
42999781.56
42999781.56
0.0006
N
Y
Y
N
TOTALENERGIES CAPITAL SA
TOTALENERGIES CAPITAL SA 0.000000%
89152EY28
529900QI55ZLJVCMPA71
Non-Financial Company Commercial Paper
Y
2021-11-02
2021-11-02
2021-11-02
N
Y
TOTALENERGIES SE
1.0000
N
0.0006
458996736.51
458996736.51
0.0061
N
N
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
0.0010
199963056.00
199963056.00
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
111154722.83
111154722.83
0.0015
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
239927167.20
239927167.20
0.0032
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
270195022.80
270195022.80
0.0036
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
0.0009
99983808.00
99983808.00
0.0013
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.143600%
89233BBJ5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2022-01-13
2022-01-13
2022-01-13
N
N
N
0.0007
180024899.40
180024899.40
0.0024
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
0.0010
47793623.96
47793623.96
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
0.0011
117972957.94
117972957.94
0.0016
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
0.0011
70982108.00
70982108.00
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
0.0009
249954882.50
249954882.50
0.0033
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
0.0009
74985402.00
74985402.00
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
0.0009
142986415.00
142986415.00
0.0019
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
0.0010
151981950.00
151981950.00
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
0.0015
6996128.23
6996128.23
0.0001
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QDR7
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2022-04-25
2022-04-25
2022-04-25
N
N
N
0.0020
138861169.58
138861169.58
0.0018
N
N
N
N
Utah Water Finance Agency
RB SERIES 2008B-1 0.070000%
917572TU3
5493008FZQW2WEDN4040
US917572TU30
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2037-10-01
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
Y
JORDAN VALLEY WATER CONSERVANCY DISTRICT
Corporate Underlier
1.0000
0.0007
9035000.00
9035000.00
0.0001
N
N
Y
N
Volusia Cnty HFA
M/F HOUSING RB (CAPE MORRIS COVE APTS) SERIES 2007A 0.090000%
928904GE5
US928904GE56
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2042-10-15
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0009
6140000.00
6140000.00
0.0001
N
N
Y
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.000000%
9612C1CU9
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2022-03-28
2022-03-28
2022-03-28
N
N
N
0.0014
248859937.50
248859937.50
0.0033
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.000000%
9612C1CV7
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2022-03-29
2022-03-29
2022-03-29
N
N
N
0.0014
99942536.00
99942536.00
0.0013
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.000000%
9612C1EB9
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2022-05-11
2022-05-11
2022-05-11
N
N
N
0.0020
289693696.20
289693696.20
0.0038
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 0.150000%
96130AKS6
EN5TNI6CI43VEPAMHL14
US96130AKS68
Certificate of Deposit
Y
2022-04-13
2022-04-13
2022-04-13
N
N
N
0.0017
195980121.68
195980121.68
0.0026
N
N
N
N
Yavapai Cnty IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 0.160000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0016
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
0.0010
192998070.00
192998070.00
0.0026
N
N
Y
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
0.0009
379014720.36
379014720.36
0.0050
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
0.0010
44001888.92
44001888.92
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
0.0010
223009225.51
223009225.51
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
0.0010
165002953.50
165002953.50
0.0022
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
0.0019
133944848.28
133944848.28
0.0018
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
0.0011
141998438.00
141998438.00
0.0019
N
N
Y
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
0.0016
199991882.00
199991882.00
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
0.0016
249995397.50
249995397.50
0.0033
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
0.0017
249999945.00
249999945.00
0.0033
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
0.0021
87994507.04
87994507.04
0.0012
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
0.0011
76992289.99
76992289.99
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
0.0022
89954188.20
89954188.20
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
0.0018
99994475.00
99994475.00
0.0013
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 0.160000%
F8SB4JFBSYQFRQEH3Z21
0000833029
ACI206VY9
Certificate of Deposit
Y
2022-03-03
2022-03-03
2022-03-03
N
N
N
0.0018
279984412.40
279984412.40
0.0037
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000%
JBONEPAGQXF4QP29B387
0001462160
ACI206XF8
Certificate of Deposit
Y
2022-03-03
2022-03-03
2022-03-03
N
N
N
0.0022
124907620.00
124907620.00
0.0017
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.190000%
JBONEPAGQXF4QP29B387
0001462160
ACI208482
Certificate of Deposit
Y
2022-03-08
2022-03-08
2022-03-08
N
N
N
0.0022
114988772.55
114988772.55
0.0015
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000%
JBONEPAGQXF4QP29B387
0001462160
ACI20CX16
Certificate of Deposit
Y
2022-03-23
2022-03-23
2022-03-23
N
N
N
0.0024
154858412.15
154858412.15
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
ACI20HJ03
Certificate of Deposit
Y
2022-02-22
2022-02-22
2022-02-22
N
N
N
0.0022
99932379.00
99932379.00
0.0013
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000%
5493006GGLR4BTEL8O61
0001046017
ACI20LSR5
Certificate of Deposit
Y
2021-12-22
2021-12-22
2021-12-22
N
N
N
0.0013
177968499.34
177968499.34
0.0024
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000%
5493006GGLR4BTEL8O61
0001046017
ACI20MQP9
Certificate of Deposit
Y
2021-12-23
2021-12-23
2021-12-23
N
N
N
0.0013
172968816.75
172968816.75
0.0023
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.150000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI20ST65
Certificate of Deposit
Y
2022-01-10
2022-01-10
2022-01-10
N
N
N
0.0014
235005708.15
235005708.15
0.0031
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.180000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI20TPZ3
Certificate of Deposit
Y
2021-11-01
2022-06-30
2022-06-30
N
N
N
0.0019
310978935.97
310978935.97
0.0041
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000%
JBONEPAGQXF4QP29B387
0001462160
ACI217095
Certificate of Deposit
Y
2022-04-29
2022-04-29
2022-04-29
N
N
N
0.0027
68909770.08
68909770.08
0.0009
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.250000%
5493006GGLR4BTEL8O61
0001046017
ACI21HMB4
Certificate of Deposit
Y
2022-04-27
2022-04-27
2022-04-27
N
N
N
0.0025
292000000.00
292000000.00
0.0039
N
N
N
N
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
GNPL PN BF6191
549300M8ZYFG0OCMTT87
2060-08-15
3.870000
2790599.00
3136071.34
Agency Mortgage-Backed Securities
GNII RG CF1397 C
549300M8ZYFG0OCMTT87
2049-06-20
3.000000
1007955.00
578145.17
Agency Mortgage-Backed Securities
GNII RG CF1398 C
549300M8ZYFG0OCMTT87
2046-11-20
3.000000
3763791.00
3665083.75
Agency Mortgage-Backed Securities
GNII RG CF1399 C
549300M8ZYFG0OCMTT87
2043-02-20
3.000000
2297593.00
2402696.91
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-05-15
3.000000
13599300.00
16199501.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
50000000.00
58553593.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
100.00
133.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
29661800.00
35402333.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
2802700.00
3261599.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-08-15
3.000000
125000000.00
152807641.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
3099200.00
3745475.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-05-15
1.250000
100000000.00
84708255.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.625000
80533200.00
101245866.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
1.625000
17066800.00
17582775.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
70695300.00
74786410.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
25374300.00
31357511.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-31
1.250000
3000000.00
3049359.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-01-15
0.125000
75000000.00
88680231.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
17000300.00
16451206.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
95000000.00
90732117.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-15
0.125000
1763600.00
1752087.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
5727200.00
5465672.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
34518700.00
33143425.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-30
0.375000
291900.00
284371.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
88952700.00
86385980.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
26000000.00
25826066.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-06-30
1.250000
49999500.00
49658006.13
U.S. Treasuries (including strips)
Y
2021-11-05
2021-11-05
2022-02-08
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
971000000.00
971000000.00
0.0128
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.570000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0R6DU1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BSREP COMM MTG TR 2021-DC E 20380816 FLT
2038-08-16
2.391000
6000000.00
5994305.00
Private Label Collateralized Mortgage Obligations
COREVEST AMCR FIN TR 2020-3 B 20530815 2.2
2053-08-15
2.203000
750000.00
720294.33
Private Label Collateralized Mortgage Obligations
MS BOFAML TRUST 2014-C16 D 20470617 FLT
2047-06-17
4.764860
12722000.00
9912511.71
Private Label Collateralized Mortgage Obligations
READY CAP MTG FIN 2021-FL5 D 20381227 FLT
2038-12-27
3.089250
3500000.00
3503336.38
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2018-ASH8 F 20350215 FLT
2035-02-15
4.240000
7400000.00
7191555.98
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2018-PHH D 20350615 FLT
2035-06-15
3.360000
3500000.00
3133006.33
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2019-HYB1 B-5 20491025 FLT
2049-10-25
3.718870
1059000.00
1029529.57
Private Label Collateralized Mortgage Obligations
JACKCON PK TR 2019-LIC E 20391014 FLT
2039-10-14
3.242400
2500000.00
2303599.67
Private Label Collateralized Mortgage Obligations
MBRT 2019-MBR G 20361117 FLT
2036-11-17
2.990000
12321013.00
12242044.89
Private Label Collateralized Mortgage Obligations
MBRT 2019-MBR H1 20361117 FLT
2036-11-17
4.090000
8000000.00
7952140.44
Private Label Collateralized Mortgage Obligations
GREAT WOLF TRUST 2019-WOLF E 20361215 FLT
2036-12-15
2.822000
9481000.00
9253403.33
Private Label Collateralized Mortgage Obligations
IMPERIAL CMB TRUST SERIES 1998 2
2035-04-25
2.039250
3187500.00
55867.30
Private Label Collateralized Mortgage Obligations
JPMBB COML MTG SEC TR 2015-C27 E 20480218 FLT
2048-02-18
2.805000
4000000.00
3018950.67
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2017-4 B-5 20481125 FLT
2048-11-25
3.912280
2144000.00
1923998.62
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2018-4 B-5 20481025 FLT
2048-10-25
3.738250
2209000.00
1447225.11
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2018-ASH8 E 20350215 FLT
2035-02-15
3.240000
6300000.00
6161834.70
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-4 B-4 20470725 FLT
2047-07-25
3.941510
1917000.00
1965917.27
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-1 B-4 20470225 FLT
2047-02-25
3.613840
750908.00
758464.21
Private Label Collateralized Mortgage Obligations
WELL FARGO COM MTG TR 2014-C19 D 20470315 4.2
549300FCX3YXSYSLU895
2047-03-15
4.234000
5000000.00
4914370.56
Private Label Collateralized Mortgage Obligations
WACHOVIA CMBS 2007-C30 E 20431215 FLT
2043-12-15
5.553000
370000.00
64814.77
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C31 E 20481118 FLT
2048-11-18
4.601730
10000000.00
7072721.24
Private Label Collateralized Mortgage Obligations
WELLS FARGO MTG TR 2017-SMP D 20341215 FLT
2034-12-15
1.865000
3010000.00
3001747.42
Private Label Collateralized Mortgage Obligations
BX TR 2021-MFM1 F 20340117 FLT
2034-01-17
3.090250
1000000.00
1003708.76
Private Label Collateralized Mortgage Obligations
BANK 2019-BNK16 F 20520216 FLT
2052-02-16
3.685820
5522000.00
4275760.50
Private Label Collateralized Mortgage Obligations
BENCHMARK MTG TR 2020-B18 F 20530717 FLT
2053-07-17
2.500000
3000000.00
2178265.33
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2014-UBS5 E 20470912 3.4
2047-09-12
3.495000
1800000.00
723508.80
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-HYB1 B-5 20430425 FLT
2043-04-25
2.932860
7916923.00
7344791.65
Private Label Collateralized Mortgage Obligations
SLG OFFICE TRUST 2021-OVA E 20410715 2.8
2041-07-15
2.850610
1000000.00
964459.14
Private Label Collateralized Mortgage Obligations
AMSR TRUST 2020-SFR1 I 20370417 8.1
2037-04-17
8.193000
8595000.00
9207078.60
Private Label Collateralized Mortgage Obligations
BBCMS MTG TR 2018-CHRS E 20380806 FLT
2038-08-06
4.266500
2000000.00
1771952.78
Private Label Collateralized Mortgage Obligations
BHP TRUST 2019-BXHP E 20360815 FLT
2036-08-15
2.657680
5000000.00
3488252.40
Private Label Collateralized Mortgage Obligations
BX COML MTG TR 2019-ATL F 20361015 FLT
2036-10-15
2.826600
2992500.00
2928188.88
Private Label Collateralized Mortgage Obligations
BX TR 2019-IMC G 20340417 FLT
2034-04-17
3.690000
8438000.00
8323108.19
Private Label Collateralized Mortgage Obligations
DOLP 2021-NYC F 20410510 3.6
2041-05-10
3.703780
10000000.00
9356067.18
Private Label Collateralized Mortgage Obligations
FLAGSTAR MTG TR 2018-4 B-4 20480725 FLT
2048-07-25
4.271650
3969000.00
3707961.02
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2012-TMSQ D 20301212 FLT
5493005BBCF84ICNQ550
2030-12-12
3.458000
2422000.00
2316406.99
Private Label Collateralized Mortgage Obligations
AMSR TRUST 2020-SFR3 I 20370918 7.3
2037-09-18
7.379000
3531472.00
3506399.33
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-3 D 20521018 3.7
2052-10-18
3.760000
750000.00
778701.33
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2019- GC44 F 20570817 FLT
2057-08-17
2.750000
4000000.00
2873919.56
Private Label Collateralized Mortgage Obligations
CITGRP COML MTG TR 2015-GC27 D 20480212 FLT
2048-02-12
4.418590
8053000.00
7907817.97
Private Label Collateralized Mortgage Obligations
CITGRP COML MTG TR 2015-GC27 E 20480212 3.0
2048-02-12
3.000000
4000000.00
3124993.33
Private Label Collateralized Mortgage Obligations
COLT MTG LN TR 2020-2 B-1 20650325 FLT
2065-03-25
5.250000
5000000.00
5070286.67
Private Label Collateralized Mortgage Obligations
COREVEST AMERN FIN TR 2017-2 M 20271225 FLT
2027-12-25
5.621900
750000.00
767715.44
Private Label Collateralized Mortgage Obligations
CORVEST AMERN FIN TR 2017-1 E 20491015 FLT
2049-10-15
5.859980
3998000.00
4082972.54
Private Label Collateralized Mortgage Obligations
WELLS FARGO COM MTG 2020-SDAL F 20370218 FLT
2037-02-18
3.580700
2900000.00
2564419.23
Private Label Collateralized Mortgage Obligations
WORLDWIDE PLAZA TR 2017-WWP F 20361112 FLT
2036-11-12
3.595540
8534000.00
7748279.17
Private Label Collateralized Mortgage Obligations
NEW RES MTG TR 2019-NQM4 B-2 20590925 FLT
2059-09-25
4.954520
2688000.00
2720335.35
Private Label Collateralized Mortgage Obligations
MS BOFAML TRUST 2014-C16 E 20470617 FLT
2047-06-17
4.264860
4402000.00
2439954.26
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2014-C18 C 20471018 FLT
2047-10-18
4.499690
103700.00
106954.18
Private Label Collateralized Mortgage Obligations
Y
2022-02-01
2022-02-01
2022-03-09
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0065
168948894.40
168948894.40
0.0022
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 0.430000%
549300HN4UKV1E2R3U73
0001675365
ARP0RDMJ1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
KDAC AVIA FIN CAY LTD 2017-1 A 20421215 4.2
2042-12-15
4.212000
13370000.00
8855841.59
Asset-Backed Securities
REGATTA 2021-21 FDG LTD SUB 20341020 FLT
2034-10-20
0.00
16575000.00
15393202.50
Asset-Backed Securities
ZAXBYS FUNDING LLC 2021-1 A-2 20510730 3.2
2051-07-30
3.238000
10784863.00
11103397.52
Asset-Backed Securities
CARVANA AUTO RECB TR 2021-N2 E 20280310 2.9
2028-03-10
2.900000
11000000.00
10959603.11
Asset-Backed Securities
COINSTAR FDG LLC 2017-1 A-2 20470425 5.2
2047-04-25
5.216000
10215000.00
9753086.69
Asset-Backed Securities
CRYSTAL RIVER CDO 2005-1 B 20460302 FLT
5493002U1CTJPBWAAZ92
2046-03-02
2.971250
8776000.00
2219568.69
Asset-Backed Securities
EAGLE RE 2021-1 LTD M-2 20331025 FLT
2033-10-25
4.498670
10000000.00
10280658.52
Asset-Backed Securities
EATON VANCE CLO 2019-1 SUB 20310415 FLT
5493007R7GEORNX00105
2031-04-15
0.00
10500000.00
8820000.00
Asset-Backed Securities
ELMWOOD CLO 2019-2 SUB 20310421 FLT
2031-04-21
0.00
19937500.00
16747500.00
Asset-Backed Securities
GREENWOOD PARK CLO 2018-1 SUB 20310415 FLT
2031-04-15
0.00
17970333.00
12219826.44
Asset-Backed Securities
HERTZ VEHICLE 2021-1 FIN LLC D 20251225 3.9
5493004IHDYOZ9K9WF47
2025-12-25
3.980000
45000000.00
44811595.00
Asset-Backed Securities
HERTZ VEHICLE FIN 2021-2 LLC D 20271225 4.3
2027-12-25
4.340000
30000000.00
29868396.67
Asset-Backed Securities
HORIZON AIR FIN 2018-A-B-C C 20381215 6.6
2038-12-15
6.657000
16775000.00
12674523.42
Asset-Backed Securities
INDEPENDENCE V 2004-5 A-1 20390307 FLT
5493006WIALQPBP03B54
2039-03-07
2.723000
321342000.00
10870084.57
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-1 A-5 20330325 FLT
635400ZLDAQQL4PJBJ98
2033-03-25
0.439250
40661172.00
17471693.02
Asset-Backed Securities
NATIONAL COLL ST LN TR 2005-3 B 20370725 FLT
635400WAVVCUCCIGH375
2037-07-25
0.589250
12260008.00
10083077.73
Asset-Backed Securities
NAVIENT PVT ED RI LN TR 2021-B B 20690715 2.5
2069-07-15
2.520000
15488000.00
15690397.18
Asset-Backed Securities
NEW CENTURY HEQ TR 2005-4 M-5 20350925 FLT
2035-09-25
1.109250
12171000.00
12181251.02
Asset-Backed Securities
NEW CENTURY HEQ TR 2006-1 A-2C 20360525 FLT
2036-05-25
0.369250
12080000.00
10732029.38
Asset-Backed Securities
PREFER TERM SEC XXIV 2006-24 A-2 20370322 FLT
2037-03-22
0.496000
23650000.00
18600850.04
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-2 B 20250725 FLT
549300Z0R4ETZBES8I71
2025-07-25
0.293880
15372000.00
13960107.22
Asset-Backed Securities
SOUTH COAST FDG VIII 2006-8 A-1NV 20431006 FLT
549300JD6HID8N8EA905
2043-10-06
2.622630
344750000.00
16733463.67
Asset-Backed Securities
THL CR WIND RIVER CLO 2013-2R D-R 20301018 FLT
2030-10-18
3.072250
12615000.00
12177369.79
Asset-Backed Securities
TRAINER WORTHAM CBO V 2004-V A2 144 20400104 FLT
2040-01-04
0.730130
20000000.00
9329646.80
Asset-Backed Securities
ACACIA CDO 11 2007-11 A 20470315 FLT
54930045980CG40F3X98
2047-03-15
1.040500
314708000.00
9708260.23
Asset-Backed Securities
ALESCO PREF FDG IX 2006-9 B-1 20360623 FLT
549300Q2Z5YD6N2SOA36
2036-06-23
0.828380
38556000.00
28873555.43
Asset-Backed Securities
AMERIQUEST MTG SECS 2005-R11 M-4 20360125 FLT
2036-01-25
1.049250
17000000.00
16846516.92
Asset-Backed Securities
ATHILON CAP CORP SR SB -E 144A 47
549300XIGP6JVM4PWT59
2047-06-20
0.00
19200000.00
9134361.60
Asset-Backed Securities
ATHILON CAP CORP SUB VAR 144A 47
549300XIGP6JVM4PWT59
2047-06-20
0.00
24900000.00
11387517.00
Asset-Backed Securities
BELLEMEADE RE 2020-3 LTD M-2 20301025 FLT
2030-10-25
4.939250
9750000.00
10413095.60
Asset-Backed Securities
BRAVO RES FDG TR 2020-RPL2 B-1 20590525 FLT
2059-05-25
3.125070
11202000.00
11286559.50
Asset-Backed Securities
BRAVO RES FDG TR 2020-RPL2 B-2 20590525 FLT
2059-05-25
3.125070
10416000.00
10357614.23
Asset-Backed Securities
BRAVO RES FDG TR 2020-RPL2 B-3 20590525 FLT
2059-05-25
3.125070
22994000.00
22044384.77
Asset-Backed Securities
BRAVO RES FDG TR 2020-RPL2 B-4 20590525 FLT
2059-05-25
3.125070
19653000.00
16306990.43
Asset-Backed Securities
CARRINGTON MTG LN 2007-HE1 A-4 20370525 FLT
2037-05-25
0.379250
9224000.00
8903974.60
Asset-Backed Securities
Y
2021-12-03
2021-12-03
2022-01-03
Y
BOFA SECURITIES INC
1.0000
35
N
N
N
0.0051
431933143.68
431933143.68
0.0057
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0REO32
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 01.500 CLFM6097
B1V7KEBTPIMZEU4LTD58
2051-03-01
1.500000
64016482.00
59332852.98
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-05-15
2.250000
2300000.00
2428113.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
75000500.00
77139762.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
21115300.00
24455320.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-07-15
0.250000
41390800.00
49810383.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
75000000.00
93899806.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
47190500.00
49870759.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
62549000.00
77297935.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-15
0.500000
13467500.00
13510848.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-31
0.250000
50000000.00
48610372.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-15
0.125000
1342400.00
1333636.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
50000000.00
47340938.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-07-31
1.000000
150000000.00
146188897.83
U.S. Treasuries (including strips)
Y
2021-11-05
2021-11-05
2022-01-05
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
677000000.00
677000000.00
0.0090
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.340000%
549300HN4UKV1E2R3U73
0001675365
ARP0RHOG6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PUTNAM ETF TRUST SUSTAINABLE FUTU
549300D5SWQ6IG0LO281
2500-12-31
N/A
119.00
3340.77
Equities
QIWI PLC SPON ADR REP B
253400VWDGA1977ZTQ68
2500-12-31
N/A
55914.00
500989.44
Equities
QIWI PLC SPON ADR REP B
253400VWDGA1977ZTQ68
2500-12-31
N/A
49261.00
441378.56
Equities
QUALIGEN THERAPEUTICS INC COM
549300D1RXK87UWSJV72
2500-12-31
N/A
59900.00
68885.00
Equities
QUDIAN INC ADR
549300MY8WXPOW8RKH11
2500-12-31
N/A
49094.00
82968.86
Equities
QUDIAN INC ADR
549300MY8WXPOW8RKH11
2500-12-31
N/A
155317.00
262485.73
Equities
RAVE RESTAURANT GROUP INC COM
2500-12-31
N/A
2012.00
2515.00
Equities
REALNETWORKS INC COM NEW
0TCB85ZKZQTTX9T8EV22
2500-12-31
N/A
19131.00
28696.50
Equities
REALNETWORKS INC COM NEW
0TCB85ZKZQTTX9T8EV22
2500-12-31
N/A
3112.00
4668.00
Equities
REALNETWORKS INC COM NEW
0TCB85ZKZQTTX9T8EV22
2500-12-31
N/A
1639.00
2458.50
Equities
REEDS INC COM
2500-12-31
N/A
124607.00
78427.65
Equities
REEDS INC COM
2500-12-31
N/A
1958.00
1232.37
Equities
REGULUS THERAPEUTICS INC COM NEW
529900ZYH2KYFH6Z7098
2500-12-31
N/A
268500.00
122194.35
Equities
REMARK HLDGS INC COM
549300E67O8VBQOF3V34
2500-12-31
N/A
49800.00
92130.00
Equities
RISE ED CAYMAN LTD SPONSORED ADR
2500-12-31
N/A
20758.00
18179.86
Equities
ROBLOX CORP CL A
2500-12-31
N/A
146223.00
12099953.25
Equities
ROCKWELL MED INC COM
529900Y6YUB5X93MMD77
2500-12-31
N/A
8000.00
4251.20
Equities
SCWORX CORP COM
5493000ZBMNISJ2R6009
2500-12-31
N/A
17689.00
30248.19
Equities
SCWORX CORP COM
5493000ZBMNISJ2R6009
2500-12-31
N/A
8600.00
14706.00
Equities
SPDR S&P 500 ETF TR TR UNIT
549300NZAMSJ8FXPQQ63
2500-12-31
N/A
26400.00
12099648.00
Equities
SPDR SER TR PORTFOLIO INTRMD
549300V0LZHF2UQ4WK69
2500-12-31
N/A
222393.00
8081761.62
Equities
SPDR SER TR S&P TELECOM
2500-12-31
N/A
705.00
67127.14
Equities
SPDR SER TR S&P INS ETF
5493000JPXJASDQETJ56
2500-12-31
N/A
75574.00
3088709.38
Equities
SSGA ACTIVE ETF TR ULT SHT TRM BD
5493006M03N5HKGPK294
2500-12-31
N/A
9740.00
393593.40
Equities
SPDR SER TR S&P INTERNET ET
549300EWA1PPL2GSL870
2500-12-31
N/A
2166.00
367365.95
Equities
SPDR SER TR BBG BARCLAY 3-12
549300KSPVYDNRIJIN54
2500-12-31
N/A
307.00
30709.21
Equities
SPDR SER TR BBG SASB CRPT ES
2500-12-31
N/A
464.00
11521.12
Equities
SPDR SER TR S&P KENSHO FINA
549300WYR6KJ2B9XI778
2500-12-31
N/A
3330.00
134032.50
Equities
SPDR SER TR S&P KENSHO FUTR
549300JWGKY4W7H1XS73
2500-12-31
N/A
1782.00
94477.90
Equities
SPDR SER TR S&P KENSHO INTL
549300NU6BFND7H5CN84
2500-12-31
N/A
2060.00
97002.10
Equities
SPDR SER TR S&P1500MOMTILT
549300NWI9BNQYU67S03
2500-12-31
N/A
1404.00
276849.85
Equities
SPDR SER TR SSGA US SMAL ETF
5493000HR5YXNE4QNM46
2500-12-31
N/A
2210.00
257139.25
Equities
SPAR GROUP INC COM
529900GHU4LESX3IFN94
2500-12-31
N/A
21700.00
32550.00
Equities
SPAR GROUP INC COM
529900GHU4LESX3IFN94
2500-12-31
N/A
3367.00
5050.50
Equities
SAFE T GROUP LTD SPONSORD ADS NEW
2500-12-31
N/A
2600.00
2886.00
Equities
SALARIUS PHARMACEUTICALS INC COM NEW
549300CLUMLZXIHU7X22
2500-12-31
N/A
166850.00
137567.83
Equities
SALEM MEDIA GROUP INC CL A
549300CTHBTS2MIXZL54
2500-12-31
N/A
30179.00
127053.59
Equities
SAN JUAN BASIN RTY TR UNIT BEN INT
2500-12-31
N/A
6700.00
46364.00
Equities
SCHWAB STRATEGIC TR 1 5YR CORP BD
2500-12-31
N/A
21985.00
1115738.75
Equities
SCOPUS BIOPHARMA INC COM
2500-12-31
N/A
2900.00
10005.00
Equities
SEACHANGE INTL INC COM
5299000DNT7FHOUI6489
2500-12-31
N/A
148626.00
138073.55
Equities
SEACHANGE INTL INC COM
5299000DNT7FHOUI6489
2500-12-31
N/A
59499.00
55274.57
Equities
SENESTECH INC COM NEW
549300YVNQPK8VJ8TT73
2500-12-31
N/A
38700.00
57276.00
Equities
SENMIAO TECHNOLOGY LTD COM
2500-12-31
N/A
16500.00
12045.00
Equities
SHOPIFY INC CL A
549300HGQ43STJLLP808
2500-12-31
N/A
8304.00
12098928.00
Equities
SILVERBOW RES INC COM
5493007QR70AVQSNF619
2500-12-31
N/A
39302.00
1066656.28
Equities
SINTX TECHNOLOGIES INC COM NEW
549300DWWSMS2K42ZP12
2500-12-31
N/A
9807.00
12062.61
Equities
SO YOUNG INTERNATIONAL INC SPONSORED ADS
2500-12-31
N/A
2622.00
10147.14
Equities
STARRETT L S CO CL A
2500-12-31
N/A
3088.00
31343.20
Equities
STRATA SKIN SCIENCES INC COM NEW
529900JXBTG5OB59PM04
2500-12-31
N/A
52655.00
92672.80
Equities
STRATA SKIN SCIENCES INC COM NEW
529900JXBTG5OB59PM04
2500-12-31
N/A
6600.00
11616.00
Equities
SUNDIAL GROWERS INC COM
549300O3OT13PHMLHI97
2500-12-31
N/A
2494828.00
1649081.31
Equities
SUPERIOR INDS INTL INC COM
54930065O5ZIQD1F8U04
2500-12-31
N/A
3100.00
17980.00
Equities
TALKSPACE INC COM
2500-12-31
N/A
1500.00
5325.00
Equities
TENAX THERAPEUTICS INC COM NEW
549300J03O6B1IJ2B606
2500-12-31
N/A
6500.00
9880.00
Equities
TENAX THERAPEUTICS INC COM NEW
549300J03O6B1IJ2B606
2500-12-31
N/A
2389.00
3631.28
Equities
TEUCRIUM COMMODITY TR WHEAT FD
2500-12-31
N/A
45151.00
341341.56
Equities
THERMOGENESIS HLDGS INC COM
54930046CTH3DLQ1AR47
2500-12-31
N/A
7400.00
11766.00
Equities
TIDAL ETF TR SOFI SELCT 500
2500-12-31
N/A
1181.00
20230.53
Equities
TIDAL ETF TR SOFI NEXT 500
5493006L0PENGMI9NE44
2500-12-31
N/A
7304.00
109852.16
Equities
TIDAL ETF TR SOFI SOCIAL 50
549300DU1KZRYDIOFM66
2500-12-31
N/A
3268.00
131295.49
Equities
TIDAL ETF TR ATAC US ROTATION
549300UQHIHB0ZI4VU84
2500-12-31
N/A
417.00
10291.77
Equities
TIDAL ETF TR SOFI WEEKLY INM
54930012SB27YOGEGD53
2500-12-31
N/A
523.00
55257.57
Equities
TITAN PHARMACEUTICALS INC DEL COM NEW
549300NOUZGB2ZNVJ794
2500-12-31
N/A
5800.00
10614.00
Equities
TOUGHBUILT INDS INC COM NEW
549300O5ZW5B6LIVGY48
2500-12-31
N/A
28900.00
15198.51
Equities
TRANSCONTINENTAL RLTY INVS COM NEW
549300A8Z1XO0M0QRS82
2500-12-31
N/A
1113.00
42939.54
Equities
TRXADE HEALTH INC COM NEW
549300GHZ32QH7U06I52
2500-12-31
N/A
4708.00
19726.52
Equities
TUNIU CORP SPONSORED ADS A
529900H3I6TN4LFDZP44
2500-12-31
N/A
24421.00
33212.56
Equities
TWO RDS SHARED TR LEADERSHS ACTIVI
549300DXOXQJZYD3RD41
2500-12-31
N/A
7787.00
300497.22
Equities
TYME TECHNOLOGIES INC COM
549300HF903Y0NJLOG06
2500-12-31
N/A
27998.00
27057.27
Equities
UBS AG LONDON BRANCH ETRACS ALERIAN M
2500-12-31
N/A
5674.00
68897.68
Equities
UBS AG LONDON BRANCH ETRACS ALER MLP
2500-12-31
N/A
11480.00
187698.00
Equities
ULTRAPAR PARTICIPACOES SA SP ADR REP COM
529900FU4XBXGQMLRE72
2500-12-31
N/A
144500.00
345355.00
Equities
UNIFIED SER TR ABSOLUTE CORE
5493007XLR78NZO4WD80
2500-12-31
N/A
3978.00
110246.29
Equities
UNITED STS COMMODITY INDEX FD CM REP COPP FD
54930051JW65R2UMMD48
2500-12-31
N/A
493.00
13360.30
Equities
UNITED STS NAT GAS FD LP UNIT PAR
549300OG34E313WTTY71
2500-12-31
N/A
246838.00
4759036.64
Equities
UPHEALTH INC COM
549300OSKGXG2OH2XE50
2500-12-31
N/A
22500.00
40050.00
Equities
UPHEALTH INC COM
549300OSKGXG2OH2XE50
2500-12-31
N/A
10661.00
18976.58
Equities
VTV THERAPEUTICS INC CL A
549300WQE5EI9R35SE66
2500-12-31
N/A
37200.00
52452.00
Equities
VACCINEX INC COM
2500-12-31
N/A
2400.00
4536.00
Equities
VANECK ETF TRUST GREEN BOND ETF
2500-12-31
N/A
909.00
24447.56
Equities
VANECK ETF TRUST INTERNATIONAL HI
54930026GNBH8MZ88E94
2500-12-31
N/A
34797.00
857050.11
Equities
MINGZHU LOGISTICS HLDGS LTD COM
2500-12-31
N/A
4423.00
12119.02
Equities
MMTEC INC SHS
2500-12-31
N/A
11200.00
17808.00
Equities
MMTEC INC SHS
2500-12-31
N/A
2760.00
4388.40
Equities
NABRIVA THERAPEUTICS PLC SHS
529900R7DZDU655YTV33
2500-12-31
N/A
139100.00
158574.00
Equities
OXBRIDGE RE HLDGS LTD SHS
2500-12-31
N/A
6387.00
22546.11
Equities
OSMOTICA PHARMACEUTICALS PLC SHS
549300UFONE2USNRQ615
2500-12-31
N/A
4175.00
7640.25
Equities
OSMOTICA PHARMACEUTICALS PLC SHS
549300UFONE2USNRQ615
2500-12-31
N/A
33100.00
60573.00
Equities
POWERBRIDGE TECHNLOGIES CO LTD ORD SHS
2500-12-31
N/A
79119.00
98898.75
Equities
PUHUI WEALTH INVT MGMT CO LTD SHS
2500-12-31
N/A
4400.00
7700.00
Equities
RETO ECO SOLUTIONS INC COM
2500-12-31
N/A
2600.00
2808.00
Equities
TIZIANA LIFE SCIENCES LTD COM
2500-12-31
N/A
5900.00
9558.00
Equities
CHECK CAP LTD SHS
549300VKJF3TJ17U4U73
2500-12-31
N/A
394700.00
351875.05
Equities
CYREN LTD SHS
529900OAC2X8QEPM8R89
2500-12-31
N/A
15577.00
8224.66
Equities
REWALK ROBOTICS LTD SHS
529900YOD61G7ECPV281
2500-12-31
N/A
2500.00
3300.00
Equities
REE AUTOMOTIVE LTD CLASS A ORD SHS
2500-12-31
N/A
3500.00
14595.00
Equities
AGF INVTS TR AGFIQ HEDGED DIV
549300S7G8P3XGG54P82
2500-12-31
N/A
215.00
5082.60
Equities
AG MTG INVT TR INC COM NEW
2500-12-31
N/A
164207.00
1944210.88
Equities
ALJ REGL HLDGS INC COM
2500-12-31
N/A
30178.00
34101.14
Equities
ALPS ETF TR REIT DIVIDE DOGS
54930071PTEFFC477C85
2500-12-31
N/A
1186.00
60538.18
Equities
ALPS ETF TR ACTIVE REIT ETF
5493002HUI9H7RWZSP13
2500-12-31
N/A
219.00
6648.03
Equities
ALPS ETF TR RIVERFRONT DYM
549300KF553WJGB8GO85
2500-12-31
N/A
11876.00
300819.08
Equities
ARK ETF TR INNOVATION ETF
254900636IK9WKHH6949
2500-12-31
N/A
99367.00
12099919.59
Equities
ARK ETF TR FINTECH INNOVA
54930054K1MBIMPS7V72
2500-12-31
N/A
4152.00
221841.36
Equities
ABSOLUTE SHS TR WBI BBR VAL 3000
549300NII1Q8B4GY1P97
2500-12-31
N/A
2102.00
64633.35
Equities
ABSOLUTE SHS TR WBI BBR YLD 3000
54930002CQOLRSXM6B26
2500-12-31
N/A
1985.00
53267.47
Equities
ABSOLUTE SHS TR WBI BBR QTY 3000
549300SDWM2K8PGUIY86
2500-12-31
N/A
1794.00
55859.60
Equities
ABSOLUTE SHS TR WBI BBR GBL INME
549300NM95QCMPII4905
2500-12-31
N/A
2791.00
69234.38
Equities
ACASTI PHARMA INC CL A
529900NF00G2BB523B88
2500-12-31
N/A
12542.00
20945.14
Equities
ACELRX PHARMACEUTICALS INC COM
549300U8W781S4RBUE66
2500-12-31
N/A
8100.00
7171.74
Equities
ACORDA THERAPEUTICS INC COM NEW
5493007NPB5YRM8QGL53
2500-12-31
N/A
40417.00
170559.74
Equities
CUMBERLAND PHARMACEUTICALS INC COM
2500-12-31
N/A
5047.00
13273.61
Equities
CYANOTECH CORP COM PAR $0.02
2500-12-31
N/A
1644.00
5047.08
Equities
CYCLACEL PHARMACEUTICALS INC COM
549300IE74IVYY7IL203
2500-12-31
N/A
10000.00
49300.00
Equities
CYCLERION THERAPEUTICS INC COM
2500-12-31
N/A
21382.00
56876.12
Equities
DBX ETF TR XTRACKERS SHRT
549300FZVUOKVMJSQO85
2500-12-31
N/A
1821.00
86807.07
Equities
DARE BIOSCIENCE INC COM
2500-12-31
N/A
201200.00
295764.00
Equities
DATA STORAGE CORP COM NEW
2500-12-31
N/A
3300.00
14157.00
Equities
DATASEA INC COM NEW
549300P9H0IKFTYMF560
2500-12-31
N/A
8606.00
18244.72
Equities
DAVIDSTEA INC COM
549300BWGV3Z6SBKQB54
2500-12-31
N/A
7332.00
26028.60
Equities
DIFFUSION PHARMACEUTICALS INC COM PAR
549300I3DV7F8OXPNA12
2500-12-31
N/A
90800.00
41541.00
Equities
DIGITAL ALLY INC COM NEW
529900DE18BKLSW12F89
2500-12-31
N/A
446800.00
576372.00
Equities
DIGITAL BRANDS GROUP INC COM
2500-12-31
N/A
8000.00
30400.00
Equities
DIREXION SHS ETF TR DLY TECH BULL 3X
UVI6FKSURIFX5JUWGQ81
2500-12-31
N/A
50964.00
3572066.76
Equities
DIREXION SHS ETF TR DLY TECH BULL 3X
UVI6FKSURIFX5JUWGQ81
2500-12-31
N/A
83.00
5817.47
Equities
DIREXION SHS ETF TR 7 10YR TRES BULL
I35C6SMU40O0GTKBNL21
2500-12-31
N/A
2502.00
129603.60
Equities
DIREXION SHS ETF TR DLY MIDCAP ETF3X
B15Q6MX3OEO111P4BX96
2500-12-31
N/A
18223.00
1221852.15
Equities
DIREXION SHS ETF TR DLY SMCAP BULL3X
EI6O4TKYTT2L506TQD71
2500-12-31
N/A
11814.00
1101064.80
Equities
DIREXION SHS ETF TR DRX S&P500BULL
WJRYIWB43R3GOXOHLG28
2500-12-31
N/A
10.00
1295.00
Equities
DIREXION SHS ETF TR CSI300 CHINA1X
549300VCB5CFP03M4Z53
2500-12-31
N/A
1937.00
32395.36
Equities
DIREXION SHS ETF TR NAS100 EQL WGT
549300P2QNSIMTCCZ681
2500-12-31
N/A
3838.00
333407.06
Equities
DIREXION SHS ETF TR DLY CNMSR BULL
549300YUM6M4QHAOF882
2500-12-31
N/A
11121.00
1018016.34
Equities
DIREXION SHS ETF TR DAILY SM CP BEAR
B4C8M27JY7DGJ8T2DE32
2500-12-31
N/A
34901.00
937440.86
Equities
DIREXION SHS ETF TR DAILY FINL BEAR
GYVWXN884A53FOCS2U10
2500-12-31
N/A
125798.00
2279459.76
Equities
DIREXION SHS ETF TR DAILY S&P BEAR
5493008BLN80KX8X1S92
2500-12-31
N/A
8400.00
76020.00
Equities
DIREXION SHS ETF TR DLY S&P500 BR 3
549300ITND2RJHT23406
2500-12-31
N/A
12055.00
227718.95
Equities
DIREXION SHS ETF TR DAILY CS 2X SH
5493004DL9Z1W68X0I07
2500-12-31
N/A
501.00
10510.98
Equities
DIREXION SHS ETF TR DAILY ENERGY BEA
7CGLL92I97RWQVY01719
2500-12-31
N/A
136282.00
1480022.52
Equities
DIREXION SHS ETF TR DAILY TRANS 3X
549300VMLDHN310YUM33
2500-12-31
N/A
6461.00
314586.09
Equities
DIREXION SHS ETF TR DLY INDL BU 3X
549300DDEAR7S3PWSL31
2500-12-31
N/A
812.00
36824.20
Equities
DIREXION SHS ETF TR DLY S&P500 BR 1
549300T7XOX6HMMC6T83
2500-12-31
N/A
14417.00
211353.22
Equities
DIREXION SHS ETF TR DAILY TECH OCT21
2W17JRUPUUYX24VGL682
2500-12-31
N/A
24587.00
925454.68
Equities
DIREXION SHS ETF TR OIL GAS BL 2X SH
549300K7JGG8P4IIGY05
2500-12-31
N/A
155.00
17350.70
Equities
DIREXION SHS ETF TR DAILY TRAVEL VAC
549300PX6F77O3P65E82
2500-12-31
N/A
10189.00
211523.64
Equities
DIREXION SHS ETF TR DAILY 5G COMMUNI
549300T1YW9JS8C4Q836
2500-12-31
N/A
1474.00
37694.75
Equities
DIREXION SHS ETF TR DLY S&P OIL GAS
549300UOLMLVGDCGJM06
2500-12-31
N/A
78325.00
374393.50
Equities
DIREXION SHS ETF TR DAILY DJ BEAR
549300R3UK2MODXRVK08
2500-12-31
N/A
10798.00
157542.82
Equities
DIREXION SHS ETF TR DLY SEMICNDTR BR
549300SN0D4Z5YWQPF52
2500-12-31
N/A
25100.00
145831.00
Equities
DIREXION SHS ETF TR BRZ BL 2X SHS
549300T02YU3KFGO6S08
2500-12-31
N/A
26.00
1838.72
Equities
MICT INC COM
2500-12-31
N/A
468107.00
603858.03
Equities
MANAGED PORTFOLIO SERIES ECOFIN GBL WATER
254900UONDNVO647H447
2500-12-31
N/A
700.00
33600.00
Equities
MARKER THERAPEUTICS INC COM
549300ZJ2JUDG0FI5Y49
2500-12-31
N/A
3542.00
5242.16
Equities
MAUI LD & PINEAPPLE INC COM
2500-12-31
N/A
21682.00
229829.20
Equities
MEDALIST DIVERSIFIED REIT INC COM
549300YQJ014Y3GPL792
2500-12-31
N/A
5551.00
6466.91
Equities
MEDICINOVA INC COM NEW
2500-12-31
N/A
75973.00
265905.50
Equities
METACRINE INC COM
2500-12-31
N/A
15290.00
23087.90
Equities
METACRINE INC COM
2500-12-31
N/A
20130.00
30396.30
Equities
MIND TECHNOLOGY INC COM
2500-12-31
N/A
22030.00
38442.35
Equities
MIND TECHNOLOGY INC COM
2500-12-31
N/A
872.00
1521.64
Equities
MINERVA NEUROSCIENCES INC COM
54930017PANCHC5LYH79
2500-12-31
N/A
5372.00
7359.64
Equities
MINERVA NEUROSCIENCES INC COM
54930017PANCHC5LYH79
2500-12-31
N/A
8644.00
11842.28
Equities
MINIM INC COM
2500-12-31
N/A
2000.00
3550.00
Equities
MOOG INC CL B
549300WM2I4U7OBAHG07
2500-12-31
N/A
207.00
15907.95
Equities
MOTUS GI HLDGS INC COM
5493005RU1LEOIG1KS82
2500-12-31
N/A
17300.00
10924.95
Equities
MY SIZE INC COM NEW
549300C873RTLXBV8X98
2500-12-31
N/A
14801.00
18501.25
Equities
NACCO INDS INC CL A
2500-12-31
N/A
98.00
2970.38
Equities
NATIXIS ETF TRUST II VAUGHAN NLSN MDC
5493000EGI0BHKRN0O79
2500-12-31
N/A
700.00
24864.98
Equities
NATURAL GAS SVCS GROUP INC COM
2500-12-31
N/A
400.00
4560.00
Equities
NEPTUNE WELLNESS SOLUTIONS INC COM
5493000MC5RJH74XZ687
2500-12-31
N/A
10563.00
5559.31
Equities
NEUROBO PHARMACEUTICALS INC COM
2500-12-31
N/A
5379.00
9628.41
Equities
NEUROBO PHARMACEUTICALS INC COM
2500-12-31
N/A
49500.00
88605.00
Equities
NEXTDECADE CORP COM
549300XB4GCLNGHFTT48
2500-12-31
N/A
44000.00
161920.00
Equities
NEXTPLAY TECHNOLOGIES INC COM
5493007WOZ7DXCC1JP68
2500-12-31
N/A
51500.00
98880.00
Equities
NINE ENERGY SERVICE INC COM
549300KRLJCZBPZMKT65
2500-12-31
N/A
2843.00
5572.28
Equities
NINE ENERGY SERVICE INC COM
549300KRLJCZBPZMKT65
2500-12-31
N/A
132214.00
259139.44
Equities
NINE ENERGY SERVICE INC COM
549300KRLJCZBPZMKT65
2500-12-31
N/A
6302.00
12351.92
Equities
NORTHERN LTS FD TR IV INSPIRE FAITH MD
549300AQZESHDT266A84
2500-12-31
N/A
162.00
5043.06
Equities
NORTHERN LTS FD TR IV STERLING CAPITAL
549300TQVFTFHODA5C95
2500-12-31
N/A
2364.00
74220.85
Equities
NOVO INTEGRATED SCIENCES INC COM NEW
2500-12-31
N/A
1000.00
1730.00
Equities
ONCOSEC MED INC COM
529900NA4JNULYG7UU40
2500-12-31
N/A
23599.00
37994.39
Equities
ONCOSEC MED INC COM
529900NA4JNULYG7UU40
2500-12-31
N/A
10600.00
17066.00
Equities
OPGEN INC COM
549300ZOCQGHZ50BYX61
2500-12-31
N/A
59500.00
108885.00
Equities
PGIM ETF TR ACTIVE AGGREGATE
549300KFPDHWRO1PJP18
2500-12-31
N/A
422.00
21277.24
Equities
PACER FDS TR TRENDPILOT FD
549300J92NKI1U43HE19
2049-12-31
N/A
6931.00
215831.34
Equities
PACER FDS TR CFRA STVAL EQL
549300EMKCI77M7X0B77
2500-12-31
N/A
6720.00
256904.26
Equities
PANBELA THERAPEUTICS INC COM
549300QM7HB5DN00PI52
2500-12-31
N/A
103362.00
2211.95
Equities
PETROS PHARMACEUTICALS INC COM
2500-12-31
N/A
11112.00
19001.52
Equities
PHIO PHARMACEUTICALS CORP COM NEW
549300KOGMLSPLDVHR52
2500-12-31
N/A
37300.00
61545.00
Equities
PIMCO ETF TR ENHANCD SHORT
549300JGT4E7RMYY6Q26
2500-12-31
N/A
8776.00
882470.68
Equities
PIMCO EQUITY SER RAFI ESG US
5493006GPXTGWIXPFE97
2500-12-31
N/A
740.00
23611.40
Equities
PLAYSTUDIOS INC CLASS A COM
2500-12-31
N/A
188250.00
822652.50
Equities
PLUS THERAPEUTICS INC COM NEW
549300XD2PHUC73HMY31
2500-12-31
N/A
17159.00
31229.38
Equities
POLARITYTE INC COM
549300S23HGL0P1Y1N41
2500-12-31
N/A
125500.00
71133.40
Equities
PREDICTIVE ONCOLOGY INC COM NEW
549300UQE748N2H9LE74
2500-12-31
N/A
1100.00
1375.00
Equities
PRINCIPAL EXCHANGE-TRADED FDS QUALITY ETF
549300D7JIPVKCSOOH81
2500-12-31
N/A
25751.00
1468198.42
Equities
PROSHARES TR PSHS SHTFINL ETF
GK4TU6C1B5LXPX6BWP64
2500-12-31
N/A
20500.00
239850.00
Equities
PROSHARES TR S&P 500 BD ETF
549300GZB93BVBW9JV88
2500-12-31
N/A
2542.00
232198.99
Equities
PROSHARES TR EQTS FOR RISIN
549300ONGJC47EH4UP44
2500-12-31
N/A
1160.00
61248.00
Equities
PROSHARES TR SP500 EX TECH
5493001I18EDIH1SXT13
2500-12-31
N/A
884.00
69477.80
Equities
PROSHARES TR SP500 EX FINLS
549300U5AKS5ZG8E7M64
2500-12-31
N/A
37.00
3565.25
Equities
PROSHARES TR SP500 EX ENRGY
549300TNY0VNIXW5FJ64
2500-12-31
N/A
491.00
48758.85
Equities
PROSHARES TR ULTSHT REAL EST
NT0VSQZIS8VW06MG4289
2500-12-31
N/A
6024.00
81324.00
Equities
PROSHARES TR ULTSHT HLTHCRE
DRLI0TXPR5167FL54L31
2500-12-31
N/A
5824.00
76789.44
Equities
PROSHARES TR ULTSHT MIDCAP400
0OXEXR3RP7GYKFC5IO85
2500-12-31
N/A
98.00
1583.81
Equities
PROSHARES TR ULTRASHORT INDL
KHY6XVBG40JBWKJIVZ83
2500-12-31
N/A
3097.00
42597.07
Equities
PROSHARES TR BASIC MAT NEW
R66OW8FNZ14X9NKKN662
2500-12-31
N/A
2925.00
37620.18
Equities
PROSHARES TR ULSHRT SEMIC NEW
V3STKZPD7B71017ZEE51
2500-12-31
N/A
1846.00
48816.73
Equities
PROSHARES TR NASDAQ100 DORSEY
2500-12-31
N/A
9793.00
440867.15
Equities
PROSHARES TR ULTSHT RUSS2000
75HGN5OSF2FQ1L7JNK61
2500-12-31
N/A
20400.00
261324.00
Equities
PROSHARES TR ULSHRT UTILS NEW
WW08P0ORVY40TNO1X304
2500-12-31
N/A
4255.00
61589.42
Equities
PROSHARES TR ULTST NASD NW20
PTULAHCC8IQGXP6RZP70
2500-12-31
N/A
4008.00
74027.76
Equities
PROSHARES TR SHRT HGH YIELD
W4E5OYBUX8BV1ZKG2H85
2500-12-31
N/A
2197.00
38864.93
Equities
PROSHARES TR ULTRA 20YR TRE
O4SM0OE1AXZJ6OR80Y45
2500-12-31
N/A
18471.00
998911.68
Equities
PROSHARES TR ULTR 7-10 TREA
69FVKV7C7KHD1L0XZB62
2500-12-31
N/A
3034.00
204341.72
Equities
PROSHARES TR PSHS SH MSCI EAF
E9YLGGCRV6TSIDLNI588
2500-12-31
N/A
9221.00
163529.82
Equities
PROSHARES TR PSHS SH MSCI EMR
QPCMN346AQ3IJAVS2Y39
2500-12-31
N/A
980.00
12073.60
Equities
PROSHARES TR PSHS ULTRA UTIL
OF4ZDXRHKSS79JZHX634
2500-12-31
N/A
4070.00
266662.33
Equities
PROSHARES TR PSHS CONSMR SVCS
DOJG9Y6Y2TYRZTWXFM85
2500-12-31
N/A
2426.00
259334.31
Equities
PROSHARES TR PSHS ULT BASMATL
57BSEOSJBOOM11VOKX24
2500-12-31
N/A
4736.00
468106.24
Equities
PROSHARES TR II ULTRASHRT NEW
L3BRJENVV463V1WEB670
2500-12-31
N/A
16992.00
560831.16
Equities
PROSHARES TR MSCI EMRG ETF
FODQHN5VAHVQHJ7VUE83
2500-12-31
N/A
902.00
84039.34
Equities
PROSHARES TR RAFI LG SHT FD
MU5RTZU4JPSH6WGI1T21
2500-12-31
N/A
140.00
4333.70
Equities
PROSHARES TR SHT BASIC MAT
8R37ZBKMC6O6E0J17Z43
2500-12-31
N/A
5661.00
56273.74
Equities
PROSHARES TR SHRT RL EST FD
OO8MK7CY8LDH7ZASHT92
2500-12-31
N/A
9778.00
82526.32
Equities
PROSHARES TR ULTRA MDCAP400
YELLSFUO2ZS3VU6OFQ93
2500-12-31
N/A
1374.00
46372.50
Equities
PROSHARES TR II PSHS ULSSLVR NEW
V7DVKGAJ7ZORY4IOJ616
2500-12-31
N/A
189.00
4879.98
Equities
PROSHARES TR SHRT RUSSELL2000
YGKIXS4FSM8OUIQK9X25
2500-12-31
N/A
81183.00
1678052.61
Equities
PROSHARES TR SHRT SMALLCAP60
3JSQYJMW6PVD4VIYNG53
2500-12-31
N/A
665.00
11211.37
Equities
PROSHARES TR ULTRA HIGH YLD
H62TZPTGJYN1WPUZQP47
2500-12-31
N/A
9582.00
745386.65
Equities
PROTAGENIC THERAPEUTICS INC COM
549300KPBYAVJLPDKB70
2500-12-31
N/A
3124.00
5623.20
Equities
PROTAGENIC THERAPEUTICS INC COM
549300KPBYAVJLPDKB70
2500-12-31
N/A
2045.00
3681.00
Equities
PROTAGENIC THERAPEUTICS INC COM
549300KPBYAVJLPDKB70
2500-12-31
N/A
2800.00
5040.00
Equities
ACRES COMMERCIAL REALTY CORP COM NEW
549300RUJWPCMY4JFR46
2500-12-31
N/A
111.00
1758.24
Equities
ADAMIS PHARMACEUTICALS CORP COM NEW
549300EBMD9JZ2H87I37
2500-12-31
N/A
114800.00
119392.00
Equities
ADIAL PHARMACEUTICALS INC COM
2500-12-31
N/A
32200.00
106260.00
Equities
ADITXT INC COM
2500-12-31
N/A
119400.00
193428.00
Equities
ADVAXIS INC COM NEW
549300W71T0G7C14IM07
2500-12-31
N/A
254410.00
123185.32
Equities
ADVISORSHARES TR Q PORTFOLIO BLEN
549300S5MICYODWAVT07
2500-12-31
N/A
563.00
15057.15
Equities
ADVISORSHARES TR DORSY SHRT ETF
549300LTRG88VTGUGS49
2500-12-31
N/A
15128.00
131167.32
Equities
ADVISORSHARES TR STAR GLOB BUYW
549300IVWTE0EMCNMD69
2500-12-31
N/A
330.00
13515.15
Equities
ADVISORSHARES TR FOLIOBEYOND SMRT
549300YKE0FBCHCMFG06
2500-12-31
N/A
1306.00
33681.74
Equities
AETHLON MED INC COM
54930036LMXCIW3XG337
2500-12-31
N/A
20700.00
69759.00
Equities
AGILE THERAPEUTICS INC COM
529900AJZBQ4SDDB0T37
2500-12-31
N/A
284130.00
225854.94
Equities
AILERON THERAPEUTICS INC COM
2500-12-31
N/A
9900.00
8496.18
Equities
AKERNA CORP COM
2500-12-31
N/A
145529.00
403115.33
Equities
ALKALINE WTR CO INC COM NEW
549300I2ISCNYQMQQA67
2500-12-31
N/A
270067.00
459113.90
Equities
ALITHYA GROUP INC CL A SUB VTG
549300KFFXPJJY1FDW42
2500-12-31
N/A
10755.00
30006.45
Equities
ALLIED ESPORTS ENTMT INC COM
549300LQ2W8Q2EETCL11
2500-12-31
N/A
5400.00
9288.00
Equities
ALPINE 4 HOLDINGS INC CL A
2500-12-31
N/A
16100.00
50554.00
Equities
ALSET EHOME INTERNATIONAL INC COM
549300W38TE207R3Y863
2500-12-31
N/A
19868.00
40729.40
Equities
AMERICAN CENTY ETF TR DIVERSIFIED MU
5493000EB9FT0YZGSH76
2500-12-31
N/A
18565.00
1019125.67
Equities
AMERICAN CENTY ETF TR LOW VOLATILITY
549300URW0X34JK2RC41
2500-12-31
N/A
456.00
21578.79
Equities
AMERICAN CENTY ETF TR AVANTIS CORE FI
5493005QQB5ZRJ4CMQ30
2500-12-31
N/A
11446.00
560471.70
Equities
AMERICAN CENTY ETF TR AVANTIS SHFXDINC
5493004BVNOQGI5XSW72
2500-12-31
N/A
1026.00
50915.25
Equities
AMERICAN CENTY ETF TR INTL EQT ETF
549300J3U01FFJ07XD39
2500-12-31
N/A
41707.00
2715125.70
Equities
AMERICAN RES CORP CL A
549300X4SNBGP0DDRY09
2500-12-31
N/A
199526.00
490833.96
Equities
AMERICAN VRTUAL CLOUD TECH INC COM
2500-12-31
N/A
1731.00
4102.47
Equities
AMERICAN VRTUAL CLOUD TECH INC COM
2500-12-31
N/A
7000.00
16590.00
Equities
AMESITE INC COM
549300KJTPTB48X4PR54
2500-12-31
N/A
8700.00
14268.00
Equities
AMPLIFY ENERGY CORP NEW COM
J0TW5YQRAZXYN7VEU787
2500-12-31
N/A
798.00
2753.10
Equities
AMREP CORP COM
2500-12-31
N/A
2370.00
33227.40
Equities
APTOSE BIOSCIENCES INC COM NEW
5299003EUHV3CD08L949
2500-12-31
N/A
41818.00
90326.88
Equities
APTINYX INC COM
2500-12-31
N/A
29400.00
64974.00
Equities
ARCADIA BIOSCIENCES INC COM NEW
54930027ZPNA80B8O763
2500-12-31
N/A
17432.00
34689.68
Equities
ARMSTRONG FLOORING INC COM
549300GBU3OBQ2CBLJ59
2500-12-31
N/A
3300.00
9570.00
Equities
ARROW ETF TR ARROW DJ GLB YLD
549300KJZRUKTBTGG770
2500-12-31
N/A
6702.00
99859.80
Equities
ARROW INVTS TR DWA TACTICAL ETF
549300B11LJJW4DF5P94
2500-12-31
N/A
584.00
8123.67
Equities
ARTELO BIOSCIENCES INC COM NEW
2500-12-31
N/A
12600.00
9315.18
Equities
ASTROTECH CORP COM NEW
984500DA81B780C7D558
2500-12-31
N/A
66700.00
70035.00
Equities
ASTROTECH CORP COM NEW
984500DA81B780C7D558
2500-12-31
N/A
7498.00
7872.90
Equities
ATLANTIC AMERN CORP COM
2500-12-31
N/A
652.00
2653.64
Equities
AUDDIA INC COM
2500-12-31
N/A
400.00
1140.00
Equities
AUTOWEB INC COM
2500-12-31
N/A
30400.00
96672.00
Equities
AWARE INC MASS COM
2500-12-31
N/A
6325.00
22453.75
Equities
AXCELLA HEALTH INC COM
2500-12-31
N/A
6741.00
22447.53
Equities
AYRO INC COM
549300ZROJXF67RWGV49
2500-12-31
N/A
17506.00
54968.84
Equities
AYRO INC COM
549300ZROJXF67RWGV49
2500-12-31
N/A
9500.00
29830.00
Equities
AYTU BIOPHARMA INC COM NEW
549300SMWHEALCU7Q019
2500-12-31
N/A
131408.00
323263.68
Equities
BP PRUDHOE BAY RTY TR UNIT BEN INT
529900GWA7X2Z1HY3675
2500-12-31
N/A
11948.00
50540.04
Equities
BP PRUDHOE BAY RTY TR UNIT BEN INT
529900GWA7X2Z1HY3675
2500-12-31
N/A
8480.00
35870.40
Equities
BANK OF MONTREAL MICROSCTRS 3X
2500-12-31
N/A
1500.00
2835.00
Equities
BANK MONTREAL QUE NT LKD 38
2500-12-31
N/A
2146.00
72223.63
Equities
BAUDAX BIO INC COM
2500-12-31
N/A
588700.00
333086.46
Equities
BELLEROPHON THERAPEUTICS INC COM NEW
549300AH7DX6B7JBAP68
2500-12-31
N/A
5929.00
20069.66
Equities
BELLICUM PHARMACEUTICALS INC COM NEW
529900HBXNLX2TBQZQ65
2500-12-31
N/A
2800.00
5712.00
Equities
BENITEC BIOPHARMA INC COM
2500-12-31
N/A
1145.00
4270.85
Equities
BERKSHIRE HATHAWAY INC DEL CL A
5493000C01ZX7D35SD85
2500-12-31
N/A
1.00
436249.50
Equities
BIGLARI HLDGS INC COM STK CL A
549300GLWWSODF8TM682
2500-12-31
N/A
100.00
82100.00
Equities
BIO RAD LABS INC CL B
549300ZC1GPV35XYDK53
2500-12-31
N/A
103.00
80597.50
Equities
BIO-PATH HLDGS INC COM
2500-12-31
N/A
700.00
3339.00
Equities
BIO-KEY INTL INC COM NEW
549300VFT6WAQB4BVB07
2500-12-31
N/A
1646.00
5135.52
Equities
BIO-KEY INTL INC COM NEW
549300VFT6WAQB4BVB07
2500-12-31
N/A
4700.00
14664.00
Equities
BIOMERICA INC COM NEW
2500-12-31
N/A
3200.00
14240.00
Equities
BIOCEPT INC COM
5493000MP9GU5S88NF42
2500-12-31
N/A
3400.00
12988.00
Equities
BIONDVAX PHARMACEUTICALS LTD SPOND ADS
549300VWSLMYAANYZ711
2500-12-31
N/A
1700.00
3587.00
Equities
BIOHITECH GLOBAL INC COM
54930077H3GWV8GKWE76
2500-12-31
N/A
6990.00
8527.80
Equities
BIOHITECH GLOBAL INC COM
54930077H3GWV8GKWE76
2500-12-31
N/A
1074.00
1310.28
Equities
BLACKBERRY LTD COM
549300HJD8NEGT71RF07
2500-12-31
N/A
43750.00
472062.50
Equities
BLACKROCK ETF TRUST US CARBON TRANS
549300GZDO1SQ7LRLO36
2500-12-31
N/A
2700.00
143343.00
Equities
BLUE APRON HLDGS INC CL A NEW
529900733NRUI9Y64J90
2500-12-31
N/A
3183.00
26323.41
Equities
BLUE APRON HLDGS INC CL A NEW
529900733NRUI9Y64J90
2500-12-31
N/A
41841.00
346025.07
Equities
BLUEKNIGHT ENERGY PARTNERS L P COM UNIT
549300MJZOVVV4LEQN47
2500-12-31
N/A
11639.00
38525.09
Equities
BRAINSTORM CELL THERAPEUTICS I COM NEW
529900ULKWCLO3ZHXL41
2500-12-31
N/A
125600.00
360472.00
Equities
BRICKELL BIOTECH INC COM
549300QODBI5C7YUJE09
2500-12-31
N/A
308500.00
123091.50
Equities
BRIDGELINE DIGITAL INC COM
5493007XAMAJ1KUXPN28
2500-12-31
N/A
13900.00
48372.00
Equities
BROADWAY FINL CORP DEL COM
2500-12-31
N/A
709.00
2098.64
Equities
BROADWIND INC COM NEW
529900ATI5MMWNW41F84
2500-12-31
N/A
5643.00
16026.12
Equities
BSQUARE CORP COM NEW
2500-12-31
N/A
72700.00
165756.00
Equities
BUILD-A-BEAR WORKSHOP INC COM
529900S9MWZC1UBF3D13
2500-12-31
N/A
89.00
1373.27
Equities
BUILD-A-BEAR WORKSHOP INC COM
529900S9MWZC1UBF3D13
2500-12-31
N/A
236.00
3641.48
Equities
BURCON NUTRASCIENCE CORP COM
391200FXBJCM5THDSO98
2500-12-31
N/A
800.00
1136.00
Equities
CSI COMPRESSCO LP COM UNIT
549300STALDQYSVEO325
2500-12-31
N/A
46007.00
72230.99
Equities
CVD EQUIP CORP COM
549300M516CGRTF3JO44
2500-12-31
N/A
1556.00
7655.52
Equities
CALADRIUS BIOSCIENCES INC COM NEW
5493002287F62M3EGQ04
2500-12-31
N/A
249200.00
276612.00
Equities
CALITHERA BIOSCIENCES INC COM
54930042TDFRLM4C8X19
2500-12-31
N/A
2746.00
5327.24
Equities
CALITHERA BIOSCIENCES INC COM
54930042TDFRLM4C8X19
2500-12-31
N/A
9161.00
17772.34
Equities
CAPRICOR THERAPEUTICS INC COM NEW
5493002ZI5PDLXV4DX14
2500-12-31
N/A
26100.00
99180.00
Equities
CASI PHARMACEUTICALS INC COM
549300RYDG4U21PJZ263
2500-12-31
N/A
20432.00
22475.20
Equities
CATALYST BIOSCIENCES INC COM NEW
549300TE6BBPJ0S88K48
2500-12-31
N/A
22230.00
74248.20
Equities
CBAK ENERGY TECHNOLOGY INC COM
2500-12-31
N/A
118800.00
263736.00
Equities
CEDAR REALTY TRUST INC COM NEW
54930056URX93R2RSN82
2500-12-31
N/A
83.00
1817.70
Equities
CELLECTAR BIOSCIENCES INC COM PAR
5493000NFZCRG7BYQV93
2500-12-31
N/A
8300.00
7240.09
Equities
CELLECTAR BIOSCIENCES INC COM PAR
5493000NFZCRG7BYQV93
2500-12-31
N/A
1614.00
1407.89
Equities
CELSION CORP COM PAR NEW
529900PWLRCA840VVK89
2500-12-31
N/A
334200.00
302083.38
Equities
CEMTREX INC COM NEW
549300KS6ADDKL326F25
2500-12-31
N/A
27000.00
35910.00
Equities
CHARAH SOLUTIONS INC COM
549300I6O29493834F54
2500-12-31
N/A
28000.00
130480.00
Equities
CHECKMATE PHARMACEUTICALS INC COM
2500-12-31
N/A
7000.00
26880.00
Equities
CHECKMATE PHARMACEUTICALS INC COM
2500-12-31
N/A
1871.00
7184.64
Equities
CHEMBIO DIAGNOSTICS INC COM NEW
2500-12-31
N/A
135100.00
309379.00
Equities
CHINA XD PLASTICS CO LTD COM
529900Q1RHALVKU66F69
2500-12-31
N/A
34426.00
31324.22
Equities
CIDARA THERAPEUTICS INC COM
549300IHQ9Z7RI1X2D22
2500-12-31
N/A
37859.00
58681.45
Equities
CIDARA THERAPEUTICS INC COM
549300IHQ9Z7RI1X2D22
2500-12-31
N/A
700.00
1085.00
Equities
CINEDIGM CORP COM NEW
549300QPGXUR8OY7KD24
2500-12-31
N/A
617379.00
1500230.97
Equities
CLEARSIGN TECHNOLOGIES CORP COM
529900KAAUSQWCW66J95
2500-12-31
N/A
26600.00
43624.00
Equities
CLEARSIGN TECHNOLOGIES CORP COM
529900KAAUSQWCW66J95
2500-12-31
N/A
9697.00
15903.08
Equities
CLEARONE INC COM
2500-12-31
N/A
103891.00
166225.60
Equities
CNS PHARMACEUTICALS INC COM
2500-12-31
N/A
3676.00
4999.36
Equities
COHBAR INC COM
2500-12-31
N/A
40391.00
22598.76
Equities
COLLABORATIVE INVESTMNT SER TR SHORT DE SPAC
549300T10GCU2UA2FJ59
2500-12-31
N/A
13072.00
342634.11
Equities
COLLABORATIVE INVESTMNT SER TR DE SPAC ETF
549300BDPR1JD86TSW58
2500-12-31
N/A
1739.00
41307.34
Equities
COLLABORATIVE INVESTMNT SER TR THE ACTIVE DIVID
549300L576YGLXA29025
2500-12-31
N/A
1332.00
38718.31
Equities
COLUMBIA ETF TR I SUSTANABLE US
549300Z6VAX6DVPMHV49
2500-12-31
N/A
779.00
28897.63
Equities
COLUMBIA ETF TR I RESH ENHNC COR
5493007QSD2LFRRLVI83
2500-12-31
N/A
1471.00
45889.46
Equities
COMMUNICATIONS SYS INC COM
2500-12-31
N/A
5000.00
18700.00
Equities
COMSOVEREIGN HLDG CORP COM NEW
549300TSLVQORKCNS019
2500-12-31
N/A
11852.00
17303.92
Equities
COMSTOCK HLDG COS INC CL A NEW
549300PHU1FSZ2GXMI11
2500-12-31
N/A
1248.00
5541.12
Equities
CONCERT PHARMACEUTICALS INC COM
529900PYI5BSGQNATP82
2500-12-31
N/A
20078.00
55816.84
Equities
CONSTELLATION BRANDS INC CL B
5493005GKEG8QCVY7037
2500-12-31
N/A
90.00
17774.10
Equities
CORVUS PHARMACEUTICALS INC COM
549300I3AVJ8F75NCX65
2500-12-31
N/A
258600.00
1194732.00
Equities
CRAWFORD & CO CL B
7TZZFJ2GPOGLWIKIXY82
2500-12-31
N/A
4825.00
40336.52
Equities
CREATD INC COM
2500-12-31
N/A
5900.00
22951.00
Equities
CREATIVE REALITIES INC COM NEW
5493009BPEB04TIQA243
2500-12-31
N/A
10700.00
18083.00
Equities
CREATIVE REALITIES INC COM NEW
5493009BPEB04TIQA243
2500-12-31
N/A
1494.00
2524.86
Equities
CROSS TIMBERS RTY TR TR UNIT
2500-12-31
N/A
3866.00
53466.78
Equities
CUENTAS INC COM NEW
5493005BJNSQY8J8IB83
2500-12-31
N/A
3849.00
10353.81
Equities
CUENTAS INC COM NEW
5493005BJNSQY8J8IB83
2500-12-31
N/A
29900.00
80431.00
Equities
CULP INC COM
549300BIJZDD8EVS1U89
2500-12-31
N/A
294.00
3874.92
Equities
VANECK ETF TRUST INVESTMENT GRD
549300KYMEXRFZZLM685
2500-12-31
N/A
195896.00
4967922.56
Equities
VANECK ETF TRUST SEMICONDUCTR ETF
549300MJTG2N9QRH7I02
2500-12-31
N/A
44345.00
12099976.70
Equities
VANECK ETF TRUST DIGI TRANSFRM
549300QJITMI6I2QLK07
2500-12-31
N/A
100.00
2917.00
Equities
VENUS CONCEPT INC COM
5493008YPNXT4P0XND39
2500-12-31
N/A
8500.00
15980.00
Equities
VERB TECHNOLOGY CO INC COM
54930048C3BMORBXZM88
2500-12-31
N/A
51600.00
108360.00
Equities
VICTORY PORTFOLIOS II VICTORYSHS SHORT
549300I98QP59UGN5H87
2500-12-31
N/A
12422.00
641161.53
Equities
VICTORY PORTFOLIOS II VCSHS US SMCP HG
549300GMUN0Q3JBDN646
2500-12-31
N/A
23496.00
1388613.60
Equities
VIRTUS ETF TR II SEIX SR LN ETF
5493002FXOZ36VHY8T45
2500-12-31
N/A
8495.00
214116.48
Equities
VIRPAX PHARMACEUTICALS INC COM
2500-12-31
N/A
9400.00
39292.00
Equities
VISLINK TECHNOLOGIES INC COM
549300QXCON16MHSX919
2500-12-31
N/A
398300.00
669144.00
Equities
VYNE THERAPEUTICS INC COM
2500-12-31
N/A
2917.00
3733.76
Equities
VYNE THERAPEUTICS INC COM
2500-12-31
N/A
92152.00
117954.56
Equities
VYNE THERAPEUTICS INC COM
2500-12-31
N/A
2042.00
2613.76
Equities
WAITR HLDGS INC COM
549300SZSHOJN5P4DJ61
2500-12-31
N/A
304968.00
558091.44
Equities
WILEY JOHN & SONS INC CL B
5493003XM719UN7E8P64
2500-12-31
N/A
367.00
19968.47
Equities
WINDTREE THERAPEUTICS INC COM
2500-12-31
N/A
93488.00
169213.28
Equities
WISDOMTREE TR INTRST RATE HDGE
5493006OMUEEHEDQ6617
2500-12-31
N/A
12839.00
602097.74
Equities
WISDOMTREE TR WSDM EMKTBD FD
549300NE6LMZHI4CWN59
2500-12-31
N/A
5197.00
388839.54
Equities
XCEL BRANDS INC COM NEW
2500-12-31
N/A
16707.00
23055.66
Equities
XENETIC BIOSCIENCES INC COM
5493002WV0KYX8JXAH52
2500-12-31
N/A
952.00
1599.36
Equities
XENETIC BIOSCIENCES INC COM
5493002WV0KYX8JXAH52
2500-12-31
N/A
26700.00
44856.00
Equities
XPRESSPA GROUP INC COM
5493008DNQXUL3S4T320
2500-12-31
N/A
154200.00
206628.00
Equities
XERIS BIOPHARMA HOLDINGS INC COM
2500-12-31
N/A
259900.00
467820.00
Equities
YIREN DIGITAL LTD SPONSORED ADS
549300GUWSM4NWQXJO64
2500-12-31
N/A
7721.00
24707.20
Equities
YUNJI INC ADS RP CL A
2500-12-31
N/A
23105.00
21025.55
Equities
YUNHONG CTI LTD COM
549300ZLTTLZREPVBW55
2500-12-31
N/A
6800.00
13532.00
Equities
ZOSANO PHARMA CORP COM NEW
5493006NX8EN835MNW49
2500-12-31
N/A
39200.00
24029.60
Equities
BAOSHENG MEDIA GROUP HLDNG LTD SHS
2500-12-31
N/A
11200.00
18480.00
Equities
BORQS TECHNOLOGIES INC SHS
2500-12-31
N/A
68618.00
40155.25
Equities
BORR DRILLING LTD SHS
213800J2JPCTXLHQ5R78
2500-12-31
N/A
103701.00
108886.05
Equities
CHINA SXT PHARMACEUTICALS INC ORD SHS NEW
5493006HSPECSOT1UH87
2500-12-31
N/A
1100.00
1111.00
Equities
CHINA XIANGTAI FOOD CO LTD SHS
549300MXMBF4HBZ76I76
2500-12-31
N/A
3183.00
3151.17
Equities
COLOR STAR TECHNOLOGY CO LTD SHS NEW
2500-12-31
N/A
215800.00
141305.84
Equities
DRAGON VICTORY INTL LTD SHS
2500-12-31
N/A
16800.00
26208.00
Equities
FARMMI INC SHS
2500-12-31
N/A
691068.00
247056.81
Equities
EBANG INTL HLDGS INC CL A SHS
5493003ALD4F1DLNRZ68
2500-12-31
N/A
351100.00
761887.00
Equities
HAPPINESS BIOTECH GROUP LTD SHS
549300GBRO0XJ6KQYM11
2500-12-31
N/A
16900.00
15737.28
Equities
KAIXIN AUTO HLDGS SHS
549300WYFZM867Q8Q259
2500-12-31
N/A
16294.00
35113.57
Equities
DIREXION SHS ETF TR MOONSHOT INNOVAT
549300DKAIOINSP63818
2500-12-31
N/A
13065.00
439506.60
Equities
DIREXION SHS ETF TR DLY JR GOLD 2X
2500-12-31
N/A
3900.00
40521.00
Equities
DIREXION SHS ETF TR RETAIL BULL 3X
549300BMKL5PJ58Y1S44
2500-12-31
N/A
19333.00
795359.62
Equities
DIREXION SHS ETF TR RETAIL BULL 3X
549300BMKL5PJ58Y1S44
2500-12-31
N/A
295.00
12136.30
Equities
DIREXION SHS ETF TR DAILY JR GLD MIN
549300ZCVTX7WZ06QV11
2500-12-31
N/A
56.00
3993.92
Equities
DIREXION SHS ETF TR DAILY S&P BULL
5493009WIRTFF4FYBG67
2500-12-31
N/A
157.00
11856.64
Equities
DIREXION SHS ETF TR DAILY RGNAL BULL
549300XWNNU2E9NV0884
2500-12-31
N/A
1228.00
63254.28
Equities
DIREXION SHS ETF TR DAILY RGNAL BULL
549300XWNNU2E9NV0884
2500-12-31
N/A
8330.00
429078.30
Equities
DIREXION SHS ETF TR DAILY RGNAL BULL
549300XWNNU2E9NV0884
2500-12-31
N/A
85.00
4378.35
Equities
DBX ETF TR DALY HOM B&S BU
549300R16KXSBVCMYA81
2500-12-31
N/A
40867.00
3436914.70
Equities
DYNATRONICS CORP COM NEW
2500-12-31
N/A
76400.00
110016.00
Equities
ETF SER SOLUTIONS CLERSHS PITON IN
549300UVXIVFWYPCFG20
2500-12-31
N/A
2962.00
292201.30
Equities
ETF SER SOLUTIONS HOYA CAP HOUSI
5493006GQFVD88T27V21
2500-12-31
N/A
11542.00
492035.46
Equities
ETF SER SOLUTIONS ALPHAMARK SM
549300SABFZ83Z36MH57
2500-12-31
N/A
765.00
24131.77
Equities
ETFIS SER TR I VIRTUS LIFESC BT
2500-12-31
N/A
788.00
40941.01
Equities
ETFIS SER TR I VIRTUS LIFESC CT
549300YTBZ16PIXEKJ82
2500-12-31
N/A
972.00
43495.64
Equities
ETFIS SER TR I INFRACP REIT PFD
549300X2490ZPTN50860
2500-12-31
N/A
17332.00
420301.00
Equities
ETFIS SER TR I VIRTUS REAL AS
2500-12-31
N/A
10421.00
283138.57
Equities
ETF OPPORTUNITIES TRUST APPLIED FINA VAL
2500-12-31
N/A
1483.00
40044.11
Equities
ETF MANAGERS TR PRIME JUNIR SLVR
549300EBABEX74G4MX52
2500-12-31
N/A
167005.00
2276278.15
Equities
ETF MANAGERS TR PRIME CYBR SCRTY
5493004MXR6Z3HXGJ429
2500-12-31
N/A
16580.00
1074549.80
Equities
ETF MANAGERS TR PRIME CYBR SCRTY
5493004MXR6Z3HXGJ429
2500-12-31
N/A
73.00
4731.13
Equities
ETF MANAGERS TR PRIME MOBILE PAY
549300IRZZNTG5RM7Y44
2500-12-31
N/A
37000.00
2439780.00
Equities
ETF MANAGERS TR WEDBUSH VID GAME
549300UC25ZXL9S69Z94
2500-12-31
N/A
312.00
28108.08
Equities
ETF MANAGERS TR ETFMG SIT ULTR
2500-12-31
N/A
99.00
4919.31
Equities
ETF MANAGERS TR AI POWERED EQT
2500-12-31
N/A
7622.00
329245.25
Equities
EASTSIDE DISTILLING INC COM
2500-12-31
N/A
5307.00
15018.81
Equities
EKSO BIONICS HLDGS INC COM
549300KPH77IVQVN2I21
2500-12-31
N/A
4700.00
18612.00
Equities
ELECTROCORE INC COM
5493005O3QC5QV2L2186
2500-12-31
N/A
22683.00
21759.80
Equities
ELECTROCORE INC COM
5493005O3QC5QV2L2186
2500-12-31
N/A
63600.00
61011.48
Equities
ELEDON PHARMACEUTICALS INC COM
549300S17CAM13O43606
2500-12-31
N/A
1400.00
6958.00
Equities
ELYS GAME TECHNOLOGY CORP COM
549300XZ6QXEL8JT4136
2500-12-31
N/A
7081.00
33988.80
Equities
ELYS GAME TECHNOLOGY CORP COM
549300XZ6QXEL8JT4136
2500-12-31
N/A
11979.00
57499.20
Equities
ENERGY FOCUS INC COM
549300WYLQHXWY3CWZ38
2500-12-31
N/A
12900.00
38055.00
Equities
ENERGOUS CORP COM
549300IOI25451J8U493
2500-12-31
N/A
348200.00
665062.00
Equities
ENDRA LIFE SCIENCES INC COM
2500-12-31
N/A
4500.00
6975.00
Equities
ENGLOBAL CORP COM
529900UKIZ4H2BMAZ150
2500-12-31
N/A
900.00
2034.00
Equities
ENVERIC BIOSCIENCES INC COM NEW
549300CATCWKUQ6G5854
2500-12-31
N/A
28800.00
52992.00
Equities
ERYTECH PHARMA SPONSORED ADR
969500U8ZZCODU8A9374
2500-12-31
N/A
3157.00
9123.73
Equities
EVOFEM BIOSCIENCES INC COM
5493007VAGG43TIEJW57
2500-12-31
N/A
52000.00
36004.80
Equities
EVOKE PHARMA INC COM
529900Q01Z5E3L6MZZ66
2500-12-31
N/A
19300.00
24511.00
Equities
EXCHANGE TRADED CONCEPTS TR 6 MERIDIAN QUAL
549300IVJOA6VGR92P39
2500-12-31
N/A
132.00
3552.99
Equities
EXCHANGE TRADED CONCEPTS TR BITWISE CRYPTO
549300J7008YMI4U1W02
2500-12-31
N/A
40.00
1114.00
Equities
EXCHANGE TRADED CONCEPTS TR VSPR US LC ETF
549300542L3WW9LX6T23
2500-12-31
N/A
6524.00
233456.12
Equities
EXCHANGE LISTED FDS TR CORBETT ROAD TAC
549300DUYI60RLPDO145
2500-12-31
N/A
2100.00
59797.92
Equities
TUFIN SOFTWARE TECHNOLOGIE SHS
213800TA91NSSCXPWB89
2500-12-31
N/A
356.00
3538.64
Equities
NYMOX PHARMACEUTICAL CORP COM
2500-12-31
N/A
18892.00
33438.84
Equities
NAKED BRAND GROUP LIMITED SHS NEW
549300UDHPKCYMMCEM56
2500-12-31
N/A
182743.00
111491.50
Equities
ARDMORE SHIPPING CORP COM
549300J8HD7K6BHD8O28
2500-12-31
N/A
13944.00
56194.32
Equities
ENETI INC COM
549300MHZ4YKRPGBH616
2500-12-31
N/A
90.00
1323.90
Equities
GIGAMEDIA LTD SHS NEW
549300Q31RWVWZKE4D67
2500-12-31
N/A
6526.00
17424.42
Equities
PYXIS TANKERS INC COM
2500-12-31
N/A
24100.00
20075.30
Equities
SEANERGY MARITIME HLDGS CORP SHS NEW
213800S7JIZA8FZXF245
2500-12-31
N/A
72295.00
79524.50
Equities
SEANERGY MARITIME HLDGS CORP SHS NEW
213800S7JIZA8FZXF245
2500-12-31
N/A
727200.00
799920.00
Equities
EXCHANGE LISTED FDS TR ARMOR US EQT IDX
549300L4O5YE53MFYO71
2500-12-31
N/A
14107.00
372151.12
Equities
EXCHANGE LISTED FDS TR QRAFT AI US MMTM
549300GE7TLHVR9RWF36
2500-12-31
N/A
9809.00
365679.52
Equities
EXELA TECHNOLOGIES INC COM NEW
549300CP95F46H3HDR87
2500-12-31
N/A
1103476.00
1997291.56
Equities
EXPRESS INC COM
2500-12-31
N/A
83298.00
324862.20
Equities
EXPRESS INC COM
2500-12-31
N/A
116699.00
455126.10
Equities
EYEGATE PHARMACEUTICALS INC COM NEW
549300395G8DB8ZFV365
2500-12-31
N/A
5000.00
9450.00
Equities
EYENOVIA INC COM
2500-12-31
N/A
82838.00
328038.48
Equities
FG FINANCIAL GROUP INC COM
5493001DHQMKB451K463
2500-12-31
N/A
2003.00
7811.70
Equities
FIDELITY COVINGTON TRUST WOMEN'S LEADER
549300GS0S3Q6IN9WY89
2500-12-31
N/A
198.00
4179.50
Equities
FIDELITY COVINGTON TRUST SML MID MLTFCT
549300S65DROZVT72X35
2500-12-31
N/A
16229.00
567279.83
Equities
FIRST TR EXCHANGE-TRADED FD ETF
549300S2A3L6WXCL3N09
2500-12-31
N/A
608.00
30329.41
Equities
FIRST TR EXCHANGE-TRADED FD DORSEY WRIGHT PE
54930085R21HRFT7GZ06
2500-12-31
N/A
911.00
31359.72
Equities
FIRST TR EXCHANGE TRADED FD II HLTH CARE ALPH
5493009VIGFPXQC5HK94
2500-12-31
N/A
11922.00
1432666.74
Equities
FIRST TR EXCHANGE-TRADED FD VI DORSEYWRIGHT MOM
2500-12-31
N/A
7704.00
256295.13
Equities
FIRST TR EXCHANGE-TRADED FD VI SMAL CP US EQT
549300EUKS020LV6F825
2500-12-31
N/A
4973.00
144372.65
Equities
FIRST TR EXCHANGE-TRADED FD VI MID CAP US EQT
549300F80UT6L8PDJJ23
2500-12-31
N/A
2891.00
85718.44
Equities
FIRST TR EXCHANGE-TRADED FD VI LARGE CP US EQ
5493000F54KZCY1U3T29
2500-12-31
N/A
2079.00
69762.51
Equities
FIRST TR EXCHANGE-TRADED FD VI NASDQ SEMCNDTR
549300VRLTLEGMX9CC62
2500-12-31
N/A
9709.00
676426.03
Equities
FIRST TR EXCHANGE-TRADED FD VI NASDQ PHRMTCLS
549300YM82DADOQT2M68
2500-12-31
N/A
4023.00
104840.59
Equities
FIRST TR EXCHANGE-TRADED FD VI NASDQ OIL GAS
2500-12-31
N/A
5260.00
110460.00
Equities
FIRST TR EXCHANGE-TRADED FD VI NASDQ FOD BVRG
549300XLBK8RMMPJJZ85
2500-12-31
N/A
1043.00
26323.65
Equities
FIRST TR EXCH TRADED FD III INSTL PFD SECS
2500-12-31
N/A
23468.00
483440.80
Equities
KAIXIN AUTO HLDGS SHS
549300WYFZM867Q8Q259
2500-12-31
N/A
4686.00
10098.33
Equities
METEN HOLDING GROUP LTD ORD SHS
2500-12-31
N/A
43600.00
26116.40
Equities
J P MORGAN EXCHANGE-TRADED FD US MINMUM VOLT
549300SO9QCD4FBPGG13
2500-12-31
N/A
833.00
30515.21
Equities
JANUS DETROIT STR TR HENDERSON US REL
549300MYPCRLSQM4UC55
2500-12-31
N/A
3532.00
96258.30
Equities
JIAYIN GROUP INC SPONSORED ADS
2500-12-31
N/A
357.00
1381.59
Equities
JOHN HANCOCK EXCHANGE TRADED MULTIFACTOR CO
2500-12-31
N/A
2530.00
141185.13
Equities
JOHN HANCOCK EXCHANGE TRADED MLTFACTOR ENRG
549300QI7VY3KKGGBU30
2500-12-31
N/A
7400.00
174386.92
Equities
JOHN HANCOCK EXCHANGE TRADED MLTFACTR MATLS
549300E0F40T0KOV1F79
2500-12-31
N/A
3083.00
146459.46
Equities
JOHN HANCOCK EXCHANGE TRADED MLTDCTR MEDIA
549300DKHLN84YUQDR70
2500-12-31
N/A
2658.00
99849.10
Equities
JOHN HANCOCK EXCHANGE TRADED MLTFACTR UTILS
549300E0QGNLRGS5EJ92
2500-12-31
N/A
217.00
7253.88
Equities
JOHN HANCOCK EXCHANGE TRADED MLTFCTR CONSMR
549300DL1O8PXBCVTC71
2500-12-31
N/A
250.00
8689.65
Equities
JOHN HANCOCK EXCHANGE TRADED MLTFACTR INDLS
549300DFKIE2GLJC3I02
2500-12-31
N/A
1404.00
76081.50
Equities
JUPITER WELLNESS INC COM NEW
2500-12-31
N/A
4865.00
8854.30
Equities
JUPITER WELLNESS INC COM NEW
2500-12-31
N/A
33600.00
61152.00
Equities
KALEYRA INC COM
549300Q16CZ1PDK9BL93
2500-12-31
N/A
104200.00
1157662.00
Equities
KATAPULT HOLDINGS INC COM
2500-12-31
N/A
137300.00
583525.00
Equities
KINTARA THERAPEUTICS INC COM
549300N7OBMRNSOQC133
2500-12-31
N/A
18600.00
16146.66
Equities
KRANESHARES TR CSI CHI INTERNET
549300URDNVSGEWBN526
2500-12-31
N/A
243902.00
12099978.22
Equities
KRANESHARES TR BOSERA MSCI CH
2500-12-31
N/A
2871.00
133444.08
Equities
KRANESHARES TR GLOBAL CARBON
549300N19OWO53YWFA13
2500-12-31
N/A
339.00
13915.95
Equities
KRANESHARES TR SSE STAR MRKT 50
2500-12-31
N/A
22300.00
525611.00
Equities
KRANESHARES TR SML CAP QTY DIVD
549300S3IDEXNS3K7J73
2500-12-31
N/A
4792.00
136901.69
Equities
KRANESHARES TR LRG CAP QTY DIVD
549300KVY3JD2EPDSZ54
2049-12-31
N/A
2909.00
100331.99
Equities
KRANESHARES TR QUADRTC INT RT
549300KNDIWWMQ7QHZ30
2500-12-31
N/A
441283.00
12099979.86
Equities
KRANESHARES TR ASIA PACIFIC HI
2500-12-31
N/A
7991.00
268645.43
Equities
LEJU HLDGS LTD SPONSORED ADS
549300L53UKQOTX8LC17
2500-12-31
N/A
28990.00
42905.20
Equities
LEJU HLDGS LTD SPONSORED ADS
549300L53UKQOTX8LC17
2500-12-31
N/A
3961.00
5862.28
Equities
LANNET INC COM
5299001DJ6C90XX17G45
2500-12-31
N/A
11637.00
30139.83
Equities
LEAP THERAPEUTICS INC COM
549300T31SMMJ2DDLI13
2500-12-31
N/A
49858.00
141098.14
Equities
LEAP THERAPEUTICS INC COM
549300T31SMMJ2DDLI13
2500-12-31
N/A
10200.00
28866.00
Equities
LEGG MASON ETF INVT TR WESTN ASET TTL
2500-12-31
N/A
129.00
3441.72
Equities
LEGG MASON ETF INVT TR SML CAP QULITY
549300PDRO71NW9IHD33
2500-12-31
N/A
971.00
37777.34
Equities
LIMINAL BIOSCIENCES INC COM
529900ICS2ZUY1ULZR25
2500-12-31
N/A
27200.00
47872.00
Equities
LIQUID MEDIA GROUP LTD NEW COM NEW
2500-12-31
N/A
14142.00
23617.14
Equities
LIQUIDIA CORPORATION COM NEW
2500-12-31
N/A
37399.00
140994.23
Equities
LISTED FD TR MORGAN CREEK
54930000GJ1EO3TGDX72
2500-12-31
N/A
3305.00
60198.92
Equities
LISTED FD TR TRUESHS TECH AI
549300IMD3SW9BI3BE51
2500-12-31
N/A
927.00
46596.03
Equities
LIZHI INC ADS
2500-12-31
N/A
11758.00
36802.54
Equities
LOANDEPOT INC COM CL A
5493003261L42OH8RK59
2500-12-31
N/A
48100.00
318422.00
Equities
LOGICBIO THERAPEUTICS INC COM
549300GHIQDMXT6NPC14
2500-12-31
N/A
7686.00
28515.06
Equities
LONGEVERON INC COM
2500-12-31
N/A
1600.00
5584.00
Equities
ADMA BIOLOGICS INC COM
2500-12-31
N/A
1903386.00
2550537.24
Equities
ADMA BIOLOGICS INC COM
2500-12-31
N/A
180697.00
242133.98
Equities
ABVC BIOPHARMA INC COM
2500-12-31
N/A
15400.00
39424.00
Equities
FIRST TR EXCHANGE-TRADED FD IV FT STRG INCM ETF
549300OJJGOE7SUG3624
2500-12-31
N/A
15948.00
805782.27
Equities
FIRST TR EXCHNG TRADED FD VIII CEF INCM OPPTY
2500-12-31
N/A
383.00
9791.74
Equities
FIRST TR EXCHNG TRADED FD VIII EQUITYCOMPASS
549300W4XF42Y09OWI66
2500-12-31
N/A
701.00
17920.71
Equities
FIRST TR EXCHNG TRADED FD VIII ACTV FCTR LGCP
2500-12-31
N/A
417.00
11180.81
Equities
FIRST TR EXCHANGE-TRADED FD VI DORSY WR MOMNT
5493001S76I8DVH96B53
2500-12-31
N/A
6016.00
178957.35
Equities
FIRST TR EXCHANGE-TRADED FD VI DORSY WRGH VLU
54930041WJPH33N85H96
2500-12-31
N/A
4119.00
101492.16
Equities
FIRST TR EXCH TRADED FD III HORIZON VOL SMCP
5493003PJU7KHDQNZ665
2500-12-31
N/A
787.00
26418.41
Equities
FLEXSHARES TR DISCP DUR MBS
549300PAH536BT2V8S59
2500-12-31
N/A
13973.00
328086.04
Equities
FLOTEK INDS INC DEL COM
549300TF60OEK4FPPC44
2500-12-31
N/A
1100.00
1298.00
Equities
FORUM ENERGY TECHNOLOGIES INC COM
549300SF93HLCR1REE27
2500-12-31
N/A
53.00
1203.10
Equities
GSE SYS INC COM
54930082DOCQ7IC63U31
2500-12-31
N/A
24925.00
35393.50
Equities
GAOTU TECHEDU INC SPONSORED ADS
549300R5BPFFORR9ET36
2500-12-31
N/A
1499322.00
4542945.66
Equities
GAOTU TECHEDU INC SPONSORED ADS
549300R5BPFFORR9ET36
2500-12-31
N/A
178129.00
539730.87
Equities
GAUCHO GROUP HLDGS INC COM NEW
549300OJQBEC14FI7W33
2500-12-31
N/A
12800.00
37888.00
Equities
GENIE ENERGY LTD CL B
52990057E36X8869GX58
2500-12-31
N/A
9230.00
46888.40
Equities
GENOCEA BIOSCIENCES INC COM NEW
549300BRZWG25RBYA369
2500-12-31
N/A
165868.00
298562.40
Equities
GENPREX INC COM
549300KS9771JZ234890
2500-12-31
N/A
58555.00
137604.25
Equities
GEOVAX LABS INC COM
549300KXK8Z4UZ4J7S86
2500-12-31
N/A
3100.00
12214.00
Equities
GLOBAL X FDS RATE PREFERRED
549300KBIRQLDG81U263
2500-12-31
N/A
800.00
22456.00
Equities
GLOBAL X FDS THMATC GWT ETF
54930044AFS7LABEEY46
2500-12-31
N/A
300.00
15447.00
Equities
GLOBAL X FDS S&P 500 QLT ETF
2500-12-31
N/A
865.00
27757.24
Equities
GOLDMAN SACHS ETF TR ACCESS HIG YLD
549300MBOA0YMWNF0550
2500-12-31
N/A
20987.00
1045740.24
Equities
GOOD TIMES RESTAURANTS INC COM NEW
2500-12-31
N/A
1200.00
5772.00
Equities
GOOD TIMES RESTAURANTS INC COM NEW
2500-12-31
N/A
836.00
4021.16
Equities
GRAHAM CORP COM
254900EI9P4LTY524J77
2500-12-31
N/A
4213.00
53547.23
Equities
GRANITESHARES ETF TR XOUT US LRG CP
549300GEKOLT25ZR0R69
2500-12-31
N/A
1000.00
43834.80
Equities
GRANITESHARES GOLD TR SHS BEN INT
549300B09UIFB1TCF016
2500-12-31
N/A
5633.00
100549.05
Equities
GRAY TELEVISION INC CL A
529900TM5726KDN7UU35
2500-12-31
N/A
978.00
20978.10
Equities
GRAYBUG VISION INC COM SHS
2500-12-31
N/A
400.00
1216.00
Equities
GREENPRO CAP CORP COM
2500-12-31
N/A
335300.00
378889.00
Equities
GROM SOCIAL ENTERPRISES INC COM NEW
2500-12-31
N/A
42900.00
160446.00
Equities
GUARDION HEALTH SCIENCES INC COM
5493001V8N461H1N6381
2500-12-31
N/A
1151.00
1714.99
Equities
HARBOR CUSTOM DEVELOPMENT INC COM
549300X40TN4PVCY6F45
2500-12-31
N/A
20000.00
35600.00
Equities
HARTFORD FDS EXCHANGE TRADED T SCHRDRS TAX BD
2500-12-31
N/A
9970.00
214155.60
Equities
HAVERTY FURNITURE COS INC CL A
529900CVFMMIRXZVPD70
2500-12-31
N/A
135.00
4345.65
Equities
HEPION PHARMACEUTICALS INC COM
5493004WF12U6NOV8U20
2500-12-31
N/A
184500.00
267525.00
Equities
HERITAGE GLOBAL INC COM
2500-12-31
N/A
5237.00
9740.82
Equities
HEXO CORP COM NEW
529900NCXLID5EDY2E78
2500-12-31
N/A
941.00
1552.65
Equities
HISTOGEN INC COM
549300XHWPP338YQ8O67
2500-12-31
N/A
10150.00
7151.69
Equities
HORIZON GLOBAL CORP COM
549300D1ZZV3IWN54G85
2500-12-31
N/A
14500.00
106865.00
Equities
HYCROFT MINING HOLDING CORP COM CL A
2500-12-31
N/A
53281.00
91110.51
Equities
IFRESH INC COM
549300525Y0VM10OPG88
2500-12-31
N/A
1894.00
1609.90
Equities
IMAC HLDGS INC COM
549300TXY4OF7MHCTD62
2500-12-31
N/A
12968.00
17506.80
Equities
IMAC HLDGS INC COM
549300TXY4OF7MHCTD62
2500-12-31
N/A
10600.00
14310.00
Equities
IAMGOLD CORP COM
254900E7II30XAB9LA72
2500-12-31
N/A
400023.00
1172067.39
Equities
IDERA PHARMACEUTICALS INC COM PAR
549300JLJLICQGQFXF87
2500-12-31
N/A
26603.00
22894.54
Equities
IHUMAN INC ADS COMMON
2500-12-31
N/A
6192.00
31207.68
Equities
INDEXIQ ETF TR HDG EVE DRIV
5493005L5EW51Y12MJ70
2500-12-31
N/A
9966.00
238894.99
Equities
INDEXIQ ETF TR IQ HEDGMKT NUT
549300K08WGCI3HVVN75
2500-12-31
N/A
1403.00
38119.51
Equities
INDEXIQ ETF TR US RL EST SMCP
549300N1Q34TE0YW3H48
2500-12-31
N/A
14300.00
384884.50
Equities
INDEXIQ ACTIVE ETF TR IQ ULTR SHT DU
5493005TWXGQCEG58C67
2500-12-31
N/A
19137.00
945463.48
Equities
INNOVATOR ETFS TR IBD 50 ETF
549300QQTQDDIU5RFC17
2500-12-31
N/A
27.00
1349.46
Equities
INNOVATOR ETFS TR IBD 50 ETF
549300QQTQDDIU5RFC17
2500-12-31
N/A
20537.00
1026439.26
Equities
INNOVATOR ETFS TR EMRGNG MKT JAN
549300HXUUICVADAT111
2500-12-31
N/A
9835.00
296543.94
Equities
INNOVATOR ETFS TR INTRNL DEV JULY
549300RXJDD22G286M17
2500-12-31
N/A
1956.00
48195.64
Equities
INNOVATOR ETFS TR IBD BREAKOUT
549300KDAZCI08222U41
2500-12-31
N/A
600.00
21920.16
Equities
INPIXON COM
5493002DPKW4RCP0PN02
2500-12-31
N/A
9756.00
8596.01
Equities
INPIXON COM
5493002DPKW4RCP0PN02
2500-12-31
N/A
286000.00
251994.60
Equities
INVESCO CURRENCYSHARES AUSTRAL AUSTRALIAN DOL
5493004JFG7A5UXA9965
2500-12-31
N/A
12440.00
931696.29
Equities
INTRUSION INC COM NEW
2500-12-31
N/A
17931.00
70648.14
Equities
INTRUSION INC COM NEW
2500-12-31
N/A
73047.00
287805.18
Equities
INTRUSION INC COM NEW
2500-12-31
N/A
19978.00
78713.32
Equities
INVESCO EXCHANGE TRADED FD TR S&P SPIN OFF
5493002U8GU1HNTOUF59
2500-12-31
N/A
1613.00
105316.32
Equities
INVESCO EXCHANGE TRADED FD TR S&P SML600 GWT
549300H7U6UUL99GM259
2500-12-31
N/A
518.00
86736.04
Equities
INVESCO EXCHANGE TRADED FD TR S&P 500 VLU MOM
549300GS85JGYJIJAH53
2500-12-31
N/A
4367.00
222883.38
Equities
INVESCO EXCHANGE TRADED FD TR DYNMC OIL GAS
54930038ZOU7RXX4OX14
2500-12-31
N/A
92061.00
347990.58
Equities
INVESCO EXCHANGE TRADED FD TR DYNMC NETWRNG
5493009JVNHLM3RMG272
2500-12-31
N/A
685.00
66259.23
Equities
INVESCO EXCHANGE TRADED FD TR DYNMC MKT ETF
549300LIXKZWDZG33V59
2500-12-31
N/A
37.00
4552.41
Equities
INVESCO EXCHANGE TRADED FD TR DWA STAPLES
549300UQE1COWIJD9T06
2500-12-31
N/A
2784.00
253316.16
Equities
INVESCO EXCHANGE TRADED FD TR ZACKS MID CAP
54930023PQFPUMYL6P16
2500-12-31
N/A
3407.00
320072.66
Equities
INVESCO EXCH TRADED FD TR II S&P SMLCP DISC
549300E6UQBGU9FF7S57
2500-12-31
N/A
9834.00
1081418.43
Equities
INVESCO EXCH TRADED FD TR II S&P 500 EX RAT
549300M05MZ774QNHF21
2500-12-31
N/A
1150.00
56459.60
Equities
INVESCO EXCH TRADED FD TR II RUSEL 1000 LOW
549300ETI455H83Z1438
2500-12-31
N/A
1297.00
53191.27
Equities
INVESCO EXCH TRADED FD TR II KBW PPTY CASUT
549300E6L643PU138S06
2500-12-31
N/A
3341.00
268816.86
Equities
INVESCO EXCH TRADED FD TR II S&P SMLCP MATL
5493002VPQ23N7PNSV38
2500-12-31
N/A
2613.00
171505.04
Equities
INVESCO EXCH TRADED FD TR II NASDAQ BIOTECH
549300GYFD12WC2CZH57
2500-12-31
N/A
27169.00
684387.11
Equities
INVESCO EXCH TRADED FD TR II INVESCO PHLX SM
5493006ROZOPLBE6WL72
2500-12-31
N/A
39835.00
1079130.15
Equities
INVESCO EXCH TRD SLF IDX FD TR INVSCO 30 CORP
549300MD9XDNCUMOK111
2500-12-31
N/A
2783.00
54045.86
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2028 MUNI
549300W6ZUWRYMMK4R72
2500-12-31
N/A
3491.00
90643.82
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2027 MUNI
5493005XTKORLDHNWP67
2500-12-31
N/A
2134.00
54769.11
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2026 MUNI
549300MW9BHL004NMY73
2500-12-31
N/A
2879.00
74206.22
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2025 MUNI
54930011QS4DKWO1BK95
2500-12-31
N/A
5077.00
131443.53
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2024 MUNI
549300AZL3KNU1FML764
2500-12-31
N/A
5350.00
137709.00
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2023 MUNI
549300LP6EUTXDG4RN22
2500-12-31
N/A
641.00
16383.96
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2022 MUNI
5493000FDSOTD1GCGN67
2500-12-31
N/A
5097.00
129463.80
Equities
INVESCO EXCH TRD SLF IDX FD TR INVSCO BLSH 28
2500-12-31
N/A
73176.00
1671339.84
Equities
INVESCO CURRENCYSHARES EURO TR EURO SHS
2500-12-31
N/A
25149.00
2736714.18
Equities
INVESCO CURRENCYSHARES BRIT PO BRIT POUN STRL
549300QKM404ILG3V824
2500-12-31
N/A
10524.00
1397894.50
Equities
INVESCO EXCHNG TRAD SLF INDEXE INVT GRAD VALU
2500-12-31
N/A
18092.00
493477.39
Equities
INVIVO THERAPEUTICS HLDGS CORP COM
549300FGLYJVWKVH3W38
2500-12-31
N/A
210800.00
124667.12
Equities
ION GEOPHYSICAL CORP COM NEW
RKTSM2N7H7RD7N6GEN24
2500-12-31
N/A
232000.00
445440.00
Equities
ISHARES TR GNMA BOND ETF
5493000KODSFW8LTTF91
2500-12-31
N/A
41269.00
2053958.13
Equities
ISHARES TR IBNDS MAR23 ETF
54930072NH2YOKLOWY24
2500-12-31
N/A
1516.00
37369.40
Equities
ISHARES TR IBONDS MAR23 ETF
549300IVBKNQ292M6Y10
2500-12-31
N/A
4774.00
128348.99
Equities
ISHARES TR FALN ANGLS USD
549300TGAA9LRLT3ZX42
2500-12-31
N/A
400920.00
12099765.60
Equities
ISHARES TR MSCI USA MID CP
549300EGGYBQPHDGP709
2049-12-31
N/A
288.00
11242.25
Equities
ISHARES TR FOCUSD VAL FAC
549300TKE7L386BO7E45
2500-12-31
N/A
5368.00
306451.60
Equities
ISHARES TR IBONDS DEC 2031
549300LR0SMCL4YVFM54
2500-12-31
N/A
4781.00
119084.19
Equities
ISHARES TR IBONDS 21 TRM TS
5493001KIHT1PXSVIP58
2500-12-31
N/A
3874.00
98205.90
Equities
ISHARES TR IBONDS DEC 2030
549300WVEN3NVMUAOJ58
2500-12-31
N/A
17432.00
438937.76
Equities
ISHARES TR EGSADVNCDMSCI EM
5493008DWKCYUY7KE133
2500-12-31
N/A
30.00
1334.98
Equities
ISHARES TR ESG MSCI USA ETF
5493008LTEWSIT5M6V84
2500-12-31
N/A
25918.00
994992.02
Equities
ISHARES TR IBONDS 29 TRM TS
5493007QRU70D2POLC71
2500-12-31
N/A
1106.00
27677.65
Equities
ISHARES TR IBONDS 28 TRM TS
549300HVACYCKR8TRD69
2500-12-31
N/A
13341.00
335659.56
Equities
ISHARES TR IBONDS 25 TRM TS
549300TMQ410KHQXZW02
2500-12-31
N/A
4718.00
120073.10
Equities
ISHARES TR IBONDS 23 TRM TS
5493001SQ34HDIS7U507
2500-12-31
N/A
19604.00
501078.24
Equities
J JILL INC COM
529900I19PJIF8MIDL12
2500-12-31
N/A
195.00
3272.10
Equities
J P MORGAN EXCHANGE-TRADED FD CARBON TRANITIN
549300VHO9GXCKX6VN89
2500-12-31
N/A
1143.00
71048.88
Equities
J P MORGAN EXCHANGE-TRADED FD CORP BD RESCH
549300KU2F2QTTPINB11
2500-12-31
N/A
1221.00
67899.81
Equities
SANDRIDGE ENERGY INC COM NEW
W1MKPVGS6I5155L7VV67
2500-12-31
N/A
91.00
1163.89
Equities
VEON LTD SPONSORED ADR
5493008CA3NMHYEVT131
2500-12-31
N/A
931138.00
1964701.18
Equities
DBX ETF TR XTRACKERS HIGH
549300WPY0WAXSDREF27
2500-12-31
N/A
800.00
38217.44
Equities
DIREXION SHS ETF TR DLY FIN BULL NEW
K98KMGGYJD1W0EDCBP05
2500-12-31
N/A
39.00
5713.11
Equities
MEREO BIOPHARMA GROUP PLC ADS
213800U8JQHIJOS5AS09
2500-12-31
N/A
1064590.00
2320806.20
Equities
NUSHARES ETF TR NUVEEN ENHCD 1 5
549300U4HMIURVN2OD61
2500-12-31
N/A
8618.00
214889.83
Equities
PENNSYLVANIA REAL ESTATE INVT SH BEN INT
5493001GPBXRIG8WJO70
2500-12-31
N/A
44455.00
76907.15
Equities
PENNSYLVANIA REAL ESTATE INVT SH BEN INT
5493001GPBXRIG8WJO70
2500-12-31
N/A
17382.00
30070.86
Equities
PRINCIPAL EXCHANGE-TRADED FDS ACTIVE HIGH YL
549300IJEBBJ7TDADP97
2500-12-31
N/A
8435.00
176671.08
Equities
ADVISORSHARES TR DORSEY WRIGT ADR
549300J3T52TB0ZR4T50
2500-12-31
N/A
1072.00
69889.04
Equities
ADVISORSHARES TR SAGE CORE ETF
2500-12-31
N/A
609.00
59992.59
Equities
BOXLIGHT CORP COM CL A
2500-12-31
N/A
6200.00
13268.00
Equities
ETF MANAGERS TR ETFMG ALTR HRVST
5493003O7BRWBH63XT11
2500-12-31
N/A
334349.00
4607329.22
Equities
ELLINGTON RESIDENTIAL MTG REIT COM SHS BEN INT
549300KA3MR2ZCRGA787
2500-12-31
N/A
28000.00
340760.00
Equities
FIRST TR EXCHANGE TRADED FD II AUTO INDEX FD
549300BBNYFIGYUTII47
2500-12-31
N/A
300.00
19188.00
Equities
LLOYDS BANKING GROUP PLC SPONSORED ADR
549300PPXHEU2JF0AM85
2500-12-31
N/A
9000.00
24480.00
Equities
GUILD HLDGS CO CL A
2500-12-31
N/A
138.00
1917.07
Equities
GUILD HLDGS CO CL A
2500-12-31
N/A
200.00
2778.36
Equities
HIGHLAND FDS I HI LD IBOXX SRLN
254900KZ9XGLUQ76VB43
2500-12-31
N/A
1237.00
19792.00
Equities
IMARA INC COM
2500-12-31
N/A
26579.00
97013.35
Equities
INDEXIQ ETF TR IQ S&P HGH YLD
2500-12-31
N/A
5546.00
138705.46
Equities
INVESCO ACTIVELY MANAGED ETF INVSCO HY BD FCT
549300RW20HYQZ1T7698
2500-12-31
N/A
901.00
23002.53
Equities
INVESCO EXCH TRADED FD TR II VRDO TAX FREE
549300RWVHBEA6SWWZ39
2500-12-31
N/A
8629.00
214689.52
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2021 MUNI
549300L84601864M3N62
2500-12-31
N/A
130.00
3276.00
Equities
INVESCO EXCH TRD SLF IDX FD TR BULLSHS 21 USD
549300O3MGIPKSPU4280
2500-12-31
N/A
640.00
15936.00
Equities
ISHARES TR CR 5 10 YR ETF
549300E5GUSCE00FIQ17
2500-12-31
N/A
8398.00
427878.10
Equities
ISHARES TR MSCI UN KNGDOM
549300YNVRTNDI25ZP45
2500-12-31
N/A
2741.00
64574.40
Equities
ISHARES TR IBONDS 26 TRM TS
549300C67SIRC85IJH34
2500-12-31
N/A
1246.00
31567.41
Equities
BARCLAYS BANK PLC ETN LKD 48
2500-12-31
N/A
2853.00
178826.04
Equities
Y
2022-01-27
2022-01-27
2022-02-16
Y
BOFA SECURITIES INC
1.0000
90
N
N
N
0.0033
242010943.24
242010943.24
0.0032
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.380000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RI823
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
GMACM HEQ LN TR 2007-HE2 A-2 20371225 FLT
2037-12-25
6.054000
22071000.00
1168096.61
Asset-Backed Securities
TICP CLO XIV LTD 2019-14 D 20321020 FLT
2032-10-20
7.281500
3000000.00
3003511.12
Asset-Backed Securities
ARBOR RLTY COMM RL NT 2021-FL3 F 20340815 FLT
2034-08-15
4.340250
88125000.00
83356368.98
Asset-Backed Securities
ARBOR RLTY COMM RL NT 2021-FL3 G 20340815 FLT
2034-08-15
5.590250
46875000.00
43781249.35
Asset-Backed Securities
HPEFS EQUIPMENT TR 2020-2 C 20300722 2.0
2030-07-22
2.000000
2200000.00
2236159.20
Asset-Backed Securities
MARLETTE FDG TR 2020-1 C 20300315 2.8
2030-03-15
2.800000
1500000.00
1521781.33
Asset-Backed Securities
TRTX ISSUER LTD 2021-FL4 D 20380317 FLT
2038-03-17
3.685880
5000000.00
5005631.21
Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD D 20360215 FLT
2036-02-15
3.095500
2500000.00
2349625.00
Asset-Backed Securities
VMC FIN LL 2021-FL4 C 20360618 FLT
2036-06-18
2.330380
1000000.00
998607.33
Asset-Backed Securities
ACE SECS HEQ 2006-SL4 A-3 20360925 FLT
2036-09-25
6.640000
2919000.00
170007.11
Asset-Backed Securities
AMER AIRLINES PT TR 2017-1B B 20260815 4.9
2026-08-15
4.950000
22000.00
13496.64
Asset-Backed Securities
BDS 2020-FL5 LTD E 20370218 FLT
2037-02-18
2.914480
181500.00
180579.72
Asset-Backed Securities
SECURITIZED ASSET REC 2007-BR5 A-2B 20370525 FLT
2037-05-25
0.269250
7441272.00
3122234.41
Asset-Backed Securities
GREEN TREE FINANCIAL MHC 99-1 M-1 20290301 FLT
2029-03-01
6.560000
25408000.00
10444942.68
Asset-Backed Securities
MADISON PARK FDG XXIII 2017-23 E 20300729 FLT
2030-07-29
6.384500
4000000.00
3959818.78
Asset-Backed Securities
VMED O2 UK FING I PLC SR SEC GLBL 31
213800MRR46ECNGZ7L69
2031-07-15
4.750000
905000.00
925161.39
Corporate Debt Securities
DIAMOND SPORTS GROUP LLC / DIA SR SEC GLBL 26
2026-12-01
12.750000
365000.00
243468.99
Corporate Debt Securities
KAISER ALUMINIUM CORPORATION SR GLBL 144A 28
2028-03-01
4.625000
500000.00
510600.69
Corporate Debt Securities
M D C HLDGS INC CR SEN SR GLBL31
5299005FV4VNV75R8R35
2031-01-15
2.500000
6000.00
5868.01
Corporate Debt Securities
MEG ENERGY CORP SR GLBL 144A 29
5493002WXPTG5ZC1T326
2029-02-01
5.875000
1579000.00
1645288.17
Corporate Debt Securities
MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31
2031-03-15
3.500000
7000.00
7073.69
Corporate Debt Securities
MACYS RETAIL HLDGS INC SR NT 4.3%43
549300JMONK27O4SQQ19
2043-02-15
4.300000
3933000.00
3406484.92
Corporate Debt Securities
MANITOWOC CO INC SR SEC GLBL 26
2RTSLGQ89VMY18RHX631
2026-04-01
9.000000
876000.00
938870.52
Corporate Debt Securities
MATTEL INC SR NT 5.45%41
549300VELLG24KHTJ564
2041-11-01
5.450000
99000.00
119735.27
Corporate Debt Securities
NIELSEN FIN LLC/ NIELSEN FIN SR GLBL 144A 29
2029-07-15
4.500000
554000.00
554761.75
Corporate Debt Securities
NIELSEN COMPANY SR GLBL 144A 25
549300MFMRJBOPHHM352
2025-02-01
5.000000
731000.00
753640.69
Corporate Debt Securities
99 ESCROW ISSUER INCORPORATED SR SEC GLBL 26
2026-01-15
7.500000
88000.00
81546.67
Corporate Debt Securities
NORDSTROM INC SR GLBL NT 30
549300S3IZB5P35KNV16
2030-04-01
4.375000
60000.00
61492.97
Corporate Debt Securities
NUANCE COMMUNICATIONS INC SR NT 5.625%26
AEMSOT3SS15TNMJCE605
2026-12-15
5.625000
60000.00
63131.25
Corporate Debt Securities
OASIS MIDSTREAM PARTNERS LP / SR GLBL 144A 29
2029-04-01
8.000000
10418000.00
11404295.21
Corporate Debt Securities
OCCIDENTAL PETE CORP SR GLBL NT7.5%31
IM7X0T3ECJW4C1T7ON55
2031-05-01
7.500000
99000.00
132747.45
Corporate Debt Securities
OCCIDENTAL PETE CORP SR GLBL NT6.6%46
IM7X0T3ECJW4C1T7ON55
2046-03-15
6.600000
99000.00
127766.10
Corporate Debt Securities
MACYS INC SR GLBL DB6.7%34
549300JMONK27O4SQQ19
2034-07-15
6.700000
60000.00
68061.33
Corporate Debt Securities
MERCER INTL INC SR GLBL NT 29
549300Z5IAG39VRTY874
2029-02-01
5.125000
1460000.00
1478159.16
Corporate Debt Securities
MIDAS INTER HOLDCO II LLC SR 144A NT 22
2022-10-01
7.875000
209000.00
209757.62
Corporate Debt Securities
MIDCAP FINANCIAL ISSUER TRUST SR 144A NT6.5%28
2028-05-01
6.500000
1768000.00
1895541.56
Corporate Debt Securities
MOHEGAN TRIBAL GAMING AUTH SR SEC GLBL 26
549300UB083Z2NRDHC48
2026-02-01
8.000000
5000000.00
5272777.78
Corporate Debt Securities
MURPHY OIL USA INC SR GLBL 144A 31
N32S6DTR2ZZ5222WHV58
2031-02-15
3.750000
1000000.00
995008.33
Corporate Debt Securities
NCL CORP LTD SR GLBL 144A 24
UNZWILHE4KMRP9K2L524
2024-12-15
3.625000
2379000.00
2286202.48
Corporate Debt Securities
NGL ENERGY PARTNERS LP SR GLBL NT7.5%26
2026-04-15
7.500000
1000000.00
868616.67
Corporate Debt Securities
NRG ENERGY INC SR GLBL 144A 31
5E2UPK5SW04M13XY7I38
2031-02-15
3.625000
4228000.00
4122094.47
Corporate Debt Securities
NAVIOS MARITIME HLDGS INC SR SEC GLBL 22
2022-01-15
7.375000
75000.00
74347.92
Corporate Debt Securities
NAVIENT CORPORATION SR GLBL NT 28
54930067J0ZNOEBRW338
2028-03-15
4.875000
277000.00
279714.14
Corporate Debt Securities
NETFLIX INC. 5.875%28
549300Y7VHGU0I7CE873
2028-11-15
5.875000
2000000.00
2493527.78
Corporate Debt Securities
NEWELL BRANDS INC CR SEN SR GLBL36
549300LWGYFM1TVO1Z12
2036-04-01
5.875000
97000.00
118419.49
Corporate Debt Securities
NEWFIELD EXPL CO SR GLBL NT 26
T8W3X1PFLPW2YE0UIP44
2026-01-01
5.375000
5000.00
5658.64
Corporate Debt Securities
OCCIDENTAL PETE CORP SR GLBL NT 31
IM7X0T3ECJW4C1T7ON55
2031-01-01
6.125000
214000.00
260561.35
Corporate Debt Securities
1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 30
2030-10-15
4.000000
2914000.00
2842040.39
Corporate Debt Securities
ONEMAIN FINANCIAL CORPORATION SR GLBL NT 4%30
5493008I795YYBFWFU90
2030-09-15
4.000000
1800000.00
1761550.00
Corporate Debt Securities
ONEMAIN FINANCIAL CORPORATION SR GLBL NT3.5%27
5493008I795YYBFWFU90
2027-01-15
3.500000
100000.00
98984.72
Corporate Debt Securities
OPEN TEXT HLDGS INC SR GLBL 144A 30
2030-02-15
4.125000
1973000.00
2019324.40
Corporate Debt Securities
OUTFRONT MEDIA CAP / OUTFRONT SR GLBL 144A 27
2027-08-15
5.000000
503000.00
516972.22
Corporate Debt Securities
OWENS & MINOR INC SR GLBL 144A 29
549300LMT5KQQXCEZ733
2029-03-31
4.500000
350000.00
352143.75
Corporate Debt Securities
PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 25
2025-06-15
7.250000
100000.00
83948.61
Corporate Debt Securities
EQUITRANS MIDSTREAM CORP SR GLBL 144A 31
549300NELT611CL6XM83
2031-01-15
4.750000
1800000.00
1887700.00
Corporate Debt Securities
EMERA INC SUB COCO 76
NQZVQT2P5IUF2PGA1Q48
2076-06-15
6.750000
150000.00
180393.75
Corporate Debt Securities
ENDO DESIGNATED ACT CO / ENDO SR SEC GLBL 27
2027-07-31
9.500000
134000.00
136812.14
Corporate Debt Securities
ENTERCOM MEDIA CORP SR SEC GLBL 29
549300S5JUSXRHNCHD80
2029-03-31
6.750000
10000.00
9929.38
Corporate Debt Securities
EXELA INTERMEDIATE LLC SR SEC GLBL
2023-07-15
10.000000
45000.00
38875.00
Corporate Debt Securities
FMG RESOURCES AUGUST 2006 PTY SR 144A NT 31
549300EFD6S2NFE9D745
2031-04-01
4.375000
2137000.00
2181070.88
Corporate Debt Securities
FERRELLGAS ESCROW LLC / FG OPE SR GLBL 144A 29
2029-04-01
5.875000
4302000.00
4203352.75
Corporate Debt Securities
FIRST STUDENT BIDCO INC / FIRS SR SEC 144A NT29
2029-07-31
4.000000
30000.00
29751.27
Corporate Debt Securities
TENET HEALTHCARE CORP SR SEC GLBL 26
0W9AIBT6U6ADJ2I8HK17
2026-01-01
4.875000
428000.00
446801.68
Corporate Debt Securities
TENET HEALTHCARE CORP SR SEC GLBL 29
0W9AIBT6U6ADJ2I8HK17
2029-06-01
4.250000
768000.00
791888.00
Corporate Debt Securities
FORD MTR CO DEL SR GLBL DB7.4%46
20S05OYHG0MQM4VUIC57
2046-11-01
7.400000
250000.00
349772.22
Corporate Debt Securities
FORD MOTOR CREDIT COMPANY 4.14%23
UDSQCVRUX5BONN0VY111
2023-02-15
4.140000
2107000.00
2184390.11
Corporate Debt Securities
FREEPORT MCMORAN INC SR GLBL NT 28
549300IRDTHJQ1PVET45
2028-08-01
4.375000
748000.00
787789.44
Corporate Debt Securities
GFL ENVIRONMENTAL INC SR GLBL 144A 29
549300FYK4MBXWIVZU26
2029-08-15
4.375000
210000.00
210441.15
Corporate Debt Securities
GLP CAP LP/GLP FING II INC SR GLBL NT 4%31
2031-01-15
4.000000
6000.00
6423.15
Corporate Debt Securities
GPS HOSPITALITY HLDG CO LLC SR 144A NT 7%28
2028-08-15
7.000000
80000.00
77904.44
Corporate Debt Securities
GXO LOGISTICS INCORPORATED GLBL 144A NT 26
5493007CNWMXN78JRN66
2026-07-15
1.650000
96000.00
94844.40
Corporate Debt Securities
GENERAL ELECTRIC CO PERP JR SB GLBL
3C7474T6CDKPR9K6YT90
2099-12-31
3.446000
8142000.00
7972742.29
Corporate Debt Securities
GLOBAL MEDICAL RESPONSE INC SR SEC GLBL 25
549300ZFWD4ZFCEJCQ87
2025-10-01
6.500000
385000.00
383169.54
Corporate Debt Securities
GOLDEN NUGGET INC SR SB GLBL 25
91D14OD6M4H1RVBN7R43
2025-10-01
8.750000
16520000.00
17251927.78
Corporate Debt Securities
GOLDEN NUGGET INC SR GLBL 144A 24
91D14OD6M4H1RVBN7R43
2024-10-15
6.750000
455000.00
457532.08
Corporate Debt Securities
GOLDMAN SACHS GROUP INC PERP SUB GLBL NT
784F5XWPLTWKTBV3E584
2500-12-31
4.400000
97000.00
99857.19
Corporate Debt Securities
GREIF INC SR GLBL 144A 27
54930070FVGKR0Z1FI24
2027-03-01
6.500000
75000.00
78879.17
Corporate Debt Securities
CATALENT PHARMA SOLUTIONS INC SR GLBL 144A 29
549300HALRZ339MSTH85
2029-02-15
3.125000
99000.00
97330.23
Corporate Debt Securities
CENTENE CORP DEL SR GLBL NT2.5%31
549300Z7JJ4TQSQGT333
2031-03-01
2.500000
515000.00
502911.81
Corporate Debt Securities
CINEMARK USA INC SR GLBL 144A 28
54930008H2137JSCPQ09
2028-07-15
5.250000
3815000.00
3803713.96
Corporate Debt Securities
CITIGROUP INC TIER I PERP GLBL
6SHGI4ZSSLCXXQSBB395
2500-12-31
4.700000
2970000.00
3060197.25
Corporate Debt Securities
CITIGROUP INC PERP SUB GLBL -W
6SHGI4ZSSLCXXQSBB395
2500-12-31
4.000000
2545000.00
2616118.61
Corporate Debt Securities
CITIZENS FINL GROUP INC ALT TIER I PERP
2138004JDDA4ZQUPFW65
2500-12-31
6.375000
1337000.00
1412637.99
Corporate Debt Securities
CLEVELAND-CLIFFS INC NEW SR GLBL NT 27
549300TM2WLI2BJMDD86
2027-06-01
5.875000
3779000.00
4011985.85
Corporate Debt Securities
COEUR MNG INC SR GLBL 144A 29
5493003AVK173D48DR70
2029-02-15
5.125000
431000.00
422610.47
Corporate Debt Securities
COMMSCOPE HLDG CO INC 8.25%27
549300Z6K4JXMFE8QY54
2027-03-01
8.250000
293000.00
301289.46
Corporate Debt Securities
CONTINENTAL RES INC SR GLBL 144A 31
XXRTID9RYWOZ0UPIVR53
2031-01-15
5.750000
343000.00
416903.16
Corporate Debt Securities
CURO GROUP HOLDINGS CORP SR SEC GLBL 28
54930007KH8KCGJ4YE72
2028-08-01
7.500000
501000.00
519748.25
Corporate Debt Securities
DANA INC SR GLBL NT 28
KVWHW7YLZPFJM8QYNJ51
2028-06-15
5.625000
70000.00
75481.52
Corporate Debt Securities
DANA INC SR GLBL NT 30
KVWHW7YLZPFJM8QYNJ51
2030-09-01
4.250000
30000.00
30607.12
Corporate Debt Securities
DELTA AIR LINES INC SR GLBL NT 22
Q2CCMS6R0AS67HJMBN42
2022-03-15
3.625000
12000.00
12128.29
Corporate Debt Securities
DELTA AIR LINES INC SR GLBL NT3.8%23
Q2CCMS6R0AS67HJMBN42
2023-04-19
3.800000
70000.00
72587.59
Corporate Debt Securities
DELTA AIR LINES INC SR GLBL NT2.9%24
Q2CCMS6R0AS67HJMBN42
2024-10-28
2.900000
92000.00
93884.21
Corporate Debt Securities
DIAMOND SPORTS GROUP LLC / DIA SR GLBL 144A 27
2027-08-15
6.625000
22237000.00
6973924.70
Corporate Debt Securities
SERVICE CORP INTL SR GLBL NT 30
549300RKVM2ME20JHZ15
2030-08-15
3.375000
20000.00
19849.95
Corporate Debt Securities
SILGAN HOLDINGS INC SR GLBL NT 25
KAF673KJXD92C8KSLU49
2025-03-15
4.750000
430000.00
437333.89
Corporate Debt Securities
SIRIUS XM RADIO INC SR GLBL 144A 30
WP5O65E6BMU84LNO4227
2030-07-01
4.125000
336000.00
338795.80
Corporate Debt Securities
SIRIUS XM RADIO INC SR GLBL 144A 31
WP5O65E6BMU84LNO4227
2031-09-01
3.875000
17000.00
16599.78
Corporate Debt Securities
SIX FLAGS ENTERTAINMENT CORP. SR GLBL 144A 24
549300JYTDUAA4JQ3717
2024-07-31
4.875000
2559000.00
2615431.28
Corporate Debt Securities
SIX FLAGS ENTERTAINMENT CORP. SR GLBL 144A 27
549300JYTDUAA4JQ3717
2027-04-15
5.500000
52000.00
53801.22
Corporate Debt Securities
SKYWORKS SOLUTIONS INC SR GLBL NT 3%31
549300WZ3ORQ2BVKBD96
2031-06-01
3.000000
99000.00
101374.02
Corporate Debt Securities
SPIRIT AEROSYSTEMS INC SR GLBL NT4.6%28
ZD2NBKV6GCC3UMGBM518
2028-06-15
4.600000
56000.00
56188.84
Corporate Debt Securities
STANDARD INDS INC SR GLBL 144A 28
54930064UHXCIUWVI755
2028-01-15
4.750000
99000.00
103576.00
Corporate Debt Securities
STATION CASINOS LLC SR GLBL 144A 28
5493004E7Q60TX54WL62
2028-02-15
4.500000
679000.00
689728.20
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN CO B.V SR NT 2.95%22
549300Q840R30TDKVK53
2022-12-18
2.950000
96000.00
97750.53
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN NETH SR GLBL NT4.1%46
5493004T21MOAFINJP35
2046-10-01
4.100000
16115000.00
13386551.44
Corporate Debt Securities
TIME WARNER CABLE INC SR DEB 6.75%39
549300U5NFR7S6E3GM41
2039-06-15
6.750000
95000.00
132323.12
Corporate Debt Securities
TRANSDIGM INC 6.25%26
88Q84GB3X55CF5OC7582
2026-03-15
6.250000
60000.00
63180.53
Corporate Debt Securities
TRANSOCEAN INC SR GLBL 144A 27
DOL4HJ22ADYSIWES4H94
2027-01-30
11.500000
4761000.00
5052518.67
Corporate Debt Securities
TRIVIUM PACKAGING FIN B V SR SEC GLBL 26
724500GMZWW3PVYET548
2026-08-15
5.500000
440000.00
461474.44
Corporate Debt Securities
UBER TECHNOLOGIES INC SR GLBL 144A 29
549300B2FTG34FILDR98
2029-08-15
4.500000
500000.00
507937.50
Corporate Debt Securities
UNITED AIR LINES INC SR SEC GLBL 29
K1OQBWM7XEOO08LDNP29
2029-04-15
4.625000
57000.00
58883.77
Corporate Debt Securities
UNIVISION COMMUNICATIONS INC SR SEC GLBL 27
549300YQDE2JSGTL8V47
2027-06-01
6.625000
1395000.00
1541985.72
Corporate Debt Securities
BALL CORP SR GLBL NT 30
0BGI85ALH27ZJP15DY16
2030-08-15
2.875000
1658000.00
1603501.08
Corporate Debt Securities
BARCLAYS PLC ALT TIER I PERP
213800LBQA1Y9L22JB70
2500-12-31
6.125000
800000.00
888108.89
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 30
2030-03-01
4.750000
2081000.00
2166347.59
Corporate Debt Securities
CF INDS INC SR NT 5.15%34
5FVKT86LAD2F40NPC183
2034-03-15
5.150000
302000.00
369679.54
Corporate Debt Securities
CPI CG INCORPORATED SR SEC 144A NT26
2026-03-15
8.625000
50000.00
54527.08
Corporate Debt Securities
CARNIVAL CORP SR GLBL 144A 27
F1OF2ZSX47CR0BCWA982
2027-03-01
5.750000
3300000.00
3400695.83
Corporate Debt Securities
CARVANA CO SR GLBL 144A 27
5493003WEAK2PJ5WS063
2027-04-15
5.500000
6702000.00
6782684.63
Corporate Debt Securities
CARVANA CO SR GLBL 144A 29
5493003WEAK2PJ5WS063
2029-09-01
4.875000
1574000.00
1540372.15
Corporate Debt Securities
W. R. GRACE HOLDINGS LLC SR 144A NT 29
2029-08-15
5.625000
200000.00
203250.00
Corporate Debt Securities
WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28
2028-08-15
7.750000
75000.00
80964.79
Corporate Debt Securities
WOLVERINE ESCROW LLC SR SEC GLBL 26
2026-11-15
9.000000
99000.00
95015.25
Corporate Debt Securities
PBF HLDG CO LLC / PBF FIN CORP SR GLBL NT 6%28
2028-02-15
6.000000
74000.00
55672.67
Corporate Debt Securities
PDC ENERGY INC SR GLBL NT 26
5493008W8H2T511J5Y59
2026-05-15
5.750000
458000.00
483164.56
Corporate Debt Securities
PERFORMANCE FOOD GROUP CO SR GLBL 144A 27
549300OMUOGBYK0FFO76
2027-10-15
5.500000
54000.00
56555.22
Corporate Debt Securities
PILGRIMS PRIDE CORP SR GLBL 144A 27
549300ZSLGV64ZL3HD75
2027-09-30
5.875000
825000.00
874279.43
Corporate Debt Securities
RHP HOTEL PPTY/ RHP FINANCE SR GLBL NT 27
2027-10-15
4.750000
263000.00
269834.64
Corporate Debt Securities
RP ESCROW ISSUER LLC SR SEC 144A NT25
2025-12-15
5.250000
596000.00
611371.83
Corporate Debt Securities
RACKSPACE TECHNOLOGY GLOBAL SR GLBL 144A 28
549300QTYCKLMFSE8I97
2028-12-01
5.375000
1126000.00
1114286.47
Corporate Debt Securities
REALOGY GRP LLC/REALOGY CO SR GLBL 144A 23
2023-06-01
4.875000
864000.00
909396.00
Corporate Debt Securities
REALOGY GRP LLC/REALOGY CO SR GLBL 144A 29
2029-01-15
5.750000
3788000.00
3992139.53
Corporate Debt Securities
ROYAL CARIBBEAN GROUP SR 144A NT 26
K2NEH8QNVW44JIWK7Z55
2026-07-01
4.250000
1579000.00
1554883.85
Corporate Debt Securities
SBL HOLDINGS INC GLBL A 144A NT25
2025-05-13
7.000000
80000.00
82982.22
Corporate Debt Securities
SBA COMMUNICATIONS CORP SR GLBL NT 27
5299001HX8ZN8Y8QIT49
2027-02-15
3.875000
90000.00
93328.67
Corporate Debt Securities
NAVIENT CORPORATION FR 5.625%080133
54930067J0ZNOEBRW338
2033-08-01
5.625000
8000.00
7670.00
Corporate Debt Securities
SM ENERGY COMPANY SR GLBL NT 26
84BUTVXV5ODI6BXNMH43
2026-09-15
6.750000
75000.00
77493.75
Corporate Debt Securities
SUBURBAN PROPANE PARTNERS L P SR GLBL 144A 31
2031-06-01
5.000000
500000.00
523263.89
Corporate Debt Securities
NORTONLIFELOCK INC SR NT 3.95%22
YF6ZV0M6AU4FY94MK914
2022-06-15
3.950000
25000.00
25555.07
Corporate Debt Securities
T MOBILE USA INC SR GLBL NT 26
549300V2JRLO5DIFGE82
2026-02-15
2.250000
3196000.00
3230756.50
Corporate Debt Securities
T MOBILE USA INC SR GLBL NT 29
549300V2JRLO5DIFGE82
2029-02-15
2.625000
18000.00
17945.02
Corporate Debt Securities
T MOBILE USA INC GLBL NT 2.875%31
549300V2JRLO5DIFGE82
2031-02-15
2.875000
1231000.00
1233658.62
Corporate Debt Securities
T MOBILE USA INC SR GLBL NT 26
549300V2JRLO5DIFGE82
2026-04-15
2.625000
65000.00
66157.05
Corporate Debt Securities
GULFPORT ENERGY CORP SR GLBL NT 26
549300FJX18IDUFPHD40
2026-05-17
8.000000
8626688.00
9854955.84
Corporate Debt Securities
H B FULLER CO SR GLBL NT 28
JSMX3Z5FOYM8V0Q52357
2028-10-15
4.250000
97000.00
98494.07
Corporate Debt Securities
HCA INC. SR GLBL NT 28
L3CJ6J7LJ2DX62FTXD46
2028-09-01
5.625000
248000.00
293989.74
Corporate Debt Securities
HESS CORP SR NT 6%40
UASVRYNXNK17ULIGK870
2040-01-15
6.000000
55000.00
72196.48
Corporate Debt Securities
HESS MIDSTREAM OPERATIONS LP SR GLBL 144A 28
2028-06-15
5.125000
5097000.00
5398622.05
Corporate Debt Securities
HILTON DOMESTIC OPER CO INC SR GLBL 144A 32
5493003EG7H0N1E4XV50
2032-02-15
3.625000
99000.00
97317.14
Corporate Debt Securities
HUNTINGTON BANCSHARES INC ALT TIER I PERP
549300XTVCVV9I7B5T19
2500-12-31
5.700000
80000.00
82177.33
Corporate Debt Securities
ICAHN ENTERPRISES LP/CORP SR GLBL NT 25
2025-12-15
6.375000
1100000.00
1148102.08
Corporate Debt Securities
INN OF THE MTN GODS RESORT SR GLBL PIK NT23
2023-11-30
9.250000
14389.00
13916.96
Corporate Debt Securities
ALCOA NEDERLAND HLDG B V 6.125%28
5493000UL1QLQLT1VQ42
2028-05-15
6.125000
250000.00
275550.69
Corporate Debt Securities
ALGECO SCOTSMAN GLOBAL FIN 2 SR GLBL 144A 23
549300DKNLS2PJY6WU80
2023-08-15
10.000000
635000.00
663610.28
Corporate Debt Securities
AMBAC ASSURANCE CORP PERP SR SEC 144A
549300RYYRVPPB8NC636
2500-12-31
5.100000
16712192.00
17415643.93
Corporate Debt Securities
VIRGIN MEDIA SECD FIN PLC SR SEC GLBL 30
213800X3RLP4NOTPY579
2030-08-15
4.500000
1004000.00
1013287.00
Corporate Debt Securities
VODAFONE GROUP PLC SUB GLBL NT 81
213800TB53ELEUKM7Q61
2081-06-04
4.125000
2517000.00
2552526.41
Corporate Debt Securities
VOYA FINANCIAL INC JR SB NT 4.7%48
549300T065Z4KJ686G75
2048-01-23
4.700000
87000.00
92589.17
Corporate Debt Securities
WMG ACQUISITION CORP SR SEC GLBL 31
549300NAS11NXI33CP80
2031-02-15
3.000000
75000.00
73400.00
Corporate Debt Securities
THE ADT CORPORATION GLBL NT 4.125%23
5493009JEEDYLVRA0J13
2023-06-15
4.125000
90000.00
95039.47
Corporate Debt Securities
AMC ENTMT HLDGS INC SR SEC GLBL 25
549300ZO77UNR6NRBR11
2025-04-15
10.500000
1100000.00
1182866.67
Corporate Debt Securities
SEALED AIR CORPORATION SR 144A NT 23
Q0M0CZB4YN6JZ65WXI09
2023-04-01
5.250000
99000.00
103364.25
Corporate Debt Securities
BCPE ULYSSES INTER INC SUB GLBL PIK 27
2027-04-01
7.750000
2358000.00
2242264.12
Corporate Debt Securities
TALLGRASS ENERGY PARTNERS LP/ SR GLBL 144A 28
2028-01-15
5.500000
20646000.00
21025657.00
Corporate Debt Securities
TALLGRASS ENERGY PARTNERS LP/ SR GLBL 144A 27
2027-03-01
6.000000
40000.00
41986.67
Corporate Debt Securities
TEGNA INC SR GLBL NT 5%29
549300YC5EDBGX85AO10
2029-09-15
5.000000
1685000.00
1717690.87
Corporate Debt Securities
WOLVERINE ESCROW LLC SR SEC GLBL 24
2024-11-15
8.500000
56000.00
54178.44
Corporate Debt Securities
WOLVERINE WORLD WIDE INC SR GLBL 144A 29
549300OVC7PK14LQ8D87
2029-08-15
4.000000
315000.00
313648.65
Corporate Debt Securities
WORLDWIDE MEDIA SVCS GROUP INC SR NT ZRO 144A24
549300HHMR7FVMMSB136
2024-12-01
0.00
55000000.00
54587500.00
Corporate Debt Securities
WYNN LAS VEGAS LLC / WYNN SR 144A NT5.5%25
2025-03-01
5.500000
200000.00
205772.22
Corporate Debt Securities
WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 29
2029-10-01
5.125000
1586000.00
1600251.97
Corporate Debt Securities
XHR LP SR SEC GLBL 25
549300M88BPT83ZL2164
2025-08-15
6.375000
37000.00
39519.85
Corporate Debt Securities
XEROX HOLDINGS CORP SR GLBL 144A 28
5493000Y33XDVO2CXC18
2028-08-15
5.500000
340000.00
347855.89
Corporate Debt Securities
YAMANA GOLD INC SR 144A NT 31
54930002VY22NXG01418
2031-08-15
2.630000
90000.00
88448.72
Corporate Debt Securities
ENDO DESIGNATED ACT CO / ENDO SR SEC GLBL 27
2027-07-31
9.500000
180000.00
183777.50
Corporate Debt Securities
NEWS CORP NEW SR GLBL 144A 29
549300ITS31QK8VRBQ14
2029-05-15
3.875000
20000.00
20756.64
Corporate Debt Securities
HARBOUR ENERGY PLC SR 144A NT5.5%26
213800YPC42DYBKVPF97
2026-10-15
5.500000
1000000.00
1007590.56
Corporate Debt Securities
HEALTHEQUITY INC SR GLBL 144A 29
529900LRJU1RAFQHM467
2029-10-01
4.500000
200000.00
203025.00
Corporate Debt Securities
HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29
2029-06-01
5.000000
5000.00
5194.44
Corporate Debt Securities
ILIAD HLDG S A S SR SEC 144A NT26
9695009PXA7OI9NXN582
2026-10-15
6.500000
1407000.00
1453671.75
Corporate Debt Securities
LABL INC SR 144A NT 29
5493004FUZN8R6Y3VB98
2029-11-01
8.250000
105000.00
104081.25
Corporate Debt Securities
AT HOME GROUP INC SR 144A NT 29
2029-07-15
7.125000
35000.00
34467.90
Corporate Debt Securities
SVB FINANCIAL GROUP PERP SUB GLBL NT
549300D2KJ20JMXE7542
2500-12-31
4.250000
3805000.00
3819756.00
Corporate Debt Securities
SVB FINANCIAL GROUP PERP NT 4.7%
549300D2KJ20JMXE7542
2500-12-31
4.700000
1049000.00
1067494.45
Corporate Debt Securities
SWF ESCROW ISSUER CORP SR 144A NT6.5%29
2029-10-01
6.500000
6455000.00
6194963.91
Corporate Debt Securities
STRATHCONA RESOURCES LIMITED SR 144A NT 26
549300MK8E4L4BHGLO91
2026-08-01
6.875000
50000.00
50570.31
Corporate Debt Securities
OCCIDENTAL PETE CORP SR NT 8.45%29
IM7X0T3ECJW4C1T7ON55
2029-02-15
8.450000
5000.00
6211.85
Corporate Debt Securities
MICHAEL KORS USA INC CR SEN SR GLBL24
549300MIBZ1H6BCOET19
2024-11-01
4.500000
50000.00
53800.00
Corporate Debt Securities
MOZART DEBT MERGER SUB INC SR SEC 144A NT29
2029-04-01
3.875000
8015000.00
7995178.46
Corporate Debt Securities
MOZART DEBT MERGER SUB INC SR 144A NT 29
2029-10-01
5.250000
3000000.00
3057935.00
Corporate Debt Securities
180 MED INC SR 144A NT 29
254900ZB648OPWVFVX59
2029-10-15
3.875000
1933000.00
1961739.95
Corporate Debt Securities
ONEMAIN FINANCIAL CORPORATION SR GLBL NT 28
5493008I795YYBFWFU90
2028-09-15
3.875000
95000.00
93368.45
Corporate Debt Securities
GLOBAL CASH ACCESS INC SR GLBL 144A 29
5299006DK5S7BG10K532
2029-07-15
5.000000
50000.00
51847.22
Corporate Debt Securities
T MOBILE USA INC SR 144A NT3.5%31
549300V2JRLO5DIFGE82
2031-04-15
3.500000
847000.00
880499.79
Corporate Debt Securities
TRI POINTE HOMES INC GLBL NT 5.7%28
2028-06-15
5.700000
99000.00
109654.05
Corporate Debt Securities
CORPORACION NACIONAL DEL COBRE REGS BD 3.7%50
549300UVMBCBCIPSUI70
2050-01-30
3.700000
2450000.00
2515408.19
Corporate Debt Securities
MICHAEL KORS USA INC CR SEN SR GLBL24
549300MIBZ1H6BCOET19
2024-11-01
4.500000
235000.00
252860.00
Corporate Debt Securities
SERVICE CORP INTL SR GLBL NT 4%31
549300RKVM2ME20JHZ15
2031-05-15
4.000000
85000.00
88482.64
Corporate Debt Securities
SMITHFIELD FOODS INC SR 144A NT 31
CVTIPZRZJC0JQEZLL598
2031-09-13
2.625000
75000.00
72566.56
Corporate Debt Securities
SOUTHWESTERN ENERGY CO SR GLBL NT 30
EFWMP121W54QV9MGOP87
2030-03-15
5.375000
160000.00
170209.44
Corporate Debt Securities
STERICYCLE INC SR GLBL 144A 24
B8PTJH2P0AXSWSMP2136
2024-07-15
5.375000
250000.00
261064.44
Corporate Debt Securities
UNIFRAX ESCROW ISSUER CORPORA 144A NT 5.25%28
2028-09-30
5.250000
339000.00
341281.19
Corporate Debt Securities
VEON HLDGS B V SR GLBL 144A 24
5493000XDKGUH5NQGE22
2024-06-16
4.950000
200000.00
215939.50
Corporate Debt Securities
AIR CDA INC SR SEC GLBL 26
4B4HI3CGXMBDC0G6BM51
2026-08-15
3.875000
537000.00
548221.06
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 34
2034-01-15
4.250000
5100000.00
5006405.08
Corporate Debt Securities
WEATHERFORD INTL LTD BERMUDA SR SEC GLBL 28
549300A2JKMG5PGOGF82
2028-09-15
6.500000
100000.00
105773.61
Corporate Debt Securities
WEATHERFORD INTL LTD BERMUDA SR GLBL 144A 30
549300A2JKMG5PGOGF82
2030-04-30
8.625000
96000.00
98446.00
Corporate Debt Securities
PGT INNOVATIONS INC SR GLBL 144A 29
549300LRW9WM59C1S579
2029-10-01
4.375000
140000.00
139195.49
Corporate Debt Securities
PRA GROUP INC SR GLBL 144A 29
549300Q5HW3JSSB86K27
2029-10-01
5.000000
23000.00
22801.94
Corporate Debt Securities
PILGRIMS PRIDE CORP SR GLBL 144A 32
549300ZSLGV64ZL3HD75
2032-03-01
3.500000
250000.00
252885.42
Corporate Debt Securities
GOLDMAN SACHS GROUP INC PERP GLBL NT
784F5XWPLTWKTBV3E584
2500-12-31
4.125000
11966000.00
12046770.50
Corporate Debt Securities
BX TRUST 2019-OC11 E 20411211 FLT
2041-12-11
4.075460
200000.00
201687.96
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2018-BCON E 20310107 FLT
2031-01-07
3.755700
1100000.00
1109772.51
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2007-A6
2037-12-25
2.637400
9704180.00
5185.62
Private Label Collateralized Mortgage Obligations
FLAGSTAR MTG TRUST 2021-11INV A-4 20511125 FLT
2051-11-25
2.500000
50000000.00
50456622.22
Private Label Collateralized Mortgage Obligations
FLAGSTAR MTG TRUST 2021-11INV A-11 20511125 FLT
2051-11-25
0.900000
18992400.00
18993900.40
Private Label Collateralized Mortgage Obligations
RALI SERIES 2008-QR1 TRUST
2036-08-25
6.000000
7800000.00
4087073.63
Private Label Collateralized Mortgage Obligations
OBX TRUST 2021-INV2 A-11 20511025 FLT
2051-10-25
0.948000
4380200.00
4380455.51
Private Label Collateralized Mortgage Obligations
Y
2022-01-27
2022-01-27
2022-04-18
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0057
508539273.56
508539273.56
0.0067
N
N
N
Y
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 0.200000%
549300LCO2FLSSVFFR64
0000050916
ARP0RIOM1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
TOYOTA MOTOR CORP SR GLBL NT 24
5493006W3QUS5LMH6R84
2024-07-02
2.358000
5243000.00
5490173.37
Corporate Debt Securities
BAYER US FIN II LLC SR 144A NT 48
529900XWNEXYNJ3X6T40
2048-06-25
4.875000
785000.00
996755.06
Corporate Debt Securities
BROADCOM INC SR GLBL 144A 35
549300WV6GIDOZJTV909
2035-11-15
3.137000
1418000.00
1398767.71
Corporate Debt Securities
HCA INC. SR SEC GLBL NT51
L3CJ6J7LJ2DX62FTXD46
2051-07-15
3.500000
3658000.00
3742168.55
Corporate Debt Securities
ABBVIE INC GLBL NT 3.25%22
FR5LCKFTG8054YNNRU85
2022-10-01
3.250000
3676000.00
3751055.75
Corporate Debt Securities
LYB INTERNATIONAL FIN III LLC SR GLBL NT 40
2040-10-01
3.375000
785000.00
817502.93
Corporate Debt Securities
ALBERTA PROV SR GLBL BD3.3%28
LQPXMHHNJKIPJYE53543
2028-03-15
3.300000
5000.00
5522.17
Corporate Debt Securities
BK OF AMERICA CORP PERP GLBL -Z NT
9DJT3UXIJIZJI4WXO774
2500-12-31
6.500000
1000.00
1108.58
Corporate Debt Securities
BK OF AMERICA CORP FR 2.972%072152
9DJT3UXIJIZJI4WXO774
2052-07-21
2.972000
7993000.00
8110980.23
Corporate Debt Securities
BANK IRELAND GROUP PLC GLBL 144A NT 27
635400C8EK6DRI12LJ39
2027-09-30
2.029000
1193000.00
1181838.86
Corporate Debt Securities
PROVINCE OF QUEBEC SR GLBL QZ NT 30
549300WN65YFEQH74Y36
2030-05-28
1.350000
14000.00
13642.61
Corporate Debt Securities
REYNOLDS AMERICAN INC SR GLBL NT 23
02S2RPPVO9RP4NEU2740
2023-09-15
4.850000
558000.00
602750.36
Corporate Debt Securities
ROYALTY PHARMA PLC SR GLBL NT 50
549300FGFN7VOK8BZR03
2050-09-02
3.550000
499000.00
497238.95
Corporate Debt Securities
SABINE PASS LIQUEFACTION LLC SR SEC GLBL NT23
549300KJYBG7C6WJYZ11
2023-04-15
5.625000
2301000.00
2436799.27
Corporate Debt Securities
SKYMILES IP LTD & DELTA AIR LI SR SEC 144A 28
2028-10-20
4.750000
300000.00
334883.25
Corporate Debt Securities
STERIS IRISH FINCO UNLIMITED SR GLBL NT2.7%31
2031-03-15
2.700000
1020000.00
1036585.20
Corporate Debt Securities
STERIS IRISH FINCO UNLIMITED SR GLBL NT 51
2051-03-15
3.750000
1506000.00
1654496.62
Corporate Debt Securities
TAKEDA PHARMACEUTICAL CO LTD SR GLBL NT 30
549300ZLMVP4X0OGR454
2030-03-31
2.050000
200000.00
195016.28
Corporate Debt Securities
TRANSCANADA PIPELINE STRIP SR NT 4.625%34
5BV01I6231JPDAPMGH09
2034-03-01
4.625000
4600000.00
5445486.39
Corporate Debt Securities
TRUIST FINL CORP PERP SUB GLBL -Q
549300DRQQI75D2JP341
2500-12-31
5.100000
35000.00
39662.58
Corporate Debt Securities
UNION PAC CORP GLBL 144A NT 60
549300LMMRSZZCZ8CL11
2060-03-20
3.839000
3000.00
3553.80
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 43
2S72QS2UO2OESLG6Y829
2043-09-15
6.550000
8102000.00
12656989.41
Corporate Debt Securities
VERIZON COMMUNICATIONS INC 144A NT 2.355%32
2S72QS2UO2OESLG6Y829
2032-03-15
2.355000
1842000.00
1818627.32
Corporate Debt Securities
VODAFONE GROUP PLC SR GLBL NT 25
213800TB53ELEUKM7Q61
2025-05-30
4.125000
1000.00
1113.70
Corporate Debt Securities
BANK NOVA SCOTIA B C GLBL COCO 23
L3I9ZG2KFGXZ61BMYR72
2023-09-15
0.599234
20000.00
20108.65
Corporate Debt Securities
BP CAP MKTS AMER INC GLBL NT 3.001%52
5493009NTB34VXE1T760
2052-03-17
3.001000
1465000.00
1452080.41
Corporate Debt Securities
BRIGHTHOUSE FINL INC SR GLBL NT4.7%47
5493003T8SZSHOGGAW52
2047-06-22
4.700000
20000.00
23127.01
Corporate Debt Securities
BRITISH COLUMBIA PROV CDA SR-BCUSG8 BD2%22
54930058TO7MEKUHWL16
2022-10-23
2.000000
5000.00
5081.72
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27
2027-01-15
3.875000
271000.00
297136.44
Corporate Debt Securities
CALIFORNIA INSTITUTE OF TECH -2019 BD 3.65%19
549300CITPNHOTVPHC04
2119-09-01
3.650000
80000.00
93554.44
Corporate Debt Securities
CARRIER GLOBAL CORPORATION GLBL NT 3.577%50
549300JE3W6CWY2NAN77
2050-04-05
3.577000
2144000.00
2317845.53
Corporate Debt Securities
CINCINNATI BELL INC NEW SR GLBL 144A 24
549300JYVZOCUJOHL272
2024-07-15
7.000000
2000.00
2077.94
Corporate Debt Securities
CONOCOPHILLIPS GLBL 144A NT 48
WPTL2Z3FIYTHSP5V2253
2048-08-15
4.850000
5000.00
6672.20
Corporate Debt Securities
EXELON CORP SR NT 7.6%32
3SOUA6IRML7435B56G12
2032-04-01
7.600000
1556000.00
2220538.21
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR GLBL NT 4%55
L2Z2MO2EQURH3BREWI15
2055-09-15
4.000000
150000.00
160144.33
Corporate Debt Securities
EDISON INTL SR GLBL NT 28
549300I7ROF15MAEVP56
2028-03-15
4.125000
9408000.00
10103172.80
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC GTD SRNT 5.70%42
5493004LGN656HWLDA30
2042-02-15
5.700000
2000.00
2677.19
Corporate Debt Securities
FRANCISCAN MISSIONARIES OUR 2019B BD3.914%49
254900OPFK0OOKZFLV35
2049-07-01
3.914000
8000.00
9479.43
Corporate Debt Securities
ALLY FINL INC SR NT 8%31
549300JBN1OSM8YNAI90
2031-11-01
8.000000
129000.00
189909.36
Corporate Debt Securities
GLENCORE FDG LLC SR 144A NT 51
213800STG1QDNBY87K49
2051-09-23
3.375000
2011000.00
1955868.44
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL FL NT 23
784F5XWPLTWKTBV3E584
2023-02-23
0.880750
1062000.00
1070803.10
Corporate Debt Securities
HCA INC. SR SEC GLBL NT47
L3CJ6J7LJ2DX62FTXD46
2047-06-15
5.500000
26000.00
34824.20
Corporate Debt Securities
AT&T INC SR GLBL NT 46
549300Z40J86GGSTL398
2046-05-15
4.750000
107000.00
132568.60
Corporate Debt Securities
HBOS PLC MEDIUM TERM SR NT FR 6%110133
213800RS21X7UUH5QU25
2033-11-01
6.000000
722000.00
958921.89
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL COCO 29
MLU0ZO3ML4LN2LL2TL39
2029-08-17
2.206000
247000.00
243624.00
Corporate Debt Securities
HYDRO-QUEBEC SR DEB 8.05%24
6THEVG93PYJH84S4D167
2024-07-07
8.050000
2430000.00
2938488.30
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 24
549300PDHUGWPWGOT525
2024-09-01
4.250000
2395000.00
2604028.95
Corporate Debt Securities
KROGER CO SR GLBL NT 46
6CPEOKI6OYJ13Q6O7870
2046-10-15
3.875000
21000.00
23610.24
Corporate Debt Securities
LINCOLN NATL CORP IND LW TIER II 67
EFQMQROEDSNBRIP7LE47
2067-04-20
2.171500
1990000.00
1747305.32
Corporate Debt Securities
M & T BK CORP SR GLBL FL NT 2
549300WYXDDBYRASEG81
2023-07-26
0.804880
8000.00
8075.34
Corporate Debt Securities
MANUFACTURER AND TRADERS VR 051817-051822
WWB2V0FCW3A0EE3ZJN75
2022-05-18
0.734500
290000.00
291385.91
Corporate Debt Securities
MACQUARIE GROUP LIMITED FR 3.189%112823
ACMHD8HWFMFUIQQ8Y590
2023-11-28
3.189000
1196000.00
1242184.84
Corporate Debt Securities
PROVINCE OF MAN D N PROV NT SR GLBL GP DB 26
5493003QILFOB3JRKE30
2026-06-22
2.125000
35000.00
36550.73
Corporate Debt Securities
MARRIOTT INTL INC NEW CR SEN SR GLBL31
225YDZ14ZO8E1TXUSU86
2031-04-15
2.850000
7000.00
7057.67
Corporate Debt Securities
MCDONALDS CORP FR 3.7%013026
UE2136O97NLB5BYP9H04
2026-01-30
3.700000
327000.00
358629.80
Corporate Debt Securities
MICRON TECHNOLOGY INC SR GLBL NT 30
B3DXGBC8GAIYWI2Z0172
2030-02-15
4.663000
587000.00
675628.23
Corporate Debt Securities
MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 30
353800V2V8PUY9TK3E06
2030-02-25
2.559000
220000.00
223594.65
Corporate Debt Securities
MONTEFIORE MED CTR NEW YORK SR -2020B BD 50
2050-09-01
4.287000
482000.00
503939.11
Corporate Debt Securities
MORGAN STANLEY FR 2.484%091636
IGJSJL3JD5P30I6NJZ34
2036-09-16
2.484000
793000.00
771356.65
Corporate Debt Securities
NETAPP INC SR GLBL NT2.7%30
QTX3D84DZDD5JYOCYH15
2030-06-22
2.700000
3934000.00
4046256.69
Corporate Debt Securities
NEWMONT CORP SR NT 4.875%42
549300VSP3RIX7FGDZ51
2042-03-15
4.875000
5000.00
6335.74
Corporate Debt Securities
NISSAN MOTOR CO LTD SR GLBL 144A 30
353800DRBDH1LUTNAY26
2030-09-17
4.810000
5851000.00
6534816.12
Corporate Debt Securities
NISSAN MTR ACCEP CO LLC FR 1.85%091626
7D6DIU2QXTUJRFNNJA49
2026-09-16
1.850000
515000.00
503659.56
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD 22
C7PVKCRGLG18EBQGZV36
2022-05-18
2.250000
63000.00
64321.90
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD2.3%26
C7PVKCRGLG18EBQGZV36
2026-06-15
2.300000
529000.00
556778.38
Corporate Debt Securities
PPL CAP FDG INC JR SB GLBL 67
549300MROK5WY0D2NU17
2067-03-30
2.796500
118000.00
113545.82
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR NT 4.75%44
1HNPXZSMMB7HMBMVBS46
2044-02-15
4.750000
3806000.00
3973631.04
Corporate Debt Securities
DEUTSCHE BK AG N Y SNR NPF GLBL
7LTWFZYICNSX8D621K86
2024-09-18
2.222000
1114000.00
1137895.98
Corporate Debt Securities
Y
2021-12-03
2021-12-03
2022-01-19
Y
RBC CAPITAL MARKETS LLC
1.0000
35
N
N
N
0.0011
97020800.68
97020800.68
0.0013
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 0.300000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0RJ3O8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MORGAN STANLEY CAP 2006-NC4 A-2C 20360625 FLT
2036-06-25
0.389250
20000000.00
512261.86
Asset-Backed Securities
CWABS INC 2005-BC4 M-8 20350425 FLT
2035-04-25
2.039250
3000000.00
3040654.75
Asset-Backed Securities
OAKTOWN RE 2021-7 LTD B-1 20340425 FLT
2034-04-25
4.450000
1383424.00
1383935.64
Asset-Backed Securities
OCTAGON INVESTMENT PARTR 18-R E 20310416 FLT
2031-04-16
8.372250
1000000.00
918238.19
Asset-Backed Securities
SHACKLETON CLO LTD 2013-3R F-R 20300715 FLT
549300S9WB2KLCOJR134
2030-07-15
8.143750
1318000.00
1081612.76
Asset-Backed Securities
STRUCTURED ASSET SECS 2006-W1 A5 20360825 FLT
2036-08-25
0.399250
4243000.00
4124180.56
Asset-Backed Securities
TRALEE CLO VI LTD 2019-6 E 20321025 FLT
5493008UP9ZP8RMZTC21
2032-10-25
7.873880
250000.00
249538.72
Asset-Backed Securities
WELLS FARGO HEQ 2004-2 M-7 20341025 FLT
2034-10-25
4.589250
19500000.00
1758163.76
Asset-Backed Securities
Z CAP CR PRNTS CLO 2015-1 E 20270716 FLT
2027-07-16
6.092250
2806969.00
2550528.58
Asset-Backed Securities
FREMONT HM LN TR 2005-E M1 20360125 FLT
2036-01-25
0.764250
5000000.00
4644749.58
Asset-Backed Securities
FIRST FRANKLIN MTG 2004-FF3 M-1 20340525 FLT
2034-05-25
0.914250
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Asset-Backed Securities
GALAXY XXI CLO 2015-21R F-R 20310421 FLT
549300BW4412X0TZDD77
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7.381500
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1144245.60
Asset-Backed Securities
HSI ASSET SEC TR 2007-HE1 I-A 20370125 FLT
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0.229250
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Asset-Backed Securities
HSI ASSET SEC TR 2007-HE1 II-A-3 20370125 FLT
2037-01-25
0.279250
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Asset-Backed Securities
ICG US CLO 2014-2RR F-RR 20310115 FLT
635400O9MVLOIBCDSR77
2031-01-15
7.543750
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886711.94
Asset-Backed Securities
LEHMAN ABS MTG LN TR 2007-1 2-A3 20370625 FLT
2037-06-25
0.319250
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4021456.35
Asset-Backed Securities
MASTR SPEC LN TR 2006-03 A 20460725 FLT
2046-07-25
0.349250
93989000.00
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Asset-Backed Securities
MIDWEST BANK OF WESTERN ILLINOIS MONMOUTH IL
54930034HUS73O8CWR90
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7.123750
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Asset-Backed Securities
MORGAN STANLEY CAP 2005-WMC5 M-6 20350625 FLT
2035-06-25
1.139250
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Asset-Backed Securities
ACCREDITED MTG LN TR 2007-1 M-2 20370225 FLT
2037-02-25
0.359250
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Asset-Backed Securities
ACE SECS HEQ 2005-HE2 M-6 20350425 FLT
2035-04-25
1.214250
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Asset-Backed Securities
AMERIQUEST MTG SECS 2006-R1 M-3 20360325 FLT
2036-03-25
0.749250
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Asset-Backed Securities
AVERY POINT IV CLO 2014-4 E 20260427 FLT
549300RWY6OWBAXCT467
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4.723880
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Asset-Backed Securities
BAYVIEW FINANCIAL TR 2006-D M-1 20361228 FLT
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0.625130
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Asset-Backed Securities
BEAR STEARNS ABS TR 2006-AQ1 I-2A 20361025 FLT
2036-10-27
0.229250
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Asset-Backed Securities
BELLEMEADE RE 2021-2 LTD B-1 20310625 FLT
2031-06-25
4.198670
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Asset-Backed Securities
CWABS INC 2006-22 2-A-4 20350625 FLT
2035-06-25
0.309250
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Asset-Backed Securities
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2037-03-25
0.569250
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Asset-Backed Securities
CWABS INC 2005-AB4 1-A 20360325 FLT
2036-03-25
0.569250
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Asset-Backed Securities
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2035-11-25
1.229250
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CWABS INC 2006-12 1-A 20361225 FLT
2036-12-25
0.349250
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549300XF11BHS5IOB463
2037-05-25
1.439250
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2037-06-25
0.289250
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549300YV4DIC30VMKL37
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4.972250
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CITICORP RES MTG TR 2006-2 M-2 20360925 FLT
2036-09-25
5.224230
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Asset-Backed Securities
ELMWOOD 2019-1R CLO LTD F-R 20331020 FLT
2033-10-20
9.111500
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Asset-Backed Securities
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2036-02-25
0.824250
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Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-2 A-4 20330125 FLT
635400VQIBXGEB9ZUC59
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2033-10-25
5.548670
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Asset-Backed Securities
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2034-10-25
1.964250
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Asset-Backed Securities
PREFERRED TERM SECS 2003 B1 20331224 FLT
2033-12-24
1.740000
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Asset-Backed Securities
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5493008ABAJEYBWITR69
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6.980880
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Asset-Backed Securities
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2036-07-25
0.614250
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Asset-Backed Securities
RENAISSANCE HEQ 2005-3 M-1 20351125 FLT
2035-11-25
5.256000
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Asset-Backed Securities
SAXON ASSET SEC TR 2006-3 A-4 20361125 FLT
2036-11-25
0.329250
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Asset-Backed Securities
SECURITIZED ASSET REC 2005-FR4 M-2 20360125 FLT
2036-01-25
1.049250
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Asset-Backed Securities
STRUCTURED ASSET SECS 2006-WF1 M6 20360225 FLT
2036-02-25
0.884250
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Asset-Backed Securities
STRUCTURED ASSET SECS 2005-NC2 M7 20350525 FLT
2035-05-25
1.139250
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Asset-Backed Securities
Y
2021-12-03
2021-12-03
2022-01-20
Y
BNP Paribas SA
1.0000
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N
N
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Y
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N
N
COREVEST AMER FIN TR 2019-2 D 20520617 4.2
2052-06-17
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Asset-Backed Securities
COREVEST AMER FIN TR 2019-2 E 20520617 FLT
2052-06-17
5.185700
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Asset-Backed Securities
MARLETTE FUNDING TR 2021-2 D 20310915 2.1
2031-09-15
2.160000
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Asset-Backed Securities
GRAND AVENUE CRE CLO 2019-FL1 E 20370615 FLT
2037-06-15
3.385880
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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
GREYSTONE CRE LTD 2021-FL3 E 20390715 FLT
2039-07-15
2.840250
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Asset-Backed Securities
CEDAR FUNDING CLO LTD 2013-2 SUB 20300610 FLT
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Asset-Backed Securities
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2038-04-16
2.885880
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Asset-Backed Securities
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2029-05-15
2.940250
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Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD C 20360215 FLT
2036-02-15
2.440250
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Asset-Backed Securities
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2029-10-15
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Asset-Backed Securities
AMMC CLO 21 LTD 2017-21 SUB NT 20301104 FLT
549300DYK366J47FIO80
2030-11-04
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Asset-Backed Securities
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2038-08-19
2.577000
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Asset-Backed Securities
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Asset-Backed Securities
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2026-10-09
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Asset-Backed Securities
AREIT TRUST 2019-CRE3 D 20360915 FLT
2036-09-15
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Asset-Backed Securities
AMSR 2020-SFR5 TR G 20371119 4.1
2037-11-19
4.112000
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Asset-Backed Securities
ARES CLO LTD 2017-45 SUB 20301004 FLT
549300VFCO6SQG8OL714
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Asset-Backed Securities
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549300ECLIGB6OZRBA51
2029-10-15
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Asset-Backed Securities
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549300HKB0UTKU91DG08
2031-04-21
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Asset-Backed Securities
COLONY AMER FIN 2016-2 E 20481118 FLT
2048-11-18
8.250000
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Asset-Backed Securities
CSMC 2021-RPL1 TRUST A-1 20600927 FLT
2060-09-27
1.667730
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Asset-Backed Securities
CARLYLE GL MKT STS CLO 2013-3 SUB 20250715 FLT
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2025-07-15
0.00
1371000.00
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Asset-Backed Securities
FCCCATSKILL PARK CLO 17-1 SUB 20290420 FLT
549300QY7L9WFVGWC115
2029-04-20
0.00
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Asset-Backed Securities
VENTURE XVIII CLO 2014-18R SUB 20291015 FLT
549300MWRVTJN0X3KI79
2029-10-15
0.00
7500000.00
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Asset-Backed Securities
VENTURE XXV CLO 2016-25 SUB 20290420 FLT
549300A6M3BR8FZNXO79
2029-04-20
0.00
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Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUB NT 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.00
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Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUBFEE 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.100000
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Asset-Backed Securities
CIFC FUNDING LTD 2014-II INC 20260524 FLT
549300O8WGQU5B6HEB94
2026-05-24
0.00
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Asset-Backed Securities
CIFC FDG 2013 I LTD
549300PC4RPZFE70AI24
2025-04-16
0.00
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Asset-Backed Securities
TABERNA PREF FDG I 2005-1 E 20350705 FLT
2035-07-05
3.283130
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Asset-Backed Securities
TYRON PARK CLO LTD 2013 SUB 20250715 FLT
2025-07-15
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Asset-Backed Securities
HOME PARTN AMER TR 2020-1 F 20370717 FLT
2037-07-17
6.480380
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Asset-Backed Securities
VMC FINANCE 2019-FL3 A-S 20360917 FLT
2036-09-17
1.485880
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Asset-Backed Securities
VMC FIN LL 2021-FL4 A-S 20360618 FLT
2036-06-18
1.530380
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Asset-Backed Securities
VMC FIN LL 2021-FL4 C 20360618 FLT
2036-06-18
2.330380
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Asset-Backed Securities
AVERY PT III INV LTD
2025-01-18
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Asset-Backed Securities
CIFC FUNDING LTD 2014-III INC NT 20260722 FLT
2026-07-22
0.00
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Asset-Backed Securities
ICG US CLO LTD 2014-3R SUB 20270125 FLT
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2027-01-25
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Asset-Backed Securities
ICG US CLO LTD 2018-1 SUB 20310421 FLT
2031-04-21
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Asset-Backed Securities
MAGNETITE VII LTD 2012-7 SUB NT 20250115 FLT
2025-01-15
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Asset-Backed Securities
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Asset-Backed Securities
YORK CLO 2 LTD
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Asset-Backed Securities
AMMC CLO XII LTD 2013-12 SUB 20250510 FLT
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Asset-Backed Securities
ANCHORAGE CAP CLO 9 2016-9 SUB 20290116 FLT
2029-01-16
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Asset-Backed Securities
APIDOS CLO XXVII 2017-27 SUB 20300717 FLT
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HIGHBRIDGE LN MGMT 2014-3 SUB 20290718 FLT
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Asset-Backed Securities
HOME PARTN AMER TR 2017-1 F 20340719 FLT
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Asset-Backed Securities
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Asset-Backed Securities
HOME PARTN AMER TR 2018-1 F 20370717 FLT
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Asset-Backed Securities
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Asset-Backed Securities
TRTX ISSUER LTD 2019-FL3 E 20341017 FLT
2034-10-17
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Asset-Backed Securities
TRICON AMERICN HM TR 2020-SFR1 F 20380719 4.8
2038-07-19
4.882000
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Asset-Backed Securities
UPLAND CLO LTD 2016 SUB 20280420 FLT
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Asset-Backed Securities
VCP CLO LTD 2021-2 A-1 20310415 FLT
2031-04-15
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Asset-Backed Securities
LCM XV LTD 2014-15 INC 20240826 FLT
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Asset-Backed Securities
PFP LTD 2019-6 C 20370416 FLT
2037-04-16
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Asset-Backed Securities
PROGRESS RES TR 2019-SFR3 G 20360918 4.1
2036-09-18
4.116000
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Asset-Backed Securities
CLNC 2019-FL1 D 20350817 FLT
2035-08-17
3.064480
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Asset-Backed Securities
STWD LTD 2021-FL2 E 20380416 FLT
2038-04-16
3.635880
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Asset-Backed Securities
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549300JNS8TBD8XLZ117
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5.927860
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Asset-Backed Securities
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2048-11-18
5.927860
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Asset-Backed Securities
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2049-06-17
6.326150
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Asset-Backed Securities
GPMT LTD 2018-FL1 B 20351121 FLT
2035-11-21
1.635630
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Asset-Backed Securities
GPMT LTD 2018-FL1 D 20351121 FLT
2035-11-21
3.035630
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Asset-Backed Securities
EATON VANCE CLO 2019-1 SUB 20310415 FLT
5493007R7GEORNX00105
2031-04-15
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Asset-Backed Securities
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549300BOE42FYBAXFR86
2031-07-15
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Asset-Backed Securities
ELMWOOD CLO LTD 2019-1 SUB 20300422 FLT
2030-04-22
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Asset-Backed Securities
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2036-12-18
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Asset-Backed Securities
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2036-12-18
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Asset-Backed Securities
STWD MORTGAGE TR 2019-FL1 LTD C 20380715 FLT
2038-07-15
2.114480
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Asset-Backed Securities
EAGLE RE LTD 2019-1 M-1B 20290425 FLT
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1.889250
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EATON VANCE CLO 2020-1 LTD SUB 20301015 FLT
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2030-10-15
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Asset-Backed Securities
EATON VANCE CLO LTD 2015-1 SUB 20261020 FLT
5493008YP5U5LTXAO749
2026-10-20
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Asset-Backed Securities
PROGRESS RESI TR 2020-SFR2 E 20370618 5.1
2037-06-18
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Asset-Backed Securities
RADNOR RE LTD 2018-1 M-2 20280325 FLT
549300ED4YNDE7SVU538
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Asset-Backed Securities
REPUBLIC FIN ISS TR 2019-A A 20271122 3.4
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Asset-Backed Securities
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Asset-Backed Securities
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2059-11-25
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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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Asset-Backed Securities
LOANCORE ISSUER LTD 2019-CRE2 C 20360515 FLT
2036-05-15
2.090250
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Asset-Backed Securities
LOANCORE ISSUER LTD 2019-CRE2 D 20360515 FLT
2036-05-15
2.540250
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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
FIRSTKEY HOMES TR 2020-SFR1 G 20370819 4.7
2037-08-19
4.781000
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Asset-Backed Securities
FIRSTKEY HOMES TR 2021-SFR1 F1 20380819 3.2
2038-08-19
3.238000
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Asset-Backed Securities
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2033-10-24
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Asset-Backed Securities
STAR 2021-SFR1 E 20380419 FLT
2038-04-19
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Asset-Backed Securities
GPMT LTD 2019-FL2 D 20360221 FLT
2036-02-21
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Asset-Backed Securities
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2036-02-15
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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
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Asset-Backed Securities
AIG CLO 2020-1 LLC
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2038-11-17
2.335880
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Asset-Backed Securities
MAGNETITE XX LTD 2018-20 SUB NT 20310421 FLT
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2031-04-21
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2038-11-18
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Asset-Backed Securities
VOLT 2021-NPL4 LLC A-1 20510327 FLT
2051-03-27
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Asset-Backed Securities
BXMT 2020-FL2 LTD B 20380218 FLT
2038-02-18
1.564480
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Asset-Backed Securities
ENTERPRISE FLEET FIN 2021-1 A-1 20220321 0.1
2022-03-21
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Asset-Backed Securities
REPUBLIC FINAE ISSE TR 2020-A A 20301120 2.4
2030-11-20
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Asset-Backed Securities
PROGRESS RES TR 2021-SFR9 F 20401119 4.0
2040-11-19
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REPUBLIC FIN ISS TR 2019-A B 20271122 3.9
2027-11-22
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Asset-Backed Securities
LFT CRE 2021-FL1 LLC B 20390615 FLT
2039-06-15
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Asset-Backed Securities
COREVEST AMER FIN TR 2019-3 E 20521018 FLT
2052-10-18
4.749800
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Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 B 20510616 4.0
2051-06-16
4.003000
750000.00
770178.33
Private Label Collateralized Mortgage Obligations
BSREP COMM MTG TR 2021-DC F 20380816 FLT
2038-08-16
2.941000
1000000.00
998636.72
Private Label Collateralized Mortgage Obligations
MORGAN STAN CAP I TR 2019-PLND G 20360515 FLT
2036-05-15
3.740000
5000000.00
4518862.22
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2014-GC26 D 20471113 FLT
549300V3F4KBEWHAZP46
2047-11-13
4.509380
3000000.00
2044641.89
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 C 20510616 4.3
2051-06-16
4.369000
1250000.00
1322066.39
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2020-1 E 20500317 FLT
2050-03-17
4.671060
100000.00
104600.90
Private Label Collateralized Mortgage Obligations
BX TR 2019-IMC F 20340417 FLT
2034-04-17
2.990000
6290000.00
6242093.96
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2014-UBS5 D 20470912 3.4
2047-09-12
3.495000
6000000.00
4986662.00
Private Label Collateralized Mortgage Obligations
MBRT 2019-MBR G 20361117 FLT
2036-11-17
2.990000
509987.00
506718.38
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-1 D 20520315 4.8
2052-03-15
4.818000
4950000.00
5397600.45
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-1 E 20520315 FLT
2052-03-15
5.488700
381000.00
417164.52
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2014-LC16 D 20500817 3.9
549300PX4QZK7CUM8D08
2050-08-17
3.938000
1049987.00
139714.30
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-NXS3 B 20570917 FLT
549300ZVNWG0TX42H716
2057-09-17
4.499800
600000.00
654017.91
Private Label Collateralized Mortgage Obligations
Y
2022-02-01
2022-02-01
2022-04-25
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0068
304861770.95
304861770.95
0.0040
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 0.240000%
549300HN4UKV1E2R3U73
0001675365
ARP0RJHH8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
JPMORGAN CHASE & CO SR GLBL NT 27
8I5DZWZKVSZI1NUHU748
2027-09-22
1.470000
75000.00
73726.56
Corporate Debt Securities
PETRONAS ENERGY CANADA LIMITED FR 2.112%032328
5493001PEB90YGTDC638
2028-03-23
2.112000
250000.00
249725.50
Corporate Debt Securities
STATE STR CORP SR GLBL NT 23
549300ZFEEJ2IP5VME73
2023-05-15
2.653000
4878000.00
4995100.73
Corporate Debt Securities
PETRONAS CAPITAL LTD FR 3.404%042861
549300G7YFX3540OYR85
2061-04-28
3.404000
200000.00
205878.91
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT 2.7%23
8I5DZWZKVSZI1NUHU748
2023-05-18
2.700000
1639000.00
1707075.86
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT FIX/FLT 2
8I5DZWZKVSZI1NUHU748
2028-05-01
3.540000
145000.00
158881.33
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL NT 29
8I5DZWZKVSZI1NUHU748
2029-01-23
3.509000
250000.00
272219.33
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL NT 24
8I5DZWZKVSZI1NUHU748
2024-07-23
3.797000
2462000.00
2611481.15
Corporate Debt Securities
JPMORGAN CHASE & CO 4.203%29
8I5DZWZKVSZI1NUHU748
2029-07-23
4.203000
1581000.00
1792171.01
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL NT 29
8I5DZWZKVSZI1NUHU748
2029-12-05
4.452000
313000.00
361965.09
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL NT 30
8I5DZWZKVSZI1NUHU748
2030-05-06
3.702000
519000.00
576827.07
Corporate Debt Securities
JPMORGAN CHASE & CO GLBL NT 2.739%3
8I5DZWZKVSZI1NUHU748
2030-10-15
2.739000
1166000.00
1198875.56
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL NT 28
8I5DZWZKVSZI1NUHU748
2028-06-01
2.182000
175000.00
177700.33
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL NT 26
8I5DZWZKVSZI1NUHU748
2026-11-19
1.045000
250000.00
244943.61
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL NT 27
8I5DZWZKVSZI1NUHU748
2027-02-04
1.040000
203000.00
197800.27
Corporate Debt Securities
JPMORGAN CHASE & CO GLBL NT 1.578%2
8I5DZWZKVSZI1NUHU748
2027-04-22
1.578000
516000.00
511473.05
Corporate Debt Securities
JPMORGAN CHASE & CO GLBL NT 2.58%32
8I5DZWZKVSZI1NUHU748
2032-04-22
2.580000
1500000.00
1512992.50
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL NT 29
8I5DZWZKVSZI1NUHU748
2029-06-01
2.069000
240000.00
240176.61
Corporate Debt Securities
NORTHERN TR CORP SUB NT 3.95%25
549300GLF98S992BC502
2025-10-30
3.950000
6975000.00
7848132.44
Corporate Debt Securities
PNC FINL SVCS GROUP INC PERP GLBL -R NT
CFGNEKW0P8842LEUIA51
2500-12-31
4.850000
30000.00
31378.17
Corporate Debt Securities
PETRONAS CAPITAL LTD FR 4.55%042150
549300G7YFX3540OYR85
2050-04-21
4.550000
3200000.00
3987587.56
Corporate Debt Securities
STATE STR CORP SR SB GLBL NT 34
549300ZFEEJ2IP5VME73
2034-11-01
3.031000
1890000.00
2017776.49
Corporate Debt Securities
SUMITOMO MITSUI FIN GRP INC LW TIER II 30
35380028MYWPB6AUO129
2030-09-23
2.142000
4680000.00
4507925.76
Corporate Debt Securities
TRUIST BK CHARLOTTE N C FR 3.3%051526
JJKC32MCHWDI71265Z06
2026-05-15
3.300000
292000.00
319241.65
Corporate Debt Securities
US BANCORP FR 3%073029
N1GZ7BBF3NP8GI976H15
2029-07-30
3.000000
1611000.00
1723474.65
Corporate Debt Securities
US BANCORP FR 2.95%071522
N1GZ7BBF3NP8GI976H15
2022-07-15
2.950000
1161000.00
1189667.67
Corporate Debt Securities
MINERA MEXICO S A DE C V SR GLBL REGS 50
2050-01-26
4.500000
9997000.00
11137907.62
Corporate Debt Securities
PETRONAS CAPITAL LTD FR 3.125%031822
549300G7YFX3540OYR85
2022-03-18
3.125000
200000.00
202457.81
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 3%103028
WFLLPEPC7FZXENRZV188
2028-10-30
3.000000
125000.00
136024.58
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 3.3%082329
WFLLPEPC7FZXENRZV188
2029-08-23
3.300000
136000.00
149019.28
Corporate Debt Securities
CREDIT SUISSE AG NEW YORK FR 3.625%090924
549300D0YARF5HYP1809
2024-09-09
3.625000
825000.00
885583.65
Corporate Debt Securities
CREDIT SUISSE AG NEW YORK FR 2.95%040925
549300D0YARF5HYP1809
2025-04-09
2.950000
2407000.00
2539045.35
Corporate Debt Securities
PETRONAS CAPITAL LTD FR 4.8%042160
549300G7YFX3540OYR85
2060-04-21
4.800000
300000.00
396491.00
Corporate Debt Securities
GRUPO TELEVISA S A B SR GLBL NT 46
549300O4AF0C816ILN62
2046-01-31
6.125000
7943000.00
11086619.86
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT 3.3%26
8I5DZWZKVSZI1NUHU748
2026-04-01
3.300000
819000.00
877604.91
Corporate Debt Securities
JPMORGAN CHASE & CO 3.96%27
8I5DZWZKVSZI1NUHU748
2027-01-29
3.960000
76000.00
83636.48
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL NT 41
8I5DZWZKVSZI1NUHU748
2041-04-22
3.109000
100000.00
103410.45
Corporate Debt Securities
JPMORGAN CHASE & CO GLBL NT 0.563%2
8I5DZWZKVSZI1NUHU748
2025-02-16
0.563000
67000.00
66387.06
Corporate Debt Securities
JPMORGAN CHASE & CO GLBL NT 0.969%2
8I5DZWZKVSZI1NUHU748
2025-06-23
0.969000
200000.00
199346.30
Corporate Debt Securities
JPMORGAN CHASE & CO GLBL NT 0.768%2
8I5DZWZKVSZI1NUHU748
2025-08-09
0.768000
6656000.00
6582686.38
Corporate Debt Securities
ENDURANCE SPECIALTY HLDGS LTD SR NT 4.7%22
2022-10-15
4.700000
1405000.00
1455745.48
Corporate Debt Securities
PNC BK N A PITTSBURGH PA DISC FR 4.2%110125
AD6GFRVSDT01YPT1CS68
2025-11-01
4.200000
9252000.00
10441868.88
Corporate Debt Securities
SA GLOBAL SUKUK LTD SR GLBL 144A 26
5493007DFAVKU7UOGR47
2026-06-17
1.602000
2500000.00
2482860.00
Corporate Debt Securities
SAUDI ARABIAN OIL CO FR 2.25%112430
5586006WD91QHB7J4X50
2030-11-24
2.250000
565000.00
553207.04
Corporate Debt Securities
STATE STR CORP SR SB NT 3.1%23
549300ZFEEJ2IP5VME73
2023-05-15
3.100000
7494000.00
7891873.11
Corporate Debt Securities
STATE STR CORP 3.776%24
549300ZFEEJ2IP5VME73
2024-12-03
3.776000
3815000.00
4116017.91
Corporate Debt Securities
VALE OVERSEAS LTD SR NT 6.875%39
254900BA3U6G5DNV5V04
2039-11-10
6.875000
8020000.00
10915414.93
Corporate Debt Securities
WIPRO IT SERVICES LLC GLBL 144A NT 26
549300S6XZZ65F0EJS98
2026-06-23
1.500000
944000.00
933077.92
Corporate Debt Securities
CONTROLADORA MABE S A DE C V SR GLBL REGS 28
549300TVP7EHIDGWNR87
2028-10-23
5.600000
10360000.00
11853532.13
Corporate Debt Securities
CORPORACION INMOBILIARIA VESTA SR GLBL REGS 31
4469000001BIRIFZJ959
2031-05-13
3.625000
13629000.00
13464978.77
Corporate Debt Securities
TRANSPORTADORA DE GAS DEL PERU SR GLBL REGS 28
529900SKHHNI5HVI0Y66
2028-04-30
4.250000
12069000.00
13195423.24
Corporate Debt Securities
BAIDU INC SR GLBL NT 31
254900AL64IANZYI1E02
2031-08-23
2.375000
550000.00
527364.29
Corporate Debt Securities
CREDIT SUISSE AG NEW YORK FR 1.25%080726
549300D0YARF5HYP1809
2026-08-07
1.250000
1034000.00
1013079.88
Corporate Debt Securities
DNB BANK ASA FR 1.605%033028
549300GKFG0RYRRQ1414
2028-03-30
1.605000
250000.00
245988.23
Corporate Debt Securities
Y
2021-12-03
2021-12-03
2022-01-24
Y
BOFA SECURITIES INC
1.0000
35
N
N
N
0.0011
145045619.90
145045619.90
0.0019
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.430000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RJTT9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
TASKUS INC CLASS A COM
549300VFPOK2Y6GLWE32
2500-12-31
N/A
316722.00
18800617.92
Equities
TIM S A SPONSORED ADR
2500-12-31
N/A
453360.00
4519999.20
Equities
SNAP INC CL A
549300JNC0L6VP8A2Q35
2500-12-31
N/A
242793.00
13205511.27
Equities
SQUARESPACE INC CLASS A
549300T4QP7KELU8ST60
2500-12-31
N/A
183915.00
7231537.80
Equities
TALKSPACE INC COM
2500-12-31
N/A
62301.00
221168.55
Equities
ITIQUIRA ACQUISITION CORP CL A SHS
2500-12-31
N/A
36122.00
351467.06
Equities
ITHAX ACQUISITION CORP CL A SHS
2500-12-31
N/A
36362.00
353802.26
Equities
JACK CREEK INVESTMENT CORP CL A SHS
2500-12-31
N/A
38516.00
376686.48
Equities
L CATTERTON ASIA ACQUISITION CLASS A ORD SHS
2500-12-31
N/A
26209.00
254227.30
Equities
LEVERE HOLDINGS CORP CLASS A ORD SHS
2500-12-31
N/A
36664.00
357474.00
Equities
VECTOIQ ACQUISITION CORP II COM CL A
2500-12-31
N/A
36224.00
354632.96
Equities
WESTPORT FUEL SYSTEMS INC COM NEW
549300ZBKJ4TMPXRB502
2500-12-31
N/A
19451.00
65355.36
Equities
WISDOMTREE TR EURO QTLY DIV GR
549300LSUB2LB4VM4S72
2500-12-31
N/A
9901.00
333159.74
Equities
ZYMEWORKS INC COM
894500AHOYAGYLYZJL67
2500-12-31
N/A
149084.00
3406569.40
Equities
ATOTECH LTD COM
2500-12-31
N/A
784668.00
18800645.28
Equities
DEEP LAKE CAPITAL ACQUSTN CORP CL A SHS
2500-12-31
N/A
39712.00
386794.88
Equities
ALPHA METALLURGICAL RESOUR INC COM
2500-12-31
N/A
142533.00
8936819.10
Equities
AMARIN CORP PLC SPONS ADR NEW
5493009JFIGUFEVPK217
2500-12-31
N/A
759897.00
3548718.99
Equities
ANZU SPECIAL ACQUISITIN CORP I COM CL A
2500-12-31
N/A
17820.00
173210.40
Equities
BERKSHIRE HATHAWAY INC DEL CL A
5493000C01ZX7D35SD85
2500-12-31
N/A
43.00
18758728.50
Equities
CORVUS PHARMACEUTICALS INC COM
549300I3AVJ8F75NCX65
2500-12-31
N/A
178919.00
826605.78
Equities
DBX ETF TR XTRACKERS FTSE
5493004R7279B88U0M47
2500-12-31
N/A
3490.00
112464.90
Equities
DIGITAL TRANSFORMATN OPT CORP CLASS A COM
2049-01-01
N/A
40280.00
3923.27
Equities
ELEDON PHARMACEUTICALS INC COM
549300S17CAM13O43606
2500-12-31
N/A
71365.00
354684.05
Equities
TB SA ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
7906.00
76688.20
Equities
TIO TECH A CLASS A ORD SHS
9845003AFE50FBFE3940
2500-12-31
N/A
25640.00
248708.00
Equities
VALOR LATITUDE ACQUISITN CORP CLASS A ORD SHS
2500-12-31
N/A
5572.00
54494.16
Equities
TRANSOCEAN LTD REG SHS
529900QO4W5DQGBGEF32
2500-12-31
N/A
5081256.00
18800647.20
Equities
SIMILARWEB LTD SHS
254900GWO7PNBAYCPJ12
2500-12-31
N/A
130389.00
2529546.60
Equities
FIRST TR EXCHANGE TRADED FD II INDXX NAT RE ETF
549300KWMZFB7D6MQ189
2500-12-31
N/A
541.00
7179.07
Equities
FIVE POINT HOLDINGS LLC COM CL A
2500-12-31
N/A
75870.00
572818.50
Equities
FORUM MERGER IV CORP CLASS A COM
2500-12-31
N/A
29742.00
289389.66
Equities
FOXWAYNE ENTERPRIS AQSTN CORP COM CL A
2500-12-31
N/A
6855.00
68001.60
Equities
FRANKLIN STR PPTYS CORP COM
549300STLK2T6QY5WO82
2500-12-31
N/A
115220.00
539229.60
Equities
FRANKLIN TEMPLETON ETF TR LIBERTYQ GBL
2500-12-31
N/A
2586.00
92575.96
Equities
GORES HLDGS VIII INC CL A
2500-12-31
N/A
57304.00
564444.40
Equities
GORES HOLDINGS VII INC COM CL A
2500-12-31
N/A
22977.00
226553.22
Equities
GULFPORT ENERGY CORP COMMON SHARES
549300FJX18IDUFPHD40
2500-12-31
N/A
8714.00
731714.58
Equities
INVESCO EXCH TRADED FD TR II MSCI GBL TIMBR
549300EVYFD47KRVXK49
2500-12-31
N/A
155.00
5654.40
Equities
JMP GROUP LLC COM
549300RVM9B0BWD4MH68
2500-12-31
N/A
58266.00
436995.00
Equities
MGM GROWTH PPTYS LLC CL A COM
549300E2UGIBHWE12262
2500-12-31
N/A
466744.00
18800448.32
Equities
NEWBURY STREET ACQUISITN CORP COM
2500-12-31
N/A
4481.00
43689.75
Equities
NEXPOINT REAL ESTATE FIN INC COM
2500-12-31
N/A
63254.00
1304930.02
Equities
PIERIS PHARMACEUTICALS INC COM
254900AJDH8PAOOI5T33
2500-12-31
N/A
175288.00
822100.72
Equities
RESOLUTE FST PRODS INC COM
2500-12-31
N/A
63648.00
789871.68
Equities
DANAOS CORPORATION SHS
734IM3DNDNT36T7YTD24
2500-12-31
N/A
61653.00
4560472.41
Equities
KENON HLDGS LTD SHS
254900N5LVBX92GMVN72
2500-12-31
N/A
4319.00
173537.42
Equities
FIFTH WALL ACQUISITN CORP III CLASS A ORD SHS
2500-12-31
N/A
55084.00
545331.60
Equities
EDOC ACQUISITION CORP CL A
2500-12-31
N/A
6985.00
71037.45
Equities
HOLLYSYS AUTOMATION TCHNGY LTD SHS
2549008FKCB1PSUOZ583
2500-12-31
N/A
139786.00
2738407.74
Equities
TEKKORP DIGITAL ACQUISITN CORP CL A
2500-12-31
N/A
21936.00
214972.80
Equities
TUATARA CAPITAL ACQUISITN CORP CL A SHS
2500-12-31
N/A
28476.00
276217.20
Equities
TZP STRATEGIES ACQUISTN CORP CL A SHS
2500-12-31
N/A
37976.00
368746.96
Equities
VICKERS VANTAGE CORP I SHS
2500-12-31
N/A
10456.00
105291.92
Equities
VECTOR ACQUISITION CORP II CL A SHS
2500-12-31
N/A
19730.00
192762.10
Equities
YUNHONG INTL CL A SHS
2500-12-31
N/A
274565.00
2826646.68
Equities
ADC THERAPEUTICS SA SHS
2500-12-31
N/A
36488.00
1048300.24
Equities
ADECOAGRO S A COM
529900Q00UR5LFELO811
2500-12-31
N/A
99277.00
885550.84
Equities
CNH INDL N V SHS
549300WGC2HZ5J67V817
2500-12-31
N/A
715132.00
12479053.40
Equities
FIRST TR EXCHANGE TRADED FD II IPOX EUROPE EQ
549300K6WIW5LLWGNV26
2500-12-31
N/A
2270.00
74081.68
Equities
FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR
549300WUIGPBH8M3GP87
2500-12-31
N/A
785.00
23899.33
Equities
FIRST TR EXCH TRD ALPHDX FD II BRAZIL ALPHADEX
549300ZH7AWOCM3H6I62
2500-12-31
N/A
11380.00
131887.37
Equities
FIRST TR EXCHANGE-TRADED FD VI EMERGING MKTS
549300H5H50JELOPN794
2500-12-31
N/A
484.00
23305.81
Equities
FLEXSHARES TR INTL QLTDV DEF
549300UQED61R4X2PE69
2500-12-31
N/A
2531.00
60737.42
Equities
FRANKLIN TEMPLETON ETF TR LIBERTYQ EMERG
549300WUBOCTWL6PGW95
2500-12-31
N/A
1490.00
46140.38
Equities
FRANKLIN TEMPLETON ETF TR LIBERTYQ EQUTY
549300JHHNB9812HZJ73
2500-12-31
N/A
132.00
5377.88
Equities
FRANKLIN TEMPLETON ETF TR FTSE SAUDI ARB
549300JHXHA1YOKDTF39
2500-12-31
N/A
391.00
14453.00
Equities
FRANKLIN TEMPLETON ETF TR FTSE AUSTRALIA
54930046370UAXVTMD60
2500-12-31
N/A
3157.00
99871.38
Equities
GENFIT S A ADS
969500XPWN2DMZQA5X73
2500-12-31
N/A
7782.00
27081.36
Equities
GERDAU SA SPON ADR REP PFD
254900YDV6SEQQPZVG24
2500-12-31
N/A
2276688.00
10950869.28
Equities
GLENFARNE MERGER CORP CLASS A COM
2500-12-31
N/A
14004.00
136118.88
Equities
GLOBAL X FDS CHINA INOVATION
549300M0WIQYVSLI3748
2500-12-31
N/A
1335.00
25650.16
Equities
GLOBAL X FDS CHINA BIOTECHINV
549300FG1QKEEHYYX653
2500-12-31
N/A
1759.00
27302.49
Equities
GLOBAL X FDS MSCI GREECE ETF
549300B7LODJBKXXYU77
2500-12-31
N/A
28619.00
822796.25
Equities
GLOBAL X FDS MSCI CHINA UTL
5493005TCNSNTNLTE240
2500-12-31
N/A
1407.00
27316.76
Equities
GRUPO SUPERVIELLE S.A. SPONSORED ADR
549300IQJL3KLZ3IYQ14
2500-12-31
N/A
64540.00
149732.80
Equities
GUILD HLDGS CO CL A
2500-12-31
N/A
16055.00
223032.85
Equities
GUINNESS ATKINSON FDS SMARTETFS ASIA
5493006E0KSEBGDM0P72
2500-12-31
N/A
354.00
6255.18
Equities
GUINNESS ATKINSON FDS SMARTETFS ADVER
549300QF3M5T2X6BFE86
2500-12-31
N/A
484.00
14166.15
Equities
HIGHLAND FDS I HI LD IBOXX SRLN
254900KZ9XGLUQ76VB43
2500-12-31
N/A
7901.00
126416.00
Equities
HUDSON EXECUTIVE INVS CORP II COM CL A
2500-12-31
N/A
15600.00
152256.00
Equities
IMARA INC COM
2500-12-31
N/A
69197.00
252569.05
Equities
IMPACT SHS TR I SUS DV GGE ETF
2500-12-31
N/A
534.00
15470.78
Equities
INDEXIQ ETF TR IQ S&P HGH YLD
2500-12-31
N/A
5546.00
138705.46
Equities
INTERPRIVATE IV INFRATECH PRTN CLASS A COM
2500-12-31
N/A
8273.00
80744.48
Equities
INVESCO EXCH TRADED FD TR II FTSE INTL LOW
5493005I65PFO0XN9U48
2500-12-31
N/A
552.00
16976.76
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2021 MUNI
549300L84601864M3N62
2500-12-31
N/A
3602.00
90770.40
Equities
INVESCO EXCH TRD SLF IDX FD TR BULLSHS 21 USD
549300O3MGIPKSPU4280
2500-12-31
N/A
640.00
15936.00
Equities
ISHARES INC ASIA/PAC DIV ETF
549300N95BUB668QTS61
2500-12-31
N/A
3027.00
114753.27
Equities
ISHARES TR MSCI EMG MKT ETF
549300BPYHDEDI59G670
2500-12-31
N/A
363856.00
18800439.52
Equities
ISHARES TR JPX NIKKEI 400
5493006E0V3ITSKLLV81
2500-12-31
N/A
2169.00
158502.06
Equities
ISHARES TR MSCI INTL SZE FT
549300VZXW6L50HMRY89
2500-12-31
N/A
5383.00
172893.35
Equities
ISHARES TR MSCI UN KNGDOM
549300YNVRTNDI25ZP45
2500-12-31
N/A
4456.00
104977.57
Equities
ISHARES TR VIRTUAL WRK LIFE
549300BNJ15LJLD6G391
2500-12-31
N/A
1037.00
28218.01
Equities
ISHARES TR IBONDS 26 TRM TS
549300C67SIRC85IJH34
2500-12-31
N/A
1246.00
31567.41
Equities
KLUDEIN I ACQUISITION CORP CL A
2500-12-31
N/A
18990.00
186861.60
Equities
KRANESHARES TR BLOOMBERG CHIINA
549300T76GJMCJ0ZKO67
2500-12-31
N/A
1235.00
43132.37
Equities
KRANESHARES TR EMERGING MKTS
2500-12-31
N/A
571.00
16744.58
Equities
KRANESHARES TR MSCI ONE BELT
549300224X9BV37QDG14
2500-12-31
N/A
1169.00
37062.21
Equities
LATTICE STRATEGIES TR HARTFORD MLT SML
549300S8HLF0ZCUR8I52
2500-12-31
N/A
589.00
23143.69
Equities
LEGG MASON ETF INVT TR GLOBAL INFSTRU
549300NT2YJ3S0V4MG78
2500-12-31
N/A
1410.00
44993.10
Equities
LLOYDS BANKING GROUP PLC SPONSORED ADR
549300PPXHEU2JF0AM85
2500-12-31
N/A
956999.00
2603037.28
Equities
MEI PHARMA INC COM NEW
529900A43X33ON524197
2500-12-31
N/A
462232.00
1340472.80
Equities
MACQUARIE INFRASTR HOLD LLC COMMON UNITS
2500-12-31
N/A
49816.00
184319.20
Equities
MERCADOLIBRE INC COM
549300DKPDN9M5S8GB14
2500-12-31
N/A
11773.00
17858110.51
Equities
MERRIMACK PHARMACEUTICALS INC COM NEW
2500-12-31
N/A
22567.00
100197.48
Equities
NATIONAL GRID PLC SPONSORED ADR NE
8R95QZMKZLJX5Q2XR704
2500-12-31
N/A
288618.00
18800576.52
Equities
NOKIA CORP SPONSORED ADR
2500-12-31
N/A
3230340.00
18800578.80
Equities
NORTHERN LTS FD TR III CP HI YLD TRND
2500-12-31
N/A
3393.00
81235.55
Equities
NUTRIEN LTD COM
5493002QQ7GD21OWF963
2500-12-31
N/A
93016.00
6525072.40
Equities
ODONATE THERAPEUTICS INC COM
549300D50X5LSJ208C14
2500-12-31
N/A
63120.00
196934.40
Equities
ONCOCYTE CORP COM
549300BIYAW8GO410287
2500-12-31
N/A
568920.00
1934328.00
Equities
ORCHARD THERAPEUTICS PLC ADS
21380056R45ONMT94Z50
2500-12-31
N/A
19146.00
37717.62
Equities
PGIM ETF TR QMA STRGC ALPH
549300RP3OZSRHX2KH10
2500-12-31
N/A
8.00
495.30
Equities
PARTNER COMMUNICATIONS CO LTD ADR
529900P1P6RZ1NC37U33
2500-12-31
N/A
4214.00
21027.86
Equities
PENNSYLVANIA REAL ESTATE INVT SH BEN INT
5493001GPBXRIG8WJO70
2500-12-31
N/A
11909.00
20602.57
Equities
PERPETUA RESOURCES CORP COM
529900BQBMS383SEPY05
2500-12-31
N/A
53632.00
262260.48
Equities
PIMCO EQUITY SER RAFI DYN MULTI
2500-12-31
N/A
4695.00
141307.76
Equities
PIXELWORKS INC COM NEW
529900ORL14ENZ36HI70
2500-12-31
N/A
113529.00
466604.19
Equities
PROSHARES TR MSCI TRANFRMTNAL
549300T6OZWBESPF1K65
2500-12-31
N/A
2067.00
95498.29
Equities
PROPERTY SOLUTIONS ACQUISITION COM CL A
2500-12-31
N/A
4675.00
45487.75
Equities
PURPLE BIOTECH LTD SPONSORED ADS
5493008YRL2KK6TM3819
2500-12-31
N/A
110819.00
482062.65
Equities
EURODRY LTD COM
2138009ZI9CWYLH7NQ53
2500-12-31
N/A
4690.00
144170.60
Equities
KAROOOOO LTD ORD SHS
2500-12-31
N/A
9453.00
330760.47
Equities
FRONTIER ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
16120.00
156847.60
Equities
FTAC HERA ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
70148.00
684644.48
Equities
GLOBAL CORD BLOOD CORPORATION SHS
2500-12-31
N/A
106279.00
455936.91
Equities
GLOBAL PARTNER ACQISTN CORP II CL A SHS
2500-12-31
N/A
36284.00
353224.74
Equities
INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS
2500-12-31
N/A
25872.00
253028.16
Equities
DBX ETF TR XTRACKERS MSCI
549300HHK8O56L87LZ06
2500-12-31
N/A
2764.00
88503.83
Equities
TASTEMAKER ACQUISITION CORP COM CL A
2500-12-31
N/A
42802.00
420743.66
Equities
TEUCRIUM COMMODITY TR AGRICULTURE FD
2500-12-31
N/A
417.00
11234.48
Equities
TRANSAMERICA ETF TR DELTASHS S&P
549300CHOYI8JFLKTT86
2500-12-31
N/A
95.00
5231.61
Equities
TRICIDA INC COM
549300QVPFFJC8SZXG25
2500-12-31
N/A
249392.00
1144709.28
Equities
UBS AG LONDON BRANCH FI ENHANCD ETN
2500-12-31
N/A
80.00
18205.70
Equities
SCP & CO HEALTHCARE ACQUSTN CO COM CL A
2500-12-31
N/A
9928.00
96897.28
Equities
SPDR INDEX SHS FDS MSCI WRLD STRGIC
549300L6NXGVZIUJB982
2500-12-31
N/A
688.00
74470.08
Equities
SANDRIDGE ENERGY INC COM NEW
W1MKPVGS6I5155L7VV67
2500-12-31
N/A
32227.00
412183.33
Equities
SEQUANS COMMUNICATIONS S A SPONSORED ADS
969500G8ZIY1D601KJ66
2500-12-31
N/A
105923.00
473475.81
Equities
SIO GENE THERAPIES INC COMMON
529900F0GBLJ6D003G43
2500-12-31
N/A
983888.00
1889064.96
Equities
SMART SH GLOBAL LTD ADS
2500-12-31
N/A
144675.00
422451.00
Equities
STUDIO CITY INTL HLDGS LTD SPON ADS
2500-12-31
N/A
30533.00
259530.50
Equities
KAIROS ACQUISITION CORP CL A SHS
2500-12-31
N/A
18460.00
179800.40
Equities
KISMET ACQUISITION THREE CORP CL A SHARES
2026-02-22
N/A
24660.00
239448.60
Equities
LEAD EDGE GROWTH OPRTUNTS LTD COM
2500-12-31
N/A
18300.00
178242.00
Equities
MSD ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
17837.00
175694.45
Equities
MANCHESTER UTD PLC NEW ORD CL A
529900GWGZPE83MJOV59
2500-12-31
N/A
71646.00
1167829.80
Equities
MARLIN TECHNOLOGY CORP CL A SHS
2500-12-31
N/A
55508.00
540647.92
Equities
MALACCA STRAITS ACQUISITION CO COM CL A
2500-12-31
N/A
44160.00
438950.40
Equities
NOBLE ROCK ACQUISITION CORP CL A SHS
2500-12-31
N/A
25658.00
249652.34
Equities
OMEGA ALPHA SPAC CL A
2500-12-31
N/A
9477.00
92590.29
Equities
PANACEA ACQUISITION CORP II CL A SHS
2500-12-31
N/A
8223.00
79763.10
Equities
PLUM ACQUISITION CORP I CLASS A ORD SHS
2500-12-31
N/A
11564.00
112517.72
Equities
POWERED BRANDS CL A
2500-12-31
N/A
10190.00
99046.80
Equities
PROSPECTOR CAPITAL CORP CL A
2500-12-31
N/A
65088.00
635258.88
Equities
USCF ETF TR SUMMERHAVEN K1
549300C8PC4VASKYOM26
2500-12-31
N/A
1485.00
30154.86
Equities
UNIVERSAL TECHNICAL INST INC COM
2549003YOJGAZ0PVFV48
2500-12-31
N/A
131265.00
908353.80
Equities
VEON LTD SPONSORED ADR
5493008CA3NMHYEVT131
2500-12-31
N/A
4953104.00
10451049.44
Equities
VEONEER INC COM
54930082R4LTC7PERT23
2500-12-31
N/A
534869.00
18800645.35
Equities
VIRTUS ETF TR II NEWFLEET HIG YLD
2500-12-31
N/A
339.00
8293.64
Equities
WESTERN ASSET MTG CAP CORP COM
549300JOQRROR5SZYY83
2500-12-31
N/A
7800.00
19812.00
Equities
WESTWOOD HLDGS GROUP INC COM
2500-12-31
N/A
10998.00
188725.68
Equities
ABG ACQUISITION CORP I CL A SHS
2500-12-31
N/A
13188.00
128978.64
Equities
ALPHA CAPITAL ACQUISITION CO CL A ORD SHS
2500-12-31
N/A
11848.00
115281.04
Equities
BCLS ACQUISITION CORP COM CL A
2500-12-31
N/A
12648.00
125215.20
Equities
ARCLIGHT CLEAN TRANSITION II CLASS A ORD SHS
2500-12-31
N/A
20144.00
196806.88
Equities
BRIDGETOWN 2 HOLDINGS LTD CL A
2500-12-31
N/A
167273.00
1679420.92
Equities
BRILLIANT ACQUISITION CORP SHS
2500-12-31
N/A
6343.00
64635.17
Equities
BYTE ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
29488.00
287802.88
Equities
CORNER GROWTH ACQUISITION CORP CL A SHS
2500-12-31
N/A
43532.00
425742.96
Equities
COVA ACQUISITION CORP CL A SHS
2500-12-31
N/A
20300.00
198128.00
Equities
DHC ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
21004.00
204789.00
Equities
DUDDELL STREET ACQUISITN CORP CL A
213800ES9QGPFJR85C09
2500-12-31
N/A
28346.00
277507.34
Equities
ESTABLISHMENT LABS HLDGS INC COM
549300BCBQ714JNJ7V58
2500-12-31
N/A
91316.00
7256882.52
Equities
EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS
984500Y57CDE4CE7CC20
2500-12-31
N/A
4144.00
40072.48
Equities
AF ACQUISITION CORP CLASS A COM
2500-12-31
N/A
25642.00
248983.82
Equities
ADVISORSHARES TR DORSEY WRIGT ADR
549300J3T52TB0ZR4T50
2500-12-31
N/A
3106.00
202495.67
Equities
ALPINE INCOME PPTY TR INC COM
2500-12-31
N/A
10560.00
195782.40
Equities
AMPLIFY ETF TR PURE JR GLD MINE
5493008S3XMEVRBJ0O34
2500-12-31
N/A
1515.00
36299.40
Equities
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR
378900EF3BA9A5F42A59
2500-12-31
N/A
537444.00
10216810.44
Equities
ARLINGTON ASSET INVST CORP CL A NEW
549300LA9ZT7L8G7IT53
2500-12-31
N/A
2700.00
10449.00
Equities
ARROWROOT ACQUISITION CORP CL A COM
2500-12-31
N/A
33160.00
322646.80
Equities
ASLAN PHARMACEUTICALS LTD ADS
549300L9VD6FZWFBND47
2500-12-31
N/A
1227720.00
2001183.60
Equities
ATHLON ACQUISITION CORP COM CL A
2500-12-31
N/A
17908.00
174961.16
Equities
AVALO THERAPEUTICS INC COM
549300GPK6FPJ3X8SZ39
2500-12-31
N/A
581632.00
1372651.52
Equities
BARCLAYS BANK PLC ETN DJUBSLEAD 38
2500-12-31
N/A
107.00
5482.13
Equities
BARCLAYS BANK PLC ETN LKD 48
2500-12-31
N/A
229.00
10984.88
Equities
BAUSCH HEALTH COS INC COM
B3BS7ACMDUWISF18KY76
2500-12-31
N/A
681176.00
18800457.60
Equities
BIOLINERX LTD SPONSORED ADS
529900AKIOSC15Y63R18
2500-12-31
N/A
205342.00
589331.54
Equities
BLACKROCK ETF TRUST FUTURE INVTR ETF
54930021253XTS90XV35
2500-12-31
N/A
663.00
34828.58
Equities
BLACKROCK ETF TRUST FUTURE TECH ETF
5493003BYLV6T06B7M53
2500-12-31
N/A
5615.00
209785.95
Equities
BLACKROCK ETF TRUST FUTUR HEALTH ETF
549300QSHQQEGUGOU050
2500-12-31
N/A
1182.00
35089.32
Equities
BOXLIGHT CORP COM CL A
2500-12-31
N/A
803864.00
1720268.96
Equities
BRF SA SPONSORED ADR
254900MTXR9LUVQFU480
2500-12-31
N/A
158461.00
648105.49
Equities
BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS
30030029PAIA7JHF7N33
2500-12-31
N/A
6545.00
18195.10
Equities
BRIGHT LIGHTS ACQUISITION CORP COM CL A
2500-12-31
N/A
18572.00
181077.00
Equities
CARNIVAL PLC ADR
4DR1VPDQMHD3N3QW8W95
2500-12-31
N/A
923864.00
18800632.40
Equities
CENTRAL PUERTO S A SPONSORED ADR
2549005JLIWQ6B7VNR38
2500-12-31
N/A
18988.00
72913.92
Equities
CHINA LIFE INS CO LTD SPON ADR REP H
549300J6TFLDXGH6S048
2500-12-31
N/A
102871.00
910408.35
Equities
COLUMBIA ETF TR I SUSTNBLE INTL
549300AZD93FII3ZYW76
2500-12-31
N/A
689.00
18823.62
Equities
COLUMBIA ETF TR II INDIA CONSMR ETF
549300U1UWFK3M3QVP09
2500-12-31
N/A
3646.00
211406.02
Equities
CIA ENERGETICA DE MINAS GERAIS SPONSORED ADR
254900W703PXLDSEM056
2500-12-31
N/A
6027.00
19286.40
Equities
DD3 ACQUISITION CORP II COM CL A
2500-12-31
N/A
17215.00
172150.00
Equities
DEUTSCHE BK AG LONDON BRH DB GOLD DBL LNG
2500-12-31
N/A
8629.00
330170.56
Equities
DEUTSCHE BK AG LONDON BRH GOLD DOUBLE SHOR
2500-12-31
N/A
4902.00
13505.01
Equities
DIREXION SHS ETF TR DAILY ROBOTICS
549300T7PQ41I2T80K11
2500-12-31
N/A
6642.00
327118.50
Equities
ETF SER SOLUTIONS AAM S&P DEV MK
2500-12-31
N/A
163.00
3969.82
Equities
ETF SER SOLUTIONS BLUE HORIZON BNE
2500-12-31
N/A
1118.00
34329.64
Equities
ETF MANAGERS TR ETFMG ALTR HRVST
5493003O7BRWBH63XT11
2500-12-31
N/A
121350.00
1672203.00
Equities
ENTREPRENEURSHARES SERIES TRUS ERSHARES
5493004Z5W4ALQTA2M10
2500-12-31
N/A
771.00
20602.20
Equities
EXCHANGE TRADED CONCEPTS TR LINK NXTGEN VEHI
2500-12-31
N/A
749.00
32399.49
Equities
RMG ACQUISITION CORP III CL A SHS
2500-12-31
N/A
65960.00
642450.40
Equities
SARISSA CAPITAL ACQUISITN CORP CL A
5493004KJWPWVA1PD410
2500-12-31
N/A
9891.00
97228.53
Equities
SLAM CORP CL A SHS
2500-12-31
N/A
145792.00
1421472.00
Equities
SPORTS VENTURES ACQUISIN CORP CL A SHS
2500-12-31
N/A
10540.00
102448.80
Equities
TCV ACQUISITION CORP CL A SHS
2500-12-31
N/A
28960.00
284387.20
Equities
TECHNIPFMC PLC COM
549300D5I93QWCJTCK36
2500-12-31
N/A
1556216.00
11796117.28
Equities
ISHARES TR CURRENCY HEDGED JPX NIKKEI 400
5493000DAYJO38DHX894
2500-12-31
N/A
378.00
13651.43
Equities
Y
2022-04-27
2022-04-27
2022-05-23
Y
JP MORGAN SECURITIES LLC
1.0000
180
N
N
N
0.0042
376026842.64
376026842.64
0.0050
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 0.220000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0RJUJ9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
EXETER AUTO RECV TR 2021-3 E 20281215 3.0
2028-12-15
3.040000
8000000.00
7952497.78
Asset-Backed Securities
REGIONAL MTG ISS TR 2021-2 D 20330815 4.9
2033-08-15
4.940000
8192000.00
8096990.09
Asset-Backed Securities
TRALEE CLO VI LTD 2019-6 E 20321025 FLT
5493008UP9ZP8RMZTC21
2032-10-25
7.873880
663396.00
662171.95
Asset-Backed Securities
TRIANGLE RE LTD 2021-3 M-1B 20340225 FLT
2034-02-25
2.948670
15867000.00
15792926.97
Asset-Backed Securities
OCP CLO 2016-12R D-R 20281018 FLT
2028-10-18
5.072250
3261868.00
3274001.67
Asset-Backed Securities
AMER CR ACCEPT RECV TR 2019-2 F 20260612 5.8
2026-06-12
5.810000
2500000.00
2613201.53
Asset-Backed Securities
TELOS CLO LTD 2014-6R D-R 20270119 FLT
549300S94NIRW4K03T89
2027-01-19
3.822250
2670000.00
2658860.52
Asset-Backed Securities
CPS AUTO RCVBLS TR 2021-C E 20280915 3.2
2028-09-15
3.210000
13750000.00
13563912.08
Asset-Backed Securities
CPS AUTO RECV TR 2018-C E 20250915 6.0
2025-09-15
6.070000
7808000.00
8159122.29
Asset-Backed Securities
DT AUTO OWNER TR 2018-3 E 20251117 5.3
2025-11-17
5.330000
5000000.00
5209523.89
Asset-Backed Securities
DT AUTO OWNER TRUST 2020-2 E 20270615 7.1
2027-06-15
7.170000
12980000.00
14372732.37
Asset-Backed Securities
AMER AIRLINES PT TR 2013-2 A 20240715 4.9
2024-07-15
4.950000
5963000.00
1123742.54
Asset-Backed Securities
AMERICAN CR ACCP REC TR 2020-3 E 20260813 3.8
2026-08-13
3.880000
13500000.00
13896906.00
Asset-Backed Securities
B & M CLO LTD 2014-1R D-R 20260416
549300501PWQXBETQS11
2026-04-16
4.822250
4100000.00
4108826.59
Asset-Backed Securities
BELLEMEADE RE 2021-1 LTD M-2 20310325 FLT
2031-03-25
4.898670
22021000.00
23636643.26
Asset-Backed Securities
DIAMOND RESORTS TR 2018-1 D 20310121 5.9
2031-01-21
5.900000
3350000.00
846561.17
Asset-Backed Securities
DIAMOND RESORTS OWN TR 2021-1 D 20331121 3.8
2033-11-21
3.830000
4250000.00
3324199.92
Asset-Backed Securities
EAGLE RE 2021-1 LTD M-2 20331025 FLT
2033-10-25
4.498670
47092000.00
48413677.11
Asset-Backed Securities
GLS AUTO RECV TR 2018-3 D 20250815 5.3
2025-08-15
5.340000
12050000.00
12553167.83
Asset-Backed Securities
LENMARK FDG 2021-1 TR D 20311120 5.0
2031-11-20
5.050000
7500000.00
7835808.75
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 A-4 20320525 FLT
635400VHKJCABQGBTP36
2032-05-25
0.399250
14368000.00
7359854.89
Asset-Backed Securities
NORTHWEST AIRLINES 2001-1 1A-1 20231001 7.0
2023-10-01
7.041000
653000.00
8266.29
Asset-Backed Securities
OCP CLO LTD 2015-10R D-R 20271026 FLT
254900FZYL5HDKV64882
2027-10-26
5.624880
9250000.00
9231025.85
Asset-Backed Securities
SITKA HLDGS LLC SR SEC GLBL 26
2026-07-06
5.250000
250000.00
255377.29
Corporate Debt Securities
LEVEL 3 FING INC GLBL 144A NT 29
254900AE5FEFIJOXWL19
2029-01-15
3.625000
1000.00
959.96
Corporate Debt Securities
BK OF AMERICA CORP FR 2.572%102032
9DJT3UXIJIZJI4WXO774
2032-10-20
2.572000
6379000.00
6399112.99
Corporate Debt Securities
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0023
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192999731.73
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N
N
Y
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BNP PARIBAS SA
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N
N
ALLEGRO CLO 2019-11 D 20330119 FLT
2549008FHFGEJOVBP855
2033-01-19
4.073630
1249990.00
1257979.39
Asset-Backed Securities
APEX CR CLO 2019 LTD / APEX CRCLO 2019 LLC
2032-04-18
2.972250
4850000.00
4850199.76
Asset-Backed Securities
ATLAS SENIOR LOAN FUND 2019-13 D 20310422 FLT
2031-04-22
4.238250
1430936.00
1422241.78
Asset-Backed Securities
BATTALION CLO 2019-14 D 20320420 FLT
549300SBOOCXWC0VGZ76
2032-04-20
4.081500
6250000.00
6254002.34
Asset-Backed Securities
UNITED AUTO CR SEC TR 2021-1 B 20240311 0.9
2024-03-11
0.680000
730000.00
730845.99
Asset-Backed Securities
VENTURE XXIX CLO 2017-29 D 20300909 FLT
549300ITFR7G25007V93
2030-09-09
4.024750
392339.00
392147.97
Asset-Backed Securities
VENTURE XXX CLO 2017-30 C 20310115 FLT
5493001R7OPCYBM5NH78
2031-01-15
2.073750
10911503.00
10850905.51
Asset-Backed Securities
VENTURE XXX CLO 2017-30 C 20310115 FLT
5493001R7OPCYBM5NH78
2031-01-15
2.073750
5188497.00
5159682.47
Asset-Backed Securities
BATTALION CLO XV 2020-15 D 20330117 FLT
549300CJP8HGT746II19
2033-01-17
3.372250
2209990.00
2213880.49
Asset-Backed Securities
BELLEMEADE RE LTD 2021-3 M-1B 20310925 FLT
2031-09-25
1.448670
1500000.00
1496492.94
Asset-Backed Securities
SANTANDER DRIVE AUTO 2018-1 D 20240315 3.3
2024-03-15
3.320000
5150000.00
2782464.54
Asset-Backed Securities
CARVANA AUTO REC TR 2019-1 E 20260115 5.6
549300PQFD4GEYYTOY78
2026-01-15
5.640000
15400000.00
16399803.93
Asset-Backed Securities
CARVANA AUTO REC TR 2021-P3 C 20271010 1.9
2027-10-10
1.930000
1000000.00
988636.61
Asset-Backed Securities
CARVANA AUTO REC TR 2021-P3 D 20280910 2.2
2028-09-10
2.250000
751000.00
741143.50
Asset-Backed Securities
CATAMARAN CLO LTD 2013-1R D-R 20280127 FLT
549300MB476AHX5W1918
2028-01-27
2.934500
1750000.00
1756375.30
Asset-Backed Securities
CEDAR FUNDING CLO LTD 2018-9 D 20310421 FLT
2031-04-21
2.731500
652956.00
647015.98
Asset-Backed Securities
STACK INF ISSUER 2019-1 A-2 20440225 4.5
2044-02-25
4.540000
440000.00
447233.50
Asset-Backed Securities
STEELE CREEK CLO 2017-1 D 20301015 FLT
2030-10-15
3.023750
250000.00
239368.98
Asset-Backed Securities
DEWOLF OK CLO 2017-1R A-R 20301015 FLT
2030-10-15
1.044000
4782248.00
4782946.21
Asset-Backed Securities
LENDMARK FUNDING TRUST 2020-2 A 20310421 0.0
2031-04-21
2.320000
19950000.00
20292681.15
Asset-Backed Securities
WELLFLEET CLO LTD 2018-2 C 20311020 FLT
254900QO5AI38SSR4719
2031-10-20
3.331500
250000.00
249273.22
Asset-Backed Securities
WESTLAKE AUTOMB RECV TR 2021-2 B 20260715 0.6
2026-07-15
0.620000
15000.00
14954.72
Asset-Backed Securities
TESLA AUTO LEASE TR 2021-B C 20250922 1.1
2025-09-22
1.120000
2000000.00
1979348.00
Asset-Backed Securities
UNITED AUTO CR SEC TR 2021-1 B 20240311 0.9
2024-03-11
0.680000
420000.00
420486.73
Asset-Backed Securities
PFS FINANCING CORP 2020-A B 20250615 1.7
2025-06-15
1.770000
1947000.00
1973456.48
Asset-Backed Securities
PRESTIGE AUTO RECB TR 2020-1 B 20241015 0.7
2024-10-15
0.770000
480000.00
481123.89
Asset-Backed Securities
SANTANDER DRIVE AUTO TR 2020-2 D 20260915 2.2
2026-09-15
2.220000
4750000.00
4837634.33
Asset-Backed Securities
EXETER AUTO REC TR 2020-3 C 20250715 1.3
2025-07-15
1.320000
698000.00
702931.60
Asset-Backed Securities
FIRST INV AUTO OWN TR 2021-2 C 20271115 1.4
2027-11-15
1.470000
492000.00
488553.38
Asset-Backed Securities
GALAXY XXV CLO 2018-25 LTD D 20311027 FLT
2031-10-27
3.223880
5397729.00
5437446.62
Asset-Backed Securities
HPEFS EQUIPMENT TRUST 2019-1 C 20290920 2.4
549300NXXXDG2TJQD265
2029-09-20
2.490000
100000.00
101125.65
Asset-Backed Securities
CIFC FUNDING 2019-V LTD C 20321015 FLT
2032-10-15
3.923750
2999990.00
3026587.62
Asset-Backed Securities
ADAMS OUTDOOR LP 2018-1 A 20481115 4.8
549300BTFXNHDCUHER30
2048-11-15
4.810000
10879000.00
10555870.41
Asset-Backed Securities
AIR CANADA 2020-2 B 20270401 9.0
2027-04-01
9.000000
1488000.00
1383002.45
Asset-Backed Securities
AMER AIRLINES PT TR 2016-3 AA 20300415 3.0
2030-04-15
3.000000
200000.00
156649.45
Asset-Backed Securities
AMERICAN CR ACCP REC 2021-3 E 20271115 2.5
2027-11-15
2.560000
4034000.00
3982690.66
Asset-Backed Securities
ATLAS SR LN FD IV LTD 2017-8 D 20300116 FLT
2030-01-16
3.452250
4500000.00
4452096.84
Asset-Backed Securities
BAIN CAPITAL CREDIT CLO 2019-4 D 20330124 FLT
2033-01-24
4.373880
3658485.00
3656970.34
Asset-Backed Securities
BAIN CAPITAL CR CLO 2020-4 LTD D 20331020 FLT
2033-10-20
4.381500
1164567.00
1154080.51
Asset-Backed Securities
UNITED AUTO CR SEC TR 2019-1 E 20240812 4.2
2024-08-12
4.290000
465000.00
469460.36
Asset-Backed Securities
BELLEMEADE RE LTD 2020-4 M-2A 20300625 FLT
2030-06-25
2.689250
7000000.00
2147764.66
Asset-Backed Securities
BELLEMAEDE RE 2020-2 LTD M-1B 20300826 FLT
2030-08-26
3.289250
8814000.00
2845422.63
Asset-Backed Securities
BELLEMAEDE RE 2020-2 LTD M-2 20300826 FLT
2030-08-26
6.089250
5405517.00
5664682.26
Asset-Backed Securities
SANTANDER DRIVE AUTO TR 2020-3 B 20250317 0.6
2025-03-17
0.690000
40000.00
40083.09
Asset-Backed Securities
SANTANDER DRIVE AUTO TR 2019-2 C 20241015 2.9
2024-10-15
2.900000
10000.00
7267.41
Asset-Backed Securities
SANTANDER DRIVE AUTO TR 2020-1 B 20241115 3.0
2024-11-15
3.030000
65000.00
65729.13
Asset-Backed Securities
SANTANDER DRIVE AUTO TR 2020-1 C 20251215 4.1
2025-12-15
4.110000
9945000.00
10331316.84
Asset-Backed Securities
HABOR PARK CLO 2018 D 20310121 FLT
2031-01-21
3.031500
1127560.00
1126711.93
Asset-Backed Securities
JMP CREDIT ADVISORS CLO V LTD C 20300717 FLT
2549000IZRZZJ8TS9W23
2030-07-17
2.472250
14000000.00
14003435.74
Asset-Backed Securities
CPS AUTO RECV TR 2019-A E 20260316 5.8
2026-03-16
5.810000
4790000.00
5037127.81
Asset-Backed Securities
CARVANA AUTO REC TR 2020-P1 B 20261108 0.9
2026-11-08
0.920000
10000.00
9837.76
Asset-Backed Securities
CARVANA AUTO RECS TR 2021-N3 D 20280612 1.5
2028-06-12
1.580000
60000.00
59643.11
Asset-Backed Securities
SARANAC CLO V LTD 2013-5R C-R 20290726 FLT
2029-07-26
2.974880
27000000.00
27215457.48
Asset-Backed Securities
SHACKLETON CLO 2014-V-R LTD B 20310507 FLT
549300OM5GJJFIKCOZ48
2031-05-07
1.825380
1170000.00
1174208.61
Asset-Backed Securities
SILVERMORE CLO 2014-1 C 20260515 FLT
254900XWIIO2JU37JD03
2026-05-15
3.574750
3730641.00
3750480.91
Asset-Backed Securities
SOUND POINT CLO XXIV LTD 2019 C 20321025 FLT
2032-10-25
3.223880
948569.00
948434.50
Asset-Backed Securities
SPRINGLEAF FDG TR 2017-A D 20300715 5.0
2030-07-15
5.020000
13102000.00
13125887.86
Asset-Backed Securities
STEELE CREEK CLO LTD 2019-2 D 20320715 FLT
2032-07-15
4.473750
1732823.00
1728161.35
Asset-Backed Securities
CPS AUTO REC TR 2019-B E 20250317 5.0
549300RMJRP95RN5CL91
2025-03-17
5.000000
5764000.00
6042870.65
Asset-Backed Securities
CREDIT ACCP AUTO LN TR 2020-3 B 20291215 1.8
2029-12-15
1.770000
1279000.00
1287081.15
Asset-Backed Securities
DT AUTO OWNER TR 2021-1 B 20250915 0.6
2025-09-15
0.620000
205000.00
204959.02
Asset-Backed Securities
DIAMOND CLO 2018-1 LTD C 20300722 FLT
2030-07-22
2.728250
630000.00
625250.11
Asset-Backed Securities
MADISON PARK FDG LTD 2019-34R D-R 20320426 FLT
2032-04-26
3.473880
1534567.00
1532842.13
Asset-Backed Securities
MADISON PARK FDG LTD 2019-34R D-R 20320426 FLT
2032-04-26
3.473880
1804654.00
1802625.54
Asset-Backed Securities
MARINER CLO 2019-7 D 20320430 FLT
2032-04-30
3.978500
5999996.00
6027216.57
Asset-Backed Securities
WHITEHORSE VIII LTD 2014-8R D-R 20260501 FLT
549300GKZTMG24SVKU49
2026-05-01
3.575750
3150000.00
3174005.27
Asset-Backed Securities
WORLD OMNI AUTO LEASE 2019-B B 20250218 2.1
2025-02-18
2.130000
555000.00
560372.03
Asset-Backed Securities
COLUMBIA CENT CLO 27 A-2A 20281025 FLT
2028-10-25
1.723880
250000.00
250732.89
Asset-Backed Securities
TCI FLATIRON CLO 2017-1 D 20301118 FLT
2030-11-18
2.874250
250000.00
250427.09
Asset-Backed Securities
TELOS CLO LTD 2014-5R C-R 20280417 FLT
5493001KXOX6VRHBB435
2028-04-17
2.272250
1250000.00
1246692.87
Asset-Backed Securities
TESLA AUTO LEASE TR 2019-A B 20221220 2.4
2022-12-20
2.410000
1230000.00
1250162.77
Asset-Backed Securities
TEXTAINER MARINE VII 2020-1 B 20450820 4.9
549300X48KLHDDGPK024
2045-08-20
4.940000
1780000.00
1601858.43
Asset-Backed Securities
UNITED AIRLINES PTC 2019-1 AA 20330225 4.1
2033-02-25
4.150000
100000.00
90808.17
Asset-Backed Securities
UNITED AIRLINES PT CERT 2016-1 A 20300107 3.4
2030-01-07
3.450000
73000.00
59058.63
Asset-Backed Securities
MARINER CLO LTD 2016-6R2 D-R2 20290723 FLT
2029-07-23
3.023880
4999990.00
5001619.93
Asset-Backed Securities
MARINER FIN ISSU TR 2019-A C 20320720 4.0
2032-07-20
4.010000
248000.00
253072.72
Asset-Backed Securities
NEWSTAR EXETER FD CLO 2015-1R D-R 20270120 FLT
2027-01-20
4.031500
8045661.00
8047092.12
Asset-Backed Securities
OZLM VI LTD2018-6 A2A-S 20310417 FLT
2031-04-17
1.872250
500000.00
500526.04
Asset-Backed Securities
OZLM XIII LTD 2015-13R C-R 20270730 FLT
549300HQQ42NFL2R0S17
2027-07-30
3.128500
6199969.00
6239699.35
Asset-Backed Securities
OHA LN FDG 2016-1R D-R 20330120 FLT
54930016024GMIAF7A82
2033-01-20
3.131500
1350308.00
1357468.51
Asset-Backed Securities
ONEMAIN FINL TR 2018-1 B 20290314 3.6
549300I1P51W2UFIED29
2029-03-14
3.610000
100000.00
101670.62
Asset-Backed Securities
ONEMAIN FINL TR 2019-1 B 20310214 3.7
2031-02-14
3.790000
100000.00
100375.22
Asset-Backed Securities
ONEMAIN FINL TR 2020-1 B 20320514 4.8
2032-05-14
4.830000
145000.00
153132.11
Asset-Backed Securities
ORANGE LAKE TMSHR 2016-A B 20290308 2.9
2029-03-08
2.910000
50000.00
7782.88
Asset-Backed Securities
REGIONAL MGT ISS TR 2020-1 C 20301015 3.8
2030-10-15
3.800000
2500000.00
2533569.44
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-A A-5 20390615 FLT
549300I2YWZ9E1B0EY33
2039-06-15
0.406000
5730000.00
2848044.83
Asset-Backed Securities
SANTANDER RETAIL AUTO 2019-A D 20240520 3.6
2024-05-20
3.660000
1000.00
1011.75
Asset-Backed Securities
SANTANDER DRIVE AUTO TR 2020-2 C 20250915 1.4
2025-09-15
1.460000
566000.00
570150.35
Asset-Backed Securities
EAGLE RE 2021-1 LTD M-1C 20331025 FLT
2033-10-25
2.748670
4224717.00
4289293.52
Asset-Backed Securities
EXETER AUTO REC TR 2020-3 B 20240916 0.7
2024-09-16
0.790000
25000.00
25040.61
Asset-Backed Securities
EXETER AUTO REC TR 2020-1 D 20251215 2.7
2025-12-15
2.730000
3930000.00
4034709.61
Asset-Backed Securities
EXETER AUTO REC TR 2020-1 D 20251215 2.7
2025-12-15
2.730000
3895000.00
3998777.08
Asset-Backed Securities
GOLDENTREE LN MGT US 2019-6 D 20330120 FLT
549300MI5PVR6JHGVV87
2033-01-20
3.981500
346764.00
349390.87
Asset-Backed Securities
GREAT LAKES CLO LTD 2014-1R C-R 20291015 FLT
254900GKX01S4T3NFH46
2029-10-15
2.823750
17667531.00
17611421.13
Asset-Backed Securities
HALCYON LN ADV FDG 2014-3R C-1-R 20251022 FLT
549300NL4H585I318G08
2025-10-22
2.778250
1000000.00
1000030.22
Asset-Backed Securities
VERDE CLO LTD 2019-R D-R 20320415 FLT
2032-04-15
3.373750
2699842.00
2699280.47
Asset-Backed Securities
DRYDEN 36 SENIOR LN 2014-R3 D-R3 20281016 FLT
549300XLLT7H0EYXK263
2028-10-16
3.813750
4978790.00
5022668.70
Asset-Backed Securities
DRYDEN 36 SENIOR LN 2014-R3 D-R3 20281016 FLT
549300XLLT7H0EYXK263
2028-10-16
3.813750
6079970.00
6133553.54
Asset-Backed Securities
DRYDEN 60 CLO LTD 2018-60 D 20310715 FLT
549300KI3ILQQHC87U86
2031-07-15
3.123750
2299088.00
2317905.56
Asset-Backed Securities
DT AUTO OWNER TR 2019-2 C 20250218 3.1
2025-02-18
3.180000
50000.00
37561.31
Asset-Backed Securities
DT AUTO OWNER TR 2020-3 B 20241216 0.9
2024-12-16
0.910000
35000.00
35127.15
Asset-Backed Securities
CFIP CLO LTD 2013-1R C-R 20290420 FLT
5493003ORZILO44YJI07
2029-04-20
2.831500
983604.00
983798.63
Asset-Backed Securities
FLAGSHIP CREDIT AUTO TRUST C 20251215 2.7
2025-12-15
2.770000
60000.00
61642.27
Asset-Backed Securities
FHLMC STACR 2020-DNA4 B-2 20500825 FLT
2050-08-25
10.089300
42384.00
52484.57
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-SBT1 1B-1 20400227 FLT
2040-02-27
6.839250
1900662.00
2011812.56
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-SBT1 2M-2 20400227 FLT
2040-02-27
3.739250
2370942.00
2483771.51
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN1 M-2 20230725 FLT
S6XOOCT0IEG5ABCC6L87
2023-07-25
7.239250
24968620.00
10173020.02
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2021-HQA2 B-2 20331227 FLT
2033-12-27
5.498670
421504.00
438625.90
Private Label Collateralized Mortgage Obligations
FHLMC STARC REMIC TR 2021-HQA3 B-2 20410925 FLT
2041-09-25
6.298670
1000000.00
966943.85
Private Label Collateralized Mortgage Obligations
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0014
293000650.46
293000650.46
0.0039
N
N
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 0.170000%
549300LCO2FLSSVFFR64
0000050916
ARP0RJXT4
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
JPMORGAN CHASE & CO SR GLBL FL NT 2
8I5DZWZKVSZI1NUHU748
2025-06-01
0.584234
5689000.00
5714380.14
Corporate Debt Securities
TRANSCANADA PIPELINE STRIP SR GLBL NT2.5%31
5BV01I6231JPDAPMGH09
2031-10-12
2.500000
1000000.00
995190.56
Corporate Debt Securities
BPCE S A SUB 144A NT 32
9695005MSX1OYEMGDF46
2032-10-19
3.116000
5000000.00
5030227.78
Corporate Debt Securities
BANCO SANTANDER S.A. LW TIER II GLBL
5493006QMFDDMYWIAM13
2030-12-03
2.749000
3200000.00
3184859.91
Corporate Debt Securities
BK OF AMERICA CORP FR 2.482%092136
9DJT3UXIJIZJI4WXO774
2036-09-21
2.482000
2500000.00
2438299.72
Corporate Debt Securities
BANK NOVA SCOTIA B C SR GLBL COCO 23
L3I9ZG2KFGXZ61BMYR72
2023-05-01
1.625000
2000.00
2047.73
Corporate Debt Securities
BANQUE FED DU CRED MUTUEL VR 100421-020425
VBHFXSYT7OG62HNT8T76
2025-02-04
0.459444
1228000.00
1229300.52
Corporate Debt Securities
COMCAST CORP NEW SR GLBL 144A 51
51M0QTTNCGUN7KFCFZ59
2051-11-01
2.887000
2508000.00
2477740.00
Corporate Debt Securities
CREDIT AGRICOLE S A FR 3.25%011430
969500TJ5KRTCJQWXH05
2030-01-14
3.250000
3850000.00
4040494.79
Corporate Debt Securities
CREDIT AGRICOLE S A FR 2.811%011141
969500TJ5KRTCJQWXH05
2041-01-11
2.811000
1016000.00
978685.37
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT1.2%24
5493008B6JBRUJ90QL97
2024-10-15
1.200000
6367000.00
6349087.51
Corporate Debt Securities
HCA INC. SR SEC GLBL NT51
L3CJ6J7LJ2DX62FTXD46
2051-07-15
3.500000
1707000.00
1746277.12
Corporate Debt Securities
LYB INTERNATIONAL FIN III LLC SR GLBL NT 40
2040-10-01
3.375000
519000.00
540489.19
Corporate Debt Securities
MACQUARIE GROUP LIMITED FR 1.201%101425
ACMHD8HWFMFUIQQ8Y590
2025-10-14
1.201000
3000000.00
2983441.25
Corporate Debt Securities
MARVELL TECHNOLOGY INC SR GLBL NT 31
2031-04-15
2.950000
8908000.00
9113750.06
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT 52
INR2EJN1ERAN0W5ZP974
2052-03-17
2.921000
69000.00
72959.07
Corporate Debt Securities
SUMITOMO MITSUI FIN GRP INC FR 3.936%101623
35380028MYWPB6AUO129
2023-10-16
3.936000
3000.00
3190.62
Corporate Debt Securities
WESTPAC BKG CORP SR GLBL FL NT 24
EN5TNI6CI43VEPAMHL14
2024-02-26
0.891750
1200000.00
1218978.40
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 3%28
2028-10-29
3.000000
8015000.00
8146285.70
Corporate Debt Securities
ALIBABA GROUP HLDG LTD SR GLBL NT 61
5493001NTNQJDH60PM02
2061-02-09
3.250000
320000.00
303405.51
Corporate Debt Securities
TAKEDA PHARMACEUTICAL CO LTD GLBL NT 3.375%60
549300ZLMVP4X0OGR454
2060-07-09
3.375000
3110000.00
3318191.18
Corporate Debt Securities
TORONTO DOMINION BANK FR 0.75%010626
PT3QB789TSUIDF371261
2026-01-06
0.750000
72000.00
70393.98
Corporate Debt Securities
ING BANK NV GLBL CVRD BD 22
3TK20IVIUJ8J3ZU0QE75
2022-12-05
2.625000
3674000.00
3801230.62
Corporate Debt Securities
INTESA SANPAOLO S P A FR 5.25%011224
2W8N8UU78PMDQKZENC08
2024-01-12
5.250000
2000000.00
2202448.33
Corporate Debt Securities
JPMORGAN CHASE & CO GLBL NT 3.328%5
8I5DZWZKVSZI1NUHU748
2052-04-22
3.328000
2813000.00
3036709.76
Corporate Debt Securities
TOTAL CAP INTL SR GLBL NT 49
549300U37G2I8G4RUG09
2049-07-12
3.461000
643000.00
712969.24
Corporate Debt Securities
US BANCORP FR 3.375%020524
N1GZ7BBF3NP8GI976H15
2024-02-05
3.375000
50000.00
53137.75
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 27
2S72QS2UO2OESLG6Y829
2027-03-16
4.125000
7000.00
7851.25
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 40
2S72QS2UO2OESLG6Y829
2040-11-20
2.650000
434000.00
414571.63
Corporate Debt Securities
ATHENE GLOBAL FUNDING VR 070317-070122
549300LM1QSI4MSIL320
2022-07-01
1.360130
50000.00
50412.23
Corporate Debt Securities
BPCE S A FR 4%041524
9695005MSX1OYEMGDF46
2024-04-15
4.000000
800000.00
859388.44
Corporate Debt Securities
BK OF AMERICA CORP FR 2.972%072152
9DJT3UXIJIZJI4WXO774
2052-07-21
2.972000
9880000.00
10025833.19
Corporate Debt Securities
BANK OF MONTREAL FR 3.3%020524
NQQ6HPCNCCU6TUTQYE16
2024-02-05
3.300000
21000.00
22304.52
Corporate Debt Securities
BANK OF MONTREAL FR 2.5%062824
NQQ6HPCNCCU6TUTQYE16
2024-06-28
2.500000
15000.00
15725.59
Corporate Debt Securities
BERKSHIRE HATHAWAY FIN CORP SR GLBL NT 49
549300RLHFT5RU20WM87
2049-01-15
4.250000
17000.00
21321.02
Corporate Debt Securities
BIOGEN INC SR GLBL 144A 51
W8J5WZB5IY3K0NDQT671
2051-02-15
3.250000
1370000.00
1376837.06
Corporate Debt Securities
BP CAP MKTS AMER INC GLBL NT 3.06%41
5493009NTB34VXE1T760
2041-06-17
3.060000
300000.00
307770.00
Corporate Debt Securities
BRIGHTHOUSE FINL INC SR GLBL NT4.7%47
5493003T8SZSHOGGAW52
2047-06-22
4.700000
4001000.00
4626558.57
Corporate Debt Securities
BRITISH COLUMBIA PROV CDA SR-BCUSG8 BD2%22
54930058TO7MEKUHWL16
2022-10-23
2.000000
213000.00
216481.13
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27
2027-01-15
3.875000
425000.00
465988.89
Corporate Debt Securities
CENTRAL STORAGE SAFETY PROJ TR SR SEC GLBL 38
2038-02-01
4.823000
1652000.00
1794113.27
Corporate Debt Securities
CISCO SYS INC SR GLBL NT2.2%23
549300LKFJ962MZ46593
2023-09-20
2.200000
3000.00
3095.32
Corporate Debt Securities
COMMONWEALTH EDISON CO 1M GLBL 123 BD47
D8YOXB8L2ZDC8P7Q0771
2047-08-15
3.750000
1990000.00
2306128.08
Corporate Debt Securities
CROWN CASTLE INTL CORP SR GLBL NT 27
54930012H97VSM0I2R19
2027-09-01
3.650000
1043000.00
1138143.04
Corporate Debt Securities
DUKE ENERGY PROGRESS INC 1M GLBL BD3.7%46
0NIFZ782LS46WOC9QK20
2046-10-15
3.700000
1140000.00
1288335.53
Corporate Debt Securities
ENBRIDGE INC MTN CDS- SR GLBL NT 26
98TPTUM4IVMFCZBCUR27
2026-12-01
4.250000
9000.00
10175.33
Corporate Debt Securities
ENERGY TRANSFER L P SR GLBL NT 5%50
MTLVN9N7JE8MIBIJ1H73
2050-05-15
5.000000
376000.00
448811.56
Corporate Debt Securities
EQUIFAX INC GLBL NT 2.35%31
5493004MCF8JDC86VS77
2031-09-15
2.350000
4000000.00
3947324.44
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 29
J3WHBG0MTS7O8ZVMDC91
2029-08-16
2.440000
886000.00
920321.67
Corporate Debt Securities
FEL ENERGY VI S A R L SR SEC GLBL 40
2040-12-01
5.750000
2355000.00
2380148.99
Corporate Debt Securities
ALLY FINL INC SR NT 8%31
549300JBN1OSM8YNAI90
2031-11-01
8.000000
334000.00
491703.30
Corporate Debt Securities
GENERAL ELECTRIC CO FR 6.75%031532
3C7474T6CDKPR9K6YT90
2032-03-15
6.750000
1135000.00
1579761.10
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT6.8%27
54930070NSV60J38I987
2027-10-01
6.800000
1202000.00
1486139.44
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 25
5493008B6JBRUJ90QL97
2025-06-20
2.750000
12000.00
12583.61
Corporate Debt Securities
HBOS PLC MEDIUM TERM SR NT FR 6%110133
213800RS21X7UUH5QU25
2033-11-01
6.000000
11160000.00
14822116.80
Corporate Debt Securities
HSBC HLDGS PLC FR 6.1%011442
MLU0ZO3ML4LN2LL2TL39
2042-01-14
6.100000
50000.00
72913.58
Corporate Debt Securities
HOST HOTELS & RESORTS LP SR GLBL -D NT 2
FXB7X4WXVA8QPMNOGS12
2023-10-15
3.750000
1039000.00
1084506.47
Corporate Debt Securities
LINCOLN NATL CORP IND LW TIER II 67
EFQMQROEDSNBRIP7LE47
2067-04-20
2.171500
6251000.00
5488646.01
Corporate Debt Securities
MACQUARIE GROUP LIMITED FR 3.189%112823
ACMHD8HWFMFUIQQ8Y590
2023-11-28
3.189000
250000.00
259654.02
Corporate Debt Securities
PROVINCE OF MAN D N PROV NT SR DEB 2.1%22
5493003QILFOB3JRKE30
2022-09-06
2.100000
1000.00
1017.65
Corporate Debt Securities
MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 22
353800V2V8PUY9TK3E06
2022-07-25
2.665000
5000000.00
5118143.06
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD 23
C7PVKCRGLG18EBQGZV36
2023-01-24
1.750000
2410000.00
2460581.21
Corporate Debt Securities
PEPSICO INC SR GLBL NT 49
FJSUNZKFNQ5YPJ5OT455
2049-10-15
2.875000
4917000.00
5147204.38
Corporate Debt Securities
PROCTER & GAMBLE CO SR NT 3.1%23
2572IBTT8CCZW6AU4141
2023-08-15
3.100000
10000.00
10528.22
Corporate Debt Securities
PROVINCE OF QUEBEC SR GLBL QO NT 24
549300WN65YFEQH74Y36
2024-10-16
2.875000
11000.00
11647.77
Corporate Debt Securities
NATWEST GROUP PLC SR GLBL FL NT 23
2138005O9XJIJN4JPN90
2023-05-15
1.594750
575000.00
579846.16
Corporate Debt Securities
ROYALTY PHARMA PLC SR GLBL NT 51
549300FGFN7VOK8BZR03
2051-09-02
3.350000
232000.00
223410.01
Corporate Debt Securities
SANDS CHINA LTD CR SEN SR GLBL28
549300EVO6UZDGY05787
2028-08-08
5.400000
1974000.00
2165004.24
Corporate Debt Securities
MERCK & CO INC CR SEN SR NT 33
4YV9Y5M8S0BRK1RP0397
2033-12-01
6.500000
70000.00
104528.36
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT2.5%26
213800ITMMKU4Z7I4F78
2026-09-12
2.500000
2000.00
2104.71
Corporate Debt Securities
STERIS IRISH FINCO UNLIMITED SR GLBL NT2.7%31
2031-03-15
2.700000
407000.00
413617.82
Corporate Debt Securities
SUMMIT MIDSTREAM HLDGS LLC / SR NT 5.5%22
2022-08-15
5.500000
160000.00
161920.89
Corporate Debt Securities
VISA INC SR GLBL NT1.9%27
549300JZ4OKEHW3DPJ59
2027-04-15
1.900000
1377000.00
1405461.06
Corporate Debt Securities
WALMART INC SR GLBL NT 25
Y87794H0US1R65VBXU25
2025-06-26
3.550000
2000.00
2206.84
Corporate Debt Securities
WALMART INC SR GLBL NT3.4%23
Y87794H0US1R65VBXU25
2023-06-26
3.400000
53000.00
56025.59
Corporate Debt Securities
WELLS FARGO & CO FR 5.375%110243
PBLD0EJDB5FWOLXP3B76
2043-11-02
5.375000
5655000.00
7709388.46
Corporate Debt Securities
WELLS FARGO & CO FR 2.406%103025
PBLD0EJDB5FWOLXP3B76
2025-10-30
2.406000
3000.00
3133.90
Corporate Debt Securities
WESTPAC BKG CORP SR GLBL NT2.7%26
EN5TNI6CI43VEPAMHL14
2026-08-19
2.700000
50000.00
53145.00
Corporate Debt Securities
ONTARIO TEACH FIN TR 2.125%22
635400ZZE5J8OXXBBY26
2022-09-19
2.125000
4227000.00
4303767.02
Corporate Debt Securities
AIR LEASE CORP SR GLBL NT 28
5493004NW4M4P8TMMK63
2028-10-01
4.625000
369000.00
415448.69
Corporate Debt Securities
ALTRIA GROUP INC CR SEN SR GLBL39
XSGZFLO9YTNO9VCQV219
2039-02-06
10.200000
5878000.00
10133711.19
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN VR 111617-111622
B6Q2VFHD1797Q7NZ3E43
2022-11-16
0.594750
66000.00
66345.35
Corporate Debt Securities
ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46
2046-02-01
4.900000
748000.00
962547.18
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC VR 040418-011224
549300CRGMZK3K53BF92
2024-01-12
0.861130
23000.00
23214.05
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC FR 4.6%041548
549300CRGMZK3K53BF92
2048-04-15
4.600000
141000.00
174077.03
Corporate Debt Securities
BANK NOVA SCOTIA B C GLBL COCO 23
L3I9ZG2KFGXZ61BMYR72
2023-09-15
0.309234
1309000.00
1310738.29
Corporate Debt Securities
DEUTSCHE BK AG N Y SNR NPF GLBL
7LTWFZYICNSX8D621K86
2024-09-18
2.222000
4843000.00
4946885.31
Corporate Debt Securities
APPLE INC SR GLBL NT 25
HWUPKR0MPOU8FGXBT394
2025-05-11
1.125000
519000.00
521703.99
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
1119700.00
1236392.73
U.S. Treasuries (including strips)
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0015
169000422.50
169000422.50
0.0022
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.380000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RK869
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
DRYDEN 53 CLO LTD 2017-53 F 20310115 FLT
2031-01-15
7.623750
1200000.00
1107749.75
Asset-Backed Securities
PPM CLO 5 LTD
5493001Z3ZE83NGK8Y12
2034-10-18
6.618810
4800000.00
4790647.52
Asset-Backed Securities
NOVASTAR MTG FDG TR 2007-2 A-2B 20370925 FLT
2037-09-25
0.249250
3000000.00
535042.46
Asset-Backed Securities
SOFI CONSUMER LN PRGRM 2018-4 D 20271126 4.7
2027-11-26
4.760000
134000.00
137683.65
Asset-Backed Securities
GS MTG BCKD SEC TR 2020-RPL1 B-2 20590725 FLT
2059-07-25
3.813980
4283000.00
4144660.94
Asset-Backed Securities
FIRST FRANKLIN MTG 2004-FFH2 M-3 20340725 FLT
2034-07-25
1.034250
2200000.00
737974.21
Asset-Backed Securities
AVID AUTOMOBILE RECV TR 2021-1 C 20260515 1.5
2026-05-15
1.550000
1000000.00
996474.50
Asset-Backed Securities
GS MTG BCKD SEC TR 2020-RPL1 B-1 20590725 FLT
2059-07-25
3.813980
7323000.00
7302462.13
Asset-Backed Securities
GOLDMAN SACHS GROUP INC ALT TIER I PERP
784F5XWPLTWKTBV3E584
2500-12-31
5.500000
64000.00
69431.64
Corporate Debt Securities
GRUBHUB HLDGS INC SR GLBL 144A 27
2027-07-01
5.500000
75000.00
78602.08
Corporate Debt Securities
GOLDMAN SACHS GROUP INC PERP SB O NT5.3%
784F5XWPLTWKTBV3E584
2099-12-31
5.300000
99000.00
110868.17
Corporate Debt Securities
TWILIO INC SR GLBL NT 31
5493004W8TRGD63APX93
2031-03-15
3.875000
1069000.00
1086506.06
Corporate Debt Securities
UBER TECHNOLOGIES INC SR GLBL 144A 28
549300B2FTG34FILDR98
2028-01-15
6.250000
105000.00
114644.83
Corporate Debt Securities
BAUSCH HEALTH COS INC SR SEC GLBL 25
B3BS7ACMDUWISF18KY76
2025-11-01
5.500000
415000.00
432510.69
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 27
KOO0397YRO83WY5MGD97
2027-01-31
8.500000
193000.00
209118.18
Corporate Debt Securities
APX GROUP INC SR GLBL 144A 29
549300OMQVKPRU98OE64
2029-07-15
5.750000
250000.00
251892.36
Corporate Debt Securities
ASP AMC MERGER SUB INC 8%25
54930081QGNZXVDOZF63
2025-05-15
8.000000
70000.00
56276.11
Corporate Debt Securities
AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 29
2029-04-20
5.750000
99948.00
107525.81
Corporate Debt Securities
ACADEMY LTD / ACADEMY FIN CORP SR SEC GLBL 27
549300BN53IR80C35Z14
2027-11-15
6.000000
160000.00
174973.33
Corporate Debt Securities
AECOM SR GLBL NT 27
0EEB8GF0W0NPCIHZX097
2027-03-15
5.125000
557000.00
618973.99
Corporate Debt Securities
ADVANCED DRAIN SYS INC DEL SR GLBL 144A 27
6QQTOZ5MF5DHM7K92I60
2027-09-30
5.000000
19000.00
19860.28
Corporate Debt Securities
HOWMET AEROSPACE INC SR NT 5.9%27
549300HO5WFZUT5N2T22
2027-02-01
5.900000
16000.00
18522.92
Corporate Debt Securities
ALLIANCE RES OP PART LP/ALLIAN SR GLBL 144A 25
2025-05-01
7.500000
665000.00
700466.67
Corporate Debt Securities
ALTICE FRANCE S A SR SEC 144A NT29
5493001ZMCICV4N02J21
2029-07-15
5.125000
200000.00
196144.61
Corporate Debt Securities
ANTERO RESOURCES CORP SR GLBL 144A 26
APVBKPOULHUX7YZLKU17
2026-07-15
8.375000
1919000.00
2205304.14
Corporate Debt Securities
ANTERO RESOURCES CORP SR GLBL 144A 29
APVBKPOULHUX7YZLKU17
2029-02-01
7.625000
490000.00
551808.06
Corporate Debt Securities
ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 28
2028-01-15
5.750000
90000.00
95752.00
Corporate Debt Securities
ARCONIC CORPORATION SR SEC GLBL 25
549300B4YFWH3U74B152
2025-05-15
6.000000
98000.00
105578.67
Corporate Debt Securities
ARDAGH METAL PACKAGING FIN PLC SR GLBL 144A 29
2029-09-01
4.000000
1120000.00
1142514.49
Corporate Debt Securities
ASSUREDPARTNERS INC SR GLBL 144A 25
549300HNDSDQWQ3L2P80
2025-08-15
7.000000
5000.00
5128.19
Corporate Debt Securities
AVANTOR FDG INC SR GLBL 144A 28
5493003VM0XB4U8YD238
2028-07-15
4.625000
13000.00
13644.94
Corporate Debt Securities
BNP PARIBAS ALT TIER I PERP
R0MUWSFPU8MPRO8K5P83
2500-12-31
6.625000
300000.00
326627.08
Corporate Debt Securities
BARCLAYS PLC SUB GLBL NT 28
213800LBQA1Y9L22JB70
2028-05-09
4.836000
390000.00
444154.10
Corporate Debt Securities
BARCLAYS PLC ALT TIER I PERP
213800LBQA1Y9L22JB70
2500-12-31
8.000000
2911000.00
3293731.81
Corporate Debt Securities
BARCLAYS PLC LW TIER II GLBL
213800LBQA1Y9L22JB70
2030-06-20
5.088000
11000000.00
12814032.00
Corporate Debt Securities
BAUSCH HEALTH COS INC 5.75%27
B3BS7ACMDUWISF18KY76
2027-08-15
5.750000
8000.00
8434.56
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 28
B3BS7ACMDUWISF18KY76
2028-01-15
7.000000
4000.00
4130.89
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 29
B3BS7ACMDUWISF18KY76
2029-05-30
7.250000
11079000.00
11522236.94
Corporate Debt Securities
BEACON ROOFING SUPPLY SR GLBL 144A 29
549300HDXQWWCBOYXP31
2029-05-15
4.125000
1737000.00
1750886.59
Corporate Debt Securities
BOYNE USA INC SR GLBL 144A 29
2029-05-15
4.750000
3065000.00
3215631.98
Corporate Debt Securities
BUILDERS FIRSTSOURCE INC SR GLBL 144A 30
549300W0SKP6L3H7DP63
2030-03-01
5.000000
331000.00
352698.89
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 30
2030-08-15
4.500000
504000.00
518313.60
Corporate Debt Securities
CF INDS INC SR NT 4.95%43
5FVKT86LAD2F40NPC183
2043-06-01
4.950000
28000.00
34830.32
Corporate Debt Securities
CF INDS INC SR NT 5.375%44
5FVKT86LAD2F40NPC183
2044-03-15
5.375000
96000.00
125790.67
Corporate Debt Securities
COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 27
5493007X5NC5XI1BB106
2027-03-15
5.625000
220000.00
231632.50
Corporate Debt Securities
COMMUNITY HEALTH SYS INC NEW JR GLBL 144A 29
5493007X5NC5XI1BB106
2029-04-15
6.875000
8004000.00
8235504.58
Corporate Debt Securities
GOODYEAR TIRE & RUBR CO SR GLBL NT9.5%2
5493002BI0S2ZQUY3437
2025-05-31
9.500000
1000000.00
1129199.44
Corporate Debt Securities
GULFPORT ENERGY CORP SR GLBL 144A 26
549300FJX18IDUFPHD40
2026-05-17
8.000000
340000.00
388409.20
Corporate Debt Securities
COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 31
5493007X5NC5XI1BB106
2031-02-15
4.750000
704000.00
710873.78
Corporate Debt Securities
CIT GROUP INC SR GLBL NT 5%22
N8O96ZZJQRFYQUJY7K79
2022-08-15
5.000000
129000.00
134357.08
Corporate Debt Securities
CP ATLAS BUYER INC. SR GLBL 144A 28
2549006ZZ07G0NDDCR36
2028-12-01
7.000000
2000000.00
1992555.56
Corporate Debt Securities
CSC HLDGS LLC SR NT 5.25%24
3HG2WD2W22M120IUNG49
2024-06-01
5.250000
803000.00
864496.42
Corporate Debt Securities
CVR ENERGY INC SR GLBL 144A 28
529900SOYZIXZBTXB558
2028-02-15
5.750000
162000.00
162092.25
Corporate Debt Securities
CALPINE CORPORATION SR GLBL 144A 29
43R4VPJBXTU2O15HEF41
2029-02-01
4.625000
750000.00
737854.17
Corporate Debt Securities
CALUMET SPECIALTY PRODUCTS PAR SR NT 7.625%22
2022-01-15
7.625000
87000.00
88481.42
Corporate Debt Securities
HANESBRANDS INC SR GLBL 144A 26
GX5LWVWZLL5S4W1L2F20
2026-05-15
4.875000
250000.00
272799.58
Corporate Debt Securities
GENERAL MTRS FINL CO INC PERP SUB GLBL -C
5493008B6JBRUJ90QL97
2500-12-31
5.700000
46000.00
52996.22
Corporate Debt Securities
MSCI INC SR GLBL 144A 31
549300HTIN2PD78UB763
2031-02-15
3.875000
455000.00
477604.65
Corporate Debt Securities
MACYS RETAIL HOLDINGS LLC SR SEC GLBL 24
2024-07-15
6.650000
8105000.00
8863150.71
Corporate Debt Securities
MASTEC INC SR GLBL 144A 28
549300TMDIT8WREDOF45
2028-08-15
4.500000
700000.00
725725.00
Corporate Debt Securities
METIS MERGER SUB LLC SR 144A NT6.5%29
2029-05-15
6.500000
97000.00
99094.93
Corporate Debt Securities
CLEAN HARBORS INC SR GLBL 144A 29
5493000SJVZVZJKHJF48
2029-07-15
5.125000
55000.00
60351.81
Corporate Debt Securities
CLEAR CHANNEL OUTDOOR HLDGS IN SR SEC GLBL 27
2027-08-15
5.125000
52000.00
53966.37
Corporate Debt Securities
CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 28
2028-04-15
7.750000
1299000.00
1351627.54
Corporate Debt Securities
CLEARWATER PAPER CORP SR GLBL 144A 28
549300HCVV19GXN4P292
2028-08-15
4.750000
42000.00
43040.08
Corporate Debt Securities
COMMSCOPE TECHNOLOGIES LLC SR GLBL 144A 27
M4TWC4QDOKW45N7T6Y12
2027-03-15
5.000000
358000.00
334605.10
Corporate Debt Securities
COMMSCOPE HLDG CO INC 6%26
549300Z6K4JXMFE8QY54
2026-03-01
6.000000
46000.00
48060.19
Corporate Debt Securities
COMSTOCK RES INC SR GLBL 144A 29
I03QQGEA4SS774AURI46
2029-03-01
6.750000
812000.00
880715.50
Corporate Debt Securities
CREDIT SUISSE INTERNATIONAL ALT TIER I PERP
549300506SI9CRFV9Z86
2500-12-31
7.250000
273000.00
305570.34
Corporate Debt Securities
CREDIT SUISSE INTERNATIONAL ALT TIER I PERP
549300506SI9CRFV9Z86
2500-12-31
5.250000
3659000.00
3860702.38
Corporate Debt Securities
WESCO DISTR INC SR GLBL 144A 28
549300I2CEZJG9N4AH67
2028-06-15
7.250000
14000.00
15794.19
Corporate Debt Securities
WESTINGHOUSE AIR BRAKE TECHNOL CR SEN SR GLBL24
06BTX5UWZD0GQ5N5Y745
2024-03-15
4.400000
37000.00
39714.61
Corporate Debt Securities
UNIVISION COMMUNICATIONS INC SR SEC GLBL 27
549300YQDE2JSGTL8V47
2027-06-01
6.625000
450000.00
497414.75
Corporate Debt Securities
DISH DBS CORPORATION SR GLBL NT 28
2028-07-01
7.375000
142000.00
153129.05
Corporate Debt Securities
HUDBAY MINERALS INC SR GLBL 144A 29
549300WI524AL577IX21
2029-04-01
6.125000
734000.00
779738.39
Corporate Debt Securities
HUDBAY MINERALS INC SR GLBL 144A 26
549300WI524AL577IX21
2026-04-01
4.500000
84000.00
83901.72
Corporate Debt Securities
HUGHES SATELLITE S SR GLBL NT 26
2026-08-01
6.625000
25000.00
28762.61
Corporate Debt Securities
ICAHN ENTERPRISES LP/CORP SR GLBL NT 24
2024-09-15
4.750000
1019000.00
1061854.61
Corporate Debt Securities
ICAHN ENTERPRISES LP/CORP SR GLBL NT 27
2027-05-15
5.250000
73000.00
77665.92
Corporate Debt Securities
IHEARTCOMMUNICATIONS INC 8.375%27
54930076J6KDZL504O62
2027-05-01
8.375000
182014.00
201496.73
Corporate Debt Securities
ILLUMINATE BUYER LLC / ILLUMIN SR GLBL 144A 28
2028-07-01
9.000000
5000.00
5547.50
Corporate Debt Securities
IMOLA MERGER CORPORATION SR SEC 144A NT29
2029-05-15
4.750000
96000.00
100888.67
Corporate Debt Securities
LIVE NATION ENTERTAINMENT INC SR SEC GLBL 27
5493007B9BM9ZXJINO78
2027-05-15
6.500000
10000.00
11273.11
Corporate Debt Securities
MGM RESORTS INTERNATIONAL SR GLBL NT 28
54930066VBP7DZEGGJ87
2028-10-15
4.750000
1272000.00
1326946.87
Corporate Debt Securities
GEO GROUP INC SR NT 5.125%23
5493003VOR6NTY465495
2023-04-01
5.125000
200000.00
193707.22
Corporate Debt Securities
GCI LLC SR GLBL 144A 28
549300N3IE9H88Q20221
2028-10-15
4.750000
50000.00
51904.86
Corporate Debt Securities
GFL ENVIRONMENTAL INC SR GLBL 144A 28
549300FYK4MBXWIVZU26
2028-08-01
4.000000
325000.00
321271.53
Corporate Debt Securities
GFL ENVIRONMENTAL INC SR SEC GLBL 28
549300FYK4MBXWIVZU26
2028-09-01
3.500000
2910000.00
2911859.17
Corporate Debt Securities
CROCS INC SR GLBL 144A 29
549300B0J6YCXD63OG72
2029-03-15
4.250000
100000.00
101769.44
Corporate Debt Securities
DPL INC SR GLBL NT 29
2029-04-15
4.350000
1649000.00
1787832.06
Corporate Debt Securities
DPL INC SR GLBL NT 25
2025-07-01
4.125000
10550000.00
11325644.79
Corporate Debt Securities
DIAMONDBACK ENERGY INC SR GLBL NT3.5%29
549300R22LSX6OHWEN64
2029-12-01
3.500000
1918000.00
2067966.29
Corporate Debt Securities
DIEBOLD NIXDORF INC SR SEC GLBL 25
549300XZK6EWDBAZSY16
2025-07-15
9.375000
13000.00
14310.83
Corporate Debt Securities
DISCOVER FINL SVCS ALT TIER I PERP
Z1YLO2USPORE63VVUL20
2500-12-31
6.125000
1179000.00
1321806.38
Corporate Debt Securities
FORTRESS TRANSN & INFRA INVS L SR GLBL 144A 27
529900E7PUVK6BC8PE80
2027-08-01
9.750000
1120000.00
1289874.13
Corporate Debt Securities
FOUNDATION BLDG MATLS INC SR GLBL 144A 29
549300ZVE6MONHB01I28
2029-03-01
6.000000
833000.00
813979.83
Corporate Debt Securities
FREEDOM MORTGAGE CORPORATION SR 144A NT 24
549300LYRWPSYPK6S325
2024-11-15
8.125000
100000.00
104576.39
Corporate Debt Securities
FREEPORT MCMORAN INC SR GLBL NT 29
549300IRDTHJQ1PVET45
2029-09-01
5.250000
99000.00
109212.67
Corporate Debt Securities
OCCIDENTAL PETE CORP SR GLBL NT4.2%48
IM7X0T3ECJW4C1T7ON55
2048-03-15
4.200000
83000.00
81403.36
Corporate Debt Securities
OCCIDENTAL PETE CORP SR GLBL NT 26
IM7X0T3ECJW4C1T7ON55
2026-03-15
5.550000
1505000.00
1669471.42
Corporate Debt Securities
1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 28
2028-01-15
4.375000
255000.00
260401.04
Corporate Debt Securities
OPEN TEXT CORP SR GLBL 144A 26
549300HP7ONDQODZJV16
2026-06-01
5.875000
25000.00
26447.57
Corporate Debt Securities
PG&E CORP SR SEC GLBL NT3
8YQ2GSDWYZXO2EDN3511
2030-07-01
5.250000
280000.00
296718.33
Corporate Debt Securities
HAWAIIAN BRAND INTELLECTUAL PP SR SEC GLBL 26
2026-01-20
5.750000
29610.00
31192.28
Corporate Debt Securities
NETFLIX INC. SR NT 4.375%26
549300Y7VHGU0I7CE873
2026-11-15
4.375000
2332000.00
2652534.70
Corporate Debt Securities
NETFLIX INC. SR GLBL NT 29
549300Y7VHGU0I7CE873
2029-05-15
6.375000
980000.00
1270610.83
Corporate Debt Securities
NEW GOLD INC CDA SR GLBL 144A 25
5493005G0GNCHP0H6L96
2025-05-15
6.375000
34000.00
35922.42
Corporate Debt Securities
NEWELL BRANDS INC CR SEN SR GLBL26
549300LWGYFM1TVO1Z12
2026-04-01
4.700000
90000.00
98850.20
Corporate Debt Securities
CARNIVAL CORP SR SEC GLBL 26
F1OF2ZSX47CR0BCWA982
2026-02-01
10.500000
26000.00
30861.39
Corporate Debt Securities
CASCADES INC SR GLBL 144A 28
2028-01-15
5.375000
2290000.00
2430211.61
Corporate Debt Securities
CATALENT PHARMA SOLUTIONS INC SR GLBL 144A 27
549300HALRZ339MSTH85
2027-07-15
5.000000
51000.00
53712.92
Corporate Debt Securities
CENGAGE LEARNING INC SR 144A NT9.5%24
549300BYGM0FWUSVXJ88
2024-06-15
9.500000
80000.00
84762.49
Corporate Debt Securities
CENTENNIAL RESOURCE PRODUCT 6.875%27
5493004CTVUMQLRPOE23
2027-04-01
6.875000
352000.00
361802.22
Corporate Debt Securities
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT28
2028-02-15
3.750000
7554000.00
8293675.09
Corporate Debt Securities
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT49
2049-07-01
5.125000
98000.00
117474.42
Corporate Debt Securities
CHARTER COMMUNICATIONS OPER SR SEC NT 4.8%50
2050-03-01
4.800000
54000.00
62043.48
Corporate Debt Securities
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT51
2051-04-01
3.700000
45000.00
44227.70
Corporate Debt Securities
CHEMOURS CO SR GLBL NT 27
549300M1BOLNXL8DOV14
2027-05-15
5.375000
215000.00
234239.51
Corporate Debt Securities
CHURCHILL DOWNS INC SR GLBL COCO 28
529900FODTBQC8MIS994
2028-01-15
4.750000
95000.00
99628.61
Corporate Debt Securities
CINEMARK USA INC SR GLBL 144A 26
54930008H2137JSCPQ09
2026-03-15
5.875000
80000.00
80974.44
Corporate Debt Securities
MORGAN STANLEY PERP JR GLBL -M
IGJSJL3JD5P30I6NJZ34
2099-12-31
5.875000
9000.00
10347.12
Corporate Debt Securities
NRG ENERGY INC SR GLBL 144A 29
5E2UPK5SW04M13XY7I38
2029-06-15
5.250000
1661000.00
1797271.21
Corporate Debt Securities
NATIONSTAR MTG LLC / NATIONSTA SR GLBL 144A 27
2027-01-15
6.000000
975000.00
1035775.00
Corporate Debt Securities
NAVIENT CORPORATION SR GLBL NT 24
54930067J0ZNOEBRW338
2024-10-25
5.875000
146000.00
155767.81
Corporate Debt Securities
PARK INTER HLDGS LLC / PK DOME SR SEC GLBL 28
2028-10-01
5.875000
1852000.00
1953062.61
Corporate Debt Securities
HERBALIFE NUTRITION LTD/HLF FI SR GLBL 144A 25
2025-09-01
7.875000
90000.00
98341.88
Corporate Debt Securities
HESS CORP SR GLBL NT4.3%27
UASVRYNXNK17ULIGK870
2027-04-01
4.300000
34000.00
37427.35
Corporate Debt Securities
HUB INTL LTD SR 144A NT 7%26
549300JQT6ATTUNS5E06
2026-05-01
7.000000
96000.00
102529.07
Corporate Debt Securities
HERC HLDGS INC SR GLBL 144A 27
549300TP80QLITMSBP82
2027-07-15
5.500000
55000.00
58321.39
Corporate Debt Securities
NEXSTAR ESCROW INC SR GLBL 144A 27
5493006PK6I4I2OOT688
2027-07-15
5.625000
250000.00
267687.50
Corporate Debt Securities
HCA INC. SR GLBL NT3.5%30
L3CJ6J7LJ2DX62FTXD46
2030-09-01
3.500000
23000.00
24338.80
Corporate Debt Securities
GLP CAP LP/GLP FING II INC SR GLBL NT 4%30
2030-01-15
4.000000
60000.00
64402.53
Corporate Debt Securities
MSCI INC SR GLBL 144A 31
549300HTIN2PD78UB763
2031-11-01
3.625000
1034000.00
1079675.51
Corporate Debt Securities
NAVIOS MARITIME HLDGS INC SR SEC GLBL 22
2022-08-15
11.250000
6000.00
6126.75
Corporate Debt Securities
FIFTH THIRD BANCORP ALT TIER I PERP
THRNG6BD57P9QWTQLG42
2500-12-31
4.500000
233000.00
253940.88
Corporate Debt Securities
FIRST QUANTUM MINERALS LTD SR GLBL 144A 27
549300I7UVBGWRYMYZ18
2027-10-15
6.875000
1416000.00
1519160.71
Corporate Debt Securities
FIRSTENERGY CORP -C 4.85%47
549300SVYJS666PQJH88
2047-07-15
5.350000
3818000.00
4681958.25
Corporate Debt Securities
FORD MTR CO DEL SR GLBL NT 31
20S05OYHG0MQM4VUIC57
2031-07-16
7.450000
4962000.00
6655606.41
Corporate Debt Securities
FORD MTR CO DEL SR GLBL NT 26
20S05OYHG0MQM4VUIC57
2026-12-08
4.346000
23000.00
24944.00
Corporate Debt Securities
FORD MOTOR CREDIT COMPANY SR GLBL NT 23
UDSQCVRUX5BONN0VY111
2023-05-04
3.096000
2280000.00
2354214.00
Corporate Debt Securities
PERRIGO FINANCE UNLIMITED COMP CR SEN SR GLBL30
549300E86RB6YCTMRM83
2030-06-15
3.150000
7327000.00
7456504.73
Corporate Debt Securities
PLAINS ALL AMERN PIPELINE L P SR GLBL NT3.8%30
2030-09-15
3.800000
13000.00
13836.22
Corporate Debt Securities
PLANTRONICS INC NEW SR GLBL 144A 29
5493006O3W5M472F6668
2029-03-01
4.750000
10000.00
9204.33
Corporate Debt Securities
RITE AID CORP SR SEC 144A NT25
529900W353T1JY1DKT44
2025-07-01
7.500000
18000.00
18577.50
Corporate Debt Securities
ROCKET SOFTWARE INC SR 144A NT6.5%29
549300PVG26ISP5X1556
2029-02-15
6.500000
70000.00
67960.28
Corporate Debt Securities
NATWEST GROUP PLC ALT TIER I PERP
2138005O9XJIJN4JPN90
2500-12-31
6.000000
600000.00
668318.00
Corporate Debt Securities
NAVIENT CORPORATION FR 6.125%032524
54930067J0ZNOEBRW338
2024-03-25
6.125000
2643000.00
2839995.27
Corporate Debt Securities
SM ENERGY COMPANY SR SEC GLBL 25
84BUTVXV5ODI6BXNMH43
2025-01-15
10.000000
1115000.00
1272314.11
Corporate Debt Securities
SERVICE CORP INTL SR GLBL NT 27
549300RKVM2ME20JHZ15
2027-12-15
4.625000
25000.00
26711.63
Corporate Debt Securities
SIRIUS XM RADIO INC SR GLBL 144A 27
WP5O65E6BMU84LNO4227
2027-08-01
5.000000
99000.00
104566.99
Corporate Debt Securities
SPECTRUM BRANDS INC SR GLBL 144A 30
549300VU3EH2E73C1Q04
2030-07-15
5.500000
4078000.00
4489424.89
Corporate Debt Securities
ONEMAIN FINANCIAL CORPORATION SR GLBL NT 26
5493008I795YYBFWFU90
2026-03-15
7.125000
3300000.00
3783312.50
Corporate Debt Securities
SPIRIT AEROSYSTEMS INC SR SEC GLBL 25
ZD2NBKV6GCC3UMGBM518
2025-04-15
7.500000
3670000.00
3873379.17
Corporate Debt Securities
SPRINT NEXTEL CORP SR NT 11.5%21
549300JKU50UT08ZWD77
2021-11-15
11.500000
97000.00
102589.03
Corporate Debt Securities
T-MOBILE US INC SR GLBL NT 24
549300ZTTY7CXOLJ6539
2024-06-15
7.125000
735000.00
850594.06
Corporate Debt Securities
SQUARE INC SR GLBL 144A 26
549300OHIIUWSTIZME52
2026-06-01
2.750000
645000.00
661702.81
Corporate Debt Securities
TKC HOLDINGS INCORPORATED SR SEC 144A NT28
2028-05-15
6.875000
245000.00
258845.05
Corporate Debt Securities
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT25
2025-07-23
4.908000
70000.00
78802.36
Corporate Debt Securities
EDISON INTL PERP SUB GLBL -A
549300I7ROF15MAEVP56
2500-12-31
5.375000
42000.00
43640.92
Corporate Debt Securities
ELANCO ANIMAL HEALTH INC CR SEN SR GLBL28
549300SHPNDCE059M934
2028-08-28
5.900000
15000.00
17679.86
Corporate Debt Securities
EMPIRE COMMUNITIES CORPORATION SR GLBL 144A 25
549300JM1L6KK2QFP273
2025-12-15
7.000000
6470000.00
6905466.94
Corporate Debt Securities
TAYLOR MORRISON CMNTYS INC SR GLBL 144A 28
549300O1Z08HI2MRK572
2028-01-15
5.750000
22000.00
24455.44
Corporate Debt Securities
TEGNA INC SR GLBL 144A 26
549300YC5EDBGX85AO10
2026-03-15
4.750000
620000.00
648399.44
Corporate Debt Securities
TELESAT CDA / TELESAT LLC SR SEC GLBL 27
2027-06-01
4.875000
6546000.00
5981680.25
Corporate Debt Securities
TRANSDIGM INC SR SB GLBL NT 29
88Q84GB3X55CF5OC7582
2029-01-15
4.625000
580000.00
584124.44
Corporate Debt Securities
TUTOR PERINI CORP SR GLBL 144A 25
549300FHXYVPW8LJ6D98
2025-05-01
6.875000
15000.00
15808.40
Corporate Debt Securities
AAG FH LP / AAG FH FINCO INC SR GLBL 144A 24
2024-07-15
9.750000
14000.00
14219.75
Corporate Debt Securities
ROYAL BK SCOTLAND N V SBNT DEP 7.75%23
X3CZP3CK64YBHON1LE12
2023-05-15
7.750000
300000.00
340396.67
Corporate Debt Securities
AMC NETWORKS INC SR GLBL NT 5%24
549300VGG9K75226LR46
2024-04-01
5.000000
18000.00
18295.00
Corporate Debt Securities
AMC ENTMT HLDGS INC SR SEC GLBL 26
549300ZO77UNR6NRBR11
2026-04-24
10.500000
10687000.00
11852773.58
Corporate Debt Securities
BANCO SANTANDER CHILE NEW SR REGS NT 31
3YJP8HORPAEXJ80D6368
2031-10-26
3.177000
500000.00
501382.38
Corporate Debt Securities
BLOOMIN BRANDS INC / OSI RESTA SR GLBL 144A 29
2029-04-15
5.125000
4151000.00
4086630.67
Corporate Debt Securities
GAP INC SR GLBL 144A 29
T2ZG1WRWZ4BUCMQL9224
2029-10-01
3.625000
230000.00
225853.61
Corporate Debt Securities
SOUTHWESTERN ENERGY CO SR GLBL 144A 29
EFWMP121W54QV9MGOP87
2029-02-01
5.375000
2000000.00
2126277.78
Corporate Debt Securities
SWITCH LTD SR GLBL 144A 29
5493002D70VTFFLT8L43
2029-06-15
4.125000
225000.00
229785.94
Corporate Debt Securities
TARGA RES PARTNERS / TARGA RES SR GLBL NT 31
2031-02-01
4.875000
599000.00
655693.35
Corporate Debt Securities
TPRO ACQUISITION CORPORATION SR SEC GLBL 24
2024-10-15
11.000000
150000.00
163391.67
Corporate Debt Securities
AIR LEASE CORP TIER I PERP GLBL
5493004NW4M4P8TMMK63
2500-12-31
4.650000
17000.00
17734.12
Corporate Debt Securities
AIR LEASE CORP PERP SUB GLBL -C
5493004NW4M4P8TMMK63
2500-12-31
4.125000
40000.00
39573.33
Corporate Debt Securities
ANGLOGOLD ASHANTI HDLS PLC GLBL NT 3.375%28
213800745ZIXC4L6A131
2028-11-01
3.375000
2000000.00
1988612.50
Corporate Debt Securities
ASHLAND LLC SR GLBL 144A 31
6O4MRU8C1MS0K34UQF79
2031-09-01
3.375000
20000.00
19883.12
Corporate Debt Securities
NUFARM AUSTRALIA LTD / NUFA SR GLBL 144A 26
2026-04-30
5.750000
640000.00
672300.98
Corporate Debt Securities
MODIVCARE INC SR GLBL 144A 29
2029-10-01
5.000000
550000.00
564590.28
Corporate Debt Securities
PERFORMANCE FOOD GROUP CO SR GLBL 144A 29
549300OMUOGBYK0FFO76
2029-08-01
4.250000
400000.00
404391.67
Corporate Debt Securities
COMMUNITY HEALTH SYS INC NEW JR GLBL 144A 30
5493007X5NC5XI1BB106
2030-04-01
6.125000
17609000.00
17357788.05
Corporate Debt Securities
ENCINO ACQUISITION PARTNERS HO SR GLBL 144A 28
549300BUKUEKT2UE4T49
2028-05-01
8.500000
8288000.00
9008871.82
Corporate Debt Securities
ENERSYS GLBL 144A NT 27
7ZS3DE5PN30BYUJFWP05
2027-12-15
4.375000
325000.00
344105.03
Corporate Debt Securities
GRAPHIC PACKAGING INTL INC SR NT 4.875%22
SO75N4VY5NXGQSK8YQ65
2022-11-15
4.875000
75000.00
78728.12
Corporate Debt Securities
VERICAST MERGER SUB INC SR SEC 144A NT26
549300J73P7FL8TVF308
2026-09-15
11.000000
30533200.00
32522946.87
Corporate Debt Securities
WESTERN MIDSTREAM OPER LP SR GLBL NT 44
L6D8A6MLSY454J2JXJ60
2044-04-01
5.450000
9018000.00
10666750.92
Corporate Debt Securities
ILIAD HLDG S A S SR SEC REGS NT28
9695009PXA7OI9NXN582
2028-10-15
7.000000
230000.00
237840.44
Corporate Debt Securities
KEYCORP CAP I JR SB GLBL 28
2028-07-01
0.870880
150000.00
145828.10
Corporate Debt Securities
LEEWARD RENEWABLE ENERGY OPER SR 144A NT 29
2029-07-01
4.250000
2369000.00
2411651.87
Corporate Debt Securities
MIDWEST GAMING BORROWER LLC / SR SEC 144A NT29
2029-05-01
4.875000
257000.00
265122.27
Corporate Debt Securities
CITIZENS FINL GROUP INC TIER I PERP GLBL
2138004JDDA4ZQUPFW65
2500-12-31
5.650000
13000.00
14314.43
Corporate Debt Securities
HCA INC. SR DEB 8.36%24
L3CJ6J7LJ2DX62FTXD46
2024-04-15
8.360000
1113000.00
1287742.24
Corporate Debt Securities
OCCIDENTAL PETE CORP GLBL DEB 7.73%96
IM7X0T3ECJW4C1T7ON55
2096-09-15
7.730000
60000.00
72416.87
Corporate Debt Securities
WELLS FR COM MTG TR 2019-JWDR C 20310917 FLT
2031-09-17
3.037600
1800000.00
1790720.24
Private Label Collateralized Mortgage Obligations
BAML COML MTG TR 2015-200P B 20330415 3.4
549300UQK6PJ8BF5JQ90
2033-04-15
3.490000
140000.00
147605.84
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT
B1V7KEBTPIMZEU4LTD58
2029-07-25
3.639250
790836.00
550436.78
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-2R 1-A-3 20370728 5.7
2037-07-28
5.750000
15000000.00
3515518.95
Private Label Collateralized Mortgage Obligations
AMSR TRUST 2020-SFR2 E-2 20370717 4.2
2037-07-17
4.277000
5600000.00
5824792.71
Private Label Collateralized Mortgage Obligations
ADJUSTABLE RATE MTG 2006-1 2-A-1 20360325 FLT
2036-03-25
3.475720
9483700.00
693892.69
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAP TR 2021-L7 A-5 20541019 FLT
2054-10-19
2.574000
9996370.00
10292552.45
Private Label Collateralized Mortgage Obligations
MASTR ALTERNATIVE LN TR 2002-3 M-1 20321225 FLT
2032-12-25
6.067000
12340000.00
2158904.65
Private Label Collateralized Mortgage Obligations
FLAGSTAR MTG TRUST 2021-11INV A-6 20511125 FLT
2051-11-25
2.500000
23000000.00
23458009.22
Private Label Collateralized Mortgage Obligations
RALI SERIES TRUST 2007-QS7 II-A-1 20370625 6.7
2037-06-25
6.750000
35000000.00
3705092.63
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2020-LTV1 A-5 20500625 FLT
2050-06-25
3.500000
2164810.00
2182167.93
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE MBS 2013-C13 D 20460118 FLT
2046-01-18
4.077050
4433000.00
4510076.76
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2019-9 A-5 20500525 FLT
2050-05-25
3.500000
1200000.00
1210446.27
Private Label Collateralized Mortgage Obligations
Y
2022-01-27
2022-01-27
2022-04-25
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0057
313706805.64
313706805.64
0.0041
N
N
N
Y
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 0.160000%
RUC0QBLBRPRCU4W1NE59
0000772028
ARP0RK8D4
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CAISSE CENTRALE DESJARDINS EXTND GLBL 23
549300B2Q47IR0CR5B54
2023-09-26
1.950000
17128000.00
17403375.42
Corporate Debt Securities
DELL INTL LLC/EMC CORP CR SEN SR SEC 26
2026-10-01
4.900000
77000.00
88008.01
Corporate Debt Securities
WILLIS NORTH AMER INC SR GLBL NT 49
5493004KVU1HWZCP0C66
2049-09-15
3.875000
1316000.00
1461320.76
Corporate Debt Securities
ROYAL BK CDA EXTND GLBL 23
ES7IP3U3RHIGC71XBU11
2023-09-23
1.900000
4954000.00
5029498.96
Corporate Debt Securities
SCHWAB CHARLES CORP PERP SUB GLBL -H
549300VSGCJ7E698NM85
2500-12-31
4.000000
83000.00
84883.64
Corporate Debt Securities
SOUTHERN CALIF EDISON CO 1M GLBL 2018C 48
9R1Z5I36FERIBVKW4P77
2048-03-01
4.125000
1000.00
1132.52
Corporate Debt Securities
T MOBILE USA INC SR SEC GLBL 52
549300V2JRLO5DIFGE82
2052-10-15
3.400000
131000.00
131095.34
Corporate Debt Securities
TELEFONICA EMISONES SA SR GLBL NT 49
549300Y5MFC4SW5Z3K71
2049-03-01
5.520000
3890000.00
5159242.17
Corporate Debt Securities
TRUIST FINL CORP ALT TIER I PERP
549300DRQQI75D2JP341
2500-12-31
5.125000
156000.00
170285.92
Corporate Debt Securities
AXA SB GLBL NT8.6%30
F5WCUMTUM4RKZ1MAIE39
2030-12-15
8.600000
1693000.00
2544276.14
Corporate Debt Securities
BK OF AMERICA CORP PERP GLBL -Z NT
9DJT3UXIJIZJI4WXO774
2500-12-31
6.500000
1000.00
1108.58
Corporate Debt Securities
REYNOLDS AMERICAN INC SR GLBL NT 45
02S2RPPVO9RP4NEU2740
2045-08-15
5.850000
2000.00
2477.81
Corporate Debt Securities
ROGERS COMMUNICATIONS INC SR GLBL FL NT 22
54930030NVF3Y2OL0A78
2022-03-22
0.725380
21621000.00
21681658.35
Corporate Debt Securities
ANGLO AMERICAN CAPITAL PLC SR GLBL 144A 30
TINT358G1SSHR3L3PW36
2030-04-01
5.625000
3610000.00
4332703.95
Corporate Debt Securities
AON CORP / AON GLOBAL HLDGS SR GLBL NT2.9%51
2051-08-23
2.900000
1304000.00
1279623.89
Corporate Debt Securities
APOLLO MGMT HLDGS LP SR GLBL 144A 26
5493006XQW0V5K38YM64
2026-05-27
4.400000
584000.00
659965.42
Corporate Debt Securities
ARES FINANCE CO III LLC SUB GLBL 144A 51
2051-06-30
4.125000
3000000.00
3123826.25
Corporate Debt Securities
HSBC HLDGS PLC ALT TIER I PERP
MLU0ZO3ML4LN2LL2TL39
2500-12-31
4.700000
200000.00
200625.56
Corporate Debt Securities
JPMORGAN CHASE & CO ALT TIER I PERP
8I5DZWZKVSZI1NUHU748
2099-12-31
4.625000
80000.00
82053.44
Corporate Debt Securities
ALBERTA PROV SR BD 2.2%22
LQPXMHHNJKIPJYE53543
2022-07-26
2.200000
915000.00
933010.25
Corporate Debt Securities
ALBERTA PROV 2.95%24
LQPXMHHNJKIPJYE53543
2024-01-23
2.950000
1550000.00
1638329.33
Corporate Debt Securities
ALLEGHANY CORP MD SR GLBL NT 30
549300DCJE6AYX159479
2030-05-15
3.625000
8494000.00
9413678.41
Corporate Debt Securities
AMERICAN EQTY INVT LIFE HLD CO CR SEN SR GLBL27
549300RK5RZQ740FPL83
2027-06-15
5.000000
387000.00
447600.76
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SR GLBL NT3.7%26
5493004LGN656HWLDA30
2026-02-15
3.700000
99000.00
108315.46
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SR GLBL NT3.7%51
5493004LGN656HWLDA30
2051-01-31
3.700000
1000.00
1067.92
Corporate Debt Securities
CAISSE CENTRALE DESJARDINS GLBL CVRD BD 23
549300B2Q47IR0CR5B54
2023-10-07
0.450000
705000.00
702789.82
Corporate Debt Securities
HSBC HLDGS PLC ALT TIER I PERP
MLU0ZO3ML4LN2LL2TL39
2500-12-31
6.500000
1500000.00
1687320.00
Corporate Debt Securities
DISCOVER BK GLBL NT 4.2%23
X05BVSK68TQ7YTOSNR22
2023-08-08
4.200000
9000000.00
9628650.00
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR GLBL NT 5%37
L2Z2MO2EQURH3BREWI15
2037-09-20
5.000000
225000.00
270687.75
Corporate Debt Securities
DUKE ENERGY CAROLINAS LLC 1M BD 3.75%45
MWIUSDMN17TCR56VW396
2045-06-01
3.750000
85000.00
97161.52
Corporate Debt Securities
DUKE ENERGY FLA LLC 1M GLBL BD3.2%27
7MOHLM3DKE63RX2ZCN83
2027-01-15
3.200000
94000.00
101944.36
Corporate Debt Securities
PROVINCE OF QUEBEC SR GLBL PD DB 29
549300WN65YFEQH74Y36
2029-09-15
7.500000
186000.00
264511.84
Corporate Debt Securities
PROVINCE OF QUEBEC SR GLBL NT 22
549300WN65YFEQH74Y36
2022-01-31
2.375000
487000.00
492440.53
Corporate Debt Securities
CDP FINANCIAL INC. 2.75%22
549300OXMGVYFCBFV096
2022-03-07
2.750000
2353000.00
2383523.64
Corporate Debt Securities
CHEVRON USA INC GLBL NT 2.343%50
VA8TZDWPEZYU430RZ444
2050-08-12
2.343000
1298000.00
1227663.22
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 31
6SHGI4ZSSLCXXQSBB395
2031-03-31
4.412000
3933000.00
4517656.62
Corporate Debt Securities
NOVARTIS CAPITAL CORP SR GLBL NT 50
5493002KF87V5RSRQS84
2050-08-14
2.750000
1740000.00
1786560.95
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD2.4%22
C7PVKCRGLG18EBQGZV36
2022-02-08
2.400000
9000.00
9101.97
Corporate Debt Securities
ONTARIO TEACH FIN TR SR 144A NT 22
635400ZZE5J8OXXBBY26
2022-09-19
2.125000
1260000.00
1282883.00
Corporate Debt Securities
PENSKE TRUCK LEASING CO L P SR GLBL 144A 22
2022-07-11
4.875000
1096000.00
1144525.40
Corporate Debt Securities
PROVINCE OF MAN D N PROV NT SR DEB 2.1%22
5493003QILFOB3JRKE30
2022-09-06
2.100000
400000.00
407060.67
Corporate Debt Securities
METLIFE INC PERP JR SB GLBL
C4BXATY60WC6XEOZDX54
2500-12-31
3.850000
2000.00
2079.87
Corporate Debt Securities
NXP B V / NXP FDG LLC SR GLBL 144A 24
2024-03-01
4.875000
120000.00
130753.70
Corporate Debt Securities
NEW YORK LIFE GLOBAL FDG SR SEC 144A NT31
635400DPNHEAUHB7ZI15
2031-08-01
1.850000
1263000.00
1233192.50
Corporate Debt Securities
NIAGARA MOHAWK PWR CORP SR GLBL 144A 30
3T97Y9RR5EN5Y18QHB56
2030-06-27
1.960000
75000.00
72811.67
Corporate Debt Securities
BAYER US FIN II LLC SR GLBL 144A 44
529900XWNEXYNJ3X6T40
2044-07-15
4.400000
809000.00
940738.46
Corporate Debt Securities
BLACKSTONE HLDGS FIN L L C SR GLBL 144A 30
549300D2L6J4NC1QVZ22
2030-01-10
2.500000
160000.00
164543.91
Corporate Debt Securities
BP CAP MKTS AMER INC SR GLBL NT 28
5493009NTB34VXE1T760
2028-11-06
4.234000
7758000.00
9017097.97
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT3.5%28
2028-01-15
3.500000
1277000.00
1391573.86
Corporate Debt Securities
CONTROLADORA MABE S A DE C V SR GLBL REGS 28
549300TVP7EHIDGWNR87
2028-10-23
5.600000
398000.00
455377.01
Corporate Debt Securities
SIERRA PAC PWR CO SR SEC GLBL P 37
QB888G5GSVGE1LD1WV84
2037-07-01
6.750000
2000.00
2925.01
Corporate Debt Securities
AVIATION CAP GROUP LLC 4.125%25
549300ODEK8HY3445C77
2025-08-01
4.125000
450000.00
485385.00
Corporate Debt Securities
AVOLON HLDGS FDG LTD SR GLBL 144A 28
635400ZRKEX9L1BKCH30
2028-02-21
2.750000
293000.00
291723.82
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC SR GLBL 144A 39
549300CRGMZK3K53BF92
2039-01-15
8.200000
1000.00
1677.53
Corporate Debt Securities
ASSURANT INC CR SEN SR GLBL28
H3F39CAXWQRVWURFXL38
2028-03-27
4.900000
482000.00
555811.34
Corporate Debt Securities
GE CAP FUNDING LLC GLBL NT 4.55%32
549300XAGH9TOLX5XM67
2032-05-15
4.550000
800000.00
974918.22
Corporate Debt Securities
DELL INTL LLC/EMC CORP CR SEN SR SEC 29
2029-10-01
5.300000
5000.00
6018.36
Corporate Debt Securities
DELL INTL LLC/EMC CORP CR SEN SR SEC 23
2023-06-15
5.450000
100000.00
108572.61
Corporate Debt Securities
OMERS FINANCE TRUST GLBL 144A NT 23
529900M039WCPES03P17
2023-04-14
1.125000
595000.00
600675.56
Corporate Debt Securities
POLAR TANKERS INC SR GLBL 144A 37
2037-05-10
5.951000
8327000.00
10568100.79
Corporate Debt Securities
NARRAGANSETT ELEC CO SR GLBL 144A 30
VAI0KZ806W8MCH0BCZ61
2030-04-09
3.395000
2000.00
2157.53
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP GLBL DEB 3.3%51
2051-09-15
3.300000
1005000.00
1111161.50
Corporate Debt Securities
MANUFACTURER AND TRADERS LW TIER II 27
WWB2V0FCW3A0EE3ZJN75
2027-08-17
3.400000
8331000.00
9052714.53
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
100.00
104.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-27
0.00
100.00
99.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-05-15
6.250000
593400.00
837070.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
105800.00
128428.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
6487600.00
7163723.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
2.000000
28791000.00
29077997.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
100.00
100.63
U.S. Treasuries (including strips)
Y
2021-11-03
2021-11-03
2021-11-03
N
N
N
0.0013
169000718.25
169000718.25
0.0022
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.130000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0RKA58
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BANK NOVA SCOTIA B C GLBL COCO 26
L3I9ZG2KFGXZ61BMYR72
2026-09-15
1.300000
4074000.00
4017977.97
Corporate Debt Securities
ING GROEP N.V. ALT TIER I PERP
549300NYKK9MWM7GGW15
2500-12-31
3.875000
581000.00
564931.72
Corporate Debt Securities
ING GROEP N.V. ALT TIER I PERP
549300NYKK9MWM7GGW15
2500-12-31
4.250000
850000.00
813078.12
Corporate Debt Securities
NORDSTROM INC SR GLBL NT 4%27
549300S3IZB5P35KNV16
2027-03-15
4.000000
5000000.00
5193194.44
Corporate Debt Securities
ISRAEL ELEC CORP LTD SR SEC GLBL 96
254900JW7GE35YNJGJ55
2096-12-15
8.100000
4000.00
5988.70
Corporate Debt Securities
ENEL FIN INTL N.V. 3.5%28
0YQH6LCEF474UTUV4B96
2028-04-06
3.500000
6000000.00
6536436.67
Corporate Debt Securities
RIO OIL FIN TR SR SEC GLBL 27
2027-01-06
9.750000
750000.00
480052.06
Corporate Debt Securities
NETWORK I2I LIMITED PERP SUB GLBL
2549003L8M1FGHLHOX45
2500-12-31
5.650000
520000.00
551042.56
Corporate Debt Securities
PT PELABUHAN INDONESIA III SR GLBL REGS 23
254900Y6SH3NRN1A8R64
2023-05-02
4.500000
1000000.00
1067125.00
Corporate Debt Securities
BAIDU INC SR GLBL NT 26
254900AL64IANZYI1E02
2026-04-09
1.720000
331000.00
327291.33
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 1.8%072831
WFLLPEPC7FZXENRZV188
2031-07-28
1.800000
5000.00
4901.50
Corporate Debt Securities
BANK NOVA SCOTIA B C ALT TIER I PERP
L3I9ZG2KFGXZ61BMYR72
2500-12-31
4.650000
1928000.00
1915363.57
Corporate Debt Securities
TREEHOUSE FOODS INC SR GLBL NT 4%28
5493007M7EVHE470Q576
2028-09-01
4.000000
23000.00
22141.97
Corporate Debt Securities
UBER TECHNOLOGIES INC SR GLBL 144A 29
549300B2FTG34FILDR98
2029-08-15
4.500000
700000.00
711112.50
Corporate Debt Securities
UNILEVER CAP CORP SR GLBL NT3.1%25
MYF1DAS6G5WY7PRWCU78
2025-07-30
3.100000
222000.00
239183.66
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT3.7%61
2S72QS2UO2OESLG6Y829
2061-03-22
3.700000
652000.00
705941.77
Corporate Debt Securities
VINE ENERGY HOLDINGS LLC SR GLBL 144A 29
254900PNIMG4CPJH6R25
2029-04-15
6.750000
588000.00
633643.50
Corporate Debt Securities
WESTERN DIGITAL CORP. SR GLBL NT 26
549300QQXOOYEF89IC56
2026-02-15
4.750000
15000.00
16656.36
Corporate Debt Securities
WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28
2028-08-15
7.750000
21452000.00
23158089.48
Corporate Debt Securities
WYNN MACAU LTD SR GLBL 144A 28
254900NMDQ8ENTHU1I31
2028-08-26
5.625000
200000.00
188266.75
Corporate Debt Securities
BNP PARIBAS ALT TIER I PERP
R0MUWSFPU8MPRO8K5P83
2500-12-31
4.500000
300000.00
297900.00
Corporate Debt Securities
TSMC GLOBAL LTD SR GLBL REGS 28
549300N2ZLI21P85T117
2028-04-23
1.750000
3381000.00
3343172.24
Corporate Debt Securities
NIPPON LIFE INSURANCE COMPANY SUB GLBL REGS 51
549300Y0HHMFW3EVWY08
2051-01-21
2.750000
2290000.00
2244168.19
Corporate Debt Securities
TOYOTA INDS CORP SR GLBL REGS 28
35380000WKGEAHEMW830
2028-03-16
3.566000
245000.00
266466.75
Corporate Debt Securities
ALIBABA GROUP HLDG LTD 3.4%27
5493001NTNQJDH60PM02
2027-12-06
3.400000
950000.00
1021920.28
Corporate Debt Securities
ALTICE FRANCE S A SR SEC 144A NT29
5493001ZMCICV4N02J21
2029-07-15
5.125000
5587000.00
5479299.71
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 1%091025
B6Q2VFHD1797Q7NZ3E43
2025-09-10
1.000000
131000.00
130177.47
Corporate Debt Securities
APOLLO MGMT HLDGS LP SR GLBL 144A 26
5493006XQW0V5K38YM64
2026-05-27
4.400000
2024000.00
2287277.42
Corporate Debt Securities
APPLE INC SR GLBL NT2.9%27
HWUPKR0MPOU8FGXBT394
2027-09-12
2.900000
2558000.00
2744391.51
Corporate Debt Securities
APPLE INC SR GLBL NT2.2%29
HWUPKR0MPOU8FGXBT394
2029-09-11
2.200000
5361000.00
5502494.66
Corporate Debt Securities
AUTOMATIC DATA PROCESSING INC SR GLBL COCO 28
HGBOLILQXWER4SAL2I23
2028-05-15
1.700000
202000.00
203119.42
Corporate Debt Securities
B & G FOODS INC SR GLBL NT 27
549300TRW1LZMDJZAQ78
2027-09-15
5.250000
250000.00
258354.17
Corporate Debt Securities
BARCLAYS PLC SR GLBL COCO 25
213800LBQA1Y9L22JB70
2025-03-16
3.650000
3321000.00
3559679.35
Corporate Debt Securities
BARCLAYS PLC ALT TIER I PERP
213800LBQA1Y9L22JB70
2500-12-31
7.750000
200000.00
217094.44
Corporate Debt Securities
BAUSCH HEALTH COS INC SR SEC GLBL 28
B3BS7ACMDUWISF18KY76
2028-06-01
4.875000
3776000.00
3958999.12
Corporate Debt Securities
BOC AVIATION PTE LTD FR 3%091129
254900H06V5RMEB3KE72
2029-09-11
3.000000
200000.00
203550.00
Corporate Debt Securities
BP CAP MKTS AMER INC GLBL NT 3.543%27
5493009NTB34VXE1T760
2027-04-06
3.543000
1310000.00
1429319.49
Corporate Debt Securities
BRISTOL-MYERS SQUIBB CO SR GLBL NT 27
HLYYNH7UQUORYSJQCN42
2027-11-15
3.450000
5649000.00
6293475.58
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR GLBL DB3.9%46
2046-08-01
3.900000
1487000.00
1777029.44
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 2.4%060622
EDBQKYOPJUCJKLOJDE72
2022-06-06
2.400000
5000.00
5111.17
Corporate Debt Securities
CENTURY COMMUNITIES INC SR GLBL 144A 29
5299002QMB2O7ZL1CA26
2029-08-15
3.875000
500000.00
501052.08
Corporate Debt Securities
CITIGROUP INC SR GLBL FL NT 23
6SHGI4ZSSLCXXQSBB395
2023-07-24
1.073880
1880000.00
1890959.12
Corporate Debt Securities
CLEVELAND-CLIFFS INC NEW SR SEC GLBL 25
549300TM2WLI2BJMDD86
2025-10-17
9.875000
895000.00
1025483.54
Corporate Debt Securities
CONOCOPHILLIPS SR GLBL NT5.9%38
WPTL2Z3FIYTHSP5V2253
2038-05-15
5.900000
3000.00
4240.28
Corporate Debt Securities
CORNERSTONE BLDG BRANDS INC SR 144A NT 29
549300IW41QEWQ6T0H29
2029-01-15
6.125000
900000.00
948793.00
Corporate Debt Securities
COTY INC SR SEC GLBL 26
549300BO9IWPF3S48F93
2026-04-15
5.000000
50000.00
51347.22
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 2.8%090827
E0KSF7PFQ210NWI8Z391
2027-09-08
2.800000
30000.00
32089.10
Corporate Debt Securities
DISNEY WALT CO FR 2.95%061527
7260JQNI6SCF9FIV2392
2027-06-15
2.950000
4000000.00
4361162.22
Corporate Debt Securities
EOG RES INC SR NT 3.9%35
XWTZDRYZPBUHIQBKDB46
2035-04-01
3.900000
141000.00
160708.04
Corporate Debt Securities
EG GLOBAL FIN PLC SR SEC 144A NT25
549300TL8Q5207VYET27
2025-02-07
6.750000
396000.00
417582.00
Corporate Debt Securities
KINDER MORGAN INC DEL FR 7.75%011532
549300WR7IX8XE0TBO16
2032-01-15
7.750000
1000.00
1441.69
Corporate Debt Securities
EQUINOR ASA 3.625%28
OW6OFBNCKXC4US5C7523
2028-09-10
3.625000
4229000.00
4718439.20
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 25
J3WHBG0MTS7O8ZVMDC91
2025-03-19
2.992000
16600000.00
17624791.78
Corporate Debt Securities
FEL ENERGY VI S A R L SR SEC GLBL 40
2040-12-01
5.750000
4800000.00
4851259.09
Corporate Debt Securities
FORD MTR CO DEL SR GLBL DB7.4%46
20S05OYHG0MQM4VUIC57
2046-11-01
7.400000
50000.00
69954.44
Corporate Debt Securities
FULL HSE RESORTS INC SR SEC GLBL 28
5493009DKIWW0H901Y82
2028-02-15
8.250000
4339000.00
4662074.71
Corporate Debt Securities
GFL ENVIRONMENTAL INC SR GLBL 144A 29
549300FYK4MBXWIVZU26
2029-08-15
4.375000
21000.00
21044.11
Corporate Debt Securities
H & E EQUIPMENT SERVICES INC SR GLBL 144A 28
254900KVLRCDMQRYY541
2028-12-15
3.875000
203000.00
205018.55
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL FL NT 24
MLU0ZO3ML4LN2LL2TL39
2024-05-18
1.124500
6000000.00
6073614.00
Corporate Debt Securities
HOME DEPOT INC SR GLBL NT 22
QEKMOTMBBKA8I816DO57
2022-06-01
2.625000
2000.00
2043.30
Corporate Debt Securities
HOME DEPOT INC SR GLBL NT 3%26
QEKMOTMBBKA8I816DO57
2026-04-01
3.000000
10000.00
10730.33
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS SR GLBL NT4.7%46
VGRQXHF3J8VDLUA7XE92
2046-02-19
4.700000
15780000.00
20356024.67
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS SR GLBL NT 3%24
VGRQXHF3J8VDLUA7XE92
2024-05-15
3.000000
1172000.00
1248680.05
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS SR GLBL NT3.5%29
VGRQXHF3J8VDLUA7XE92
2029-05-15
3.500000
1702000.00
1892716.66
Corporate Debt Securities
INTERPUBLIC GROUP COS INC SR GLBL NT 30
5493008IUOJ5VWTRC333
2030-03-30
4.750000
4887000.00
5762146.31
Corporate Debt Securities
JPMORGAN CHASE & CO 3.207%23
8I5DZWZKVSZI1NUHU748
2023-04-01
3.207000
21000.00
21290.10
Corporate Debt Securities
JEFFERSON CAPITAL HOLDINGS LLC SR GLBL 144A 26
2026-08-15
6.000000
32685000.00
33550716.70
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 47
549300G0CFPGEF6X2043
2047-03-03
3.750000
3238000.00
3941369.15
Corporate Debt Securities
LCPR SR SECD FING DESIGNATED A SR SEC 144A NT29
549300LE5FM8IKMXSP90
2029-07-15
5.125000
367000.00
376977.10
Corporate Debt Securities
LAREDO PETROLEUM INC SR GLBL NT9.5%25
549300X0PTWU2QSLSL14
2025-01-15
9.500000
4965000.00
5231592.92
Corporate Debt Securities
LOWES COS INC SR NT 3.12%22
WAFCR4OKGSC504WU3E95
2022-04-15
3.120000
1677000.00
1688929.06
Corporate Debt Securities
MACQUARIE GROUP LIMITED FR 1.629%092327
ACMHD8HWFMFUIQQ8Y590
2027-09-23
1.629000
4575000.00
4496579.92
Corporate Debt Securities
MEDNAX INC 6.25%27
2027-01-15
6.250000
4285000.00
4576618.06
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT 22
INR2EJN1ERAN0W5ZP974
2022-11-03
2.650000
7000.00
7229.57
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT3.3%27
INR2EJN1ERAN0W5ZP974
2027-02-06
3.300000
8549000.00
9387984.61
Corporate Debt Securities
MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27
2027-06-20
6.500000
257.00
281.30
Corporate Debt Securities
MITSUBISHI UFJ FINANCIAL GROUP SR GLBL FL NT 23
353800V2V8PUY9TK3E06
2023-03-02
0.859630
57000.00
57533.58
Corporate Debt Securities
MITSUBISHI UFJ FINANCIAL GROUP SR FLT NT 23
353800V2V8PUY9TK3E06
2023-07-26
0.984880
42000.00
42504.93
Corporate Debt Securities
MIZUHO FINANCIAL GROUP INC SR GLBL FL NT 24
353800CI5L6DDAN5XZ33
2024-09-11
1.114130
9000000.00
9120992.49
Corporate Debt Securities
NCL CORP LTD SR SEC GLBL 26
UNZWILHE4KMRP9K2L524
2026-02-01
10.250000
9000000.00
10553000.00
Corporate Debt Securities
NEWCREST FINANCE PTY LTD SR GLBL 144A 30
549300I0XDZ4K7PDSS04
2030-05-13
3.250000
2198000.00
2352598.77
Corporate Debt Securities
NISSAN MOTOR CO LTD SR GLBL 144A 30
353800DRBDH1LUTNAY26
2030-09-17
4.810000
9722000.00
10858226.34
Corporate Debt Securities
NORTHWESTERN BELL TEL CO SR DEB 7.75%30
2030-05-01
7.750000
4950000.00
6426681.25
Corporate Debt Securities
NOVARTIS CAPITAL CORP SR NT 2.4%22
5493002KF87V5RSRQS84
2022-09-21
2.400000
28000.00
28588.37
Corporate Debt Securities
OCCIDENTAL PETE CORP SR GLBL NT 24
IM7X0T3ECJW4C1T7ON55
2024-07-01
6.950000
131000.00
150359.25
Corporate Debt Securities
ORACLE CORP SR GLBL NT2.8%27
1Z4GXXU7ZHVWFCD8TV52
2027-04-01
2.800000
855000.00
895807.25
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR NT 4.75%44
1HNPXZSMMB7HMBMVBS46
2044-02-15
4.750000
15200000.00
15869467.11
Corporate Debt Securities
PARK AEROSPACE HLDGS LTD SR 144A NT4.5%23
635400CPI3EOIFF6OC33
2023-03-15
4.500000
30000.00
31409.10
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 25
HL3H1H2BGXWVG3BSWR90
2025-08-11
3.375000
3000.00
3237.04
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 27
HL3H1H2BGXWVG3BSWR90
2027-08-17
3.125000
198000.00
213776.64
Corporate Debt Securities
PRIVATE EXPT FDG CORP SR SEC -BB NT 21
CYQE6SAYPFKNQJ6FMH60
2021-12-15
4.300000
11000.00
11234.82
Corporate Debt Securities
PROCTER & GAMBLE CO SR NT 3.1%23
2572IBTT8CCZW6AU4141
2023-08-15
3.100000
171000.00
180032.60
Corporate Debt Securities
QORVO INC SR GLBL 144A 31
254900YAUJV2EUEVBR11
2031-04-01
3.375000
4960000.00
5150488.80
Corporate Debt Securities
RELIANCE STD LIFE GLOB FDG II FR 3.85%091923
2023-09-19
3.850000
22000.00
23305.21
Corporate Debt Securities
NAVIENT CORPORATION FR 5.625%080133
54930067J0ZNOEBRW338
2033-08-01
5.625000
4704000.00
4509960.00
Corporate Debt Securities
SEAGATE HDD CAYMAN SR GLBL NT 29
529900BD50TRWEG1SF63
2029-06-01
4.091000
1300000.00
1367078.12
Corporate Debt Securities
SOUTHERN CO SR GLBL NT 36
549300FC3G3YU2FBZD92
2036-07-01
4.250000
666000.00
770415.85
Corporate Debt Securities
SRM ESCROW ISSUER LLC SR SEC GLBL 28
2028-11-01
6.000000
31000.00
33198.42
Corporate Debt Securities
STANDARD CHARTERED PLC ALT TIER I PERP
U4LOSYZ7YG4W3S5F2G91
2500-12-31
4.300000
600000.00
584016.67
Corporate Debt Securities
BANK CHINA HONG KONG LTD FR 5.9%
KNPC1X7GHDZW8U2ZSF89
2500-12-31
5.900000
360000.00
383859.00
Corporate Debt Securities
STUDIO CITY FIN LTD SR GLBL 144A 28
254900D6R731QAUIG324
2028-01-15
6.500000
500000.00
490013.89
Corporate Debt Securities
SUMITOMO MITSUI BANKING CORP FR 3.4%071124
5U0XI89JRFVHWIBS4F54
2024-07-11
3.400000
2100000.00
2258151.00
Corporate Debt Securities
SUMITOMO MITSUI FIN GRP INC VR 101618-101623
35380028MYWPB6AUO129
2023-10-16
0.922250
8470000.00
8576906.63
Corporate Debt Securities
TEGNA INC SR GLBL NT 5%29
549300YC5EDBGX85AO10
2029-09-15
5.000000
905000.00
922558.01
Corporate Debt Securities
TEMPUR SEALY INTL INC SR GLBL 144A 31
549300HFEKVR3US71V91
2031-10-15
3.875000
50000.00
49875.87
Corporate Debt Securities
TEMPUR SEALY INTL INC SR GLBL 144A 31
549300HFEKVR3US71V91
2031-10-15
3.875000
7500000.00
7481380.21
Corporate Debt Securities
TEXAS INSTRS INC SR GLBL NT 25
WDJNR2L6D8RWOEB8T652
2025-03-12
1.375000
3000.00
3032.66
Corporate Debt Securities
3M CO SR GLBL NT 29
LUZQVYP4VS22CLWDAR65
2029-08-26
2.375000
77000.00
79568.43
Corporate Debt Securities
TOPAZ SOLAR FARMS LLC SR SEC GLBL 39
2039-09-30
5.750000
2348676.00
2833141.97
Corporate Debt Securities
BANCO SANTANDER S.A. GLBL COCO 24
5493006QMFDDMYWIAM13
2024-06-30
0.701000
5600000.00
5601496.29
Corporate Debt Securities
BK OF AMERICA CORP FR 0.523%061424
9DJT3UXIJIZJI4WXO774
2024-06-14
0.523000
5367000.00
5350530.02
Corporate Debt Securities
BANQUE FED DU CRED MUTUEL FR 1.604%100426
VBHFXSYT7OG62HNT8T76
2026-10-04
1.604000
10000000.00
9980738.89
Corporate Debt Securities
DISNEY WALT CO SR GLBL NT 4%23
549300GZKULIZ0WOW665
2023-10-01
4.000000
441000.00
469912.45
Corporate Debt Securities
DISNEY WALT CO SR GLBL NT3.7%24
549300GZKULIZ0WOW665
2024-09-15
3.700000
9500000.00
10201026.11
Corporate Debt Securities
DISH DBS CORPORATION SR GLBL NT 29
2029-06-01
5.125000
574000.00
568297.87
Corporate Debt Securities
ITC MIDWEST LLC 1ST MTG 144 38
2038-01-31
6.150000
200000.00
279596.83
Corporate Debt Securities
LAREDO PETROLEUM INC SR GLBL 144A 29
549300X0PTWU2QSLSL14
2029-07-31
7.750000
500000.00
505641.81
Corporate Debt Securities
MACQUARIE GROUP LIMITED VR 062321-092327
ACMHD8HWFMFUIQQ8Y590
2027-09-23
0.969234
5000000.00
5021946.17
Corporate Debt Securities
MIZUHO FINANCIAL GROUP INC SR GLBL NT 30
353800CI5L6DDAN5XZ33
2030-07-16
3.153000
5341000.00
5675939.90
Corporate Debt Securities
NATIONAL BK CDA
BSGEFEIOM18Y80CKCV46
2024-10-04
0.700000
3799000.00
3798320.40
Corporate Debt Securities
SVENSKA HANDELSBANKEN AB NY BR FR 0.55%061124
NHBDILHZTYCNBV5UYZ31
2024-06-11
0.550000
440000.00
436919.27
Corporate Debt Securities
TOPBUILD COR SR GLBL 144A 32
5493007YSKHOL4RWII46
2032-02-15
4.125000
25000.00
25279.72
Corporate Debt Securities
APPLE INC SR GLBL NT1.4%28
HWUPKR0MPOU8FGXBT394
2028-08-05
1.400000
4815000.00
4710257.70
Corporate Debt Securities
COMMONWEALTH EDISON CO 1M BD-103 36
D8YOXB8L2ZDC8P7Q0771
2036-03-15
5.900000
877000.00
1224757.78
Corporate Debt Securities
COMSTOCK RES INC SR GLBL 144A 30
I03QQGEA4SS774AURI46
2030-01-15
5.875000
347000.00
367836.15
Corporate Debt Securities
TOWD PT MTG TR 2018-SJ1 B1 20581025 FLT
2058-10-25
5.250000
4343416.00
4369621.28
Private Label Collateralized Mortgage Obligations
BX TRUST 2018-BILT B 20300515 FLT
2030-05-15
1.110000
1803000.00
1798675.80
Private Label Collateralized Mortgage Obligations
BANK 2017-BNK9 A-3 20541117 3.2
2054-11-17
3.279000
4500000.00
4787673.00
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2021-NQM5 A-3 20660525 FLT
2066-05-25
1.349000
4800000.00
4621391.89
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2016-GS2 A-4 20490512 3.0
2049-05-12
3.050000
4588272.00
4859972.13
Private Label Collateralized Mortgage Obligations
CF MORTGAGE TR 2019-CF3 A-4 20530117 FLT
2053-01-17
3.005500
5455780.00
5802754.57
Private Label Collateralized Mortgage Obligations
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
100.00
233.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
209000.00
254403.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
63500.00
77663.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
7443600.00
9103912.83
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0013
378000000.00
378000000.00
0.0050
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.055000%
549300QJJX6CVVUXLE15
0001317808
ARP0RKP11
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
500.00
552.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
3600.00
3797.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
64638200.00
67290052.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
400.00
382.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
133793000.00
127683453.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-31
1.250000
100.00
99.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-31
0.750000
14352600.00
14147691.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
500.00
516.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
2.000000
600.00
615.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
900.00
952.08
U.S. Treasuries (including strips)
Y
2021-11-05
2021-11-05
2022-01-24
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0006
205000000.00
205000000.00
0.0027
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.055000%
549300H47WTHXPU08X20
ARP0RKZQ5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-06-30
0.250000
25000000.00
24381800.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
0.125000
22581000.00
22594210.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
81312100.00
77599050.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
0.125000
50000000.00
50004235.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
1.000000
30000000.00
45695102.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
2.000000
50000000.00
50491554.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.875000
50000000.00
50916654.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-06-30
2.750000
50000000.00
53688955.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
0.125000
50000000.00
50040910.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.625000
16018200.00
14926660.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2032-04-15
3.375000
20000000.00
45653956.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
23000000.00
38638798.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
2.125000
20000000.00
38837441.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
52000000.00
86880213.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
55000000.00
81617018.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-11-15
3.375000
25892300.00
34053446.72
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0006
751000000.00
751000000.00
0.0099
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.050000%
549300HN4UKV1E2R3U73
0001675365
ARP0RL1M9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-03-01
3.830000
15516419.00
16090147.54
Agency Collateralized Mortgage Obligation
FKAR 03.430 WAWA2505
S6XOOCT0IEG5ABCC6L87
2045-08-01
3.430000
5489638.00
5603022.78
Agency Mortgage-Backed Securities
FMAR 840321 G
S6XOOCT0IEG5ABCC6L87
2045-11-01
1.929000
6500000.00
656349.13
Agency Mortgage-Backed Securities
FMAR 840322 G
S6XOOCT0IEG5ABCC6L87
2036-06-01
2.385000
11327767.00
1352545.50
Agency Mortgage-Backed Securities
FMAR 840662 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
2.575000
6163934.00
1272985.70
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109407
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.910000
150000.00
175544.57
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109476
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.750000
2996906.00
3292798.52
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109732
B1V7KEBTPIMZEU4LTD58
2033-09-01
3.780000
3629765.00
4099863.12
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9334
B1V7KEBTPIMZEU4LTD58
2037-11-01
2.083000
75664965.00
19167676.84
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9925
B1V7KEBTPIMZEU4LTD58
2038-10-01
1.787000
30000000.00
6611371.26
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN0448
B1V7KEBTPIMZEU4LTD58
2046-01-01
3.880000
27387000.00
29156641.34
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN2269
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.240000
7238000.00
7889948.92
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN6174
B1V7KEBTPIMZEU4LTD58
2037-07-01
3.210000
5880127.00
6435408.95
Agency Mortgage-Backed Securities
FNAR XX.XXX HLAN9377
B1V7KEBTPIMZEU4LTD58
2048-06-01
4.020000
11993000.00
13022739.86
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9673
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.850000
3351000.00
3800444.31
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9902
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.810000
1903000.00
2140615.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBE3733
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.237000
35291040.00
8263731.73
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBH4524
B1V7KEBTPIMZEU4LTD58
2046-06-01
2.221000
145694809.00
37056965.37
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBH4523
B1V7KEBTPIMZEU4LTD58
2047-04-01
2.138000
70443012.00
18781648.23
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK5620
B1V7KEBTPIMZEU4LTD58
2050-09-01
1.990000
15526610.00
10963699.13
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0793
B1V7KEBTPIMZEU4LTD58
2038-12-01
4.150000
2000000.00
2308977.45
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0058
B1V7KEBTPIMZEU4LTD58
2038-09-01
3.970000
483000.00
537826.18
Agency Mortgage-Backed Securities
MNAR XX.XXX H2BL0062
B1V7KEBTPIMZEU4LTD58
2031-07-01
3.780000
2174000.00
2375665.89
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0218
B1V7KEBTPIMZEU4LTD58
2030-12-01
3.800000
16980871.00
19496036.10
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0243
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.800000
1000000.00
1175643.56
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL0375
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.370000
1025000.00
1178654.57
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0409
B1V7KEBTPIMZEU4LTD58
2030-11-01
3.780000
4417000.00
5064814.89
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0466
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.690000
406000.00
472286.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HXBL0547
B1V7KEBTPIMZEU4LTD58
2025-11-01
3.780000
6196000.00
6548199.23
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0661
B1V7KEBTPIMZEU4LTD58
2033-11-01
3.990000
6620000.00
7368019.22
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0745
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.090000
2556000.00
2889678.17
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0939
B1V7KEBTPIMZEU4LTD58
2036-12-01
4.300000
977000.00
977205.64
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1454
B1V7KEBTPIMZEU4LTD58
2031-01-01
3.870000
3262000.00
3552304.77
Agency Mortgage-Backed Securities
MNMS 04.080 MLBL1502
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.080000
8398000.00
9239227.19
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1480
B1V7KEBTPIMZEU4LTD58
2029-02-01
3.520000
2106222.00
2293395.16
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1584
B1V7KEBTPIMZEU4LTD58
2034-02-01
3.890000
3706000.00
4014353.40
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1982
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.590000
560000.00
649769.24
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2006
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.710000
1036000.00
1176021.16
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL3540
B1V7KEBTPIMZEU4LTD58
2029-08-01
2.790000
300000.00
323323.80
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL2761
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.950000
1715000.00
1874282.19
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL2763
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.990000
991000.00
1088430.24
Agency Mortgage-Backed Securities
FMAR 841079 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
2.418000
33328932.00
17573370.16
Agency Mortgage-Backed Securities
FMAR 841216 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.273000
18326566.00
15007299.66
Agency Mortgage-Backed Securities
FMAR 841219 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.276000
24366061.00
20095305.81
Agency Mortgage-Backed Securities
FMAR 841205 G
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.375000
1160671.00
1120952.65
Agency Mortgage-Backed Securities
FMAR 841207 G
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.251000
7806127.00
7371124.59
Agency Mortgage-Backed Securities
FMAR 841208 G
S6XOOCT0IEG5ABCC6L87
2051-05-01
1.896000
2878537.00
2315008.60
Agency Mortgage-Backed Securities
FMAR 841209 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.273000
24526567.00
20221071.66
Agency Mortgage-Backed Securities
FMAR 841212 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.273000
24526566.00
20221071.10
Agency Mortgage-Backed Securities
FMAR 841247 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.010000
9553200.00
9303984.78
Agency Mortgage-Backed Securities
FMAR 841256 G
S6XOOCT0IEG5ABCC6L87
2046-04-01
2.060000
17374990.00
16727478.69
Agency Mortgage-Backed Securities
FMAR 841260 G
S6XOOCT0IEG5ABCC6L87
2047-09-01
2.303000
4823512.00
5096839.72
Agency Mortgage-Backed Securities
FMAR 841261 G
S6XOOCT0IEG5ABCC6L87
2036-02-01
2.171000
2797849.00
2688879.14
Agency Mortgage-Backed Securities
FMAR 841262 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
2.122000
22659042.00
23697649.14
Agency Mortgage-Backed Securities
FMAR 841263 G
S6XOOCT0IEG5ABCC6L87
2047-01-01
1.927000
10017540.00
10332226.72
Agency Mortgage-Backed Securities
FMAR 841265 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.269000
20693033.00
20600713.72
Agency Mortgage-Backed Securities
FMAR 841266 G
S6XOOCT0IEG5ABCC6L87
2046-05-01
2.280000
20744279.00
20644826.45
Agency Mortgage-Backed Securities
FMAR 841267 G
S6XOOCT0IEG5ABCC6L87
2050-08-01
2.643000
18969825.00
19152991.29
Agency Mortgage-Backed Securities
FMAR 841268 G
S6XOOCT0IEG5ABCC6L87
2047-02-01
2.426000
26173416.00
26862020.50
Agency Mortgage-Backed Securities
FMAR 841269 G
S6XOOCT0IEG5ABCC6L87
2047-02-01
2.423000
26147539.00
26711711.15
Agency Mortgage-Backed Securities
FMAR 846981 G
S6XOOCT0IEG5ABCC6L87
2031-07-01
2.351000
16087597.00
40330.33
Agency Mortgage-Backed Securities
FMAR 847301 G
S6XOOCT0IEG5ABCC6L87
2033-04-01
5.009000
104067207.00
1058322.36
Agency Mortgage-Backed Securities
FMAR 840951 G
S6XOOCT0IEG5ABCC6L87
2049-04-01
3.177000
13300000.00
4270456.17
Agency Mortgage-Backed Securities
FMAR 2B4855 G
S6XOOCT0IEG5ABCC6L87
2045-10-01
3.061000
20129786.00
3963288.57
Agency Mortgage-Backed Securities
FMAR 2B5597 G
S6XOOCT0IEG5ABCC6L87
2046-09-01
1.890000
1000000.00
156609.52
Agency Mortgage-Backed Securities
FMAR 2B6087 G
S6XOOCT0IEG5ABCC6L87
2047-05-01
2.861000
7729345.00
1986827.71
Agency Mortgage-Backed Securities
FMAR 2B6435 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
3.008000
20810320.00
5099747.42
Agency Mortgage-Backed Securities
FMAR 2B6670 G
S6XOOCT0IEG5ABCC6L87
2047-12-01
2.877000
7000000.00
1667884.46
Agency Mortgage-Backed Securities
FMAR 2B7846 G
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.511000
27276484.00
11320238.58
Agency Mortgage-Backed Securities
FMAR 2B7961 G
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.107000
55000000.00
35479628.84
Agency Mortgage-Backed Securities
MNMS 02.940 MTBL5079
B1V7KEBTPIMZEU4LTD58
2040-02-01
2.940000
3250000.00
3217814.71
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL5200
B1V7KEBTPIMZEU4LTD58
2034-12-01
2.650000
500000.00
514900.76
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6365
B1V7KEBTPIMZEU4LTD58
2035-04-01
2.090000
650000.00
632112.43
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6385
B1V7KEBTPIMZEU4LTD58
2037-03-01
2.110000
1920000.00
1888919.82
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL6486
B1V7KEBTPIMZEU4LTD58
2030-04-01
2.310000
50000.00
52332.58
Agency Mortgage-Backed Securities
MNMS 02.240 MLBL9887
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.240000
100000.00
95963.05
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1034
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.113000
129003793.00
23230717.56
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5434
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.130000
22639216.00
7160460.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5737
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.456000
53164984.00
10213521.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6714
B1V7KEBTPIMZEU4LTD58
2046-05-01
2.685000
15113704.00
14051437.17
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM6755
B1V7KEBTPIMZEU4LTD58
2038-04-01
2.085000
14028077.00
13679730.45
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6757
B1V7KEBTPIMZEU4LTD58
2046-11-01
1.929000
13419154.00
12980381.01
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6758
B1V7KEBTPIMZEU4LTD58
2049-05-01
2.031000
19035344.00
17944153.95
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6789
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.070000
7357554.00
7682246.89
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6790
B1V7KEBTPIMZEU4LTD58
2045-06-01
1.978000
21846035.00
22541808.10
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6791
B1V7KEBTPIMZEU4LTD58
2045-06-01
2.068000
21602606.00
22545652.19
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6793
B1V7KEBTPIMZEU4LTD58
2046-08-01
2.679000
13594500.00
13851193.28
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP6521
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.216000
23349097.00
16831470.29
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP7379
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.036000
13319070.00
9931947.92
Agency Mortgage-Backed Securities
FMAR 847690 G
S6XOOCT0IEG5ABCC6L87
2037-02-01
2.516000
66895077.00
3181884.30
Agency Mortgage-Backed Securities
FMAR 847823 G
S6XOOCT0IEG5ABCC6L87
2037-10-01
1.831000
77904591.00
2367943.39
Agency Mortgage-Backed Securities
FMAR 1N0003 G
S6XOOCT0IEG5ABCC6L87
2035-04-01
1.876000
147924435.00
3509887.85
Agency Mortgage-Backed Securities
FMAR 1N0004 G
S6XOOCT0IEG5ABCC6L87
2035-04-01
1.836000
130017983.00
3063684.90
Agency Mortgage-Backed Securities
FMAR 1B6458 G
S6XOOCT0IEG5ABCC6L87
2049-11-01
2.713000
2000000.00
898012.60
Agency Mortgage-Backed Securities
FMAR 1B7450 G
S6XOOCT0IEG5ABCC6L87
2037-08-01
2.175000
22083943.00
1409340.02
Agency Mortgage-Backed Securities
FMAR 1Q0345 G
S6XOOCT0IEG5ABCC6L87
2037-07-01
1.471000
26920112.00
1545073.28
Agency Mortgage-Backed Securities
FMAR 1Q1768 G
S6XOOCT0IEG5ABCC6L87
2037-04-01
2.216000
10942111.00
2551480.91
Agency Mortgage-Backed Securities
FMAR 1Q1781 G
S6XOOCT0IEG5ABCC6L87
2036-05-01
2.403000
23000000.00
4974926.10
Agency Mortgage-Backed Securities
FMAR 1B8766 G
S6XOOCT0IEG5ABCC6L87
2041-09-01
2.140000
35307208.00
1905349.50
Agency Mortgage-Backed Securities
FMAR 848510 G
S6XOOCT0IEG5ABCC6L87
2041-03-01
2.283000
53300000.00
3451335.08
Agency Mortgage-Backed Securities
FMAR 849410 G
S6XOOCT0IEG5ABCC6L87
2044-07-01
1.865000
22523973.00
523602.50
Agency Mortgage-Backed Securities
FMAR 849618 G
S6XOOCT0IEG5ABCC6L87
2045-02-01
1.992000
21250000.00
1389551.26
Agency Mortgage-Backed Securities
FMAR 849648 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
2.827000
12850000.00
1527282.24
Agency Mortgage-Backed Securities
FMAR 2B1727 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
2.764000
12933629.00
2505021.80
Agency Mortgage-Backed Securities
FMAR 2B1648 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
2.569000
16324174.00
2792550.63
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP7489
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.311000
9918930.00
9277126.30
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP7490
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.138000
9564850.00
6904799.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBP8498
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.381000
18840822.00
15266611.01
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBR1079
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.180000
20073739.00
20234902.18
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBR9961
B1V7KEBTPIMZEU4LTD58
2051-04-01
1.942000
10018724.00
9677653.34
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBR9979
B1V7KEBTPIMZEU4LTD58
2051-06-01
1.791000
25160488.00
25100902.27
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS0179
B1V7KEBTPIMZEU4LTD58
2033-01-01
1.670000
135000.00
132715.51
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS0391
B1V7KEBTPIMZEU4LTD58
2033-01-01
1.630000
55000.00
53808.58
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBS2833
B1V7KEBTPIMZEU4LTD58
2051-08-01
2.570000
100000.00
102419.67
Agency Mortgage-Backed Securities
FNAR XX.XXX SOCB0603
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.037000
18435715.00
18334140.70
Agency Mortgage-Backed Securities
FMAR 8C0024 G
S6XOOCT0IEG5ABCC6L87
2051-04-01
1.820000
10029106.00
9065120.35
Agency Mortgage-Backed Securities
FMAR 8C0057 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
1.887000
46382214.00
44840913.30
Agency Mortgage-Backed Securities
FMAR 8C0058 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
1.897000
20853398.00
20551576.56
Agency Mortgage-Backed Securities
FMAR 8C0081 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
1.825000
30059031.00
29749580.61
Agency Mortgage-Backed Securities
FMAR 8D0066 G
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.119000
25173108.00
25661821.92
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2950
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.370000
25021000.00
28402240.64
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2951
B1V7KEBTPIMZEU4LTD58
2034-06-01
3.370000
16355496.00
18565714.12
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL3695
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.460000
2683000.00
2932242.11
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL4548
B1V7KEBTPIMZEU4LTD58
2029-10-01
2.430000
377000.00
382288.03
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBR9973
B1V7KEBTPIMZEU4LTD58
2051-06-01
1.804000
49726240.00
49059814.53
Agency Mortgage-Backed Securities
MNMS 01.850 2MBS2363
B1V7KEBTPIMZEU4LTD58
2035-09-01
1.850000
50000.00
49582.97
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBS3339
B1V7KEBTPIMZEU4LTD58
2036-10-01
2.140000
7500000.00
7564960.83
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBT2740
B1V7KEBTPIMZEU4LTD58
2051-07-01
1.853000
40473968.00
40756662.75
Agency Mortgage-Backed Securities
FNAR XX.XXX SOBT4494
B1V7KEBTPIMZEU4LTD58
2051-07-01
1.756000
25061715.00
25159262.31
Agency Mortgage-Backed Securities
FMAR 8D0045 G
S6XOOCT0IEG5ABCC6L87
2051-06-01
2.046000
45348021.00
43948780.09
Agency Mortgage-Backed Securities
MNAR XX.XXX HY109466
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.830000
2116000.00
2466236.18
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM8534
B1V7KEBTPIMZEU4LTD58
2025-04-01
2.770000
10000000.00
10543514.44
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM8835
B1V7KEBTPIMZEU4LTD58
2025-07-01
2.640000
10000000.00
9891943.27
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAM9101
B1V7KEBTPIMZEU4LTD58
2027-07-01
3.280000
10000000.00
10820711.11
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN0016
B1V7KEBTPIMZEU4LTD58
2025-10-01
3.070000
11123000.00
11883632.76
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN9359
B1V7KEBTPIMZEU4LTD58
2028-06-01
3.640000
10500000.00
11479766.67
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0122
B1V7KEBTPIMZEU4LTD58
2033-10-01
3.800000
6110000.00
7178116.93
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0340
B1V7KEBTPIMZEU4LTD58
2030-10-01
3.760000
4374000.00
5018865.14
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1672
B1V7KEBTPIMZEU4LTD58
2031-02-01
3.960000
5995000.00
7001920.20
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL1303
B1V7KEBTPIMZEU4LTD58
2044-01-01
4.750000
794000.00
856957.82
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1618
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.750000
6000000.00
7046722.00
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL1644
B1V7KEBTPIMZEU4LTD58
2034-03-01
3.660000
4506000.00
5273262.15
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL2339
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.340000
6500000.00
7332941.06
Agency Mortgage-Backed Securities
FMAR 841287 G
S6XOOCT0IEG5ABCC6L87
2050-02-01
3.373000
35000000.00
33994430.37
Agency Mortgage-Backed Securities
FMAR 2B7924 G
S6XOOCT0IEG5ABCC6L87
2050-08-01
2.059000
58000000.00
43829071.66
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL5565
B1V7KEBTPIMZEU4LTD58
2040-01-01
2.990000
1668000.00
1788605.67
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6775
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.361000
50000000.00
46098077.82
Agency Mortgage-Backed Securities
FNAR XX.XXX S1BM6810
B1V7KEBTPIMZEU4LTD58
2038-07-01
2.009000
12145750.00
12849773.00
Agency Mortgage-Backed Securities
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
1500000000.00
1500000000.00
0.0198
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0RL1O5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLBH1380
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
7052044.00
3454451.50
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH3700
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
5617726.00
3449755.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ1595
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
4351534.00
3157065.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2854
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.000000
8534238.00
3300162.26
Agency Mortgage-Backed Securities
FNMS 06.000 CLBM1948
B1V7KEBTPIMZEU4LTD58
2041-07-01
6.000000
15534000.00
7656121.88
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO8758
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
1400000.00
1087975.82
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ2048
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
3710982.00
3425793.98
Agency Mortgage-Backed Securities
03.500 FGPC G08711 G
S6XOOCT0IEG5ABCC6L87
2046-06-01
3.500000
18715000.00
4379252.09
Agency Mortgage-Backed Securities
03.500 FGPC G08716 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
30508000.00
7535755.12
Agency Mortgage-Backed Securities
03.000 FGPC G08726 G
S6XOOCT0IEG5ABCC6L87
2046-10-01
3.000000
9494420.00
2917297.77
Agency Mortgage-Backed Securities
03.000 FGPC G18719 G
S6XOOCT0IEG5ABCC6L87
2034-01-01
3.000000
13002261.00
3929394.57
Agency Mortgage-Backed Securities
FEPC 03.000 CTRB5017
S6XOOCT0IEG5ABCC6L87
2039-11-01
3.000000
8341331.00
2870331.35
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7800
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.000000
103500000.00
28691483.01
Agency Mortgage-Backed Securities
FNMS 04.000 CLAU4289
B1V7KEBTPIMZEU4LTD58
2043-09-01
4.000000
95875000.00
19493265.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV9187
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.000000
26798000.00
6987572.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE9405
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
5497764.00
4056871.75
Agency Mortgage-Backed Securities
04.000 FGPC V80487 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
4.000000
14144886.00
2863209.52
Agency Mortgage-Backed Securities
04.000 FGPC V83169 G
S6XOOCT0IEG5ABCC6L87
2047-04-01
4.000000
62562572.00
10538680.34
Agency Mortgage-Backed Securities
03.000 FGPC Q44073 G
S6XOOCT0IEG5ABCC6L87
2046-09-01
3.000000
48712237.00
15946152.84
Agency Mortgage-Backed Securities
04.500 FGPC G61615 G
S6XOOCT0IEG5ABCC6L87
2045-07-01
4.500000
9956295.00
5169539.65
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB3685
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.500000
4037064.00
3821768.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM5313
B1V7KEBTPIMZEU4LTD58
2048-03-01
3.500000
10525496.00
5794986.79
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN0326
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.500000
52647872.00
21392379.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN3197
B1V7KEBTPIMZEU4LTD58
2049-01-01
4.000000
6225454.00
2846800.46
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD0026
S6XOOCT0IEG5ABCC6L87
2047-02-01
3.000000
30000000.00
15450859.44
Agency Mortgage-Backed Securities
FEPC 05.000 CLSD0291
S6XOOCT0IEG5ABCC6L87
2050-03-01
5.000000
9180496.00
3601816.27
Agency Mortgage-Backed Securities
FEPC 04.000 CLSD7506
S6XOOCT0IEG5ABCC6L87
2049-09-01
4.000000
34278500.00
19525715.33
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ3906
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
5092746.00
4811809.86
Agency Mortgage-Backed Securities
FNMS 02.000 CLBQ4257
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.000000
4243285.00
3962700.41
Agency Mortgage-Backed Securities
FEPC 03.000 CLZT1323
S6XOOCT0IEG5ABCC6L87
2048-10-01
3.000000
11034161.00
2837293.72
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB2812
B1V7KEBTPIMZEU4LTD58
2041-04-01
4.500000
67550582.00
2830896.61
Agency Mortgage-Backed Securities
04.000 FGPC G06886 G
S6XOOCT0IEG5ABCC6L87
2042-01-01
4.000000
16629581.00
3924962.15
Agency Mortgage-Backed Securities
03.000 FGPC G07160 G
S6XOOCT0IEG5ABCC6L87
2042-10-01
3.000000
22000000.00
4584547.58
Agency Mortgage-Backed Securities
04.500 FGPC G08820 G
S6XOOCT0IEG5ABCC6L87
2048-05-01
4.500000
16250742.00
3417817.99
Agency Mortgage-Backed Securities
03.500 FGPC G08681 G
S6XOOCT0IEG5ABCC6L87
2045-12-01
3.500000
6584699.00
1438735.60
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0237
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.000000
16500000.00
3502765.10
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1191
B1V7KEBTPIMZEU4LTD58
2047-11-01
3.500000
11678260.00
3084638.82
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2046
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
14026256.00
5223332.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2375
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
19339000.00
3390176.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA3681
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
55110477.00
25162351.23
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4533
B1V7KEBTPIMZEU4LTD58
2049-11-01
3.000000
25000000.00
19129390.01
Agency Mortgage-Backed Securities
FNMS 03.000 CLBR7775
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
7436560.00
7895553.94
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR9128
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
5257624.00
5301091.04
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR9584
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
5561612.00
5685786.51
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR9990
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
5569060.00
5577161.86
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH1734
B1V7KEBTPIMZEU4LTD58
2047-07-01
3.500000
4391180.00
2989009.24
Agency Mortgage-Backed Securities
FNMS 02.500 CLBP6723
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
5281819.00
4948568.97
Agency Mortgage-Backed Securities
FEPC 03.000 CLQD0118
S6XOOCT0IEG5ABCC6L87
2051-11-01
3.000000
5204710.00
5526060.94
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC7365
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
4966550.00
5174783.07
Agency Mortgage-Backed Securities
FEPC 04.000 CLQC7481
S6XOOCT0IEG5ABCC6L87
2051-09-01
4.000000
3828623.00
4277320.28
Agency Mortgage-Backed Securities
FEPC 04.000 CLQC7480
S6XOOCT0IEG5ABCC6L87
2051-09-01
4.000000
2983054.00
3305820.21
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC8702
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
10097822.00
10534819.83
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC8704
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
10095851.00
10539012.87
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC8705
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
10094920.00
10508018.71
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC5406
S6XOOCT0IEG5ABCC6L87
2051-08-01
2.500000
3050343.00
3143148.68
Agency Mortgage-Backed Securities
FNMS 03.000 CLBR5284
B1V7KEBTPIMZEU4LTD58
2051-02-01
3.000000
3007970.00
2973714.44
Agency Mortgage-Backed Securities
FNMS 03.500 CLBN8870
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
4360201.00
2701869.13
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1657
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.000000
3879511.00
3916558.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLBT0252
B1V7KEBTPIMZEU4LTD58
2051-09-01
4.000000
2989093.00
3243248.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLBT9166
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.500000
2596174.00
2814250.60
Agency Mortgage-Backed Securities
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
390000000.00
390000000.00
0.0052
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.050000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0RL1R8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-06-30
1.250000
96079900.00
95423679.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
9565500.00
11663483.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
1009400.00
1267626.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
23922500.00
29345829.56
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
135000000.00
135000000.00
0.0018
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.050000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0RL1W7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
0.25 FHLB 22 G5159
2549001DPIFGXC1TOL40
2022-06-03
0.250000
92000000.00
92177917.78
Agency Debentures and Agency Strips
0.375 FHLB 25 G5261
2549001DPIFGXC1TOL40
2025-09-04
0.375000
200000000.00
195283583.33
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2023-01-19
2.375000
46111000.00
47581351.70
Agency Debentures and Agency Strips
GNII SF MA7135 M
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
264725230.00
249999585.12
Agency Mortgage-Backed Securities
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
568000000.00
568000000.00
0.0075
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.130000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0RL1Y3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BAE SYSTEMS PLC GLBL 144A NT 31
8SVCSVKSGDWMW2QHOH83
2031-02-15
1.900000
250000.00
239981.39
Corporate Debt Securities
TRUIST FINL CORP FR 2.85%102624
549300DRQQI75D2JP341
2024-10-26
2.850000
452000.00
476302.91
Corporate Debt Securities
BP CAP MKTS P L C SR NT 3.814%24
549300CRVT18MXX0AG93
2024-02-10
3.814000
3000.00
3221.13
Corporate Debt Securities
BPCE S A FR 3.5%102327
9695005MSX1OYEMGDF46
2027-10-23
3.500000
2055000.00
2189897.05
Corporate Debt Securities
BANK NOVA SCOTIA B C GLBL COCO 24
L3I9ZG2KFGXZ61BMYR72
2024-04-15
0.494242
643000.00
645605.57
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR NT 4.25%43
549300GHBMY8T5GXDE41
2043-03-15
4.250000
137000.00
167959.87
Corporate Debt Securities
BRISTOL-MYERS SQUIBB CO SR GLBL NT 27
HLYYNH7UQUORYSJQCN42
2027-11-13
1.125000
267000.00
261149.36
Corporate Debt Securities
BROADCOM INC SR GLBL 144A 33
549300WV6GIDOZJTV909
2033-04-15
3.419000
617000.00
638711.99
Corporate Debt Securities
NATIONWIDE BLDG SOC GLOBAL COV FR 4.363%080124
549300XFX12G42QIKN82
2024-08-01
4.363000
400000.00
427346.04
Corporate Debt Securities
ORACLE CORP SR GLBL NT 30
1Z4GXXU7ZHVWFCD8TV52
2030-05-15
3.250000
298000.00
320524.50
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 32
784F5XWPLTWKTBV3E584
2032-07-21
2.383000
1265000.00
1254332.33
Corporate Debt Securities
HOME DEPOT INC SR GLBL NT 31
QEKMOTMBBKA8I816DO57
2031-09-15
1.875000
543000.00
531439.08
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL COCO 28
MLU0ZO3ML4LN2LL2TL39
2028-09-22
2.013000
336000.00
332115.48
Corporate Debt Securities
STATE STR CORP SR GLBL NT 25
549300ZFEEJ2IP5VME73
2025-11-01
2.354000
340000.00
356822.94
Corporate Debt Securities
STRYKER CORPORATION SR GLBL NT 25
5493002F0SC4JTBU5137
2025-06-15
1.150000
375000.00
375712.71
Corporate Debt Securities
SYNGENTA FIN N V CR SEN SR GLBL48
54930042S3BYCEGOCN86
2048-04-24
5.676000
1790000.00
2192800.72
Corporate Debt Securities
LLOYDS TSB GROUP PLC SR GLBL COCO 24
549300PPXHEU2JF0AM85
2024-05-11
0.695000
500000.00
501450.83
Corporate Debt Securities
MICROSOFT CORP SR NT 5.3%41
INR2EJN1ERAN0W5ZP974
2041-02-08
5.300000
161000.00
231623.45
Corporate Debt Securities
PROSUS N V FR 4.027%080350
635400Z5LQ5F9OLVT688
2050-08-03
4.027000
200000.00
189174.01
Corporate Debt Securities
ALTICE FRANCE S A SR SEC GLBL 29
5493001ZMCICV4N02J21
2029-10-15
5.500000
1361000.00
1346755.62
Corporate Debt Securities
APPLE INC SR NT 4.375%45
HWUPKR0MPOU8FGXBT394
2045-05-13
4.375000
511000.00
661404.48
Corporate Debt Securities
APPLE INC SR GLBL NT 46
HWUPKR0MPOU8FGXBT394
2046-08-04
3.850000
366000.00
437004.10
Corporate Debt Securities
MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27
2027-06-20
6.500000
3363.00
3680.94
Corporate Debt Securities
BOEING CO CR SEN SR GLBL25
RVHJWBXLJ1RFUBSY1F30
2025-05-01
4.875000
6463000.00
7297012.45
Corporate Debt Securities
BOEING CO CR SEN SR GLBL60
RVHJWBXLJ1RFUBSY1F30
2060-05-01
5.930000
1428000.00
2040655.63
Corporate Debt Securities
BOEING CO CR SEN SR GLBL30
RVHJWBXLJ1RFUBSY1F30
2030-05-01
5.150000
625000.00
744833.68
Corporate Debt Securities
BORGWARNER INC GLBL 144A NT5%25
549300DSFX2IE88NSX47
2025-10-01
5.000000
300000.00
340166.67
Corporate Debt Securities
BRISTOL-MYERS SQUIBB CO SR GLBL NT3.9%28
HLYYNH7UQUORYSJQCN42
2028-02-20
3.900000
24000.00
27216.12
Corporate Debt Securities
BRISTOW GROUP INC SR SEC GLBL 28
5493005Q24EN3UC1PV68
2028-03-01
6.875000
1782000.00
1875156.52
Corporate Debt Securities
BUILDERS FIRSTSOURCE INC SR SEC GLBL 27
549300W0SKP6L3H7DP63
2027-06-01
6.750000
88000.00
95172.00
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 3%23
2023-03-15
3.000000
72000.00
74303.04
Corporate Debt Securities
BURLINGTON RES FIN CO SR NT 7.2%31
0FJ5X7MVCTSE8OEPQE56
2031-08-15
7.200000
2000.00
2854.40
Corporate Debt Securities
VIACOMCBS INC SR NT 5.9%40
5KYC8KF17ROCY24M3H09
2040-10-15
5.900000
628000.00
835726.35
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL NT4.5%32
2032-05-01
4.500000
2000.00
2063.74
Corporate Debt Securities
BAIDU INC SR GLBL NT 24
254900AL64IANZYI1E02
2024-05-14
4.375000
505000.00
551607.50
Corporate Debt Securities
BK OF AMERICA CORP FR 4.271%072329
9DJT3UXIJIZJI4WXO774
2029-07-23
4.271000
302000.00
343165.42
Corporate Debt Securities
BK OF AMERICA CORP FR 4.33%031550
9DJT3UXIJIZJI4WXO774
2050-03-15
4.330000
19000.00
23632.43
Corporate Debt Securities
BK OF AMERICA CORP FR 2.651%031132
9DJT3UXIJIZJI4WXO774
2032-03-11
2.651000
430000.00
436133.81
Corporate Debt Securities
BANK MONTREAL QUE ALT TIER I PERP
NQQ6HPCNCCU6TUTQYE16
2500-12-31
4.800000
158000.00
166755.31
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 3.95%111825
WFLLPEPC7FZXENRZV188
2025-11-18
3.950000
190000.00
212810.50
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 3.5%042823
WFLLPEPC7FZXENRZV188
2023-04-28
3.500000
745000.00
777822.63
Corporate Debt Securities
KINDER MORGAN INC DEL FR 7.75%011532
549300WR7IX8XE0TBO16
2032-01-15
7.750000
137000.00
197511.38
Corporate Debt Securities
ELASTIC N V SR GLBL 144A 29
2549003I48WHHH937I59
2029-07-15
4.125000
1364000.00
1373408.76
Corporate Debt Securities
ENERGY TRANSFER L P SR GLBL NT 24
MTLVN9N7JE8MIBIJ1H73
2024-01-15
5.875000
500000.00
551601.11
Corporate Debt Securities
SKYWORKS SOLUTIONS INC SR GLBL NT0.9%23
549300WZ3ORQ2BVKBD96
2023-06-01
0.900000
100000.00
100411.50
Corporate Debt Securities
SOCIETE GENERALE FR 4.25%091423
O2RNE8IBXP4R0TD8PU41
2023-09-14
4.250000
200000.00
213500.50
Corporate Debt Securities
SOUTHERN CALIF EDISON CO SR GLBL NT 29
9R1Z5I36FERIBVKW4P77
2029-04-01
6.650000
1000.00
1241.77
Corporate Debt Securities
SOUTHERN COPPER CORP SR NT 6.75%40
2549007U6NAP46Q9TU15
2040-04-16
6.750000
163000.00
227211.81
Corporate Debt Securities
STUDIO CITY FIN LTD SR GLBL 144A 25
254900D6R731QAUIG324
2025-07-15
6.000000
1000000.00
996143.33
Corporate Debt Securities
SUMITOMO MITSUI FIN GRP INC SR GLBL NT 26
35380028MYWPB6AUO129
2026-10-19
3.010000
23000.00
24374.62
Corporate Debt Securities
SUNCOR ENERGY INC NEW SR GLBL NT6.5%38
549300W70ZOQDVLCHY06
2038-06-15
6.500000
442000.00
625582.24
Corporate Debt Securities
SUZANO AUSTRIA GMBH SR GLBL NT 31
254900287ZNSGVP1R341
2031-01-15
3.750000
23000.00
23219.04
Corporate Debt Securities
TYSON FOODS INC SR NT 4.875%34
WD6L6041MNRW1JE49D58
2034-08-15
4.875000
242000.00
298410.40
Corporate Debt Securities
UBER TECHNOLOGIES INC SR GLBL 144A 29
549300B2FTG34FILDR98
2029-08-15
4.500000
1100000.00
1117462.50
Corporate Debt Securities
UNICREDIT S.P.A FR 3.127%060332
549300TRUWO2CD2G5692
2032-06-03
3.127000
645000.00
654011.76
Corporate Debt Securities
UNILEVER CAP CORP SR GLBL NT3.1%25
MYF1DAS6G5WY7PRWCU78
2025-07-30
3.100000
1683000.00
1813270.74
Corporate Debt Securities
UNION PAC CORP SR NT 4.163%22
549300LMMRSZZCZ8CL11
2022-07-15
4.163000
210000.00
216244.65
Corporate Debt Securities
UNION PAC CORP SR NT 3.646%24
549300LMMRSZZCZ8CL11
2024-02-15
3.646000
65000.00
69231.80
Corporate Debt Securities
UNION PAC CORP SR GLBL NT 25
549300LMMRSZZCZ8CL11
2025-08-15
3.250000
231000.00
248496.07
Corporate Debt Securities
US BANCORP FR 3.15%042727
N1GZ7BBF3NP8GI976H15
2027-04-27
3.150000
283000.00
304515.08
Corporate Debt Securities
AUTOZONE INC SR GLBL NT 27
GA3JGKJ41LJKXDN23E90
2027-06-01
3.750000
4185000.00
4669818.30
Corporate Debt Securities
FREEPORT MCMORAN INC SR GLBL NT 5%27
549300IRDTHJQ1PVET45
2027-09-01
5.000000
340000.00
357443.89
Corporate Debt Securities
FREEPORT MCMORAN INC SR GLBL NT 28
549300IRDTHJQ1PVET45
2028-03-01
4.125000
85000.00
88646.15
Corporate Debt Securities
L3HARRIS TECHNOLOGIES INC SR GLBL NT1.8%31
549300UTE50ZMDBG8A20
2031-01-15
1.800000
500000.00
483330.00
Corporate Debt Securities
LANNETT CO INC SR SEC 144A NT26
5299001DJ6C90XX17G45
2026-04-15
7.750000
2764000.00
2558120.39
Corporate Debt Securities
LAS VEGAS SANDS CORP SR GLBL NT3.9%29
549300DUOO1KXOHPM605
2029-08-08
3.900000
732000.00
749278.86
Corporate Debt Securities
LIVE NATION ENTERTAINMENT INC SR GLBL 144A 26
5493007B9BM9ZXJINO78
2026-03-15
5.625000
207000.00
215668.12
Corporate Debt Securities
LOWES COS INC SR NT 3.12%22
WAFCR4OKGSC504WU3E95
2022-04-15
3.120000
1374000.00
1383773.72
Corporate Debt Securities
LOWES COS INC SR GLBL NT3.1%27
WAFCR4OKGSC504WU3E95
2027-05-03
3.100000
2156000.00
2342592.22
Corporate Debt Securities
LUMEN TECHNOLOGIES INC SR GLBL 144A 29
8M3THTGWLTYZVE6BBY25
2029-06-15
5.375000
1348000.00
1378339.36
Corporate Debt Securities
MEG ENERGY CORP 2LIEN SR 144A25
5493002WXPTG5ZC1T326
2025-01-15
6.500000
2500000.00
2603194.44
Corporate Debt Securities
MGM RESORTS INTERNATIONAL SR GLBL NT 25
54930066VBP7DZEGGJ87
2025-06-15
5.750000
2229000.00
2466171.79
Corporate Debt Securities
MAGIC MERGECO INC SR SEC 144A NT28
549300H9LWMBP7HYLR98
2028-05-01
5.250000
2250000.00
2336531.25
Corporate Debt Securities
MEREDITH CORP SR SEC GLBL NT25
549300YC8BC386CCTS24
2025-07-01
6.500000
360000.00
391070.00
Corporate Debt Securities
KOOKMIN BANK FR 2.5%110430
549300XXMOJSIW8P4769
2030-11-04
2.500000
486000.00
485646.57
Corporate Debt Securities
KOREA GAS CORP FR 2%071331
988400TFZILHBD5M3R71
2031-07-13
2.000000
1800000.00
1779514.00
Corporate Debt Securities
BATH & BODY WORKS INC SR GLBL 144A 25
GR3KVMWVCR54YWQNXU90
2025-07-01
9.375000
364000.00
464365.42
Corporate Debt Securities
LCPR SR SECD FING DESIGNATED A SR SEC 144A NT29
549300LE5FM8IKMXSP90
2029-07-15
5.125000
200000.00
205437.11
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SR GLBL NT3.3%53
5493004LGN656HWLDA30
2053-02-15
3.300000
233000.00
232872.63
Corporate Debt Securities
EQUINOR ASA 3.625%28
OW6OFBNCKXC4US5C7523
2028-09-10
3.625000
1000000.00
1115734.03
Corporate Debt Securities
EQUINOR ASA SR GLBL NT 49
OW6OFBNCKXC4US5C7523
2049-11-18
3.250000
291000.00
318943.19
Corporate Debt Securities
EXPEDIA GROUP INC SR GLBL NT 5%26
2026-02-15
5.000000
290000.00
328723.06
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 26
J3WHBG0MTS7O8ZVMDC91
2026-03-01
3.043000
635000.00
681083.61
Corporate Debt Securities
FLUOR CORP SR GLBL NT 28
CQ7WZ4NOFWT7FAE6Q943
2028-09-15
4.250000
121000.00
126468.53
Corporate Debt Securities
FORD MTR CO DEL SR GLBL DB7.7%97
20S05OYHG0MQM4VUIC57
2097-05-15
7.700000
30000.00
40052.33
Corporate Debt Securities
FOX CORP SR GLBL NT 29
549300DDU6FDRBIELS05
2029-01-25
4.709000
642000.00
750392.53
Corporate Debt Securities
FOX CORP SR GLBL NT 29
549300DDU6FDRBIELS05
2029-01-25
4.709000
2000.00
2337.67
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT 28
51M0QTTNCGUN7KFCFZ59
2028-10-15
4.150000
518000.00
592278.03
Corporate Debt Securities
CONOCOPHILLIPS COMPANY SR NT 6.95%29
6VJJ5GQWIRDQ06DUXG89
2029-04-15
6.950000
1000.00
1328.54
Corporate Debt Securities
CONSTELLIUM SE SR GLBL 144A 28
724500KRJEMC79KAAU28
2028-06-15
5.625000
1656000.00
1771700.58
Corporate Debt Securities
CONTINENTAL RES INC SR NT 4.375%28
XXRTID9RYWOZ0UPIVR53
2028-01-15
4.375000
1642000.00
1811173.44
Corporate Debt Securities
CONTINENTAL RES INC SR GLBL 144A 31
XXRTID9RYWOZ0UPIVR53
2031-01-15
5.750000
1475000.00
1792805.14
Corporate Debt Securities
CROCS INC SR GLBL 144A 29
549300B0J6YCXD63OG72
2029-03-15
4.250000
1265000.00
1287383.47
Corporate Debt Securities
DTE ENERGY CO SR -C STEP NT 24
549300IX8SD6XXD71I78
2024-10-01
2.529000
460000.00
479981.02
Corporate Debt Securities
DAVITA INC SR GLBL 144A 30
M2XHYMU3TZNEZURC6H66
2030-06-01
4.625000
547000.00
565605.60
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 2.8%090827
E0KSF7PFQ210NWI8Z391
2027-09-08
2.800000
54000.00
57760.38
Corporate Debt Securities
DIAGEO INVT CORP SR GLBL NT 22
S4G8DPIPDVCF6CB81Z61
2022-05-11
2.875000
1000.00
1026.60
Corporate Debt Securities
DIAMONDBACK ENERGY INC SR GLBL NT3.5%29
549300R22LSX6OHWEN64
2029-12-01
3.500000
2084000.00
2246945.64
Corporate Debt Securities
DISNEY WALT CO SR GLBL NT 3%22
549300GZKULIZ0WOW665
2022-09-15
3.000000
2000.00
2051.03
Corporate Debt Securities
DISCOVER FINL SVCS SR GLBL NT4.1%27
Z1YLO2USPORE63VVUL20
2027-02-09
4.100000
559000.00
621099.93
Corporate Debt Securities
DOLLAR TREE INC SR GLBL NT 4%25
549300PMSTQITB1WHR43
2025-05-15
4.000000
595000.00
655875.77
Corporate Debt Securities
EOG RES INC SR NT 3.9%35
XWTZDRYZPBUHIQBKDB46
2035-04-01
3.900000
2000.00
2279.55
Corporate Debt Securities
EQT CORP CR SEN SR GLBL25
4NT01YGM4X7ZX86ISY52
2025-02-01
6.625000
1316000.00
1501153.89
Corporate Debt Securities
VIRGINIA ELEC & PWR CO SR GLBL -A NT 2
CQKUMNNZVDJLRYV2PT43
2026-01-15
3.150000
12000.00
12935.88
Corporate Debt Securities
VMWARE INC CR SEN SR GLBL27
549300BUDHS3LRWBE814
2027-05-15
4.650000
2759000.00
3186543.84
Corporate Debt Securities
VMWARE INC SR GLBL NT 1%24
549300BUDHS3LRWBE814
2024-08-15
1.000000
200000.00
200803.33
Corporate Debt Securities
WALMART INC SR GLBL NT 25
Y87794H0US1R65VBXU25
2025-06-26
3.550000
2312000.00
2551105.11
Corporate Debt Securities
WELLS FARGO & CO FR 3.55%092925
PBLD0EJDB5FWOLXP3B76
2025-09-29
3.550000
200000.00
215739.67
Corporate Debt Securities
WELLS FARGO & CO FR 2.879%103030
PBLD0EJDB5FWOLXP3B76
2030-10-30
2.879000
1000.00
1052.22
Corporate Debt Securities
WELLS FARGO & CO FR 2.572%021131
PBLD0EJDB5FWOLXP3B76
2031-02-11
2.572000
835000.00
849464.43
Corporate Debt Securities
WELLS FARGO & CO FR 2.164%021126
PBLD0EJDB5FWOLXP3B76
2026-02-11
2.164000
220000.00
226430.31
Corporate Debt Securities
WESTLAKE CHEM CORP SR GLBL NT 41
GOXNEVUM0LL78B1OS344
2041-08-15
2.875000
350000.00
340375.10
Corporate Debt Securities
WOORI BK KOREA FR 0.75%020126
549300VUVMRL6RE7R376
2026-02-01
0.750000
200000.00
193668.67
Corporate Debt Securities
NIPPON LIFE INSURANCE COMPANY SUB GLBL REGS 44
549300Y0HHMFW3EVWY08
2044-10-16
5.100000
729000.00
797775.07
Corporate Debt Securities
NIPPON LIFE INSURANCE COMPANY SUB GLBL REGS 51
549300Y0HHMFW3EVWY08
2051-01-21
2.750000
1250000.00
1224982.64
Corporate Debt Securities
ISRAEL ELEC CORP LTD SR SEC GLBL 96
254900JW7GE35YNJGJ55
2096-12-15
8.100000
1000.00
1497.17
Corporate Debt Securities
PROSUS N V SR GLBL REGS 30
635400Z5LQ5F9OLVT688
2030-01-21
3.680000
5100000.00
5293176.67
Corporate Debt Securities
AIA GROUP LTD HONG KONG SR GLBL REGS 30
ZP5ILWVSYE4LJGMMVD57
2030-04-07
3.375000
500000.00
539816.25
Corporate Debt Securities
AMC NETWORKS INC SR GLBL NT 29
549300VGG9K75226LR46
2029-02-15
4.250000
2543000.00
2535030.52
Corporate Debt Securities
AT&T INC SR GLBL NT 23
549300Z40J86GGSTL398
2023-12-15
4.050000
4000.00
4335.10
Corporate Debt Securities
AT&T INC SR GLBL NT3.8%2
549300Z40J86GGSTL398
2027-02-15
3.800000
307000.00
338283.64
Corporate Debt Securities
ABBVIE INC SR GLBL NT 28
FR5LCKFTG8054YNNRU85
2028-11-14
4.250000
622000.00
718546.32
Corporate Debt Securities
ABBVIE INC SR GLBL NT3.8%25
FR5LCKFTG8054YNNRU85
2025-03-15
3.800000
2000.00
2161.95
Corporate Debt Securities
AETNA INC NEW SR GLBL NT 42
549300QKBENKLBXQ8968
2042-11-15
4.125000
5000.00
5815.31
Corporate Debt Securities
AIR LEASE CORP FR 3.75%060126
5493004NW4M4P8TMMK63
2026-06-01
3.750000
443000.00
481716.72
Corporate Debt Securities
AIR LEASE CORP FR 3.375%070125
5493004NW4M4P8TMMK63
2025-07-01
3.375000
220000.00
234269.75
Corporate Debt Securities
TEGNA INC SR GLBL NT 28
549300YC5EDBGX85AO10
2028-03-15
4.625000
373000.00
378857.14
Corporate Debt Securities
TENET HEALTHCARE CORP SR SEC GLBL 26
0W9AIBT6U6ADJ2I8HK17
2026-01-01
4.875000
1000000.00
1043929.17
Corporate Debt Securities
AMERICAN EXPRESS CO LW TIER II NT 24
R4PP93JZOLY261QX3811
2024-12-05
3.625000
400000.00
435608.00
Corporate Debt Securities
AMERICAN EXPRESS CO 3.125%26
R4PP93JZOLY261QX3811
2026-05-20
3.125000
25000.00
27140.30
Corporate Debt Securities
AMERICAN HOMES 4 RENT L P SR GLBL NT 28
549300N4PXZ37U8QKI55
2028-02-15
4.250000
283000.00
320352.07
Corporate Debt Securities
AMERICAN TOWER CORP SR GLBL NT 24
5493006ORUSIL88JOE18
2024-05-15
3.375000
626000.00
670455.39
Corporate Debt Securities
AMERICAN TOWER CORP SR GLBL NT3.8%29
5493006ORUSIL88JOE18
2029-08-15
3.800000
256000.00
283325.72
Corporate Debt Securities
ANTERO RESOURCES CORP SR GLBL 144A 29
APVBKPOULHUX7YZLKU17
2029-02-01
7.625000
2037000.00
2293944.92
Corporate Debt Securities
ANTHEM INC SR GLBL NT 27
8MYN82XMYQH89CTMTH67
2027-12-01
3.650000
562000.00
626003.68
Corporate Debt Securities
APA CORPORATION SR GLBL NT 28
72ZZ1XRHOOU9P9X16K08
2028-10-15
4.375000
2400000.00
2578083.33
Corporate Debt Securities
APA CORPORATION SR GLBL NT 25
72ZZ1XRHOOU9P9X16K08
2025-11-15
4.625000
710000.00
779984.31
Corporate Debt Securities
APA CORPORATION SR GLBL NT 27
72ZZ1XRHOOU9P9X16K08
2027-11-15
4.875000
2057000.00
2282670.04
Corporate Debt Securities
APPLE INC SR GLBL NT2.4%23
HWUPKR0MPOU8FGXBT394
2023-05-03
2.400000
316000.00
328581.01
Corporate Debt Securities
ARES CAPITAL CORP SR GLBL NT 26
WEQ82666OJYSI5GUAB47
2026-01-15
3.875000
246000.00
263676.19
Corporate Debt Securities
ASTRAZENECA PLC SR GLBL NT 25
PY6ZZQWO2IZFZC3IOL08
2025-11-16
3.375000
195000.00
214147.29
Corporate Debt Securities
ATHENE GLOBAL FUNDING SR SEC FL 144A24
549300LM1QSI4MSIL320
2024-05-24
0.749258
165000.00
165865.20
Corporate Debt Securities
TENNECO INC SR SEC GLBL 29
549300U0EXXFAQFAD785
2029-01-15
7.875000
500000.00
559510.00
Corporate Debt Securities
3M CO FR 3%080725
LUZQVYP4VS22CLWDAR65
2025-08-07
3.000000
4995000.00
5383327.95
Corporate Debt Securities
3M CO SR GLBL NT 49
LUZQVYP4VS22CLWDAR65
2049-08-26
3.250000
407000.00
443372.57
Corporate Debt Securities
TOPAZ SOLAR FARMS LLC SR SEC GLBL 39
2039-09-30
5.750000
5391497.00
6503611.57
Corporate Debt Securities
SOCIETE GENERALE ALT TIER I PERP
O2RNE8IBXP4R0TD8PU41
2500-12-31
4.750000
201000.00
210454.54
Corporate Debt Securities
SOCIETE GENERALE ALT TIER I PERP
O2RNE8IBXP4R0TD8PU41
2500-12-31
7.875000
351000.00
396755.04
Corporate Debt Securities
TSMC GLOBAL LTD SR GLBL REGS 31
549300N2ZLI21P85T117
2031-04-23
2.250000
420000.00
415986.90
Corporate Debt Securities
MIZUHO BANK LTD. SR GLBL REGS 22
RB0PEZSDGCO3JS6CEU02
2022-10-17
2.950000
23140000.00
23732692.53
Corporate Debt Securities
BANK NOVA SCOTIA B C GLBL COCO 24
L3I9ZG2KFGXZ61BMYR72
2024-07-31
0.650000
303000.00
300540.48
Corporate Debt Securities
BANK CHINA HONG KONG LTD FR 5.9%
KNPC1X7GHDZW8U2ZSF89
2500-12-31
5.900000
200000.00
213255.00
Corporate Debt Securities
BAUSCH HEALTH COS INC 5.75%27
B3BS7ACMDUWISF18KY76
2027-08-15
5.750000
1846000.00
1946273.69
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 29
B3BS7ACMDUWISF18KY76
2029-02-15
5.000000
1236000.00
1149823.33
Corporate Debt Securities
RAYTHEON TECHNOLOGIES CORP 4.125%28
I07WOS4YJ0N7YRFE7309
2028-11-16
4.125000
164000.00
189237.48
Corporate Debt Securities
RAYTHEON TECHNOLOGIES CORP 3.95%25
I07WOS4YJ0N7YRFE7309
2025-08-16
3.950000
242000.00
266132.17
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT5.8%36
549300GHBMY8T5GXDE41
2036-03-15
5.800000
2000.00
2770.42
Corporate Debt Securities
V F CORP SR GLBL NT2.8%27
CWAJJ9DJ5Z7P057HV541
2027-04-23
2.800000
3794000.00
3999356.57
Corporate Debt Securities
VOC ESCROW LTD SR SEC GLBL 28
2028-02-15
5.000000
4700000.00
4718930.56
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 46
2S72QS2UO2OESLG6Y829
2046-08-21
4.862000
597000.00
787057.21
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR NT 3.5%24
2S72QS2UO2OESLG6Y829
2024-11-01
3.500000
188000.00
203825.00
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 36
2S72QS2UO2OESLG6Y829
2036-01-15
4.272000
602000.00
709698.60
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 37
2S72QS2UO2OESLG6Y829
2037-03-16
5.250000
285000.00
371446.44
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 30
2S72QS2UO2OESLG6Y829
2030-03-22
3.150000
684000.00
726789.33
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT3.7%61
2S72QS2UO2OESLG6Y829
2061-03-22
3.700000
14000.00
15158.26
Corporate Debt Securities
VERIZON COMMUNICATIONS INC 144A NT 2.355%32
2S72QS2UO2OESLG6Y829
2032-03-15
2.355000
734000.00
724686.46
Corporate Debt Securities
PT PELABUHAN INDONESIA III SR GLBL REGS 23
254900Y6SH3NRN1A8R64
2023-05-02
4.500000
213000.00
227297.62
Corporate Debt Securities
FREEPORT MCMORAN INC SR GLBL NT 30
549300IRDTHJQ1PVET45
2030-03-01
4.250000
253000.00
268627.11
Corporate Debt Securities
MORGAN STANLEY VR 012220-012023
IGJSJL3JD5P30I6NJZ34
2023-01-20
0.749460
290000.00
290529.46
Corporate Debt Securities
MORGAN STANLEY FR 0.985%121026
IGJSJL3JD5P30I6NJZ34
2026-12-10
0.985000
340000.00
331956.69
Corporate Debt Securities
MORGAN STANLEY FR 1.512%072027
IGJSJL3JD5P30I6NJZ34
2027-07-20
1.512000
200000.00
197541.60
Corporate Debt Securities
MOTOROLA SOLUTIONS INC 4.6%29
6S552MUG6KGJVEBSEC55
2029-05-23
4.600000
145000.00
169741.83
Corporate Debt Securities
NCR CORP NEW SR GLBL 144A 27
549300YKTY8JX1DV2R67
2027-09-01
5.750000
245000.00
260132.15
Corporate Debt Securities
NRG ENERGY INC SR GLBL 144A 31
5E2UPK5SW04M13XY7I38
2031-02-15
3.625000
144000.00
140393.00
Corporate Debt Securities
NAVIENT CORPORATION SR GLBL NT 24
54930067J0ZNOEBRW338
2024-10-25
5.875000
1962000.00
2093263.25
Corporate Debt Securities
NAVIENT CORPORATION SR GLBL NT 26
54930067J0ZNOEBRW338
2026-06-15
6.750000
767000.00
865847.12
Corporate Debt Securities
NETFLIX INC. SR GLBL NT 25
549300Y7VHGU0I7CE873
2025-02-15
5.875000
1661000.00
1891189.22
Corporate Debt Securities
NETFLIX INC. 5.875%28
549300Y7VHGU0I7CE873
2028-11-15
5.875000
1500000.00
1870145.83
Corporate Debt Securities
NETFLIX INC. SR GLBL 144A 25
549300Y7VHGU0I7CE873
2025-06-15
3.625000
785000.00
849560.80
Corporate Debt Securities
NEXTERA ENERGY CAP HLDGS INC SR GLBL DB3.5%29
UMI46YPGBLUE4VGNNT48
2029-04-01
3.500000
11000.00
12015.10
Corporate Debt Securities
NORTHERN NAT GAS CO DEL SR 144A NT3.4%51
5493007M02M6CT9EXE41
2051-10-16
3.400000
154000.00
160688.56
Corporate Debt Securities
OCCIDENTAL PETE CORP SR GLBL NT7.5%31
IM7X0T3ECJW4C1T7ON55
2031-05-01
7.500000
174000.00
233313.70
Corporate Debt Securities
OCCIDENTAL PETE CORP SR GLBL NT 8%25
IM7X0T3ECJW4C1T7ON55
2025-07-15
8.000000
2000000.00
2406222.22
Corporate Debt Securities
OCCIDENTAL PETE CORP SR GLBL NT 30
IM7X0T3ECJW4C1T7ON55
2030-07-15
8.875000
700000.00
961197.22
Corporate Debt Securities
OCCIDENTAL PETE CORP SR GLBL NT5.5%25
IM7X0T3ECJW4C1T7ON55
2025-12-01
5.500000
2323000.00
2607825.61
Corporate Debt Securities
OGLETHORPE POWER CORPORATION 1M BD-12A 4.2%42
3EERXCUSWMS9GV5D9M98
2042-12-01
4.200000
34000.00
37416.55
Corporate Debt Securities
ORACLE CORP SR GLBL NT4.3%34
1Z4GXXU7ZHVWFCD8TV52
2034-07-08
4.300000
165000.00
188754.77
Corporate Debt Securities
PG&E CORP SR SEC GLBL NT2
8YQ2GSDWYZXO2EDN3511
2028-07-01
5.000000
1457000.00
1535516.11
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR GLBL NT4.3%4
1HNPXZSMMB7HMBMVBS46
2045-03-15
4.300000
1000.00
1015.26
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL 29 BD 3
1HNPXZSMMB7HMBMVBS46
2030-07-01
4.550000
6498821.00
7177583.14
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL 28 BD 5
1HNPXZSMMB7HMBMVBS46
2050-07-01
4.950000
290975.00
327095.18
Corporate Debt Securities
PAYPAL HLDGS INC SR GLBL NT 26
5493005X2GO78EFZ3E94
2026-10-01
2.650000
743000.00
785604.45
Corporate Debt Securities
PENNYMAC FINL SVCS INC NEW SR GLBL 144A 25
549300W1D516HBDEU871
2025-10-15
5.375000
1014000.00
1050108.82
Corporate Debt Securities
PETROBRAS GLOBAL FINANCE BV SR GLBL NT 50
549300FNENFFSMO3GT38
2050-06-03
6.750000
327000.00
350830.12
Corporate Debt Securities
PFIZER INC GLBL NT 2.625%30
765LHXWGK1KXCLTFYQ30
2030-04-01
2.625000
311000.00
327337.35
Corporate Debt Securities
PHILIP MORRIS INTL INC SR NT 2.625%23
HL3H1H2BGXWVG3BSWR90
2023-03-06
2.625000
2000.00
2063.77
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 24
HL3H1H2BGXWVG3BSWR90
2024-11-10
3.250000
180000.00
194118.65
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 27
HL3H1H2BGXWVG3BSWR90
2027-08-17
3.125000
8487000.00
9163244.16
Corporate Debt Securities
PHILLIPS 66 SR GLBL NT 30
5493005JBO5YSIGK1814
2030-12-15
2.150000
1000000.00
974662.78
Corporate Debt Securities
CALPINE CORPORATION SR SEC GLBL 28
43R4VPJBXTU2O15HEF41
2028-02-15
4.500000
1725000.00
1763398.50
Corporate Debt Securities
CAMPBELL SOUP CO SR GLBL NT 30
5493007JDSMX8Z5Z1902
2030-04-24
2.375000
780000.00
780413.29
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL COCO 24
2IGI19DL77OX0HC3ZE78
2024-04-02
3.100000
2000.00
2105.97
Corporate Debt Securities
CATERPILLAR INC SR GLBL NT 49
WRJR7GS4GTRECRRTVX92
2049-09-19
3.250000
668000.00
741908.26
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 2.4%060622
EDBQKYOPJUCJKLOJDE72
2022-06-06
2.400000
130000.00
132890.33
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 1.45%051525
EDBQKYOPJUCJKLOJDE72
2025-05-15
1.450000
158000.00
160762.72
Corporate Debt Securities
CENTENE CORP DEL SR GLBL NT 3%30
549300Z7JJ4TQSQGT333
2030-10-15
3.000000
577000.00
586853.24
Corporate Debt Securities
CENTERPOINT ENERGY INC SR GLBL NT 28
21TPXMRRHFKOBHDC8J74
2028-11-01
4.250000
1660000.00
1913870.26
Corporate Debt Securities
CHEMOURS CO SR GLBL NT 27
549300M1BOLNXL8DOV14
2027-05-15
5.375000
1000000.00
1089486.11
Corporate Debt Securities
CHEMOURS CO SR GLBL 144A 28
549300M1BOLNXL8DOV14
2028-11-15
5.750000
608000.00
642166.22
Corporate Debt Securities
CHEVRON CORPORATION SR GLBL NT 23
2023-05-11
1.141000
190000.00
192900.29
Corporate Debt Securities
CHURCHILL DOWNS INC SR GLBL 144A 27
529900FODTBQC8MIS994
2027-04-01
5.500000
780000.00
810636.67
Corporate Debt Securities
CITIGROUP INC FR 3.3%042725
6SHGI4ZSSLCXXQSBB395
2025-04-27
3.300000
516000.00
551739.88
Corporate Debt Securities
CITIGROUP INC SR GLBL FL NT 23
6SHGI4ZSSLCXXQSBB395
2023-07-24
1.073880
3862000.00
3884512.83
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 28
6SHGI4ZSSLCXXQSBB395
2028-10-27
3.520000
518000.00
556816.62
Corporate Debt Securities
CITIGROUP INC 3.352%25
6SHGI4ZSSLCXXQSBB395
2025-04-24
3.352000
400000.00
421534.22
Corporate Debt Securities
CLEAN HARBORS INC SR GLBL 144A 29
5493000SJVZVZJKHJF48
2029-07-15
5.125000
200000.00
219461.11
Corporate Debt Securities
CLEVELAND-CLIFFS INC NEW SR SEC GLBL 26
549300TM2WLI2BJMDD86
2026-03-15
6.750000
405000.00
433961.55
Corporate Debt Securities
MIZUHO FINANCIAL GROUP INC SR FLT NT 22
353800CI5L6DDAN5XZ33
2022-09-11
0.994130
1505000.00
1517236.07
Corporate Debt Securities
GARTNER INC SR GLBL 144A 28
PP55B5R38BFB8O8HH686
2028-07-01
4.500000
320000.00
338720.00
Corporate Debt Securities
GENERAL ELECTRIC CO SR GLBL NT 40
3C7474T6CDKPR9K6YT90
2040-05-01
4.250000
450000.00
547989.25
Corporate Debt Securities
ALLY FINL INC SR NT 8%31
549300JBN1OSM8YNAI90
2031-11-01
8.000000
9000.00
12953.39
Corporate Debt Securities
GILEAD SCIENCES INC SR GLBL NT 26
549300WTZWR07K8MNV44
2026-03-01
3.650000
2766000.00
3014581.96
Corporate Debt Securities
GLENCORE FDG LLC GLBL 144A NT 24
213800STG1QDNBY87K49
2024-03-12
4.125000
87000.00
92840.78
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 32
784F5XWPLTWKTBV3E584
2032-01-27
1.992000
757000.00
728824.96
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 32
784F5XWPLTWKTBV3E584
2032-04-22
2.615000
813000.00
817169.45
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 27
784F5XWPLTWKTBV3E584
2027-09-10
1.542000
413000.00
406977.98
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT3.5%26
784F5XWPLTWKTBV3E584
2026-11-16
3.500000
221000.00
240389.93
Corporate Debt Securities
GOLDMAN SACHS GROUP INC 2.876%22
784F5XWPLTWKTBV3E584
2022-10-31
2.876000
44000.00
44629.20
Corporate Debt Securities
GOODYEAR TIRE & RUBR CO SR GLBL 144A 29
5493002BI0S2ZQUY3437
2029-07-15
5.000000
760000.00
817844.44
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS SR GLBL NT 3%24
VGRQXHF3J8VDLUA7XE92
2024-05-15
3.000000
101000.00
107608.09
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS SR GLBL NT3.3%26
VGRQXHF3J8VDLUA7XE92
2026-05-15
3.300000
250000.00
273590.83
Corporate Debt Securities
INTL GAME TECH PLC SR SEC GLBL 27
549300UQ6KHRCZDRGZ76
2027-01-15
6.250000
1559000.00
1785921.11
Corporate Debt Securities
INTL GAME TECH PLC SR SEC GLBL 29
549300UQ6KHRCZDRGZ76
2029-01-15
5.250000
548000.00
585081.33
Corporate Debt Securities
INTERPUBLIC GROUP COS INC SR GLBL NT5.4%48
5493008IUOJ5VWTRC333
2048-10-01
5.400000
42000.00
57823.08
Corporate Debt Securities
INTESA SANPAOLO S P A SR 144A NT 23
2W8N8UU78PMDQKZENC08
2023-01-12
3.375000
345000.00
358834.93
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL NT 29
8I5DZWZKVSZI1NUHU748
2029-01-23
3.509000
187000.00
203620.06
Corporate Debt Securities
JPMORGAN CHASE & CO GLBL NT 2.58%32
8I5DZWZKVSZI1NUHU748
2032-04-22
2.580000
316000.00
318737.09
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 26
549300G0CFPGEF6X2043
2026-03-01
2.450000
188000.00
197715.32
Corporate Debt Securities
HOME DEPOT INC SR GLBL NT 22
QEKMOTMBBKA8I816DO57
2022-06-01
2.625000
4900000.00
5006093.17
Corporate Debt Securities
SERVICE PPTYS TR SR NT 5%22
529900IS770AG1K9QG27
2022-08-15
5.000000
330000.00
335454.17
Corporate Debt Securities
PLANTRONICS INC NEW SR GLBL 144A 29
5493006O3W5M472F6668
2029-03-01
4.750000
1905000.00
1753424.44
Corporate Debt Securities
PROLOGIS L P SR GLBL NT 30
GL16H1DHB0QSHP25F723
2030-04-15
2.250000
2000.00
2019.65
Corporate Debt Securities
QUALCOMM INC FR 4.3%052047
H1J8DDZKZP6H7RWC0H53
2047-05-20
4.300000
2109000.00
2690876.61
Corporate Debt Securities
RANGE RES CORP SR GLBL 144A 29
H3Y3WLYCX0BTO1TRW162
2029-01-15
8.250000
278000.00
320487.67
Corporate Debt Securities
NAVIENT CORPORATION FR 5.625%080133
54930067J0ZNOEBRW338
2033-08-01
5.625000
29000.00
27803.75
Corporate Debt Securities
SM ENERGY COMPANY SR GLBL NT 26
84BUTVXV5ODI6BXNMH43
2026-09-15
6.750000
2427000.00
2507697.75
Corporate Debt Securities
SM ENERGY COMPANY SR GLBL NT6.5%28
84BUTVXV5ODI6BXNMH43
2028-07-15
6.500000
922000.00
977550.50
Corporate Debt Securities
SABRE GLBL INC SR SEC GLBL 25
F2TJC7HPPHLHU1AQMP98
2025-09-01
7.375000
3404000.00
3665706.14
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL COCO 31
MLU0ZO3ML4LN2LL2TL39
2031-06-04
2.848000
547000.00
561769.61
Corporate Debt Securities
HANESBRANDS INC SR GLBL 144A 25
GX5LWVWZLL5S4W1L2F20
2025-05-15
5.375000
40000.00
42629.44
Corporate Debt Securities
HOLLYFRONTIER CORP CR SEN SR GLBL30
549300J3U2WK73C9ZK26
2030-10-01
4.500000
17627000.00
19314256.44
Corporate Debt Securities
HOME DEPOT INC SR NT 2.7%23
QEKMOTMBBKA8I816DO57
2023-04-01
2.700000
2000.00
2056.88
Corporate Debt Securities
HUDBAY MINERALS INC SR GLBL 144A 29
549300WI524AL577IX21
2029-04-01
6.125000
130000.00
138100.81
Corporate Debt Securities
HUMANA INC SR GLBL NT 24
529900YLDW34GJAO4J06
2024-10-01
3.850000
200000.00
215106.89
Corporate Debt Securities
AUTOZONE INC 3.75%29
GA3JGKJ41LJKXDN23E90
2029-04-18
3.750000
500000.00
552667.92
Corporate Debt Securities
TEXAS INSTRS INC SR GLBL NT2.7%51
WDJNR2L6D8RWOEB8T652
2051-09-15
2.700000
500000.00
508755.00
Corporate Debt Securities
3M CO FR 3.375%030129
LUZQVYP4VS22CLWDAR65
2029-03-01
3.375000
181000.00
199796.40
Corporate Debt Securities
MITSUI SUMITOMO INSURANCE CO L PERP SUB GLBL
5493006KRZ0SJO41LZ83
2500-12-31
4.950000
200000.00
228207.50
Corporate Debt Securities
DELUXE CORP MEDIUM TERM NTS SR GLBL 144A 29
KWGNKB8TX9LE5TV29231
2029-06-01
8.000000
265000.00
288953.06
Corporate Debt Securities
WASTE CONNECTIONS INC SR GLBL NT2.2%32
549300HDLRTPBQU69P29
2032-01-15
2.200000
450000.00
443085.00
Corporate Debt Securities
UNICREDIT S.P.A FR 1.982%060327
549300TRUWO2CD2G5692
2027-06-03
1.982000
472000.00
468813.11
Corporate Debt Securities
LAREDO PETROLEUM INC SR GLBL 144A 29
549300X0PTWU2QSLSL14
2029-07-31
7.750000
51000.00
51575.46
Corporate Debt Securities
MICROSTRATEGY INC EXTND SR SEC 28
549300WQTWEJUEHXQX21
2028-06-15
6.125000
250000.00
262887.19
Corporate Debt Securities
KEURIG DR PEPPER INC GLBL NT 0.75%24
DYTQ8KRTKO7Y2BVU5K74
2024-03-15
0.750000
425000.00
424237.83
Corporate Debt Securities
KIMBERLY-CLARK CORP SR GLBL NT3.1%30
MP3J6QPYPGN75NVW2S34
2030-03-26
3.100000
557000.00
607197.77
Corporate Debt Securities
FIDELITY NATL FINL INC SR NT 5.5%22
549300CAZYIH39SYQ287
2022-09-01
5.500000
283000.00
297073.90
Corporate Debt Securities
FISERV INC SR GLBL NT3.2%26
GI7UBEJLXYLGR2C7GV83
2026-07-01
3.200000
60000.00
64380.53
Corporate Debt Securities
FIRSTENERGY CORP SR GLBL -B NT 30
549300SVYJS666PQJH88
2030-03-01
2.650000
1000000.00
989269.44
Corporate Debt Securities
FORD MTR CO DEL SR GLBL NT8.5%23
20S05OYHG0MQM4VUIC57
2023-04-21
8.500000
728000.00
800355.11
Corporate Debt Securities
COMCAST CORP NEW GLBL NT 3.45%50
51M0QTTNCGUN7KFCFZ59
2050-02-01
3.450000
600000.00
653528.00
Corporate Debt Securities
COMCAST CORP NEW GLBL NT 1.5%31
51M0QTTNCGUN7KFCFZ59
2031-02-15
1.500000
331000.00
311723.66
Corporate Debt Securities
COMISION FEDERAL DE ELECTRICID SR GLBL 144A 31
4469000001BFPONMPF32
2031-02-09
3.348000
1000000.00
971200.00
Corporate Debt Securities
COMMONWEALTH EDISON CO 1M BD-103 36
D8YOXB8L2ZDC8P7Q0771
2036-03-15
5.900000
78000.00
108929.43
Corporate Debt Securities
DT MIDSTREAM INC SR GLBL 144A 29
2029-06-15
4.125000
295000.00
301788.44
Corporate Debt Securities
SUMITOMO MITSUI TR BK LTD SR GLBL REGS 25
5493006GGLR4BTEL8O61
2025-09-12
1.050000
3000000.00
2954912.50
Corporate Debt Securities
PROSUS N V FR 3.832%020851
635400Z5LQ5F9OLVT688
2051-02-08
3.832000
12800000.00
11659033.60
Corporate Debt Securities
AT&T INC GLBL NT 1.7%26
549300Z40J86GGSTL398
2026-03-25
1.700000
657000.00
661070.48
Corporate Debt Securities
ALLY FINL INC GLBL NT 1.45%23
549300JBN1OSM8YNAI90
2023-10-02
1.450000
3000.00
3031.31
Corporate Debt Securities
ALPHABET INC SR GLBL NT1.1%30
5493006MHB84DD0ZWV18
2030-08-15
1.100000
357000.00
335044.90
Corporate Debt Securities
AMERICAN TOWER CORP SR GLBL NT1.5%28
5493006ORUSIL88JOE18
2028-01-31
1.500000
773000.00
747250.08
Corporate Debt Securities
ANALOG DEVICES INC SR GLBL NT1.7%28
GYVOE5EZ4GDAVTU4CQ61
2028-10-01
1.700000
380000.00
378272.27
Corporate Debt Securities
ANTHEM INC SR GLBL NT1.5%26
8MYN82XMYQH89CTMTH67
2026-03-15
1.500000
200000.00
200232.67
Corporate Debt Securities
APPLE INC SR GLBL NT0.7%26
HWUPKR0MPOU8FGXBT394
2026-02-08
0.700000
200000.00
196123.00
Corporate Debt Securities
MITSUBISHI HC CAPITAL INC SR GLBL 144A 22
353800MZ3QX9RLMH7B09
2022-02-28
3.406000
700000.00
708778.89
Corporate Debt Securities
MIZUHO FINANCIAL GROUP INC GLBL NT 1.241%24
353800CI5L6DDAN5XZ33
2024-07-10
1.241000
675000.00
681937.29
Corporate Debt Securities
GENERAL DYNAMICS CORP SR GLBL NT 26
9C1X8XOOTYY2FNYTVH06
2026-06-01
1.150000
2000.00
2003.66
Corporate Debt Securities
JPMORGAN CHASE & CO GLBL NT 0.768%2
8I5DZWZKVSZI1NUHU748
2025-08-09
0.768000
390000.00
385704.28
Corporate Debt Securities
HONEYWELL INTL INC SR GLBL NT1.1%27
ISRPG12PN4EIEOEMW547
2027-03-01
1.100000
209000.00
205798.24
Corporate Debt Securities
PROSPECT CAP CORP SR GLBL NT 28
549300FSD8T39P5Q0O47
2028-10-15
3.437000
275000.00
265278.39
Corporate Debt Securities
QUEST DIAGNOSTICS INC SR NT 5.75%40
8MCWUBXQ0WE04KMXBX50
2040-01-30
5.750000
138000.00
178131.13
Corporate Debt Securities
REGIONS FINANCIAL CORP NEW SR GLBL NT1.8%28
CW05CS5KW59QTC0DG824
2028-08-12
1.800000
568000.00
559054.00
Corporate Debt Securities
RIO OIL FIN TR SR SEC GLBL 24
549300V5D1W52HY8NO65
2024-07-06
9.250000
5612000.00
2359702.48
Corporate Debt Securities
ROPER TECHNOLOGIES INC SR GLBL NT 31
54930003T4SXCIWVXY35
2031-02-15
1.750000
612000.00
580816.90
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL COCO 24
MLU0ZO3ML4LN2LL2TL39
2024-08-17
0.732000
300000.00
299293.20
Corporate Debt Securities
HEWLETT PACKARD ENTERPRISE CO SR GLBL NT4.9%25
549300BX44RGX6ANDV88
2025-10-15
4.900000
155000.00
174041.06
Corporate Debt Securities
IDEX CORP SR GLBL NT 31
549300U5Y5EL6PHYLF13
2031-06-15
2.625000
500000.00
512520.21
Corporate Debt Securities
ING GROEP N.V. FR 2.727%040132
549300NYKK9MWM7GGW15
2032-04-01
2.727000
540000.00
553306.14
Corporate Debt Securities
INTERCHILE S A SR SEC GLBL 56
549300Y105FQQX6RCE16
2056-06-30
4.500000
675000.00
726802.88
Corporate Debt Securities
BK OF AMERICA CORP FR 0.976%042225
9DJT3UXIJIZJI4WXO774
2025-04-22
0.976000
242000.00
240864.97
Corporate Debt Securities
EAGLE MATLS INC SR GLBL NT2.5%31
529900KRXRGXL61SG039
2031-07-01
2.500000
700000.00
698204.11
Corporate Debt Securities
ENTEGRIS INC SR GLBL 144A 29
IYX6OWO7BT5DKO3BYG52
2029-05-01
3.625000
2000000.00
2051347.22
Corporate Debt Securities
SOUTHWESTERN ENERGY CO SR GLBL 144A 29
EFWMP121W54QV9MGOP87
2029-02-01
5.375000
102000.00
108440.17
Corporate Debt Securities
STANDARD CHARTERED PLC SR GLBL 144A 32
U4LOSYZ7YG4W3S5F2G91
2032-06-29
2.678000
829000.00
821735.20
Corporate Debt Securities
NORDEA BK ABP MED TERM NTS FR 1.5%093026
529900ODI3047E2LIV03
2026-09-30
1.500000
600000.00
591605.00
Corporate Debt Securities
NORDIC INVT BK FR 0.375%051923
213800HYL1S7VAXG6Z48
2023-05-19
0.375000
230000.00
230128.03
Corporate Debt Securities
NORDSTROM INC SR GLBL NT 31
549300S3IZB5P35KNV16
2031-08-01
4.250000
1056000.00
1066073.07
Corporate Debt Securities
OMNICOM GROUP INC GLBL NT 2.45%30
HKUPACFHSSASQK8HLS17
2030-04-30
2.450000
2000.00
2035.36
Corporate Debt Securities
ONEOK INC NEW SR GLBL NT3.4%29
2T3D6M0JSY48PSZI1Q41
2029-09-01
3.400000
500000.00
528743.89
Corporate Debt Securities
PENNYMAC FINL SVCS INC NEW SR GLBL 144A 31
549300W1D516HBDEU871
2031-09-15
5.750000
8000.00
7914.94
Corporate Debt Securities
PHILLIPS 66 PARTNERS LP SR NT 3.605%25
549300TL5L4IG0H4FX64
2025-02-15
3.605000
175000.00
187153.80
Corporate Debt Securities
CANADIAN NAT RES LTD MED TERM SR NT 6.25%38
549300T15RIMIKZC5Q38
2038-03-15
6.250000
368000.00
495883.27
Corporate Debt Securities
CHEMOURS CO SR GLBL 144A 29
549300M1BOLNXL8DOV14
2029-11-15
4.625000
2000000.00
1950743.06
Corporate Debt Securities
CHENIERE CORPUS CHRISTI HLDGS SR SEC GLBL NT29
549300I7CIEWU1BBLQ53
2029-11-15
3.700000
5437000.00
5930437.96
Corporate Debt Securities
MOHAWK INDS INC SR GLBL NT 30
549300JI1115MG3Q6322
2030-05-15
3.625000
200000.00
219596.78
Corporate Debt Securities
MORGAN STANLEY FR 0.529%012524
IGJSJL3JD5P30I6NJZ34
2024-01-25
0.529000
300000.00
299700.38
Corporate Debt Securities
MUELLER WTR PRODS INC SR GLBL 144A 29
549300F7ZU4P1F8V8L60
2029-06-15
4.000000
280000.00
289247.78
Corporate Debt Securities
SYNNEX CORP CR SEN SR GLBL26
5493004HI6PFLF46NS53
2026-08-09
1.750000
462000.00
455161.89
Corporate Debt Securities
SYNCHRONY FINANCIAL SR GLBL NT 24
549300RS7EWPM9MA6C78
2024-03-19
4.375000
100000.00
107393.11
Corporate Debt Securities
BANK NOVA SCOTIA B C SR GLBL COCO 23
L3I9ZG2KFGXZ61BMYR72
2023-05-01
1.625000
2855000.00
2923133.78
Corporate Debt Securities
BANQUE FED DU CRED MUTUEL FR 0.998%020425
VBHFXSYT7OG62HNT8T76
2025-02-04
0.998000
6280000.00
6232291.19
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT1.5%30
2S72QS2UO2OESLG6Y829
2030-09-18
1.500000
222000.00
208872.77
Corporate Debt Securities
CONTINENTAL RES INC SR GLBL REGS 31
XXRTID9RYWOZ0UPIVR53
2031-01-15
5.750000
418000.00
508062.74
Corporate Debt Securities
MICRON TECHNOLOGY INC SR GLBL NT 27
B3DXGBC8GAIYWI2Z0172
2027-02-15
4.185000
318000.00
353286.07
Corporate Debt Securities
MITSUBISHI HC CAPITAL INC SR GLBL 144A 23
353800MZ3QX9RLMH7B09
2023-09-19
3.960000
380000.00
401534.60
Corporate Debt Securities
BHARTI AIRTEL LIMITED SR GLBL 144A 31
335800KQ1FPKOQ84OR26
2031-06-03
3.250000
429000.00
435739.83
Corporate Debt Securities
BOEING CO 3.6%34
RVHJWBXLJ1RFUBSY1F30
2034-05-01
3.600000
500000.00
530800.00
Corporate Debt Securities
BRISTOL-MYERS SQUIBB CO SR GLBL NT 48
HLYYNH7UQUORYSJQCN42
2048-02-20
4.550000
45000.00
59029.69
Corporate Debt Securities
CK HUTCHISON INTL 17 LTD SR 144A NT 22
254900TNOJOSKVTDPK87
2022-04-05
2.875000
248000.00
250811.49
Corporate Debt Securities
BX TRUST 2018-BILT B 20300515 FLT
2030-05-15
1.110000
197000.00
196527.53
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA3 M-2 20300425 FLT
S6XOOCT0IEG5ABCC6L87
2030-04-25
2.439250
1000000.00
722898.44
Private Label Collateralized Mortgage Obligations
TOWD POINT MTG TR 2015-4 M1 20550425 FLT
2055-04-25
3.750000
390000.00
396119.75
Private Label Collateralized Mortgage Obligations
CLNY TRUST 2019-IKPR B 20381115 FLT
2038-11-15
1.568000
4500000.00
4491422.00
Private Label Collateralized Mortgage Obligations
CSMC TR 2018-RPL9 A 20570925 FLT
2057-09-25
3.850000
1500000.00
824795.29
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2021-RPL3 M-1 20600125 FLT
2060-01-25
3.375000
940000.00
998694.54
Private Label Collateralized Mortgage Obligations
BBCMS TR 2018-BXH B 20371015 FLT
2037-10-15
1.340250
3500000.00
3487519.73
Private Label Collateralized Mortgage Obligations
COLT MTG LN TR 2020-2 A-3 20650325 FLT
2065-03-25
3.698000
890000.00
902043.68
Private Label Collateralized Mortgage Obligations
GCAT LLC 2019-NQM1 M-1 20590225 FLT
2059-02-25
3.849000
400000.00
400444.67
Private Label Collateralized Mortgage Obligations
CSAIL COML MTG TR 2015-C3 A-4 20480817 3.7
549300ZAGI6FKGY8O078
2048-08-17
3.718200
20000.00
21527.64
Private Label Collateralized Mortgage Obligations
CARS DB4 DB11 CNI-2 2017-1 A-1 20470415 3.8
2047-04-15
3.870000
675000.00
611319.84
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2018-GS10 B 20510712 FLT
5493005BBCF84ICNQ550
2051-07-12
4.370380
2624076.00
2973991.78
Private Label Collateralized Mortgage Obligations
TOWD PT MTG TR 2018-4 A2 20580625 FLT
2058-06-25
3.000000
100000.00
104511.13
Private Label Collateralized Mortgage Obligations
NEW RES MTG TR 2019-NQM4 A-2 20590925 FLT
2059-09-25
2.644390
500000.00
409955.85
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2013-C13 E 20461119 FLT
2046-11-19
4.897150
1000000.00
825658.90
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2015-C22 A-SB 20480417 3.0
2048-04-17
3.040000
248247.00
185178.31
Private Label Collateralized Mortgage Obligations
CITIGROUP COML MTG TR 2018-B2 B 20510310 FLT
2051-03-10
4.280000
321000.00
352657.63
Private Label Collateralized Mortgage Obligations
STARWOOD MTG RES TR 2020-3 A-3 20650425 FLT
2065-04-25
2.591000
100000.00
100598.12
Private Label Collateralized Mortgage Obligations
STORE MSTR FDG I-VII 2018-1 A-1 20481020 3.9
2048-10-20
3.960000
758000.00
740127.36
Private Label Collateralized Mortgage Obligations
ASHFORD HOSP TR 2018-ASHF B 20350416 FLT
2035-04-16
1.340000
6220000.00
6211746.75
Private Label Collateralized Mortgage Obligations
DEEPHAVEN RES MTG 2021-2 TR A-1 20660425 FLT
2066-04-25
0.899000
405000.00
356084.13
Private Label Collateralized Mortgage Obligations
WELLS FARGO COM MTG 2019-C50 A-5 20520517 3.7
2052-05-17
3.729000
393229.00
436685.26
Private Label Collateralized Mortgage Obligations
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-05-15
1.625000
61200.00
62074.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-04
0.00
836500.00
836491.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
67300.00
157293.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
13989300.00
17109646.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
23532900.00
28781969.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
10800.00
13292.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-07-15
0.125000
794800.00
948073.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
0.125000
1383000.00
1379221.07
U.S. Treasuries (including strips)
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0013
378000000.00
378000000.00
0.0050
N
N
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 0.050000%
7LTWFZYICNSX8D621K86
0001022437
ARP0RL255
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2038-05-15
4.500000
5979000.00
8443843.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
19370900.00
27935916.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
91863000.00
106904153.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.125000
50000000.00
60716943.29
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
200000000.00
200000000.00
0.0026
N
Y
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 0.050000%
7LTWFZYICNSX8D621K86
0001022437
ARP0RL271
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FKRM 0M039A 04/15/45
S6XOOCT0IEG5ABCC6L87
2045-04-15
3.250000
24681965.00
26025793.78
Agency Mortgage-Backed Securities
FKRM 0M047A 06/15/24
2024-06-15
3.350000
54701993.00
57174553.47
Agency Mortgage-Backed Securities
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
80000000.00
80000000.00
0.0011
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.300000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0RL2C0
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CITIGROUP INC ALT TIER I PERP
6SHGI4ZSSLCXXQSBB395
2500-12-31
4.150000
1061000.00
1070528.37
Corporate Debt Securities
HCA INC. SR GLBL NT 25
L3CJ6J7LJ2DX62FTXD46
2025-02-01
5.375000
5687000.00
6394399.61
Corporate Debt Securities
KRAFT HEINZ FOODS CO GTD SR NT 144A39
5493003STKEZ2S0RNU91
2039-08-01
7.125000
4000000.00
6071866.67
Corporate Debt Securities
HOLOGIC INC GLBL 144A NT 29
549300DYP6F5ZJL0LB74
2029-02-15
3.250000
300000.00
299754.17
Corporate Debt Securities
IHS MARKIT LTD SR GLBL NT 29
549300HLPTRASHS0E726
2029-05-01
4.250000
16877000.00
19577891.94
Corporate Debt Securities
WELLS FARGO & CO PERP JR SB GLBL
PBLD0EJDB5FWOLXP3B76
2500-12-31
5.875000
7381000.00
8321472.67
Corporate Debt Securities
WELLS FARGO & CO JR SB -B DEB 29
PBLD0EJDB5FWOLXP3B76
2029-11-15
7.950000
15077000.00
21061161.81
Corporate Debt Securities
WELLS FARGO & CO JR SB -B DEB 29
PBLD0EJDB5FWOLXP3B76
2029-11-15
7.950000
2642000.00
3690627.41
Corporate Debt Securities
WELLS FARGO & CO TIER I PERP GLB
PBLD0EJDB5FWOLXP3B76
2500-12-31
3.900000
13000.00
13321.97
Corporate Debt Securities
ZIONS BANCORPORATION NATL ASSN PERP JR GLBL -J
8WH0EE09O9V05QJZ3V89
2500-12-31
7.200000
3024000.00
3307651.20
Corporate Debt Securities
FRESH MKT INC FLT REGS NT 25
529900QM5ZSBEBR6CS58
2025-03-13
10.750000
61000.00
57919.48
Corporate Debt Securities
CENTERPOINT ENERGY INC -A 6.125%
21TPXMRRHFKOBHDC8J74
2500-12-31
6.125000
1812000.00
1932349.52
Corporate Debt Securities
LUMEN TECHNOLOGIES INC SR SEC GLBL 27
8M3THTGWLTYZVE6BBY25
2027-02-15
4.000000
35000.00
35462.78
Corporate Debt Securities
CITIGROUP INC PERP SR GLBL -D
6SHGI4ZSSLCXXQSBB395
2500-12-31
5.350000
396000.00
414858.40
Corporate Debt Securities
CITIGROUP INC PERP SR GLBL -D
6SHGI4ZSSLCXXQSBB395
2500-12-31
5.350000
4934000.00
5168968.04
Corporate Debt Securities
CYRUSONE LP/CYRUSONE FIN CORP SR GLBL NT 29
2029-11-15
3.450000
653000.00
695547.30
Corporate Debt Securities
KEYCORP CAP III JR SB PFD TR 29
2029-07-15
7.750000
5862000.00
7561563.15
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL NT 46
5493003STKEZ2S0RNU91
2046-06-01
4.375000
2200000.00
2596717.44
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL NT 49
5493003STKEZ2S0RNU91
2049-10-01
4.875000
5732000.00
7145635.39
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL NT 49
5493003STKEZ2S0RNU91
2049-10-01
4.875000
4973000.00
6199449.55
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL NT5.5%50
5493003STKEZ2S0RNU91
2050-06-01
5.500000
15051000.00
20454325.72
Corporate Debt Securities
LEVEL 3 FING INC GLBL 144A NT 29
254900AE5FEFIJOXWL19
2029-01-15
3.625000
979000.00
939803.83
Corporate Debt Securities
LIBERTY MUT GROUP INC JR SB GLBL 61
QUR0DG15Z6FFGYCHH861
2061-02-01
4.300000
481000.00
454790.84
Corporate Debt Securities
AMBAC ASSURANCE CORP PERP SR SEC 144A
549300RYYRVPPB8NC636
2500-12-31
5.100000
167538.00
174590.03
Corporate Debt Securities
ASSURANT INC SUB GLBL NT 7%48
H3F39CAXWQRVWURFXL38
2048-03-27
7.000000
4248000.00
4982658.56
Corporate Debt Securities
BARCLAYS PLC LW TIER II GLBL
213800LBQA1Y9L22JB70
2035-09-23
3.564000
13847000.00
14338900.83
Corporate Debt Securities
BARCLAYS PLC LW TIER II GLBL
213800LBQA1Y9L22JB70
2035-09-23
3.564000
13595000.00
14077948.78
Corporate Debt Securities
CDK GLOBAL INC CR SEN SR GLBL24
5493000L10CYRTHIJ385
2024-10-15
5.000000
197000.00
218054.27
Corporate Debt Securities
CMS ENERGY CORP JR SB GLBL NT 50
549300IA9XFBAGNIBW29
2050-06-01
4.750000
3024000.00
3392104.80
Corporate Debt Securities
CMS ENERGY CORP JR SB GLBL NT 50
549300IA9XFBAGNIBW29
2050-06-01
4.750000
3234000.00
3627667.63
Corporate Debt Securities
DEUTSCHE BK AG LW TIER II NT 25
7LTWFZYICNSX8D621K86
2025-04-01
4.500000
9000000.00
9690120.00
Corporate Debt Securities
DEUTSCHE BK AG N Y LW TIER II GLBL
7LTWFZYICNSX8D621K86
2032-01-14
3.729000
7450000.00
7723685.06
Corporate Debt Securities
DEUTSCHE BK AG N Y LW TIER II GLBL
7LTWFZYICNSX8D621K86
2031-07-08
5.882000
7705000.00
9178243.51
Corporate Debt Securities
DOMINION ENERGY INC PERP SUB GLBL -B
ILUL7B6Z54MRYCF6H308
2500-12-31
4.650000
21463000.00
23229583.76
Corporate Debt Securities
FORD MTR CO DEL SR GLBL NT 9%25
20S05OYHG0MQM4VUIC57
2025-04-22
9.000000
200000.00
240976.00
Corporate Debt Securities
LLOYDS BANK PLC TIER I PERP GLBL
H7FNTJ4851HG0EXQ1Z70
2500-12-31
12.000000
10110000.00
10848872.50
Corporate Debt Securities
M & T BK CORP ALT TIER I PERP
549300WYXDDBYRASEG81
2500-12-31
6.450000
37026000.00
40775191.05
Corporate Debt Securities
MPLX LP PERP SUB -B BD
5493000CZJ19CK4P3G36
2500-12-31
6.875000
27131000.00
27921378.78
Corporate Debt Securities
METHANEX CORP SR GLBL NT 29
549300TSJHRXT9QXRD13
2029-12-15
5.250000
44000.00
47499.83
Corporate Debt Securities
LIFEPOINT HEALTH INC SR 144A NT 26
2026-12-01
9.750000
3000.00
3290.35
Corporate Debt Securities
NEWELL BRANDS INC CR SEN SR GLBL46
549300LWGYFM1TVO1Z12
2046-04-01
6.000000
3850000.00
4880208.67
Corporate Debt Securities
NISOURCE INC 5.65%
549300D8GOWWH0SJB189
2500-12-31
5.650000
15485000.00
16662333.15
Corporate Debt Securities
NISOURCE INC 5.65%
549300D8GOWWH0SJB189
2500-12-31
5.650000
5090000.00
5476995.53
Corporate Debt Securities
PEABODY ENGR CORP SR SEC GLBL 24
EJCO258LNNVSKAR2JX59
2024-12-31
8.500000
9745000.00
9369985.33
Corporate Debt Securities
PEABODY SECS FIN CORP SR SEC GLBL 25
EJCO258LNNVSKAR2JX59
2025-03-31
6.375000
3000000.00
2746726.25
Corporate Debt Securities
SITKA HLDGS LLC SR SEC GLBL 26
2026-07-06
5.250000
68437000.00
69909022.84
Corporate Debt Securities
SOUTHERN CALIF EDISON CO PERP JR GLBL -E
9R1Z5I36FERIBVKW4P77
2500-12-31
6.250000
9285000.00
9487763.77
Corporate Debt Securities
THIRD PT RE USA HLDSG INC CR SEN SR GLBL25
2025-02-13
7.000000
37000.00
39666.14
Corporate Debt Securities
TIME WARNER CABLE INC SR DEB 6.55%37
549300U5NFR7S6E3GM41
2037-05-01
6.550000
14000.00
19295.03
Corporate Debt Securities
VIVO ENERGY INVTS B V SR GLBL 144A 27
724500P3OXMB2IERLM56
2027-09-24
5.125000
200000.00
212496.53
Corporate Debt Securities
BK OF AMERICA CORP FR 2.572%102032
9DJT3UXIJIZJI4WXO774
2032-10-20
2.572000
59000.00
59186.03
Corporate Debt Securities
PEARL MERGER SUB INC SR SEC 144A NT28
2028-10-01
6.750000
2242000.00
2231602.73
Corporate Debt Securities
SBL HOLDINGS INC PERP JR SB 144A
2500-12-31
6.500000
396000.00
400130.50
Corporate Debt Securities
SVB FINANCIAL GROUP PERP SUB GLBL NT
549300D2KJ20JMXE7542
2500-12-31
4.250000
4385000.00
4402005.27
Corporate Debt Securities
GOLDMAN SACHS GROUP INC PERP GLBL NT
784F5XWPLTWKTBV3E584
2500-12-31
4.125000
7781000.00
7833521.75
Corporate Debt Securities
STONEX GROUP INC SR SEC GLBL 25
549300JUF07L8VF02M60
2025-06-15
8.625000
199000.00
218264.03
Corporate Debt Securities
JP MORGAN MTG TR 2019-INV3 B-6 20500525 FLT
2050-05-25
2.671450
76434.00
53412.88
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2005-AR2 B-1 20450125 FLT
2045-01-25
0.884250
2141107.00
730188.65
Private Label Collateralized Mortgage Obligations
FHLMC STARC 2021-DNA5 B-2 20340125 FLT
2034-01-25
5.548670
500000.00
517852.76
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2020-7 A-5 20510125 FLT
2051-01-25
3.000000
82160.00
83431.95
Private Label Collateralized Mortgage Obligations
Y
2021-12-03
2021-12-03
2022-01-27
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0030
373000000.00
373000000.00
0.0049
N
N
N
Y
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.170000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0RL2U0
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FTAC ATHENA ACQUISITION CORP CL A SHS
2500-12-31
N/A
132244.00
1314505.36
Equities
GOLDENBRIDGE ACQUISITION LTD SHS
2500-12-31
N/A
6717.00
66498.30
Equities
EDOC ACQUISITION CORP CL A
2500-12-31
N/A
6985.00
71037.45
Equities
HEALTHCOR CATALIO ACQU CORP CL A SHS
2500-12-31
N/A
15600.00
155376.00
Equities
SKILLZ INC COM
2500-12-31
N/A
124900.00
1447591.00
Equities
STANDARD MTR PRODS INC COM
THGK1EO5B5HK0JHQVZ90
2500-12-31
N/A
1300.00
61360.00
Equities
YELLOWSTONE ACQUISITION CO COM CL A
2500-12-31
N/A
54406.00
551676.84
Equities
YUM BRANDS INC COM
549300JE8XHZZ7OHN517
2500-12-31
N/A
12316.00
1550338.08
Equities
ACE GLOBAL BUSINESS ACQU LTD ORDINARY SHARES
2500-12-31
N/A
8075.00
81234.50
Equities
QURATE RETAIL INC COM SER A
549300PSXEKU4PHLCR04
2500-12-31
N/A
218400.00
2245152.00
Equities
ROCKET PHARMACEUTICALS INC COM
549300R7VV82YUIN4Y93
2500-12-31
N/A
27700.00
833493.00
Equities
SAIA INC COM
549300WNPG4N9GBOYB29
2500-12-31
N/A
4100.00
1278626.00
Equities
SCHWAB CHARLES CORP COM
549300VSGCJ7E698NM85
2500-12-31
N/A
18000.00
1475820.00
Equities
SCRIPPS E W CO OHIO CL A NEW
549300U1OW41QPKYW028
2500-12-31
N/A
9800.00
183260.00
Equities
SIERRA BANCORP COM
2500-12-31
N/A
5000.00
124750.00
Equities
FEDEX CORP COM
549300E707U7WNPZN687
2500-12-31
N/A
1200.00
283152.00
Equities
GLAUKOS CORP COM
5299004JA1LHE21M6T14
2500-12-31
N/A
800.00
36600.00
Equities
GLOBAL INDUSTRIAL COMPANY COM
2500-12-31
N/A
600.00
23664.00
Equities
GLOBIS ACQUISITION CORP COM
2500-12-31
N/A
126697.00
1280906.67
Equities
GOAL ACQUISITIONS CORP COM
2500-12-31
N/A
25511.00
248732.25
Equities
DOLLAR GEN CORP NEW COM
OPX52SQVOZI8IVSWYU66
2500-12-31
N/A
400.00
88368.00
Equities
DEEP LAKE CAPITAL ACQUSTN CORP CL A SHS
2500-12-31
N/A
39712.00
386794.88
Equities
GLOBAL PARTNER ACQISTN CORP II CL A SHS
2500-12-31
N/A
36284.00
353224.74
Equities
AGBA ACQUISITION LTD SHS
5493006NA1XBERP7JE98
2500-12-31
N/A
14235.00
155588.55
Equities
DIVERSIFIED HEALTHCARE TR COM SH BEN INT
2500-12-31
N/A
21600.00
82512.00
Equities
AMERICAN ACQUISITION OPPT INC CLASS A COM
2500-12-31
N/A
13819.00
137222.67
Equities
TECH AND ENERGY TRANSITION CLASS A COM
2500-12-31
N/A
30836.00
300342.64
Equities
PROSPECTOR CAPITAL CORP CL A
2500-12-31
N/A
65088.00
635258.88
Equities
VICKERS VANTAGE CORP I SHS
2500-12-31
N/A
10456.00
105291.92
Equities
DOMINION ENERGY INC COM
ILUL7B6Z54MRYCF6H308
2500-12-31
N/A
1400.00
106876.00
Equities
DOVER CORP COM
549300FMC2ALGA7N9E80
2500-12-31
N/A
14195.00
2399948.65
Equities
EDIFY ACQUISITION CORP CL A
2500-12-31
N/A
23587.00
229973.25
Equities
EMERGENT BIOSOLUTIONS INC COM
549300YW6TUOX8BE5103
2500-12-31
N/A
49190.00
2399980.10
Equities
CF ACQUISITION CORP V CL A
2500-12-31
N/A
5812.00
57771.28
Equities
CHP MERGER CORP COM CL A
2500-12-31
N/A
64058.00
642501.74
Equities
CALLAWAY GOLF CO COM
5493005UB0KFRKBPCU72
2500-12-31
N/A
89119.00
2399974.67
Equities
CARNIVAL CORP PAIRED CTF
F1OF2ZSX47CR0BCWA982
2500-12-31
N/A
109239.00
2399980.83
Equities
CATERPILLAR INC COM
WRJR7GS4GTRECRRTVX92
2500-12-31
N/A
802.00
163680.18
Equities
CHILDRENS PL INC NEW COM
549300BGVK2OO5O7TC19
2500-12-31
N/A
5600.00
470176.00
Equities
AIR PRODS & CHEMS INC COM
7QEON6Y1RL5XR3R1W237
2500-12-31
N/A
1100.00
331584.00
Equities
ALLIANCE RESOURCE PARTNERS L P UT LTD PART
529900T4Q5UPWOUFG783
2500-12-31
N/A
127800.00
1533600.00
Equities
APA CORPORATION COM
2500-12-31
N/A
88626.00
2399992.08
Equities
APTARGROUP INC COM
VNPEQDQFAA7IY1T2PX43
2500-12-31
N/A
2000.00
251960.00
Equities
BARRETT BUSINESS SVCS INC COM
529900HXB6TMG0SR9Y34
2500-12-31
N/A
100.00
8200.00
Equities
THE BEAUTY HEALTH COMPANY COM CL A
5493001Z2JZQT4C63C50
2500-12-31
N/A
88987.00
2399979.39
Equities
THUNDER BRIDGE CAP PRTNRS III COM CL A
2500-12-31
N/A
33963.00
331818.51
Equities
TUSCAN HLDGS CORP II COM
549300PT0K8ZAABWJU18
2500-12-31
N/A
54995.00
557099.35
Equities
VIAVI SOLUTIONS INC COM
5493006K3E3N1QOBF092
2500-12-31
N/A
114900.00
1764864.00
Equities
VISTAS MEDIA ACQUISITION CO IN COM CL A
2500-12-31
N/A
29104.00
293950.40
Equities
ITHAX ACQUISITION CORP CL A SHS
2500-12-31
N/A
36362.00
353802.26
Equities
STANLEY BLACK & DECKER INC COM
549300DJ09SMTO561131
2500-12-31
N/A
1200.00
222096.00
Equities
STARWOOD PPTY TR INC COM
BUGSFQZERKRBFWIG5267
2500-12-31
N/A
100.00
2547.00
Equities
TANGER FACTORY OUTLET CTRS INC COM
UKEW8YSXE4Y581KYOL30
2500-12-31
N/A
2100.00
35490.00
Equities
LITTELFUSE INC COM
549300MY7HLQFYTPCX75
2500-12-31
N/A
900.00
263700.00
Equities
HOME BANCSHARES INC COM
2500-12-31
N/A
10300.00
241844.00
Equities
HOMETRUST BANCSHARES INC COM
2500-12-31
N/A
500.00
15330.00
Equities
JMP GROUP LLC COM
549300RVM9B0BWD4MH68
2500-12-31
N/A
58266.00
436995.00
Equities
KITE RLTY GROUP TR COM NEW
2500-12-31
N/A
99100.00
2022631.00
Equities
LEMAITRE VASCULAR INC COM
549300FZUBUB7MHY8R17
2500-12-31
N/A
1000.00
56250.00
Equities
LIONHEART ACQUISITION CORP II COM CL A
2500-12-31
N/A
63440.00
629959.20
Equities
EPAM SYS INC COM
549300XCR4R530HJP604
2500-12-31
N/A
900.00
603477.00
Equities
POPULATION HEALTH INVS CO INC SHS CL A
2500-12-31
N/A
33293.00
326271.40
Equities
SILVER SPIKE ACQUISITN CORP II CLASS A ORD SHS
2500-12-31
N/A
22142.00
215663.08
Equities
COPA HOLDINGS SA CL A
529900BB9UQJV6QQHA59
2500-12-31
N/A
24300.00
1803789.00
Equities
ROYAL CARIBBEAN GROUP COM
K2NEH8QNVW44JIWK7Z55
2500-12-31
N/A
5500.00
463375.00
Equities
BED BATH & BEYOND INC COM
529900ZBUWWUV7BKGX39
2500-12-31
N/A
4400.00
63316.00
Equities
BERKSHIRE HATHAWAY INC DEL CL B NEW
5493000C01ZX7D35SD85
2500-12-31
N/A
8283.00
2399750.76
Equities
BOOT BARN HLDGS INC COM
529900QE1BFMYA3N4E71
2500-12-31
N/A
1500.00
153765.00
Equities
BREEZE HOLDINGS ACQUISITN CORP COM
2500-12-31
N/A
15405.00
156052.65
Equities
MANPOWERGROUP INC WIS COM
ERO1WSFOSR0JJ6CRQ987
2500-12-31
N/A
3300.00
324522.00
Equities
MONDELEZ INTL INC CL A
549300DV9GIB88LZ5P30
2500-12-31
N/A
8200.00
499790.00
Equities
NETFLIX INC COM
549300Y7VHGU0I7CE873
2500-12-31
N/A
1798.00
1211941.90
Equities
PERFORMANCE FOOD GROUP CO COM
549300EUK8GR9IT1YK57
2500-12-31
N/A
52367.00
2399979.61
Equities
PROGRESS ACQUISITION CORP COM CL A
2500-12-31
N/A
24104.00
235496.08
Equities
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0017
48000000.00
48000000.00
0.0006
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RL2V8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.000 FGPC G16284 G
S6XOOCT0IEG5ABCC6L87
2032-07-01
3.000000
7000000.00
3025200.91
Agency Mortgage-Backed Securities
FEPC 05.000 CTZJ9238
S6XOOCT0IEG5ABCC6L87
2028-03-01
5.000000
3735668.00
136633.74
Agency Mortgage-Backed Securities
FEPC 06.000 CTZA2018
S6XOOCT0IEG5ABCC6L87
2027-08-01
6.000000
9492640.00
189262.36
Agency Mortgage-Backed Securities
FEPC 04.000 CTZA2515
S6XOOCT0IEG5ABCC6L87
2038-07-01
4.000000
1100000.00
316873.92
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4706
S6XOOCT0IEG5ABCC6L87
2047-03-01
3.000000
41000.00
16182.16
Agency Mortgage-Backed Securities
FEPC 04.000 CIZS7787
S6XOOCT0IEG5ABCC6L87
2029-06-01
4.000000
4773640.00
1247721.89
Agency Mortgage-Backed Securities
05.000 FGPC Q01952 G
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.000000
10148768.00
956016.65
Agency Mortgage-Backed Securities
05.000 FGPC Q02322 G
S6XOOCT0IEG5ABCC6L87
2041-07-01
5.000000
5445992.00
492466.74
Agency Mortgage-Backed Securities
04.000 FGPC Q05290 G
S6XOOCT0IEG5ABCC6L87
2041-12-01
4.000000
176464384.00
30394371.57
Agency Mortgage-Backed Securities
FEPC 04.000 CTQK0239
S6XOOCT0IEG5ABCC6L87
2040-03-01
4.000000
1558650.00
1205094.80
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3688
B1V7KEBTPIMZEU4LTD58
2049-06-01
4.500000
1025000.00
258690.70
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4176
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
19200000.00
16716782.79
Agency Mortgage-Backed Securities
GNII SF BR1308 C
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
1525746.00
1471076.34
Agency Mortgage-Backed Securities
GNII SF AN7498 C
549300M8ZYFG0OCMTT87
2045-06-20
3.500000
1014550.00
731557.31
Agency Mortgage-Backed Securities
GNII SP 785218 C
549300M8ZYFG0OCMTT87
2050-12-20
2.000000
2899960.00
2763772.96
Agency Mortgage-Backed Securities
03.000 FGPC J18345 G
S6XOOCT0IEG5ABCC6L87
2027-03-01
3.000000
23800000.00
3321108.55
Agency Mortgage-Backed Securities
03.500 FGPC D98821 G
S6XOOCT0IEG5ABCC6L87
2031-11-01
3.500000
2000312.00
272228.95
Agency Mortgage-Backed Securities
03.500 FGPC G18519 G
S6XOOCT0IEG5ABCC6L87
2029-07-01
3.500000
3064276.00
626707.80
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK3968
S6XOOCT0IEG5ABCC6L87
2027-03-01
3.000000
6051200.00
735839.51
Agency Mortgage-Backed Securities
FEPC 04.000 3VZN0547
S6XOOCT0IEG5ABCC6L87
2042-12-01
4.000000
33707008.00
11091925.22
Agency Mortgage-Backed Securities
FEPC 06.000 CTZS8962
S6XOOCT0IEG5ABCC6L87
2029-01-01
6.000000
5510000.00
332051.01
Agency Mortgage-Backed Securities
05.000 FGPC U95161 G
S6XOOCT0IEG5ABCC6L87
2043-10-01
5.000000
8119088.00
1793827.40
Agency Mortgage-Backed Securities
05.000 FGPC U92098 G
S6XOOCT0IEG5ABCC6L87
2043-09-01
5.000000
4941528.00
2822472.45
Agency Mortgage-Backed Securities
04.000 FGPC Q34931 G
S6XOOCT0IEG5ABCC6L87
2045-07-01
4.000000
1330286.00
535181.92
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC1762
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
1155250.00
1204590.92
Agency Mortgage-Backed Securities
FEPC 02.000 CLQC7953
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.000000
1146228.00
1150852.39
Agency Mortgage-Backed Securities
FEPC 03.500 CLQC8331
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
2616352.00
2812937.02
Agency Mortgage-Backed Securities
FEPC 04.000 CLQC9179
S6XOOCT0IEG5ABCC6L87
2051-10-01
4.000000
1612408.00
1780800.01
Agency Mortgage-Backed Securities
FEPC 03.500 CLQC9347
S6XOOCT0IEG5ABCC6L87
2051-10-01
3.500000
1079920.00
1160364.56
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC9445
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
21096256.00
21804002.57
Agency Mortgage-Backed Securities
FEPC 02.000 CIQN8073
S6XOOCT0IEG5ABCC6L87
2036-10-01
2.000000
5262408.00
5437612.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLAV8822
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
3338650.00
1288621.64
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB0046
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
10000000.00
10209394.10
Agency Mortgage-Backed Securities
GNII SP 785703 C
549300M8ZYFG0OCMTT87
2051-10-20
2.500000
75202944.00
77298657.86
Agency Mortgage-Backed Securities
GNII SP 785704 C
549300M8ZYFG0OCMTT87
2051-09-20
3.500000
124421760.00
131209119.08
Agency Mortgage-Backed Securities
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
327000000.00
327000000.00
0.0043
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.050000%
549300QJJX6CVVUXLE15
0001317808
ARP0RL3O3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2020-146 YK
549300M8ZYFG0OCMTT87
2050-10-20
1.000000
1000.00
844.59
Agency Collateralized Mortgage Obligation
GNRM 2020-020 AK
549300M8ZYFG0OCMTT87
2061-05-16
2.450000
34340.00
26714.28
Agency Collateralized Mortgage Obligation
GNRA 2018-13 FD
549300M8ZYFG0OCMTT87
2048-08-20
0.685630
50000000.00
15678363.93
Agency Collateralized Mortgage Obligation
GNRM 2020-148 JL
549300M8ZYFG0OCMTT87
2050-10-20
1.000000
2508.00
1701.62
Agency Collateralized Mortgage Obligation
GNRM 2021-029 DA
549300M8ZYFG0OCMTT87
2051-02-20
1.250000
26200.00
24036.47
Agency Collateralized Mortgage Obligation
FEPC 02.500 CLSD8156
S6XOOCT0IEG5ABCC6L87
2051-07-01
2.500000
32772092.00
32874152.16
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0399
B1V7KEBTPIMZEU4LTD58
2040-09-01
5.000000
1391.00
86.01
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0468
B1V7KEBTPIMZEU4LTD58
2040-10-01
5.000000
6909.00
210.79
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0500
B1V7KEBTPIMZEU4LTD58
2040-10-01
5.000000
22399995.00
802921.89
Agency Mortgage-Backed Securities
GNII SF MA7135 M
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
78791932.00
74409040.31
Agency Mortgage-Backed Securities
GNII SF MA6997 M
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
1000.00
721.62
Agency Mortgage-Backed Securities
GNII SF MA7052 M
549300M8ZYFG0OCMTT87
2050-12-20
2.500000
12568870.00
10801491.95
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA4938
B1V7KEBTPIMZEU4LTD58
2050-01-01
3.000000
62362302.00
42061138.37
Agency Mortgage-Backed Securities
FNMS 02.000 CICA9183
B1V7KEBTPIMZEU4LTD58
2036-02-01
2.000000
24368637.00
22988569.35
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
20949.00
3845.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3686
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
103949601.00
20788589.93
Agency Mortgage-Backed Securities
FNMS 05.000 CLAD0038
B1V7KEBTPIMZEU4LTD58
2037-07-01
5.000000
2000.00
83.96
Agency Mortgage-Backed Securities
FNMS 05.000 CLAE0398
B1V7KEBTPIMZEU4LTD58
2040-07-01
5.000000
2336.00
91.92
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8016
S6XOOCT0IEG5ABCC6L87
2049-10-01
3.000000
69858588.00
21475666.19
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0775
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
2020.00
134.28
Agency Mortgage-Backed Securities
FNMS 03.000 CLBN7703
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
77375764.00
23770488.24
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
24871400.00
41554471.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
12300.00
18905.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
11629200.00
14658868.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-05-15
2.250000
228891300.00
241640911.14
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
550000000.00
550000000.00
0.0073
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.050000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0RL3Q8
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
2026-11-30
1.625000
811000.00
833731.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.125000
100.00
100.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-15
0.125000
100000.00
99347.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
10000000.00
9933102.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
274300.00
285714.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
34345000.00
35346210.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
20916300.00
22120139.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.750000
7462300.00
7589844.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
3530600.00
3683726.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-11-15
1.750000
3420400.00
3521170.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-30
2.125000
1371100.00
1438736.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
3430000.00
3711193.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.500000
6960000.00
7300790.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-15
2.375000
4049300.00
4096258.68
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
98000000.00
98000000.00
0.0013
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.050000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0RL3R6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2021-191 K
549300M8ZYFG0OCMTT87
2051-06-20
2.000000
34389110.00
35003731.28
Agency Collateralized Mortgage Obligation
GNRM 2021-191 KL
549300M8ZYFG0OCMTT87
2051-10-20
2.000000
910425.00
898849.45
Agency Collateralized Mortgage Obligation
GNRM 2021-159 HL
549300M8ZYFG0OCMTT87
2051-09-20
1.500000
4617.00
4046.24
Agency Collateralized Mortgage Obligation
GNRM 2018-014 MA
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
1492.00
199.17
Agency Collateralized Mortgage Obligation
FEPC 02.000 CLRA6302
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
135606784.00
136185222.27
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5518
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.000000
103084774.00
69057319.42
Agency Mortgage-Backed Securities
GNAR AF MA7661 M
549300M8ZYFG0OCMTT87
2051-09-20
2.000000
3933937.00
4032574.79
Agency Mortgage-Backed Securities
GNII SF MA6544 M
549300M8ZYFG0OCMTT87
2049-07-20
4.500000
4609062.00
1663464.77
Agency Mortgage-Backed Securities
GNII JM MA6645 M
549300M8ZYFG0OCMTT87
2050-05-20
2.500000
3005675.00
1176765.26
Agency Mortgage-Backed Securities
GNII RG CH3377 C
549300M8ZYFG0OCMTT87
2050-04-20
4.500000
1427995.00
1491549.73
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
10909000.00
12496345.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.125000
8217100.00
8220881.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-02-15
1.125000
100.00
96.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-31
1.875000
16700000.00
17335829.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
900000.00
920295.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-11-15
1.750000
10000000.00
10294615.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-28
1.125000
1800.00
1793.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-08-15
0.625000
14990900.00
13909078.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-15
0.125000
14000000.00
13897913.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
13499200.00
14060956.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
12460000.00
15915256.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-30
2.125000
5376200.00
5600586.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.875000
440800.00
444852.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
3900.00
3935.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
2947700.00
3118282.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
100.00
93.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
17999700.00
19875590.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-08-15
2.000000
15000000.00
15185341.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.875000
100.00
101.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-06-30
1.875000
51700.00
53745.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
14000.00
14708.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-16
0.00
17797700.00
17795617.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
300.00
701.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
300.00
485.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
2.375000
8000100.00
13312310.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-08-15
1.125000
400.00
347.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-30
1.250000
1000000.00
996732.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
0.250000
65000.00
64375.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-06-30
0.875000
20000000.00
19805640.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-15
0.00
8585200.00
8584144.02
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
450000000.00
450000000.00
0.0059
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0RL3W5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-05-15
2.875000
2831000.00
3421348.08
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
3354206.00
3354206.00
0.0000
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.050000%
254900Y8NKGV541U8Q32
0001457970
ARP0RL412
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
146600.00
127574.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
384164100.00
391211494.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-31
1.375000
190000.00
192297.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
1.500000
2004600.00
2049803.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
145973800.00
148818194.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
0.125000
539073800.00
536095285.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-12-31
0.375000
2385901300.00
2321009595.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.375000
267657600.00
265511029.69
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
3665000000.00
3665000000.00
0.0485
N
Y
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.060000%
PTCQB104N23FMNK2RZ28
0000891478
ATD16GGJ1
Non-Negotiable Time Deposit
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0006
759000000.00
759000000.00
0.0100
N
Y
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.080000%
ZUHK7JXNDU6FLQ1O6482
ATD16H7Y6
Non-Negotiable Time Deposit
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0008
297000000.00
297000000.00
0.0039
N
N
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.060000%
5493005PGG4HB3CD7345
0001694217
ATD16H833
Non-Negotiable Time Deposit
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0006
758000000.00
758000000.00
0.0100
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
ATD16H858
Non-Negotiable Time Deposit
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0008
715000000.00
715000000.00
0.0095
N
N
Y
N
DBS BANK LTD
DBS BANK LTD 0.070000%
ATUEL7OJR5057F2PV266
ATD16H8A7
Non-Negotiable Time Deposit
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0007
33000000.00
33000000.00
0.0004
N
N
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 0.100000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD16H8B5
Non-Negotiable Time Deposit
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0010
758000000.00
758000000.00
0.0100
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.080000%
ZUHK7JXNDU6FLQ1O6482
ATD16HYZ3
Non-Negotiable Time Deposit
Y
2021-11-03
2021-11-03
2021-11-03
N
N
N
0.0008
214000000.00
214000000.00
0.0028
N
N
Y
N
DNB BANK ASA (CAYMAN ISLANDS BRANCH)
DNB BANK ASA (CAYMAN ISLANDS BRANCH) 0.060000%
0001498632
ATD16HZ33
Non-Negotiable Time Deposit
Y
2021-11-03
2021-11-03
2021-11-03
N
N
N
0.0006
1142000000.00
1142000000.00
0.0151
N
N
Y
N
NRW BANK
NRW BANK 0.060000%
52990002O5KK6XOGJ020
ATD16HZA7
Non-Negotiable Time Deposit
Y
2021-11-03
2021-11-03
2021-11-03
N
N
N
0.0006
535000000.00
535000000.00
0.0071
N
N
Y
N
ING BANK NV
ING BANK NV 0.080000%
3TK20IVIUJ8J3ZU0QE75
0000319432
ATD16HZE9
Non-Negotiable Time Deposit
Y
2021-11-03
2021-11-03
2021-11-03
N
N
N
0.0008
456000000.00
456000000.00
0.0060
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.065000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD16IR30
Non-Negotiable Time Deposit
Y
2021-11-04
2021-11-04
2021-11-04
N
N
N
0.0007
378000000.00
378000000.00
0.0050
N
N
Y
N
ING BANK NV
ING BANK NV 0.080000%
3TK20IVIUJ8J3ZU0QE75
0000319432
ATD16IR89
Non-Negotiable Time Deposit
Y
2021-11-04
2021-11-04
2021-11-04
N
N
N
0.0008
277000000.00
277000000.00
0.0037
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 0.080000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD16IR97
Non-Negotiable Time Deposit
Y
2021-11-04
2021-11-04
2021-11-04
N
N
N
0.0008
580000000.00
580000000.00
0.0077
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
ATD16IRC0
Non-Negotiable Time Deposit
Y
2021-11-04
2021-11-04
2021-11-04
N
N
N
0.0008
734000000.00
734000000.00
0.0097
N
N
Y
N
DNB BANK ASA (CAYMAN ISLANDS BRANCH)
DNB BANK ASA (CAYMAN ISLANDS BRANCH) 0.060000%
0001498632
ATD16IRG1
Non-Negotiable Time Deposit
Y
2021-11-04
2021-11-04
2021-11-04
N
N
N
0.0006
1127000000.00
1127000000.00
0.0149
N
N
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.060000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD16JL83
Non-Negotiable Time Deposit
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0006
363000000.00
363000000.00
0.0048
N
N
Y
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.060000%
2549003L5ZG5M2ZSE107
0001503859
ATD16JL91
Non-Negotiable Time Deposit
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0006
242000000.00
242000000.00
0.0032
N
Y
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 0.080000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD16JLB6
Non-Negotiable Time Deposit
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0008
554000000.00
554000000.00
0.0073
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.070000%
RB0PEZSDGCO3JS6CEU02
0001512734
ATD16JLC4
Non-Negotiable Time Deposit
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0007
107000000.00
107000000.00
0.0014
N
Y
Y
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.060000%
BSGEFEIOM18Y80CKCV46
0000926171
ATD16JLD2
Non-Negotiable Time Deposit
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0006
116000000.00
116000000.00
0.0015
N
Y
Y
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 0.080000%
5493006QMFDDMYWIAM13
0000891478
ATD16JLL4
Non-Negotiable Time Deposit
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0008
753000000.00
753000000.00
0.0100
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
ATD16JLM2
Non-Negotiable Time Deposit
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0008
530000000.00
530000000.00
0.0070
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.080000%
ZUHK7JXNDU6FLQ1O6482
ATD16JLN0
Non-Negotiable Time Deposit
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0008
194000000.00
194000000.00
0.0026
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.060000%
F3JS33DEI6XQ4ZBPTN86
0000917311
ATD16JLO8
Non-Negotiable Time Deposit
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0006
48000000.00
48000000.00
0.0006
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.060000%
F8SB4JFBSYQFRQEH3Z21
0000833029
ATD16JLP5
Non-Negotiable Time Deposit
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0006
22000000.00
22000000.00
0.0003
N
Y
Y
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.060000%
2549003L5ZG5M2ZSE107
0001503859
ATD16JM66
Non-Negotiable Time Deposit
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0006
97000000.00
97000000.00
0.0013
N
Y
Y
N
The Charles Schwab Family of Funds
2021-11-05
Mark Fischer
Mark Fischer
Chief Financial Officer