0001145549-21-064744.txt : 20211105
0001145549-21-064744.hdr.sgml : 20211105
20211105153855
ACCESSION NUMBER: 0001145549-21-064744
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: 211384345
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
S000052458
Schwab Variable Share Price Money Fund
C000164902
Ultra Shares
SVUXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2021-10-31
0000857156
549300I77JNLD629OV19
S000052458
1
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
N
44
54
665615264.25
630189517.22
545878649.49
569903053.42
629725116.41
1345446210.15
1334022309.45
1352245862.25
1344627753.62
1382251200.35
0.2569
0.2445
0.2100
0.2203
0.2361
0.5192
0.5175
0.5201
0.5197
0.5183
68000000.23
2598599919.54
479272434.00
341198.54
8448849.22
2658492269.09
2657621119.5640
0.0000
0.0012
1.0003
1.0003
1.0003
1.0003
1.0003
C000164902
1000000.00
2658492269.09
2657621119.5640
1.0003
1.0003
1.0003
1.0003
1.0003
72396931.05
54032305.66
31479948.75
44759828.25
38917185.15
17002842.14
33394805.46
45758323.81
120357922.21
48829903.69
230440313.57
168422223.40
0.0003
Y
Investment Advisor and its affiliates Contractual 29,690 Investment Advisor and its affiliates Voluntary 214,937
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
999965.67
999965.67
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
10000680.10
10000680.10
0.0038
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
7001019.20
7001019.20
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
11998479.96
11998479.96
0.0045
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
19997255.60
19997255.60
0.0075
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
3000023.49
3000023.49
0.0011
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
5000127.00
5000127.00
0.0019
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.190000%
06367CF77
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2022-02-04
2022-02-04
2022-02-04
N
N
N
0.0013
8001347.28
8001347.28
0.0030
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
1000019.36
1000019.36
0.0004
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
7999927.92
7999927.92
0.0030
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
4998485.55
4998485.55
0.0019
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
8003767.20
8003767.20
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
10000229.30
10000229.30
0.0038
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
12000272.16
12000272.16
0.0045
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
2000221.98
2000221.98
0.0008
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
26002933.32
26002933.32
0.0098
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
15000938.40
15000938.40
0.0056
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
8000326.08
8000326.08
0.0030
N
N
N
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.000000%
06743MDN7
G5GSEF7VJP5I7OUK5573
0001484212
Financial Company Commercial Paper
Y
2022-04-22
2022-04-22
2022-04-22
N
N
N
0.0017
1998366.66
1998366.66
0.0008
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
8999943.75
8999943.75
0.0034
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
6999941.69
6999941.69
0.0026
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
999989.58
999989.58
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
1999970.84
1999970.84
0.0008
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
5999956.68
5999956.68
0.0023
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
17999805.06
17999805.06
0.0068
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
1999998.62
1999998.62
0.0008
N
N
Y
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
5000632.30
5000632.30
0.0019
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
17001685.04
17001685.04
0.0064
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
2999970.66
2999970.66
0.0011
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
1999768.88
1999768.88
0.0008
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
1690607.82
1690607.82
0.0006
N
N
N
N
BRECKENRIDGE TERRACE, LLC
HOUSING FACILITIES REVENUE NOTES SERIES 1999B 0.180000%
106538AB7
US106538AB78
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2039-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0018
1000000.00
1000000.00
0.0004
N
N
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
999993.58
999993.58
0.0004
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
4999578.35
4999578.35
0.0019
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
8996455.53
8996455.53
0.0034
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
2998515.66
2998515.66
0.0011
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
4995290.55
4995290.55
0.0019
N
N
N
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
1550000.00
1550000.00
0.0006
N
N
Y
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
2000073.84
2000073.84
0.0008
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
2500375.00
2500375.00
0.0009
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
2000000.00
2000000.00
0.0008
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
9994947.50
9994947.50
0.0038
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
16991215.76
16991215.76
0.0064
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
999993.58
999993.58
0.0004
N
Y
Y
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
0.0094
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
13999809.46
13999809.46
0.0053
N
N
Y
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
3998870.68
3998870.68
0.0015
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
6996723.44
6996723.44
0.0026
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
15142629.53
15142629.53
0.0057
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
13991369.84
13991369.84
0.0053
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
9000411.39
9000411.39
0.0034
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
1000000.00
1000000.00
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
5000706.10
5000706.10
0.0019
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
12001392.00
12001392.00
0.0045
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
5999961.48
5999961.48
0.0023
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
8999921.97
8999921.97
0.0034
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
9999868.30
9999868.30
0.0038
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
1000007.20
1000007.20
0.0004
N
N
N
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
1000000.00
1000000.00
0.0004
N
N
Y
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
1999541.66
1999541.66
0.0008
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
12996607.00
12996607.00
0.0049
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
25990590.08
25990590.08
0.0098
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
999620.83
999620.83
0.0004
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
9999927.50
9999927.50
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
6999896.19
6999896.19
0.0026
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
7999860.00
7999860.00
0.0030
N
N
Y
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GBU6
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2022-02-28
2022-02-28
2022-02-28
N
N
N
0.0013
14993595.00
14993595.00
0.0056
N
N
N
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
1999464.50
1999464.50
0.0008
N
N
N
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
2999967.09
2999967.09
0.0011
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
1000000.00
1000000.00
0.0004
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
1000000.00
1000000.00
0.0004
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
22982816.47
22982816.47
0.0086
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
5998559.16
5998559.16
0.0023
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
9996344.20
9996344.20
0.0038
N
N
N
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
1015000.00
1015000.00
0.0004
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
1999999.45
1999999.45
0.0008
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
21999985.26
21999985.26
0.0083
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
9999913.30
9999913.30
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
2999967.09
2999967.09
0.0011
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
1000000.00
1000000.00
0.0004
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
7000132.51
7000132.51
0.0026
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
999984.58
999984.58
0.0004
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
2999989.89
2999989.89
0.0011
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
1999999.98
1999999.98
0.0008
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
1999525.56
1999525.56
0.0008
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LAD6
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2022-01-13
2022-01-13
2022-01-13
N
N
N
0.0013
4998670.00
4998670.00
0.0019
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LAJ3
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2022-01-18
2022-01-18
2022-01-18
N
N
N
0.0013
2699216.33
2699216.33
0.0010
N
N
N
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
0.0022
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
2000000.00
2000000.00
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%
60683B2K8
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-03-17
2022-03-17
2022-03-17
N
N
N
0.0018
13998323.92
13998323.92
0.0053
N
N
N
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
11996612.04
11996612.04
0.0045
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
29000811.71
29000811.71
0.0109
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.150000%
60710RY66
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2022-02-28
2022-02-28
2022-02-28
N
N
N
0.0015
10000134.20
10000134.20
0.0038
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
7995798.64
7995798.64
0.0030
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
19987916.60
19987916.60
0.0075
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
5000573.45
5000573.45
0.0019
N
N
N
N
New York City Housing Development Corp
M/F MORTGAGE RB (RELATED-UPPER EAST) SERIES 2003B 0.070000%
64970VBS1
549300SQWVHKBRF8D702
US64970VBS16
Variable Rate Demand Note
Y
2021-11-05
2021-11-05
2036-12-01
Y
LANDESBANK BADEN-WUERTTEMBERG
1.0000
7
N
N
N
0.0007
1700000.00
1700000.00
0.0006
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
16350000.00
16350000.00
0.0062
N
N
Y
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
20001055.40
20001055.40
0.0075
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
9999993.30
9999993.30
0.0038
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
7999990.00
7999990.00
0.0030
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
1000000.00
1000000.00
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
5000000.00
5000000.00
0.0019
N
N
Y
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
9996336.40
9996336.40
0.0038
N
N
N
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
2145000.00
2145000.00
0.0008
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.153000%
69033MWN3
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2021-12-16
2021-12-16
2021-12-16
N
N
N
0.0004
10001415.60
10001415.60
0.0038
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.143900%
69033MXE2
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2022-01-24
2022-01-24
2022-01-24
N
N
N
0.0004
16003979.04
16003979.04
0.0060
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
11498706.60
11498706.60
0.0043
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
999995.42
999995.42
0.0004
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
5999963.34
5999963.34
0.0023
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
3999945.56
3999945.56
0.0015
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
1998525.34
1998525.34
0.0008
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
9999018.30
9999018.30
0.0038
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
4998324.30
4998324.30
0.0019
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
41005358.70
41005358.70
0.0154
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
1000000.00
1000000.00
0.0004
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
1000000.00
1000000.00
0.0004
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
1000000.00
1000000.00
0.0004
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
2000170.92
2000170.92
0.0008
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
1000014.58
1000014.58
0.0004
N
N
Y
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
15003763.95
15003763.95
0.0056
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
10000383.00
10000383.00
0.0038
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
3999750.68
3999750.68
0.0015
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
5999463.36
5999463.36
0.0023
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050UDM7
F3JS33DEI6XQ4ZBPTN86
0000917311
Financial Company Commercial Paper
Y
DBRS Ltd.
R-1M
Fitch, Inc.
F1
Moody's Investors Service, Inc.
P-1
Standard and Poor's Ratings Services
A-1
2022-04-21
2022-04-21
2022-04-21
N
N
N
0.0018
2997404.49
2997404.49
0.0011
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
3997841.00
3997841.00
0.0015
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
27999988.24
27999988.24
0.0105
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
9996296.70
9996296.70
0.0038
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.150000%
86564G3P4
254900S1KUTSTBKJ6286
Certificate of Deposit
Y
2022-02-07
2022-02-07
2022-02-07
N
N
N
0.0014
42001177.68
42001177.68
0.0158
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
5000444.15
5000444.15
0.0019
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
13999998.18
13999998.18
0.0053
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.130800%
86565CS83
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-11-23
2021-11-23
2021-11-23
N
N
N
0.0006
14000577.36
14000577.36
0.0053
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.140000%
86565CT25
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0009
20000989.00
20000989.00
0.0075
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
8000175.76
8000175.76
0.0030
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
2999439.36
2999439.36
0.0011
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
10995380.00
10995380.00
0.0041
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
27987054.76
27987054.76
0.0105
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
65021771.75
65021771.75
0.0245
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
9003753.90
9003753.90
0.0034
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
1000150.00
1000150.00
0.0004
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
4894667.28
4894667.28
0.0018
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
4000487.52
4000487.52
0.0015
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
12999933.96
12999933.96
0.0049
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
15999886.24
15999886.24
0.0060
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
8898355.99
8898355.99
0.0033
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
7997572.24
7997572.24
0.0030
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
20002766.60
20002766.60
0.0075
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
7199039.59
7199039.59
0.0027
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
2999416.08
2999416.08
0.0011
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
6999335.00
6999335.00
0.0026
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
17990044.02
17990044.02
0.0068
N
N
N
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
999437.50
999437.50
0.0004
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
9989437.80
9989437.80
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
3999594.32
3999594.32
0.0015
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
1000000.00
1000000.00
0.0004
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
6999930.00
6999930.00
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
21000815.64
21000815.64
0.0079
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
5000214.65
5000214.65
0.0019
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
10000179.00
10000179.00
0.0038
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
2999699.61
2999699.61
0.0011
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
19998886.60
19998886.60
0.0075
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
9990865.30
9990865.30
0.0038
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
40000971.60
40000971.60
0.0150
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
18998713.13
18998713.13
0.0071
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
998692.32
998692.32
0.0004
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
8000000.00
8000000.00
0.0030
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
FNRM CL136KB R13F136
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.500000
1378.00
470.51
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-03-25
3.000000
1128.00
342.67
Agency Collateralized Mortgage Obligation
GNMI SF AT8077 X
549300M8ZYFG0OCMTT87
2046-09-15
4.000000
115505.00
42663.22
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7024
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
83602.00
79117.86
Agency Mortgage-Backed Securities
GNII SF MA6477 M
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
1584620.00
534947.48
Agency Mortgage-Backed Securities
GNII JM MA6645 M
549300M8ZYFG0OCMTT87
2050-05-20
2.500000
4093240.00
1602562.69
Agency Mortgage-Backed Securities
GNII SF BB5203 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
133834.00
141308.82
Agency Mortgage-Backed Securities
GNII SF BL6002 C
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
1471298.00
814428.82
Agency Mortgage-Backed Securities
GNII SF BT5681 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
1041959.00
1094500.22
Agency Mortgage-Backed Securities
GNII SF BW5986 C
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
1046459.00
1123423.99
Agency Mortgage-Backed Securities
GNII SF BW9172 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
1072799.00
1109233.47
Agency Mortgage-Backed Securities
GNII SF AG2675 C
549300M8ZYFG0OCMTT87
2043-10-20
4.000000
5443930.00
875467.17
Agency Mortgage-Backed Securities
GNII SF BX1758 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
13045.00
9133.46
Agency Mortgage-Backed Securities
GNII SF BY3445 C
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
17719.00
18647.11
Agency Mortgage-Backed Securities
GNII SF CA2935 C
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
1033824.00
1107901.61
Agency Mortgage-Backed Securities
GNII SF CC0183 C
549300M8ZYFG0OCMTT87
2051-02-20
3.500000
1097630.00
880833.86
Agency Mortgage-Backed Securities
GNII SF CF7447 C
549300M8ZYFG0OCMTT87
2051-08-20
4.000000
1028306.00
1116757.69
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
7600.00
8905.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-15
0.00
25257400.00
25254293.34
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
35000000.00
35000000.00
0.0132
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
MS BOFA ML TRUST 2015-C22 D 20480417 FLT
2048-04-17
4.210730
6519713.00
5461563.65
Private Label Collateralized Mortgage Obligations
AMSR TRUST 2020-SFR3 I 20370918 7.3
2037-09-18
7.379000
1468528.00
1458101.78
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
5998185.60
5998185.60
0.0023
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
HERTZ VEHICLE 2021-1 FIN LLC D 20251225 3.9
5493004IHDYOZ9K9WF47
2025-12-25
3.980000
5000000.00
4979066.11
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
999845.24
999845.24
0.0004
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 02.000 CLCA7200
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
18474496.00
16768930.25
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
5813700.00
6812299.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-16
0.00
45100.00
45094.72
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
23000000.00
23000000.00
0.0087
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
INVESCO ACTIVELY MANAGED ETF INVSCO HY BD FCT
549300RW20HYQZ1T7698
2500-12-31
N/A
478.00
12203.34
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 BULLSHS 21 USD
549300O3MGIPKSPU4280
2500-12-31
N/A
227.00
5652.30
Equities
MEREO BIOPHARMA GROUP PLC ADS
213800U8JQHIJOS5AS09
2500-12-31
N/A
58594.00
127734.92
Equities
NUSHARES ETF TR NUVEEN ENHCD 1 5
549300U4HMIURVN2OD61
2500-12-31
N/A
8618.00
214889.83
Equities
PRINCIPAL EXCHANGE-TRADED FDS ACTIVE HIGH YL
549300IJEBBJ7TDADP97
2500-12-31
N/A
8435.00
176671.08
Equities
ISHARES TR IBONDS 26 TRM TS
549300C67SIRC85IJH34
2500-12-31
N/A
1246.00
31567.41
Equities
INDEXIQ ETF TR IQ S&P HGH YLD
2500-12-31
N/A
5546.00
138705.46
Equities
ADVISORSHARES TR FOLIOBEYOND SMRT
549300YKE0FBCHCMFG06
2500-12-31
N/A
165.00
4255.35
Equities
APTOSE BIOSCIENCES INC COM NEW
5299003EUHV3CD08L949
2500-12-31
N/A
41806.00
90300.96
Equities
CSI COMPRESSCO LP COM UNIT
549300STALDQYSVEO325
2500-12-31
N/A
46007.00
72230.99
Equities
DIREXION SHS ETF TR DAILY ENERGY BEA
7CGLL92I97RWQVY01719
2500-12-31
N/A
36048.00
391481.28
Equities
DIREXION SHS ETF TR DAILY DJ BEAR
549300R3UK2MODXRVK08
2500-12-31
N/A
1457.00
21257.63
Equities
ETF SER SOLUTIONS HOYA CAP HOUSI
5493006GQFVD88T27V21
2500-12-31
N/A
1061.00
45230.43
Equities
FIDELITY COVINGTON TRUST SML MID MLTFCT
549300S65DROZVT72X35
2500-12-31
N/A
10458.00
365556.25
Equities
FIDELITY COVINGTON TRUST SML MID MLTFCT
549300S65DROZVT72X35
2500-12-31
N/A
985.00
34430.38
Equities
FIRST TR EXCHANGE-TRADED FD IV FT STRG INCM ETF
549300OJJGOE7SUG3624
2500-12-31
N/A
7916.00
399960.65
Equities
FLEXSHARES TR DISCP DUR MBS
549300PAH536BT2V8S59
2500-12-31
N/A
13973.00
328086.04
Equities
GOLDMAN SACHS ETF TR ACCESS HIG YLD
549300MBOA0YMWNF0550
2500-12-31
N/A
8027.00
399969.36
Equities
INVESCO EXCH TRADED FD TR II NASDAQ BIOTECH
549300GYFD12WC2CZH57
2500-12-31
N/A
15879.00
399992.01
Equities
INVESCO EXCH TRADED FD TR II INVESCO PHLX SM
5493006ROZOPLBE6WL72
2500-12-31
N/A
14765.00
399983.85
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2028 MUNI
549300W6ZUWRYMMK4R72
2500-12-31
N/A
826.00
21447.09
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 2024 MUNI
549300AZL3KNU1FML764
2500-12-31
N/A
5350.00
137709.00
Equities
INVESCO EXCH TRD SLF IDX FD TR INVSCO BLSH 28
2500-12-31
N/A
17513.00
399996.92
Equities
INVESCO CURRENCYSHARES BRIT PO BRIT POUN STRL
549300QKM404ILG3V824
2500-12-31
N/A
3011.00
399948.72
Equities
INVESCO EXCHNG TRAD SLF INDEXE INVT GRAD VALU
2500-12-31
N/A
6465.00
176339.34
Equities
ISHARES TR IBNDS MAR23 ETF
54930072NH2YOKLOWY24
2500-12-31
N/A
1516.00
37369.40
Equities
ISHARES TR FALN ANGLS USD
549300TGAA9LRLT3ZX42
2500-12-31
N/A
3104.00
93678.72
Equities
ISHARES TR FOCUSD VAL FAC
549300TKE7L386BO7E45
2500-12-31
N/A
1156.00
65994.42
Equities
ISHARES TR IBONDS DEC 2031
549300LR0SMCL4YVFM54
2500-12-31
N/A
2964.00
73826.72
Equities
PROSHARES TR PSHS SHTFINL ETF
GK4TU6C1B5LXPX6BWP64
2500-12-31
N/A
18534.00
216847.80
Equities
PROSHARES TR ULSHRT UTILS NEW
WW08P0ORVY40TNO1X304
2500-12-31
N/A
4255.00
61589.42
Equities
PROSHARES TR PSHS CONSMR SVCS
DOJG9Y6Y2TYRZTWXFM85
2500-12-31
N/A
2426.00
259334.31
Equities
PROSHARES TR SHRT RL EST FD
OO8MK7CY8LDH7ZASHT92
2500-12-31
N/A
9778.00
82526.32
Equities
SPDR SER TR BBG SASB CRPT ES
2500-12-31
N/A
107.00
2656.81
Equities
ISHARES TR IBONDS 21 TRM TS
5493001KIHT1PXSVIP58
2500-12-31
N/A
2015.00
51080.25
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
J P MORGAN EXCHANGE-TRADED FD CARBON TRANITIN
549300VHO9GXCKX6VN89
2500-12-31
N/A
69.00
4289.04
Equities
KRANESHARES TR CSI CHI INTERNET
549300URDNVSGEWBN526
2500-12-31
N/A
7871.00
390480.31
Equities
KRANESHARES TR QUADRTC INT RT
549300KNDIWWMQ7QHZ30
2500-12-31
N/A
14587.00
399975.54
Equities
KRANESHARES TR ASIA PACIFIC HI
2500-12-31
N/A
909.00
30559.22
Equities
HARTFORD FDS EXCHANGE TRADED T SCHRDRS TAX BD
2500-12-31
N/A
9970.00
214155.60
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 ACTIVE ETF TR IQ ULTR SHT DU
5493005TWXGQCEG58C67
2500-12-31
N/A
8096.00
399982.88
Equities
SPDR SER TR S&P KENSHO FINA
549300WYR6KJ2B9XI778
2500-12-31
N/A
2586.00
104086.50
Equities
UNIFIED SER TR ABSOLUTE CORE
5493007XLR78NZO4WD80
2500-12-31
N/A
3978.00
110246.29
Equities
VICTORY PORTFOLIOS II VICTORYSHS SHORT
549300I98QP59UGN5H87
2500-12-31
N/A
193.00
9961.69
Equities
VIRTUS ETF TR II SEIX SR LN ETF
5493002FXOZ36VHY8T45
2500-12-31
N/A
8495.00
214116.48
Equities
Y
2022-01-27
2022-01-27
2022-02-16
Y
BOFA SECURITIES INC
1.0000
90
N
N
N
0.0033
8000361.76
8000361.76
0.0030
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
AMERICAN AIRLN PSTHRU 2019-1 A 20330815 3.5
2033-08-15
3.500000
10000.00
8872.48
Asset-Backed Securities
CWHEQ REV HEQ RES 2006-RES 04U1B 20340315 FLT
2034-03-15
0.360250
579776.00
14244.44
Asset-Backed Securities
GREEN TREE FINANCIAL MHC 99-1 M-1 20290301 FLT
2029-03-01
6.560000
3271000.00
1344671.27
Asset-Backed Securities
CWABS INC 2004-1 M-2 20340325 FLT
2034-03-25
0.914250
682000.00
34550.02
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2006-B 2-A 20360515 FLT
2036-05-15
0.260250
580000.00
625.76
Asset-Backed Securities
BANC AMERICA FDG 2016-R1 A2 20400327 FLT
2040-03-27
3.050000
572931.00
579285.44
Asset-Backed Securities
CSFB INDYMAC MFD HSG 98-1 A-3 20280925 6.3
2028-09-25
6.370000
28500.00
661.21
Asset-Backed Securities
TITAN INTL INC ILL SR SEC GLBL 28
2028-04-30
7.000000
69000.00
73212.83
Corporate Debt Securities
CEDAR FAIR L P / CANADAS WONDE SR GLBL NT6.5%28
2028-10-01
6.500000
16000.00
17200.89
Corporate Debt Securities
TAYARRA LIMITED AMRTZ NT3.628%22
2022-02-15
3.628000
2000.00
77.31
Corporate Debt Securities
NATIONSTAR MTG LLC SR GLBL 144A 28
2028-08-15
5.500000
2000.00
2075.99
Corporate Debt Securities
HCA INC. FR 7.58%091525
L3CJ6J7LJ2DX62FTXD46
2025-09-15
7.580000
355000.00
429288.88
Corporate Debt Securities
CAMELOT FIN S A SR SEC GLBL 26
2026-11-01
4.500000
16000.00
16956.00
Corporate Debt Securities
CAPITAL ONE FINL CORP PERP SUB -M NT
ZUE8T73ROZOF6FLBAR73
2500-12-31
3.950000
6000.00
6120.68
Corporate Debt Securities
CARNIVAL CORP SR GLBL DB7.2%23
F1OF2ZSX47CR0BCWA982
2023-10-01
7.200000
16000.00
17367.84
Corporate Debt Securities
NEW FORTRESS ENERGY INC SR SEC GLBL 26
2026-09-30
6.500000
10311000.00
10103502.58
Corporate Debt Securities
NORTHERN OIL AND GAS INC MN SR GLBL 144A 28
OKFF0PIZDDMNH4UCYE51
2028-03-01
8.125000
14000.00
15268.26
Corporate Debt Securities
PG&E CORP SR SEC GLBL NT3
8YQ2GSDWYZXO2EDN3511
2030-07-01
5.250000
4000.00
4238.83
Corporate Debt Securities
PARTY CITY HLDGS INC SR SEC GLBL 25
5493005PYM1JS6EZN307
2025-07-15
5.750000
51.00
48.28
Corporate Debt Securities
SIRIUS XM RADIO INC SR GLBL 144A 29
WP5O65E6BMU84LNO4227
2029-07-01
5.500000
395000.00
432239.72
Corporate Debt Securities
SOTHEBYS / BIDFAIR HLDGS INC SR 144A NT 29
2029-06-01
5.875000
200000.00
210254.86
Corporate Debt Securities
SPECTRUM BRANDS INC SR GLBL 144A 30
549300VU3EH2E73C1Q04
2030-07-15
5.500000
16000.00
17614.22
Corporate Debt Securities
SPRINT CAP CORP MTN BE SR GLBL NT 32
549300L17W0GQBR1PO80
2032-03-15
8.750000
7000.00
10520.19
Corporate Debt Securities
T-MOBILE US INC SR NT 7.625%25
549300ZTTY7CXOLJ6539
2025-02-15
7.625000
60000.00
70887.22
Corporate Debt Securities
STARWOOD PPTY TR INC SR GLBL 144A 26
BUGSFQZERKRBFWIG5267
2026-07-15
3.625000
3000.00
3020.47
Corporate Debt Securities
UNITI GROUP INC SR GLBL 144A 24
2024-12-15
7.125000
5000.00
5260.60
Corporate Debt Securities
KRAFT HEINZ FOODS CO SR GLBL NT 32
5493003STKEZ2S0RNU91
2032-03-15
6.750000
110000.00
149957.50
Corporate Debt Securities
HOLLY ENERGY PARTNERS L P / SR GLBL 144A 28
2028-02-01
5.000000
17000.00
17299.58
Corporate Debt Securities
K HOVNANIAN ENTERPRISES INC SR GLBL 144A 40
549300JJCQ0KAI7CJG32
2040-02-01
5.000000
6000.00
4273.33
Corporate Debt Securities
IHEARTCOMMUNICATIONS INC SR SEC GLBL NT26
54930076J6KDZL504O62
2026-05-01
6.375000
507.00
538.35
Corporate Debt Securities
MGM RESORTS INTERNATIONAL SR GLBL NT 25
54930066VBP7DZEGGJ87
2025-06-15
5.750000
2000.00
2212.81
Corporate Debt Securities
MOLINA HEALTHCARE INC SR GLBL 144A 28
549300NQQCEQ46YHZ591
2028-06-15
4.375000
82000.00
86667.01
Corporate Debt Securities
NATIONSTAR MTG LLC / NATIONSTA SR GLBL 144A 27
2027-01-15
6.000000
10000.00
10623.33
Corporate Debt Securities
TRIPADVISOR INC SR GLBL 144A 25
549300XVG45PT5BART17
2025-07-15
7.000000
3000.00
3225.67
Corporate Debt Securities
QWEST CORP SR GLBL DEB 25
549300R2L4N683OO1509
2025-09-15
7.250000
35000.00
42135.14
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 26
KOO0397YRO83WY5MGD97
2026-04-01
9.250000
16000.00
17095.11
Corporate Debt Securities
ZAYO GROUP LLC/ZAYO CAP INC SR GLBL 144A 27
2027-01-15
5.750000
15000.00
14874.17
Corporate Debt Securities
AMC NETWORKS INC SR GLBL NT 5%24
549300VGG9K75226LR46
2024-04-01
5.000000
5000.00
5081.94
Corporate Debt Securities
AMN HEALTHCARE INC SR GLBL 144A 27
549300H27NUKBFFQEE84
2027-10-01
4.625000
3484000.00
3592342.72
Corporate Debt Securities
APX GROUP INC SR SEC GLBL 27
549300OMQVKPRU98OE64
2027-02-15
6.750000
16000.00
17142.00
Corporate Debt Securities
OVINTIV INC SR NT 8.125%30
CZ72ZHBVKZXQRV3XFE26
2030-09-15
8.125000
78000.00
107752.36
Corporate Debt Securities
DELTA AIR LINES INC SR GLBL NT 28
Q2CCMS6R0AS67HJMBN42
2028-04-19
4.375000
16000.00
17099.92
Corporate Debt Securities
DEVON ENERGY CORP NEW SR NT 5.6%41
54930042348RKR3ZPN35
2041-07-15
5.600000
78000.00
99792.25
Corporate Debt Securities
DISCOVER FINL SVCS ALT TIER I PERP
Z1YLO2USPORE63VVUL20
2500-12-31
6.125000
1000.00
1121.12
Corporate Debt Securities
DUN & BRADSTREET CORP DEL NEW SR SEC 144A NT2
RI37BMPWE56BCJ747E14
2026-08-15
6.875000
2000.00
2113.26
Corporate Debt Securities
ENCOMPASS HEALTH CORP SR GLBL NT 31
549300FVRPM9DRQZRG64
2031-04-01
4.625000
17000.00
17401.15
Corporate Debt Securities
ENDO FIN LLC / ENDO FINCO INC SR 144A NT 22
2022-01-15
7.250000
20000.00
17818.89
Corporate Debt Securities
FMG RESOURCES AUGUST 2006 PTY SR GLBL 144A 24
549300EFD6S2NFE9D745
2024-05-15
5.125000
35000.00
38092.15
Corporate Debt Securities
FERRELLGAS ESCROW LLC / FG OPE SR 144A NT 26
2026-04-01
5.375000
3000.00
2935.68
Corporate Debt Securities
FORD MTR CO DEL SR GLBL NT 31
20S05OYHG0MQM4VUIC57
2031-07-16
7.450000
1000.00
1341.32
Corporate Debt Securities
TENET HEALTHCARE CORP SR NT 6.75%23
0W9AIBT6U6ADJ2I8HK17
2023-06-15
6.750000
16000.00
17602.00
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN NETH SR GLBL NT 28
5493004T21MOAFINJP35
2028-03-01
6.750000
450000.00
499893.75
Corporate Debt Securities
TIME WARNER CABLE INC SR DEB 6.55%37
549300U5NFR7S6E3GM41
2037-05-01
6.550000
10000.00
13782.16
Corporate Debt Securities
BOXER PARENT CO INC SR SEC 144A NT25
5493006T045HLTF7YX04
2025-10-02
7.125000
16000.00
17088.67
Corporate Debt Securities
BOYD GAMING CORP SR GLBL 144A 25
254900787YGRYS2A1Z35
2025-06-01
8.625000
2000.00
2230.92
Corporate Debt Securities
BROOKFIELD PPTY REIT INC / BPR SR SEC GLBL 26
2026-05-15
5.750000
16000.00
16899.11
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 31
2031-02-01
4.250000
50000.00
50427.44
Corporate Debt Securities
CDW LLC / CDW FIN CORP SR GLBL NT 29
2029-02-15
3.250000
35000.00
35641.92
Corporate Debt Securities
COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 29
5493007X5NC5XI1BB106
2029-01-15
6.000000
16000.00
17197.33
Corporate Debt Securities
FRONTIER COMMUNICATIONS PARENT SR SEC GLBL 27
549300ZCZ76HYCS0H445
2027-10-15
5.875000
16000.00
16876.56
Corporate Debt Securities
WAMU MTG CERT 2004-AR8 A-2 20440625 FLT
2044-06-25
0.889250
34800.00
732.61
Private Label Collateralized Mortgage Obligations
AMERICAN HOME MTG 2005-2 V-A-4D 20350925 FLT
2035-09-25
5.828000
29800.00
8951.98
Private Label Collateralized Mortgage Obligations
AMERICAN HOME MTG 2005-4 II-A 20301125 FLT
2030-11-25
0.279250
548000.00
17420.64
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
15985517.44
15985517.44
0.0060
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
BAYER US FIN II LLC SR 144A NT 48
529900XWNEXYNJ3X6T40
2048-06-25
4.875000
200000.00
253950.33
Corporate Debt Securities
BK OF AMERICA CORP FR 2.972%072152
9DJT3UXIJIZJI4WXO774
2052-07-21
2.972000
547000.00
555073.96
Corporate Debt Securities
CGI INC 144A NT 1.45%26
549300WSRCZY73ZG3090
2026-09-14
1.450000
6000.00
5890.81
Corporate Debt Securities
CENTRAL STORAGE SAFETY PROJ TR SR SEC GLBL 38
2038-02-01
4.823000
1579000.00
1714833.45
Corporate Debt Securities
ALLY FINL INC SR NT 8%31
549300JBN1OSM8YNAI90
2031-11-01
8.000000
146000.00
214936.17
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL FL NT 23
784F5XWPLTWKTBV3E584
2023-02-23
0.880750
34000.00
34281.83
Corporate Debt Securities
MACQUARIE GROUP LIMITED FR 3.189%112823
ACMHD8HWFMFUIQQ8Y590
2023-11-28
3.189000
96000.00
99707.14
Corporate Debt Securities
ING BANK NV GLBL CVRD BD 22
3TK20IVIUJ8J3ZU0QE75
2022-12-05
2.625000
264000.00
273142.32
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
3000643.32
3000643.32
0.0011
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
OAKTOWN RE 2021-7 LTD M-1C 20340425 FLT
2034-04-25
3.400000
150000.00
150042.50
Asset-Backed Securities
SITKA HLDGS LLC SR SEC GLBL 26
2026-07-06
5.250000
250000.00
255377.29
Corporate Debt Securities
STRUCTURED ASSET SECS 2004-4 B1 20340425 FLT
2034-04-25
2.404220
1113247.00
350343.27
Private Label Collateralized Mortgage Obligations
WAMU MTG CERT 2005-AR2 B-1 20450125 FLT
2045-01-25
0.884250
12858893.00
4385309.88
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2019-INV3 B-6 20500525 FLT
2050-05-25
2.671450
4956735.00
3463818.08
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2019-LTV3 B-6 20500325 FLT
2050-03-25
3.276930
2503545.00
1752871.77
Private Label Collateralized Mortgage Obligations
Y
2021-12-03
2021-12-03
2022-01-20
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0042
8997478.29
8997478.29
0.0034
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.590000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0RJHC9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MS BOFA ML TRUST 2015-C22 D 20480417 FLT
2048-04-17
4.210730
3480287.00
2915436.46
Private Label Collateralized Mortgage Obligations
FONTAINEBLEAU MIAMI 2019-FBLU G 20361212 FLT
2036-12-12
3.962870
8728405.00
8618865.56
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
9995467.90
9995467.90
0.0038
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
STANFORD UNIV CALIF SR GLBL 2020 A50
JIUV0DC2REIJXQ26CR37
2050-06-01
2.413000
5282000.00
5250255.77
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
5001573.10
5001573.10
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
ASLAN PHARMACEUTICALS LTD ADS
549300L9VD6FZWFBND47
2500-12-31
N/A
92020.00
149992.60
Equities
BARCLAYS BANK PLC ETN LKD 48
2500-12-31
N/A
229.00
10984.88
Equities
BLACKROCK ETF TRUST FUTURE TECH ETF
5493003BYLV6T06B7M53
2500-12-31
N/A
4014.00
149969.86
Equities
ISHARES TR IBONDS 26 TRM TS
549300C67SIRC85IJH34
2500-12-31
N/A
1246.00
31567.41
Equities
KRANESHARES TR EMERGING MKTS
2500-12-31
N/A
571.00
16744.58
Equities
NATIONAL GRID PLC SPONSORED ADR NE
8R95QZMKZLJX5Q2XR704
2500-12-31
N/A
1100.00
71654.00
Equities
NOKIA CORP SPONSORED ADR
2500-12-31
N/A
25760.00
149923.20
Equities
PROSHARES TR MSCI TRANFRMTNAL
549300T6OZWBESPF1K65
2500-12-31
N/A
2067.00
95498.29
Equities
SPDR INDEX SHS FDS MSCI WRLD STRGIC
549300L6NXGVZIUJB982
2500-12-31
N/A
688.00
74470.08
Equities
STUDIO CITY INTL HLDGS LTD SPON ADS
2500-12-31
N/A
17647.00
149999.50
Equities
TASTEMAKER ACQUISITION CORP COM CL A
2500-12-31
N/A
15258.00
149986.14
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
32680.00
150001.20
Equities
USCF ETF TR SUMMERHAVEN K1
549300C8PC4VASKYOM26
2500-12-31
N/A
1485.00
30154.86
Equities
ALPHA CAPITAL ACQUISITION CO CL A ORD SHS
2500-12-31
N/A
11848.00
115281.04
Equities
BRILLIANT ACQUISITION CORP SHS
2500-12-31
N/A
6343.00
64635.17
Equities
GLOBAL CORD BLOOD CORPORATION SHS
2500-12-31
N/A
34966.00
150004.14
Equities
GLOBAL PARTNER ACQISTN CORP II CL A SHS
2500-12-31
N/A
15408.00
149996.88
Equities
KAIROS ACQUISITION CORP CL A SHS
2500-12-31
N/A
15400.00
149996.00
Equities
SARISSA CAPITAL ACQUISITN CORP CL A
5493004KJWPWVA1PD410
2500-12-31
N/A
9891.00
97228.53
Equities
VICKERS VANTAGE CORP I SHS
2500-12-31
N/A
10229.00
103006.03
Equities
BLACKROCK ETF TRUST FUTUR HEALTH ETF
549300QSHQQEGUGOU050
2500-12-31
N/A
1182.00
35089.32
Equities
CARNIVAL PLC ADR
4DR1VPDQMHD3N3QW8W95
2500-12-31
N/A
7368.00
149938.80
Equities
DEUTSCHE BK AG LONDON BRH DB GOLD DBL LNG
2500-12-31
N/A
3920.00
149990.57
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 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
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
GUINNESS ATKINSON FDS SMARTETFS ADVER
549300QF3M5T2X6BFE86
2500-12-31
N/A
484.00
14166.15
Equities
INTERPRIVATE IV INFRATECH PRTN CLASS A COM
2500-12-31
N/A
8273.00
80744.48
Equities
ISHARES TR VIRTUAL WRK LIFE
549300BNJ15LJLD6G391
2500-12-31
N/A
1037.00
28218.01
Equities
TIM S A SPONSORED ADR
2500-12-31
N/A
15045.00
149998.65
Equities
FIVE POINT HOLDINGS LLC COM CL A
2500-12-31
N/A
19868.00
150003.40
Equities
FORUM MERGER IV CORP CLASS A COM
2500-12-31
N/A
15416.00
149997.68
Equities
Y
2022-04-27
2022-04-27
2022-05-23
Y
JP MORGAN SECURITIES LLC
1.0000
180
N
N
N
0.0042
3000214.17
3000214.17
0.0011
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
OAKTREE CLO 2019-2 LTD C 20310415 FLT
2031-04-15
4.083750
5407511.00
5395279.89
Asset-Backed Securities
MARATHON CLO 2019-14 C-2 20330120 FLT
2033-01-20
6.101500
2655077.00
2655064.72
Asset-Backed Securities
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0023
6999990.27
6999990.27
0.0026
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.160000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0RJUL4
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
DEWOLF OK CLO 2017-1R A-R 20301015 FLT
2030-10-15
1.044000
250000.00
250036.50
Asset-Backed Securities
GUARA NORTE SARL SR SEC GLBL 34
549300U2I4L03BBA3485
2034-06-15
5.198000
375000.00
369297.37
Corporate Debt Securities
CONN AVE SECS 2020-SBT1 1B-1 20400227 FLT
2040-02-27
6.839250
9432914.00
9984550.02
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN1 M-2 20230725 FLT
S6XOOCT0IEG5ABCC6L87
2023-07-25
7.239250
2113978.00
861302.73
Private Label Collateralized Mortgage Obligations
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0014
10000022.20
10000022.20
0.0038
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
LYB INTERNATIONAL FIN III LLC SR GLBL NT 40
2040-10-01
3.375000
421000.00
438431.51
Corporate Debt Securities
BAYER US FIN II LLC SR 144A NT 48
529900XWNEXYNJ3X6T40
2048-06-25
4.875000
200000.00
253950.33
Corporate Debt Securities
CREDIT AGRICOLE S A FR 3.25%011430
969500TJ5KRTCJQWXH05
2030-01-14
3.250000
2187000.00
2295210.94
Corporate Debt Securities
CENOVUS ENERGY INC GLBL NT 2.65%32
549300NKHFE6ZRF37I48
2032-01-15
2.650000
590000.00
577861.41
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL FL NT 23
784F5XWPLTWKTBV3E584
2023-02-23
0.880750
19000.00
19157.49
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL COCO 29
MLU0ZO3ML4LN2LL2TL39
2029-08-17
2.206000
200000.00
197266.40
Corporate Debt Securities
INTERPUBLIC GROUP COS INC SR GLBL NT 41
5493008IUOJ5VWTRC333
2041-03-01
3.375000
360000.00
384421.50
Corporate Debt Securities
MACQUARIE GROUP LIMITED FR 3.189%112823
ACMHD8HWFMFUIQQ8Y590
2023-11-28
3.189000
3000.00
3115.85
Corporate Debt Securities
PROVINCE OF QUEBEC FR 6.35%013026
549300WN65YFEQH74Y36
2026-01-30
6.350000
740000.00
892424.17
Corporate Debt Securities
DEUTSCHE BK AG N Y SNR NPF GLBL
7LTWFZYICNSX8D621K86
2024-09-18
2.222000
190000.00
194075.62
Corporate Debt Securities
ING BANK NV GLBL CVRD BD 22
3TK20IVIUJ8J3ZU0QE75
2022-12-05
2.625000
1010000.00
1044976.30
Corporate Debt Securities
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0015
6000015.00
6000015.00
0.0023
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
TRTX ISSUER LTD 2021-FL4 D 20380317 FLT
2038-03-17
3.691130
2000000.00
1985764.00
Asset-Backed Securities
RESIDENTIAL ASSET 2005-EMX1 M-1 20350325 FLT
2035-03-25
0.734250
451467.00
44138.46
Asset-Backed Securities
DRYDEN 45 SR LN FD 2016-45 SUB NT 20270715 FLT
2027-07-15
0.00
1570000.00
978510.35
Asset-Backed Securities
DELL INC 6.5%38
3E70L4WYANTIWWIPHC81
2038-04-15
6.500000
70000.00
93031.94
Corporate Debt Securities
MACQUARIE BK LTD FR 6.125%
4ZHCHI4KYZG2WVRT8631
2500-12-31
6.125000
340000.00
371425.21
Corporate Debt Securities
APEX TOOL GROUP LLC SR 144A NT 9%23
2023-02-15
9.000000
1550000.00
1580612.50
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 30
B3BS7ACMDUWISF18KY76
2030-01-30
5.250000
3942000.00
3633456.37
Corporate Debt Securities
SELECT MEDICAL CORP SR GLBL 144A 26
549300X05KS0JKR8CB50
2026-08-15
6.250000
875000.00
927908.82
Corporate Debt Securities
EQT CORP SR GLBL NT3.9%27
4NT01YGM4X7ZX86ISY52
2027-10-01
3.900000
9000.00
9623.55
Corporate Debt Securities
ENVISION HEALTHCARE CO SR 144A NT 26
549300OL60X0LPKY8N60
2026-10-15
8.750000
60000.00
40104.17
Corporate Debt Securities
BATH & BODY WORKS INC SR GLBL NT 35
GR3KVMWVCR54YWQNXU90
2035-11-01
6.875000
17000.00
21248.01
Corporate Debt Securities
ADJUSTABLE RATE MTG 2006-1 2-A-1 20360325 FLT
2036-03-25
3.475720
40516200.00
2964443.71
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
10989728.86
10989728.86
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
GNHA AL CE9370 H
549300M8ZYFG0OCMTT87
2071-09-20
2.114000
141070.00
149932.75
Agency Mortgage-Backed Securities
BRITISH COLUMBIA PROV CDA SR GLBL 24
54930058TO7MEKUHWL16
2024-09-27
1.750000
17000.00
17468.95
Corporate Debt Securities
CHENIERE CORPUS CHRISTI HLDGS SR SEC GLBL NT29
549300I7CIEWU1BBLQ53
2029-11-15
3.700000
4415000.00
4815685.78
Corporate Debt Securities
ATHENE GLOBAL FUNDING SR SEC FL 144A24
549300LM1QSI4MSIL320
2024-05-24
0.749258
672000.00
675523.73
Corporate Debt Securities
CAISSE CENTRALE DESJARDINS EXTND GLBL 23
549300B2Q47IR0CR5B54
2023-09-26
1.950000
272000.00
276373.08
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
209500.00
351949.06
U.S. Treasuries (including strips)
Y
2021-11-03
2021-11-03
2021-11-03
N
N
N
0.0013
6000025.50
6000025.50
0.0023
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
EUROPEAN INVT BK 144A GLBL NT 0.375%25
5493006YXS1U5GIHE750
2025-12-15
0.375000
920000.00
894926.17
Corporate Debt Securities
NORDEA BK ABP MED TERM NTS SR 144A NT 24
529900ODI3047E2LIV03
2024-05-24
0.625000
423000.00
420986.93
Corporate Debt Securities
TOYOTA INDS CORP SR GLBL REGS 28
35380000WKGEAHEMW830
2028-03-16
3.566000
1887000.00
2052337.79
Corporate Debt Securities
BANGKOK BK PUB CO LTD HONG KON FR 4.45%091928
549300CCL2BKJGMYXV60
2028-09-19
4.450000
615000.00
703501.23
Corporate Debt Securities
ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46
2046-02-01
4.900000
267000.00
343583.02
Corporate Debt Securities
BOC AVIATION PTE LTD FR 3%091129
254900H06V5RMEB3KE72
2029-09-11
3.000000
845000.00
859998.75
Corporate Debt Securities
FULL HSE RESORTS INC SR SEC GLBL 28
5493009DKIWW0H901Y82
2028-02-15
8.250000
2000.00
2148.92
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL 28 BD 5
1HNPXZSMMB7HMBMVBS46
2050-07-01
4.950000
348662.00
391943.16
Corporate Debt Securities
SRM ESCROW ISSUER LLC SR SEC GLBL 28
2028-11-01
6.000000
271000.00
290218.42
Corporate Debt Securities
TENCENT HLDGS LTD FR 3.975%041129
254900N4SLUMW4XUYY11
2029-04-11
3.975000
2161000.00
2361038.37
Corporate Debt Securities
TOPAZ SOLAR FARMS LLC SR SEC GLBL 39
2039-09-30
5.750000
8483.00
10232.80
Corporate Debt Securities
BCP TR 2021-330N B 20380615 FLT
2038-06-15
1.287000
5000000.00
4950622.50
Private Label Collateralized Mortgage Obligations
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-04
0.00
500.00
500.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-04-15
3.875000
157600.00
368341.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
2530800.00
3095301.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
325300.00
397858.95
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0013
16000000.00
16000000.00
0.0060
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
2026-05-31
0.750000
8265200.00
8147199.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
400.00
441.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
2.250000
800.00
843.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
100.00
108.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
100.00
105.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
1.500000
11000.00
11195.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.500000
1000.00
1007.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
100.00
95.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-31
1.250000
100.00
99.50
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
8000000.00
8000000.00
0.0030
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
2043-08-15
3.625000
8208800.00
10687676.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-01-15
0.125000
13515400.00
15832370.72
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0006
26000000.00
26000000.00
0.0098
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
FNMS 03.000 CLCA6363
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
44840763.00
41200000.60
Agency Mortgage-Backed Securities
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
40000000.00
40000000.00
0.0150
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.050000%
AC28XWWI3WIBK2824319
0001484219
ARP0RL1N7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-14
0.00
13459700.00
13458502.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
1540200.00
1589761.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-12-31
0.375000
5067400.00
4929576.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.625000
5544700.00
5522190.65
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
25000000.00
25000000.00
0.0094
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
2029-05-15
2.375000
2500000.00
2688369.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
1.750000
14805700.00
15299826.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-15
0.375000
33652000.00
42355859.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
111000.00
107414.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
0.125000
16500.00
16404.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
2663100.00
2772289.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-15
0.375000
100.00
98.99
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
62000000.00
62000000.00
0.0233
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
FNMS 02.500 CLCB1536
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
11630687.00
11855256.66
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0090
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
9018633.00
8744829.61
Agency Mortgage-Backed Securities
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
20000000.00
20000000.00
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
NATIONAL BK CDA
BSGEFEIOM18Y80CKCV46
2024-10-04
0.700000
58000.00
57989.62
Corporate Debt Securities
ORACLE CORP SR GLBL NT2.8%27
1Z4GXXU7ZHVWFCD8TV52
2027-04-01
2.800000
7000.00
7334.09
Corporate Debt Securities
ORIX CORP SR GLBL NT 24
35380016EMHNBOVYE123
2024-12-04
3.250000
22000.00
23607.33
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR NT 4.75%44
1HNPXZSMMB7HMBMVBS46
2044-02-15
4.750000
1000.00
1044.04
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 25
HL3H1H2BGXWVG3BSWR90
2025-08-11
3.375000
9000.00
9711.11
Corporate Debt Securities
PRUDENTIAL FINL INC FR 4.418%032748
5PRBRS5FEH7NREC8OR45
2048-03-27
4.418000
549000.00
697107.63
Corporate Debt Securities
SABRE GLBL INC SR SEC GLBL 25
F2TJC7HPPHLHU1AQMP98
2025-09-01
7.375000
15000.00
16153.23
Corporate Debt Securities
TOPAZ SOLAR FARMS LLC SR SEC GLBL 39
2039-09-30
5.750000
543.00
655.01
Corporate Debt Securities
WELLS FARGO & CO FR 3.196%061727
PBLD0EJDB5FWOLXP3B76
2027-06-17
3.196000
6000.00
6447.53
Corporate Debt Securities
TOYOTA INDS CORP SR GLBL REGS 28
35380000WKGEAHEMW830
2028-03-16
3.566000
6067000.00
6598586.83
Corporate Debt Securities
AT&T INC 4.35%29
549300Z40J86GGSTL398
2029-03-01
4.350000
2000.00
2288.06
Corporate Debt Securities
CITIGROUP INC SR GLBL FL NT 23
6SHGI4ZSSLCXXQSBB395
2023-07-24
1.073880
107000.00
107623.74
Corporate Debt Securities
KINDER MORGAN INC DEL FR 7.75%011532
549300WR7IX8XE0TBO16
2032-01-15
7.750000
8000.00
11533.51
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
2354100.00
2879187.65
U.S. Treasuries (including strips)
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0013
10000000.00
10000000.00
0.0038
N
N
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 0M047A 06/15/24
2024-06-15
3.350000
9950285.00
10400043.41
Agency Mortgage-Backed Securities
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
10000000.00
10000000.00
0.0038
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
TRALEE CLO VI LTD 2019-6 E 20321025 FLT
5493008UP9ZP8RMZTC21
2032-10-25
7.873880
250000.00
249538.72
Asset-Backed Securities
CEDAR FNDG X CLO LTD 2019-10R E-R 20321020 FLT
2032-10-20
6.632000
250000.00
249365.00
Asset-Backed Securities
PEARL MERGER SUB INC SR SEC 144A NT28
2028-10-01
6.750000
9429000.00
9385273.01
Corporate Debt Securities
PEARL MERGER SUB INC SR SEC 144A NT28
2028-10-01
6.750000
13084000.00
13023322.95
Corporate Debt Securities
THIRD PT RE USA HLDSG INC CR SEN SR GLBL25
2025-02-13
7.000000
592000.00
634658.20
Corporate Debt Securities
AMBAC ASSURANCE CORP PERP SR SEC 144A
549300RYYRVPPB8NC636
2500-12-31
5.100000
6981871.00
7275752.89
Corporate Debt Securities
SITKA HLDGS LLC SR SEC GLBL 26
2026-07-06
5.250000
250000.00
255377.29
Corporate Debt Securities
Y
2021-12-03
2021-12-03
2022-01-27
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0030
27000000.00
27000000.00
0.0102
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
AMERICAN ACQUISITION OPPT INC CLASS A COM
2500-12-31
N/A
10070.00
99995.10
Equities
VICKERS VANTAGE CORP I SHS
2500-12-31
N/A
9930.00
99995.10
Equities
GLOBAL PARTNER ACQISTN CORP II CL A SHS
2500-12-31
N/A
10272.00
99997.92
Equities
AGBA ACQUISITION LTD SHS
5493006NA1XBERP7JE98
2500-12-31
N/A
9149.00
99998.57
Equities
TECH AND ENERGY TRANSITION CLASS A COM
2500-12-31
N/A
10266.00
99990.84
Equities
BREEZE HOLDINGS ACQUISITN CORP COM
2500-12-31
N/A
9871.00
99993.23
Equities
CHP MERGER CORP COM CL A
2500-12-31
N/A
9970.00
99999.10
Equities
CARNIVAL CORP PAIRED CTF
F1OF2ZSX47CR0BCWA982
2500-12-31
N/A
1882.00
41347.54
Equities
EDIFY ACQUISITION CORP CL A
2500-12-31
N/A
10256.00
99996.00
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
ITHAX ACQUISITION CORP CL A SHS
2500-12-31
N/A
10277.00
99995.21
Equities
POPULATION HEALTH INVS CO INC SHS CL A
2500-12-31
N/A
10204.00
99999.20
Equities
SILVER SPIKE ACQUISITN CORP II CLASS A ORD SHS
2500-12-31
N/A
10266.00
99990.84
Equities
THUNDER BRIDGE CAP PRTNRS III COM CL A
2500-12-31
N/A
10235.00
99995.95
Equities
TUSCAN HLDGS CORP II COM
549300PT0K8ZAABWJU18
2500-12-31
N/A
9871.00
99993.23
Equities
VISTAS MEDIA ACQUISITION CO IN COM CL A
2500-12-31
N/A
9900.00
99990.00
Equities
ACE GLOBAL BUSINESS ACQU LTD ORDINARY SHARES
2500-12-31
N/A
8075.00
81234.50
Equities
DEEP LAKE CAPITAL ACQUSTN CORP CL A SHS
2500-12-31
N/A
10266.00
99990.84
Equities
GLOBIS ACQUISITION CORP COM
2500-12-31
N/A
9891.00
99998.01
Equities
GOAL ACQUISITIONS CORP COM
2500-12-31
N/A
10256.00
99996.00
Equities
JMP GROUP LLC COM
549300RVM9B0BWD4MH68
2500-12-31
N/A
13333.00
99997.50
Equities
THE BEAUTY HEALTH COMPANY COM CL A
5493001Z2JZQT4C63C50
2500-12-31
N/A
3707.00
99977.79
Equities
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0017
2000000.00
2000000.00
0.0008
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
FEPC 04.000 CLQC9193
S6XOOCT0IEG5ABCC6L87
2051-10-01
4.000000
2017472.00
2218704.97
Agency Mortgage-Backed Securities
FEPC 04.000 CIRC1526
S6XOOCT0IEG5ABCC6L87
2035-07-01
4.000000
1517630.00
1054624.64
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK0913
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
15119800.00
7304867.27
Agency Mortgage-Backed Securities
GNII SP 784152 M
549300M8ZYFG0OCMTT87
2029-11-20
6.500000
1985640.00
751804.01
Agency Mortgage-Backed Securities
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
11000000.00
11000000.00
0.0041
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
FNMS 04.000 CLAE0618
B1V7KEBTPIMZEU4LTD58
2040-11-01
4.000000
1268.00
98.72
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-30
1.250000
23537000.00
23460082.62
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
23000000.00
23000000.00
0.0087
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
2023-10-31
2.875000
2882900.00
3060047.72
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
3000000.00
3000000.00
0.0011
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
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
46316900.00
51000238.38
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
50000000.00
50000000.00
0.0188
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
2297800.00
2776959.95
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
2722434.00
2722434.00
0.0010
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
2024-09-30
1.500000
90600.00
92643.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.125000
23101600.00
22993485.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
0.125000
45137900.00
44888502.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.375000
22176300.00
21998449.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
12000.00
10442.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
1.625000
50630300.00
52000188.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-31
1.375000
16700.00
16901.92
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
142000000.00
142000000.00
0.0534
N
Y
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.060000%
PTCQB104N23FMNK2RZ28
0000891478
ATD16GGH5
Non-Negotiable Time Deposit
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0006
26000000.00
26000000.00
0.0098
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.080000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD16H7V2
Non-Negotiable Time Deposit
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0008
27000000.00
27000000.00
0.0102
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.080000%
ZUHK7JXNDU6FLQ1O6482
ATD16H825
Non-Negotiable Time Deposit
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0008
1000000.00
1000000.00
0.0004
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
ATD16H882
Non-Negotiable Time Deposit
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0006
26000000.00
26000000.00
0.0098
N
N
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 0.100000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD16H890
Non-Negotiable Time Deposit
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0010
26000000.00
26000000.00
0.0098
N
N
Y
N
ING BANK NV
ING BANK NV 0.080000%
3TK20IVIUJ8J3ZU0QE75
0000319432
ATD16HZ66
Non-Negotiable Time Deposit
Y
2021-11-03
2021-11-03
2021-11-03
N
N
N
0.0008
30000000.00
30000000.00
0.0113
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.080000%
ZUHK7JXNDU6FLQ1O6482
ATD16HZ82
Non-Negotiable Time Deposit
Y
2021-11-03
2021-11-03
2021-11-03
N
N
N
0.0008
7000000.00
7000000.00
0.0026
N
N
Y
N
DNB BANK ASA (CAYMAN ISLANDS BRANCH)
DNB BANK ASA (CAYMAN ISLANDS BRANCH) 0.060000%
0001498632
ATD16HZC3
Non-Negotiable Time Deposit
Y
2021-11-03
2021-11-03
2021-11-03
N
N
N
0.0006
42000000.00
42000000.00
0.0158
N
N
Y
N
NRW BANK
NRW BANK 0.060000%
52990002O5KK6XOGJ020
ATD16HZD1
Non-Negotiable Time Deposit
Y
2021-11-03
2021-11-03
2021-11-03
N
N
N
0.0006
25000000.00
25000000.00
0.0094
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.065000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD16IR71
Non-Negotiable Time Deposit
Y
2021-11-04
2021-11-04
2021-11-04
N
N
N
0.0007
22000000.00
22000000.00
0.0083
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 0.080000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD16IRK2
Non-Negotiable Time Deposit
Y
2021-11-04
2021-11-04
2021-11-04
N
N
N
0.0008
18000000.00
18000000.00
0.0068
N
N
Y
N
DNB BANK ASA (CAYMAN ISLANDS BRANCH)
DNB BANK ASA (CAYMAN ISLANDS BRANCH) 0.060000%
0001498632
ATD16IRL0
Non-Negotiable Time Deposit
Y
2021-11-04
2021-11-04
2021-11-04
N
N
N
0.0006
37000000.00
37000000.00
0.0139
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
ATD16IRN6
Non-Negotiable Time Deposit
Y
2021-11-04
2021-11-04
2021-11-04
N
N
N
0.0008
24000000.00
24000000.00
0.0090
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.060000%
F3JS33DEI6XQ4ZBPTN86
0000917311
ATD16JLA8
Non-Negotiable Time Deposit
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0006
25000000.00
25000000.00
0.0094
N
N
Y
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.060000%
BSGEFEIOM18Y80CKCV46
0000926171
ATD16JLE0
Non-Negotiable Time Deposit
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0006
4000000.00
4000000.00
0.0015
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.080000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD16JLF7
Non-Negotiable Time Deposit
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0008
18000000.00
18000000.00
0.0068
N
N
Y
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 0.080000%
5493006QMFDDMYWIAM13
0000891478
ATD16JLG5
Non-Negotiable Time Deposit
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0008
26000000.00
26000000.00
0.0098
N
N
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.060000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD16JLH3
Non-Negotiable Time Deposit
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0006
44000145.20
44000145.20
0.0166
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 0.080000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD16JLJ9
Non-Negotiable Time Deposit
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0008
21000000.00
21000000.00
0.0079
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.060000%
F8SB4JFBSYQFRQEH3Z21
0000833029
ATD16JLK6
Non-Negotiable Time Deposit
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0006
18000000.00
18000000.00
0.0068
N
Y
Y
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.060000%
2549003L5ZG5M2ZSE107
0001503859
ATD16JLQ3
Non-Negotiable Time Deposit
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0006
8000000.00
8000000.00
0.0030
N
Y
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.080000%
ZUHK7JXNDU6FLQ1O6482
ATD16JLR1
Non-Negotiable Time Deposit
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0008
2000000.00
2000000.00
0.0008
N
N
Y
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.060000%
2549003L5ZG5M2ZSE107
0001503859
ATD16JM74
Non-Negotiable Time Deposit
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0006
3000000.00
3000000.00
0.0011
N
Y
Y
N
The Charles Schwab Family of Funds
2021-11-05
Mark Fischer
Mark Fischer
Chief Financial Officer