0001145549-21-074099.txt : 20211207
0001145549-21-074099.hdr.sgml : 20211207
20211207155104
ACCESSION NUMBER: 0001145549-21-074099
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211130
FILED AS OF DATE: 20211207
DATE AS OF CHANGE: 20211207
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: 211475924
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
2021-11-30
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
42
50
687774301.99
715224939.50
665403318.77
669030318.65
1377784180.12
1371939536.08
1387128042.60
1376774403.01
0.00
0.2586
0.2670
0.2489
0.2514
0.5181
0.5122
0.5189
0.5174
0.0000
68000000.81
2565181218.53
33014689.00
383206.42
442147.54
2633122278.22
2632351724.1520
0.0000
0.0013
1.0003
1.0003
1.0003
1.0003
0.0000
C000164902
1000000.00
2633122278.22
2632351724.1520
1.0003
1.0003
1.0003
1.0003
0.0000
32299662.32
31657541.47
30435082.86
16323441.20
16238901.56
22028831.65
5328326.06
27424134.24
0.00
0.00
91634715.87
116911692.11
0.0003
Y
Investment Advisor and its affiliates Contractual 28,899 Investment Advisor and its affiliates Voluntary 201,385
ANTALIS SA (ILE-DE-FRANCE)
ANTALIS SA (ILE-DE-FRANCE) 0.000000%
03664AZ76
549300G2LM2ZKZ0X4Y50
Asset Backed Commercial Paper
Y
2021-12-07
2021-12-07
2021-12-07
N
Y
Societe Generale SA
1.0000
N
0.0008
1999968.88
1999968.88
0.0008
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.210000%
06050TMY5
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2021-12-01
2022-07-08
2022-07-08
N
N
N
0.0020
7000262.36
7000262.36
0.0027
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
0.0009
11999541.36
11999541.36
0.0046
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
0.0009
19999022.20
19999022.20
0.0076
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.140000%
06054R3E0
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2021-12-01
2022-05-04
2022-05-04
N
N
N
0.0014
4999460.85
4999460.85
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
0.0014
8000745.68
8000745.68
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
0.0015
999971.52
999971.52
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
0.0021
7998652.24
7998652.24
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
0.0015
4998308.35
4998308.35
0.0019
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.230000%
06417LQL4
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2021-12-01
2022-05-23
2022-05-23
N
N
N
0.0021
8000772.56
8000772.56
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
2021-12-01
2022-06-23
2022-06-23
N
N
N
0.0023
9996130.60
9996130.60
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
2021-12-01
2022-06-24
2022-06-24
N
N
N
0.0023
11995265.52
11995265.52
0.0046
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.170000%
06742TA71
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2021-12-01
2022-04-07
2022-04-07
N
N
N
0.0016
2000063.90
2000063.90
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
2021-12-01
2022-04-13
2022-04-13
N
N
N
0.0017
26000096.72
26000096.72
0.0099
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
0.0009
15000273.45
15000273.45
0.0057
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
0.0009
8000115.44
8000115.44
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
0.0015
1998808.34
1998808.34
0.0008
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QZ29
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2021-12-02
2021-12-02
2021-12-02
N
N
N
0.0008
999995.83
999995.83
0.0004
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QZ60
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2021-12-06
2021-12-06
2021-12-06
N
N
N
0.0008
5999925.00
5999925.00
0.0023
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QZ78
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0008
2999956.26
2999956.26
0.0011
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274LZ67
VDYMYTQGZZ6DU0912C88
Financial Company Commercial Paper
Y
2021-12-06
2021-12-06
2021-12-06
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) 0.000000%
07274LZ75
VDYMYTQGZZ6DU0912C88
Financial Company Commercial Paper
Y
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0007
5999924.16
5999924.16
0.0023
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.080000%
0727MCSB4
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0009
1999999.72
1999999.72
0.0008
N
Y
Y
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.180000%
07644CHP8
Asset Backed Commercial Paper
Y
2021-12-01
2022-05-02
2022-05-02
N
Y
Royal Bank of Canada
1.0000
N
0.0015
5000106.05
5000106.05
0.0019
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.190000%
07644DLH9
Asset Backed Commercial Paper
Y
2021-12-01
2022-06-27
2022-06-27
N
Y
Royal Bank of Canada
1.0000
N
0.0015
17001469.99
17001469.99
0.0065
N
N
N
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
0.0009
1999959.56
1999959.56
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
1690791.45
1690791.45
0.0006
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.250000%
08224TAT6
549300PGDCWK6DU9QM65
US08224TAT60
Asset Backed Commercial Paper
Y
2022-02-25
2022-02-25
2022-02-25
N
Y
Societe Generale SA
1.0000
N
0.0024
9000173.61
9000173.61
0.0034
N
N
N
N
BRECKENRIDGE TERRACE, LLC
HOUSING FACILITIES REVENUE NOTES SERIES 1999B 0.180000%
106538AB7
US106538AB78
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
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
CAFCO LLC
CAFCO LLC 0.000000%
1247P2Z15
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2021-12-01
2021-12-01
2021-12-01
N
Y
Citibank NA
1.0000
N
0.0008
2899993.88
2899993.88
0.0011
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
0.0008
4999989.45
4999989.45
0.0019
N
Y
Y
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
0.0015
8997462.54
8997462.54
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
0.0017
2998762.50
2998762.50
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
0.0022
4995750.40
4995750.40
0.0019
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802WDS0
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2022-04-26
2022-04-26
2022-04-26
N
N
N
0.0023
14985973.80
14985973.80
0.0057
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.162700%
13606CUR3
549300H8L46OOZOFHU82
0000800030
Certificate of Deposit
Y
2021-12-27
2022-01-24
2022-01-24
N
N
N
0.0006
2500375.00
2500375.00
0.0009
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.350000%
13606CYE8
549300H8L46OOZOFHU82
0000800030
Certificate of Deposit
Y
2022-11-04
2022-11-04
2022-11-04
N
N
N
0.0039
9995956.40
9995956.40
0.0038
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.260000%
13606CZF4
549300H8L46OOZOFHU82
0000800030
Certificate of Deposit
Y
2022-06-02
2022-06-02
2022-06-02
N
N
N
0.0026
5000025.00
5000025.00
0.0019
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.000000%
13608AZ17
2IGI19DL77OX0HC3ZE78
0000800030
Financial Company Commercial Paper
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0007
34999936.65
34999936.65
0.0133
N
Y
Y
N
CELLMARK, INC
TAXABLE NOTES SERIES 2018A 0.120000%
15118CAA8
549300JWG1LWHVNYN325
US15118CAA80
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
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
0.0017
9995419.40
9995419.40
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
0.0017
16992005.75
16992005.75
0.0065
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WB14
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2022-02-01
2022-02-01
2022-02-01
N
Y
Citibank NA
1.0000
N
0.0015
24993568.75
24993568.75
0.0095
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327BEH4
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2022-05-17
2022-05-17
2022-05-17
N
N
N
0.0023
4994610.00
4994610.00
0.0019
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JAM8
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-01-21
2022-01-21
2022-01-21
N
Y
JP Morgan Securities LLC
1.0000
N
0.0013
3999254.68
3999254.68
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
0.0017
6997062.73
6997062.73
0.0027
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
0.0017
15143354.15
15143354.15
0.0058
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
0.0018
13991975.62
13991975.62
0.0053
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JF27
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-06-02
2022-06-02
2022-06-02
N
Y
JP Morgan Securities LLC
1.0000
N
0.0028
4992946.65
4992946.65
0.0019
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 0.130000%
20271EWD7
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2022-02-16
2022-02-16
2022-02-16
N
N
N
0.0012
9000213.48
9000213.48
0.0034
N
N
N
N
COOK CNTY
TAXABLE GO BONDS SERIES 2004D 0.070000%
213185FW6
5493004UMR7OX4YITE10
US213185FW60
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2030-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0007
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
5000325.20
5000325.20
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
0.0012
12000756.48
12000756.48
0.0046
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0Z16
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2021-12-01
2021-12-01
2021-12-01
N
Y
Credit Suisse AG
0.9700
CREDIT SUISSE INTERNATIONAL
0.0300
N
0.0008
22999951.47
22999951.47
0.0087
N
Y
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
0.0023
1000032.40
1000032.40
0.0004
N
N
N
N
Edward-Elmhurst Healthcare
TAXABLE BONDS SERIES 2018 0.070000%
28167RAA8
549300HQM2YWM7SVJY37
US28167RAA86
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2048-01-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0007
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
0.0010
1999768.28
1999768.28
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
0.0011
12998106.68
12998106.68
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
25993322.42
25993322.42
0.0099
N
N
N
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604DBB5
7TG4VWERK338227TR435
0001560283
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2022-02-11
2022-02-11
2022-02-11
N
N
N
0.0014
999720.17
999720.17
0.0004
N
N
N
N
ERSTE FINANCE (DELAWARE) LLC
ERSTE FINANCE (DELAWARE) LLC 0.000000%
2960E2Z14
Financial Company Commercial Paper
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0007
25999952.94
25999952.94
0.0099
N
Y
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
0.0015
14994562.50
14994562.50
0.0057
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
1999665.16
1999665.16
0.0008
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346LZ17
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2021-12-01
2021-12-01
2021-12-01
N
Y
MUFG BANK LTD
1.0000
N
0.0008
999997.89
999997.89
0.0004
N
Y
Y
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 0.090000%
41652PAA7
549300W3L482NUDOFF24
US41652PAA75
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0009
1000000.00
1000000.00
0.0004
N
N
Y
N
Illinois Housing Development Auth
HOUSING BONDS SERIES 2017A2 0.090000%
45201LA21
54930053Z6M9JVHBQZ16
US45201LA214
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2048-07-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
Y
N
N
0.0009
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
0.0017
22985916.41
22985916.41
0.0087
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
0.0007
5999272.32
5999272.32
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
9997345.80
9997345.80
0.0038
N
N
N
N
LABCON NORTH AMERICA
TAXABLE BONDS SERIES 2010 0.170000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2040-01-01
Y
Bank of the West
1.0000
7
N
N
N
0.0017
1015000.00
1015000.00
0.0004
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.090000%
51501HUU1
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0009
2000000.22
2000000.22
0.0008
N
Y
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.090000%
51501HUY3
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2021-12-03
2021-12-03
2021-12-03
N
N
N
0.0009
22000001.76
22000001.76
0.0084
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QZ11
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2021-12-01
2021-12-01
2021-12-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0008
13999970.46
13999970.46
0.0053
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
0.0014
7000012.04
7000012.04
0.0027
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
0.0017
999941.36
999941.36
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
0.0018
2999782.53
2999782.53
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
0.0027
1999524.08
1999524.08
0.0008
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.390000%
55380TZG8
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2022-11-14
2022-11-14
2022-11-14
N
N
N
0.0043
12994965.23
12994965.23
0.0049
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.340000%
55380TZZ6
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2022-08-23
2022-08-23
2022-08-23
N
N
N
0.0035
499955.70
499955.70
0.0002
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
0.0013
1999727.66
1999727.66
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
0.0015
4999101.65
4999101.65
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
0.0015
2699434.05
2699434.05
0.0010
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LZ15
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2021-12-01
2021-12-01
2021-12-01
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0008
2999993.67
2999993.67
0.0011
N
Y
Y
N
Maricopa Cnty IDA
RB (BANNER HEALTH) SERIES 2021B2 0.090000%
56682HDC0
US56682HDC07
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2061-01-01
Y
BANNER HEALTH
1.0000
7
N
N
N
0.0009
1000000.00
1000000.00
0.0004
N
N
Y
N
Maricopa Cnty IDA
RB (BANNER HEALTH) SERIES 2021B1 0.080000%
56682HDD8
US56682HDD89
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2056-01-01
Y
BANNER HEALTH
1.0000
7
N
N
N
0.0008
2000000.00
2000000.00
0.0008
N
N
Y
N
Memphis Health, Educational & Housing Facility Board
M/F HOUSING RB (ASHLAND LAKE II APTS) SERIES 2008A 0.070000%
586169DH4
US586169DH45
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2043-05-01
Y
US BANK NATIONAL ASSOCIATION
1.0000
7
N
N
N
0.0007
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
2021-12-07
2021-12-07
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
0.0020
13997876.62
13997876.62
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
11998050.00
11998050.00
0.0046
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.220000%
60710RHB4
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2022-03-07
2022-03-07
2022-03-07
N
N
N
0.0014
20004585.80
20004585.80
0.0076
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
0.0022
9998373.70
9998373.70
0.0038
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LZ28
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2021-12-02
2021-12-02
2021-12-02
N
N
N
0.0006
3999987.76
3999987.76
0.0015
N
N
Y
N
NRW BANK
NRW BANK 0.000000%
62939LZ36
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2021-12-03
2021-12-03
2021-12-03
N
N
N
0.0006
15999926.72
15999926.72
0.0061
N
N
Y
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
0.0013
7997032.00
7997032.00
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
0.0013
19991215.60
19991215.60
0.0076
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 0.130000%
63254GRQ0
F8SB4JFBSYQFRQEH3Z21
0000833029
Financial Company Commercial Paper
Y
2021-12-01
2022-02-25
2022-02-25
N
N
N
0.0012
5000144.95
5000144.95
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
2021-12-07
2021-12-07
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 0.080000%
64986MM44
5493000LS7KCDB02O506
US64986MM441
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2038-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0008
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
0.0010
20001254.40
20001254.40
0.0076
N
N
N
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 0.060000%
65602YRP7
549300KQZJBM38M51L16
Certificate of Deposit
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
9000000.54
9000000.54
0.0034
N
Y
Y
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 0.060000%
65602YRR3
549300KQZJBM38M51L16
Certificate of Deposit
Y
2021-12-03
2021-12-03
2021-12-03
N
N
N
0.0006
4999998.35
4999998.35
0.0019
N
N
Y
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 0.060000%
65602YRX0
549300KQZJBM38M51L16
Certificate of Deposit
Y
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0006
12000048.00
12000048.00
0.0046
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
2021-12-07
2021-12-07
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
2021-12-07
2021-12-07
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
0.0016
9996663.30
9996663.30
0.0038
N
N
N
N
Osceola
SOLID WASTE DISPOSAL RB (PLUM POINT ENERGY) SERIES 2006 0.080000%
688008AA9
US688008AA93
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2036-04-01
Y
GOLDMAN SACHS BANK USA
1.0000
7
N
N
N
0.0008
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
0.0005
10000426.90
10000426.90
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
0.0006
16001976.00
16001976.00
0.0061
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.140000%
69033MZY6
5493007O3QFXCPOGWK22
US69033MZY64
Certificate of Deposit
Y
2022-02-25
2022-02-25
2022-02-25
N
N
N
0.0015
11499720.67
11499720.67
0.0044
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LZ62
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2021-12-06
2021-12-06
2021-12-06
N
N
N
0.0005
1999985.00
1999985.00
0.0008
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LZ70
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0005
1999982.50
1999982.50
0.0008
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
0.0018
1998733.00
1998733.00
0.0008
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JZ15
Asset Backed Commercial Paper
Y
2021-12-01
2021-12-01
2021-12-01
N
Y
BNP Paribas SA
1.0000
N
0.0008
1999995.72
1999995.72
0.0008
N
Y
Y
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
9999853.30
9999853.30
0.0038
N
N
Y
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
0.0015
4998713.75
4998713.75
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
41002612.11
41002612.11
0.0156
N
N
N
N
San Francisco Airport Commission
REFUNDING RB SERIES 2010A1 0.060000%
79765A3K0
54930055TIDYHNDP4F84
US79765A3K08
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2030-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0006
1000000.00
1000000.00
0.0004
N
N
Y
N
San Francisco Airport Commission
REFUNDING RB SERIES 2010A2 0.060000%
79765A3L8
54930055TIDYHNDP4F84
US79765A3L80
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2030-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0006
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
2021-12-07
2021-12-07
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
2000082.18
2000082.18
0.0008
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.190000%
83050PVC0
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2022-02-22
2022-02-22
2022-02-22
N
N
N
0.0015
15001289.10
15001289.10
0.0057
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
0.0009
10000058.20
10000058.20
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
3999985.56
3999985.56
0.0015
N
N
Y
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
5999848.32
5999848.32
0.0023
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050UDM7
F3JS33DEI6XQ4ZBPTN86
0000917311
Financial Company Commercial Paper
Y
2022-04-21
2022-04-21
2022-04-21
N
N
N
0.0021
2997550.50
2997550.50
0.0011
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050UEG9
F3JS33DEI6XQ4ZBPTN86
0000917311
Financial Company Commercial Paper
Y
2022-05-16
2022-05-16
2022-05-16
N
N
N
0.0024
998895.94
998895.94
0.0004
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050UEP9
F3JS33DEI6XQ4ZBPTN86
0000917311
Financial Company Commercial Paper
Y
2022-05-23
2022-05-23
2022-05-23
N
N
N
0.0025
3795463.45
3795463.45
0.0014
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050UH84
F3JS33DEI6XQ4ZBPTN86
0000917311
Financial Company Commercial Paper
Y
2022-08-08
2022-08-08
2022-08-08
N
N
N
0.0031
9978386.10
9978386.10
0.0038
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050UHC5
F3JS33DEI6XQ4ZBPTN86
0000917311
Financial Company Commercial Paper
Y
2022-08-12
2022-08-12
2022-08-12
N
N
N
0.0031
1995551.66
1995551.66
0.0008
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
0.0016
3997902.68
3997902.68
0.0015
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MB77
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2022-02-07
2022-02-07
2022-02-07
N
Y
BNP Paribas SA
1.0000
N
0.0015
9997105.80
9997105.80
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
42001125.18
42001125.18
0.0160
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
0.0011
5000395.25
5000395.25
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
14000105.70
14000105.70
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
0.0007
20000041.60
20000041.60
0.0076
N
Y
Y
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
8000005.52
8000005.52
0.0030
N
Y
Y
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
0.0029
2998261.47
2998261.47
0.0011
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.270000%
86959RUP3
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2022-08-12
2022-08-12
2022-08-12
N
N
N
0.0031
7997509.84
7997509.84
0.0030
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
0.0013
10995677.00
10995677.00
0.0042
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
0.0017
27984838.00
27984838.00
0.0106
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
0.0022
65007034.30
65007034.30
0.0247
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.220000%
89114WBC8
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2021-12-01
2022-05-25
2022-05-25
N
N
N
0.0021
9000307.62
9000307.62
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
0.0021
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
0.0024
4894344.18
4894344.18
0.0019
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
4000145.68
4000145.68
0.0015
N
N
N
N
TOTALENERGIES CAPITAL SA
TOTALENERGIES CAPITAL SA 0.000000%
89152EZ19
529900QI55ZLJVCMPA71
Non-Financial Company Commercial Paper
Y
2021-12-01
2021-12-01
2021-12-01
N
Y
TOTALENERGIES SE
1.0000
N
0.0006
7999987.52
7999987.52
0.0030
N
Y
Y
N
TOTALENERGIES CAPITAL SA
TOTALENERGIES CAPITAL SA 0.000000%
89152EZ35
529900QI55ZLJVCMPA71
Non-Financial Company Commercial Paper
Y
2021-12-03
2021-12-03
2021-12-03
N
Y
TOTALENERGIES SE
1.0000
N
0.0006
20999896.68
20999896.68
0.0080
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
0.0009
8899126.29
8899126.29
0.0034
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
7998348.00
7998348.00
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
0.0010
20001038.80
20001038.80
0.0076
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
0.0009
7199710.99
7199710.99
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
0.0008
2999718.75
2999718.75
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
6999900.81
6999900.81
0.0027
N
N
Y
N
Triborough Bridge & Tunnel Auth
GENERAL REFUNDING RB SERIES 2018E 0.070000%
89602RFE0
54930020ZN4LQF7K3456
US89602RFE09
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
2032-11-15
Y
Bank of America NA
1.0000
7
N
N
N
0.0007
740000.00
740000.00
0.0003
N
N
Y
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351XCW1
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2022-03-30
2022-03-30
2022-03-30
N
N
N
0.0022
1998566.66
1998566.66
0.0008
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351XEG4
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2022-05-16
2022-05-16
2022-05-16
N
N
N
0.0027
5992401.48
5992401.48
0.0023
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QC98
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2022-03-09
2022-03-09
2022-03-09
N
N
N
0.0016
17992030.50
17992030.50
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
0.0012
999593.56
999593.56
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
0.0017
9992215.00
9992215.00
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
0.0014
4000088.84
4000088.84
0.0015
N
N
N
N
Yavapai Cnty IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 0.160000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2021-12-07
2021-12-07
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
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
0.0014
9999988.80
9999988.80
0.0038
N
N
Y
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
0.0013
2999970.24
2999970.24
0.0011
N
N
Y
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
0.0019
19998292.00
19998292.00
0.0076
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
0.0027
9991845.50
9991845.50
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
0.0013
40000864.00
40000864.00
0.0152
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.180000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI20TPZ3
Certificate of Deposit
Y
2021-12-01
2022-06-30
2022-06-30
N
N
N
0.0021
18996645.74
18996645.74
0.0072
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
0.0031
998751.56
998751.56
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
8000064.08
8000064.08
0.0030
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.280000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI21SNR4
Certificate of Deposit
Y
2022-08-12
2022-08-12
2022-08-12
N
N
N
0.0028
4999998.90
4999998.90
0.0019
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.300000%
JBONEPAGQXF4QP29B387
0001462160
ACI21TLR4
Certificate of Deposit
Y
2022-05-17
2022-05-17
2022-05-17
N
N
N
0.0031
12999331.54
12999331.54
0.0049
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
GNRM 2021-199 GT
549300M8ZYFG0OCMTT87
2051-11-20
5.500000
8423.00
9219.90
Agency Collateralized Mortgage Obligation
FNRM CL136KB R13F136
B1V7KEBTPIMZEU4LTD58
2029-01-25
3.500000
1374.00
452.64
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2046-03-25
3.000000
1132.00
333.86
Agency Collateralized Mortgage Obligation
GNRA 2017-56 WA
549300M8ZYFG0OCMTT87
2040-12-20
6.520380
994543.00
409934.02
Agency Collateralized Mortgage Obligation
FEPC 03.500 CLRA5548
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.500000
17357.00
17560.35
Agency Mortgage-Backed Securities
GNII SF MA7106 M
549300M8ZYFG0OCMTT87
2036-01-20
2.000000
5811611.00
5202236.48
Agency Mortgage-Backed Securities
GNII SF BR4775 C
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
1287973.00
1107729.28
Agency Mortgage-Backed Securities
GNII SF BY0537 C
549300M8ZYFG0OCMTT87
2035-10-20
2.500000
607159.00
540271.30
Agency Mortgage-Backed Securities
GNII SF BY5038 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
246362.00
250130.16
Agency Mortgage-Backed Securities
GNII SF CG4625 C
549300M8ZYFG0OCMTT87
2051-08-20
2.500000
1188197.00
1217684.96
Agency Mortgage-Backed Securities
GNII RG CH5473 C
549300M8ZYFG0OCMTT87
2048-06-20
4.000000
2926410.00
3164839.91
Agency Mortgage-Backed Securities
GNII SF CH7722 C
549300M8ZYFG0OCMTT87
2051-10-20
3.000000
361377.00
359231.81
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7024
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
83602.00
77753.17
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4176
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
47230.00
40166.04
Agency Mortgage-Backed Securities
GNII SF MA5710 M
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
5315598.00
942622.49
Agency Mortgage-Backed Securities
GNII SF MA5711 M
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
1353078.00
201755.11
Agency Mortgage-Backed Securities
GNII SF MA6477 M
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
1584748.00
497654.27
Agency Mortgage-Backed Securities
GNII SF MA6544 M
549300M8ZYFG0OCMTT87
2049-07-20
4.500000
4609062.00
1529437.14
Agency Mortgage-Backed Securities
GNII SF MA7314 M
549300M8ZYFG0OCMTT87
2051-03-20
3.500000
4285961.00
4056549.79
Agency Mortgage-Backed Securities
GNII SF BB5203 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
133834.00
140727.90
Agency Mortgage-Backed Securities
GNII SF BL6002 C
549300M8ZYFG0OCMTT87
2049-01-20
4.500000
1471298.00
813567.68
Agency Mortgage-Backed Securities
GNII SF BT5681 C
549300M8ZYFG0OCMTT87
2050-05-20
3.000000
1041959.00
1090205.16
Agency Mortgage-Backed Securities
GNII SF BW1719 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
3062278.00
3198312.68
Agency Mortgage-Backed Securities
GNII SF BW2755 C
549300M8ZYFG0OCMTT87
2050-06-20
3.000000
3508125.00
3407651.23
Agency Mortgage-Backed Securities
GNII SF BW5986 C
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
1046459.00
1115615.10
Agency Mortgage-Backed Securities
GNII SF BW9172 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
1072799.00
1104718.74
Agency Mortgage-Backed Securities
GNII SF BX1758 C
549300M8ZYFG0OCMTT87
2050-08-20
4.000000
13045.00
9129.94
Agency Mortgage-Backed Securities
GNII SF BY3445 C
549300M8ZYFG0OCMTT87
2050-09-20
4.000000
17719.00
18520.27
Agency Mortgage-Backed Securities
GNII SF BZ3554 C
549300M8ZYFG0OCMTT87
2050-10-20
4.000000
966220.00
966050.04
Agency Mortgage-Backed Securities
GNII SF CA2935 C
549300M8ZYFG0OCMTT87
2050-12-20
3.500000
1033824.00
1101564.87
Agency Mortgage-Backed Securities
GNII SF CC0183 C
549300M8ZYFG0OCMTT87
2051-02-20
3.500000
1097630.00
877083.99
Agency Mortgage-Backed Securities
GNII SF CF7447 C
549300M8ZYFG0OCMTT87
2051-08-20
4.000000
1028306.00
1109062.16
Agency Mortgage-Backed Securities
GNII SF AG2675 C
549300M8ZYFG0OCMTT87
2043-10-20
4.000000
5443930.00
860577.28
Agency Mortgage-Backed Securities
GNMI SF AT8077 X
549300M8ZYFG0OCMTT87
2046-09-15
4.000000
115365.00
42419.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL5487
B1V7KEBTPIMZEU4LTD58
2044-07-01
4.000000
1794473.00
581848.64
Agency Mortgage-Backed Securities
Y
2021-12-07
2021-12-07
2022-02-08
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
35000000.00
35000000.00
0.0133
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
BANK 2018-BNK12 E 20610517 FLT
2061-05-17
3.048130
7855400.00
5100781.78
Private Label Collateralized Mortgage Obligations
FLAGSTAR MTG TR 2019-2 B-4 20491225 FLT
2049-12-25
4.077650
782301.00
748574.96
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2012-GCJ7 D 20450512 FLT
2045-05-12
5.719900
1102897.00
1070308.27
Private Label Collateralized Mortgage Obligations
Y
2022-03-07
2022-03-07
2022-03-09
Y
WELLS FARGO SECURITIES LLC
1.0000
97
N
N
N
0.0065
5998648.32
5998648.32
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
FHLMC STACR REMIC TR 2021-HQA1 B-1 20330825 FLT
2033-08-25
3.049670
1087000.00
1090085.83
Private Label Collateralized Mortgage Obligations
FHLMC STARC 2021-DNA5 B-1 20340125 FLT
2034-01-25
3.099670
59380.00
59914.50
Private Label Collateralized Mortgage Obligations
Y
2022-01-03
2022-01-03
2022-01-03
Y
BOFA SECURITIES INC
1.0000
34
N
N
N
0.0057
999865.96
999865.96
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
GNRM 2021-199 GT
549300M8ZYFG0OCMTT87
2051-11-20
5.500000
34919.00
38222.71
Agency Collateralized Mortgage Obligation
GNII RG CI6071 C
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
167178.00
176392.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3307
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
539135.00
222462.36
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6709
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
7394582.00
6826354.66
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA7200
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.000000
18473919.00
16384876.65
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4176
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
53202.00
45244.83
Agency Mortgage-Backed Securities
Y
2021-12-07
2021-12-07
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
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
AVANT CREDIT CD MSTR TR 2021-1 A 20270415 1.3
2027-04-15
1.370000
1000000.00
989849.83
Asset-Backed Securities
NELNET STUDENT LN TR 2021-C B 20620420 2.5
2062-04-20
2.530000
2002140.00
1978402.18
Asset-Backed Securities
BLOCK COMMUNICATIONS INC SR GLBL 144A 28
M5G68A9OHJWIL4SFC742
2028-03-01
4.875000
25000.00
25646.80
Corporate Debt Securities
CARNIVAL CORP SR SEC GLBL 27
F1OF2ZSX47CR0BCWA982
2027-08-01
9.875000
728000.00
851863.64
Corporate Debt Securities
CHARTER COMMUNICATIONS OPER SR SEC NT 4.8%50
2050-03-01
4.800000
83000.00
93729.13
Corporate Debt Securities
HIGHTOWER HOLDING LLC SR GLBL 144A 29
2029-04-15
6.750000
125000.00
128377.19
Corporate Debt Securities
LIVE NATION ENTERTAINMENT INC SR GLBL 144A 26
5493007B9BM9ZXJINO78
2026-03-15
5.625000
206000.00
214079.06
Corporate Debt Securities
NEW FORTRESS ENERGY INC SR SEC GLBL 25
2025-09-15
6.750000
1900000.00
1853093.75
Corporate Debt Securities
SPEEDWAY MOTORSPORTS LLC / SP SR GLBL 144A 27
2027-11-01
4.875000
50000.00
50696.35
Corporate Debt Securities
ALLY FINL INC TIER I PERP GLBL
549300JBN1OSM8YNAI90
2500-12-31
4.700000
9539000.00
9793770.79
Corporate Debt Securities
GS MBS TR 2021-GR2 B-6 20520225 FLT
2052-02-25
3.397650
4397064.00
2428455.33
Private Label Collateralized Mortgage Obligations
Y
2022-02-28
2022-02-28
2022-04-18
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0060
15986639.52
15986639.52
0.0061
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
BANCO SANTANDER S.A. SR FLT NT 23
5493006QMFDDMYWIAM13
2023-02-23
1.254000
200000.00
201988.77
Corporate Debt Securities
BANK OF MONTREAL FR 3.3%020524
NQQ6HPCNCCU6TUTQYE16
2024-02-05
3.300000
144000.00
152588.40
Corporate Debt Securities
BNP PARIBAS FR 2.588%081235
R0MUWSFPU8MPRO8K5P83
2035-08-12
2.588000
200000.00
192918.80
Corporate Debt Securities
CENTRAL STORAGE SAFETY PROJ TR SR SEC GLBL 38
2038-02-01
4.823000
1579000.00
1725497.41
Corporate Debt Securities
DIAMONDBACK ENERGY INC SR GLBL NT4.4%51
549300R22LSX6OHWEN64
2051-03-24
4.400000
446000.00
504304.09
Corporate Debt Securities
ALLY FINL INC SR NT 8%31
549300JBN1OSM8YNAI90
2031-11-01
8.000000
128000.00
180941.37
Corporate Debt Securities
NORTHWESTERN MUT LIFE INS CO SUB 144A NT 40
1DU7IM20QESYGDO4HO54
2040-03-30
6.063000
6000.00
8565.51
Corporate Debt Securities
PROVINCE OF QUEBEC SR GLBL QS NT 27
549300WN65YFEQH74Y36
2027-04-12
2.750000
168000.00
179776.24
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-05-15
2.250000
4700.00
4935.72
U.S. Treasuries (including strips)
Y
2022-01-04
2022-01-04
2022-01-19
Y
RBC CAPITAL MARKETS LLC
1.0000
35
N
N
N
0.0010
3000404.58
3000404.58
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
CITICORP RES MTG TR 2006-2 M-2 20360925 FLT
2036-09-25
5.258450
5888653.00
5748473.46
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-2 A-4 20330125 FLT
635400VQIBXGEB9ZUC59
2033-01-25
0.382000
3303000.00
1993465.74
Asset-Backed Securities
FLAGSHIP CLO VIII 2014-8RR E-R 20260116 FLT
2026-01-16
5.312250
2600000.00
2616227.29
Asset-Backed Securities
Y
2022-01-04
2022-01-04
2022-01-20
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0049
8997535.71
8997535.71
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
BX COML MTG TR 2021-VINO F 20380517 FLT
2038-05-17
2.892330
3010000.00
3001415.89
Private Label Collateralized Mortgage Obligations
AMSR TRUST 2020-SFR1 H 20370417 5.3
2037-04-17
5.302000
1060000.00
1082058.66
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 E 20510616 FLT
2051-06-16
6.142870
3034000.00
3290956.82
Private Label Collateralized Mortgage Obligations
CSFB MTG PTC 2003-29 D-B-2 20331225 FLT
2033-12-25
6.049000
8000000.00
491745.65
Private Label Collateralized Mortgage Obligations
FLAGSTAR MTG TR 2019-2 B-4 20491225 FLT
2049-12-25
4.077650
1056699.00
1011143.30
Private Label Collateralized Mortgage Obligations
JP MRGN CHASE COM 2020-MKST E 20361215 FLT
2036-12-15
2.340000
450000.00
436630.50
Private Label Collateralized Mortgage Obligations
WELLS FARGO MBS 2019-2 B-4 20490425 FLT
2049-04-25
4.186300
2212585.00
2220940.38
Private Label Collateralized Mortgage Obligations
Y
2022-03-07
2022-03-07
2022-04-25
Y
WELLS FARGO SECURITIES LLC
1.0000
97
N
N
N
0.0069
9996052.00
9996052.00
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
COSTCO WHOLESALE CORPORATION GLBL NT 1.75%32
29DX7H14B9S6O3FD6V18
2032-04-20
1.750000
5182000.00
5024179.31
Corporate Debt Securities
MICROSOFT CORP SR NT 3.5%35
INR2EJN1ERAN0W5ZP974
2035-02-12
3.500000
197000.00
226112.66
Corporate Debt Securities
Y
2022-01-04
2022-01-04
2022-01-24
Y
BOFA SECURITIES INC
1.0000
35
N
N
N
0.0010
5001040.85
5001040.85
0.0019
N
N
N
Y
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
NELNET STUDENT LN TR 2021-C B 20620420 2.5
2062-04-20
2.530000
6591850.00
6513695.56
Asset-Backed Securities
CBL & ASSOCIATES HOLDCO II LLC SR SEC GLBL NT2
2029-11-15
10.000000
2576312.00
2603506.40
Corporate Debt Securities
WELLS FARGO COML TR 2016-LC25 H 20591217 FLT
2059-12-17
4.497950
7200000.00
3044796.12
Private Label Collateralized Mortgage Obligations
GS MBS TR 2021-GR1 B-6 20511125 FLT
2051-11-25
3.110130
1084520.00
492542.76
Private Label Collateralized Mortgage Obligations
Y
2022-02-28
2022-02-28
2022-04-25
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0059
10990479.61
10990479.61
0.0042
N
N
N
Y
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
2028-04-15
3.625000
300.00
683.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
3.625000
46100.00
60560.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
100.00
126.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
100.00
111.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-15
1.500000
100.00
101.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-31
1.875000
7000400.00
7275228.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-31
0.500000
860900.00
824214.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-15
0.375000
100.00
99.38
U.S. Treasuries (including strips)
Y
2021-12-07
2021-12-07
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
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
ZAIS CLO LTD 2018-09 E 20310721 FLT
549300GT2U4OLB9UL559
2031-07-21
6.581500
2750000.00
2304487.89
Asset-Backed Securities
AIM AVIATION FIN LTD 2015 A-1 20400215 FLT
2040-02-15
4.213000
53358000.00
21356503.97
Asset-Backed Securities
AMER AIRLINES PT TR 2016-1 B 20250715 5.2
2025-07-15
5.250000
2993000.00
1594931.50
Asset-Backed Securities
AMER AIRLINES PT TR 2015-2 B 20250322 4.4
2025-03-22
4.400000
1461000.00
782591.91
Asset-Backed Securities
GSAMP TRUST 2004-AR1 M-4 20340625 FLT
2034-06-25
1.967000
15500000.00
1291727.79
Asset-Backed Securities
RADNOR 2020-2 LTD B-1 20301025 FLT
2030-10-25
7.691630
1847377.00
1883244.98
Asset-Backed Securities
TICP CLO I 2 LTD
2028-04-26
5.894880
1146000.00
1117351.30
Asset-Backed Securities
SAXON ASSET SEC CO 2004-2 MV-1 20350825 FLT
2035-08-25
0.961630
2640000.00
742448.46
Asset-Backed Securities
Y
2022-01-04
2022-01-04
2022-01-27
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0048
26992383.84
26992383.84
0.0103
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0RLJL2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2021-199 GT
549300M8ZYFG0OCMTT87
2051-11-20
5.500000
7708124.00
8437393.89
Agency Collateralized Mortgage Obligation
FEPC 03.500 CLRA5548
S6XOOCT0IEG5ABCC6L87
2051-07-01
3.500000
7565.00
7653.63
Agency Mortgage-Backed Securities
GNII SF BQ9566 C
549300M8ZYFG0OCMTT87
2050-01-20
4.500000
137143.00
106828.54
Agency Mortgage-Backed Securities
GNII RG CI6071 C
549300M8ZYFG0OCMTT87
2047-10-20
3.500000
71268.00
75196.18
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7376
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.000000
7035.00
6601.30
Agency Mortgage-Backed Securities
FNMS 02.000 CTMA4176
B1V7KEBTPIMZEU4LTD58
2040-11-01
2.000000
31539.00
26821.86
Agency Mortgage-Backed Securities
GNII SF MA6542 M
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
14762159.00
5246498.67
Agency Mortgage-Backed Securities
GNII SF MA7314 M
549300M8ZYFG0OCMTT87
2051-03-20
3.500000
2721188.00
2575533.14
Agency Mortgage-Backed Securities
Y
2021-12-07
2021-12-07
2022-02-01
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
16000000.00
16000000.00
0.0061
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.340000%
549300HN4UKV1E2R3U73
0001675365
ARP0RQP42
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AGF INVTS TR AGFIQ HEDGED DIV
549300S7G8P3XGG54P82
2500-12-31
N/A
32.00
758.38
Equities
AMERICAN CENTY ETF TR LOW VOLATILITY
549300URW0X34JK2RC41
2500-12-31
N/A
470.00
22567.57
Equities
ARROW ETF TR ARROW DJ GLB YLD
549300KJZRUKTBTGG770
2500-12-31
N/A
6079.00
86261.01
Equities
ARROW INVTS TR DWA TACTICAL ETF
549300B11LJJW4DF5P94
2500-12-31
N/A
570.00
7603.80
Equities
CSI COMPRESSCO LP COM UNIT
549300STALDQYSVEO325
2500-12-31
N/A
49013.00
57345.21
Equities
DIREXION SHS ETF TR DAILY SM CP BEAR
B4C8M27JY7DGJ8T2DE32
2500-12-31
N/A
15934.00
449976.16
Equities
DIREXION SHS ETF TR DAILY ENERGY BEA
7CGLL92I97RWQVY01719
2500-12-31
N/A
39508.00
449996.12
Equities
DIREXION SHS ETF TR DAILY 5G COMMUNI
549300T1YW9JS8C4Q836
2500-12-31
N/A
1583.00
47238.78
Equities
DIREXION SHS ETF TR DAILY DJ BEAR
549300R3UK2MODXRVK08
2500-12-31
N/A
282.00
4369.76
Equities
ETF SER SOLUTIONS ALPHAMARK SM
549300SABFZ83Z36MH57
2500-12-31
N/A
123.00
3777.71
Equities
EXCHANGE LISTED FDS TR CORBETT ROAD TAC
549300DUYI60RLPDO145
2500-12-31
N/A
1713.00
49112.91
Equities
FIDELITY COVINGTON TRUST SML MID MLTFCT
549300S65DROZVT72X35
2500-12-31
N/A
12917.00
449992.11
Equities
FIRST TR EXCHANGE-TRADED FD DORSEY WRIGHT PE
54930085R21HRFT7GZ06
2500-12-31
N/A
932.00
32284.48
Equities
FIRST TR EXCHNG TRADED FD VIII EQUITYCOMPASS
549300W4XF42Y09OWI66
2500-12-31
N/A
1000.00
25345.70
Equities
FIRST TR EXCH TRADED FD III ULTRA SHT DUR MU
549300KVHK7XJBQPJK48
2500-12-31
N/A
22343.00
449988.02
Equities
FRANKLIN TEMPLETON ETF TR LIBERTY FDRL INT
549300RTD7Q8YMBA7Q25
2500-12-31
N/A
6083.00
162841.91
Equities
INDEXIQ ETF TR IQ S&P HGH YLD
2500-12-31
N/A
4593.00
113263.38
Equities
INDEXIQ ETF TR IQ HEDGMKT NUT
549300K08WGCI3HVVN75
2500-12-31
N/A
1364.00
36734.16
Equities
INVESCO ACTIVELY MANAGED ETF INVSCO HY BD FCT
549300RW20HYQZ1T7698
2500-12-31
N/A
930.00
23431.35
Equities
INVESCO EXCH TRADED FD TR II NASDAQ BIOTECH
549300GYFD12WC2CZH57
2500-12-31
N/A
18472.00
449977.92
Equities
INVESCO EXCH TRADED FD TR II INVESCO PHLX SM
5493006ROZOPLBE6WL72
2500-12-31
N/A
2299.00
71337.97
Equities
INVESCO EXCH TRADED FD TR II VRDO TAX FREE
549300RWVHBEA6SWWZ39
2500-12-31
N/A
8873.00
220582.78
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2027 MUNI
5493005XTKORLDHNWP67
2500-12-31
N/A
1794.00
46240.35
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2026 MUNI
549300MW9BHL004NMY73
2500-12-31
N/A
2543.00
65711.12
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2025 MUNI
54930011QS4DKWO1BK95
2500-12-31
N/A
12.00
311.16
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2024 MUNI
549300AZL3KNU1FML764
2500-12-31
N/A
4015.00
103386.25
Equities
INVESCO EXCH TRD SLF IDX FD TR INVSCO BLSH 28
2500-12-31
N/A
19841.00
449993.88
Equities
INVESCO EXCH TRD SLF IDX FD TR BULLSHS 21 USD
549300O3MGIPKSPU4280
2500-12-31
N/A
233.00
5797.04
Equities
INVESCO EXCHNG TRAD SLF INDEXE INVT GRAD VALU
2500-12-31
N/A
8548.00
231779.02
Equities
ISHARES TR IBNDS MAR23 ETF
54930072NH2YOKLOWY24
2500-12-31
N/A
1013.00
24864.09
Equities
ISHARES TR MSCI USA MID CP
549300EGGYBQPHDGP709
2049-12-31
N/A
288.00
11347.43
Equities
ISHARES TR IBONDS 21 TRM TS
5493001KIHT1PXSVIP58
2500-12-31
N/A
3055.00
77474.80
Equities
ISHARES TR IBONDS 29 TRM TS
5493007QRU70D2POLC71
2500-12-31
N/A
1399.00
35135.88
Equities
ISHARES TR IBONDS 28 TRM TS
549300HVACYCKR8TRD69
2500-12-31
N/A
3008.00
75861.76
Equities
ISHARES TR IBONDS 26 TRM TS
549300C67SIRC85IJH34
2500-12-31
N/A
1593.00
40398.48
Equities
ISHARES TR IBONDS 25 TRM TS
549300TMQ410KHQXZW02
2500-12-31
N/A
4685.00
119162.98
Equities
ISHARES TR IBONDS 23 TRM TS
5493001SQ34HDIS7U507
2500-12-31
N/A
9926.00
253708.56
Equities
JANUS DETROIT STR TR HENDERSON US REL
549300MYPCRLSQM4UC55
2500-12-31
N/A
2726.00
73533.30
Equities
KRANESHARES TR LRG CAP QTY DIVD
549300KVY3JD2EPDSZ54
2049-12-31
N/A
4796.00
167256.66
Equities
KRANESHARES TR QUADRTC INT RT
549300KNDIWWMQ7QHZ30
2500-12-31
N/A
16477.00
449986.87
Equities
LISTED FD TR TRUESHS TECH AI
549300IMD3SW9BI3BE51
2500-12-31
N/A
1113.00
57246.15
Equities
MEREO BIOPHARMA GROUP PLC ADS
213800U8JQHIJOS5AS09
2500-12-31
N/A
248610.00
449984.10
Equities
MEREO BIOPHARMA GROUP PLC ADS
213800U8JQHIJOS5AS09
2500-12-31
N/A
8.00
14.48
Equities
NUSHARES ETF TR NUVEEN ENHCD 1 5
549300U4HMIURVN2OD61
2500-12-31
N/A
9133.00
226955.05
Equities
PIMCO EQUITY SER RAFI ESG US
5493006GPXTGWIXPFE97
2500-12-31
N/A
3397.00
109316.48
Equities
PROSHARES TR SHT MSCI NEW
YKYO515QG76GHEKZ9D12
2500-12-31
N/A
3007.00
53554.67
Equities
PROSHARES TR S&P 500 BD ETF
549300GZB93BVBW9JV88
2500-12-31
N/A
2175.00
197862.36
Equities
PROSHARES TR ULTSHT REAL EST
NT0VSQZIS8VW06MG4289
2500-12-31
N/A
9318.00
128588.40
Equities
PROSHARES TR ULTRASHORT INDL
KHY6XVBG40JBWKJIVZ83
2500-12-31
N/A
238.00
3351.49
Equities
PROSHARES TR ULSHRT UTILS NEW
WW08P0ORVY40TNO1X304
2500-12-31
N/A
4418.00
62485.54
Equities
PROSHARES TR PSHS CONSMR SVCS
DOJG9Y6Y2TYRZTWXFM85
2500-12-31
N/A
2477.00
265005.31
Equities
PROSHARES TR PSHS ULT BASMATL
57BSEOSJBOOM11VOKX24
2500-12-31
N/A
4435.00
449930.75
Equities
PROSHARES TR SHRT SMALLCAP60
3JSQYJMW6PVD4VIYNG53
2500-12-31
N/A
3323.00
55937.72
Equities
SPDR SER TR BLOOMBERG 3-12 M
549300KSPVYDNRIJIN54
2500-12-31
N/A
896.00
89613.44
Equities
SPDR SER TR BBG SASB CRPT ES
2500-12-31
N/A
225.00
5566.34
Equities
TUNIU CORP SPONSORED ADS A
529900H3I6TN4LFDZP44
2500-12-31
N/A
279211.00
268042.56
Equities
UNIFIED SER TR ABSOLUTE CORE
5493007XLR78NZO4WD80
2500-12-31
N/A
3911.00
107699.94
Equities
VIRTUS ETF TR II SEIX SR LN ETF
5493002FXOZ36VHY8T45
2500-12-31
N/A
2135.00
53802.00
Equities
AMERICAN CENTY ETF TR MULTISECTOR
5493000I0UZ5BUDGGF98
2500-12-31
N/A
7146.00
351724.69
Equities
DIREXION SHS ETF TR LOW PRICED STK
2500-12-31
N/A
2995.00
24983.39
Equities
DIREXION SHS ETF TR WORLD WITHOUT
2500-12-31
N/A
488.00
14828.37
Equities
FIRST TR EXCHANGE-TRADED FD IV LNG DUR OPRTUN
54930081NDDOB374EM36
2500-12-31
N/A
7142.00
198583.31
Equities
FIRST TR EXCH TRADED FD III NEW YORK MUNI
549300NJG12AJVBCY722
2500-12-31
N/A
200.00
6035.98
Equities
INVESCO EXCH TRD SLF IDX FD TR BULLSHS 22 USD
2500-12-31
N/A
5341.00
136142.09
Equities
ISHARES U S ETF TR INT RT HD EMRG
549300JTU517L22J1M27
2500-12-31
N/A
934.00
21659.46
Equities
ISHARES TR MSCI QATAR ETF
549300B5RXPZMUBIPL06
2500-12-31
N/A
883.00
17822.03
Equities
ISHARES TR IBOND DEC 2030
549300CROJILV8XWVV73
2500-12-31
N/A
1681.00
39320.44
Equities
ISHARES TR IBONDS 22 TRM TS
549300AUO3FTTNU3RW32
2500-12-31
N/A
5885.00
149596.70
Equities
ISHARES TR IBONDS 27 TRM TS
54930020FRFZSOL6BW27
2500-12-31
N/A
8811.00
222301.53
Equities
ISHARES TR IBONDS 24 TRM TS
549300O0SIRI8DJAZQ65
2500-12-31
N/A
11595.00
296194.27
Equities
SPINNAKER ETF SERIES UVA UNCONSTRAIND
2500-12-31
N/A
1532.00
40077.12
Equities
TIDAL ETF TR SOUND EQUITY INM
549300GE3V0GYJ131M18
2500-12-31
N/A
2519.00
62914.80
Equities
TIMOTHY PLAN U S SM CP CORE
549300C6ZSD0DJ1FGO83
2500-12-31
N/A
3084.00
106122.60
Equities
Y
2022-02-28
2022-02-28
2022-03-18
Y
BOFA SECURITIES INC
1.0000
90
N
N
N
0.0032
9000422.46
9000422.46
0.0034
N
N
N
Y
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 0.160000%
RUC0QBLBRPRCU4W1NE59
0000772028
ARP0RSK35
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
LLOYDS TSB GROUP PLC SUB GLBL COCO 45
549300PPXHEU2JF0AM85
2045-12-01
5.300000
200000.00
272596.56
Corporate Debt Securities
BRITISH COLUMBIA PROV CDA SR GLBL 24
54930058TO7MEKUHWL16
2024-09-27
1.750000
17000.00
17444.76
Corporate Debt Securities
CISCO SYS INC SR GLBL NT5.9%39
549300LKFJ962MZ46593
2039-02-15
5.900000
3325000.00
4831119.71
Corporate Debt Securities
MIZUHO FINANCIAL GROUP INC SR GLBL NT 30
353800CI5L6DDAN5XZ33
2030-07-16
3.153000
203000.00
216370.83
Corporate Debt Securities
TRUIST FINL CORP ALT TIER I PERP
549300DRQQI75D2JP341
2500-12-31
5.125000
8000.00
8727.12
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD 26
C7PVKCRGLG18EBQGZV36
2026-04-14
1.050000
127000.00
125958.81
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-08-31
1.375000
10900.00
11047.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-31
1.500000
14800.00
15100.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-15
0.625000
3700.00
3686.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-27
0.00
100.00
99.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-23
0.00
708700.00
708663.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-03
0.00
300.00
299.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
5000.00
5548.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
3.000000
4900.00
6009.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
2.000000
32200.00
32782.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
20000.00
21172.24
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0016
6000000.00
6000000.00
0.0023
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.430000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RSNL2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
TEKKORP DIGITAL ACQUISITN CORP CL A
2500-12-31
N/A
15180.00
149978.40
Equities
ARROWROOT ACQUISITION CORP CL A COM
2500-12-31
N/A
14500.00
140795.00
Equities
ASLAN PHARMACEUTICALS LTD ADS
549300L9VD6FZWFBND47
2500-12-31
N/A
101358.00
150009.84
Equities
ATHLON ACQUISITION CORP COM CL A
2500-12-31
N/A
15322.00
150002.38
Equities
DEUTSCHE BK AG LONDON BRH DB GOLD DBL LNG
2500-12-31
N/A
3995.00
149983.09
Equities
DIGITAL TRANSFORMATN OPT CORP CLASS A COM
2049-01-01
N/A
38260.00
3711.22
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2021 MUNI
549300L84601864M3N62
2500-12-31
N/A
3125.00
78875.00
Equities
INVESCO EXCH TRD SLF IDX FD TR BULLSHS 21 USD
549300O3MGIPKSPU4280
2500-12-31
N/A
634.00
15773.92
Equities
ISHARES INC ASIA/PAC DIV ETF
549300N95BUB668QTS61
2500-12-31
N/A
2652.00
96985.76
Equities
KRANESHARES TR BLOOMBERG CHIINA
549300T76GJMCJ0ZKO67
2500-12-31
N/A
1125.00
39701.25
Equities
PIMCO EQUITY SER RAFI DYN MULTI
2500-12-31
N/A
4618.00
133044.58
Equities
SPDR INDEX SHS FDS MSCI WRLD STRGIC
549300L6NXGVZIUJB982
2500-12-31
N/A
736.00
79519.50
Equities
SEQUANS COMMUNICATIONS S A SPONSORED ADS
969500G8ZIY1D601KJ66
2500-12-31
N/A
13569.00
72187.08
Equities
SIO GENE THERAPIES INC COMMON
529900F0GBLJ6D003G43
2500-12-31
N/A
95540.00
149997.80
Equities
TRANSAMERICA ETF TR DELTASHS S&P
549300CHOYI8JFLKTT86
2500-12-31
N/A
83.00
4329.27
Equities
VIRTUS ETF TR II NEWFLEET HIG YLD
2500-12-31
N/A
358.00
8634.96
Equities
BRIDGETOWN HOLDINGS LTD COM CL A
2500-12-31
N/A
15228.00
149995.80
Equities
DEEP LAKE CAPITAL ACQUSTN CORP CL A SHS
2500-12-31
N/A
15354.00
150008.58
Equities
SCION TECH GROWTH II CL A SHS
2500-12-31
N/A
15032.00
147614.24
Equities
KAIROS ACQUISITION CORP CL A SHS
2500-12-31
N/A
15368.00
149991.68
Equities
PROSPECTOR CAPITAL CORP CL A
2500-12-31
N/A
15368.00
149991.68
Equities
RMG ACQUISITION CORP III CL A SHS
2500-12-31
N/A
15336.00
149986.08
Equities
SARISSA CAPITAL ACQUISITN CORP CL A
5493004KJWPWVA1PD410
2500-12-31
N/A
11657.00
114704.88
Equities
ETF SER SOLUTIONS AAM S&P DEV MK
2500-12-31
N/A
140.00
3199.77
Equities
FRANKLIN TEMPLETON ETF TR LIBERTYQ EQUTY
549300JHHNB9812HZJ73
2500-12-31
N/A
141.00
5773.46
Equities
FRANKLIN TEMPLETON ETF TR FTSE SAUDI ARB
549300JHXHA1YOKDTF39
2500-12-31
N/A
414.00
13989.35
Equities
GENFIT S A ADS
969500XPWN2DMZQA5X73
2500-12-31
N/A
7215.00
23881.65
Equities
GLOBAL X FDS CHINA INOVATION
549300M0WIQYVSLI3748
2500-12-31
N/A
1164.00
21978.65
Equities
GLOBAL X FDS CHINA BIOTECHINV
549300FG1QKEEHYYX653
2500-12-31
N/A
1690.00
26660.93
Equities
GUINNESS ATKINSON FDS SMARTETFS ASIA
5493006E0KSEBGDM0P72
2500-12-31
N/A
281.00
4911.71
Equities
GUINNESS ATKINSON FDS SMARTETFS ADVER
549300QF3M5T2X6BFE86
2500-12-31
N/A
441.00
12495.21
Equities
HIGHLAND FDS I HI LD IBOXX SRLN
254900KZ9XGLUQ76VB43
2500-12-31
N/A
6103.00
96793.58
Equities
IMPACT SHS TR I SUS DV GGE ETF
2500-12-31
N/A
544.00
15673.51
Equities
INDEXIQ ETF TR IQ S&P HGH YLD
2500-12-31
N/A
4593.00
113263.38
Equities
INVESCO EXCH TRADED FD TR II FTSE INTL LOW
5493005I65PFO0XN9U48
2500-12-31
N/A
533.00
15799.13
Equities
B RILEY PRIN 250 MERGER CORP CLASS A COM
2500-12-31
N/A
15384.00
149994.00
Equities
YATSEN HLDG LTD ADS
2500-12-31
N/A
52450.00
150007.00
Equities
LAZARD GROWTH ACQUISITION CORP CL A ORD SHS
2500-12-31
N/A
15352.00
149989.04
Equities
Y
2022-05-31
2022-05-31
2022-06-22
Y
JP MORGAN SECURITIES LLC
1.0000
182
N
N
N
0.0043
3000061.14
3000061.14
0.0011
N
N
N
Y
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.130000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0RSY89
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NAVIENT CORPORATION SR GLBL NT5.5%29
54930067J0ZNOEBRW338
2029-03-15
5.500000
2000.00
1988.74
Corporate Debt Securities
BANK NOVA SCOTIA B C ALT TIER I PERP
L3I9ZG2KFGXZ61BMYR72
2500-12-31
4.650000
1129000.00
1103541.05
Corporate Debt Securities
INTERPUBLIC GROUP COS INC SR GLBL NT 30
5493008IUOJ5VWTRC333
2030-03-30
4.750000
1786000.00
2099169.15
Corporate Debt Securities
MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27
2027-06-20
6.500000
225.00
244.32
Corporate Debt Securities
MITSUBISHI UFJ FINANCIAL GROUP SR GLBL FL NT 23
353800V2V8PUY9TK3E06
2023-03-02
0.859630
57000.00
57533.82
Corporate Debt Securities
NCL CORP LTD SR SEC GLBL 26
UNZWILHE4KMRP9K2L524
2026-02-01
10.250000
88000.00
104181.61
Corporate Debt Securities
OCCIDENTAL PETE CORP SR GLBL NT3.4%26
IM7X0T3ECJW4C1T7ON55
2026-04-15
3.400000
471000.00
470740.95
Corporate Debt Securities
ORIX CORP SR GLBL NT 24
35380016EMHNBOVYE123
2024-12-04
3.250000
22000.00
23584.42
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR NT 4.75%44
1HNPXZSMMB7HMBMVBS46
2044-02-15
4.750000
59000.00
61975.03
Corporate Debt Securities
SABRE GLBL INC SR SEC GLBL 25
F2TJC7HPPHLHU1AQMP98
2025-09-01
7.375000
15000.00
15871.54
Corporate Debt Securities
TOPAZ SOLAR FARMS LLC SR SEC GLBL 39
2039-09-30
5.750000
1224.00
1476.69
Corporate Debt Securities
VERITAS US INC/VERITAS BERMUDA SR SEC 144A NT25
2025-09-01
7.500000
2000.00
2106.04
Corporate Debt Securities
TOYOTA INDS CORP SR GLBL REGS 28
35380000WKGEAHEMW830
2028-03-16
3.566000
6067000.00
6610300.52
Corporate Debt Securities
Y
2021-12-03
2021-12-03
2021-12-03
N
N
N
0.0011
10000014.80
10000014.80
0.0038
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.070000%
549300QJJX6CVVUXLE15
0001317808
ARP0RSYL0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
2.250000
4817200.00
5099546.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-06-30
2.000000
200.00
208.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-05-15
0.625000
100.00
93.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
100.00
94.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
600.00
917.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
100.00
126.49
U.S. Treasuries (including strips)
Y
2021-12-07
2021-12-07
2022-03-01
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0007
5000000.00
5000000.00
0.0019
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.130000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0RTE22
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
GNMI SF AY3765 X
549300M8ZYFG0OCMTT87
2047-03-15
4.500000
1319.00
128.48
Agency Mortgage-Backed Securities
NAVIENT CORPORATION SR GLBL NT5.5%29
54930067J0ZNOEBRW338
2029-03-15
5.500000
2000.00
1988.74
Corporate Debt Securities
XIAOMI BEST TIME INTERNATIONAL SR REGS BD 31
254900IGJCVEY8WNJT74
2031-07-14
2.875000
1100000.00
1091531.22
Corporate Debt Securities
DONNELLEY R R & SONS CO SR SEC GLBL 26
SU4X0P4WWRGOQDTSV032
2026-11-01
6.125000
2000.00
2204.41
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT3.3%27
INR2EJN1ERAN0W5ZP974
2027-02-06
3.300000
4000.00
4381.56
Corporate Debt Securities
SYDNEY AIRPORT FINANCE COM PTY SR SEC 144A NT26
549300MJAANHLHOVTO40
2026-04-28
3.625000
2000.00
2134.38
Corporate Debt Securities
VERITAS US INC/VERITAS BERMUDA SR SEC 144A NT25
2025-09-01
7.500000
2000.00
2106.04
Corporate Debt Securities
ENEL FIN INTL N.V. 3.5%28
0YQH6LCEF474UTUV4B96
2028-04-06
3.500000
6000000.00
6499620.00
Corporate Debt Securities
APA CORPORATION SR GLBL NT 27
72ZZ1XRHOOU9P9X16K08
2027-11-15
4.875000
710000.00
763293.49
Corporate Debt Securities
CNOOC FIN 2013 LTD SR GLBL NT 29
5493006KAH3PSSMCES09
2029-09-30
2.875000
3500000.00
3620090.83
Corporate Debt Securities
CITIBANK N A SR GLBL NT 24
E57ODZWZ7FF32TWEFA76
2024-01-23
3.650000
4570000.00
4880423.60
Corporate Debt Securities
FLAGSTAR MTG TR 2020-2 A-2 20500825 FLT
2050-08-25
3.000000
3.00
1.13
Private Label Collateralized Mortgage Obligations
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
200.00
209.49
U.S. Treasuries (including strips)
Y
2021-12-06
2021-12-06
2021-12-06
N
N
N
0.0010
16000076.96
16000076.96
0.0061
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.055000%
549300H47WTHXPU08X20
ARP0RTQ45
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-30
1.500000
50754400.00
51000051.30
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
50000000.00
50000000.00
0.0190
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.050000%
549300HN4UKV1E2R3U73
0001675365
ARP0RTS68
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.000 CTMA4501
B1V7KEBTPIMZEU4LTD58
2041-11-01
2.000000
13724112.00
13918982.19
Agency Mortgage-Backed Securities
FNMS 02.500 CICA8737
B1V7KEBTPIMZEU4LTD58
2036-02-01
2.500000
61150471.00
58181018.44
Agency Mortgage-Backed Securities
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
70000000.00
70000000.00
0.0266
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.220000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0RTSB7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ACE SECS HEQ 2005-HE2 M-6 20350425 FLT
2035-04-25
1.216630
640245.00
639510.11
Asset-Backed Securities
CWABS INC 2005-BC4 M-8 20350425 FLT
2035-04-25
2.041630
154000.00
155651.16
Asset-Backed Securities
NATIONAL COLL ST LN TR 2005-1 B 20350325 FLT
635400YFCYTJSI5XDJ17
2035-03-25
0.472000
3881542.00
3477979.80
Asset-Backed Securities
SECURITIZED ASSET REC 2006-OP1 M-6 20351025 FLT
2035-10-25
1.096630
4000000.00
3777203.39
Asset-Backed Securities
Y
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0022
7000000.00
7000000.00
0.0027
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.160000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0RTSC5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMC STACR 2014-DN2 M-3 20240425 FLT
S6XOOCT0IEG5ABCC6L87
2024-04-25
3.692000
5495086.00
3102606.80
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA2 B-1 20490426 FLT
549300NKHCH87PYOHD44
2049-04-26
4.192000
7089022.00
7247715.27
Private Label Collateralized Mortgage Obligations
Y
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0016
9000000.00
9000000.00
0.0034
N
N
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 0.050000%
M67H5PRC0NQKM73ZAS82
ARP0RTSD3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-20
0.00
4511900.00
4511543.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-31
1.625000
5604700.00
5688473.14
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
10000000.00
10000000.00
0.0038
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.050000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0RTSG6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLCA7646
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
37822629.00
36050050.48
Agency Mortgage-Backed Securities
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
35000000.00
35000000.00
0.0133
N
Y
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 0.050000%
7LTWFZYICNSX8D621K86
0001022437
ARP0RTSL5
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
2024-07-15
0.375000
10279100.00
10200015.17
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
10000000.00
10000000.00
0.0038
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.060000%
ZBUT11V806EZRVTWT807
0000782124
ARP0RTST8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2021-193 AC
549300M8ZYFG0OCMTT87
2049-11-20
1.250000
1641420.00
1670236.68
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2051-12-25
0.270000
5647360.00
5539769.32
Agency Collateralized Mortgage Obligation
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
7000000.00
7000000.00
0.0027
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.050000%
254900Y8NKGV541U8Q32
0001457970
ARP0RTSZ4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
0.125000
101329300.00
101000161.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
0.375000
44386700.00
44000107.52
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
145000000.00
145000000.00
0.0551
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.050000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0RTT75
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
2023-04-30
2.750000
2953200.00
3060073.37
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
3000000.00
3000000.00
0.0011
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.170000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0RTT91
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
EDOC ACQUISITION CORP CL A
2500-12-31
N/A
9813.00
99994.47
Equities
PROSPECTOR CAPITAL CORP CL A
2500-12-31
N/A
10245.00
99991.20
Equities
SILVER SPIKE ACQUISITN CORP II CLASS A ORD SHS
2500-12-31
N/A
10214.00
99995.06
Equities
VICKERS VANTAGE CORP I SHS
2500-12-31
N/A
7716.00
77622.96
Equities
POPULATION HEALTH INVS CO INC SHS CL A
2500-12-31
N/A
10193.00
99993.33
Equities
ACE GLOBAL BUSINESS ACQU LTD ORDINARY SHARES
2500-12-31
N/A
6180.00
62294.40
Equities
AGBA ACQUISITION LTD SHS
5493006NA1XBERP7JE98
2500-12-31
N/A
9049.00
99991.45
Equities
DEEP LAKE CAPITAL ACQUSTN CORP CL A SHS
2500-12-31
N/A
10235.00
99995.95
Equities
FTAC ATHENA ACQUISITION CORP CL A SHS
2500-12-31
N/A
10060.00
99996.40
Equities
GOLDENBRIDGE ACQUISITION LTD SHS
2500-12-31
N/A
5064.00
50386.80
Equities
PERFORMANCE FOOD GROUP CO COM
549300EUK8GR9IT1YK57
2500-12-31
N/A
2382.00
99972.54
Equities
STANLEY BLACK & DECKER INC COM
549300DJ09SMTO561131
2500-12-31
N/A
543.00
99993.45
Equities
THUNDER BRIDGE CAP PRTNRS III COM CL A
2500-12-31
N/A
10214.00
99995.06
Equities
TUSCAN HLDGS CORP II COM
549300PT0K8ZAABWJU18
2500-12-31
N/A
9852.00
99997.80
Equities
VISTAS MEDIA ACQUISITION CO IN COM CL A
2500-12-31
N/A
9089.00
92071.57
Equities
YELLOWSTONE ACQUISITION CO COM CL A
2500-12-31
N/A
9852.00
99997.80
Equities
BERKSHIRE HATHAWAY INC DEL CL B NEW
5493000C01ZX7D35SD85
2500-12-31
N/A
354.00
99870.48
Equities
EDIFY ACQUISITION CORP CL A
2500-12-31
N/A
10256.00
99996.00
Equities
LIONHEART ACQUISITION CORP II COM CL A
2500-12-31
N/A
10030.00
99999.10
Equities
AMERICAN ACQUISITION OPPT INC CLASS A COM
2500-12-31
N/A
1313.00
13116.87
Equities
ORION BIOTECH OPPORTUNTES CORP CLASS A ORD SHS
2500-12-31
N/A
1094.00
10644.62
Equities
ARIES I ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
10010.00
99999.90
Equities
CENTENNIAL RESOURCE DEV INC CL A
529900NXUJPOKU7OJ511
2500-12-31
N/A
8619.00
54730.65
Equities
GIGINTERNATIONAL1 INC COM
2500-12-31
N/A
10070.00
99995.10
Equities
LAM RESEARCH CORP COM
549300I4GMO6D34U1T02
2500-12-31
N/A
146.00
99358.84
Equities
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0017
2000000.00
2000000.00
0.0008
N
Y
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 0.170000%
549300LCO2FLSSVFFR64
0000050916
ARP0RTTD2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMC REMIC SERIES K-746 A-2 20280925 2.0
S6XOOCT0IEG5ABCC6L87
2028-09-25
2.031000
4870221.00
5003860.27
Agency Collateralized Mortgage Obligation
DUKE ENERGY CORP NEW GLBL NT 2.55%31
I1BZKREC126H0VB1BL91
2031-06-15
2.550000
1081000.00
1081250.43
Corporate Debt Securities
BANK OF MONTREAL FR 3.3%020524
NQQ6HPCNCCU6TUTQYE16
2024-02-05
3.300000
764000.00
809566.23
Corporate Debt Securities
BNP PARIBAS FR 2.588%081235
R0MUWSFPU8MPRO8K5P83
2035-08-12
2.588000
200000.00
192918.80
Corporate Debt Securities
CENOVUS ENERGY INC GLBL NT 2.65%32
549300NKHFE6ZRF37I48
2032-01-15
2.650000
586000.00
564949.74
Corporate Debt Securities
CREDIT AGRICOLE S A FR 3.25%011430
969500TJ5KRTCJQWXH05
2030-01-14
3.250000
1396000.00
1456513.50
Corporate Debt Securities
DIAMONDBACK ENERGY INC SR GLBL NT4.4%51
549300R22LSX6OHWEN64
2051-03-24
4.400000
902000.00
1019915.45
Corporate Debt Securities
NORTHWESTERN MUT LIFE INS CO SUB 144A NT 40
1DU7IM20QESYGDO4HO54
2040-03-30
6.063000
12000.00
17131.02
Corporate Debt Securities
PROVINCE OF QUEBEC SR GLBL QS NT 27
549300WN65YFEQH74Y36
2027-04-12
2.750000
377000.00
403426.44
Corporate Debt Securities
PROVINCE OF QUEBEC FR 6.35%013026
549300WN65YFEQH74Y36
2026-01-30
6.350000
740000.00
891860.33
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-05-15
2.250000
11000.00
11551.68
U.S. Treasuries (including strips)
Y
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0017
11000000.00
11000000.00
0.0042
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.050000%
549300QJJX6CVVUXLE15
0001317808
ARP0RTTG5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.500 CLSD8183
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.500000
33081179.00
33990047.64
Agency Mortgage-Backed Securities
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
33000000.00
33000000.00
0.0125
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.050000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0RTTK6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2021-199 GT
549300M8ZYFG0OCMTT87
2051-11-20
5.500000
4034593.00
4416308.09
Agency Collateralized Mortgage Obligation
GNII SF MA1996 M
549300M8ZYFG0OCMTT87
2044-06-20
4.000000
116266118.00
13839256.15
Agency Mortgage-Backed Securities
GNII SF MA7473 M
549300M8ZYFG0OCMTT87
2051-07-20
3.000000
12579213.00
12644478.79
Agency Mortgage-Backed Securities
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
30000000.00
30000000.00
0.0114
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0RTTL4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-08-15
2.875000
3451400.00
4095018.37
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
4014689.00
4014689.00
0.0015
N
Y
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 0.080000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD16XZP9
Non-Negotiable Time Deposit
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0008
21000000.00
21000000.00
0.0080
N
Y
Y
N
DNB BANK ASA (CAYMAN ISLANDS BRANCH)
DNB BANK ASA (CAYMAN ISLANDS BRANCH) 0.070000%
0001498632
ATD16XZX2
Non-Negotiable Time Deposit
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0007
39000000.00
39000000.00
0.0148
N
Y
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.080000%
ZUHK7JXNDU6FLQ1O6482
ATD16XZY0
Non-Negotiable Time Deposit
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0008
7000000.00
7000000.00
0.0027
N
Y
Y
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 0.060000%
M312WZV08Y7LYUC71685
0001367624
ATD16Y174
Non-Negotiable Time Deposit
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
22000000.00
22000000.00
0.0084
N
Y
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.080000%
ZUHK7JXNDU6FLQ1O6482
ATD16Z2L9
Non-Negotiable Time Deposit
Y
2021-12-03
2021-12-03
2021-12-03
N
N
N
0.0008
2000000.00
2000000.00
0.0008
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
ATD16Z2Q8
Non-Negotiable Time Deposit
Y
2021-12-03
2021-12-03
2021-12-03
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
ATD16Z312
Non-Negotiable Time Deposit
Y
2021-12-03
2021-12-03
2021-12-03
N
N
N
0.0008
26000000.00
26000000.00
0.0099
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
ATD16ZXJ0
Non-Negotiable Time Deposit
Y
2021-12-06
2021-12-06
2021-12-06
N
N
N
0.0008
29000000.00
29000000.00
0.0110
N
N
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.060000%
PTCQB104N23FMNK2RZ28
0000891478
ATD16ZXN1
Non-Negotiable Time Deposit
Y
2021-12-06
2021-12-06
2021-12-06
N
N
N
0.0006
20000000.00
20000000.00
0.0076
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
ATD170QU9
Non-Negotiable Time Deposit
Y
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0008
25000000.00
25000000.00
0.0095
N
N
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.060000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD170QY1
Non-Negotiable Time Deposit
Y
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0006
9000000.00
9000000.00
0.0034
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.060000%
F8SB4JFBSYQFRQEH3Z21
0000833029
ATD170R12
Non-Negotiable Time Deposit
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
17000000.00
17000000.00
0.0065
N
Y
Y
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.060000%
2549003L5ZG5M2ZSE107
0001503859
ATD170R20
Non-Negotiable Time Deposit
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
10000000.00
10000000.00
0.0038
N
Y
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.070000%
529900HNOAA1KXQJUQ27
0000800178
ATD170R46
Non-Negotiable Time Deposit
Y
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0007
26000000.00
26000000.00
0.0099
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 0.080000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD170R53
Non-Negotiable Time Deposit
Y
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0008
18000000.00
18000000.00
0.0068
N
N
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 0.090000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD170R87
Non-Negotiable Time Deposit
Y
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0009
26000000.00
26000000.00
0.0099
N
N
Y
N
DNB BANK ASA (CAYMAN ISLANDS BRANCH)
DNB BANK ASA (CAYMAN ISLANDS BRANCH) 0.060000%
0001498632
ATD170R95
Non-Negotiable Time Deposit
Y
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0006
40000000.00
40000000.00
0.0152
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD170RA2
Non-Negotiable Time Deposit
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
31000000.00
31000000.00
0.0118
N
Y
Y
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.060000%
2549003L5ZG5M2ZSE107
0001503859
ATD170RP9
Non-Negotiable Time Deposit
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
3000000.00
3000000.00
0.0011
N
Y
Y
N
The Charles Schwab Family of Funds
2021-12-07
Mark Fischer
Mark Fischer
Chief Financial Officer