0001145549-22-006012.txt : 20220207
0001145549-22-006012.hdr.sgml : 20220207
20220207164803
ACCESSION NUMBER: 0001145549-22-006012
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220131
FILED AS OF DATE: 20220207
DATE AS OF CHANGE: 20220207
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: 22598198
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000038267
Ultra Shares
SNAXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2022-01-31
0000857156
549300I77JNLD629OV19
S000004508
2
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
Deloitte & Touche LLP
Denver
CO
Charles Schwab Investment Management, Inc.
BNY Mellon Investment Servicing (US) Inc.
0000849542
084-01761
N
N
N
Prime
Y
37
48
16665869003.16
16522195241.67
12374969151.66
13713542734.95
33833314209.03
33481097341.55
33280464774.66
33314175406.98
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0.1666
0.1864
0.4506
0.4487
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11575834.24
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491822037.76
770763559.08
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0.00
1713397914.83
2337747329.74
0.0003
Y
Investment Advisor and its affiliates Contractual 229,490 Investment Advisor and its affiliates Voluntary 7,058,698
C000038267
1000000.00
31952614617.11
31951418356.0510
1.0000
1.0000
1.0000
0.9999
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587715650.48
437536956.43
844612185.67
0.00
0.00
2058596249.09
2954778211.98
0.0003
Y
Investment Advisor and its affiliates Contractual 177,727 Investment Advisor and its affiliates Voluntary 1,596,808
ABAG Finance Auth
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00037CEK2
549300EWVCCTI6O2KU84
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Variable Rate Demand Note
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2022-02-07
2022-02-07
2031-11-01
Y
Wells Fargo Bank NA
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N
0.0010
17550000.00
17550000.00
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N
Y
N
ANTALIS SA (ILE-DE-FRANCE)
ANTALIS SA (ILE-DE-FRANCE) 0.000000%
03664BB47
549300G2LM2ZKZ0X4Y50
Asset Backed Commercial Paper
Y
2022-02-04
2022-02-04
2022-02-04
N
Y
Societe Generale SA
1.0000
N
0.0008
45349622.23
45349622.23
0.0006
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
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JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
Y
2022-06-21
2022-06-21
2022-06-21
N
N
N
0.0039
46928023.26
46928023.26
0.0006
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000%
05253CGL4
JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
Y
2022-07-20
2022-07-20
2022-07-20
N
N
N
0.0053
209479374.30
209479374.30
0.0028
N
N
N
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 0.200000%
05586FXQ5
R0MUWSFPU8MPRO8K5P83
Certificate of Deposit
Y
2022-02-01
2022-08-01
2022-08-01
N
N
N
0.0021
198987934.63
198987934.63
0.0027
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.140000%
06054R3E0
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2022-02-01
2022-05-04
2022-05-04
N
N
N
0.0014
244984128.90
244984128.90
0.0033
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.330000%
06054R3M2
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2022-07-05
2022-07-05
2022-07-05
N
N
N
0.0048
197874408.60
197874408.60
0.0027
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.140000%
06367CJR9
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2022-02-14
2022-02-14
2022-02-14
N
N
N
0.0008
334008436.84
334008436.84
0.0045
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
0.0009
129004445.34
129004445.34
0.0018
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.140000%
06367CKF3
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2022-02-25
2022-02-25
2022-02-25
N
N
N
0.0009
290010460.30
290010460.30
0.0039
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
0.0015
262002887.24
262002887.24
0.0036
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
0.0007
239990467.20
239990467.20
0.0033
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.000000%
06417KCB3
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2022-03-11
2022-03-11
2022-03-11
N
N
N
0.0009
68993347.02
68993347.02
0.0009
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.190000%
06417LQK6
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2022-02-01
2022-02-22
2022-02-22
N
N
N
0.0007
500039405.00
500039405.00
0.0068
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.230000%
06417LQL4
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2022-02-01
2022-05-23
2022-05-23
N
N
N
0.0013
142043274.50
142043274.50
0.0019
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.200000%
06417MPW9
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-02-01
2022-02-24
2022-02-24
N
N
N
0.0007
230019467.20
230019467.20
0.0031
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.160000%
06417MRP2
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-02-01
2022-06-23
2022-06-23
N
N
N
0.0016
90001786.50
90001786.50
0.0012
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.160000%
06417MRQ0
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-02-01
2022-06-24
2022-06-24
N
N
N
0.0016
288004605.12
288004605.12
0.0039
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.220000%
06417MUC7
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2022-03-22
2022-03-22
2022-03-22
N
N
N
0.0013
282536075.25
282536075.25
0.0038
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.160000%
06742TA71
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2022-02-01
2022-04-07
2022-04-07
N
N
N
0.0011
253027814.82
253027814.82
0.0034
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.160000%
06742TB47
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2022-02-01
2022-04-13
2022-04-13
N
N
N
0.0011
192023036.16
192023036.16
0.0026
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.350000%
06742TE77
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2022-07-01
2022-07-01
2022-07-01
N
N
N
0.0051
959360563.20
959360563.20
0.0130
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744RB23
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2022-02-02
2022-02-02
2022-02-02
N
N
N
0.0008
171999282.76
171999282.76
0.0023
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744RB31
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2022-02-03
2022-02-03
2022-02-03
N
N
N
0.0008
331997925.00
331997925.00
0.0045
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744RB49
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2022-02-04
2022-02-04
2022-02-04
N
N
N
0.0008
120998992.07
120998992.07
0.0016
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MC20
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2022-03-02
2022-03-02
2022-03-02
N
Y
Societe Generale SA
1.0000
N
0.0012
9999041.70
9999041.70
0.0001
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MD45
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2022-04-04
2022-04-04
2022-04-04
N
Y
Societe Generale SA
1.0000
N
0.0023
84965192.50
84965192.50
0.0012
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MD78
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2022-04-07
2022-04-07
2022-04-07
N
Y
Societe Generale SA
1.0000
N
0.0024
7996436.00
7996436.00
0.0001
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MD86
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2022-04-08
2022-04-08
2022-04-08
N
Y
Societe Generale SA
1.0000
N
0.0025
46978481.99
46978481.99
0.0006
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274MB12
VDYMYTQGZZ6DU0912C88
Financial Company Commercial Paper
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0007
314999429.85
314999429.85
0.0043
N
Y
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274MB20
VDYMYTQGZZ6DU0912C88
Financial Company Commercial Paper
Y
2022-02-02
2022-02-02
2022-02-02
N
N
N
0.0007
29999891.70
29999891.70
0.0004
N
N
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.080000%
0727MCTV9
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2022-02-03
2022-02-03
2022-02-03
N
N
N
0.0008
389000163.38
389000163.38
0.0053
N
N
Y
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BE99
Asset Backed Commercial Paper
Y
2022-05-09
2022-05-09
2022-05-09
N
Y
Royal Bank of Canada
1.0000
N
0.0029
164870640.00
164870640.00
0.0022
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BEG3
Asset Backed Commercial Paper
Y
2022-05-16
2022-05-16
2022-05-16
N
Y
Royal Bank of Canada
1.0000
N
0.0029
99915417.00
99915417.00
0.0014
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BFQ0
Asset Backed Commercial Paper
Y
2022-06-24
2022-06-24
2022-06-24
N
Y
Royal Bank of Canada
1.0000
N
0.0035
39943840.00
39943840.00
0.0005
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.180000%
07644CHP8
Asset Backed Commercial Paper
Y
2022-02-01
2022-05-02
2022-05-02
N
Y
Royal Bank of Canada
1.0000
N
0.0015
95001172.30
95001172.30
0.0013
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.190000%
07644CHT0
Asset Backed Commercial Paper
Y
2022-02-01
2022-06-29
2022-06-29
N
Y
Royal Bank of Canada
1.0000
N
0.0014
100010257.00
100010257.00
0.0014
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.190000%
07644DLH9
Asset Backed Commercial Paper
Y
2022-02-01
2022-06-27
2022-06-27
N
Y
Royal Bank of Canada
1.0000
N
0.0014
83008455.21
83008455.21
0.0011
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.240000%
07644DLM8
Asset Backed Commercial Paper
Y
2022-02-01
2022-08-25
2022-08-25
N
Y
Royal Bank of Canada
1.0000
N
0.0020
100008562.00
100008562.00
0.0014
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.200000%
07645RCX2
Asset Backed Commercial Paper
Y
2022-02-01
2022-09-01
2022-09-01
N
Y
Royal Bank of Canada
1.0000
N
0.0016
6000523.80
6000523.80
0.0001
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MB29
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2022-02-02
2022-02-02
2022-02-02
N
Y
Societe Generale SA
1.0000
N
0.0009
38999815.92
38999815.92
0.0005
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MC85
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2022-03-08
2022-03-08
2022-03-08
N
Y
Societe Generale SA
1.0000
N
0.0015
132980715.00
132980715.00
0.0018
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MD43
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2022-04-04
2022-04-04
2022-04-04
N
Y
Societe Generale SA
1.0000
N
0.0023
76968468.50
76968468.50
0.0010
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.330000%
08224TAW9
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2022-04-21
2022-04-21
2022-04-21
N
Y
Societe Generale SA
1.0000
N
0.0034
126998581.41
126998581.41
0.0017
N
N
N
N
BLUE MOUNTAIN ENTERPRISES, LLC
VARIABLE RATE DEMAND BONDS SERIES 2013 0.120000%
095770AA1
5493002IBX1P8Z363V65
US095770AA14
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2043-09-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0012
2690000.00
2690000.00
0.0000
N
N
Y
N
BNP PARIBAS (NEW YORK BRANCH)
BNP PARIBAS (NEW YORK BRANCH) 0.000000%
09659CBE7
R0MUWSFPU8MPRO8K5P83
Financial Company Commercial Paper
Y
2022-02-14
2022-02-14
2022-02-14
N
N
N
0.0006
62998652.43
62998652.43
0.0009
N
N
N
N
Brownsville
CP Series A 0.300000%
11647YAA9
Non-Financial Company Commercial Paper
Y
2022-04-14
2022-04-14
2022-04-14
N
Y
Bank of America NA
1.0000
N
0.0035
26997219.00
26997219.00
0.0004
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3B19
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2022-02-01
2022-02-01
2022-02-01
N
Y
Citibank NA
1.0000
N
0.0008
5099989.39
5099989.39
0.0001
N
Y
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UB18
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2022-02-01
2022-02-01
2022-02-01
N
Y
Citibank NA
1.0000
N
0.0008
21199955.90
21199955.90
0.0003
N
Y
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UBN0
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2022-02-22
2022-02-22
2022-02-22
N
Y
Citibank NA
1.0000
N
0.0009
24998655.50
24998655.50
0.0003
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UF14
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2022-06-01
2022-06-01
2022-06-01
N
Y
Citibank NA
1.0000
N
0.0031
45952534.44
45952534.44
0.0006
N
N
N
N
CAISSE DES DEPOTS ET CONSIGNATIONS
CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
12800BBR2
969500Q2PFTTP0Y5QL44
0001056947
Financial Company Commercial Paper
Y
2022-02-25
2022-02-25
2022-02-25
N
N
N
0.0007
24781812.40
24781812.40
0.0003
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
0.0008
999983.33
999983.33
0.0000
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802WBU7
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2022-02-28
2022-02-28
2022-02-28
N
N
N
0.0009
433968942.96
433968942.96
0.0059
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802WD76
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2022-04-07
2022-04-07
2022-04-07
N
N
N
0.0019
186934518.21
186934518.21
0.0025
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802WDL5
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2022-04-20
2022-04-20
2022-04-20
N
N
N
0.0023
344828900.70
344828900.70
0.0047
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
0.0024
324814298.25
324814298.25
0.0044
N
N
N
N
Calhoun Cnty Navigation IDA
PORT RB (FORMOSA PLASTICS) SERIES 2011C 0.090000%
129733AD3
US129733AD30
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2031-09-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
N
N
N
0.0009
15000000.00
15000000.00
0.0002
N
N
Y
N
Calhoun Port Auth
ENVIRONMENTAL FACILITIES RB (FORMOSA PLASTICS) SERIES 2008 0.090000%
129884AD4
US129884AD45
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2038-11-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0009
31300000.00
31300000.00
0.0004
N
N
Y
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
0.0084
239103285.60
239103285.60
0.0033
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
0.0035
254920432.35
254920432.35
0.0035
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.290000%
13606CZZ0
549300H8L46OOZOFHU82
0000800030
Certificate of Deposit
Y
2022-06-07
2022-06-07
2022-06-07
N
N
N
0.0037
199944910.00
199944910.00
0.0027
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.330000%
13606KBJ4
549300H8L46OOZOFHU82
0000800030
Certificate of Deposit
Y
2022-07-05
2022-07-05
2022-07-05
N
N
N
0.0047
99941084.00
99941084.00
0.0014
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.000000%
13608BB11
2IGI19DL77OX0HC3ZE78
0000800030
Financial Company Commercial Paper
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0007
96999824.43
96999824.43
0.0013
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.000000%
13608BF25
2IGI19DL77OX0HC3ZE78
0000800030
Financial Company Commercial Paper
Y
2022-06-02
2022-06-02
2022-06-02
N
N
N
0.0034
188780949.00
188780949.00
0.0026
N
N
N
N
CAROL ALLEN LIQUIDITY TRUST II
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2021 0.150000%
14372RAA9
US14372RAA95
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2071-12-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0015
26110000.00
26110000.00
0.0004
N
N
Y
N
CELLMARK, INC
TAXABLE NOTES SERIES 2018A 0.120000%
15118CAA8
549300JWG1LWHVNYN325
US15118CAA80
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2038-06-01
Y
Swedbank AB
1.0000
7
N
N
N
0.0012
48000000.00
48000000.00
0.0007
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UB13
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2022-02-01
2022-02-01
2022-02-01
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0008
9249980.76
9249980.76
0.0001
N
Y
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
0.0013
39994866.80
39994866.80
0.0005
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UC95
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2022-03-09
2022-03-09
2022-03-09
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0014
182974045.11
182974045.11
0.0025
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UG59
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2022-07-05
2022-07-05
2022-07-05
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0039
36937870.71
36937870.71
0.0005
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
0.0008
38999918.88
38999918.88
0.0005
N
Y
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WD12
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2022-04-01
2022-04-01
2022-04-01
N
Y
Citibank NA
1.0000
N
0.0022
49982083.50
49982083.50
0.0007
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WF10
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2022-06-01
2022-06-01
2022-06-01
N
Y
Citibank NA
1.0000
N
0.0031
71925706.08
71925706.08
0.0010
N
N
N
N
CITIBANK NA
CITIBANK NA 0.180000%
17305TX64
E57ODZWZ7FF32TWEFA76
0000036684
Certificate of Deposit
Y
2022-02-25
2022-02-25
2022-02-25
N
N
N
0.0007
139011092.20
139011092.20
0.0019
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
0.0028
294758524.80
294758524.80
0.0040
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327BGD1
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2022-07-13
2022-07-13
2022-07-13
N
N
N
0.0045
379224028.60
379224028.60
0.0052
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
0.0011
66993955.26
66993955.26
0.0009
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JC46
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-03-04
2022-03-04
2022-03-04
N
Y
JP Morgan Securities LLC
1.0000
N
0.0012
4999457.80
4999457.80
0.0001
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JCH7
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-03-17
2022-03-17
2022-03-17
N
Y
JP Morgan Securities LLC
1.0000
N
0.0017
139971125.00
139971125.00
0.0019
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
0.0019
185949489.84
185949489.84
0.0025
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JCV6
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-03-29
2022-03-29
2022-03-29
N
Y
JP Morgan Securities LLC
1.0000
N
0.0021
104965919.10
104965919.10
0.0014
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JD11
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-04-01
2022-04-01
2022-04-01
N
Y
JP Morgan Securities LLC
1.0000
N
0.0022
149946250.50
149946250.50
0.0020
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JDJ2
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-04-18
2022-04-18
2022-04-18
N
Y
JP Morgan Securities LLC
1.0000
N
0.0026
127928817.92
127928817.92
0.0017
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JE28
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-05-02
2022-05-02
2022-05-02
N
Y
JP Morgan Securities LLC
1.0000
N
0.0030
89932887.90
89932887.90
0.0012
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JEL6
549300ZLXI3T111CH173
US19424JEL61
Asset Backed Commercial Paper
Y
2022-05-20
2022-05-20
2022-05-20
N
Y
JP Morgan Securities LLC
1.0000
N
0.0030
186829575.68
186829575.68
0.0025
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JEX0
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-05-31
2022-05-31
2022-05-31
N
Y
JP Morgan Securities LLC
1.0000
N
0.0031
81916633.06
81916633.06
0.0011
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JF19
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-06-01
2022-06-01
2022-06-01
N
Y
JP Morgan Securities LLC
1.0000
N
0.0031
49948239.00
49948239.00
0.0007
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
0.0031
144847668.80
144847668.80
0.0020
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JFG6
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-06-16
2022-06-16
2022-06-16
N
Y
JP Morgan Securities LLC
1.0000
N
0.0035
117844868.94
117844868.94
0.0016
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424JGL4
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2022-07-20
2022-07-20
2022-07-20
N
Y
JP Morgan Securities LLC
1.0000
N
0.0048
30930026.18
30930026.18
0.0004
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
0.0007
291007496.16
291007496.16
0.0040
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.000000%
20272EED6
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2022-05-13
2022-05-13
2022-05-13
N
N
N
0.0027
149884825.50
149884825.50
0.0020
N
N
N
N
COOK CNTY
TAXABLE GO BONDS SERIES 2004D 0.080000%
213185FW6
5493004UMR7OX4YITE10
US213185FW60
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2030-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0008
29000000.00
29000000.00
0.0004
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.210000%
21684LCP5
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2022-02-01
2022-08-22
2022-08-22
N
N
N
0.0021
255007183.35
255007183.35
0.0035
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.210000%
21684LCR1
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2022-02-01
2022-08-25
2022-08-25
N
N
N
0.0021
300005142.00
300005142.00
0.0041
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.220000%
21684LCS9
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2022-02-01
2022-09-23
2022-09-23
N
N
N
0.0022
132001721.28
132001721.28
0.0018
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
0.0009
288012744.00
288012744.00
0.0039
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305ED18
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2022-04-01
2022-04-01
2022-04-01
N
N
N
0.0018
188944874.37
188944874.37
0.0026
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305EE25
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2022-05-02
2022-05-02
2022-05-02
N
N
N
0.0027
24983064.00
24983064.00
0.0003
N
N
N
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K1G61
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2022-07-06
2022-07-06
2022-07-06
N
N
N
0.0040
87348712.50
87348712.50
0.0012
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.070000%
23344J3T0
5493005PGG4HB3CD7345
0001694217
Certificate of Deposit
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0007
290000040.60
290000040.60
0.0039
N
Y
Y
N
Dallas-Fort Worth Int'l Airport Facility Improvement Corp
AIRPORT FACILITY RB (FLIGHTSAFETY) SERIES 1999 0.090000%
235035AL6
US235035AL63
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2032-07-01
Y
Berkshire Hathaway Inc
1.0000
7
N
N
N
0.0009
6180000.00
6180000.00
0.0001
N
N
Y
N
NEVADA DEPT OF BUSINESS & INDUSTRY
RB (BRIGHTLINE WEST PASSENGER RAIL) SERIES 2020A 0.250000%
25457VBQ8
US25457VBQ86
Other Municipal Security
Y
2022-02-01
2022-02-01
2050-01-01
N
Y
UNITED STATES TREASURY
1.0000
N
0.0030
7500000.00
7500000.00
0.0001
N
Y
Y
N
EAGLE CNTY
RB (BC HOUSING) SERIES 1997B 0.200000%
269476AB3
US269476AB37
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2027-06-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0020
1500000.00
1500000.00
0.0000
N
N
Y
N
EAGLE CNTY
RB (TARNES AT BC) SERIES 1999B 0.200000%
269476AD9
US269476AD92
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2039-05-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0020
2410000.00
2410000.00
0.0000
N
N
Y
N
Edward-Elmhurst Healthcare
TAXABLE BONDS SERIES 2018 0.080000%
28167RAA8
549300HQM2YWM7SVJY37
US28167RAA86
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2048-01-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0008
77565000.00
77565000.00
0.0011
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604DB17
7TG4VWERK338227TR435
0001560283
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0007
199999638.00
199999638.00
0.0027
N
Y
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604DB25
7TG4VWERK338227TR435
0001560283
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2022-02-02
2022-02-02
2022-02-02
N
N
N
0.0007
99999639.00
99999639.00
0.0014
N
N
Y
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
0.0007
73999064.64
73999064.64
0.0010
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604DBA7
7TG4VWERK338227TR435
0001560283
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2022-02-10
2022-02-10
2022-02-10
N
N
N
0.0007
99998194.00
99998194.00
0.0014
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
0.0007
98998033.86
98998033.86
0.0013
N
N
N
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604DBF6
7TG4VWERK338227TR435
0001560283
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2022-02-15
2022-02-15
2022-02-15
N
N
N
0.0007
96997373.24
96997373.24
0.0013
N
N
N
N
ERSTE FINANCE (DELAWARE) LLC
ERSTE FINANCE (DELAWARE) LLC 0.000000%
2960E3B18
Financial Company Commercial Paper
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0008
578998795.68
578998795.68
0.0079
N
Y
Y
N
ERSTE FINANCE (DELAWARE) LLC
ERSTE FINANCE (DELAWARE) LLC 0.000000%
2960E3B26
Financial Company Commercial Paper
Y
2022-02-02
2022-02-02
2022-02-02
N
N
N
0.0008
152999361.99
152999361.99
0.0021
N
N
Y
N
EUROPEAN INVESTMENT BANK
EUROPEAN INVESTMENT BANK 0.000000%
29878SB39
5493006YXS1U5GIHE750
0000033745
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2022-02-03
2022-02-03
2022-02-03
N
N
N
0.0005
245999077.50
245999077.50
0.0033
N
N
Y
N
Fulton Cnty Development Auth
AIRPORT FACILITY RB (FLIGHTSAFETY) SERIES 1999B 0.090000%
36004NAD1
549300533NJL38F4K144
US36004NAD12
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2028-12-01
Y
Berkshire Hathaway Inc
1.0000
7
N
N
N
0.0009
9350000.00
9350000.00
0.0001
N
N
Y
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 0.120000%
41652PAA7
549300W3L482NUDOFF24
US41652PAA75
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0012
49000000.00
49000000.00
0.0007
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W1DD5
US4497W1DD53
Financial Company Commercial Paper
Y
2022-04-13
2022-04-13
2022-04-13
N
Y
ING Bank NV
1.0000
N
0.0019
192927818.00
192927818.00
0.0026
N
N
N
N
Illinois Housing Development Auth
HOUSING BONDS SERIES 2017A2 0.110000%
45201LA21
54930053Z6M9JVHBQZ16
US45201LA214
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2048-07-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
Y
N
N
0.0011
23800000.00
23800000.00
0.0003
N
N
Y
N
Iowa Finance Auth
MIDWESTERN DISASTER AREA RB (CARGILL) SERIES 2009A 0.090000%
46246MDY1
549300NQVL49BTHOW391
US46246MDY12
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2036-06-01
Y
CARGILL INC
1.0000
7
N
N
N
0.0009
45000000.00
45000000.00
0.0006
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QCM1
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2022-03-21
2022-03-21
2022-03-21
N
N
N
0.0018
149964066.00
149964066.00
0.0020
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QDB4
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2022-04-11
2022-04-11
2022-04-11
N
N
N
0.0023
110949926.79
110949926.79
0.0015
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
0.0006
289985047.60
289985047.60
0.0039
N
N
N
N
Kenton Cnty Airport Board
SPECIAL FACILITIES RB (FLIGHTSAFETY) SERIES 2001A 0.090000%
491033AG1
US491033AG12
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2031-06-01
Y
Berkshire Hathaway Inc
1.0000
7
N
N
N
0.0009
4400000.00
4400000.00
0.0001
N
N
Y
N
LVMH MOET HENNESSY LOUIS VUITTON SE
LVMH MOET HENNESSY LOUIS VUITTON SE 0.000000%
50244MB27
IOG4E947OATN0KJYSD45
Non-Financial Company Commercial Paper
Y
2022-02-02
2022-02-02
2022-02-02
N
N
N
0.0006
5651982.70
5651982.70
0.0001
N
N
Y
N
LABCON NORTH AMERICA
TAXABLE BONDS SERIES 2010 0.210000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2040-01-01
Y
Bank of the West
1.0000
7
N
N
N
0.0021
1010000.00
1010000.00
0.0000
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.090000%
51500VN21
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0008
98000041.16
98000041.16
0.0013
N
Y
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.090000%
51501HYM5
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0011
477999799.24
477999799.24
0.0065
N
Y
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.090000%
51501HYT0
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2022-02-04
2022-02-04
2022-02-04
N
N
N
0.0011
256999570.81
256999570.81
0.0035
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RB15
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2022-02-01
2022-02-01
2022-02-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0008
168599649.31
168599649.31
0.0023
N
Y
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RB23
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2022-02-02
2022-02-02
2022-02-02
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0008
10669955.51
10669955.51
0.0001
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RB72
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2022-02-07
2022-02-07
2022-02-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0008
125998162.92
125998162.92
0.0017
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RBN7
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2022-02-22
2022-02-22
2022-02-22
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0009
37148002.07
37148002.07
0.0005
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RBU1
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2022-02-28
2022-02-28
2022-02-28
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0011
44996220.00
44996220.00
0.0006
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RC22
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2022-03-02
2022-03-02
2022-03-02
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0012
15998466.72
15998466.72
0.0002
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RDD7
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2022-04-13
2022-04-13
2022-04-13
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0025
50175201.20
50175201.20
0.0007
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RDN5
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2022-04-22
2022-04-22
2022-04-22
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0027
50169390.55
50169390.55
0.0007
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RDU9
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2022-04-28
2022-04-28
2022-04-28
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0029
89937577.80
89937577.80
0.0012
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.240000%
55380TE97
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2022-04-12
2022-04-12
2022-04-12
N
N
N
0.0019
50004630.50
50004630.50
0.0007
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.200000%
55380TG79
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2022-02-01
2022-07-26
2022-07-26
N
N
N
0.0024
184977405.95
184977405.95
0.0025
N
N
N
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
0.0006
72000679.68
72000679.68
0.0010
N
N
Y
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
0.0007
71002081.01
71002081.01
0.0010
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
0.0009
167006422.82
167006422.82
0.0023
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.140000%
55380TVS6
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2022-02-24
2022-02-24
2022-02-24
N
N
N
0.0009
239007638.44
239007638.44
0.0032
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.140000%
55380TVW7
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2022-02-23
2022-02-23
2022-02-23
N
N
N
0.0009
114003637.74
114003637.74
0.0016
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.140000%
55380TWA4
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0010
150004462.50
150004462.50
0.0020
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.140000%
55380TWP1
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2022-03-18
2022-03-18
2022-03-18
N
N
N
0.0013
300005340.00
300005340.00
0.0041
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
0.0028
322944392.32
322944392.32
0.0044
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
0.0059
204708949.20
204708949.20
0.0028
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LBP8
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2022-02-23
2022-02-23
2022-02-23
N
N
N
0.0011
99993228.00
99993228.00
0.0014
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LC85
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2022-03-08
2022-03-08
2022-03-08
N
N
N
0.0014
76988989.00
76988989.00
0.0010
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LDE1
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2022-04-14
2022-04-14
2022-04-14
N
N
N
0.0026
144923553.10
144923553.10
0.0020
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LDN1
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2022-04-22
2022-04-22
2022-04-22
N
N
N
0.0028
49968387.50
49968387.50
0.0007
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LE26
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2022-05-02
2022-05-02
2022-05-02
N
N
N
0.0031
84934037.45
84934037.45
0.0012
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MB19
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2022-02-01
2022-02-01
2022-02-01
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0008
8361982.61
8361982.61
0.0001
N
Y
Y
N
Maricopa Cnty IDA
RB (BANNER HEALTH) SERIES 2021B2 0.070000%
56682HDC0
US56682HDC07
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2061-01-01
Y
BANNER HEALTH
1.0000
7
N
N
N
0.0007
31500000.00
31500000.00
0.0004
N
N
Y
N
Maricopa Cnty IDA
RB (BANNER HEALTH) SERIES 2021B1 0.080000%
56682HDD8
US56682HDD89
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2056-01-01
Y
BANNER HEALTH
1.0000
7
N
N
N
0.0008
48000000.00
48000000.00
0.0007
N
N
Y
N
Memphis Health, Educational & Housing Facility Board
M/F HOUSING RB (ASHLAND LAKE II APTS) SERIES 2008A 0.090000%
586169DH4
US586169DH45
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2043-05-01
Y
US BANK NATIONAL ASSOCIATION
1.0000
7
N
N
N
0.0009
5750000.00
5750000.00
0.0001
N
N
Y
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UB41
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2022-02-04
2022-02-04
2022-02-04
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0005
36446817.77
36446817.77
0.0005
N
N
Y
N
Southern California Metropolitan Water District
SUB WATER REFUNDING RB SERIES 2021A 0.100000%
59266TTK7
5493003GD0S0P56RLT45
US59266TTK78
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2042-07-01
Y
Bank of America NA
1.0000
7
Y
N
N
0.0010
57000000.00
57000000.00
0.0008
N
N
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.150000%
60683B2E2
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-02-01
2022-02-24
2022-02-24
N
N
N
0.0010
100003133.00
100003133.00
0.0014
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.150000%
60683B2K8
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-03-17
2022-03-17
2022-03-17
N
N
N
0.0016
123999211.36
123999211.36
0.0017
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.450000%
60683B3X9
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-07-19
2022-07-19
2022-07-19
N
N
N
0.0051
122963665.80
122963665.80
0.0017
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.240000%
60683B4J9
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2022-02-01
2022-08-12
2022-08-12
N
N
N
0.0024
200000000.00
200000000.00
0.0027
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689QB11
RB0PEZSDGCO3JS6CEU02
Financial Company Commercial Paper
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0011
182999465.64
182999465.64
0.0025
N
Y
Y
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689QBJ2
RB0PEZSDGCO3JS6CEU02
Financial Company Commercial Paper
Y
2022-02-18
2022-02-18
2022-02-18
N
N
N
0.0011
299983650.00
299983650.00
0.0041
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
0.0009
230030176.00
230030176.00
0.0031
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.220000%
60710RHK4
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2022-03-09
2022-03-09
2022-03-09
N
N
N
0.0011
50005701.00
50005701.00
0.0007
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.130000%
60710RX67
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2022-02-01
2022-02-28
2022-02-28
N
N
N
0.0008
490023627.80
490023627.80
0.0067
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MBE6
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2022-02-14
2022-02-14
2022-02-14
N
N
N
0.0006
299993583.00
299993583.00
0.0041
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MC13
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0006
149993353.50
149993353.50
0.0020
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MC88
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2022-03-08
2022-03-08
2022-03-08
N
N
N
0.0006
149991450.00
149991450.00
0.0020
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MCG0
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2022-03-16
2022-03-16
2022-03-16
N
N
N
0.0006
296978220.99
296978220.99
0.0040
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
0.0006
79992035.20
79992035.20
0.0011
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 0.000000%
63254FC70
F8SB4JFBSYQFRQEH3Z21
0000833029
Financial Company Commercial Paper
Y
2022-03-07
2022-03-07
2022-03-07
N
N
N
0.0009
162985261.54
162985261.54
0.0022
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 0.130000%
63254GRQ0
F8SB4JFBSYQFRQEH3Z21
0000833029
Financial Company Commercial Paper
Y
2022-02-01
2022-02-25
2022-02-25
N
N
N
0.0007
495019250.55
495019250.55
0.0067
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307MBG3
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2022-02-16
2022-02-16
2022-02-16
N
N
N
0.0008
165994392.52
165994392.52
0.0023
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307MCX5
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2022-03-31
2022-03-31
2022-03-31
N
N
N
0.0015
261934733.18
261934733.18
0.0036
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307MF12
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0036
199760016.00
199760016.00
0.0027
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307MF87
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2022-06-08
2022-06-08
2022-06-08
N
N
N
0.0037
52929521.66
52929521.66
0.0007
N
N
N
N
New Castle Cnty
AIRPORT FACILITY RB (FLIGHTSAFETY) SERIES 2002 0.090000%
64327PAB2
US64327PAB22
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2032-12-01
Y
Berkshire Hathaway Inc
1.0000
7
N
N
N
0.0009
5185000.00
5185000.00
0.0001
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
2022-02-07
2022-02-07
2038-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0009
30775000.00
30775000.00
0.0004
N
N
Y
N
NORDEA BANK ABP
NORDEA BANK ABP 0.000000%
65558KBF0
529900ODI3047E2LIV03
Financial Company Commercial Paper
Y
2022-02-15
2022-02-15
2022-02-15
N
N
N
0.0007
354989942.85
354989942.85
0.0048
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 0.140000%
65558UEB4
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2022-02-04
2022-02-04
2022-02-04
N
N
N
0.0007
300002499.00
300002499.00
0.0041
N
N
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 0.140000%
65558UEG3
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2022-02-09
2022-02-09
2022-02-09
N
N
N
0.0007
135002529.90
135002529.90
0.0018
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 0.130000%
65558UFC1
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2022-02-25
2022-02-25
2022-02-25
N
N
N
0.0008
380013710.40
380013710.40
0.0052
N
N
N
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 0.070000%
65602YUE8
549300KQZJBM38M51L16
Certificate of Deposit
Y
2022-02-02
2022-02-02
2022-02-02
N
N
N
0.0006
507000339.69
507000339.69
0.0069
N
N
Y
N
NUVEEN FLOATING RATE INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 0.210000%
67072T850
HJXCPP3KYE3BVU373P27
US67072T8505
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2031-01-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
N
N
N
0.0021
31000000.00
31000000.00
0.0004
N
N
Y
N
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 0.210000%
67074X305
N0WOEFO1WOMLJYH1PV29
US67074X3052
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2029-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0021
19000000.00
19000000.00
0.0003
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UB77
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2022-02-07
2022-02-07
2022-02-07
N
Y
Royal Bank of Canada
1.0000
N
0.0008
49999271.00
49999271.00
0.0007
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UBA0
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2022-02-10
2022-02-10
2022-02-10
N
Y
Royal Bank of Canada
1.0000
N
0.0008
74998354.50
74998354.50
0.0010
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UBF9
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2022-02-15
2022-02-15
2022-02-15
N
Y
Royal Bank of Canada
1.0000
N
0.0009
39998583.20
39998583.20
0.0005
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UDE0
5493004QSN8OZAIU2J90
US67983UDE01
Asset Backed Commercial Paper
Y
2022-04-14
2022-04-14
2022-04-14
N
Y
Royal Bank of Canada
1.0000
N
0.0025
49974653.00
49974653.00
0.0007
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UE58
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2022-05-05
2022-05-05
2022-05-05
N
Y
Royal Bank of Canada
1.0000
N
0.0030
118908026.09
118908026.09
0.0016
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UF81
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2022-06-08
2022-06-08
2022-06-08
N
Y
Royal Bank of Canada
1.0000
N
0.0032
66922816.00
66922816.00
0.0009
N
N
N
N
Orange Cnty HFA
M/F HOUSING RB (LAUREL OAKS APTS) SERIES 2007G 0.090000%
684906FM7
US684906FM70
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2042-08-15
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0009
7460000.00
7460000.00
0.0001
N
N
Y
N
Orange Cnty HFA
M/F HOUSING RB (LAUREL OAKS APTS II) SERIES 2007H 0.090000%
684906FN5
US684906FN53
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2042-08-15
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0009
6890000.00
6890000.00
0.0001
N
N
Y
N
Osceola
SOLID WASTE DISPOSAL RB (PLUM POINT ENERGY) SERIES 2006 0.070000%
688008AA9
US688008AA93
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2036-04-01
Y
GOLDMAN SACHS BANK USA
1.0000
7
N
N
N
0.0007
63000000.00
63000000.00
0.0009
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.150000%
69033MC70
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2022-04-01
2022-04-01
2022-04-01
N
N
N
0.0011
117008763.30
117008763.30
0.0016
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.285100%
69033MXG7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2022-04-21
2022-04-21
2022-04-21
N
N
N
0.0016
150039748.50
150039748.50
0.0020
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.190000%
69033MXP7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2022-02-01
2022-02-17
2022-02-17
N
N
N
0.0006
245015711.85
245015711.85
0.0033
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
0.0010
88502762.09
88502762.09
0.0012
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.170000%
69034CMH8
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2022-02-01
2022-06-22
2022-06-22
N
N
N
0.0018
199996124.00
199996124.00
0.0027
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MB17
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
120999848.75
120999848.75
0.0016
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MB25
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2022-02-02
2022-02-02
2022-02-02
N
N
N
0.0005
241999395.00
241999395.00
0.0033
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MB33
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2022-02-03
2022-02-03
2022-02-03
N
N
N
0.0005
120999546.25
120999546.25
0.0016
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MB74
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2022-02-07
2022-02-07
2022-02-07
N
N
N
0.0005
96304157.33
96304157.33
0.0013
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
0.0022
47981568.00
47981568.00
0.0007
N
N
N
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154GF24
Asset Backed Commercial Paper
Y
2022-06-02
2022-06-02
2022-06-02
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0030
23975599.92
23975599.92
0.0003
N
N
N
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154GFF5
Asset Backed Commercial Paper
Y
2022-06-15
2022-06-15
2022-06-15
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0033
23970300.00
23970300.00
0.0003
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
0.0008
125999734.14
125999734.14
0.0017
N
Y
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KF97
Asset Backed Commercial Paper
Y
2022-06-09
2022-06-09
2022-06-09
N
Y
BNP Paribas SA
1.0000
N
0.0033
242716134.69
242716134.69
0.0033
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.170000%
78012US89
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2022-05-20
2022-05-20
2022-05-20
N
N
N
0.0031
173928821.82
173928821.82
0.0024
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.000000%
78015DG53
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2022-07-05
2022-07-05
2022-07-05
N
N
N
0.0041
199651250.00
199651250.00
0.0027
N
N
N
N
San Francisco Airport Commission
REFUNDING RB SERIES 2010A1 0.080000%
79765A3K0
54930055TIDYHNDP4F84
US79765A3K08
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2030-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0008
6000000.00
6000000.00
0.0001
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
2022-02-07
2022-02-07
2057-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0008
19000000.00
19000000.00
0.0003
N
N
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QE48
PTCQB104N23FMNK2RZ28
0000891478
Financial Company Commercial Paper
Y
2022-05-04
2022-05-04
2022-05-04
N
N
N
0.0027
298789130.25
298789130.25
0.0041
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MD15
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2022-04-01
2022-04-01
2022-04-01
N
Y
Barclays Bank Plc
1.0000
N
0.0022
49982083.50
49982083.50
0.0007
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
0.0009
135008156.70
135008156.70
0.0018
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050UCF3
F3JS33DEI6XQ4ZBPTN86
0000917311
Financial Company Commercial Paper
Y
2022-03-15
2022-03-15
2022-03-15
N
N
N
0.0010
265969181.24
265969181.24
0.0036
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050UEC8
F3JS33DEI6XQ4ZBPTN86
0000917311
Financial Company Commercial Paper
Y
2022-05-12
2022-05-12
2022-05-12
N
N
N
0.0031
299739924.00
299739924.00
0.0041
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
0.0033
43958291.52
43958291.52
0.0006
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
0.0035
46149262.24
46149262.24
0.0006
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050UG51
F3JS33DEI6XQ4ZBPTN86
0000917311
Financial Company Commercial Paper
Y
2022-07-05
2022-07-05
2022-07-05
N
N
N
0.0046
218563430.07
218563430.07
0.0030
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
0.0052
289202210.00
289202210.00
0.0039
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
0.0053
205412465.34
205412465.34
0.0028
N
N
N
N
SOCIETE GENERALE SA
SOCIETE GENERALE SA 0.000000%
83369CB37
O2RNE8IBXP4R0TD8PU41
0001145665
Financial Company Commercial Paper
Y
2022-02-03
2022-02-03
2022-02-03
N
N
N
0.0007
183999002.72
183999002.72
0.0025
N
N
Y
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
0.0012
345930253.32
345930253.32
0.0047
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
0.0008
39999416.80
39999416.80
0.0005
N
N
Y
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MCG6
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2022-03-16
2022-03-16
2022-03-16
N
Y
BNP Paribas SA
1.0000
N
0.0016
99980200.00
99980200.00
0.0014
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MCJ0
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2022-03-18
2022-03-18
2022-03-18
N
Y
BNP Paribas SA
1.0000
N
0.0017
99978533.00
99978533.00
0.0014
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MDJ9
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2022-04-18
2022-04-18
2022-04-18
N
Y
BNP Paribas SA
1.0000
N
0.0026
69961072.30
69961072.30
0.0010
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MF81
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2022-06-08
2022-06-08
2022-06-08
N
Y
BNP Paribas SA
1.0000
N
0.0032
88398048.00
88398048.00
0.0012
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MFD0
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2022-06-13
2022-06-13
2022-06-13
N
Y
BNP Paribas SA
1.0000
N
0.0034
99876236.00
99876236.00
0.0014
N
N
N
N
SUMITOMO MITSUI BANKING CORPORATION
SUMITOMO MITSUI BANKING CORPORATION 0.000000%
86562LE24
5U0XI89JRFVHWIBS4F54
Financial Company Commercial Paper
Y
2022-05-02
2022-05-02
2022-05-02
N
N
N
0.0025
220862016.44
220862016.44
0.0030
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.180000%
86564G4C2
254900S1KUTSTBKJ6286
Certificate of Deposit
Y
2022-02-14
2022-02-14
2022-02-14
N
N
N
0.0008
210008408.40
210008408.40
0.0029
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.180000%
86564G4G3
254900S1KUTSTBKJ6286
Certificate of Deposit
Y
2022-02-15
2022-02-15
2022-02-15
N
N
N
0.0008
139005847.73
139005847.73
0.0019
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.240000%
86564G6T3
254900S1KUTSTBKJ6286
Certificate of Deposit
Y
2022-03-30
2022-03-30
2022-03-30
N
N
N
0.0013
28004823.84
28004823.84
0.0004
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.230000%
86564MAB4
254900S1KUTSTBKJ6286
Certificate of Deposit
Y
2022-04-18
2022-04-18
2022-04-18
N
N
N
0.0020
362020869.30
362020869.30
0.0049
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XCR3
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2022-03-25
2022-03-25
2022-03-25
N
N
N
0.0013
31993734.08
31993734.08
0.0004
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XDM3
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2022-04-21
2022-04-21
2022-04-21
N
N
N
0.0021
78962782.31
78962782.31
0.0011
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XDR2
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2022-04-25
2022-04-25
2022-04-25
N
N
N
0.0023
203892900.00
203892900.00
0.0028
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
0.0007
187002724.59
187002724.59
0.0025
N
N
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.220000%
86565FBJ0
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2022-05-09
2022-05-09
2022-05-09
N
N
N
0.0027
262961252.21
262961252.21
0.0036
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.250000%
86565FCG5
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2022-05-12
2022-05-12
2022-05-12
N
N
N
0.0028
150986805.62
150986805.62
0.0021
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.250000%
86565FCR1
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2022-06-01
2022-06-01
2022-06-01
N
N
N
0.0033
162957205.98
162957205.98
0.0022
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.320000%
86565FEX6
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2022-07-05
2022-07-05
2022-07-05
N
N
N
0.0045
162910964.51
162910964.51
0.0022
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.230000%
86565FFX5
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2022-02-01
2022-08-01
2022-08-01
N
N
N
0.0023
323000000.00
323000000.00
0.0044
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.170000%
86959RRW2
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2022-04-06
2022-04-06
2022-04-06
N
N
N
0.0015
200007890.00
200007890.00
0.0027
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
0.0048
56926935.69
56926935.69
0.0008
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
0.0055
241637372.68
241637372.68
0.0033
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.280000%
86959RUR9
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2022-08-15
2022-08-15
2022-08-15
N
N
N
0.0056
249626370.00
249626370.00
0.0034
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.300000%
86959RVH0
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2022-07-08
2022-07-08
2022-07-08
N
N
N
0.0046
199860510.00
199860510.00
0.0027
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.370000%
86959RVL1
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2022-09-02
2022-09-02
2022-09-02
N
N
N
0.0059
89882520.30
89882520.30
0.0012
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.330000%
86959RWA4
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2022-07-05
2022-07-05
2022-07-05
N
N
N
0.0045
284852894.40
284852894.40
0.0039
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
0.0010
72990952.38
72990952.38
0.0010
N
N
N
N
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 0.000000%
86960KF23
NHBDILHZTYCNBV5UYZ31
0001448613
Financial Company Commercial Paper
Y
2022-06-02
2022-06-02
2022-06-02
N
N
N
0.0029
107427859.65
107427859.65
0.0015
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019SB29
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2022-02-02
2022-02-02
2022-02-02
N
N
N
0.0007
303998902.56
303998902.56
0.0041
N
N
Y
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019SB45
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2022-02-04
2022-02-04
2022-02-04
N
N
N
0.0007
187998642.64
187998642.64
0.0026
N
N
Y
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
0.0012
264955215.00
264955215.00
0.0036
N
N
N
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 0.130000%
87019V3F2
M312WZV08Y7LYUC71685
0001367624
Certificate of Deposit
Y
2022-03-17
2022-03-17
2022-03-17
N
N
N
0.0013
149999988.00
149999988.00
0.0020
N
N
N
N
Tenderfoot Seasonal Housing, LLC
TAXABLE NOTES SERIES 2000B 0.200000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0020
5885000.00
5885000.00
0.0001
N
N
Y
N
Texas
VETERANS HOUSING ASSISTANCE PROGRAM FUND II SERIES 2001C2 0.080000%
882724HH3
549300X9CH74QB747L76
US882724HH34
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2033-12-01
Y
STATE STREET BANK AND TRUST COMPANY
1.0000
7
Y
N
N
0.0008
22355000.00
22355000.00
0.0003
N
N
Y
N
Texas
VETERANS HOUSING ASSISTANCE PROGRAM SERIES 2005A 0.080000%
882724HK6
549300X9CH74QB747L76
US882724HK62
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2035-06-01
Y
STATE STREET BANK AND TRUST COMPANY
1.0000
7
Y
N
N
0.0008
4665000.00
4665000.00
0.0001
N
N
Y
N
Texas
GO BONDS SERIES 2005B 0.080000%
882724HL4
549300X9CH74QB747L76
US882724HL46
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2036-06-01
Y
STATE STREET BANK AND TRUST COMPANY
1.0000
7
Y
N
N
0.0008
18445000.00
18445000.00
0.0003
N
N
Y
N
Texas
VETERANS HOUSING ASSISTANCE PROGRAM SERIES 2008A 0.080000%
882724HM2
549300X9CH74QB747L76
US882724HM29
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2038-12-01
Y
STATE STREET BANK AND TRUST COMPANY
1.0000
7
Y
N
N
0.0008
2965000.00
2965000.00
0.0000
N
N
Y
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602UBJ8
Asset Backed Commercial Paper
Y
2022-02-18
2022-02-18
2022-02-18
N
Y
Royal Bank of Canada
1.0000
N
0.0008
99996250.00
99996250.00
0.0014
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602UE22
Asset Backed Commercial Paper
Y
2022-05-02
2022-05-02
2022-05-02
N
Y
Royal Bank of Canada
1.0000
N
0.0028
25981860.58
25981860.58
0.0004
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
0.0019
35004885.30
35004885.30
0.0005
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.230000%
89114WB38
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-02-01
2022-05-18
2022-05-18
N
N
N
0.0013
400082952.00
400082952.00
0.0054
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.220000%
89114WB95
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-02-01
2022-05-23
2022-05-23
N
N
N
0.0013
173052721.75
173052721.75
0.0024
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.210000%
89114WBC8
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-02-01
2022-05-25
2022-05-25
N
N
N
0.0013
397108063.40
397108063.40
0.0054
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.180000%
89114WCU7
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-03-28
2022-03-28
2022-03-28
N
N
N
0.0013
252020716.92
252020716.92
0.0034
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.180000%
89114WD44
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-03-30
2022-03-30
2022-03-30
N
N
N
0.0013
100007870.00
100007870.00
0.0014
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.210000%
89114WHZ1
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-08-08
2022-08-08
2022-08-08
N
N
N
0.0060
81834612.56
81834612.56
0.0011
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.260000%
89114WLH6
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-05-26
2022-05-26
2022-05-26
N
N
N
0.0042
207891704.80
207891704.80
0.0028
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.250000%
89114WMY8
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-04-13
2022-04-13
2022-04-13
N
N
N
0.0017
182030181.06
182030181.06
0.0025
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.200000%
89114WPB5
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-02-01
2022-08-08
2022-08-08
N
N
N
0.0022
331989349.44
331989349.44
0.0045
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
0.0036
78015580.15
78015580.15
0.0011
N
N
N
N
TOTALENERGIES CAPITAL SA
TOTALENERGIES CAPITAL SA 0.000000%
89152FB46
529900QI55ZLJVCMPA71
Non-Financial Company Commercial Paper
Y
2022-02-04
2022-02-04
2022-02-04
N
Y
TOTALENERGIES SE
1.0000
N
0.0007
482996189.13
482996189.13
0.0066
N
N
Y
N
TOTALENERGIES CAPITAL SA
TOTALENERGIES CAPITAL SA 0.000000%
89152FB79
529900QI55ZLJVCMPA71
Non-Financial Company Commercial Paper
Y
2022-02-07
2022-02-07
2022-02-07
N
Y
TOTALENERGIES SE
1.0000
N
0.0008
292995728.06
292995728.06
0.0040
N
N
Y
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
0.0008
239999500.80
239999500.80
0.0033
N
Y
Y
N
TOTALENERGIES CAPITAL CANADA LTD
TOTALENERGIES CAPITAL CANADA LTD 0.000000%
89153QBG4
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2022-02-16
2022-02-16
2022-02-16
N
Y
TOTALENERGIES SE
1.0000
N
0.0008
270280869.60
270280869.60
0.0037
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 0.000000%
89232DCG7
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2022-03-16
2022-03-16
2022-03-16
N
N
N
0.0025
85973302.16
85973302.16
0.0012
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 0.000000%
89232DDJ0
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2022-04-18
2022-04-18
2022-04-18
N
N
N
0.0035
99924711.00
99924711.00
0.0014
N
N
N
N
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 0.000000%
89233FDT2
724500OPA8GZSQUNSR96
Non-Financial Company Commercial Paper
Y
2022-04-27
2022-04-27
2022-04-27
N
N
N
0.0037
89921310.30
89921310.30
0.0012
N
N
N
N
Triborough Bridge & Tunnel Auth
GENERAL REFUNDING RB SERIES 2018E 0.100000%
89602RFE0
54930020ZN4LQF7K3456
US89602RFE09
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2032-11-15
Y
Bank of America NA
1.0000
7
N
N
N
0.0010
8000000.00
8000000.00
0.0001
N
N
Y
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
0.0031
228796286.18
228796286.18
0.0031
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
0.0010
6999251.77
6999251.77
0.0001
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QDR7
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2022-04-25
2022-04-25
2022-04-25
N
N
N
0.0023
138926375.87
138926375.87
0.0019
N
N
N
N
Utah Water Finance Agency
RB SERIES 2008B-1 0.090000%
917572TU3
5493008FZQW2WEDN4040
US917572TU30
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2037-10-01
Y
JPMorgan Chase Bank NA
1.0000
7
Y
N
Y
JORDAN VALLEY WATER CONSERVANCY DISTRICT
Corporate Underlier
1.0000
0.0009
9035000.00
9035000.00
0.0001
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MCX5
Asset Backed Commercial Paper
Y
2022-03-31
2022-03-31
2022-03-31
N
Y
Natixis SA
1.0000
N
0.0021
49982628.00
49982628.00
0.0007
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MD14
Asset Backed Commercial Paper
Y
2022-04-01
2022-04-01
2022-04-01
N
Y
Natixis SA
1.0000
N
0.0022
67975633.56
67975633.56
0.0009
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LB33
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2022-02-03
2022-02-03
2022-02-03
N
Y
MUFG BANK LTD
1.0000
N
0.0008
96999393.75
96999393.75
0.0013
N
N
Y
N
Volusia Cnty HFA
M/F HOUSING RB (CAPE MORRIS COVE APTS) SERIES 2007A 0.100000%
928904GE5
US928904GE56
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2042-10-15
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0010
6140000.00
6140000.00
0.0001
N
N
Y
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.000000%
9612C1CU9
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2022-03-28
2022-03-28
2022-03-28
N
N
N
0.0012
248954682.00
248954682.00
0.0034
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.000000%
9612C1CV7
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2022-03-29
2022-03-29
2022-03-29
N
N
N
0.0012
99981158.00
99981158.00
0.0014
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
0.0022
339796945.20
339796945.20
0.0046
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.000000%
9612C1F93
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2022-06-09
2022-06-09
2022-06-09
N
N
N
0.0032
191781903.36
191781903.36
0.0026
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
0.0016
195996444.56
195996444.56
0.0027
N
N
N
N
Yavapai Cnty IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 0.150000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2022-02-07
2022-02-07
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0015
21375000.00
21375000.00
0.0003
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 0.150000%
F8SB4JFBSYQFRQEH3Z21
0000833029
ACI1ZMJG1
Certificate of Deposit
Y
2022-02-10
2022-02-10
2022-02-10
N
N
N
0.0010
200002884.00
200002884.00
0.0027
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.170000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1ZWLK7
Certificate of Deposit
Y
2022-03-18
2022-03-18
2022-03-18
N
N
N
0.0018
249995482.50
249995482.50
0.0034
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.190000%
JBONEPAGQXF4QP29B387
0001462160
ACI1ZXHW4
Certificate of Deposit
Y
2022-02-18
2022-02-18
2022-02-18
N
N
N
0.0020
87999552.08
87999552.08
0.0012
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 0.160000%
F8SB4JFBSYQFRQEH3Z21
0000833029
ACI202JB2
Certificate of Deposit
Y
2022-03-02
2022-03-02
2022-03-02
N
N
N
0.0010
100005161.00
100005161.00
0.0014
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
0.0010
280014448.00
280014448.00
0.0038
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000%
JBONEPAGQXF4QP29B387
0001462160
ACI206XF8
Certificate of Deposit
Y
2022-03-03
2022-03-03
2022-03-03
N
N
N
0.0021
124978261.25
124978261.25
0.0017
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.190000%
JBONEPAGQXF4QP29B387
0001462160
ACI208482
Certificate of Deposit
Y
2022-03-08
2022-03-08
2022-03-08
N
N
N
0.0021
114997451.60
114997451.60
0.0016
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
0.0025
154946659.85
154946659.85
0.0021
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000%
JBONEPAGQXF4QP29B387
0001462160
ACI20HJ03
Certificate of Deposit
Y
2022-02-22
2022-02-22
2022-02-22
N
N
N
0.0021
99987779.00
99987779.00
0.0014
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.180000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI20TPZ3
Certificate of Deposit
Y
2022-02-01
2022-06-30
2022-06-30
N
N
N
0.0019
310987046.85
310987046.85
0.0042
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
0.0038
68938322.97
68938322.97
0.0009
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.250000%
5493006GGLR4BTEL8O61
0001046017
ACI21HMB4
Certificate of Deposit
Y
2022-04-27
2022-04-27
2022-04-27
N
N
N
0.0032
291954553.12
291954553.12
0.0040
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
0.0062
94827277.65
94827277.65
0.0013
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
0.0040
26992277.73
26992277.73
0.0004
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.330000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI22KX16
Certificate of Deposit
Y
2022-06-22
2022-06-22
2022-06-22
N
N
N
0.0044
49978705.00
49978705.00
0.0007
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
GNRA 2017-26 W
549300M8ZYFG0OCMTT87
2046-08-20
6.905980
532230.00
145891.23
Agency Collateralized Mortgage Obligation
GNRA 2017-56 WA
549300M8ZYFG0OCMTT87
2040-12-20
6.515580
119149.00
47270.32
Agency Collateralized Mortgage Obligation
GNRM 2021-176 HE
549300M8ZYFG0OCMTT87
2051-10-20
1.000000
7593478.00
6948302.82
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLCA3863
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.500000
3087327.00
1305150.49
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA5220
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
3028371.00
2333035.88
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA6051
B1V7KEBTPIMZEU4LTD58
2050-06-01
3.000000
42611676.00
35071694.59
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6707
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.500000
3421836.00
2992546.59
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM9897
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
17582394.00
17583335.72
Agency Mortgage-Backed Securities
FNMS 06.000 BL986663
B1V7KEBTPIMZEU4LTD58
2032-03-01
6.000000
1245.00
26.39
Agency Mortgage-Backed Securities
FNMS 04.500 CLAE9992
B1V7KEBTPIMZEU4LTD58
2035-11-01
4.500000
1785.00
105.68
Agency Mortgage-Backed Securities
GNII SF MA7647 M
549300M8ZYFG0OCMTT87
2051-10-20
1.500000
6605492.00
6242099.58
Agency Mortgage-Backed Securities
GNII SF MA7768 M
549300M8ZYFG0OCMTT87
2051-12-20
3.000000
47359398.00
48444578.12
Agency Mortgage-Backed Securities
GNII RG CF1397 C
549300M8ZYFG0OCMTT87
2049-06-20
3.000000
1007955.00
564348.43
Agency Mortgage-Backed Securities
GNII RG CF1398 C
549300M8ZYFG0OCMTT87
2046-11-20
3.000000
3763791.00
3041680.32
Agency Mortgage-Backed Securities
GNII RG CF1399 C
549300M8ZYFG0OCMTT87
2043-02-20
3.000000
1314241.00
1047507.09
Agency Mortgage-Backed Securities
GNII RG CH5785 C
549300M8ZYFG0OCMTT87
2050-09-20
3.000000
3148109.00
2914086.55
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB1142
B1V7KEBTPIMZEU4LTD58
2051-07-01
3.000000
28882941.00
28193786.44
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB1562
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
7298960.00
7190897.46
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2613
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
34507742.00
33653093.67
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU1021
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
6232834.00
6055269.64
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0454
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
545808.00
208841.73
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2069
B1V7KEBTPIMZEU4LTD58
2048-07-01
5.000000
7255856.00
3771259.02
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2195
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.500000
234949.00
108782.79
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA2251
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
1588064.00
298681.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2333
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
446593.00
259777.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9391
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
1808054.00
277899.83
Agency Mortgage-Backed Securities
05.000 FGPC G60326 G
S6XOOCT0IEG5ABCC6L87
2040-05-01
5.000000
3666741.00
1030832.62
Agency Mortgage-Backed Securities
04.000 FGPC G61114 G
S6XOOCT0IEG5ABCC6L87
2047-08-01
4.000000
41784542.00
14973731.13
Agency Mortgage-Backed Securities
FEPC 03.000 CTQK0071
S6XOOCT0IEG5ABCC6L87
2039-10-01
3.000000
1403275.00
925213.62
Agency Mortgage-Backed Securities
FEPC 03.500 CLRA1739
S6XOOCT0IEG5ABCC6L87
2049-11-01
3.500000
152304098.00
105359561.56
Agency Mortgage-Backed Securities
FMAR 841286 G
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.070000
2277750.00
2066300.97
Agency Mortgage-Backed Securities
FMAR 2B8012 G
S6XOOCT0IEG5ABCC6L87
2050-11-01
2.042000
12574144.00
8348449.09
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD7534
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.500000
137472662.00
123350844.39
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8146
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.000000
20679920.00
18919191.22
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA5663
S6XOOCT0IEG5ABCC6L87
2051-08-01
3.000000
735000.00
717244.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX3549
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
4019591.00
483672.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLAT6363
B1V7KEBTPIMZEU4LTD58
2044-08-01
4.000000
1897588.00
439325.82
Agency Mortgage-Backed Securities
FNMS 03.000 CIAY3093
B1V7KEBTPIMZEU4LTD58
2030-03-01
3.000000
1398382.00
250824.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE1585
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.000000
2457272.00
1011351.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE6860
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
2723301.00
914073.57
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBH4524
B1V7KEBTPIMZEU4LTD58
2046-06-01
2.196000
145694809.00
32565110.77
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6177
B1V7KEBTPIMZEU4LTD58
2047-07-01
4.000000
1622713.00
770241.17
Agency Mortgage-Backed Securities
04.000 FGPC V81946 G
S6XOOCT0IEG5ABCC6L87
2045-09-01
4.000000
6327909.00
2581854.27
Agency Mortgage-Backed Securities
04.000 FGPC Q24793 G
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.000000
489880.00
139825.86
Agency Mortgage-Backed Securities
04.000 FGPC Q58651 G
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.000000
1090961.00
962305.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH5101
B1V7KEBTPIMZEU4LTD58
2040-12-01
4.000000
1206968.00
285692.06
Agency Mortgage-Backed Securities
FNMS 04.500 CLAI6519
B1V7KEBTPIMZEU4LTD58
2036-07-01
4.500000
4354953.00
455550.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLAI9440
B1V7KEBTPIMZEU4LTD58
2041-11-01
4.000000
1792127.00
361935.73
Agency Mortgage-Backed Securities
FNMS 04.000 CTAK9292
B1V7KEBTPIMZEU4LTD58
2032-04-01
4.000000
2613824.00
530366.38
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN7265
B1V7KEBTPIMZEU4LTD58
2049-03-01
5.500000
1671215.00
489507.67
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN8879
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
6528625.00
2600232.76
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN9854
B1V7KEBTPIMZEU4LTD58
2049-04-01
4.000000
1595283.00
738766.45
Agency Mortgage-Backed Securities
FNMS 03.500 CIBO3152
B1V7KEBTPIMZEU4LTD58
2034-07-01
3.500000
1030072.00
323869.58
Agency Mortgage-Backed Securities
FNMS 02.500 CIBO4944
B1V7KEBTPIMZEU4LTD58
2034-11-01
2.500000
54000.00
31625.56
Agency Mortgage-Backed Securities
FNMS 03.000 CLBQ6556
B1V7KEBTPIMZEU4LTD58
2051-09-01
3.000000
5052682.00
5205313.12
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT0529
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.500000
3457540.00
3297600.03
Agency Mortgage-Backed Securities
FNMS 03.000 CLBT6813
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.000000
3767379.00
3695611.22
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT7321
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
2000000.00
1953801.39
Agency Mortgage-Backed Securities
FNMS 02.500 CLBT7430
B1V7KEBTPIMZEU4LTD58
2051-09-01
2.500000
5728907.00
5702195.77
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT9374
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
2152524.00
2084930.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLBT9387
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.500000
2757691.00
2887035.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8672
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
1323848.00
319484.40
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1926
B1V7KEBTPIMZEU4LTD58
2047-09-01
4.000000
18417596.00
7441150.67
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3288
B1V7KEBTPIMZEU4LTD58
2046-12-01
3.500000
115000.00
47342.57
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM5172
B1V7KEBTPIMZEU4LTD58
2047-08-01
4.500000
615240.00
323622.57
Agency Mortgage-Backed Securities
FNMS 03.500 CRBM5590
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.500000
20487121.00
10493707.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6346
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.675000
61213882.00
25643858.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6673
B1V7KEBTPIMZEU4LTD58
2048-06-01
2.788000
14817065.00
9942095.22
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN1946
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.500000
3599000.00
1937702.89
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN1984
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
1541656.00
863639.58
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN4812
B1V7KEBTPIMZEU4LTD58
2034-01-01
4.000000
1790531.00
958446.98
Agency Mortgage-Backed Securities
FNMS 05.500 CLBN5068
B1V7KEBTPIMZEU4LTD58
2049-02-01
5.500000
1991218.00
659111.32
Agency Mortgage-Backed Securities
FNMS 04.500 CLBN7022
B1V7KEBTPIMZEU4LTD58
2049-05-01
4.500000
2402200.00
2004331.68
Agency Mortgage-Backed Securities
GNII RG CJ9382 C
549300M8ZYFG0OCMTT87
2048-02-20
3.500000
10792349.00
10920619.53
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2557
B1V7KEBTPIMZEU4LTD58
2033-11-01
4.000000
991330.00
363363.07
Agency Mortgage-Backed Securities
FNMS 04.000 CTCA3544
B1V7KEBTPIMZEU4LTD58
2039-05-01
4.000000
2606669.00
1021423.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA4369
B1V7KEBTPIMZEU4LTD58
2049-10-01
4.500000
35279.00
24015.84
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7746
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
20000000.00
18555705.31
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0090
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
4037805.00
3756315.45
Agency Mortgage-Backed Securities
FNMS 03.500 CICA3609
B1V7KEBTPIMZEU4LTD58
2034-05-01
3.500000
840844.00
397352.70
Agency Mortgage-Backed Securities
FEPC 02.500 CLQB0704
S6XOOCT0IEG5ABCC6L87
2050-06-01
2.500000
20781812.00
18478062.21
Agency Mortgage-Backed Securities
FEPC 04.500 CLQB5422
S6XOOCT0IEG5ABCC6L87
2050-10-01
4.500000
640357.00
525833.28
Agency Mortgage-Backed Securities
FEPC 02.000 CLQB7368
S6XOOCT0IEG5ABCC6L87
2051-01-01
2.000000
20804645.00
18700263.34
Agency Mortgage-Backed Securities
FEPC 03.500 CLQD2599
S6XOOCT0IEG5ABCC6L87
2051-12-01
3.500000
1002015.00
1082376.33
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD1841
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
444992.00
427297.31
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD3875
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.000000
497931.00
487372.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH8019
B1V7KEBTPIMZEU4LTD58
2047-10-01
3.500000
384050.00
231745.25
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ0174
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
1010625.00
276183.81
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ5526
B1V7KEBTPIMZEU4LTD58
2033-05-01
3.500000
1192872.00
844091.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ5892
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
304936.00
135932.14
Agency Mortgage-Backed Securities
FNMS 04.000 CIBJ8972
B1V7KEBTPIMZEU4LTD58
2033-05-01
4.000000
1122352.00
564553.02
Agency Mortgage-Backed Securities
04.000 FGPC Q36480 G
S6XOOCT0IEG5ABCC6L87
2045-10-01
4.000000
1022322.00
435175.01
Agency Mortgage-Backed Securities
05.000 FGPC Q60270 G
S6XOOCT0IEG5ABCC6L87
2048-12-01
5.000000
2049717.00
898793.57
Agency Mortgage-Backed Securities
04.000 FGPC Q60326 G
S6XOOCT0IEG5ABCC6L87
2048-12-01
4.000000
1317136.00
767890.92
Agency Mortgage-Backed Securities
04.000 FGPC Q42771 G
S6XOOCT0IEG5ABCC6L87
2046-09-01
4.000000
1764469.00
906915.42
Agency Mortgage-Backed Securities
03.500 FGPC Q51504 G
S6XOOCT0IEG5ABCC6L87
2047-10-01
3.500000
1456331.00
620277.58
Agency Mortgage-Backed Securities
04.000 FGPC Q51989 G
S6XOOCT0IEG5ABCC6L87
2047-11-01
4.000000
1695015.00
897668.99
Agency Mortgage-Backed Securities
03.500 FGPC Q54107 G
S6XOOCT0IEG5ABCC6L87
2048-02-01
3.500000
1084128.00
348117.74
Agency Mortgage-Backed Securities
05.000 FGPC Q57597 G
S6XOOCT0IEG5ABCC6L87
2048-08-01
5.000000
1473625.00
506605.45
Agency Mortgage-Backed Securities
04.500 FGPC Q58461 G
S6XOOCT0IEG5ABCC6L87
2048-09-01
4.500000
3356177.00
542131.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL3523
B1V7KEBTPIMZEU4LTD58
2042-09-01
3.500000
44280475.00
8305416.48
Agency Mortgage-Backed Securities
FNMS 03.500 CLAL8470
B1V7KEBTPIMZEU4LTD58
2046-04-01
3.500000
94798848.00
39258853.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO9381
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
2000.00
535.73
Agency Mortgage-Backed Securities
FNMS 03.500 CTAR1790
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.500000
3976191.00
801242.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLAR4942
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
341715.00
115345.95
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0774
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.000000
234169.00
68943.57
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6195
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
9302847.00
4071313.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7497
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
79375783.00
36897736.54
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8295
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
35300000.00
18129067.69
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS8828
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.500000
101696724.00
34674824.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8807
B1V7KEBTPIMZEU4LTD58
2047-02-01
3.500000
150000.00
26751.47
Agency Mortgage-Backed Securities
FNMS 03.500 CLAT1351
B1V7KEBTPIMZEU4LTD58
2043-03-01
3.500000
1237248.00
302628.38
Agency Mortgage-Backed Securities
FNMS 02.500 CRAT4191
B1V7KEBTPIMZEU4LTD58
2033-05-01
2.500000
795623.00
241579.96
Agency Mortgage-Backed Securities
FEPC 03.000 CLRA2387
S6XOOCT0IEG5ABCC6L87
2050-04-01
3.000000
38898.00
23315.57
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA4206
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.500000
140058976.00
123190841.09
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7356
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
2782596.00
2462551.63
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7528
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
1903982.00
1567744.88
Agency Mortgage-Backed Securities
GNII RG CJ9367 C
549300M8ZYFG0OCMTT87
2050-09-20
3.500000
13593334.00
13984787.49
Agency Mortgage-Backed Securities
GNII SP 784952 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
28789671.00
17852049.86
Agency Mortgage-Backed Securities
Y
2022-02-07
2022-02-07
2022-02-08
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
971000000.00
971000000.00
0.0132
N
N
Y
N
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
BRITISH AIRWAYS PLC 2019-1 A 20301215 3.3
635400GSHSFIWYIDXC76
2030-12-15
3.350000
1400000.00
1170032.69
Asset-Backed Securities
NEUB BERMAN CLO 26 C 20301018 FLT
549300P0MOXZPIM3AS61
2030-10-18
1.991290
4771016.00
4772013.51
Asset-Backed Securities
OCTAGON INV PTNRS XVI 2013-16R B-R 20300717 FLT
2030-07-17
1.841290
1000000.00
1001124.91
Asset-Backed Securities
OHA CREDIT FDG LTD 2021-8 A 20340118 FLT
2034-01-18
1.431290
500000.00
500883.43
Asset-Backed Securities
ONEMAIN FINL TR 2019-2 D 20361014 4.0
2036-10-14
4.050000
250000.00
261807.88
Asset-Backed Securities
RR3 LTD 2014-R2 B-R2 20300115 FLT
549300YH0VOGWM5JZF65
2030-01-15
2.041290
6850000.00
6824772.36
Asset-Backed Securities
WORLD OMNI AUTO RECV TR 2020-C A-3 20251117 0.4
2025-11-17
0.480000
150000.00
149175.50
Asset-Backed Securities
CAL FDG IV LTD 2020-1 A 20450925 2.2
2045-09-25
2.220000
15000000.00
13112270.51
Asset-Backed Securities
CHESAPEAKE FDG II LLC 2018-3 A-1 20310115 3.3
5493000HT7H4OFOD6Z12
2031-01-15
3.390000
8000000.00
1896285.00
Asset-Backed Securities
GOLUB CAP PTNRS TALF 2020-1 LP A 20291022 FLT
2029-10-22
2.204000
10000000.00
5564461.25
Asset-Backed Securities
AMERICREDIT AUTO RECV 2018-1 C 20240118 3.5
5493003R0K8V08JVGR27
2024-01-18
3.500000
3375000.00
2388919.64
Asset-Backed Securities
MMAF EQUIP FIN LLC 2014-A A-5 20251208 2.3
2025-12-08
2.330000
1660000.00
464803.03
Asset-Backed Securities
STEELE CREEK CLO 2018-2 A 20310818 FLT
2031-08-18
1.360000
2000000.00
2005651.11
Asset-Backed Securities
TICP CLO I 2 LTD TICP CLO 1 I LLC
2028-04-26
2.467140
6200000.00
6221964.48
Asset-Backed Securities
TRINITY RAIL LEASING 2019-2 A-1 20491018 2.3
2049-10-18
2.390000
1000000.00
685284.62
Asset-Backed Securities
VERIZON MASTER TRUST 2022-2 C 20280720 2.0
5493007MUBNP1GFMEB89
2028-07-20
2.010000
4695000.00
4693018.71
Asset-Backed Securities
VOYA CLO LTD 2021-2 A 20341020 FLT
2034-10-20
1.277110
1098989.00
1102407.02
Asset-Backed Securities
DISCOVER CARD EXE TR 2017-5 A 20261215 FLT
549300CKCX1QE4RUW216
2026-12-15
0.706290
1000000.00
1010329.05
Asset-Backed Securities
DRYDEN 38 SR LN FD 2015-38R C-R 20300715 FLT
549300ARO9JRDQL4OE07
2030-07-15
2.241290
7000000.00
7009585.48
Asset-Backed Securities
FIRST EAGLE COML FDG 2016-1 C-R 20320126 FLT
549300MOI46ZB4RZW883
2032-01-26
5.257710
4000000.00
3996905.14
Asset-Backed Securities
ANGEL OAK MRTG TR 2019-4 B-1 20490726 FLT
2049-07-26
4.412000
2812038.00
2779341.50
Private Label Collateralized Mortgage Obligations
BFLD TRUST 2020-EYP E 20351015 FLT
2035-10-15
3.806000
780000.00
781320.19
Private Label Collateralized Mortgage Obligations
BX TR 2019-IMC F 20340417 FLT
2034-04-17
3.006000
4443859.00
4394189.99
Private Label Collateralized Mortgage Obligations
BX TR 2019-IMC G 20340417 FLT
2034-04-17
3.706000
8438000.00
8283762.74
Private Label Collateralized Mortgage Obligations
BX COML MTG TR 2021-VINO G 20380517 FLT
2038-05-17
4.058330
235000.00
233356.34
Private Label Collateralized Mortgage Obligations
BX TR 2021-MFM1 G 20340117 FLT
2034-01-17
4.006290
170000.00
169452.87
Private Label Collateralized Mortgage Obligations
BAMLL CML MTG SEC TR 2020-BHP3 B 20370316 FLT
2037-03-16
2.106000
6670000.00
6697000.16
Private Label Collateralized Mortgage Obligations
BAMLL CML MTG SEC TR 2020-BHP3 C 20370316 FLT
2037-03-16
2.256000
6500000.00
6516553.33
Private Label Collateralized Mortgage Obligations
BAMLL CML MTG SEC TR 2020-BHP3 E 20370316 FLT
2037-03-16
2.500410
3000000.00
2965293.88
Private Label Collateralized Mortgage Obligations
BAMLL CML MTG SEC TR 2020-BHP3 G 20370316 FLT
2037-03-16
2.816000
3000000.00
2858464.67
Private Label Collateralized Mortgage Obligations
BANCORP COML MTG TR 2017-CRE2 D 20320817 FLT
2032-08-17
3.856290
2000000.00
1809185.81
Private Label Collateralized Mortgage Obligations
BANK 2019-BNK16 F 20520216 FLT
2052-02-16
3.688590
5521005.00
4194538.42
Private Label Collateralized Mortgage Obligations
COREVEST AMERICA FIN TR 2021-3 E 20541015 4.4
2054-10-15
4.300980
3429157.00
3336055.90
Private Label Collateralized Mortgage Obligations
CSFB MTG PTC 2003-29 D-B-2 20331225 FLT
2033-12-25
6.045430
8000000.00
490936.42
Private Label Collateralized Mortgage Obligations
DOLP 2021-NYC F 20410510 3.6
2041-05-10
3.703780
5000000.00
4535192.42
Private Label Collateralized Mortgage Obligations
DOLP 2021-NYC G 20410510 3.6
2041-05-10
3.703780
8500000.00
7178415.61
Private Label Collateralized Mortgage Obligations
GREAT WOLF TRUST 2019-WOLF F 20361215 FLT
2036-12-15
3.237000
23892000.00
22968996.29
Private Label Collateralized Mortgage Obligations
IMPERIAL CMB TRUST SERIES 1998 2
2035-04-25
2.057710
3187500.00
59476.27
Private Label Collateralized Mortgage Obligations
JPMCC COML MTG SEC TR 2016-JP3 F 20490817 FLT
2049-08-17
4.184980
2000000.00
1798002.96
Private Label Collateralized Mortgage Obligations
COREVEST AMERN FIN TR 2017-2 M 20271225 FLT
2027-12-25
5.621900
750000.00
752036.94
Private Label Collateralized Mortgage Obligations
CORVEST AMERN FIN TR 2017-1 E 20491015 FLT
2049-10-15
5.885210
3998000.00
4055064.82
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-1 B 20520315 3.8
2052-03-15
3.880000
875000.00
917111.42
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-1 D 20520315 4.8
2052-03-15
4.818000
4950000.00
5273635.95
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-3 D 20521018 3.7
2052-10-18
3.760000
750000.00
755547.25
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-3 E 20521018 FLT
2052-10-18
4.745540
1640000.00
1664335.33
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2020-1 E 20500317 FLT
2050-03-17
4.667580
100000.00
102128.57
Private Label Collateralized Mortgage Obligations
COREVEST AMCR FIN TR 2020-4 D 20521217 2.7
2052-12-17
2.712000
3170000.00
3010355.63
Private Label Collateralized Mortgage Obligations
COREVEST AMCR FIN TR 2020-4 E 20521217 3.3
2052-12-17
3.379000
2682000.00
2511939.30
Private Label Collateralized Mortgage Obligations
COREVEST AMERIC FIN TR 2021-2 D 20540717 2.8
2054-07-17
2.831000
3500000.00
3325098.58
Private Label Collateralized Mortgage Obligations
COREVEST AMERIC FIN TR 2021-2 E 20540717 3.7
2054-07-17
3.723000
2000000.00
1905833.00
Private Label Collateralized Mortgage Obligations
COREVEST AMCR FIN TR 2020-3 B 20530815 2.2
2053-08-15
2.203000
750000.00
703875.62
Private Label Collateralized Mortgage Obligations
SREIT 2021-FLWR D 20360715 FLT
2036-07-15
1.481040
5449000.00
5370895.34
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-2 B-4 20470225 FLT
2047-02-25
3.578620
1911000.00
1905378.19
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-1 B-4 20470225 FLT
2047-02-25
3.609830
1714429.00
1698207.41
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2019-2 B-4 20490625 FLT
2049-06-25
4.268690
2404185.00
2374376.10
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2019-3 B-4 20490925 FLT
2049-09-25
4.065920
2201828.00
2191805.86
Private Label Collateralized Mortgage Obligations
SREIT TR 2021-PALM G 20361015 FLT
2036-10-15
3.722100
1660000.00
1662115.28
Private Label Collateralized Mortgage Obligations
BANK 2018-BNK12 E 20610517 FLT
2061-05-17
2.916150
7854631.00
5038526.84
Private Label Collateralized Mortgage Obligations
BENCHMARK MTG TR 2019-B14 225B-D 20621215 FLT
2062-12-15
3.294300
1500000.00
1394029.88
Private Label Collateralized Mortgage Obligations
BRAVO RES FDG TR 2021-B A-1 20690425 FLT
2069-04-25
2.115000
17500000.00
13662906.91
Private Label Collateralized Mortgage Obligations
AMSR TRUST 2020-SFR3 I 20370918 7.3
2037-09-18
7.379000
4945417.00
4839501.83
Private Label Collateralized Mortgage Obligations
AMSR TRUST 2020-SFR1 I 20370417 8.1
2037-04-17
8.193000
8595000.00
9040758.19
Private Label Collateralized Mortgage Obligations
CITIGRP COML MTG TR 2016-GC37 E 20490412 FLT
2049-04-12
4.926060
5000000.00
4235895.26
Private Label Collateralized Mortgage Obligations
CITGRP COML MTG TR 2015-GC27 D 20480212 FLT
2048-02-12
4.421750
8053000.00
7710979.36
Private Label Collateralized Mortgage Obligations
CITGRP COML MTG TR 2015-GC27 E 20480212 3.0
2048-02-12
3.000000
3999406.00
3183271.21
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-HYB1 B-5 20430425 FLT
2043-04-25
2.963850
7916923.00
7371010.60
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2017-CHOP F 20320715 FLT
2032-07-15
4.706000
12920000.00
12257379.14
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2019- GC44 F 20570817 FLT
2057-08-17
2.750000
4000000.00
2776410.67
Private Label Collateralized Mortgage Obligations
CSWF 2021-SOP2 F 20340615 FLT
2034-06-15
4.323170
5000000.00
4947097.04
Private Label Collateralized Mortgage Obligations
WF CR RISK TR SEC TR 2015-WF1 II-M-2 20251125 FLT
549300T6W1U156OOG754
2025-11-25
5.607710
2000000.00
551616.97
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2016-C32 B 20590117 FLT
549300VOKB4Z9J8DIM89
2059-01-17
4.715620
350000.00
372426.84
Private Label Collateralized Mortgage Obligations
WELLS FARGO COM MTG 2020-SDAL E 20370218 FLT
2037-02-18
2.846000
11500000.00
11040171.22
Private Label Collateralized Mortgage Obligations
WELLS FARGO MBS 2019-2 B-4 20490425 FLT
2049-04-25
4.179920
2208652.00
2216621.40
Private Label Collateralized Mortgage Obligations
WINWATER MTG LN TR 2016-1 B-3 20460120 FLT
5493007FSEV8PHXVE122
2046-01-20
3.817420
3002000.00
2390387.68
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2017-PFHP E 20301216 FLT
2030-12-16
3.598000
1046000.00
1019671.25
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2017-PFHP G 20301216 FLT
2030-12-16
6.256000
5305000.00
4661383.84
Private Label Collateralized Mortgage Obligations
JPMBB COML MTG SEC TR 2015-C27 E 20480218 FLT
2048-02-18
2.805000
4000000.00
3025826.00
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2018-ASH8 F 20350215 FLT
2035-02-15
4.256000
7344000.00
7146861.74
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2019-HYB1 B-5 20491025 FLT
2049-10-25
3.650690
1059000.00
1018364.31
Private Label Collateralized Mortgage Obligations
JP MRGN CHASE COM 2020-MKST E 20361215 FLT
2036-12-15
2.356000
8000000.00
7743656.89
Private Label Collateralized Mortgage Obligations
JP MRGN CHASE COM 2020-MKST F 20361215 FLT
2036-12-15
2.956000
431000.00
397021.16
Private Label Collateralized Mortgage Obligations
LSTAR COML MTG TR 2016-4 C 20490312 FLT
2049-03-12
4.585880
588000.00
606235.98
Private Label Collateralized Mortgage Obligations
MBRT 2019-MBR H1 20361117 FLT
2036-11-17
4.356000
8000000.00
7888280.00
Private Label Collateralized Mortgage Obligations
FLAGSTAR MTG TR 2019-2 B-4 20491225 FLT
2049-12-25
4.060460
1839000.00
1723967.66
Private Label Collateralized Mortgage Obligations
FONTAINEBLEAU MIAMI 2019-FBLU G 20361212 FLT
2036-12-12
3.962870
14961053.00
14407245.60
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2012-GCJ7 D 20450512 FLT
2045-05-12
5.423110
4802095.00
4675585.05
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2017-SLP G 20321012 FLT
2032-10-12
4.591300
11747750.00
11341314.07
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2011-C3 D 20440317 FLT
2044-03-17
5.513340
4474000.00
2119140.33
Private Label Collateralized Mortgage Obligations
VERUS SEC TR 2019-INV2 B-1 20590725 FLT
2059-07-25
4.452000
1500000.00
1513891.50
Private Label Collateralized Mortgage Obligations
THARALDSON PORT TR 2018-THPT G 20341113 FLT
2034-11-13
6.752000
3000000.00
2312785.09
Private Label Collateralized Mortgage Obligations
MS BOFA ML TRUST 2014-C18 C 20471018 FLT
2047-10-18
4.504990
103700.00
105016.80
Private Label Collateralized Mortgage Obligations
Y
2022-04-25
2022-04-25
2022-04-25
Y
WELLS FARGO SECURITIES LLC
1.0000
84
N
N
N
0.0068
304932537.05
304932537.05
0.0041
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
GNRA 2017-42 AW
549300M8ZYFG0OCMTT87
2040-12-20
6.857770
4502434.00
1635082.62
Agency Collateralized Mortgage Obligation
GNRA 2016-35 AW
549300M8ZYFG0OCMTT87
2038-06-20
6.596980
3520285.00
1074637.65
Agency Collateralized Mortgage Obligation
GNRM 2021-176 HE
549300M8ZYFG0OCMTT87
2051-10-20
1.000000
582998.00
533463.93
Agency Collateralized Mortgage Obligation
GNRA 2021-226 HL
549300M8ZYFG0OCMTT87
2051-12-20
1.500000
1705801.00
1427110.64
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-09-25
2.959210
49149.00
38143.28
Agency Collateralized Mortgage Obligation
GNII SP 784948 C
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
14188709.00
9875052.36
Agency Mortgage-Backed Securities
GNII SP 784952 C
549300M8ZYFG0OCMTT87
2050-02-20
4.000000
16844366.00
10444942.62
Agency Mortgage-Backed Securities
FNMS 03.500 CRAP7444
B1V7KEBTPIMZEU4LTD58
2042-10-01
3.500000
9421577.00
2782842.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP8688
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
482417.00
96817.25
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS0774
B1V7KEBTPIMZEU4LTD58
2043-10-01
3.000000
37174.00
10944.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6820
B1V7KEBTPIMZEU4LTD58
2046-03-01
3.500000
6618082.00
2695783.78
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8274
B1V7KEBTPIMZEU4LTD58
2046-11-01
3.000000
15413321.00
4290490.34
Agency Mortgage-Backed Securities
FNMS 05.500 K0748407
B1V7KEBTPIMZEU4LTD58
2033-08-01
5.500000
11000000.00
218750.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK3994
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.000000
1142405.00
532521.09
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK6570
B1V7KEBTPIMZEU4LTD58
2042-04-01
3.500000
14637712.00
3587994.97
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL5925
B1V7KEBTPIMZEU4LTD58
2044-10-01
3.000000
2282167.00
650825.27
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO8618
B1V7KEBTPIMZEU4LTD58
2042-07-01
3.500000
15401672.00
4599211.03
Agency Mortgage-Backed Securities
GNII SF MA5710 M
549300M8ZYFG0OCMTT87
2049-01-20
4.000000
26724051.00
4257594.65
Agency Mortgage-Backed Securities
GNII RG CJ9401 C
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
2474502.00
2590220.89
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3307
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.000000
543368.00
208608.95
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM3289
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
37844584.00
20310624.44
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM3422
B1V7KEBTPIMZEU4LTD58
2032-12-01
3.500000
14470605.00
6465397.86
Agency Mortgage-Backed Securities
FNMS 04.000 CIBN0366
B1V7KEBTPIMZEU4LTD58
2033-12-01
4.000000
9728339.00
4309115.46
Agency Mortgage-Backed Securities
FNMS 03.500 CLBT6812
B1V7KEBTPIMZEU4LTD58
2051-10-01
3.500000
995780.00
1023596.07
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT9374
B1V7KEBTPIMZEU4LTD58
2051-11-01
2.000000
4974228.00
4818027.10
Agency Mortgage-Backed Securities
FNMS 04.000 CICA2387
B1V7KEBTPIMZEU4LTD58
2033-09-01
4.000000
20032381.00
8305179.63
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA5968
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
121226264.00
92515996.05
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6360
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
8116832.00
6850024.18
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7228
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
27487545.00
23922076.93
Agency Mortgage-Backed Securities
FNMS 03.000 CLCA7646
B1V7KEBTPIMZEU4LTD58
2050-11-01
3.000000
6132395.00
5485413.32
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB0044
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
24022464.00
21744578.63
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB0090
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
18094467.00
16833038.24
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB1186
B1V7KEBTPIMZEU4LTD58
2051-07-01
2.000000
23389990.00
21879278.70
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2164
B1V7KEBTPIMZEU4LTD58
2051-11-01
3.000000
27345058.00
27993318.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM4102
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
8230428.00
6430677.51
Agency Mortgage-Backed Securities
FNMS 01.500 CLFM6097
B1V7KEBTPIMZEU4LTD58
2051-03-01
1.500000
3319192.00
2937851.70
Agency Mortgage-Backed Securities
GNII SF MA5266 M
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
4066479.00
656561.98
Agency Mortgage-Backed Securities
FMAR 841286 G
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.070000
4713353.00
4275801.06
Agency Mortgage-Backed Securities
FMAR 2B7983 G
S6XOOCT0IEG5ABCC6L87
2050-09-01
2.107000
24264251.00
13929975.56
Agency Mortgage-Backed Securities
04.000 FGPC V80615 G
S6XOOCT0IEG5ABCC6L87
2043-11-01
4.000000
51069346.00
10343558.21
Agency Mortgage-Backed Securities
FEPC 02.500 CLQC8917
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
17846931.00
17770638.16
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA4206
S6XOOCT0IEG5ABCC6L87
2050-12-01
2.500000
5259104.00
4625718.85
Agency Mortgage-Backed Securities
Y
2022-02-01
2022-02-01
2022-02-01
Y
Royal Bank of Canada
1.0000
1
N
N
N
0.0006
364000000.00
364000000.00
0.0049
N
Y
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
2041-05-15
2.250000
200.00
203.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
2.000000
100.00
98.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
600.00
616.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
13683000.00
14198998.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
0.250000
520900.00
646362.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
1963900.00
2475986.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-07-15
0.125000
100.00
123.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
1739800.00
2147007.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
32205000.00
32454162.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-31
0.500000
200.00
188.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-06-30
0.250000
100.00
95.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-09-30
0.375000
100.00
93.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
100.00
93.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
7.125000
1900.00
2085.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
5702200.00
7738044.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
174100.00
221060.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
18415700.00
29412903.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
6017600.00
7137338.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
100.00
107.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
800.00
1130.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-11-15
3.000000
1510200.00
1759063.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
100.00
102.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
800.00
902.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
100.00
119.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
8283000.00
9942028.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
800.00
958.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-02-15
0.125000
100.00
115.18
U.S. Treasuries (including strips)
Y
2022-02-07
2022-02-07
2022-03-01
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0007
106000000.00
106000000.00
0.0014
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.650000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0RWAX1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BSPRT ISS LTD 2021-FL7 D 20381215 FLT
2038-12-15
2.850000
5000000.00
5003695.83
Asset-Backed Securities
B2R MTG TRUST 2015-2 E 20481118 FLT
549300JNS8TBD8XLZ117
2048-11-18
5.882790
11000000.00
10664481.62
Asset-Backed Securities
B2R MTG TRUST 2016-1 G 20490617 FLT
2049-06-17
6.343380
2737000.00
2659212.14
Asset-Backed Securities
CREDITO RL USA AT REC 2021-1 A 20270216 1.3
2027-02-16
1.350000
655000.00
398229.66
Asset-Backed Securities
ELEVATION CLO LTD 2018-9 SUB 20310715 FLT
549300BOE42FYBAXFR86
2031-07-15
0.00
3000000.00
1395000.00
Asset-Backed Securities
ENTERPRISE FLT FIN LLC 2021-2 A-1 20220720 0.1
2022-07-20
0.174630
167000.00
41054.56
Asset-Backed Securities
GPMT LTD 2019-FL2 D 20360221 FLT
2036-02-21
3.059290
800000.00
800467.89
Asset-Backed Securities
GPMT LTD 2021-FL3 C 20350718 FLT
2035-07-18
2.503000
5000000.00
4998021.67
Asset-Backed Securities
GRAND AVENUE CRE CLO 2019-FL1 E 20370615 FLT
2037-06-15
3.410140
1000000.00
999670.34
Asset-Backed Securities
HERA COMMERCIAL MTG 2021-FL1 A-S 20380219 FLT
2038-02-19
1.403290
5000000.00
4966583.72
Asset-Backed Securities
HIGHBRIDGE LN MGMT 2014-3 SUB 20290718 FLT
2029-07-18
0.00
2735909.00
861811.33
Asset-Backed Securities
HOME PART AMER TR 2020-2 F 20410117 4.0
2041-01-17
4.055000
130000.00
107298.19
Asset-Backed Securities
KRFF 2021-FL2 LTD A-S 20390217 FLT
54930083ELM2GCMVTQ91
2039-02-17
1.403290
5000000.00
4990283.72
Asset-Backed Securities
LCM XV LTD 2014-15 INC 20240826 FLT
549300HV40B88JRNJD93
2024-08-26
0.00
7875000.00
1456875.00
Asset-Backed Securities
LEGACY MTG ASSET TR 2019-GS4 A-1 20590525 FLT
2059-05-25
3.438000
3000000.00
1941594.40
Asset-Backed Securities
LEGACY MTG ASSET TR 2019-GS2 A1 20590125 FLT
2059-01-25
3.750000
38035627.00
19051991.26
Asset-Backed Securities
LOANCORE ISSUER LTD 2019-CRE2 B 20360515 FLT
2036-05-15
1.806290
250000.00
248950.70
Asset-Backed Securities
MADISON PARK FDG XXI 2016-21 SUB 20290725 FLT
2029-07-25
0.00
3000000.00
2085000.00
Asset-Backed Securities
NLY 2019-FL2 ISSUER LTD C 20360215 FLT
2036-02-15
2.456290
5000000.00
4984058.42
Asset-Backed Securities
AMSR 2020-SFR4 TR G-2 20371119 4.8
2037-11-19
4.870000
500000.00
501238.17
Asset-Backed Securities
OCTAGON INV PTNS 32 2017-32 SUB NT 20290716 FLT
2029-07-16
0.00
2000000.00
970000.00
Asset-Backed Securities
PFP 2021-8 LTD D 20370816 FLT
2037-08-16
2.260140
3000000.00
2966031.86
Asset-Backed Securities
PROGRESS RES TR 2021-SFR9 F 20401119 4.0
2040-11-19
4.053000
5500000.00
5277126.25
Asset-Backed Securities
PROGRESS RES TR 2021-SFR10 F 20401219 0.0
2040-12-19
4.608000
2493000.00
2486328.73
Asset-Backed Securities
PROGRESS RES TR 2021-SFR10 G 20401219 0.0
2040-12-19
4.860000
3500000.00
3473088.50
Asset-Backed Securities
PROGRESS RES TR 2021-SFR11 F 20410117 4.4
2041-01-17
4.420000
4000000.00
3955497.33
Asset-Backed Securities
PROGRESS RES TR 2021-SFR11 G 20410117 4.6
2041-01-17
4.687000
1000000.00
987514.83
Asset-Backed Securities
RADNOR RE LTD 2020-1 M-1A 20300125 FLT
254900YVLP8CB4GC2O97
2030-01-25
1.057710
4709000.00
4695171.01
Asset-Backed Securities
READY CAP MTG FIN 2020-FL4 D 20350226 FLT
2035-02-26
6.357710
1000000.00
1021141.62
Asset-Backed Securities
REGIONAL MGMT ISS TR 2019-1 B 20281115 3.4
2028-11-15
3.430000
1600000.00
1598347.91
Asset-Backed Securities
REPUBLIC FINAE ISSE TR 2020-A A 20301120 2.4
2030-11-20
2.470000
1000000.00
1006872.72
Asset-Backed Securities
REPUBLIC FINAE ISSE TR 2020-A B 20301120 3.5
2030-11-20
3.540000
110000.00
111253.96
Asset-Backed Securities
RISERVA CLO 2016 SUB 20281018 FLT
549300640C8OB2I8SN35
2028-10-18
0.00
3200000.00
1936000.00
Asset-Backed Securities
STAR TR 2021-SFR2 G 20240117 0.0
2024-01-17
3.506290
1000000.00
999655.56
Asset-Backed Securities
TRTX ISSUER LTD 2021-FL4 D 20380317 FLT
2038-03-17
3.703290
2000000.00
1990174.60
Asset-Backed Securities
TELOS CLO LTD 2013-3 SUB NT 20260717 FLT
25490083G97ZZN6SR263
2026-07-17
0.00
1693000.00
143905.00
Asset-Backed Securities
UPLAND CLO LTD 2016 SUB 20280420 FLT
54930052JF7HYEE5CO91
2028-04-20
0.00
5000000.00
2825000.00
Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUBFEE 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.100000
364227.00
249508.65
Asset-Backed Securities
YORK CLO LTD 2015-2 SUB 20271022 FLT
5493009C48K5WG4EX118
2027-10-22
0.00
3000000.00
1665000.00
Asset-Backed Securities
AMMC CLO XII LTD 2013-12 SUB 20250510 FLT
2025-05-10
0.00
3650000.00
1040250.00
Asset-Backed Securities
APIDOS CLO XXVII 2017-27 SUB 20300717 FLT
2030-07-17
0.00
2500000.00
1233145.00
Asset-Backed Securities
CIFC FUNDING LTD 2014-III INC NT 20260722 FLT
2026-07-22
0.00
3000000.00
1405584.00
Asset-Backed Securities
TABERNA PREF FDG I 2005-1 E 20350705 FLT
2035-07-05
3.359130
2000000.00
144116.75
Asset-Backed Securities
TCI-SYMPHONY CLO 2017-1 INC NT 20300715 FLT
2030-07-15
0.00
5000000.00
4313315.00
Asset-Backed Securities
AIG CLO 2020-1 LLC
2034-04-15
0.00
7961073.00
6408663.76
Asset-Backed Securities
AMMC CLO 21 LTD 2017-21 SUB NT 20301104 FLT
549300DYK366J47FIO80
2030-11-04
0.00
2749999.00
1141249.58
Asset-Backed Securities
AMSR TRUST 2021-SFR3 H 20261009 4.9
2026-10-09
4.896000
1500000.00
1455223.50
Asset-Backed Securities
AMSR TRUST 2021-SFR3 I 20261009 5.8
2026-10-09
5.884000
1745501.00
1696215.62
Asset-Backed Securities
AREIT TRUST 2019-CRE3 C 20360915 FLT
2036-09-15
2.064150
835000.00
831747.46
Asset-Backed Securities
AREIT TRUST 2019-CRE3 D 20360915 FLT
2036-09-15
2.814150
2310000.00
2284910.87
Asset-Backed Securities
AFFIRM ASSET SECTZ TR 2020-Z2 A 20250115 1.9
2025-01-15
1.900000
275000.00
111403.18
Asset-Backed Securities
ARBOR RLTY COM NT 2021-FL4 A-S 20361117 FLT
2036-11-17
1.803290
5000000.00
4994055.94
Asset-Backed Securities
AREIT TRUST 2020-CRE4 D 20370417 FLT
2037-04-17
3.354150
2000000.00
2003642.44
Asset-Backed Securities
ARES CLO LTD 2017-45 SUB 20301004 FLT
549300VFCO6SQG8OL714
2030-10-04
0.00
7000000.00
4025000.00
Asset-Backed Securities
ARES CLO LTD 2017-43 SUB 20291015 FLT
549300ECLIGB6OZRBA51
2029-10-15
0.00
5094999.00
2063474.59
Asset-Backed Securities
ASSURANT CLO 2018-2 SUB 20310421 FLT
2031-04-21
0.00
5000000.00
2975000.00
Asset-Backed Securities
CARVANA AUTO RCV TR 2021-N4 N 20280910 2.9
2028-09-10
2.990000
1000000.00
1002234.17
Asset-Backed Securities
CEDAR FUNDING CLO LTD 2013-2 SUB 20300610 FLT
254900Q56WTD2BRLBE32
2030-06-10
0.00
10000000.00
5450000.00
Asset-Backed Securities
BLUEMOUNTAIN CLO XXIII 2018-23 SUB 20311020 FLT
2031-10-20
0.00
3000000.00
1965000.00
Asset-Backed Securities
CIFC FDG 2013 I LTD
549300PC4RPZFE70AI24
2025-04-16
0.00
12600000.00
7026755.40
Asset-Backed Securities
COREVEST AMER FIN TR 2019-2 E 20520617 FLT
2052-06-17
5.174010
393000.00
413360.81
Asset-Backed Securities
COREVEST AMER FIN TR 2019-3 B 20521018 3.1
2052-10-18
3.163000
1500000.00
1508233.25
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2014-UBS5 D 20470912 3.4
2047-09-12
3.495000
9000000.00
7699720.50
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 B 20510616 4.0
2051-06-16
4.003000
750000.00
761329.37
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 C 20510616 4.3
2051-06-16
4.369000
1250000.00
1285022.29
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2018-1 E 20510616 FLT
2051-06-16
5.887970
3034000.00
3227555.97
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-1 E 20520315 FLT
2052-03-15
5.488700
381000.00
407558.72
Private Label Collateralized Mortgage Obligations
BSREP COMM MTG TR 2021-DC F 20380816 FLT
2038-08-16
2.957000
1000000.00
988820.22
Private Label Collateralized Mortgage Obligations
MORGAN STAN CAP I TR 2019-PLND F 20360515 FLT
2036-05-15
2.906000
6000000.00
5683395.33
Private Label Collateralized Mortgage Obligations
MORGAN STAN CAP I TR 2019-PLND G 20360515 FLT
2036-05-15
3.756000
5000000.00
4559526.67
Private Label Collateralized Mortgage Obligations
BX TR 2019-IMC F 20340417 FLT
2034-04-17
3.006000
1846141.00
1825506.68
Private Label Collateralized Mortgage Obligations
BAMLL CML MTG SEC TR 2020-BHP3 F 20370316 FLT
2037-03-16
2.616000
2000000.00
1925959.33
Private Label Collateralized Mortgage Obligations
Y
2022-05-06
2022-05-06
2022-06-06
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0080
164912370.15
164912370.15
0.0022
N
N
N
Y
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 0.220000%
549300LCO2FLSSVFFR64
0000050916
ARP0RYM22
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
JPMORGAN CHASE & CO VR 110217-01158
8I5DZWZKVSZI1NUHU748
2087-01-15
1.082250
6704000.00
6053280.43
Corporate Debt Securities
JPMORGAN CHASE & CO ALT TIER I PERP
8I5DZWZKVSZI1NUHU748
2500-12-31
3.650000
2352000.00
2289397.60
Corporate Debt Securities
KEURIG DR PEPPER INC GLBL NT 3.8%50
DYTQ8KRTKO7Y2BVU5K74
2050-05-01
3.800000
186000.00
194686.20
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 22
549300PDHUGWPWGOT525
2022-09-01
3.950000
30000.00
30803.95
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 24
549300PDHUGWPWGOT525
2024-09-01
4.250000
2395000.00
2562598.11
Corporate Debt Securities
KINDER MORGAN INC DEL SR GLBL NT 50
549300WR7IX8XE0TBO16
2050-08-01
3.250000
2000.00
1822.24
Corporate Debt Securities
KROGER CO SR GLBL NT 46
6CPEOKI6OYJ13Q6O7870
2046-10-15
3.875000
370000.00
398264.20
Corporate Debt Securities
LAS VEGAS SANDS CORP SR GLBL NT3.2%24
549300DUOO1KXOHPM605
2024-08-08
3.200000
100000.00
102778.78
Corporate Debt Securities
LINCOLN NATL CORP IND LW TIER II 66
EFQMQROEDSNBRIP7LE47
2066-05-17
2.515380
8000.00
7001.92
Corporate Debt Securities
LOWES COS INC SR GLBL NT 50
WAFCR4OKGSC504WU3E95
2050-04-15
5.125000
5847000.00
7497434.31
Corporate Debt Securities
LYONDELLBASELL INDUSTRIES NV SR NT 5.75%24
BN6WCCZ8OVP3ITUUVN49
2024-04-15
5.750000
270000.00
294594.45
Corporate Debt Securities
MAGELLAN MIDSTREAM PRTNRS LP SR GLBL NT 50
MZF5TI8NFVZZNUSKDL39
2050-03-01
3.950000
2000.00
2037.16
Corporate Debt Securities
PROVINCE OF MAN D N PROV NT SR DEB 2.1%22
5493003QILFOB3JRKE30
2022-09-06
2.100000
6000.00
6099.11
Corporate Debt Securities
PROVINCE OF MAN D N PROV NT SR GLBL GI DB 24
5493003QILFOB3JRKE30
2024-05-14
3.050000
315000.00
328716.24
Corporate Debt Securities
PROVINCE OF MAN D N PROV NT GLBL -GT DEB 22
5493003QILFOB3JRKE30
2022-05-04
2.125000
10000.00
10090.25
Corporate Debt Securities
MARSH & MCLENNAN COS INC SR GLBL NT 30
549300XMP3KDCKJXIU47
2030-11-15
2.250000
46000.00
44599.76
Corporate Debt Securities
MARRIOTT INTL INC NEW CR SEN SR GLBL31
225YDZ14ZO8E1TXUSU86
2031-04-15
2.850000
7000.00
6810.31
Corporate Debt Securities
MCDONALDS CORP FR 3.7%013026
UE2136O97NLB5BYP9H04
2026-01-30
3.700000
252000.00
266988.96
Corporate Debt Securities
MERCK & CO INC SR GLBL NT 31
4YV9Y5M8S0BRK1RP0397
2031-12-10
2.150000
3045000.00
2941609.56
Corporate Debt Securities
METLIFE INC SR -D DB4.368%23
C4BXATY60WC6XEOZDX54
2023-09-15
4.368000
28000.00
29476.20
Corporate Debt Securities
METLIFE INC PERP JR SB GLBL
C4BXATY60WC6XEOZDX54
2099-12-31
5.875000
10000.00
11276.84
Corporate Debt Securities
MICRON TECHNOLOGY INC SR GLBL NT 30
B3DXGBC8GAIYWI2Z0172
2030-02-15
4.663000
587000.00
661655.61
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 41
HL3H1H2BGXWVG3BSWR90
2041-11-15
4.375000
75000.00
81544.96
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 23
HL3H1H2BGXWVG3BSWR90
2023-05-01
1.125000
19000.00
19041.85
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 26
HL3H1H2BGXWVG3BSWR90
2026-05-01
0.875000
26000.00
24699.67
Corporate Debt Securities
PHILLIPS 66 SR GLBL NT4.3%22
5493005JBO5YSIGK1814
2022-04-01
4.300000
3000.00
3061.66
Corporate Debt Securities
PHILLIPS 66 SR GLBL NT3.3%52
5493005JBO5YSIGK1814
2052-03-15
3.300000
3000000.00
2832740.00
Corporate Debt Securities
PLAINS ALL AMERN PIPELINE L P SR NT 2.85%23
2023-01-31
2.850000
10980000.00
11120544.00
Corporate Debt Securities
PLAINS ALL AMERN PIPELINE L P SR GLBL NT4.7%44
2044-06-15
4.700000
2000.00
2038.35
Corporate Debt Securities
PLAINS ALL AMERN PIPELINE L P SR NT 3.6%24
2024-11-01
3.600000
2000.00
2086.92
Corporate Debt Securities
PROVINCE OF QUEBEC SR QM NT2.625%23
549300WN65YFEQH74Y36
2023-02-13
2.625000
75000.00
77223.75
Corporate Debt Securities
PROVINCE OF QUEBEC SR GLBL QO NT 24
549300WN65YFEQH74Y36
2024-10-16
2.875000
30000.00
31420.36
Corporate Debt Securities
PROVINCE OF QUEBEC SR GLBL QS NT 27
549300WN65YFEQH74Y36
2027-04-12
2.750000
1163000.00
1224599.91
Corporate Debt Securities
PROVINCE OF QUEBEC FR 6.35%013026
549300WN65YFEQH74Y36
2026-01-30
6.350000
3000.00
3474.66
Corporate Debt Securities
REGENERON PHARMACEUTICALS SR GLBL NT 30
549300RCBFWIRX3HYQ56
2030-09-15
1.750000
21000.00
19269.62
Corporate Debt Securities
REGIONS FINANCIAL CORP NEW SR GLBL NT 25
CW05CS5KW59QTC0DG824
2025-05-18
2.250000
3000.00
3029.02
Corporate Debt Securities
NATWEST GROUP PLC SR NT 4.8%26
2138005O9XJIJN4JPN90
2026-04-05
4.800000
588000.00
649873.28
Corporate Debt Securities
SABAL TRAIL TRANSMISSION LLC SR 144A NT 28
5493002DWITGSZFUI977
2028-05-01
4.246000
990000.00
1085223.15
Corporate Debt Securities
SABINE PASS LIQUEFACTION LLC SR SEC GLBL NT23
549300KJYBG7C6WJYZ11
2023-04-15
5.625000
2301000.00
2428711.25
Corporate Debt Securities
SALESFORCE COM INC GLBL NT 2.9%51
RCGZFPDMRW58VJ54VR07
2051-07-15
2.900000
19000.00
18038.20
Corporate Debt Securities
OFFICE PPTYS INCOME TR SR NT 4.5%25
2025-02-01
4.500000
309000.00
329004.66
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 29
213800ITMMKU4Z7I4F78
2029-11-07
2.375000
6000.00
5990.53
Corporate Debt Securities
AT&T INC SR GLBL NT3.8%2
549300Z40J86GGSTL398
2027-02-15
3.800000
10000.00
10795.02
Corporate Debt Securities
AT&T INC GLBL NT 3.65%51
549300Z40J86GGSTL398
2051-06-01
3.650000
2120000.00
2097747.07
Corporate Debt Securities
STRYKER CORPORATION SR GLBL NT 25
5493002F0SC4JTBU5137
2025-06-15
1.150000
10000.00
9722.19
Corporate Debt Securities
SUMITOMO MITSUI FIN GRP INC SR GLBL NT 23
35380028MYWPB6AUO129
2023-01-17
3.102000
16000.00
16314.98
Corporate Debt Securities
TAKEDA PHARMACEUTICAL CO LTD SR GLBL NT 30
549300ZLMVP4X0OGR454
2030-03-31
2.050000
1300000.00
1231130.33
Corporate Debt Securities
TECK RESOURCES LTD SR NT 5.2%42
T8KI5SQ2JRWHL7XY0E11
2042-03-01
5.200000
1914000.00
2180441.56
Corporate Debt Securities
TORONTO DOMINION BANK VR 060321-060223
PT3QB789TSUIDF371261
2023-06-02
0.266003
6000.00
6008.30
Corporate Debt Securities
MOLSON COORS BEVERAGE CO SR GLBL NT4.2%46
54930073LBBH6ZCBE225
2046-07-15
4.200000
10000.00
10486.27
Corporate Debt Securities
MORGAN STANLEY FR 5.597%032451
IGJSJL3JD5P30I6NJZ34
2051-03-24
5.597000
4766000.00
6764788.78
Corporate Debt Securities
MORGAN STANLEY FR 0.864%102125
IGJSJL3JD5P30I6NJZ34
2025-10-21
0.864000
265000.00
257651.55
Corporate Debt Securities
MORGAN STANLEY FR 3.75%022523
IGJSJL3JD5P30I6NJZ34
2023-02-25
3.750000
5000.00
5228.65
Corporate Debt Securities
MORGAN STANLEY FR 3.875%042924
IGJSJL3JD5P30I6NJZ34
2024-04-29
3.875000
2000.00
2111.21
Corporate Debt Securities
MOTOROLA SOLUTIONS INC SR GLBL NT 31
6S552MUG6KGJVEBSEC55
2031-05-24
2.750000
1480000.00
1435789.52
Corporate Debt Securities
NXP B V / NXP FDG LLC SR 144A NT 28
2028-12-01
5.550000
4441000.00
5224773.59
Corporate Debt Securities
TOTAL CAP INTL SR GLBL NT 24
549300U37G2I8G4RUG09
2024-04-10
3.750000
50000.00
52858.62
Corporate Debt Securities
TRANSCANADA PIPELINE STRIP FR 4.25%051528
5BV01I6231JPDAPMGH09
2028-05-15
4.250000
4000.00
4365.45
Corporate Debt Securities
UNION PAC CORP SR GLBL NT3.7%29
549300LMMRSZZCZ8CL11
2029-03-01
3.700000
26000.00
28454.31
Corporate Debt Securities
UNION PAC CORP GLBL 144A NT 60
549300LMMRSZZCZ8CL11
2060-03-20
3.839000
3000.00
3285.54
Corporate Debt Securities
US BANCORP FR 3.6%091124
N1GZ7BBF3NP8GI976H15
2024-09-11
3.600000
14000.00
14869.54
Corporate Debt Securities
US BANCORP FR 3.375%020524
N1GZ7BBF3NP8GI976H15
2024-02-05
3.375000
6000.00
6315.90
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT3.5%23
549300GHBMY8T5GXDE41
2023-06-15
3.500000
5000.00
5178.56
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT3.5%39
549300GHBMY8T5GXDE41
2039-08-15
3.500000
660000.00
697388.27
Corporate Debt Securities
VALE OVERSEAS LTD SR GLBL NT 30
254900BA3U6G5DNV5V04
2030-07-08
3.750000
300000.00
303687.50
Corporate Debt Securities
HEINEKEN NV SR GLBL 144A 47
724500K5PTPSST86UQ23
2047-03-29
4.350000
1801000.00
2132025.30
Corporate Debt Securities
GLENCORE FDG LLC SR 144A NT 51
213800STG1QDNBY87K49
2051-09-23
3.375000
2011000.00
1839863.90
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 6%031541
784F5XWPLTWKTBV3E584
2041-03-15
6.000000
50000.00
61332.33
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 5.7%051541
784F5XWPLTWKTBV3E584
2041-05-15
5.700000
10000.00
11987.73
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT3.5%25
784F5XWPLTWKTBV3E584
2025-04-01
3.500000
3000.00
3151.43
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 27
784F5XWPLTWKTBV3E584
2027-03-09
1.431000
24000.00
23112.83
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 32
784F5XWPLTWKTBV3E584
2032-07-21
2.383000
10000000.00
9446919.44
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 28
784F5XWPLTWKTBV3E584
2028-02-24
2.640000
13134000.00
13131154.30
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT 4%22
MLU0ZO3ML4LN2LL2TL39
2022-03-30
4.000000
3000.00
3058.00
Corporate Debt Securities
HSBC HLDGS PLC FXD/FLTG 2023
MLU0ZO3ML4LN2LL2TL39
2023-11-22
3.033000
700000.00
713519.28
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL COCO 27
MLU0ZO3ML4LN2LL2TL39
2027-05-24
1.589000
4082000.00
3925117.74
Corporate Debt Securities
HP INC SR GLBL NT3.4%30
WHKXQACZ14C5XRO8LW03
2030-06-17
3.400000
19000.00
19528.50
Corporate Debt Securities
HARTFORD HEALTHCARE CORP -2020 SINK BD 54
549300W3L482NUDOFF24
2054-07-01
3.447000
2000.00
2016.86
Corporate Debt Securities
HOME DEPOT INC SR GLBL NT 22
QEKMOTMBBKA8I816DO57
2022-06-01
2.625000
3000.00
3029.86
Corporate Debt Securities
HYUNDAI CAP AMER FR 4.3%020124
549300RIPPWJB5Z0FK07
2024-02-01
4.300000
443000.00
472685.43
Corporate Debt Securities
HYUNDAI CAP AMER SR REGS NT 23
549300RIPPWJB5Z0FK07
2023-02-10
2.375000
35000.00
35763.39
Corporate Debt Securities
HYUNDAI CAP AMER FR 2%061528
549300RIPPWJB5Z0FK07
2028-06-15
2.000000
531000.00
502286.47
Corporate Debt Securities
JPMORGAN CHASE & CO SUB NT 3.875%24
8I5DZWZKVSZI1NUHU748
2024-09-10
3.875000
23000.00
24502.29
Corporate Debt Securities
JPMORGAN CHASE & CO 4.203%29
8I5DZWZKVSZI1NUHU748
2029-07-23
4.203000
310000.00
336093.94
Corporate Debt Securities
JEFFERIES GROUP LLC / JEFFERIE FR 6%053139
2039-05-31
6.000000
20000.00
19334.80
Corporate Debt Securities
NATIONWIDE BLDG SOC GLOBAL COV FR 4%091426
549300XFX12G42QIKN82
2026-09-14
4.000000
3000000.00
3198153.33
Corporate Debt Securities
NESTLE HLDGS INC SR GLBL 144A 38
549300EAEU8YV8MQXP30
2038-09-24
3.900000
387000.00
438532.27
Corporate Debt Securities
NETAPP INC SR GLBL NT2.7%30
QTX3D84DZDD5JYOCYH15
2030-06-22
2.700000
3934000.00
3872885.31
Corporate Debt Securities
NEXTERA ENERGY CAP HLDGS INC SR GLBL FL DB 22
UMI46YPGBLUE4VGNNT48
2022-02-25
0.898000
125000.00
125263.91
Corporate Debt Securities
NISSAN MOTOR CO LTD SR GLBL 144A 30
353800DRBDH1LUTNAY26
2030-09-17
4.810000
6746000.00
7426268.51
Corporate Debt Securities
NORFOLK SOUTHN CORP GLBL NT 3.155%55
54930036C8MWP850MI84
2055-05-15
3.155000
5362000.00
5112455.50
Corporate Debt Securities
ONEOK INC NEW SR GLBL NT3.4%29
2T3D6M0JSY48PSZI1Q41
2029-09-01
3.400000
4588000.00
4679652.95
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD3.4%23
C7PVKCRGLG18EBQGZV36
2023-10-17
3.400000
522000.00
546529.94
Corporate Debt Securities
ORACLE CORP SR GLBL NT3.6%50
1Z4GXXU7ZHVWFCD8TV52
2050-04-01
3.600000
1642000.00
1481576.60
Corporate Debt Securities
ORACLE CORP SR GLBL NT2.3%28
1Z4GXXU7ZHVWFCD8TV52
2028-03-25
2.300000
4000.00
3883.44
Corporate Debt Securities
ORACLE CORP SR GLBL NT 31
1Z4GXXU7ZHVWFCD8TV52
2031-03-25
2.875000
24000.00
23388.30
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR GLBL NT 47
1HNPXZSMMB7HMBMVBS46
2047-12-01
3.950000
5486000.00
4975436.27
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL BD 22
1HNPXZSMMB7HMBMVBS46
2022-06-16
1.750000
10000.00
10021.98
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL 27 BD 2
1HNPXZSMMB7HMBMVBS46
2025-07-01
3.450000
2000.00
2041.87
Corporate Debt Securities
PAYPAL HLDGS INC SR GLBL NT 25
5493005X2GO78EFZ3E94
2025-06-01
1.650000
31000.00
30765.95
Corporate Debt Securities
BNP PARIBAS FR 3.052%011331
R0MUWSFPU8MPRO8K5P83
2031-01-13
3.052000
335000.00
333925.06
Corporate Debt Securities
BOEING CO CR SEN SR GLBL50
RVHJWBXLJ1RFUBSY1F30
2050-05-01
5.805000
635000.00
812242.79
Corporate Debt Securities
BP CAP MKTS AMER INC GLBL NT 2.772%50
5493009NTB34VXE1T760
2050-11-10
2.772000
1000000.00
880647.00
Corporate Debt Securities
BP CAP MKTS AMER INC GLBL NT 3.06%41
5493009NTB34VXE1T760
2041-06-17
3.060000
5246000.00
5005365.98
Corporate Debt Securities
BRITISH COLUMBIA PROV CDA SR-BCUSG8 BD2%22
54930058TO7MEKUHWL16
2022-10-23
2.000000
10000.00
10149.44
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27
2027-01-15
3.875000
271000.00
285965.22
Corporate Debt Securities
BROADCOM INC SR GLBL NT4.3%32
549300WV6GIDOZJTV909
2032-11-15
4.300000
1189000.00
1281228.09
Corporate Debt Securities
BROADCOM INC SR GLBL 144A 35
549300WV6GIDOZJTV909
2035-11-15
3.137000
300000.00
284829.77
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 52
2052-06-15
2.875000
979000.00
928182.69
Corporate Debt Securities
CIGNA CORP NEW GLBL NT 4.8%46
549300VIWYMSIGT1U456
2046-07-15
4.800000
353000.00
413378.30
Corporate Debt Securities
CIGNA CORP NEW SR GLBL NT2.4%30
549300VIWYMSIGT1U456
2030-03-15
2.400000
63000.00
61300.05
Corporate Debt Securities
FIRST CTZNS BK&TR RALEIGH NC SR NT 5%23
L9VVX1KT5TFTKS0MLF66
2023-08-01
5.000000
18000.00
19390.68
Corporate Debt Securities
CSX CORP SR GLBL NT 29
549300JVQR4N1MMP3Q88
2029-03-15
4.250000
580000.00
648135.82
Corporate Debt Securities
CVS HEALTH CORP SR NT 2.75%22
549300EJG376EN5NQE29
2022-12-01
2.750000
13000.00
13196.47
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL COCO 23
2IGI19DL77OX0HC3ZE78
2023-06-23
0.950000
4000.00
3983.25
Corporate Debt Securities
CANADIAN IMP BK COMM SR COCO 23
2IGI19DL77OX0HC3ZE78
2023-06-22
0.383866
2592000.00
2594194.17
Corporate Debt Securities
CARRIER GLOBAL CORPORATION GLBL NT 3.577%50
549300JE3W6CWY2NAN77
2050-04-05
3.577000
3842000.00
3883516.23
Corporate Debt Securities
CATERPILLAR INC SR NT 3.4%24
WRJR7GS4GTRECRRTVX92
2024-05-15
3.400000
6000.00
6276.65
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 0.9%030226
EDBQKYOPJUCJKLOJDE72
2026-03-02
0.900000
134000.00
129295.93
Corporate Debt Securities
CENTERPOINT ENERGY RES CORP SR GLBL FL NT 23
2JADVB0458J06WCD4N56
2023-03-02
0.673250
200000.00
200290.42
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 26
6SHGI4ZSSLCXXQSBB395
2026-04-08
3.106000
318000.00
329543.21
Corporate Debt Securities
CITIGROUP INC FR 1%082626
6SHGI4ZSSLCXXQSBB395
2026-08-26
1.000000
20000.00
18660.11
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT 26
51M0QTTNCGUN7KFCFZ59
2026-03-01
3.150000
18000.00
19019.07
Corporate Debt Securities
ALIMENTATION COUCHE-TARD INC SR GLBL 144A 50
549300OSW32RVX8CCZ87
2050-01-25
3.800000
3945000.00
4046912.50
Corporate Debt Securities
AMERICAN EXPRESS CO LW TIER II NT 24
R4PP93JZOLY261QX3811
2024-12-05
3.625000
15000.00
15805.33
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT2.5%22
R4PP93JZOLY261QX3811
2022-08-01
2.500000
12000.00
12242.04
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 2.05%011023
B6Q2VFHD1797Q7NZ3E43
2023-01-10
2.050000
2000.00
2020.97
Corporate Debt Securities
AMERICAN INTL GROUP INC JR SB GLBL-A9 48
ODVCVCQG2BP6VHV36M30
2048-04-01
5.750000
39000.00
43257.50
Corporate Debt Securities
AMERICAN INTL GROUP INC SR GLBL NT 29
ODVCVCQG2BP6VHV36M30
2029-03-15
4.250000
135000.00
150540.60
Corporate Debt Securities
APPLE INC SR GLBL NT 43
HWUPKR0MPOU8FGXBT394
2043-05-04
3.850000
10000.00
11206.64
Corporate Debt Securities
APTIV PLC SR GLBL NT3.1%51
2051-12-01
3.100000
92000.00
81646.83
Corporate Debt Securities
ATHENE HOLDING LTD SR GLBL NT 30
549300H316CT32FQXI76
2030-04-03
6.150000
6590000.00
7997212.12
Corporate Debt Securities
BAT CAPITAL CORP SR GLBL NT 24
2138005GYEXN7XRHFA84
2024-08-15
3.222000
5000.00
5203.43
Corporate Debt Securities
BAT CAPITAL CORP 4.39%37
2138005GYEXN7XRHFA84
2037-08-15
4.390000
5227000.00
5402746.26
Corporate Debt Securities
BMW FINANCE NV SR GLBL 144A 24
5299006ZHG3IXU0PNJ56
2024-08-14
2.400000
2500000.00
2567016.67
Corporate Debt Securities
BK OF AMERICA CORP FR 4%040124
9DJT3UXIJIZJI4WXO774
2024-04-01
4.000000
643000.00
684790.71
Corporate Debt Securities
BK OF AMERICA CORP SR NT FXD/FLT 25
9DJT3UXIJIZJI4WXO774
2025-10-01
3.093000
20000.00
20693.80
Corporate Debt Securities
BK OF AMERICA CORP FR 3.55%030524
9DJT3UXIJIZJI4WXO774
2024-03-05
3.550000
1800000.00
1867009.00
Corporate Debt Securities
BK OF AMERICA CORP FR 2.676%061941
9DJT3UXIJIZJI4WXO774
2041-06-19
2.676000
600000.00
546349.20
Corporate Debt Securities
BK OF AMERICA CORP FR 2.972%072152
9DJT3UXIJIZJI4WXO774
2052-07-21
2.972000
3737000.00
3474122.81
Corporate Debt Securities
BANK OF MONTREAL VR 091521-091523
NQQ6HPCNCCU6TUTQYE16
2023-09-15
0.309662
850000.00
849306.64
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 2.8%050426
WFLLPEPC7FZXENRZV188
2026-05-04
2.800000
3000.00
3112.55
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 1.6%042425
WFLLPEPC7FZXENRZV188
2025-04-24
1.600000
85000.00
84678.79
Corporate Debt Securities
BANK NOVA SCOTIA B C GLBL COCO 24
L3I9ZG2KFGXZ61BMYR72
2024-04-15
0.486224
40000.00
40042.62
Corporate Debt Securities
BAPTIST HEALTH SOUTH FLA SR-2017TAX NT 41
K6I7TB5M0RZYIMZN1Q07
2041-11-15
4.342000
6000000.00
6842078.67
Corporate Debt Securities
BARCLAYS PLC SR GLBL COCO 29
213800LBQA1Y9L22JB70
2029-05-16
4.972000
665000.00
742325.09
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT3.7%24
51M0QTTNCGUN7KFCFZ59
2024-04-15
3.700000
4000.00
4220.18
Corporate Debt Securities
CONOCOPHILLIPS GLBL 144A NT 48
WPTL2Z3FIYTHSP5V2253
2048-08-15
4.850000
5000.00
6288.12
Corporate Debt Securities
CREDIT AGRICOLE S A FR 3.25%011430
969500TJ5KRTCJQWXH05
2030-01-14
3.250000
1441000.00
1444652.13
Corporate Debt Securities
CREDIT SUISSE AG NEW YORK FR 2.95%040925
549300D0YARF5HYP1809
2025-04-09
2.950000
330000.00
342638.27
Corporate Debt Securities
DELL INTL LLC/EMC CORP CR SEN SR SEC 46
2046-07-15
8.350000
157000.00
249234.53
Corporate Debt Securities
DEUTSCHE BK AG N Y SNR NPF GLBL
7LTWFZYICNSX8D621K86
2024-09-18
2.222000
533000.00
539342.20
Corporate Debt Securities
DEVON ENERGY CORP NEW GLBL NT 4.5%30
54930042348RKR3ZPN35
2030-01-15
4.500000
1553000.00
1654053.71
Corporate Debt Securities
DIAMONDBACK ENERGY INC SR GLBL NT4.4%51
549300R22LSX6OHWEN64
2051-03-24
4.400000
1437000.00
1583490.97
Corporate Debt Securities
DICKS SPORTING GOODS INC GLBL NT 4.1%52
529900SSBV5I4LWSK313
2052-01-15
4.100000
9188000.00
8760079.11
Corporate Debt Securities
DIGITAL RLTY TR LP SR GLBL NT3.7%27
CD4SPTZ3YBTHY0C1AH38
2027-08-15
3.700000
204000.00
220081.55
Corporate Debt Securities
DIGNITY HEALTH SR SEC -2014A 64
TFVG45LTYVO3XKPZWP18
2064-11-01
5.267000
1516000.00
2034180.17
Corporate Debt Securities
DISNEY WALT CO SR GLBL NT 3%22
549300GZKULIZ0WOW665
2022-09-15
3.000000
189000.00
193810.68
Corporate Debt Securities
DISNEY WALT CO FR 3.15%091725
7260JQNI6SCF9FIV2392
2025-09-17
3.150000
6000.00
6305.31
Corporate Debt Securities
DUPONT DE NEMOURS INC SR GLBL NT 25
5493004JF0SDFLM8GD76
2025-11-15
4.493000
2000.00
2179.33
Corporate Debt Securities
EOG RES INC SR GLBL NT 50
XWTZDRYZPBUHIQBKDB46
2050-04-15
4.950000
320000.00
412241.60
Corporate Debt Securities
EATON CORP OHIO SR NT 2.75%22
0NZWDMRCE180888QQE14
2022-11-02
2.750000
26000.00
26536.60
Corporate Debt Securities
AT&T INC GLBL NT 1.7%26
549300Z40J86GGSTL398
2026-03-25
1.700000
238000.00
233887.36
Corporate Debt Securities
CHUBB INA HLDGS INC SR GLBL NT 22
CZCBJZWDMLTHWJDXU843
2022-11-03
2.875000
6000.00
6116.15
Corporate Debt Securities
ACTIVISION BLIZZARD INC SR GLBL NT 30
549300TPQQDBP9GNOF40
2030-09-15
1.350000
12000.00
10917.00
Corporate Debt Securities
ALBERTA PROV SR GLBL BD3.3%28
LQPXMHHNJKIPJYE53543
2028-03-15
3.300000
5000.00
5427.23
Corporate Debt Securities
EBAY INC. SR GLBL NT1.9%25
OML71K8X303XQONU6T67
2025-03-11
1.900000
57000.00
57196.02
Corporate Debt Securities
EDISON INTL SR GLBL NT 28
549300I7ROF15MAEVP56
2028-03-15
4.125000
9408000.00
9902421.76
Corporate Debt Securities
EMERSON ELEC CO SR GLBL NT2.2%31
FGLT0EWZSUIRRITFOA30
2031-12-21
2.200000
703000.00
676345.36
Corporate Debt Securities
ENERGY TRANSFER L P SR GLBL NT 23
MTLVN9N7JE8MIBIJ1H73
2023-03-15
4.250000
20000.00
20779.51
Corporate Debt Securities
ENTERGY TEXAS INC 1M GLBL BD 4%29
LWXX58X12AJXISQ28573
2029-03-30
4.000000
659000.00
718621.93
Corporate Debt Securities
EQUINOR ASA SR GLBL NT 30
OW6OFBNCKXC4US5C7523
2030-05-22
2.375000
115000.00
113847.94
Corporate Debt Securities
ESSENTIAL PPTYS LP SR GLBL NT 31
254900XX9FNFCDE1NX02
2031-07-15
2.950000
600000.00
573018.67
Corporate Debt Securities
EXELON CORP SR GLBL NT 30
3SOUA6IRML7435B56G12
2030-04-15
4.050000
4000.00
4383.02
Corporate Debt Securities
EXXON MOBIL CORP GLBL NT 3.452%51
J3WHBG0MTS7O8ZVMDC91
2051-04-15
3.452000
430000.00
449244.32
Corporate Debt Securities
FRANCISCAN MISSIONARIES OUR 2019B BD3.914%49
254900OPFK0OOKZFLV35
2049-07-01
3.914000
8000.00
8838.89
Corporate Debt Securities
ALLY FINL INC SR NT 8%31
549300JBN1OSM8YNAI90
2031-11-01
8.000000
3802000.00
5221666.80
Corporate Debt Securities
GENERAL ELECTRIC CO FR 4.4%081526
3C7474T6CDKPR9K6YT90
2026-08-15
4.400000
19000.00
20626.19
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT5.4%48
54930070NSV60J38I987
2048-04-01
5.400000
1400000.00
1689072.00
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR NT 3.45%22
5493008B6JBRUJ90QL97
2022-04-10
3.450000
2000.00
2025.66
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL FL NT 24
5493008B6JBRUJ90QL97
2024-10-15
0.661224
108000.00
107850.83
Corporate Debt Securities
GILEAD SCIENCES INC SR GLBL NT 26
549300WTZWR07K8MNV44
2026-03-01
3.650000
6000.00
6426.89
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 30
2S72QS2UO2OESLG6Y829
2030-03-22
3.150000
7000.00
7260.52
Corporate Debt Securities
VIRGINIA ELEC & PWR CO SR GLBL -A NT 2
CQKUMNNZVDJLRYV2PT43
2027-03-15
3.500000
13000.00
13965.41
Corporate Debt Securities
VIRGINIA ELEC & PWR CO SR GLBL -A NT 3
CQKUMNNZVDJLRYV2PT43
2032-03-30
2.400000
65000.00
63757.85
Corporate Debt Securities
VODAFONE GROUP PLC SR GLBL NT 25
213800TB53ELEUKM7Q61
2025-05-30
4.125000
9000.00
9632.48
Corporate Debt Securities
VULCAN MATLS CO SR GLBL NT3.5%30
549300Q8LSNHAVWBNI21
2030-06-01
3.500000
15000.00
15833.00
Corporate Debt Securities
WALMART INC SR GLBL NT 29
Y87794H0US1R65VBXU25
2029-09-24
2.375000
5000.00
5128.54
Corporate Debt Securities
WELLS FARGO & CO SR NT 3%26
PBLD0EJDB5FWOLXP3B76
2026-10-23
3.000000
24000.00
24841.36
Corporate Debt Securities
WELLS FARGO & CO FR 3.068%043041
PBLD0EJDB5FWOLXP3B76
2041-04-30
3.068000
40000.00
39003.60
Corporate Debt Securities
WEYERHAEUSER CO SR GLBL DEB 23
08IRJODWFYBI7QWRGS31
2023-07-15
7.125000
180000.00
194588.40
Corporate Debt Securities
WILLIAMS PARTNERS L.P. SR GLBL NT4.3%24
D71FAKCBLFS2O0RBPG08
2024-03-04
4.300000
850000.00
905155.08
Corporate Debt Securities
BMW US CAP LLC EXTND IAM FLTG REGS NT 2.55%31
KK5MZM9DIXLXZL9DZL15
2031-04-01
2.550000
56000.00
55959.12
Corporate Debt Securities
KIA MTRS CORP GLBL REGS NT1%24
988400V8MJK9N7OI5X76
2024-04-16
1.000000
300000.00
296111.67
Corporate Debt Securities
SHERWIN WILLIAMS CO SR GLBL NT 22
Z15BMIOX8DDH0X2OBP21
2022-06-01
2.750000
28000.00
28262.45
Corporate Debt Securities
SHERWIN WILLIAMS CO SR GLBL NT 27
Z15BMIOX8DDH0X2OBP21
2027-06-01
3.450000
4000.00
4235.76
Corporate Debt Securities
SIMON PPTY GROUP LP SR GLBL NT 24
MR92GTD0MJTTTTQDVG45
2024-10-01
3.375000
19000.00
19953.61
Corporate Debt Securities
SKYMILES IP LTD & DELTA AIR LI SR SEC 144A 28
2028-10-20
4.750000
299469.00
320287.92
Corporate Debt Securities
SOCIETE GENERALE FR 1.792%060927
O2RNE8IBXP4R0TD8PU41
2027-06-09
1.792000
290000.00
277538.31
Corporate Debt Securities
SOUTHERN CALIF EDISON CO 1M GLBL 2018C 48
9R1Z5I36FERIBVKW4P77
2048-03-01
4.125000
2000.00
2157.53
Corporate Debt Securities
STARBUCKS CORP 3.55%29
OQSJ1DU9TAOC51A47K68
2029-08-15
3.550000
2000.00
2151.04
Corporate Debt Securities
STARBUCKS CORP SR GLBL NT 30
OQSJ1DU9TAOC51A47K68
2030-03-12
2.250000
3000.00
2924.60
Corporate Debt Securities
STATE STR CORP SR GLBL NT3.3%24
549300ZFEEJ2IP5VME73
2024-12-16
3.300000
113000.00
119037.02
Corporate Debt Securities
STEEL DYNAMICS INC SR GLBL NT 5%26
549300HGGKEL4FYTTQ83
2026-12-15
5.000000
2000.00
2067.42
Corporate Debt Securities
VALERO ENERGY CORP SR GLBL NT1.2%24
549300XTO5VR8SKV1V74
2024-03-15
1.200000
20000.00
19806.67
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 43
2S72QS2UO2OESLG6Y829
2043-09-15
6.550000
8102000.00
12182527.29
Corporate Debt Securities
Y
2022-03-07
2022-03-07
2022-03-15
Y
RBC CAPITAL MARKETS LLC
1.0000
35
N
N
N
0.0013
223023336.95
223023336.95
0.0030
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 0.250000%
549300HN4UKV1E2R3U73
0001675365
ARP0S1JN1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
GUARDIAN LIFE GLOBAL FDG MTN 2.9%24
635400NHILJ5JEKILC36
2024-05-06
2.900000
2100000.00
2177295.17
Corporate Debt Securities
INTEL CORP SR GLBL NT2.7%24
KNX4USFCNGPY45LOCE31
2024-06-17
2.700000
600000.00
615822.00
Corporate Debt Securities
INTEL CORP SR GLBL NT 47
KNX4USFCNGPY45LOCE31
2047-12-08
3.734000
2039000.00
2184273.20
Corporate Debt Securities
INTEL CORP SR GLBL NT 29
KNX4USFCNGPY45LOCE31
2029-11-15
2.450000
556000.00
559798.72
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT4.2%35
INR2EJN1ERAN0W5ZP974
2035-11-03
4.200000
758000.00
899508.49
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT2.4%26
INR2EJN1ERAN0W5ZP974
2026-08-08
2.400000
238000.00
246126.11
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT3.3%27
INR2EJN1ERAN0W5ZP974
2027-02-06
3.300000
810000.00
874874.25
Corporate Debt Securities
INTEL CORP SR GLBL NT 60
KNX4USFCNGPY45LOCE31
2060-03-25
4.950000
480000.00
629008.80
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 38
549300G0CFPGEF6X2043
2038-07-15
5.850000
175000.00
240528.75
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 25
549300G0CFPGEF6X2043
2025-09-01
0.550000
137000.00
131659.97
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT2.1%4
549300G0CFPGEF6X2043
2040-09-01
2.100000
1436000.00
1284875.36
Corporate Debt Securities
KAISER FNDTN HOSP/HLTH MTN BE SR -2021 BD 41
DW4Z57L3G4IRMHYZYK62
2041-06-01
2.810000
571000.00
546974.22
Corporate Debt Securities
MDC GMTN BV GLBL GTD MTN 144A FR 2.5%110724
213800WRY6FRL9IXLT77
2024-11-07
2.500000
2000000.00
2045927.78
Corporate Debt Securities
MASS INST TECH MTN BE -B BD 5.6%11
DLZO3A31IADZ27B62557
2111-07-01
5.600000
112000.00
187476.43
Corporate Debt Securities
MASSMUTUAL GLBL FDG II MTN SR SEC 144A NT24
549300K1IE3K7YU6VG29
2024-04-12
0.600000
1800000.00
1764876.00
Corporate Debt Securities
MASTERCARD INCORPORATED SR GLBL NT 30
AR5L2ODV9HN37376R084
2030-03-26
3.350000
1050000.00
1132983.54
Corporate Debt Securities
MERCK & CO INC SR NT 2.75%25
4YV9Y5M8S0BRK1RP0397
2025-02-10
2.750000
2003000.00
2087591.70
Corporate Debt Securities
MERCK & CO INC SR GLBL NT2.9%2
4YV9Y5M8S0BRK1RP0397
2024-03-07
2.900000
138000.00
143856.72
Corporate Debt Securities
MERCK & CO INC SR GLBL NT 51
4YV9Y5M8S0BRK1RP0397
2051-12-10
2.750000
1160000.00
1066696.37
Corporate Debt Securities
MET TOWER GLOBAL FUNDING SR SEC 144A NT24
635400OFJCY9IOGBGY57
2024-04-05
0.700000
500000.00
491357.78
Corporate Debt Securities
METLIFE INC SR -D DB4.368%23
C4BXATY60WC6XEOZDX54
2023-09-15
4.368000
1222000.00
1286425.47
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I SR SEC GLBL 30
635400MMSOCXNNNZDZ82
2030-04-09
2.950000
790000.00
814938.54
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I FR 0.95%070225
635400MMSOCXNNNZDZ82
2025-07-02
0.950000
386000.00
374869.80
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I GLBL 144A 24
635400MMSOCXNNNZDZ82
2024-06-07
0.550000
1900000.00
1852243.50
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I SR SEC GLBL 27
635400MMSOCXNNNZDZ82
2027-01-11
1.875000
1420000.00
1400534.17
Corporate Debt Securities
MICROSOFT CORP SR NT 3.5%35
INR2EJN1ERAN0W5ZP974
2035-02-12
3.500000
29000.00
32122.45
Corporate Debt Securities
STATE GRID OVERSEAS INVT 2016 FR 2.75%050422
3003006V8BHG5158QO96
2022-05-04
2.750000
292000.00
294905.24
Corporate Debt Securities
SIEMENS FIN NV SR GLBL REGS 27
TAFO772JB70PDRN5VS48
2027-03-16
3.400000
3000000.00
3200476.67
Corporate Debt Securities
ANZ NATIONAL INTL LTD FR 3.4%031924
213800VD256NU2D97H12
2024-03-19
3.400000
1410000.00
1481447.83
Corporate Debt Securities
AMAZON COM INC SR GLBL NT 44
ZXTILKJKG63JELOEG630
2044-12-05
4.950000
436000.00
560451.84
Corporate Debt Securities
AMAZON COM INC SR GLBL NT 37
ZXTILKJKG63JELOEG630
2037-08-22
3.875000
577000.00
661908.19
Corporate Debt Securities
AMAZON COM INC SR GLBL NT 24
ZXTILKJKG63JELOEG630
2024-05-12
0.450000
422000.00
413702.42
Corporate Debt Securities
AMAZON COM INC SR GLBL NT 41
ZXTILKJKG63JELOEG630
2041-05-12
2.875000
55000.00
53921.95
Corporate Debt Securities
MIDAMERICAN ENERGY COMPANY 1MTG BD 4.25%46
NINLOILYRTLIMK26MZ18
2046-05-01
4.250000
327000.00
384308.39
Corporate Debt Securities
NATIONAL AUSTRALIA BK LTD144A FR 1.887%011227
F8SB4JFBSYQFRQEH3Z21
2027-01-12
1.887000
3000000.00
2966620.50
Corporate Debt Securities
NATIONAL SECS CLEARING CORP SR GLBL 144A 23
549300RYC9NELN2ICA34
2023-04-23
1.200000
574000.00
575863.59
Corporate Debt Securities
NATIONWIDE BLDG SOC GLOBAL COV FR 3.9%072125
549300XFX12G42QIKN82
2025-07-21
3.900000
1500000.00
1590112.50
Corporate Debt Securities
NEW YORK LIFE GLOBAL FDG FR 1.2%080730
635400DPNHEAUHB7ZI15
2030-08-07
1.200000
3150000.00
2869524.00
Corporate Debt Securities
NIKE INC SR GLBL NT2.4%25
787RXPR0UX0O0XUXPZ81
2025-03-27
2.400000
2364000.00
2433115.48
Corporate Debt Securities
NIKE INC SR GLBL NT 30
787RXPR0UX0O0XUXPZ81
2030-03-27
2.850000
3000000.00
3115040.00
Corporate Debt Securities
NORTHWEST FLA TIMBER FIN LLC SR SEC 144A NT29
2029-03-04
4.750000
100000.00
106579.22
Corporate Debt Securities
NOVARTIS CAPITAL CORP SR NT 2.4%22
5493002KF87V5RSRQS84
2022-09-21
2.400000
405000.00
412993.35
Corporate Debt Securities
NOVARTIS CAPITAL CORP SR GLBL NT 4%45
5493002KF87V5RSRQS84
2045-11-20
4.000000
110000.00
125923.48
Corporate Debt Securities
NOVARTIS CAPITAL CORP SR GLBL NT3.1%27
5493002KF87V5RSRQS84
2027-05-17
3.100000
1709000.00
1799375.72
Corporate Debt Securities
NOVARTIS CAPITAL CORP SR GLBL NT 25
5493002KF87V5RSRQS84
2025-02-14
1.750000
3226000.00
3254898.69
Corporate Debt Securities
NOVARTIS CAPITAL CORP SR GLBL NT 2%27
5493002KF87V5RSRQS84
2027-02-14
2.000000
964000.00
968191.26
Corporate Debt Securities
PNC BK N A PITTSBURGH PA DISC FR 4.05%072628
AD6GFRVSDT01YPT1CS68
2028-07-26
4.050000
270000.00
294133.28
Corporate Debt Securities
PNC BK N A PITTSBURGH PA DISC FR 3.25%012228
AD6GFRVSDT01YPT1CS68
2028-01-22
3.250000
463000.00
484683.45
Corporate Debt Securities
PACCAR FINANCIAL CORP FR 3.4%080923
PH3S12DWZBHHQKVYZ297
2023-08-09
3.400000
300000.00
313855.33
Corporate Debt Securities
PACCAR FINANCIAL CORP FR 1.8%020625
PH3S12DWZBHHQKVYZ297
2025-02-06
1.800000
2300000.00
2319458.00
Corporate Debt Securities
PACCAR FINANCIAL CORP FR 1.1%051126
PH3S12DWZBHHQKVYZ297
2026-05-11
1.100000
1300000.00
1263150.78
Corporate Debt Securities
AMAZON COM INC SR GLBL NT3.1%51
ZXTILKJKG63JELOEG630
2051-05-12
3.100000
1842000.00
1836221.24
Corporate Debt Securities
APPLE INC SR GLBL NT2.4%23
HWUPKR0MPOU8FGXBT394
2023-05-03
2.400000
178000.00
181951.01
Corporate Debt Securities
APPLE INC SR GLBL NT 43
HWUPKR0MPOU8FGXBT394
2043-05-04
3.850000
1551000.00
1738150.12
Corporate Debt Securities
APPLE INC SR GLBL NT 24
HWUPKR0MPOU8FGXBT394
2024-05-06
3.450000
700000.00
736887.08
Corporate Debt Securities
APPLE INC SR GLBL NT 23
HWUPKR0MPOU8FGXBT394
2023-02-23
2.850000
727000.00
749186.83
Corporate Debt Securities
APPLE INC SR GLBL NT4.5%36
HWUPKR0MPOU8FGXBT394
2036-02-23
4.500000
150000.00
182271.00
Corporate Debt Securities
APPLE INC SR GLBL NT 46
HWUPKR0MPOU8FGXBT394
2046-02-23
4.650000
160000.00
200362.93
Corporate Debt Securities
APPLE INC SR GLBL NT 26
HWUPKR0MPOU8FGXBT394
2026-08-04
2.450000
150000.00
155189.37
Corporate Debt Securities
APPLE INC SR GLBL NT 46
HWUPKR0MPOU8FGXBT394
2046-08-04
3.850000
216000.00
243099.18
Corporate Debt Securities
APPLE INC SR GLBL NT 3%24
HWUPKR0MPOU8FGXBT394
2024-02-09
3.000000
26000.00
27157.87
Corporate Debt Securities
APPLE INC SR GLBL NT3.2%27
HWUPKR0MPOU8FGXBT394
2027-05-11
3.200000
13000.00
13773.12
Corporate Debt Securities
APPLE INC SR GLBL NT 47
HWUPKR0MPOU8FGXBT394
2047-09-12
3.750000
17000.00
18754.56
Corporate Debt Securities
APPLE INC SR GLBL NT 25
HWUPKR0MPOU8FGXBT394
2025-05-11
1.125000
523000.00
514485.56
Corporate Debt Securities
APPLE INC SR GLBL NT 30
HWUPKR0MPOU8FGXBT394
2030-08-20
1.250000
2149000.00
1969602.08
Corporate Debt Securities
APPLE INC SR GLBL NT0.7%26
HWUPKR0MPOU8FGXBT394
2026-02-08
0.700000
170000.00
163583.16
Corporate Debt Securities
APPLE INC SR GLBL NT1.2%28
HWUPKR0MPOU8FGXBT394
2028-02-08
1.200000
20000.00
19005.33
Corporate Debt Securities
APPLE INC SR GLBL NT 31
HWUPKR0MPOU8FGXBT394
2031-02-08
1.650000
542000.00
512303.37
Corporate Debt Securities
MICROSOFT CORP GLBL NT 2.525%50
INR2EJN1ERAN0W5ZP974
2050-06-01
2.525000
525000.00
478363.37
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT 62
INR2EJN1ERAN0W5ZP974
2062-03-17
3.041000
1412000.00
1382389.34
Corporate Debt Securities
TOYOTA MTR CR CORP VR 011322-011325
Z2VZBHUMB7PWWJ63I008
2025-01-13
0.361447
1915000.00
1915346.09
Corporate Debt Securities
UBS AG LONDON BRANCH SR GLBL 144A 48
BFM8T61CT2L1QCEMIK50
2048-06-26
4.500000
1850000.00
2265806.00
Corporate Debt Securities
UBS AG LONDON BRANCH FR 0.45%020924
BFM8T61CT2L1QCEMIK50
2024-02-09
0.450000
1300000.00
1273307.75
Corporate Debt Securities
UBS AG LONDON BRANCH SR GLBL 144A 24
BFM8T61CT2L1QCEMIK50
2024-08-09
0.700000
1570000.00
1542156.05
Corporate Debt Securities
VISA INC SR GLBL NT2.7%40
549300JZ4OKEHW3DPJ59
2040-04-15
2.700000
266000.00
258554.66
Corporate Debt Securities
VISA INC SR GLBL NT 30
549300JZ4OKEHW3DPJ59
2030-04-15
2.050000
2387000.00
2338367.53
Corporate Debt Securities
WALMART INC SR GLBL NT3.4%23
Y87794H0US1R65VBXU25
2023-06-26
3.400000
2500000.00
2584938.89
Corporate Debt Securities
WALMART INC SR GLBL NT1.8%31
Y87794H0US1R65VBXU25
2031-09-22
1.800000
1800000.00
1724274.00
Corporate Debt Securities
PACCAR FINANCIAL CORP FR 0.5%080924
PH3S12DWZBHHQKVYZ297
2024-08-09
0.500000
1200000.00
1169158.67
Corporate Debt Securities
PACIFIC LIFE GLOBAL FDG II MED SR SEC GLBL 25
6354003EUPCHXTWUU869
2025-06-24
1.200000
1075000.00
1047859.83
Corporate Debt Securities
PEPSICO INC SR NT 4%42
FJSUNZKFNQ5YPJ5OT455
2042-03-05
4.000000
1767000.00
2016645.69
Corporate Debt Securities
PEPSICO INC SR GLBL NT 25
FJSUNZKFNQ5YPJ5OT455
2025-03-19
2.250000
1195000.00
1223871.20
Corporate Debt Securities
PEPSICO INC SR GLBL NT 51
FJSUNZKFNQ5YPJ5OT455
2051-10-21
2.750000
436000.00
418681.60
Corporate Debt Securities
PRECISION CASTPARTS CORP SR NT 3.9%43
0XOOAY5P5J7Q734SEC89
2043-01-15
3.900000
538000.00
590515.97
Corporate Debt Securities
SKANDINAVISKA ENSKILDA BANKEN FR 0.65%090924
F3JS33DEI6XQ4ZBPTN86
2024-09-09
0.650000
1400000.00
1365946.17
Corporate Debt Securities
STANFORD HEALTH CARE -2018 BD3.795%48
5493005311WCPXQGDG42
2048-11-15
3.795000
1000.00
1136.08
Corporate Debt Securities
STIFEL FINL CORP SR NT 4.25%24
549300E5F07FE5GHJX84
2024-07-18
4.250000
20000.00
21079.89
Corporate Debt Securities
SWEDBANK AB FR 1.3%060223
M312WZV08Y7LYUC71685
2023-06-02
1.300000
1925000.00
1928204.06
Corporate Debt Securities
SWEDBANK AB SR 144A NT 26
M312WZV08Y7LYUC71685
2026-11-16
1.538000
3168000.00
3095077.22
Corporate Debt Securities
TEXAS INSTRS INC SR GLBL NT 29
WDJNR2L6D8RWOEB8T652
2029-09-04
2.250000
526000.00
531642.66
Corporate Debt Securities
TEXAS INSTRS INC SR GLBL NT 25
WDJNR2L6D8RWOEB8T652
2025-03-12
1.375000
583000.00
579915.36
Corporate Debt Securities
TEXAS INSTRS INC SR GLBL NT1.9%31
WDJNR2L6D8RWOEB8T652
2031-09-15
1.900000
1000000.00
961867.78
Corporate Debt Securities
3M CO FR 2%062622
LUZQVYP4VS22CLWDAR65
2022-06-26
2.000000
27000.00
27215.31
Corporate Debt Securities
3M CO FR 3.625%091428
LUZQVYP4VS22CLWDAR65
2028-09-14
3.625000
2000000.00
2192950.28
Corporate Debt Securities
3M CO SR GLBL NT 25
LUZQVYP4VS22CLWDAR65
2025-04-15
2.650000
2800000.00
2890475.78
Corporate Debt Securities
3M CO SR GLBL NT 30
LUZQVYP4VS22CLWDAR65
2030-04-15
3.050000
1000000.00
1057870.56
Corporate Debt Securities
TORONTO DOMINION BANK FR 3.5%071923
PT3QB789TSUIDF371261
2023-07-19
3.500000
364000.00
376396.63
Corporate Debt Securities
TOYOTA MTR CR CORP FR 1.8%021325
Z2VZBHUMB7PWWJ63I008
2025-02-13
1.800000
1232000.00
1243531.52
Corporate Debt Securities
TOYOTA MTR CR CORP FR 3.375%040130
Z2VZBHUMB7PWWJ63I008
2030-04-01
3.375000
2657000.00
2862200.11
Corporate Debt Securities
TOYOTA MTR CR CORP FR 1.15%052622
Z2VZBHUMB7PWWJ63I008
2022-05-26
1.150000
137000.00
137463.94
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 46
213800ITMMKU4Z7I4F78
2046-09-12
3.750000
105000.00
113618.31
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 49
213800ITMMKU4Z7I4F78
2049-11-07
3.125000
123000.00
120440.57
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV GLBL NT 2.875%41
213800ITMMKU4Z7I4F78
2041-11-26
2.875000
150000.00
141747.15
Corporate Debt Securities
SIEMENS FIN NV SR 144A NT3.3%46
TAFO772JB70PDRN5VS48
2046-09-15
3.300000
315000.00
329182.88
Corporate Debt Securities
SIEMENS FIN NV SR GLBL 144A 24
TAFO772JB70PDRN5VS48
2024-03-16
3.125000
2185000.00
2278063.40
Corporate Debt Securities
SIEMENS FIN NV SR GLBL 144A 27
TAFO772JB70PDRN5VS48
2027-03-16
3.400000
2017000.00
2151787.15
Corporate Debt Securities
SIEMENS FIN NV SR GLBL 144A 41
TAFO772JB70PDRN5VS48
2041-03-11
2.875000
350000.00
338961.24
Corporate Debt Securities
WESTPAC BKG CORP GLBL NT 2.15%31
EN5TNI6CI43VEPAMHL14
2031-06-03
2.150000
100000.00
97526.39
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2018 SR GLBL REGS 30
549300C6OZZ8LTVR8209
2030-05-13
2.700000
200000.00
199365.00
Corporate Debt Securities
PRICOA GLOBAL FDG I SR SEC GLBL 24
635400IBXEBMD9ADYA79
2024-09-23
2.400000
900000.00
924762.00
Corporate Debt Securities
PRICOA GLOBAL FDG I FR 1.2%090126
635400IBXEBMD9ADYA79
2026-09-01
1.200000
2500000.00
2418875.00
Corporate Debt Securities
PRINCIPAL LIFE GLOBAL FDG II SR SEC GLBL 24
635400WSLKBQWSOIIT41
2024-01-08
0.500000
700000.00
686699.61
Corporate Debt Securities
PRINCIPAL LIFE GLOBAL FDG II SR SEC GLBL 26
635400WSLKBQWSOIIT41
2026-01-12
0.875000
1700000.00
1622058.07
Corporate Debt Securities
PRINCIPAL LIFE GLOBAL FDG II SR SEC 144A NT26
635400WSLKBQWSOIIT41
2026-08-16
1.250000
2170000.00
2088514.69
Corporate Debt Securities
PRINCIPAL LIFE GLOBAL FDG II FR 0.75%082324
635400WSLKBQWSOIIT41
2024-08-23
0.750000
600000.00
586518.00
Corporate Debt Securities
PROCTER & GAMBLE CO SR NT 5.55%37
2572IBTT8CCZW6AU4141
2037-03-05
5.550000
1000000.00
1392108.33
Corporate Debt Securities
PROCTER & GAMBLE CO SR GLBL NT1.2%3
2572IBTT8CCZW6AU4141
2030-10-29
1.200000
794000.00
733693.05
Corporate Debt Securities
PROTECTIVE LIFE GLOBAL FUNDING SR SEC GLBL 25
635400EVYITCJYWL2I50
2025-07-15
1.170000
2821000.00
2752477.91
Corporate Debt Securities
PROTECTIVE LIFE GLOBAL FUNDING 144A NT 1.618%26
635400EVYITCJYWL2I50
2026-04-15
1.618000
1100000.00
1082734.52
Corporate Debt Securities
PROTECTIVE LIFE GLOBAL FUNDING SR SEC 144A NT24
635400EVYITCJYWL2I50
2024-07-05
0.781000
2631000.00
2570602.91
Corporate Debt Securities
RGA GLOBAL FUNDING SR SEC 144A NT26
549300Y22K5FOEBMSK42
2026-11-30
2.000000
300000.00
296458.00
Corporate Debt Securities
RGA GLOBAL FUNDING SR SEC GLBL 29
549300Y22K5FOEBMSK42
2029-01-18
2.700000
1200000.00
1198254.00
Corporate Debt Securities
ROCHE HOLDINGS INC SR GLBL 144A 26
PVJRP0EQNV6OGDPZGY95
2026-03-05
0.991000
200000.00
193669.81
Corporate Debt Securities
ROCHE HOLDINGS INC SR 144A NT 51
PVJRP0EQNV6OGDPZGY95
2051-12-13
2.607000
748000.00
689593.17
Corporate Debt Securities
SANOFI SR GLBL NT 23
549300E9PC51EN656011
2023-06-19
3.375000
53000.00
54789.15
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 4%46
213800ITMMKU4Z7I4F78
2046-05-10
4.000000
1391000.00
1551104.10
Corporate Debt Securities
APPLE INC SR GLBL NT 51
HWUPKR0MPOU8FGXBT394
2051-02-08
2.650000
255000.00
234381.90
Corporate Debt Securities
APPLE INC SR GLBL NT2.8%61
HWUPKR0MPOU8FGXBT394
2061-02-08
2.800000
600000.00
552237.33
Corporate Debt Securities
APPLE INC SR GLBL NT2.7%51
HWUPKR0MPOU8FGXBT394
2051-08-05
2.700000
99000.00
92256.12
Corporate Debt Securities
ATHENE GLOBAL FUNDING FR 3%070122
549300LM1QSI4MSIL320
2022-07-01
3.000000
685000.00
693194.88
Corporate Debt Securities
ATHENE GLOBAL FUNDING SR SEC REGS NT23
549300LM1QSI4MSIL320
2023-05-26
2.800000
2500000.00
2556538.89
Corporate Debt Securities
AUTOMATIC DATA PROCESSING INC SR GLBL NT 30
HGBOLILQXWER4SAL2I23
2030-09-01
1.250000
2530000.00
2338196.48
Corporate Debt Securities
WESTPAC BKG CORP SR GLBL NT 2%23
EN5TNI6CI43VEPAMHL14
2023-01-13
2.000000
460000.00
464774.80
Corporate Debt Securities
BERKSHIRE HATHAWAY FIN CORP SR NT 5.75%40
549300RLHFT5RU20WM87
2040-01-15
5.750000
232000.00
311913.69
Corporate Debt Securities
BLACKSTONE HLDGS FIN L L C GLBL 144A NT4%47
549300D2L6J4NC1QVZ22
2047-10-02
4.000000
250000.00
275618.06
Corporate Debt Securities
BLACKSTONE HLDGS FIN L L C SR GLBL 144A 30
549300D2L6J4NC1QVZ22
2030-01-10
2.500000
250000.00
246312.08
Corporate Debt Securities
CME GROUP INC SR NT 5.3%43
LCZ7XYGSLJUHFXXNXD88
2043-09-15
5.300000
180000.00
241758.40
Corporate Debt Securities
CALIFORNIA ENDOWMENT SR -2021 BD 51
54930046FICHFANLFV69
2051-04-01
2.498000
160000.00
151317.87
Corporate Debt Securities
CHEVRON USA INC GLBL NT 0.687%25
VA8TZDWPEZYU430RZ444
2025-08-12
0.687000
1278000.00
1238299.04
Corporate Debt Securities
CHEVRON USA INC GLBL NT 2.343%50
VA8TZDWPEZYU430RZ444
2050-08-12
2.343000
1767000.00
1532959.23
Corporate Debt Securities
CISCO SYS INC SR NT 3.625%24
549300LKFJ962MZ46593
2024-03-04
3.625000
170000.00
180443.45
Corporate Debt Securities
CONNECTICUT LT & PWR CO 1ST MTG BD4.3%4
549300O45IUXEDS1VZ32
2044-04-15
4.300000
318000.00
375497.93
Corporate Debt Securities
CONNECTICUT LT & PWR CO 1M GLBL -A BD 2
549300O45IUXEDS1VZ32
2025-12-01
0.750000
2500000.00
2398600.00
Corporate Debt Securities
COOPERATIEVE CENTRALE RAIFFEIS FR 3.375%052125
DG3RU1DBUFHT4ZF9WN62
2025-05-21
3.375000
300000.00
315903.75
Corporate Debt Securities
DUKE UNIV HEALTH SYS INC -2017 BD 3.92%47
SYIJ9BNVFR17R33OPQ57
2047-06-01
3.920000
120000.00
138020.80
Corporate Debt Securities
EQUINOR ASA SR GLBL NT 26
OW6OFBNCKXC4US5C7523
2026-01-22
1.750000
430000.00
425531.22
Corporate Debt Securities
LAUDER ESTEE COS INC SR NT 3.7%42
549300VFZ8XJ9NUPU221
2042-08-15
3.700000
100000.00
109848.11
Corporate Debt Securities
LAUDER ESTEE COS INC SR GLBL NT 45
549300VFZ8XJ9NUPU221
2045-06-15
4.375000
150000.00
181177.54
Corporate Debt Securities
LAUDER ESTEE COS INC SR GLBL NT2.6%30
549300VFZ8XJ9NUPU221
2030-04-15
2.600000
451000.00
458416.95
Corporate Debt Securities
FLORIDA PWR & LT CO 1M BD 3.25%24
A89MY1K3YLIGJMYWVX50
2024-06-01
3.250000
569000.00
590779.42
Corporate Debt Securities
FLORIDA PWR & LT CO 1M BD 3.125% 25
A89MY1K3YLIGJMYWVX50
2025-12-01
3.125000
2000.00
2094.08
Corporate Debt Securities
FLORIDA PWR & LT CO 1M GLBL BD3.7%4
A89MY1K3YLIGJMYWVX50
2047-12-01
3.700000
887000.00
974863.26
Corporate Debt Securities
FLORIDA PWR & LT CO 1M GLBL BD 25
A89MY1K3YLIGJMYWVX50
2025-04-01
2.850000
1231000.00
1279095.17
Corporate Debt Securities
GEORGE WASHINGTON UNIVERSITY SR -2018 BD 48
5493002S4P5IVD462L47
2048-09-15
4.126000
455000.00
543951.19
Corporate Debt Securities
Y
2022-03-07
2022-03-07
2022-03-28
Y
BOFA SECURITIES INC
1.0000
35
N
N
N
0.0015
146022773.08
146022773.08
0.0020
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.430000%
ZBUT11V806EZRVTWT807
0000782124
ARP0S2LP1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NEXA RES S A COM
549300QRMRHM7GAU7L47
2500-12-31
N/A
16621.00
131804.53
Equities
SIMILARWEB LTD SHS
254900GWO7PNBAYCPJ12
2500-12-31
N/A
145670.00
1954891.40
Equities
CORAZON CAPITAL V838 MONOCERO CLASS A ORD SHS
2500-12-31
N/A
24984.00
241345.44
Equities
CORNER GROWTH ACQUISITION CORP CL A SHS
2500-12-31
N/A
65982.00
643324.50
Equities
COVA ACQUISITION CORP CL A SHS
2500-12-31
N/A
42831.00
414818.24
Equities
DHC ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
33113.00
320202.71
Equities
GUILD HLDGS CO CL A
2500-12-31
N/A
18552.00
234126.24
Equities
HARPOON THERAPEUTICS INC COM
549300VFZL0TEVXILA36
2500-12-31
N/A
262609.00
1320923.27
Equities
HARROW HEALTH INC COM
2500-12-31
N/A
3860.00
26634.00
Equities
HARTFORD FDS EXCHANGE TRADED T TOTAL RTRN ETF
549300TXMIMTONBLXT62
2500-12-31
N/A
44582.00
1727552.50
Equities
HEALTHCARE SERVICES ACQU CORP COM CL A
2500-12-31
N/A
82158.00
801040.50
Equities
HIGHLAND FDS I HI LD IBOXX SRLN
254900KZ9XGLUQ76VB43
2500-12-31
N/A
1398.00
22130.34
Equities
HUDSON EXECUTIVE INVS CORP II COM CL A
2500-12-31
N/A
32169.00
311717.61
Equities
HUDSON EXECUTIVE INVES III COM CL A
2500-12-31
N/A
20301.00
196716.69
Equities
HUMANCO ACQUISITION CORP COM CL A
2500-12-31
N/A
70452.00
686907.00
Equities
SCP & CO HEALTHCARE ACQUSTN CO COM CL A
2500-12-31
N/A
23797.00
230711.91
Equities
WALDENCAST ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
99554.00
980606.90
Equities
VPC IMPACT ACQUISITION HLDG II CLASS A ORD
2500-12-31
N/A
41417.00
407543.28
Equities
VALOR LATITUDE ACQUISITN CORP CLASS A ORD SHS
2500-12-31
N/A
10056.00
97040.40
Equities
SIO GENE THERAPIES INC COMMON
529900F0GBLJ6D003G43
2500-12-31
N/A
953384.00
1020120.88
Equities
SPOK HLDGS INC COM
549300HXXANIVN2ICC89
2500-12-31
N/A
47194.00
462501.20
Equities
SPORTSTEK ACQUISITION CORP COM CL A
2500-12-31
N/A
10052.00
97403.88
Equities
SPRINGWATER SPL SITUATIONS COR COM
2500-12-31
N/A
19789.00
193734.31
Equities
STRATIM CLOUD ACQUISITION CORP CLASS A COM
2500-12-31
N/A
23027.00
222671.09
Equities
SUSTAINABLE DEVELP ACQU I CORP COM CL A
2500-12-31
N/A
29888.00
289913.60
Equities
TALKSPACE INC COM
2500-12-31
N/A
62300.00
86597.00
Equities
TASTEMAKER ACQUISITION CORP COM CL A
2500-12-31
N/A
33363.00
326957.40
Equities
TECH AND ENERGY TRANSITION CLASS A COM
2500-12-31
N/A
33988.00
329343.72
Equities
THUNDER BRDG CAP PRTNRS IV INC CLASS A COM
2500-12-31
N/A
29739.00
286981.35
Equities
THUNDER BRIDGE CAP PRTNRS III COM CL A
2500-12-31
N/A
31461.00
305171.70
Equities
TRANSAMERICA ETF TR DELTASHS S&P
549300CHOYI8JFLKTT86
2500-12-31
N/A
185.00
9305.85
Equities
TRIBE CAPITAL GROWTH CORP I CLASS A COM
2500-12-31
N/A
28871.00
279759.99
Equities
TWELVE SEAS INVESTMENT CO II COM CL A
2500-12-31
N/A
34536.00
334308.48
Equities
26 CAPITAL ACQUISITION CORP COM CL A
2500-12-31
N/A
162532.00
1600940.20
Equities
UNIVERSAL TECHNICAL INST INC COM
2549003YOJGAZ0PVFV48
2500-12-31
N/A
75618.00
548986.68
Equities
FTAC HERA ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
164120.00
1595246.40
Equities
GLOBAL SYNERGY ACQUISIT CORP CL A SHS
2500-12-31
N/A
46500.00
458490.00
Equities
GLOBAL PARTNER ACQISTN CORP II CL A SHS
2500-12-31
N/A
38322.00
372873.06
Equities
EDOC ACQUISITION CORP CL A
2500-12-31
N/A
8997.00
92219.25
Equities
HELIX ACQUISITION CORP COM CL A
2500-12-31
N/A
76607.00
756111.09
Equities
INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS
2500-12-31
N/A
111008.00
1074557.44
Equities
INTL GNRL INSURANCE HLDNGS LTD SHS
2500-12-31
N/A
20522.00
160482.04
Equities
ITIQUIRA ACQUISITION CORP CL A SHS
2500-12-31
N/A
29011.00
281116.59
Equities
MACONDRAY CAP ACQUISITN CORP I CLASS A ORD SHS
2500-12-31
N/A
67192.00
658481.60
Equities
MEDICUS SCIENCES ACQUISITION C CL A SHS
2500-12-31
N/A
21360.00
206764.80
Equities
ALPHA PARTNERS TECH MERGR CORP CLASS A ORD SHS
2500-12-31
N/A
32711.00
314025.60
Equities
NEW VISTA ACQUISITION CORP CL A SHS
2500-12-31
N/A
44747.00
434045.90
Equities
NORTH ATLANTIC ACQUISITN CORP CL A SHS
2500-12-31
N/A
39494.00
387831.08
Equities
OMEGA ALPHA SPAC CL A
2500-12-31
N/A
24279.00
235991.88
Equities
ORION BIOTECH OPPORTUNTES CORP CLASS A ORD SHS
2500-12-31
N/A
15348.00
147340.80
Equities
MORINGA ACQUISITION CORP CL A SHS
2500-12-31
N/A
15876.00
153679.68
Equities
PLUM ACQUISITION CORP I CLASS A ORD SHS
2500-12-31
N/A
20040.00
193987.20
Equities
POPULATION HEALTH INVS CO INC SHS CL A
2500-12-31
N/A
26278.00
256998.84
Equities
PORTAGE FINTECH ACQUISITN CORP CLASS A ORD SHS
2500-12-31
N/A
35768.00
344088.16
Equities
POWERED BRANDS CL A
2500-12-31
N/A
39670.00
386782.50
Equities
PROSPECTOR CAPITAL CORP CL A
2500-12-31
N/A
42829.00
416726.17
Equities
QUEENS GAMBIT GROWTH CAPITAL CL A SHS
2500-12-31
N/A
143698.00
1422610.20
Equities
RMG ACQUISITION CORP III CL A SHS
2500-12-31
N/A
65910.00
642622.50
Equities
SARISSA CAPITAL ACQUISITN CORP CL A
5493004KJWPWVA1PD410
2500-12-31
N/A
23775.00
232757.25
Equities
ITHAX ACQUISITION CORP CL A SHS
2500-12-31
N/A
37227.00
364452.33
Equities
JACK CREEK INVESTMENT CORP CL A SHS
2500-12-31
N/A
52015.00
505065.65
Equities
JAWS JUGGERNAUT ACQUISITN CORP CLASS A ORD SHS
2500-12-31
N/A
24207.00
234323.76
Equities
KAIROS ACQUISITION CORP CL A SHS
2500-12-31
N/A
29902.00
290946.46
Equities
SLAM CORP CL A SHS
2500-12-31
N/A
156688.00
1518306.72
Equities
SKYDECK ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
28094.00
270545.22
Equities
SOCIAL CAP SUVRETTA HLDS CRPII CLASS A ORD SHS
2500-12-31
N/A
109813.00
1057499.19
Equities
SOCIAL CAP SUVRETTA HLDS CP IV CLASS A ORD SHS
2500-12-31
N/A
104780.00
1009031.40
Equities
XPAC ACQUISITION CORP CLASS A ORD
2500-12-31
N/A
34461.00
331170.21
Equities
VECTIVBIO HLDG AG ORD SHS
2500-12-31
N/A
1450.00
6916.50
Equities
ADECOAGRO S A COM
529900Q00UR5LFELO811
2500-12-31
N/A
203488.00
1605520.32
Equities
FREYR BATTERY SHS
222100QIBHPZGVW6UT76
2500-12-31
N/A
869848.00
7115356.64
Equities
SPORTS VENTURES ACQUISIN CORP CL A SHS
2500-12-31
N/A
50849.00
501371.14
Equities
SPRING VY ACQUISITION CORP CL A
2500-12-31
N/A
269020.00
2687509.80
Equities
SVF INVESTMENT CORP CL A SHS
2500-12-31
N/A
539760.00
5251864.80
Equities
SVF INVESTMENT CORP 2 CL A SHS
2500-12-31
N/A
90296.00
882191.92
Equities
SVF INVESTMENT CORP 3 CL A SHS
2500-12-31
N/A
268388.00
2632886.28
Equities
TCV ACQUISITION CORP CL A SHS
2500-12-31
N/A
95836.00
924817.40
Equities
TEKKORP DIGITAL ACQUISITN CORP CL A
2500-12-31
N/A
33502.00
327649.56
Equities
TIO TECH A CLASS A ORD SHS
9845003AFE50FBFE3940
2500-12-31
N/A
20835.00
201057.75
Equities
TUATARA CAPITAL ACQUISITN CORP CL A SHS
2500-12-31
N/A
72891.00
717976.35
Equities
TZP STRATEGIES ACQUISTN CORP CL A SHS
2500-12-31
N/A
38316.00
372814.68
Equities
VENUS ACQUISITION CORPORATION SHS
2500-12-31
N/A
16664.00
168139.76
Equities
VICKERS VANTAGE CORP I SHS
2500-12-31
N/A
22354.00
225775.40
Equities
VECTOR ACQUISITION CORP II CL A SHS
2500-12-31
N/A
73130.00
710823.60
Equities
VANECK ETF TRUST GOLD MINERS ETF
54930031TORTKAM9TJ98
2500-12-31
N/A
369754.00
10833792.20
Equities
AF ACQUISITION CORP CLASS A COM
2500-12-31
N/A
16288.00
157342.08
Equities
AG MTG INVT TR INC COM NEW
2500-12-31
N/A
137458.00
1392449.54
Equities
AMCI ACQUISITION CORP II CLASS A COM
2500-12-31
N/A
21034.00
202136.74
Equities
ACHILLES THERAPEUTICS PLC SPONSORED ADS
984500FDESEB1BE52A76
2500-12-31
N/A
208444.00
756651.72
Equities
ISHARES TR GL CLEAN ENE ETF
549300WONOCNDW382894
2500-12-31
N/A
189789.00
3370652.64
Equities
ISHARES TR RESIDENTIAL MULT
5493004WBOUA72JP1U19
2500-12-31
N/A
15667.00
1440580.65
Equities
ISHARES TR MSCI PHILIPS ETF
54930043SLQ30SHQRM91
2500-12-31
N/A
50455.00
1598918.95
Equities
ISLEWORTH HEALTHCARE ACQU CORP COM
2500-12-31
N/A
30429.00
298812.78
Equities
JOFF FINTECH ACQUISITION CORP COM CL A
2500-12-31
N/A
98862.00
957972.78
Equities
JAWS HURRICANE ACQUISITN CORP CLASS A COM
2500-12-31
N/A
60022.00
581012.96
Equities
JOUNCE THERAPEUTICS INC COM
5493004MZJQIV2K8ZT61
2500-12-31
N/A
390701.00
2828675.24
Equities
KHOSLA VENTURES ACQUISITION CO CL A
2500-12-31
N/A
270150.00
2625858.00
Equities
DIGITAL TRANSFORMATN OPT CORP CLASS A COM
2049-01-01
N/A
34490.00
3335.18
Equities
DILA CAPITAL ACQUISITION CORP COM CL A
2500-12-31
N/A
13910.00
135483.40
Equities
KINS TECHNOLOGY GROUP INC COM CL A
2500-12-31
N/A
33493.00
334260.14
Equities
KL ACQUISITION CORP COM CL A
2500-12-31
N/A
42849.00
415635.30
Equities
LANDCADIA HOLDINGS IV INC CLASS A COM
2500-12-31
N/A
106143.00
1027464.24
Equities
LEFTERIS ACQUISITION CORP COM CL A
2500-12-31
N/A
71420.00
699201.80
Equities
LENSAR INC COM
2500-12-31
N/A
5521.00
33126.00
Equities
LERER HIPPEAU ACQUISITION CORP CL A
2500-12-31
N/A
51824.00
502174.56
Equities
LUCIRA HEALTH INC COM
2500-12-31
N/A
260718.00
1371376.68
Equities
MGM GROWTH PPTYS LLC CL A COM
549300E2UGIBHWE12262
2500-12-31
N/A
492496.00
18906921.44
Equities
MACQUARIE INFRASTR HOLD LLC COMMON UNITS
2500-12-31
N/A
49816.00
179337.60
Equities
MAGENTA THERAPEUTICS INC COM
549300Z3N6ODPCOFC890
2500-12-31
N/A
14143.00
44691.88
Equities
MARKETWISE INC COM CL A
2500-12-31
N/A
170998.00
971268.64
Equities
MEDTECH ACQUISITION CORP COM CL A
2500-12-31
N/A
64560.00
637852.80
Equities
MERRIMACK PHARMACEUTICALS INC COM NEW
2500-12-31
N/A
30697.00
143661.96
Equities
MILESTONE PHARMACEUTICALS INC COM
2500-12-31
N/A
38918.00
272815.18
Equities
MONUMENT CIRCLE ACQUISITN CORP COM CL A
2500-12-31
N/A
31657.00
307389.47
Equities
MOUNTAIN CREST ACQUSITN CRP IV COM
2500-12-31
N/A
14772.00
145578.06
Equities
MUDRICK CAPITAL ACQU CORP II COM CL A
2500-12-31
N/A
111404.00
1110697.88
Equities
MYMD PHARMACEUTICALS INC COM
213800CSKAC96ELS4K25
2500-12-31
N/A
155262.00
614837.52
Equities
NEWBURY STREET ACQUISITN CORP COM
2500-12-31
N/A
7047.00
67933.08
Equities
PASSAGE BIO INC COM
2500-12-31
N/A
186189.00
876950.19
Equities
PEOPLES BANCORP INC COM
2500-12-31
N/A
455.00
15010.45
Equities
PIERIS PHARMACEUTICALS INC COM
254900AJDH8PAOOI5T33
2500-12-31
N/A
175288.00
592473.44
Equities
PIMCO EQUITY SER RAFI DYN MULTI
2500-12-31
N/A
4001.00
114741.08
Equities
PINE TECHNOLOGY ACQUISITN CORP CLASS A COM
2500-12-31
N/A
86940.00
855489.60
Equities
PIXELWORKS INC COM NEW
529900ORL14ENZ36HI70
2500-12-31
N/A
113529.00
357616.35
Equities
PLAYAGS INC COM
2500-12-31
N/A
129340.00
986864.20
Equities
POWERFLEET INC COM
2500-12-31
N/A
157242.00
536195.22
Equities
PRIVETERRA ACQUISITION CORP CL A
2500-12-31
N/A
44102.00
426466.34
Equities
PROGRESS ACQUISITION CORP COM CL A
2500-12-31
N/A
27042.00
264741.18
Equities
PROSHARES TR ULTRAPRO SHT QQQ
KC8ZSAS0N653Z8PPTO65
2500-12-31
N/A
13236.00
546911.52
Equities
PROSHARES TR PSHS ULTRA TECH
92R00YYQVXPWTZPPGX58
2500-12-31
N/A
18809.00
939885.73
Equities
PROSHARES TR PSHS ULTRUSS2000
9PQYJGVJO8FNJLFCK011
2500-12-31
N/A
65171.00
2767812.37
Equities
PROSHARES TR ULTR RUSSL2000
5YNMV3LERCU7E6E3H465
2500-12-31
N/A
3852.00
258122.52
Equities
PROPTECH INVESTMENT CORP II COM CL A
2500-12-31
N/A
16148.00
157927.44
Equities
PROPERTY SOLUTIONS ACQUISITION COM CL A
2500-12-31
N/A
22285.00
214604.55
Equities
PURPLE BIOTECH LTD SPONSORED ADS
5493008YRL2KK6TM3819
2500-12-31
N/A
104500.00
273790.00
Equities
RXR ACQUISITION CORP CLASS A COM
2500-12-31
N/A
41414.00
399645.10
Equities
READING INTL INC CL A
549300OHQRI7MW2NQU72
2500-12-31
N/A
42405.00
184037.70
Equities
RECHARGE ACQUISITION CORP COM CL A
2500-12-31
N/A
24569.00
243233.10
Equities
RESEARCH ALLIANCE CORP II COM CL A
2500-12-31
N/A
23606.00
228506.08
Equities
REVOLUTION HEALTHCAR AQ CORP CLASS A COM
2500-12-31
N/A
46361.00
448310.87
Equities
ROSECLIFF ACQUISITION CORP I COM CL A
2500-12-31
N/A
108799.00
1065142.21
Equities
SPDR SER TR DJ REIT ETF
54930077YVRJPO64VF50
2500-12-31
N/A
1324.00
149559.04
Equities
SPDR SER TR S&P DIVID ETF
5493004N0SIW5NZBWC90
2500-12-31
N/A
63308.00
7922363.12
Equities
SPDR SER TR S&P BK ETF
549300WRV3OCU6OV1X49
2500-12-31
N/A
51362.00
2803337.96
Equities
SELECT SECTOR SPDR TR ENERGY
54930064FLK0RD4TRU75
2500-12-31
N/A
288084.00
18906952.92
Equities
SENIOR CONNECT ACQUISITN CORP COM CL A
2500-12-31
N/A
133000.00
1296750.00
Equities
SEQUANS COMMUNICATIONS S A SPONSORED ADS
969500G8ZIY1D601KJ66
2500-12-31
N/A
110303.00
436799.88
Equities
SHELTER ACQUISITION CORP I CLASS A COM
2500-12-31
N/A
26662.00
258888.02
Equities
CENTOGENE N V COM
724500ZPEHPCLDLVV439
2500-12-31
N/A
28054.00
113057.62
Equities
SAFE BULKERS INC COM
549300V6ZM2HJJYQQO85
2500-12-31
N/A
716757.00
2515817.07
Equities
KERNEL GROUP HOLDINGS INC CL A SHS
2500-12-31
N/A
18036.00
174768.84
Equities
BIOTECH ACQUISITION COMPANY CL A SHS
2500-12-31
N/A
97238.00
955849.54
Equities
CARTESIAN GROWTH CORP CL A SHS
2500-12-31
N/A
110586.00
1093695.54
Equities
CATALYST PARTNRS ACQUISITN CRP CLASS A ORD SHS
2500-12-31
N/A
44818.00
432717.79
Equities
BYTE ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
15604.00
150734.64
Equities
CHW ACQUISITION CORPORATION ORDINARY SHS
2500-12-31
N/A
58747.00
573958.19
Equities
DHB CAPITAL CORP CL A COM
2500-12-31
N/A
32069.00
309465.85
Equities
DELUXE CORP COM
KWGNKB8TX9LE5TV29231
2500-12-31
N/A
14741.00
428226.05
Equities
DIAMONDHEAD HOLDINGS CORP CL A
549300HWN3ECTEH7I380
2500-12-31
N/A
32396.00
314241.20
Equities
CORVEL CORP COM
2500-12-31
N/A
42340.00
7389176.80
Equities
CORVUS PHARMACEUTICALS INC COM
549300I3AVJ8F75NCX65
2500-12-31
N/A
178919.00
297005.54
Equities
CYBEROPTICS CORP COM
52HQVAW3POG1MULTHE15
2500-12-31
N/A
4779.00
169081.02
Equities
CYTOMX THERAPEUTICS INC COM
5493004VW2FW0QLL3345
2500-12-31
N/A
1023536.00
4503558.40
Equities
DIMENSIONAL ETF TRUST US CORE EQUITY 2
54930056FNVIE1543D41
2500-12-31
N/A
1639.00
44138.27
Equities
DIREXION SHS ETF TR CSI300 CHINA1X
549300VCB5CFP03M4Z53
2500-12-31
N/A
15776.00
278052.00
Equities
DIREXION SHS ETF TR DAILY ROBOTICS
549300T7PQ41I2T80K11
2500-12-31
N/A
6642.00
178499.76
Equities
DUNE ACQUISITION CORP COM CL A
2500-12-31
N/A
43340.00
427765.80
Equities
DYNAMICS SPECIAL PURPOSE CORP CLASS A COM
2500-12-31
N/A
85802.00
846007.72
Equities
DYNEX CAP INC COM
5CIJ4S9HAEBWILA19B65
2500-12-31
N/A
592106.00
9349353.74
Equities
EDAP TMS S A SPONSORED ADR
2500-12-31
N/A
6995.00
47845.80
Equities
E MERGE TECHNOLOGY ACQUISITION COM CL A
2500-12-31
N/A
146092.00
1441928.04
Equities
ETF SER SOLUTIONS AAM S&P DEV MK
2500-12-31
N/A
196.00
4631.30
Equities
ETF SER SOLUTIONS BLUE HORIZON BNE
2500-12-31
N/A
733.00
17694.33
Equities
EAST RES ACQUISITION CO COM CL A
2500-12-31
N/A
57561.00
568702.68
Equities
ELEDON PHARMACEUTICALS INC COM
549300S17CAM13O43606
2500-12-31
N/A
98620.00
374756.00
Equities
EPIPHANY TECHNOLOGY ACQUISIT COM CL A
2500-12-31
N/A
53411.00
520223.14
Equities
FIRST RESERVE SUSTAINABLE GWT CLASS A COM
2500-12-31
N/A
123880.00
1216501.60
Equities
5 01 ACQUISITION CORP COM CL A
2500-12-31
N/A
8974.00
87855.46
Equities
FLEXSHARES TR INTL QLTDV DEF
549300UQED61R4X2PE69
2500-12-31
N/A
3568.00
82278.08
Equities
FORTERRA INC COM
549300M8CB93DI1JD480
2500-12-31
N/A
186746.00
4366121.48
Equities
FORTISTAR SUSTAINABLE SOL CORP COM CL A
2500-12-31
N/A
51628.00
501307.88
Equities
FORUM MERGER IV CORP CLASS A COM
2500-12-31
N/A
47248.00
456888.16
Equities
FRANKLIN TEMPLETON ETF TR LIBERTYQ EMERG
549300WUBOCTWL6PGW95
2500-12-31
N/A
199.00
5889.39
Equities
FRANKLIN TEMPLETON ETF TR FTSE JAPAN ETF
549300V7MZYC1Z30JS82
2500-12-31
N/A
23560.00
649784.80
Equities
GETTY RLTY CORP NEW COM
2500-12-31
N/A
211396.00
6202358.64
Equities
GIGINTERNATIONAL1 INC COM
2500-12-31
N/A
30809.00
305625.28
Equities
GLENFARNE MERGER CORP CLASS A COM
2500-12-31
N/A
24704.00
238393.60
Equities
GLOBAL X FDS CHINA BIOTECHINV
549300FG1QKEEHYYX653
2500-12-31
N/A
1213.00
14213.33
Equities
GLOBAL X FDS MSCI GREECE ETF
549300B7LODJBKXXYU77
2500-12-31
N/A
46159.00
1291990.41
Equities
GLOBAL X FDS NASDAQ 100 COVER
54930002VYV0ZD18OT06
2500-12-31
N/A
24646.00
501546.10
Equities
GLOBAL X FDS GLOBAL X SILVER
549300W0XPL6JJ7JYT05
2500-12-31
N/A
12491.00
400211.64
Equities
GLOBAL X FDS GLOBAL X URANIUM
549300FJZ5SE0HHSHI40
2500-12-31
N/A
946770.00
18906996.90
Equities
GLOBIS ACQUISITION CORP COM
2500-12-31
N/A
75958.00
770973.70
Equities
GOAL ACQUISITIONS CORP COM
2500-12-31
N/A
24060.00
232179.00
Equities
GORES HLDGS VIII INC CL A
2500-12-31
N/A
210146.00
2097257.08
Equities
GORES HOLDINGS VII INC COM CL A
2500-12-31
N/A
164866.00
1607443.50
Equities
GORES TECHNOLOGY PARTNERS INC CLASS A COM
2500-12-31
N/A
16500.00
160380.00
Equities
GORES TECHNOLOGY PARTNERS II CLASS A COM
2500-12-31
N/A
47030.00
457131.60
Equities
GROWTH CAP ACQUISITION CORP CL A
2500-12-31
N/A
58726.00
585791.85
Equities
IG ACQUISITION CORP COM CL A
2500-12-31
N/A
70700.00
693567.00
Equities
IGNYTE ACQUISITION CORP COM
2500-12-31
N/A
6160.00
60368.00
Equities
INSMED INC COM PAR $.01
529900Q55QAG41CCAC11
2500-12-31
N/A
164304.00
3516105.60
Equities
INSU ACQUISITION CORP III COM CL A
2500-12-31
N/A
23116.00
225612.16
Equities
INNATE PHARMA S A SPONSORED ADS
9695002Y8420ZB8HJE29
2500-12-31
N/A
41559.00
149196.81
Equities
INTERNATIONAL MEDIA ACQUISITIO CLASS A COM
2500-12-31
N/A
80101.00
788193.84
Equities
INTERPRIVATE IV INFRATECH PRTN CLASS A COM
2500-12-31
N/A
24037.00
232197.42
Equities
INVESCO EXCH TRADED FD TR II S&P500 LOW VOL
549300FATA6ZCF8G1744
2500-12-31
N/A
28686.00
1860860.82
Equities
INVESCO EXCH TRADED FD TR II NASDAQ 100 ETF
549300TKJ3EA6QHM7D23
2500-12-31
N/A
18779.00
2716945.72
Equities
IRON SPARK I INC CLASS A COM
2500-12-31
N/A
33104.00
329715.84
Equities
ISHARES INC MSCI AUST ETF
549300X7CW3B8850WA94
2500-12-31
N/A
458443.00
10347058.51
Equities
ISHARES INC MSCI EM ASIA ETF
549300QNROXHZ53JWF91
2500-12-31
N/A
19626.00
1530828.00
Equities
ISHARES INC MSCI TURKEY ETF
549300Z5Q7R3VX4WT628
2500-12-31
N/A
37677.00
742236.90
Equities
ISHARES TR SELECT DIVID ETF
549300NTKYSVK7SH3145
2500-12-31
N/A
46552.00
5738930.56
Equities
ISHARES TR CHINA LG-CAP ETF
5493001YVWPO25CNKN94
2500-12-31
N/A
161777.00
5856327.40
Equities
ISHARES TR U.S. TECH ETF
2500-12-31
N/A
112535.00
11483071.40
Equities
PIONEER MERGER CORP CL A SHS
2500-12-31
N/A
125820.00
1229261.40
Equities
VANECK ETF TRUST JUNIOR GOLD MINE
549300P2HS5GYBL1ME59
2500-12-31
N/A
71675.00
2661292.75
Equities
VANECK ETF TRUST OIL SERVICES ETF
549300WSDUDKDJCJOV22
2500-12-31
N/A
40528.00
9214040.80
Equities
VANGUARD WORLD FD MEGA GRWTH IND
2500-12-31
N/A
5407.00
1250747.24
Equities
VECTOIQ ACQUISITION CORP II COM CL A
2500-12-31
N/A
12274.00
119057.80
Equities
VELOCITY ACQUISITION CORP COM CL A
2500-12-31
N/A
86614.00
840155.80
Equities
VANGUARD INDEX FDS REAL ESTATE ETF
2500-12-31
N/A
30835.00
3236133.25
Equities
VIRTUS ETF TR II NEWFLEET HIG YLD
2500-12-31
N/A
410.00
9760.42
Equities
VOCERA COMMUNICATIONS INC COM
5493006D2J6NPNZ60K83
2500-12-31
N/A
188450.00
14870589.50
Equities
WILLIAM PENN BANCORPORATION COM
2500-12-31
N/A
11906.00
149777.48
Equities
YUMANITY THERAPEUTICS INC COM
549300GNQLMQP5WNHC81
2500-12-31
N/A
10076.00
17935.28
Equities
Z-WORK ACQUISITION CORP COM CL A
2500-12-31
N/A
23940.00
232218.00
Equities
AGILE GROWTH CORP CLASS A ORD
2500-12-31
N/A
38675.00
375534.25
Equities
ARTISAN ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
48312.00
478288.80
Equities
ARIES I ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
67094.00
670269.06
Equities
AUTHENTIC EQUITY ACQUISTN CORP CL A SHS
2500-12-31
N/A
22213.00
215910.36
Equities
AURORA ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
104897.00
1039529.27
Equities
BCLS ACQUISITION CORP COM CL A
2500-12-31
N/A
23851.00
233978.31
Equities
ARCLIGHT CLEAN TRANSITION II CLASS A ORD SHS
2500-12-31
N/A
215466.00
2111566.80
Equities
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR
549300UUNWK8TRT5EW12
2500-12-31
N/A
15795.00
42330.60
Equities
AEQUI ACQUISITION CORP COM CL A
2500-12-31
N/A
36915.00
360290.40
Equities
AMBRX BIOPHARMA INC SPONSORED ADS
2500-12-31
N/A
18320.00
85371.20
Equities
AMARIN CORP PLC SPONS ADR NEW
5493009JFIGUFEVPK217
2500-12-31
N/A
1350868.00
4538916.48
Equities
ANTERIX INC COM
549300QIX2QHFGIEQG40
2500-12-31
N/A
75963.00
3734341.08
Equities
ANZU SPECIAL ACQUISITIN CORP I COM CL A
2500-12-31
N/A
60548.00
586104.64
Equities
APRIA INC COM
2500-12-31
N/A
82000.00
3050400.00
Equities
AQUESTIVE THERAPEUTICS INC COM
2500-12-31
N/A
241284.00
612861.36
Equities
ARLINGTON ASSET INVST CORP CL A NEW
549300LA9ZT7L8G7IT53
2500-12-31
N/A
2545.00
8423.95
Equities
ARROWROOT ACQUISITION CORP CL A COM
2500-12-31
N/A
19363.00
187046.58
Equities
ASLAN PHARMACEUTICALS LTD ADS
549300L9VD6FZWFBND47
2500-12-31
N/A
776160.00
715309.06
Equities
ATHLON ACQUISITION CORP COM CL A
2500-12-31
N/A
26880.00
261004.80
Equities
ATLANTIC COASTAL ACQUISTN CORP CLASS A COM
549300DD1GOILOBIY455
2500-12-31
N/A
138727.00
1369235.49
Equities
ATLAS TECHNICAL CONSULTANTS IN COM CLS A
2500-12-31
N/A
60277.00
631100.19
Equities
B. RILEY FINANCIAL INC COM
2500-12-31
N/A
3871.00
219059.89
Equities
NORTHEAST BK LEWISTON ME COM
549300F0LV9TSW34E306
2500-12-31
N/A
720.00
26380.80
Equities
OCEANTECH ACQUISITIONS I CORP CLASS A COM
2500-12-31
N/A
19502.00
194629.96
Equities
ONCOCYTE CORP COM
549300BIYAW8GO410287
2500-12-31
N/A
476976.00
772701.12
Equities
ONE EQUITY PARTNERS OPEN WTR I CL A
2500-12-31
N/A
40448.00
392345.60
Equities
ORION ACQUISITION CORP COM CL A
2500-12-31
N/A
53148.00
513941.16
Equities
BELONG ACQUISITION CORP CLASS A COM
2500-12-31
N/A
42343.00
413691.11
Equities
BETTER WORLD ACQUISITION CORP COM
2500-12-31
N/A
39084.00
398656.80
Equities
BIOLINERX LTD SPONSORED ADS
529900AKIOSC15Y63R18
2500-12-31
N/A
205342.00
355241.66
Equities
BRIGHT LIGHTS ACQUISITION CORP COM CL A
2500-12-31
N/A
120902.00
1189675.68
Equities
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2500-12-31
N/A
142640.00
1405004.00
Equities
CF ACQUISITION CORP VIII CLASS A COM
2500-12-31
N/A
71884.00
715245.80
Equities
CF ACQUISITION CORP IV COM CL A
2500-12-31
N/A
68304.00
665280.96
Equities
CHP MERGER CORP COM CL A
2500-12-31
N/A
55768.00
566045.20
Equities
CABALETTA BIO INC COM
2500-12-31
N/A
185951.00
513224.76
Equities
CARETRUST REIT INC COM
5493001NVXE2B9GPLU96
2500-12-31
N/A
141652.00
2950611.16
Equities
CARNEY TECHNOLOGY ACQU CORP II CL A COMMON STK
2500-12-31
N/A
50061.00
488595.36
Equities
CARNIVAL PLC ADR
4DR1VPDQMHD3N3QW8W95
2500-12-31
N/A
1076704.00
18906922.24
Equities
CELLECTIS S A SPON ADS
5493000KKX5VQ37Q2W83
2500-12-31
N/A
230612.00
1383672.00
Equities
CENTRAL PUERTO S A SPONSORED ADR
2549005JLIWQ6B7VNR38
2500-12-31
N/A
18988.00
59432.44
Equities
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2500-12-31
N/A
10031.00
227302.46
Equities
CHARDAN NEXTECH ACQUISITION 2 CLASS A COM
2500-12-31
N/A
28105.00
280768.95
Equities
CHIMERIX INC COM
5299002IR2GXUBEPKS66
2500-12-31
N/A
933792.00
5051814.72
Equities
CLARIM ACQUISITION CORP COM CL A
2500-12-31
N/A
34584.00
334081.44
Equities
CODA OCTOPUS GROUP INC COM NEW
2500-12-31
N/A
13635.00
89718.30
Equities
COGENT BIOSCIENCES INC COM
2500-12-31
N/A
161316.00
1080817.20
Equities
KISMET ACQUISITION TWO CORP CL A SHS
2500-12-31
N/A
34607.00
334995.76
Equities
L CATTERTON ASIA ACQUISITION CLASS A ORD SHS
2500-12-31
N/A
32952.00
319963.92
Equities
LAZARD GROWTH ACQUISITION CORP CL A ORD SHS
2500-12-31
N/A
97264.00
943460.80
Equities
LEAD EDGE GROWTH OPRTUNTS LTD COM
2500-12-31
N/A
40747.00
394023.49
Equities
LEVERE HOLDINGS CORP CLASS A ORD SHS
2500-12-31
N/A
40412.00
391996.40
Equities
MSD ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
57480.00
557556.00
Equities
MANCHESTER UTD PLC NEW ORD CL A
529900GWGZPE83MJOV59
2500-12-31
N/A
145616.00
1971640.64
Equities
MARLIN TECHNOLOGY CORP CL A SHS
2500-12-31
N/A
41398.00
401974.58
Equities
CORPORATE OFFICE PPTYS TR SH BEN INT
YY1J47X6LF9TYY8JY420
2500-12-31
N/A
38832.00
963810.24
Equities
GX ACQUISITION CORP II CLASS A COM
2500-12-31
N/A
34396.00
332265.36
Equities
GAMING & HOSPITALITY ACQU CORP COM CL A
2500-12-31
N/A
16231.00
157927.63
Equities
GANNETT CO INC COM
549300JQ2PU0RI3ZBA32
2500-12-31
N/A
649976.00
3106885.28
Equities
OYSTER ENTERPRISES ACQ CORP COM CL A
2500-12-31
N/A
36289.00
351277.52
Equities
EJF ACQUISITION CORP CL A SHS
2500-12-31
N/A
153018.00
1507227.30
Equities
ENDO INTL PLC SHS
5493007TBMWZWGZIB256
2500-12-31
N/A
1833440.00
5646995.20
Equities
SCION TECH GROWTH I CL A SHS
2500-12-31
N/A
134320.00
1309620.00
Equities
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2500-12-31
N/A
82049.00
796695.79
Equities
EUCRATES BIOMEDICAL ACQU CORP SHS
2500-12-31
N/A
17588.00
171658.88
Equities
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2500-12-31
N/A
186990.00
1832502.00
Equities
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984500Y57CDE4CE7CC20
2500-12-31
N/A
7251.00
70407.21
Equities
FIFTH WALL ACQUISITN CORP III CLASS A ORD SHS
2500-12-31
N/A
95804.00
934089.00
Equities
FRONTIER INVESTMENT CORP CLASS A ORD SHS
549300D3XEVQHIB48278
2500-12-31
N/A
12669.00
121749.09
Equities
FRONTIER ACQUISITION CORP CLASS A ORD SHS
2500-12-31
N/A
18751.00
181322.17
Equities
FRAZIER LIFESCIENCES ACQU CORP CL A SHS
2500-12-31
N/A
13970.00
136207.50
Equities
FTAC ATHENA ACQUISITION CORP CL A SHS
2500-12-31
N/A
61553.00
609374.70
Equities
B RILEY PRIN 250 MERGER CORP CLASS A COM
2500-12-31
N/A
33488.00
322824.32
Equities
BARCLAYS BANK PLC ETN LKD 48
2500-12-31
N/A
307.00
14541.06
Equities
BAUSCH HEALTH COS INC COM
B3BS7ACMDUWISF18KY76
2500-12-31
N/A
436136.00
10528323.04
Equities
BELLUS HEALTH INC NEW COM NEW
549300QZYQDSMOXCP667
2500-12-31
N/A
141881.00
817234.56
Equities
DBX ETF TR XTRACKERS MSCI KOKUSAI
549300ALNCOJEH1ZFE35
2500-12-31
N/A
1409.00
114076.59
Equities
Y
2022-07-29
2022-07-29
2022-07-29
Y
JP MORGAN SECURITIES LLC
1.0000
179
N
N
N
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N
Y
BNP PARIBAS SA
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R0MUWSFPU8MPRO8K5P83
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U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
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254900HROIFWPRGM1V77
2026-08-15
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2046-02-15
1.000000
300.00
447.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
50000000.00
45065324.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-02-15
1.875000
100.00
96.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-02-15
2.750000
100.00
107.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
1278000.00
1295526.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
49589300.00
61293077.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-15
2.500000
814200.00
841510.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-10-31
1.500000
157743200.00
158978195.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-24
0.00
100.00
100.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-16
0.00
29663000.00
29624853.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-14
0.00
100.00
99.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
7.125000
200.00
219.56
U.S. Treasuries (including strips)
Y
2022-02-07
2022-02-07
2022-05-05
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0016
305000000.00
305000000.00
0.0041
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.320000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0S4HC1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MORGAN STANLEY CAP 2006-HE1 M-1 20360125 FLT
2036-01-25
0.662710
8698000.00
7865709.70
Asset-Backed Securities
MORGAN STANLEY ABS 2007-NC1 A-1 20361125 FLT
2036-11-25
0.237710
26980000.00
3756533.55
Asset-Backed Securities
NATIONAL COLL ST LN TR 2005-3 B 20370725 FLT
635400WAVVCUCCIGH375
2037-07-25
0.607710
15636055.00
13002963.43
Asset-Backed Securities
OPTION ONE MTG LN TR 2006-3 II-A-3 20370225 FLT
2037-02-25
0.247710
6000000.00
2128608.80
Asset-Backed Securities
OPTION ONE MTG LN TR 2007-1 II-A-3 20370125 FLT
2037-01-25
0.247710
15690000.00
6443595.63
Asset-Backed Securities
OPTION ONE MTG LN TR 2006-2 II-A-3 20360725 FLT
2036-07-25
0.387710
4600000.00
1641684.04
Asset-Backed Securities
PARK PLACE SECS 2005-WCW2 M-4 20350725 FLT
2035-07-25
1.082710
14345000.00
14000410.89
Asset-Backed Securities
POPULAR ABS 2006-A M-2 20360225 FLT
2036-02-25
0.977710
3977400.00
3931385.27
Asset-Backed Securities
RASC SERIES TRUST 2006-EMX8 A-I-3 20360825 FLT
2036-08-25
0.447710
21300000.00
3844617.82
Asset-Backed Securities
RASC SERIES TRUST 2006-EMX6 A-4 20360725 FLT
2036-07-25
0.647710
15000000.00
13447820.53
Asset-Backed Securities
RENAISSANCE HEQ 2005-1 M-1 20350525 5.3
2035-05-25
5.357000
6624900.00
4900714.37
Asset-Backed Securities
RESIDENTIAL ASSET 2005-EMX4 M-4 20351125 FLT
2035-11-25
1.007710
7012000.00
6666840.97
Asset-Backed Securities
SECURITIZED ASSET REC 2007-BR3 A-2A 20370425 FLT
2037-04-25
0.177710
120290765.00
10472569.50
Asset-Backed Securities
SECURITIZED ASSET REC 2007-BR4 A-2B 20370525 FLT
2037-05-25
0.307710
48222901.00
15964621.22
Asset-Backed Securities
SOUNDVIEW HM LN 2007-OPT1 II-A-4 20370625 FLT
2037-06-25
0.387710
12214357.00
5437161.81
Asset-Backed Securities
SPECIALTY UNDRWR FIN 2006-BC5 A-2D 20371125 FLT
2037-11-25
0.257710
9387500.00
4390458.29
Asset-Backed Securities
STRUCTURED ASSET SEC 2007-MLN1 A4 20370125 FLT
2037-01-25
0.347710
10000000.00
7870369.52
Asset-Backed Securities
STRUCTURED ASSET SECS 2007-OSI A4 20370625 FLT
2037-06-25
0.307710
13454799.00
10793443.59
Asset-Backed Securities
C-BASS TRUST 2007-CB4 A-1B 20370425 FLT
2037-04-25
0.287710
14920000.00
7610915.08
Asset-Backed Securities
C-BASS TRUST 2006-CB8 A-2D 20361025 FLT
2036-10-25
0.567710
10796000.00
7037184.95
Asset-Backed Securities
CWABS INC 2006-15 A-4 20360425 FLT
2036-04-25
4.439200
4235000.00
3202522.15
Asset-Backed Securities
CWABS INC 2006-17 2-A-3 20341225 FLT
2034-12-25
0.347710
6000000.00
5382122.16
Asset-Backed Securities
CWABS INC 2006-6 M-1 20350925 FLT
2035-09-25
0.587710
4000000.00
3756476.46
Asset-Backed Securities
CWABS INC 2007-5 2-A-4 20360225 FLT
2036-02-25
0.427710
3500000.00
2857035.96
Asset-Backed Securities
CITIGROUP MTG LN TR 2006-NC2 A-2C 20360925 FLT
2036-09-25
0.587710
9266000.00
2838219.43
Asset-Backed Securities
CITIGROUP MTG LN TR 2007-AMC1 A-2C 20361226 FLT
2036-12-26
0.327710
15458755.00
4192286.74
Asset-Backed Securities
CITIGROUP MTG LN TR 2007-AMC1 A-1 20361226 FLT
2036-12-26
0.267710
5500000.00
795582.97
Asset-Backed Securities
CITIGROUP MTG LN TR 2007-AMC2 A-3C 20370125 FLT
2037-01-25
0.357710
10000000.00
3376352.87
Asset-Backed Securities
CITIGROUP MTG LN TR 2007-AHL3 A-3A 20450825 FLT
2045-08-25
0.167710
99049900.00
6509309.54
Asset-Backed Securities
AEGIS ABS 2005-5 M2 20351226 FLT
2035-12-26
0.782710
3000000.00
2411435.34
Asset-Backed Securities
ARGENT SECS TR 2006-W2 A-2B 20360325 FLT
2036-03-25
0.487710
33900000.00
5471320.98
Asset-Backed Securities
BEAR STEARNS ASSET 2004-HE11 M-3 20341225 FLT
2034-12-25
1.982710
23170000.00
17113438.08
Asset-Backed Securities
BEAR STEARNS ABS TR 2006-4 M-1 20361025 FLT
2036-10-25
0.657710
5000000.00
4718643.09
Asset-Backed Securities
GSAMP TRUST 2005-WMC2 M-1 20351126 FLT
2035-11-26
0.752710
15721179.00
11570149.16
Asset-Backed Securities
GE-WMC ASSET-BCKD PTC 2005-2 M-1 20351201 FLT
2035-12-01
0.767710
7000000.00
5624556.76
Asset-Backed Securities
HOME EQUITY MTG INABS 2007-A 2A-3 20370425 FLT
2037-04-25
0.347710
11910444.00
5602052.82
Asset-Backed Securities
HOME EQUITY ASSET TR 2007-2 2-A-3 20370725 FLT
2037-07-25
0.587710
1658589.00
1094468.28
Asset-Backed Securities
LONG BEACH MTG LN TR 2005-3 M-2 20351125 FLT
2035-11-25
0.812710
18790000.00
15839810.00
Asset-Backed Securities
LONG BEACH MTG LN TR 2006-1 II-A3 20360225 FLT
2036-02-25
0.487710
36000000.00
7576779.79
Asset-Backed Securities
LONG BEACH MTG LN TR 2006-2 I-A 20360425 FLT
2036-04-25
0.467710
57176000.00
4901862.50
Asset-Backed Securities
MASTR ASSET BKD SECS 2003-OPT1 M-4 20321225 FLT
2032-12-25
5.957710
3200000.00
936844.90
Asset-Backed Securities
MASTR ABS TRUST 2006-AM2 A-3 20360625 FLT
2036-06-25
0.447710
20360000.00
4528899.32
Asset-Backed Securities
ML MTG INVESTORS 2005-AR1 M-2 20360625 FLT
2036-06-25
1.112710
6932225.00
5863941.91
Asset-Backed Securities
Y
2022-03-07
2022-03-07
2022-04-07
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0048
240928545.91
240928545.91
0.0033
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 0.160000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0S58W4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
233100.00
386312.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
2.000000
600.00
953.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
4.250000
100.00
134.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
30350000.00
30974833.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-07-15
0.750000
4419700.00
5455303.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-03-31
0.750000
100.00
96.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-24
0.00
100.00
99.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
7.500000
900.00
1067.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
3276000.00
7350529.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-05-15
6.250000
12100.00
16475.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
9538000.00
11130818.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-08-15
2.750000
400.00
444.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-11-15
2.750000
5216500.00
5766749.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
100.00
159.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
200.00
282.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
299800.00
357103.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-28
2.750000
3958200.00
4164235.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
13990200.00
14729520.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-09-30
3.000000
15415800.00
16393968.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
1873900.00
2052121.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
107443000.00
133154973.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-04-30
2.375000
1100.00
1142.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.625000
62356800.00
78267490.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
100.00
100.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
26100.00
32208.81
U.S. Treasuries (including strips)
Y
2022-02-07
2022-02-07
2022-05-05
Y
BNP Paribas SA
1.0000
7
N
N
N
0.0016
304000000.00
304000000.00
0.0041
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.320000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0S5AF8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-07-15
0.00
103000.00
70678.60
Agency Debentures and Agency Strips
SANTANDER RETAIL AUTO 2020-A A-4 20240320 1.7
2024-03-20
1.760000
13470000.00
13570604.44
Asset-Backed Securities
SANTANDER RETAIL AUTO 2020-A A-4 20240320 1.7
2024-03-20
1.760000
95000.00
95709.53
Asset-Backed Securities
PACIFIC GAS & ELEC CO SR GLBL NT 4%46
1HNPXZSMMB7HMBMVBS46
2046-12-01
4.000000
90000.00
83327.10
Corporate Debt Securities
PETROBRAS GLOBAL FINANCE BV SR GLBL NT 50
549300FNENFFSMO3GT38
2050-06-03
6.750000
38000.00
38583.21
Corporate Debt Securities
INGERSOL RAND LUXEMBOURG FIN SR GLBL NT 44
549300GHBOWCVY92IS29
2044-11-01
4.650000
5000.00
5942.07
Corporate Debt Securities
INTEL CORP SR GLBL NT 29
KNX4USFCNGPY45LOCE31
2029-11-15
2.450000
3000.00
3020.50
Corporate Debt Securities
INTUIT SR GLBL NT 30
VI90HBPH7XSFMB9E4M29
2030-07-15
1.650000
161000.00
150026.78
Corporate Debt Securities
SITKA HLDGS LLC SR SEC GLBL 26
2026-07-06
5.250000
22771000.00
23212188.12
Corporate Debt Securities
SKANDINAVISKA ENSKILDA BANKEN FR 0.65%090924
F3JS33DEI6XQ4ZBPTN86
2024-09-09
0.650000
1757000.00
1714262.44
Corporate Debt Securities
AMERICAN ELEC PWR INC SR GLBL -L NT 50
1B4S6S7G0TW5EE83BO58
2050-03-01
3.250000
255000.00
242314.17
Corporate Debt Securities
AMERITECH CAP FUNDING CORP SR GLBL DEB 28
2028-01-15
6.550000
69000.00
81169.61
Corporate Debt Securities
ANTHEM INC SR GLBL NT 28
8MYN82XMYQH89CTMTH67
2028-03-01
4.101000
27000.00
29654.57
Corporate Debt Securities
APPLE INC SR GLBL NT 44
HWUPKR0MPOU8FGXBT394
2044-05-06
4.450000
2820000.00
3439742.78
Corporate Debt Securities
BPCE S A FR 2.375%011425
9695005MSX1OYEMGDF46
2025-01-14
2.375000
2380000.00
2384559.02
Corporate Debt Securities
BMW FINANCE NV SR GLBL 144A 24
5299006ZHG3IXU0PNJ56
2024-08-14
2.400000
550000.00
564743.67
Corporate Debt Securities
BANK OF MONTREAL FR 1%111524
NQQ6HPCNCCU6TUTQYE16
2024-11-15
1.000000
5000.00
4933.26
Corporate Debt Securities
FEDEX CORP 3.4%28
549300E707U7WNPZN687
2028-02-15
3.400000
2000.00
2131.18
Corporate Debt Securities
ALABAMA PWR CO SR -2014A NT 44
0RL818ELFOHP5JHOFU19
2044-08-15
4.150000
2000.00
2236.57
Corporate Debt Securities
BLACKSTONE PRIVATE CREDIT FUND SR GLBL 144A 24
549300ORP3TTCNXSYO43
2024-09-15
1.750000
15000.00
14666.27
Corporate Debt Securities
BOEING CO SR GLBL NT 28
RVHJWBXLJ1RFUBSY1F30
2028-03-01
3.250000
5000.00
5132.21
Corporate Debt Securities
NATIONWIDE BLDG SOC GLOBAL COV FR 4.302%030829
549300XFX12G42QIKN82
2029-03-08
4.302000
1074000.00
1168124.29
Corporate Debt Securities
NIKE INC SR GLBL NT 50
787RXPR0UX0O0XUXPZ81
2050-03-27
3.375000
3319000.00
3549886.23
Corporate Debt Securities
NOMURA HLDGS INC GLBL NT 2.71%29
549300B3CEAHYG7K8164
2029-01-22
2.710000
3048000.00
3003241.81
Corporate Debt Securities
1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 25
2025-04-15
5.750000
800000.00
839544.44
Corporate Debt Securities
ONTARIO TEACH FIN TR GLBL 144A NT 26
635400ZZE5J8OXXBBY26
2026-09-21
0.875000
8889000.00
8529881.93
Corporate Debt Securities
OWENS CORNING NEW SR GLBL NT 29
JO5M6676RDJIZ2U8X907
2029-08-15
3.950000
370000.00
402339.44
Corporate Debt Securities
PPL CAP FDG INC SR GLBL NT3.1%26
549300MROK5WY0D2NU17
2026-05-15
3.100000
8000.00
8290.04
Corporate Debt Securities
JPMORGAN CHASE & CO GLBL NT 2.739%3
8I5DZWZKVSZI1NUHU748
2030-10-15
2.739000
5000.00
5015.22
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL NT 33
8I5DZWZKVSZI1NUHU748
2033-01-25
2.963000
3037000.00
3048825.57
Corporate Debt Securities
JDE PEETS NV SR 144A NT 31
724500EHG519SE5ZRT89
2031-09-24
2.250000
8080000.00
7570030.80
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 38
549300G0CFPGEF6X2043
2038-07-15
5.850000
10000.00
13744.50
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT5.4%44
549300PDHUGWPWGOT525
2044-09-01
5.400000
9000.00
10535.31
Corporate Debt Securities
KINDER MORGAN INC DEL SR 144A NT 23
549300WR7IX8XE0TBO16
2023-11-15
5.625000
2000.00
2137.55
Corporate Debt Securities
KROGER CO SR GLBL NT 26
6CPEOKI6OYJ13Q6O7870
2026-10-15
2.650000
750000.00
769592.08
Corporate Debt Securities
LAM RESEARCH CORP SR GLBL NT1.9%30
549300I4GMO6D34U1T02
2030-06-15
1.900000
232000.00
222334.36
Corporate Debt Securities
LIBERTY MUT GROUP INC EXT JR SB GLBL87
QUR0DG15Z6FFGYCHH861
2087-03-07
7.800000
32525000.00
45517653.33
Corporate Debt Securities
LOWES COS INC SR GLBL NT 31
WAFCR4OKGSC504WU3E95
2031-04-01
2.625000
3000.00
2980.80
Corporate Debt Securities
MASTERCARD INCORPORATED SR GLBL NT 30
AR5L2ODV9HN37376R084
2030-03-26
3.350000
3257000.00
3514407.04
Corporate Debt Securities
EQUINOR ASA SR GLBL 144A 28
OW6OFBNCKXC4US5C7523
2028-12-01
6.500000
6294000.00
7867269.22
Corporate Debt Securities
DEUTSCHE BK AG N Y SNR NPF GLBL
7LTWFZYICNSX8D621K86
2024-09-18
2.222000
288000.00
291426.93
Corporate Debt Securities
DEUTSCHE TELEKOM INTL FIN B V CR SEN SR GLBL30
529900ERDFHS6C1M4U58
2030-06-15
8.750000
359000.00
510511.46
Corporate Debt Securities
DISNEY WALT CO SR GLBL NT 26
549300GZKULIZ0WOW665
2026-01-13
1.750000
2222000.00
2201257.63
Corporate Debt Securities
DOMINION ENERGY INC PERP SUB GLBL -B
ILUL7B6Z54MRYCF6H308
2500-12-31
4.650000
18786000.00
19414235.15
Corporate Debt Securities
DUKE RLTY LTD PARTNERSHIP NEW SR GLBL NT 50
2549009GZDBNY1KE9O81
2050-03-01
3.050000
70000.00
65357.48
Corporate Debt Securities
DUKE ENERGY FLA PROJ FIN LLC EXTND SR SEC 35
2035-03-01
2.858000
220000.00
227083.63
Corporate Debt Securities
ECOLAB INC SR GLBL NT1.3%31
82DYEISM090VG8LTLS26
2031-01-30
1.300000
77000.00
69817.44
Corporate Debt Securities
ENBRIDGE INC MTN CDS- GLBL NT 1.6%26
98TPTUM4IVMFCZBCUR27
2026-10-04
1.600000
6000.00
5838.06
Corporate Debt Securities
ENTERGY CORP NEW SR GLBL NT 26
4XM3TW50JULSLG8BNC79
2026-09-01
2.950000
2918000.00
3038255.64
Corporate Debt Securities
ENTERGY TEXAS INC 1M BD 3.45%27
LWXX58X12AJXISQ28573
2027-12-01
3.450000
9000.00
9402.12
Corporate Debt Securities
SAN DIEGO GAS & ELEC CO 1M GLBL VVV BD3
KNIRVXKVNJJ4P8OTMS63
2030-10-01
1.700000
1000.00
934.94
Corporate Debt Securities
SAN DIEGO GAS & ELEC CO 1M GLBL WWW BD5
KNIRVXKVNJJ4P8OTMS63
2051-08-15
2.950000
7000.00
6661.67
Corporate Debt Securities
GENERAL ELECTRIC CO PERP JR SB GLBL
3C7474T6CDKPR9K6YT90
2099-12-31
3.532750
148000.00
143872.61
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 33
784F5XWPLTWKTBV3E584
2033-02-24
3.102000
200000.00
200668.63
Corporate Debt Securities
GREAT-WEST LIFECO U S FIN 2020 SR GLBL 144A 25
2025-08-12
0.904000
3000.00
2903.35
Corporate Debt Securities
HUNTINGTON BANCSHARES INC TIER I PERP GLBL
549300XTVCVV9I7B5T19
2500-12-31
5.625000
18000.00
20295.00
Corporate Debt Securities
HYUNDAI CAP AMER FR 1.5%061526
549300RIPPWJB5Z0FK07
2026-06-15
1.500000
266000.00
255686.29
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SR NT 6.125%39
5493004LGN656HWLDA30
2039-10-15
6.125000
193000.00
253290.25
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC GTD SRNT 5.70%42
5493004LGN656HWLDA30
2042-02-15
5.700000
3000.00
3791.11
Corporate Debt Securities
EQUITABLE FINL LIFE GLOBAL FDG SR SEC 144A NT26
635400B4JJBON4TCHF02
2026-07-12
1.300000
134000.00
128802.96
Corporate Debt Securities
MONDELEZ INTL INC SR GLBL NT 30
549300DV9GIB88LZ5P30
2030-04-13
2.750000
2000.00
2029.40
Corporate Debt Securities
MORGAN STANLEY FR 2.511%102032
IGJSJL3JD5P30I6NJZ34
2032-10-20
2.511000
250000.00
242263.62
Corporate Debt Securities
PIONEER NAT RES CO SR GLBL NT1.9%30
FY8JBF7CCL2VE4F1B628
2030-08-15
1.900000
1000.00
928.70
Corporate Debt Securities
PRIVATE EXPT FDG CORP SR SEC NT3.55%24
CYQE6SAYPFKNQJ6FMH60
2024-01-15
3.550000
95000.00
99320.77
Corporate Debt Securities
PUBLIC SERVICE CO COLO 1ST MTG BD3.8%47
5BANEF6PGSEK0SNMQF44
2047-06-15
3.800000
755000.00
830655.19
Corporate Debt Securities
QUALCOMM INC SR NT 3.45%25
H1J8DDZKZP6H7RWC0H53
2025-05-20
3.450000
5000.00
5277.02
Corporate Debt Securities
RAYTHEON TECHNOLOGIES CORP SR GLBL NT4.2%44
YR6K3WJN0KKLUPZSNL57
2044-12-15
4.200000
210000.00
228021.50
Corporate Debt Securities
REALTY INCOME CORP SR GLBL NT 25
549300CUWDAUZSH43859
2025-04-15
3.875000
49000.00
52434.89
Corporate Debt Securities
REPUBLIC SVCS INC GLBL NT 2.3%30
NKNQHM6BLECKVOQP7O46
2030-03-01
2.300000
13000.00
12776.70
Corporate Debt Securities
ROYAL BK CDA FR 2.55%071624
ES7IP3U3RHIGC71XBU11
2024-07-16
2.550000
3000.00
3064.03
Corporate Debt Securities
SAN DIEGO GAS & ELEC CO 1M GLBL UUU BD5
KNIRVXKVNJJ4P8OTMS63
2050-04-15
3.320000
4608000.00
4674426.88
Corporate Debt Securities
BRISTOL-MYERS SQUIBB CO SR GLBL NT 50
HLYYNH7UQUORYSJQCN42
2050-11-13
2.550000
3493000.00
3088737.65
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 48
2048-06-15
4.050000
2000.00
2273.51
Corporate Debt Securities
BURLINGTON RES INC SR GLBL DB8.2%25
0FJ5X7MVCTSE8OEPQE56
2025-03-15
8.200000
5000.00
6072.29
Corporate Debt Securities
VIACOMCBS INC SR GLBL NT2.9%27
5KYC8KF17ROCY24M3H09
2027-01-15
2.900000
200000.00
203339.78
Corporate Debt Securities
CGI INC 144A NT 2.3%31
549300WSRCZY73ZG3090
2031-09-14
2.300000
1629000.00
1541673.83
Corporate Debt Securities
CI FINL CORP SR GLBL NT4.1%51
549300M9W7JJQSVCEM78
2051-06-15
4.100000
80000.00
82719.91
Corporate Debt Securities
CIGNA CORP NEW GLBL NT 3.875%47
549300VIWYMSIGT1U456
2047-10-15
3.875000
68000.00
69908.06
Corporate Debt Securities
CANADIAN PAC RY CO NEW GLBL NT 1.75%26
54930036474DURYNB481
2026-12-02
1.750000
10000.00
9837.78
Corporate Debt Securities
CITIGROUP INC PERP SR GLBL -D
6SHGI4ZSSLCXXQSBB395
2500-12-31
5.350000
398000.00
409957.69
Corporate Debt Securities
CREDIT AGRICOLE SA LONDON BRH FR 2.015%011127
969500TJ5KRTCJQWXH05
2027-01-11
2.015000
2190000.00
2169005.50
Corporate Debt Securities
FIRSTENERGY CORP -C 4.85%47
549300SVYJS666PQJH88
2047-07-15
5.100000
36897000.00
40397664.37
Corporate Debt Securities
CROWN CASTLE INTL CORP SR GLBL NT 50
54930012H97VSM0I2R19
2050-07-01
4.150000
155000.00
164986.39
Corporate Debt Securities
DTE ENERGY CO SR GLBL -E NT 26
549300IX8SD6XXD71I78
2026-10-01
2.850000
532000.00
550205.04
Corporate Debt Securities
DARDEN RESTAURANTS INC SR GLBL NT 48
CY1NFSCCB5GUXC7WZC70
2048-02-15
4.550000
210000.00
235153.92
Corporate Debt Securities
SOCIETE GENERALE ALT TIER I COCO
O2RNE8IBXP4R0TD8PU41
2099-12-31
7.875000
1400000.00
1520046.50
Corporate Debt Securities
SOCIETE GENERALE FR 3.875%032824
O2RNE8IBXP4R0TD8PU41
2024-03-28
3.875000
370000.00
389281.42
Corporate Debt Securities
SOCIETE GENERALE FR 3%012230
O2RNE8IBXP4R0TD8PU41
2030-01-22
3.000000
3000000.00
2972900.00
Corporate Debt Securities
SOUTHERN CALIF EDISON CO SR SEC GLBL 26
9R1Z5I36FERIBVKW4P77
2026-02-01
1.200000
259000.00
250709.41
Corporate Debt Securities
SPECTRA ENERGY PARTNERS LP SR GLBL NT 26
2HKVXE7U4NF5B6UGSU72
2026-10-15
3.375000
26000.00
27352.46
Corporate Debt Securities
TRUIST BK CHARLOTTE N C FR 4.05%110325
JJKC32MCHWDI71265Z06
2025-11-03
4.050000
1000.00
1083.15
Corporate Debt Securities
TOYOTA MTR CR CORP FR 3.05%011128
Z2VZBHUMB7PWWJ63I008
2028-01-11
3.050000
3000.00
3159.46
Corporate Debt Securities
TRAVELERS COMPANIES INC SR NT 6.25%37
549300Y650407RU8B149
2037-06-15
6.250000
94000.00
130263.89
Corporate Debt Securities
RAYTHEON TECHNOLOGIES CORP 4.45%38
I07WOS4YJ0N7YRFE7309
2038-11-16
4.450000
20000.00
23038.22
Corporate Debt Securities
VISA INC SR GLBL NT 30
549300JZ4OKEHW3DPJ59
2030-04-15
2.050000
2000.00
1959.25
Corporate Debt Securities
VODAFONE GROUP PLC GLBL NT 2.5%22
213800TB53ELEUKM7Q61
2022-09-26
2.500000
16000.00
16305.61
Corporate Debt Securities
VODAFONE GROUP PLC SR GLBL NT 28
213800TB53ELEUKM7Q61
2028-05-30
4.375000
78000.00
86038.81
Corporate Debt Securities
VODAFONE GROUP PLC GLBL FLT NT 24
213800TB53ELEUKM7Q61
2024-01-16
1.231290
633000.00
640706.54
Corporate Debt Securities
VMED O2 UK FING I PLC SR SEC GLBL 31
213800MRR46ECNGZ7L69
2031-01-31
4.250000
2794000.00
2565201.67
Corporate Debt Securities
VOYA FINANCIAL INC JR SB NT 4.7%48
549300T065Z4KJ686G75
2048-01-23
4.700000
30000.00
29987.53
Corporate Debt Securities
WELLS FARGO & CO SR NT 3%26
PBLD0EJDB5FWOLXP3B76
2026-10-23
3.000000
3000.00
3105.17
Corporate Debt Securities
WELLS FARGO & CO FR 3.196%061727
PBLD0EJDB5FWOLXP3B76
2027-06-17
3.196000
233000.00
241461.68
Corporate Debt Securities
DISNEY WALT CO 4.95%45
549300GZKULIZ0WOW665
2045-10-15
4.950000
100000.00
125039.50
Corporate Debt Securities
FRESH MKT INC FLT REGS NT 25
529900QM5ZSBEBR6CS58
2025-03-13
10.750000
60484000.00
60218290.43
Corporate Debt Securities
AT&T INC SR GLBL NT 6%40
549300Z40J86GGSTL398
2040-08-15
6.000000
23000.00
30374.64
Corporate Debt Securities
ADVANTAGE SOLUTIONS FINCO LLC SR SEC GLBL 28
549300T4O24KQDED1182
2028-11-15
6.500000
633000.00
638521.17
Corporate Debt Securities
AIR PRODUCTS AND CHEMICALS INC GLBL NT 2.7%40
7QEON6Y1RL5XR3R1W237
2040-05-15
2.700000
23000.00
22066.89
Corporate Debt Securities
PMT CR RISL TRANS TR 2021-1R A 20260227 FLT
2026-02-27
3.007710
295000.00
180962.83
Private Label Collateralized Mortgage Obligations
BEAR STRNS MTG FDG 2006-AR5 II-A-2 20370126 FLT
2037-01-26
0.337710
990960.00
122473.23
Private Label Collateralized Mortgage Obligations
BEAR STEARNS MTG FDG 2007-AR4 IIA-2A 20370625 FLT
2037-06-25
0.347710
709147.00
101319.78
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN1 M-3 20240226 FLT
S6XOOCT0IEG5ABCC6L87
2024-02-26
4.607710
40363040.00
27791065.30
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
S6XOOCT0IEG5ABCC6L87
2024-04-25
3.707710
19344776.00
10327413.76
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ALT-A 2006-8 I-A-1 20460625 FLT
2046-06-25
0.427710
91449.00
5633.88
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2019-INV3 B-6 20500525 FLT
2050-05-25
4.333030
279140.00
196766.16
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA6 B-2 20411025 FLT
2041-10-25
7.549670
45693460.00
45240696.22
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA7 B-2 20411125 FLT
S6XOOCT0IEG5ABCC6L87
2041-11-25
7.849670
48678508.00
48591825.13
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA2 B-1 20490426 FLT
549300NKHCH87PYOHD44
2049-04-26
4.207710
222931.00
226949.84
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2013-C01 M-2 20231025 FLT
B1V7KEBTPIMZEU4LTD58
2023-10-25
5.357710
17049223.00
5502750.23
Private Label Collateralized Mortgage Obligations
MILL CITY MTG LN TR 2017-1 B4 20581125 FLT
2058-11-25
3.554160
295861.00
270180.80
Private Label Collateralized Mortgage Obligations
Y
2022-03-07
2022-03-07
2022-04-11
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0048
372884586.34
372884586.34
0.0051
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 0.340000%
549300HN4UKV1E2R3U73
0001675365
ARP0S7TR8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
EXPRESS INC COM
2500-12-31
N/A
47735.00
138431.50
Equities
FTAC PARNASSUS ACQUISITN CORP CLASS A COM
2500-12-31
N/A
19604.00
190354.84
Equities
FANG HLDGS LTD ADR NEW
549300CYSMDAD2JBUI20
2500-12-31
N/A
4498.00
17767.10
Equities
FANHUA INC SPONSORED ADR
254900NUPTYHZ8HHTK43
2500-12-31
N/A
92545.00
599691.60
Equities
FARADAY FUTRE INTLGT ELCTR INC COM
2500-12-31
N/A
85737.00
330087.45
Equities
FIDELITY COVINGTON TRUST WOMEN'S LEADER
549300GS0S3Q6IN9WY89
2500-12-31
N/A
1491.00
27918.53
Equities
FIDELITY COVINGTON TRUST MSCI INFO TECH I
549300Q9FB9YGVO3MI74
2500-12-31
N/A
44672.00
5410672.64
Equities
CABALETTA BIO INC COM
2500-12-31
N/A
20105.00
55489.80
Equities
CALADRIUS BIOSCIENCES INC COM NEW
5493002287F62M3EGQ04
2500-12-31
N/A
355235.00
259321.55
Equities
CANDEL THERAPEUTICS INC COM
2500-12-31
N/A
1100.00
4939.00
Equities
KANDI TECHNOLOGIES GROUP INC COM
529900TXUELWMVI79005
2500-12-31
N/A
567100.00
1610564.00
Equities
KATAPULT HOLDINGS INC COM
2500-12-31
N/A
133643.00
299360.32
Equities
KINTARA THERAPEUTICS INC COM
549300N7OBMRNSOQC133
2500-12-31
N/A
39500.00
14757.20
Equities
KRANESHARES TR CSI CHI INTERNET
549300URDNVSGEWBN526
2500-12-31
N/A
23228.00
791842.52
Equities
KRANESHARES TR KFA VAL LIN DYNM
549300UCOXLQBJIZ3306
2500-12-31
N/A
2637.00
61233.78
Equities
KRANESHARES TR BLOOMBERG CHIINA
549300T76GJMCJ0ZKO67
2500-12-31
N/A
726.00
24642.62
Equities
KRANESHARES TR SML CAP QTY DIVD
549300S3IDEXNS3K7J73
2500-12-31
N/A
2573.00
71010.43
Equities
KRANESHARES TR LRG CAP QTY DIVD
549300KVY3JD2EPDSZ54
2049-12-31
N/A
771.00
24643.86
Equities
KRANESHARES TR QUADRTC INT RT
549300KNDIWWMQ7QHZ30
2500-12-31
N/A
282269.00
7406738.56
Equities
KRANESHARES TR ASIA PACIFIC HI
2500-12-31
N/A
560.00
17684.69
Equities
INDAPTUS THERAPEUTICS INC COM
2500-12-31
N/A
20100.00
92259.00
Equities
INDEPENDENCE CONTRACT DRILLING COM
2500-12-31
N/A
17078.00
57552.86
Equities
INDEPENDENCE CONTRACT DRILLING COM
2500-12-31
N/A
51400.00
173218.00
Equities
INDEXIQ ETF TR HDG EVE DRIV
5493005L5EW51Y12MJ70
2500-12-31
N/A
6146.00
137514.91
Equities
INDEXIQ ETF TR IQ S&P HGH YLD
2500-12-31
N/A
6956.00
167116.51
Equities
INDEXIQ ETF TR IQ HEDGMKT NUT
549300K08WGCI3HVVN75
2500-12-31
N/A
1927.00
51393.09
Equities
INDEXIQ ETF TR US RL EST SMCP
549300N1Q34TE0YW3H48
2500-12-31
N/A
2708.00
67130.78
Equities
INDEXIQ ACTIVE ETF TR IQ MACKAY ESG CR
549300LXJK55YI2K3A41
2500-12-31
N/A
92.00
2235.63
Equities
ALZAMEND NEURO INC COM NEW
549300W6G6EUO4ZRIB82
2500-12-31
N/A
204997.00
295195.68
Equities
AMBRX BIOPHARMA INC SPONSORED ADS
2500-12-31
N/A
2770.00
12908.20
Equities
AMERICAN CENTY ETF TR LOW VOLATILITY
549300URW0X34JK2RC41
2500-12-31
N/A
437.00
19835.08
Equities
AMERICAN RES CORP CL A
549300X4SNBGP0DDRY09
2500-12-31
N/A
99526.00
170189.46
Equities
AMERICAN VRTUAL CLOUD TECH INC COM
2500-12-31
N/A
21500.00
24510.00
Equities
AMESITE INC COM
549300KJTPTB48X4PR54
2500-12-31
N/A
19300.00
14507.81
Equities
AMPLIFY ETF TR ONLIN RETL ETF
549300BHTS5Z71BMK238
2500-12-31
N/A
28.00
1963.36
Equities
AMPLIFY ETF TR ONLIN RETL ETF
549300BHTS5Z71BMK238
2500-12-31
N/A
5695.00
399333.40
Equities
ANNOVIS BIO INC COM
549300IFBVI51FN3NJ32
2500-12-31
N/A
1016.00
13909.04
Equities
ANPAC BIO MED SCIENCE CO LTD SPONSORED ADS
5493007H4NXUG3FWYG66
2500-12-31
N/A
4200.00
3066.00
Equities
APPLIED DNA SCIENCES INC COM
549300PCOT1RLQ23DL21
2500-12-31
N/A
17500.00
56000.00
Equities
APPTECH PMTS CORP COM
2500-12-31
N/A
862.00
1517.12
Equities
APTOSE BIOSCIENCES INC COM NEW
5299003EUHV3CD08L949
2500-12-31
N/A
64888.00
77865.60
Equities
APTINYX INC COM
2500-12-31
N/A
99099.00
311170.86
Equities
ARAVIVE INC COM
5493002Z0KHRW71RNC19
2500-12-31
N/A
95630.00
195085.20
Equities
ARCADIA BIOSCIENCES INC COM NEW
54930027ZPNA80B8O763
2500-12-31
N/A
64000.00
49939.20
Equities
ARLINGTON ASSET INVST CORP CL A NEW
549300LA9ZT7L8G7IT53
2500-12-31
N/A
7075.00
23418.25
Equities
ARROW ETF TR ARROW DJ GLB YLD
549300KJZRUKTBTGG770
2500-12-31
N/A
6290.00
91519.50
Equities
ARROW INVTS TR DWA TACTICAL ETF
549300B11LJJW4DF5P94
2500-12-31
N/A
605.00
6636.24
Equities
ARTELO BIOSCIENCES INC COM NEW
2500-12-31
N/A
114800.00
44794.96
Equities
ASSEMBLY BIOSCIENCES INC COM
5299007Y1X8RBDFT8C40
2500-12-31
N/A
35607.00
61600.11
Equities
ASTRA SPACE INC COM CL A
2500-12-31
N/A
14145.00
61530.75
Equities
ASTROTECH CORP COM NEW
984500DA81B780C7D558
2500-12-31
N/A
38600.00
23769.88
Equities
ASYMMETRIC ETFS TRUST ASYMSHS S&P500
549300LLJEKEDJNOLR32
2500-12-31
N/A
3880.00
108339.69
Equities
AUDDIA INC COM
2500-12-31
N/A
8900.00
13528.00
Equities
AURORA CANNABIS INC COM
549300F6VHCLKCUWDT34
2500-12-31
N/A
1287744.00
5035079.04
Equities
AUTOWEB INC COM
2500-12-31
N/A
30800.00
78848.00
Equities
AVINGER INC COM
549300MRCUER3C2G1659
2500-12-31
N/A
84000.00
23755.20
Equities
AWARE INC MASS COM
2500-12-31
N/A
2095.00
5740.30
Equities
AXCELLA HEALTH INC COM
2500-12-31
N/A
1607.00
2539.06
Equities
AYRO INC COM
549300ZROJXF67RWGV49
2500-12-31
N/A
366602.00
406928.22
Equities
INVESCO EXCH TRD SLF IDX FD TR RAFI STRG US SML
549300WC1JZV2JQ4ZF30
2500-12-31
N/A
9668.00
343987.44
Equities
INVESCO EXCHNG TRAD SLF INDEXE INVT GRAD VALU
2500-12-31
N/A
7468.00
195996.17
Equities
INVESCO DB US DLR INDEX TR BEARISH FD
54930011VGOJYW7GPM52
2500-12-31
N/A
6457.00
128462.01
Equities
INVIVO THERAPEUTICS HLDGS CORP COM
549300FGLYJVWKVH3W38
2500-12-31
N/A
258100.00
95497.00
Equities
ION GEOPHYSICAL CORP COM NEW
RKTSM2N7H7RD7N6GEN24
2500-12-31
N/A
66400.00
29647.60
Equities
HALLMARK FINL SVCS INC COM NEW
549300QVZIZ17RUE4C20
2500-12-31
N/A
3100.00
12927.00
Equities
HARBOR CUSTOM DEVELOPMENT INC COM
549300X40TN4PVCY6F45
2500-12-31
N/A
77888.00
173690.24
Equities
HARTFORD FDS EXCHANGE TRADED T SCHRDRS TAX BD
2500-12-31
N/A
4218.00
87945.30
Equities
HEAT BIOLOGICS INC COM
549300C7CB2MWG4V3I09
2500-12-31
N/A
182267.00
479362.21
Equities
HELBIZ INC CLASS A COM
549300Z6TFLNGRBTFZ11
2500-12-31
N/A
2021.00
6366.15
Equities
CYCLACEL PHARMACEUTICALS INC COM
549300IE74IVYY7IL203
2500-12-31
N/A
3100.00
9548.00
Equities
CYCLACEL PHARMACEUTICALS INC COM
549300IE74IVYY7IL203
2500-12-31
N/A
17501.00
53903.08
Equities
CYCLERION THERAPEUTICS INC COM
2500-12-31
N/A
22554.00
25486.02
Equities
D MARKET ELECTR SVCS & TRADING SPONSORED ADS
9845004CF6A069998F16
2500-12-31
N/A
4181.00
7693.04
Equities
DBX ETF TR XTRACKERS MSCI
549300HHK8O56L87LZ06
2500-12-31
N/A
2700.00
79839.00
Equities
DBX ETF TR XTRACKERS HIGH
549300WPY0WAXSDREF27
2500-12-31
N/A
412.00
19017.34
Equities
DHI GROUP INC COM
529900489RAC0CU0AO81
2500-12-31
N/A
10417.00
53126.70
Equities
DARE BIOSCIENCE INC COM
2500-12-31
N/A
83000.00
122840.00
Equities
DATA I O CORP COM
2500-12-31
N/A
3101.00
13644.40
Equities
DATA STORAGE CORP COM NEW
2500-12-31
N/A
1100.00
3157.00
Equities
DATASEA INC COM NEW
549300P9H0IKFTYMF560
2500-12-31
N/A
3000.00
3330.00
Equities
DATCHAT INC COM
2500-12-31
N/A
27100.00
59620.00
Equities
DESTINATION XL GROUP INC COM
2500-12-31
N/A
37676.00
163137.08
Equities
DIFFUSION PHARMACEUTICALS INC COM PAR
549300I3DV7F8OXPNA12
2500-12-31
N/A
7500.00
1810.50
Equities
SALEM MEDIA GROUP INC CL A
549300CTHBTS2MIXZL54
2500-12-31
N/A
29300.00
85263.00
Equities
SAN JUAN BASIN RTY TR UNIT BEN INT
2500-12-31
N/A
3400.00
22780.00
Equities
SANDRIDGE ENERGY INC COM NEW
W1MKPVGS6I5155L7VV67
2500-12-31
N/A
6200.00
69378.00
Equities
GALECTIN THERAPEUTICS INC COM NEW
5299004HFYSAZM2ALW85
2500-12-31
N/A
88399.00
161770.17
Equities
GALECTO INC COM
2500-12-31
N/A
893.00
2027.11
Equities
GALERA THERAPEUTICS INC COM
2500-12-31
N/A
58080.00
145200.00
Equities
GAUCHO GROUP HLDGS INC COM NEW
549300OJQBEC14FI7W33
2500-12-31
N/A
33700.00
44484.00
Equities
GENOCEA BIOSCIENCES INC COM NEW
549300BRZWG25RBYA369
2500-12-31
N/A
73400.00
71932.00
Equities
GENPREX INC COM
549300KS9771JZ234890
2500-12-31
N/A
78299.00
143287.17
Equities
GEOVAX LABS INC COM
549300KXK8Z4UZ4J7S86
2500-12-31
N/A
8800.00
19624.00
Equities
GLOBAL X FDS MSCI NORWAY ETF
549300WCZLOFZEEQB510
2500-12-31
N/A
357.00
10531.96
Equities
GLOBAL X FDS RATE PREFERRED
549300KBIRQLDG81U263
2500-12-31
N/A
383.00
10199.29
Equities
GLOBAL X FDS CANNABIS ETF
549300QTKHBSDCSF0H92
2500-12-31
N/A
75921.00
355310.28
Equities
GLOBAL X FDS SOLAR ETF
549300TV245MP3NQ4827
2500-12-31
N/A
1700.00
31902.88
Equities
GOOD TIMES RESTAURANTS INC COM NEW
2500-12-31
N/A
1200.00
5184.00
Equities
GRANITESHARES ETF TR XOUT US LRG CP
549300GEKOLT25ZR0R69
2500-12-31
N/A
12605.00
509242.00
Equities
GRANITESHARES GOLD TR SHS BEN INT
549300B09UIFB1TCF016
2500-12-31
N/A
1602.00
28435.50
Equities
GRAYBUG VISION INC COM SHS
2500-12-31
N/A
1831.00
2325.37
Equities
GRAYBUG VISION INC COM SHS
2500-12-31
N/A
18863.00
23956.01
Equities
GREENPRO CAP CORP COM
2500-12-31
N/A
36900.00
15826.41
Equities
GROM SOCIAL ENTERPRISES INC COM NEW
2500-12-31
N/A
17300.00
26296.00
Equities
GROVE INC COM
2500-12-31
N/A
8136.00
33357.60
Equities
CHINA AUTOMOTIVE SYS INC COM
52990059UORTCZ66JW45
2500-12-31
N/A
4800.00
12528.00
Equities
CIPHER MINING INC COM
2500-12-31
N/A
75728.00
210523.84
Equities
CLARUS THERAPEUTICS HLDNGS INC COM
2500-12-31
N/A
1500.00
2010.00
Equities
WISDOMTREE TR EM EX ST-OWNED
549300T3CSCFW1IFJC98
2500-12-31
N/A
4551.00
158875.41
Equities
WISDOMTREE TR EURO QTLY DIV GR
549300LSUB2LB4VM4S72
2500-12-31
N/A
100.00
3233.24
Equities
WISDOMTREE TR US QTLY DIV GRT
2500-12-31
N/A
76761.00
4847457.15
Equities
WISDOMTREE TR WSDM EMKTBD FD
549300NE6LMZHI4CWN59
2500-12-31
N/A
1358.00
97803.16
Equities
WISDOMTREE TR U S GRWT & MNTM
54930000NNXTVJTSQP38
2500-12-31
N/A
5158.00
115043.00
Equities
WORKSPORT LTD COM NEW
2500-12-31
N/A
44000.00
91960.00
Equities
WRAP TECHNOLOGIES INC COM
2500-12-31
N/A
15400.00
36806.00
Equities
XENETIC BIOSCIENCES INC COM
5493002WV0KYX8JXAH52
2500-12-31
N/A
11400.00
10956.54
Equities
ETF SER SOLUTIONS HOYA CAP HOUSI
5493006GQFVD88T27V21
2500-12-31
N/A
900.00
36441.00
Equities
ETF SER SOLUTIONS ACQUIRERS FD
549300HVWWSTHI0ODM56
2500-12-31
N/A
300.00
8663.61
Equities
ETF SER SOLUTIONS ROUNDHILL ACQUI
549300F4XPMKEHF8KP37
2500-12-31
N/A
622.00
20797.69
Equities
PAINREFORM LTD SHS
2500-12-31
N/A
12400.00
13640.00
Equities
REWALK ROBOTICS LTD SHS
529900YOD61G7ECPV281
2500-12-31
N/A
191233.00
212268.63
Equities
SHARPLINK GAMING LTD SHS
529900LTQPOEVNPEL612
2500-12-31
N/A
25200.00
40068.00
Equities
REE AUTOMOTIVE LTD CLASS A ORD SHS
2500-12-31
N/A
49521.00
198084.00
Equities
VASCULAR BIOGENICS LTD COM
54930046IZW5JCXF4M07
2500-12-31
N/A
214038.00
258985.98
Equities
VASCULAR BIOGENICS LTD COM
54930046IZW5JCXF4M07
2500-12-31
N/A
2863.00
3464.23
Equities
FIRST TR DOW JONES SELECT MICR COM SHS ANNUAL
549300J0OKGDPF2LO339
2500-12-31
N/A
2175.00
128020.50
Equities
FIRST TR EXCHANGE-TRADED FD ETF
549300S2A3L6WXCL3N09
2500-12-31
N/A
2151.00
99032.04
Equities
NYMOX PHARMACEUTICAL CORP COM
2500-12-31
N/A
78100.00
110121.00
Equities
CENNTRO ELECTRIC GROUP LIMITED ORD SHS
549300UDHPKCYMMCEM56
2500-12-31
N/A
253896.00
401155.68
Equities
CASTOR MARITIME INC SHS NEW
213800G77XJSMF52UL75
2500-12-31
N/A
529200.00
603288.00
Equities
CASTOR MARITIME INC SHS NEW
213800G77XJSMF52UL75
2500-12-31
N/A
5938.00
6769.32
Equities
DANAOS CORPORATION SHS
734IM3DNDNT36T7YTD24
2500-12-31
N/A
30317.00
2772792.82
Equities
EQONEX LIMITED SHS
9845005F6E0700AD5F45
2500-12-31
N/A
12500.00
18750.00
Equities
GLOBUS MARITIME LIMITED NEW COM NEW
549300UI7941O67A7N93
2500-12-31
N/A
11000.00
19800.00
Equities
JX LUXVENTURE LIMITED COM NEW
54930094TV6SSEXV2R56
2500-12-31
N/A
21000.00
36330.00
Equities
PERFORMANCE SHIPPING INC COM NEW
529900TDUX3CQLRVFO49
2500-12-31
N/A
11800.00
36226.00
Equities
PYXIS TANKERS INC COM
2500-12-31
N/A
61500.00
28000.95
Equities
PYXIS TANKERS INC COM
2500-12-31
N/A
6444.00
2933.95
Equities
SEANERGY MARITIME HLDGS CORP SHS NEW
213800S7JIZA8FZXF245
2500-12-31
N/A
119376.00
119376.00
Equities
TOP SHIPS INC COM
549300MWKDPUU7NJX050
2500-12-31
N/A
14400.00
10908.00
Equities
AYTU BIOPHARMA INC COM NEW
549300SMWHEALCU7Q019
2500-12-31
N/A
31100.00
35765.00
Equities
AYTU BIOPHARMA INC COM NEW
549300SMWHEALCU7Q019
2500-12-31
N/A
40248.00
46285.20
Equities
BIT MINING LIMITED SPON ADR REP A
5299003CDPQ0UW1SQC26
2500-12-31
N/A
12083.00
35524.02
Equities
CHINA LIBERAL ED HLDGS LTD ORD
2500-12-31
N/A
14500.00
11875.50
Equities
CHINA XIANGTAI FOOD CO LTD SHS
549300MXMBF4HBZ76I76
2500-12-31
N/A
7939.00
8335.95
Equities
CN ENERGY GROUP INC SHS
2500-12-31
N/A
1391.00
2406.43
Equities
COLOR STAR TECHNOLOGY CO LTD SHS NEW
2500-12-31
N/A
47800.00
20783.44
Equities
DRAGON VICTORY INTL LTD SHS
2500-12-31
N/A
26200.00
24104.00
Equities
E-HOME HOUSEHOLD SVC HLDGS LTD ORD SHS
2500-12-31
N/A
51400.00
37779.00
Equities
ELITE EDUCATION GROUP INTL LTD COM
2500-12-31
N/A
1900.00
4484.00
Equities
EURO TECH HOLDINGS CO LTD SHS NEW
2500-12-31
N/A
750.00
1177.50
Equities
EBANG INTL HLDGS INC CL A SHS
5493003ALD4F1DLNRZ68
2500-12-31
N/A
8600.00
7482.00
Equities
GREENLAND TECHNOLOGIES HLDG SHS NEW
2500-12-31
N/A
5400.00
26784.00
Equities
JAWS JUGGERNAUT ACQUISITN CORP CLASS A ORD SHS
2500-12-31
N/A
24206.00
234314.08
Equities
JIUZI HOLDINGS INC ORD SHS
2500-12-31
N/A
34600.00
49478.00
Equities
JOWELL GLOBAL LTD SHS
2500-12-31
N/A
2597.00
8024.73
Equities
KAIXIN AUTO HLDGS SHS
549300WYFZM867Q8Q259
2500-12-31
N/A
19000.00
19380.00
Equities
SILVERBOW RES INC COM
5493007QR70AVQSNF619
2500-12-31
N/A
3800.00
86298.00
Equities
SILVERSUN TECHNOLOGIES INC COM NEW
2500-12-31
N/A
8000.00
24320.00
Equities
SINGULARITY FUTURE TECH LTD COM NEW
529900WGYD5BTM777Z32
2500-12-31
N/A
47900.00
188247.00
Equities
SINTX TECHNOLOGIES INC COM NEW
549300DWWSMS2K42ZP12
2500-12-31
N/A
60200.00
30118.06
Equities
SIYATA MOBILE INC COM NEW
549300RWGZ0LQXV77115
2500-12-31
N/A
492272.00
595649.12
Equities
SO YOUNG INTERNATIONAL INC SPONSORED ADS
2500-12-31
N/A
38445.00
85732.35
Equities
SOCKET MOBILE INC COM NEW
5493001EX0VY0ZPVGJ38
2500-12-31
N/A
1296.00
4484.16
Equities
SOLIGENIX INC COM
549300MN2EF9LQHLT817
2500-12-31
N/A
7000.00
4293.80
Equities
SONIM TECHNOLOGIES INC COM NEW
549300LVHTR09ZVBSB66
2500-12-31
N/A
2330.00
1444.60
Equities
SONNET BIOTHERAPEUTC HLDNG INC COM
5493002WX622LZQC4F93
2500-12-31
N/A
10005.00
2951.47
Equities
SONNET BIOTHERAPEUTC HLDNG INC COM
5493002WX622LZQC4F93
2500-12-31
N/A
74400.00
21948.00
Equities
SONOMA PHARMACEUTICALS INC COM NEW
54930008C5Z4F02SWO71
2500-12-31
N/A
28154.00
101635.94
Equities
SOS LIMITED SPNSORD ADS NEW
2500-12-31
N/A
99200.00
62436.48
Equities
SPHERE 3D CORP NEW COM
2500-12-31
N/A
481400.00
945951.00
Equities
SPIRE GLOBAL INC COM CL A
549300EZFBLFFHJ5MF06
2500-12-31
N/A
19600.00
45080.00
Equities
STABILIS SOLUTIONS INC COM
2500-12-31
N/A
1300.00
4394.00
Equities
VANGUARD SCOTTSDALE FDS VNG RUS1000IDX
2500-12-31
N/A
19920.00
4025632.80
Equities
VENUS CONCEPT INC COM
5493008YPNXT4P0XND39
2500-12-31
N/A
2500.00
3425.00
Equities
VERB TECHNOLOGY CO INC COM
54930048C3BMORBXZM88
2500-12-31
N/A
97900.00
119438.00
Equities
VICTORY PORTFOLIOS II VICTORYSHS INDEX
5493006WYTPO22TMZG75
2500-12-31
N/A
2098.00
139845.76
Equities
VICTORY PORTFOLIOS II VICSHS DV AC ETF
5493006Y0YRJCU9TI370
2500-12-31
N/A
13617.00
610586.28
Equities
VICTORY PORTFOLIOS II VCSHS US 500 VOL
549300N0220QBME2UW10
2500-12-31
N/A
7337.00
529511.29
Equities
VIRTUS ETF TR II NEWFLEET HIG YLD
2500-12-31
N/A
410.00
9760.42
Equities
VIRTUS ETF TR II VIRTUS US QLTY
2500-12-31
N/A
17291.00
500401.54
Equities
VIRPAX PHARMACEUTICALS INC COM
2500-12-31
N/A
8500.00
17170.00
Equities
VIRPAX PHARMACEUTICALS INC COM
2500-12-31
N/A
2400.00
4848.00
Equities
VISLINK TECHNOLOGIES INC COM
549300QXCON16MHSX919
2500-12-31
N/A
702500.00
603377.25
Equities
VIVEVE MED INC COM NEW
2500-12-31
N/A
13300.00
12930.26
Equities
VIVOS THERAPEUTICS INC COM
2500-12-31
N/A
1500.00
3735.00
Equities
WM TECHNOLOGY INC COM
549300APSNIYJ4PTIL34
2500-12-31
N/A
30000.00
135000.00
Equities
WAITR HLDGS INC COM
549300SZSHOJN5P4DJ61
2500-12-31
N/A
9197.00
5150.32
Equities
WATERDROP INC ADS
2500-12-31
N/A
18500.00
27565.00
Equities
WESTERN ASSET MTG CAP CORP COM
549300JOQRROR5SZYY83
2500-12-31
N/A
388776.00
816429.60
Equities
WHEELER REAL ESTATE INVT TR COM NEW
5493005TOFFG62ETJY29
2500-12-31
N/A
3900.00
6630.00
Equities
WHEELS UP EXPERIENCE INC COM CL A
2500-12-31
N/A
369500.00
1252605.00
Equities
WILHELMINA INTL INC COM NEW
2500-12-31
N/A
500.00
2045.00
Equities
WINDTREE THERAPEUTICS INC COM
2500-12-31
N/A
45512.00
48242.72
Equities
WISDOMTREE TR US MIDCAP DIVID
549300PV2MVB1I9EGF54
2500-12-31
N/A
17863.00
762392.84
Equities
WISDOMTREE TR US MIDCAP FUND
549300134Q3TJA4Z0M88
2500-12-31
N/A
3051.00
159719.85
Equities
WISDOMTREE TR US ESG FUND
5493006LGPJCUO6SNE40
2500-12-31
N/A
3398.00
161442.72
Equities
ATAI LIFE SCIENCES NV SHS
391200Z8UWPJSNBNCA11
2500-12-31
N/A
60112.00
296953.28
Equities
CENTOGENE N V COM
724500ZPEHPCLDLVV439
2500-12-31
N/A
1000.00
4030.00
Equities
INFLARX NV COM
391200708PAUDLQ31581
2500-12-31
N/A
968.00
3407.36
Equities
INFLARX NV COM
391200708PAUDLQ31581
2500-12-31
N/A
94634.00
333111.68
Equities
LILIUM N V CLASS A ORD SHS
2500-12-31
N/A
3990.00
18912.60
Equities
ADMA BIOLOGICS INC COM
2500-12-31
N/A
18899.00
26080.62
Equities
ALFI INC COM
2500-12-31
N/A
5800.00
9744.00
Equities
ALPS ETF TR REIT DIVIDE DOGS
54930071PTEFFC477C85
2500-12-31
N/A
889.00
43530.51
Equities
ALPS ETF TR RIVERFRNT FLEX
549300YH88CO6CLCJ825
2500-12-31
N/A
541.00
24447.63
Equities
STABILIS SOLUTIONS INC COM
2500-12-31
N/A
972.00
3285.36
Equities
STAFFING 360 SOLUTIONS INC COM NEW
549300CWMOEBMKFWN694
2500-12-31
N/A
29100.00
21825.00
Equities
STAR EQUITY HOLDINGS INC COM
549300ZB8Z6KMJ4LVV61
2500-12-31
N/A
14300.00
19019.00
Equities
STRYVE FOODS INC CLASS A COM
2500-12-31
N/A
430419.00
1114785.21
Equities
SUMMIT WIRELESS TECH INC COM NEW
549300ZRVZV7FC0R7594
2500-12-31
N/A
14600.00
16279.00
Equities
ETF SER SOLUTIONS ALPHAMARK SM
549300SABFZ83Z36MH57
2500-12-31
N/A
1290.00
35462.10
Equities
ETFIS SER TR I VIRTUS LIFESC BT
2500-12-31
N/A
1405.00
58433.95
Equities
ETFIS SER TR I VIRTUS NEWFLEET
549300GEZPD8IV08PZ43
2500-12-31
N/A
3290.00
81232.07
Equities
ETFIS SER TR I VIRTUS REAL AS
2500-12-31
N/A
4022.00
106027.16
Equities
ETFIS SER TR I VIRTUS PVT CR
2500-12-31
N/A
27013.00
677110.56
Equities
ETF OPPORTUNITIES TRUST FORMIDABLE ETF
549300ZI1GRRTDXF6G90
2500-12-31
N/A
382.00
9184.43
Equities
ETF MANAGERS TR TREATMENTS TSTNG
549300CHSUJZU20KSY26
2500-12-31
N/A
1777.00
47641.37
Equities
ETF MANAGERS TR ETHO CLIMATE LEA
5493002YBHJCT8OTI388
2500-12-31
N/A
3263.00
184816.32
Equities
EASTSIDE DISTILLING INC COM
2500-12-31
N/A
2700.00
2700.00
Equities
EKSO BIONICS HLDGS INC COM
549300KPH77IVQVN2I21
2500-12-31
N/A
15100.00
34579.00
Equities
ELECTRAMECCANICA VEHS CORP COM NEW
2500-12-31
N/A
279800.00
498044.00
Equities
ELECTRIC LAST MILE SOLUTNS INC CLASS A COM
2500-12-31
N/A
236122.00
1152275.36
Equities
ELEDON PHARMACEUTICALS INC COM
549300S17CAM13O43606
2500-12-31
N/A
4641.00
17635.80
Equities
SONIDA SENIOR LIVING INC COM
254900YX6LQ8K1N8PZ90
2500-12-31
N/A
300.00
8796.00
Equities
CAPRICOR THERAPEUTICS INC COM NEW
5493002ZI5PDLXV4DX14
2500-12-31
N/A
26100.00
82215.00
Equities
CATALYST BIOSCIENCES INC COM NEW
549300TE6BBPJ0S88K48
2500-12-31
N/A
22399.00
12346.33
Equities
CATALYST BIOSCIENCES INC COM NEW
549300TE6BBPJ0S88K48
2500-12-31
N/A
25780.00
14209.94
Equities
CEDAR REALTY TRUST INC COM NEW
54930056URX93R2RSN82
2500-12-31
N/A
1527.00
35518.02
Equities
CELLECTAR BIOSCIENCES INC COM PAR
5493000NFZCRG7BYQV93
2500-12-31
N/A
47800.00
28197.22
Equities
CELSION CORP COM PAR NEW
529900PWLRCA840VVK89
2500-12-31
N/A
331900.00
133456.99
Equities
CELULARITY INC COM CL A
2500-12-31
N/A
15300.00
65178.00
Equities
CEMTREX INC COM NEW
549300KS6ADDKL326F25
2500-12-31
N/A
6200.00
4209.18
Equities
CHARAH SOLUTIONS INC COM
549300I6O29493834F54
2500-12-31
N/A
49245.00
256074.00
Equities
CHECKMATE PHARMACEUTICALS INC COM
2500-12-31
N/A
2300.00
4991.00
Equities
CHEMBIO DIAGNOSTICS INC COM NEW
2500-12-31
N/A
118969.00
99017.90
Equities
CHEMOMAB THERAPEUTICS LTD SPONSORED ADS
894500LSC3H1WGG6LV25
2500-12-31
N/A
1374.00
6485.28
Equities
FIRST TR EXCHANGE TRADED FD II S NETWRK FUT VEH
549300BBNYFIGYUTII47
2500-12-31
N/A
1074.00
60938.76
Equities
FIRST TR FTSE EPRA / NAREIT DE COM
549300XQG1DXCIO5RA29
2500-12-31
N/A
100.00
5029.71
Equities
FIRST TR EXCHANGE-TRADED ALPHA MID CP GR ALPH
549300YH33LXOKDV8X75
2500-12-31
N/A
37052.00
2349467.32
Equities
FIRST TR EXCHANGE-TRADED FD IV LNG DUR OPRTUN
54930081NDDOB374EM36
2500-12-31
N/A
6668.00
181073.54
Equities
FIRST TR EXCHANGE-TRADED FD VI DORSEYWRIGHT MOM
2500-12-31
N/A
22424.00
726537.60
Equities
FIRST TR EXCHANGE-TRADED FD VI US EQTY DIVI
549300TYIGOE8M56QJ24
2500-12-31
N/A
4790.00
144458.26
Equities
FIRST TR EXCHANGE-TRADED FD VI MID CAP US EQT
549300F80UT6L8PDJJ23
2500-12-31
N/A
4460.00
126396.40
Equities
FIRST TR EXCHANGE-TRADED FD VI LARGE CP US EQ
5493000F54KZCY1U3T29
2500-12-31
N/A
5166.00
168774.25
Equities
FIRST TR EXCHANGE-TRADED FD VI S NETWRK E-COM
549300IEDB7KPSY32N93
2500-12-31
N/A
2043.00
67801.65
Equities
FIRST TR EXCHANGE-TRADED FD VI NASDQ PHRMTCLS
549300YM82DADOQT2M68
2500-12-31
N/A
2795.00
71881.25
Equities
FIRST TR EXCHANGE-TRADED FD VI DORSEY WRIGHT
549300BX206T09103240
2500-12-31
N/A
8526.00
302282.51
Equities
ORCHARD THERAPEUTICS PLC ADS
21380056R45ONMT94Z50
2500-12-31
N/A
151335.00
132539.19
Equities
ORGANOVO HLDGS INC COM NEW
2500-12-31
N/A
33600.00
98112.00
Equities
BETTER THERAPEUTICS INC COMMON STOCK
2500-12-31
N/A
11800.00
42598.00
Equities
BIGLARI HLDGS INC COM STK CL A
549300GLWWSODF8TM682
2500-12-31
N/A
100.00
57253.00
Equities
BIO-PATH HLDGS INC COM
2500-12-31
N/A
24200.00
80344.00
Equities
BIO-KEY INTL INC COM NEW
549300VFT6WAQB4BVB07
2500-12-31
N/A
3600.00
7632.00
Equities
BIOCARDIA INC COM
2500-12-31
N/A
24419.00
35163.36
Equities
BIOMERICA INC COM NEW
2500-12-31
N/A
69000.00
272550.00
Equities
BIORESTORATIVE THERAPIES INC COM NEW
549300I1PJXVT7ISIV91
2500-12-31
N/A
1700.00
5627.00
Equities
BIOCEPT INC COM
5493000MP9GU5S88NF42
2500-12-31
N/A
14600.00
39420.00
Equities
BIOSIG TECHNOLOGIES INC COM NEW
2500-12-31
N/A
1055.00
1740.75
Equities
BIONDVAX PHARMACEUTICALS LTD SPOND ADS
549300VWSLMYAANYZ711
2500-12-31
N/A
12800.00
16768.00
Equities
BIOTRICITY INC COM
2500-12-31
N/A
35853.00
100029.87
Equities
BLACKROCK ETF TRUST US EQT FACTOR
549300GSJ4RMBYLWSX89
2500-12-31
N/A
10768.00
365996.78
Equities
BLACKROCK ETF TRUST FUTURE INVTR ETF
54930021253XTS90XV35
2500-12-31
N/A
1200.00
39553.32
Equities
BLUE APRON HLDGS INC CL A NEW
529900733NRUI9Y64J90
2500-12-31
N/A
11503.00
80175.91
Equities
BLUEKNIGHT ENERGY PARTNERS L P COM UNIT
549300MJZOVVV4LEQN47
2500-12-31
N/A
6395.00
22766.20
Equities
BNY MELLON ETF TRUST US SMLCP CORE
549300B5X60SJZVUWK57
2500-12-31
N/A
1132.00
97341.36
Equities
BOXLIGHT CORP COM CL A
2500-12-31
N/A
46200.00
47586.00
Equities
BRAINSTORM CELL THERAPEUTICS I COM NEW
529900ULKWCLO3ZHXL41
2500-12-31
N/A
2199.00
6750.93
Equities
BRICKELL BIOTECH INC COM
549300QODBI5C7YUJE09
2500-12-31
N/A
63800.00
13206.60
Equities
BRIGHT MINDS BIOSCIENCES INC COM
2500-12-31
N/A
7500.00
18150.00
Equities
BSQUARE CORP COM NEW
2500-12-31
N/A
40400.00
58984.00
Equities
BURGERFI INTERNATIONAL INC COM
549300TMBK34NK5FIQ38
2500-12-31
N/A
8900.00
43966.00
Equities
CSI COMPRESSCO LP COM UNIT
549300STALDQYSVEO325
2500-12-31
N/A
89489.00
123494.82
Equities
NEXTDECADE CORP COM
549300XB4GCLNGHFTT48
2500-12-31
N/A
44000.00
95920.00
Equities
NEXTDECADE CORP COM
549300XB4GCLNGHFTT48
2500-12-31
N/A
106861.00
232956.98
Equities
POLARITYTE INC COM
549300S23HGL0P1Y1N41
2500-12-31
N/A
60500.00
28731.45
Equities
PRECIPIO INC COM
54930079ULTBRXUQNR89
2500-12-31
N/A
11900.00
14399.00
Equities
PRINCIPAL EXCHANGE-TRADED FDS QUALITY ETF
549300D7JIPVKCSOOH81
2500-12-31
N/A
20604.00
1110967.68
Equities
PRINCIPAL EXCHANGE-TRADED FDS PRIN HLTHCRE INV
549300HI5VZD2P4JPY17
2500-12-31
N/A
13596.00
505907.16
Equities
PRINCIPAL EXCHANGE-TRADED FDS SPECTRUM TAX ADV
5493003JOM7LAJFFCX42
2500-12-31
N/A
78.00
1610.40
Equities
PROFESSIONAL DVRSTY NTWORK INC COM NEW
549300NUI0D0LPHBZ355
2500-12-31
N/A
3600.00
3424.68
Equities
PROGENITY INC COM
5493005XOS7E58D57T10
2500-12-31
N/A
415800.00
561330.00
Equities
PROSHARES TR S&P 500 BD ETF
549300GZB93BVBW9JV88
2500-12-31
N/A
222.00
19429.95
Equities
PROSHARES TR SP500 EX HLTH
5493001L2ZGJ40PRHY65
2500-12-31
N/A
69.00
6404.46
Equities
PROSHARES TR SP500 EX ENRGY
549300TNY0VNIXW5FJ64
2500-12-31
N/A
1015.00
96554.31
Equities
PROSHARES TR SHRT RL EST FD
OO8MK7CY8LDH7ZASHT92
2500-12-31
N/A
2500.00
43851.50
Equities
PROSHARES TR ULSHRT TECH NEW
1HZ2QLWEZGI7735DTS61
2500-12-31
N/A
196.00
3216.36
Equities
PROSHARES TR ULTSHT REAL EST
NT0VSQZIS8VW06MG4289
2500-12-31
N/A
7451.00
106996.36
Equities
PROSHARES TR BASIC MAT NEW
R66OW8FNZ14X9NKKN662
2500-12-31
N/A
5403.00
70796.59
Equities
PROSHARES TR ULSHRT SEMIC NEW
V3STKZPD7B71017ZEE51
2500-12-31
N/A
3600.00
91512.00
Equities
PROSHARES TR NASDAQ100 DORSEY
2500-12-31
N/A
7947.00
298886.67
Equities
PROSHARES TR ULSHRT UTILS NEW
WW08P0ORVY40TNO1X304
2500-12-31
N/A
167.00
2285.38
Equities
PROSHARES TR ULTST NASD NW20
PTULAHCC8IQGXP6RZP70
2500-12-31
N/A
15843.00
424275.54
Equities
PROSHARES TR ULTR 7-10 TREA
69FVKV7C7KHD1L0XZB62
2500-12-31
N/A
635.00
41414.70
Equities
FIDELITY COVINGTON TRUST MSCI RL EST ETF
549300LO1Q5LFQ3OL350
2500-12-31
N/A
2471.00
77589.40
Equities
FIDELITY COVINGTON TRUST MSCI RL EST ETF
549300LO1Q5LFQ3OL350
2500-12-31
N/A
9377.00
294437.80
Equities
FIDELITY MERRIMACK STR TR CORP BOND ETF
549300KFU5ERJA35G588
2500-12-31
N/A
30424.00
1622207.68
Equities
DIGIHOST TECHNOLOGY INC COM NEW
5299001U7RVW74W46M33
2500-12-31
N/A
34000.00
120700.00
Equities
DIGITAL ALLY INC COM NEW
529900DE18BKLSW12F89
2500-12-31
N/A
445700.00
445700.00
Equities
DIREXION SHS ETF TR DLY TECH BULL 3X
UVI6FKSURIFX5JUWGQ81
2500-12-31
N/A
20.00
1267.80
Equities
DIREXION SHS ETF TR DLY SCOND 3XBU
549300CSAWUY4LTETA16
2500-12-31
N/A
104538.00
4015304.58
Equities
CYREN LTD SHS
529900OAC2X8QEPM8R89
2500-12-31
N/A
73300.00
16976.28
Equities
ENTERA BIO LTD SHS
549300C3XPVV86UK2O23
2500-12-31
N/A
1600.00
3536.00
Equities
GAMIDA CELL LTD SHS
2500-12-31
N/A
18425.00
53985.25
Equities
INNOVIZ TECHNOLOGIES LTD SHS
2500-12-31
N/A
15800.00
59092.00
Equities
OTONOMO TECHNOLOGIES LTD ORDINARY SHARES
2500-12-31
N/A
2446.00
6432.98
Equities
OTONOMO TECHNOLOGIES LTD ORDINARY SHARES
2500-12-31
N/A
35300.00
92839.00
Equities
THE VERY GOOD FOOD CO INC COM
52990096LFOS4TLZBF38
2500-12-31
N/A
27300.00
16071.51
Equities
THERMOGENESIS HLDGS INC COM
54930046CTH3DLQ1AR47
2500-12-31
N/A
9000.00
7383.60
Equities
THUNDER BRDG CAP PRTNRS IV INC CLASS A COM
2500-12-31
N/A
22573.00
217829.45
Equities
TIDAL ETF TR NATIONAL INVES
549300Q6OV7D12QB4045
2500-12-31
N/A
464.00
22912.23
Equities
TIDAL ETF TR SOFI SELCT 500
2500-12-31
N/A
29878.00
474163.86
Equities
TIDAL ETF TR SOFI NEXT 500
5493006L0PENGMI9NE44
2500-12-31
N/A
11997.00
152361.90
Equities
TIDAL ETF TR SOFI NEXT 500
5493006L0PENGMI9NE44
2500-12-31
N/A
2600.00
33020.00
Equities
TIDAL ETF TR SOFI SOCIAL 50
549300DU1KZRYDIOFM66
2500-12-31
N/A
7498.00
229753.72
Equities
TIDAL ETF TR RPAR RISK PARI
549300P6SPNYGRUISQ43
2500-12-31
N/A
10733.00
257270.01
Equities
TIDAL ETF TR ROBINSON ALTERNT
549300QD1W3TD8YH2H03
2500-12-31
N/A
2679.00
54792.25
Equities
TIDAL ETF TR ROBINSON ALTERNT
549300QD1W3TD8YH2H03
2500-12-31
N/A
7546.00
154334.56
Equities
TIDAL ETF TR ATAC US ROTATION
549300UQHIHB0ZI4VU84
2500-12-31
N/A
20591.00
409966.81
Equities
TIDAL ETF TR SOFI WEEKLY INM
54930012SB27YOGEGD53
2500-12-31
N/A
268.00
27212.45
Equities
TIMOTHY PLAN HIGH DIVIDEND
5493002SP3IY138URQ77
2500-12-31
N/A
16613.00
431512.71
Equities
TIMOTHY PLAN US LARGE MID CP
2500-12-31
N/A
8035.00
198357.63
Equities
TIMOTHY PLAN HIG DV STK ETF
549300FAVKUL2YUBVF05
2500-12-31
N/A
6372.00
199757.74
Equities
SCOPUS BIOPHARMA INC COM
2500-12-31
N/A
3200.00
3360.00
Equities
SEACHANGE INTL INC COM
5299000DNT7FHOUI6489
2500-12-31
N/A
222799.00
251762.87
Equities
SECOND SIGHT MED PRODS INC COM NEW
5299004VTNX49EZIFL05
2500-12-31
N/A
6342.00
8371.44
Equities
SECOND SIGHT MED PRODS INC COM NEW
5299004VTNX49EZIFL05
2500-12-31
N/A
11000.00
14520.00
Equities
SECOO HLDG LTD ADR
5493006YAK6ZHW3YPP89
2500-12-31
N/A
7282.00
2610.60
Equities
SELLAS LIFE SCIENCES GROUP INC COM NEW
549300VZIH50VYURLQ98
2500-12-31
N/A
78400.00
373968.00
Equities
SENESTECH INC COM NEW
549300YVNQPK8VJ8TT73
2500-12-31
N/A
2486.00
2212.29
Equities
SENESTECH INC COM NEW
549300YVNQPK8VJ8TT73
2500-12-31
N/A
9700.00
8632.03
Equities
SHARECARE INC COM CL A
2500-12-31
N/A
33500.00
100500.00
Equities
NUZEE INC COM NEW
549300TVHCHY3640I014
2500-12-31
N/A
24700.00
59527.00
Equities
OLB GROUP INC COM
2500-12-31
N/A
56114.00
97077.22
Equities
NXT-ID INC COM NEW
549300DMV01ZUXZONE77
2500-12-31
N/A
14959.00
38743.81
Equities
NUTRIBAND INC COM NEW
549300OZV3WLQQWOD724
2500-12-31
N/A
395.00
1651.10
Equities
NUSHARES ETF TR NUVEEN ENHCD 1 5
549300U4HMIURVN2OD61
2500-12-31
N/A
840.00
20546.40
Equities
NUSHARES ETF TR ESG HI TLD CRP
5493004NNDIHW8KI0J08
2500-12-31
N/A
3515.00
83194.07
Equities
O2MICRO INTERNATIONAL LIMITED SPONS ADR
5299007KRREO0400F739
2500-12-31
N/A
78005.00
299539.20
Equities
NUWELLIS INC COM
54930007LBO6YS5KNX75
2500-12-31
N/A
7536.00
8364.96
Equities
ONCONOVA THERAPEUTICS INC COM NEW
549300BRAR7BTG2PIY51
2500-12-31
N/A
2660.00
4628.40
Equities
ONCONOVA THERAPEUTICS INC COM NEW
549300BRAR7BTG2PIY51
2500-12-31
N/A
36412.00
63356.88
Equities
180 LIFE SCIENCES CORP COM
2500-12-31
N/A
43820.00
116999.40
Equities
ONE STOP SYS INC COM
549300JIBHBZNCC8X044
2500-12-31
N/A
2106.00
8487.18
Equities
ONE STOP SYS INC COM
549300JIBHBZNCC8X044
2500-12-31
N/A
1100.00
4433.00
Equities
ONECONNECT FINL TECHNOLOGY CO SPONSORED ADS
2500-12-31
N/A
33488.00
59608.64
Equities
OPGEN INC COM
549300ZOCQGHZ50BYX61
2500-12-31
N/A
77806.00
64578.98
Equities
OPPFI INC COM CL A
2500-12-31
N/A
23033.00
99272.23
Equities
OPTIMUMBANK HLDGS INC COM
2500-12-31
N/A
5689.00
22869.78
Equities
OPTINOSE INC COM
549300CPBME7Z3CYMN16
2500-12-31
N/A
9900.00
21780.00
Equities
ORBITAL ENERGY GROUP INC COM
549300Z34T2S6KBY7S35
2500-12-31
N/A
195200.00
306464.00
Equities
SSGA ACTIVE ETF TR ULT SHT TRM BD
5493006M03N5HKGPK294
2500-12-31
N/A
57161.00
2300730.25
Equities
SPDR SER TR S&P INTERNET ET
549300EWA1PPL2GSL870
2500-12-31
N/A
255.00
30452.10
Equities
SPDR SER TR BLOOMBERG INVT
549300QJ0FR0L0XRBI28
2500-12-31
N/A
215470.00
6591227.30
Equities
SPDR SER TR BLOOMBERG INVT
549300QJ0FR0L0XRBI28
2500-12-31
N/A
29818.00
912132.62
Equities
SPDR SER TR BLOOMBERG 3-12 M
549300KSPVYDNRIJIN54
2500-12-31
N/A
1099.00
109817.57
Equities
SPDR SER TR S&P KENSHO FINA
549300WYR6KJ2B9XI778
2500-12-31
N/A
2902.00
106847.29
Equities
SPDR SER TR S&P KENSHO NEW
549300KEUQ5Q8PC88Y95
2500-12-31
N/A
1116.00
55409.40
Equities
SPDR SER TR S&P KENSHO CLEA
549300I57QWRCY86R962
2500-12-31
N/A
1901.00
142822.13
Equities
SPDR SER TR S&P KENSHO FUTR
549300JWGKY4W7H1XS73
2500-12-31
N/A
3261.00
151335.18
Equities
SPDR SER TR S&P KENSHO SMAR
549300J3VO1AH60DFH79
2500-12-31
N/A
9827.00
442116.73
Equities
SPDR SER TR S&P KENSHO INTL
549300NU6BFND7H5CN84
2500-12-31
N/A
6768.00
258808.32
Equities
SPDR SER TR S&P1500MOMTILT
549300NWI9BNQYU67S03
2500-12-31
N/A
450.00
84428.77
Equities
SPDR SER TR RUSSELL MOMENTUM
5493006G2KQ346T5MK30
2500-12-31
N/A
1096.00
106825.59
Equities
SPDR SER TR SSGA US LRG ETF
549300MJKU3HR8WPP084
2500-12-31
N/A
10230.00
1423606.80
Equities
SPDR SER TR MSCI USA STRTGIC
5493000KV6EWZ4X3E691
2500-12-31
N/A
1943.00
237123.72
Equities
SPDR SER TR PORTFOLIO S&P60
549300NYZX301TBLUJ08
2500-12-31
N/A
33099.00
1341502.47
Equities
SPDR SER TR PORTFOLIO S&P60
549300NYZX301TBLUJ08
2500-12-31
N/A
43118.00
1747572.54
Equities
SPAR GROUP INC COM
529900GHU4LESX3IFN94
2500-12-31
N/A
6300.00
6867.00
Equities
SPAR GROUP INC COM
529900GHU4LESX3IFN94
2500-12-31
N/A
2542.00
2770.78
Equities
SALARIUS PHARMACEUTICALS INC COM NEW
549300CLUMLZXIHU7X22
2500-12-31
N/A
120700.00
51901.00
Equities
LM FDG AMER INC COM
549300GIN6G8BHZ7AF66
2500-12-31
N/A
8500.00
27200.00
Equities
LATTICE STRATEGIES TR HARTFORD US EQTY
549300HVOI1CBXJEBU43
2500-12-31
N/A
29523.00
1218118.98
Equities
LEAP THERAPEUTICS INC COM
549300T31SMMJ2DDLI13
2500-12-31
N/A
795716.00
1360674.36
Equities
LEAP THERAPEUTICS INC COM
549300T31SMMJ2DDLI13
2500-12-31
N/A
1000.00
1710.00
Equities
LEGG MASON ETF INVT TR CLRBRDG AL CP GW
549300GGII6HHRMIH522
2500-12-31
N/A
2749.00
123265.16
Equities
LEGG MASON ETF INVT TR CLEARBRIDGE DI
549300FFM974NCJ6QY68
2500-12-31
N/A
3692.00
153624.12
Equities
LEGG MASON ETF INVT TR SML CAP QULITY
549300PDRO71NW9IHD33
2500-12-31
N/A
114.00
4221.60
Equities
LEXARIA BIOSCIENCE CORP COM NEW
2500-12-31
N/A
2400.00
9672.00
Equities
LIGHTNING EMOTORS INC COM
549300JQ9U3NF5XD5A71
2500-12-31
N/A
297365.00
1237038.40
Equities
LIMINAL BIOSCIENCES INC COM
529900ICS2ZUY1ULZR25
2500-12-31
N/A
21400.00
17943.90
Equities
LIQUID MEDIA GROUP LTD NEW COM NEW
2500-12-31
N/A
5778.00
4506.84
Equities
LISTED FD TR ROUNDHILL BALL
549300B4Z0KX18RBL957
2500-12-31
N/A
8128.00
100055.68
Equities
LISTED FD TR ROUNDHILL PRO
549300K8F3X861QXEH20
2500-12-31
N/A
320.00
3973.12
Equities
LISTED FD TR HORIZON KINETICS
5493002HSH81OPEVAK36
2500-12-31
N/A
18530.00
554417.60
Equities
LISTED FD TR TRUESHS TECH AI
549300IMD3SW9BI3BE51
2500-12-31
N/A
5567.00
200412.00
Equities
LIXTE BIOTECHNOLOGY HLDGS INC COM
5493004HPIB1PBNQ3L69
2500-12-31
N/A
15500.00
27125.00
Equities
LIZHI INC ADS
2500-12-31
N/A
12532.00
15163.72
Equities
LOANDEPOT INC COM CL A
5493003261L42OH8RK59
2500-12-31
N/A
41887.00
185140.54
Equities
LOGICBIO THERAPEUTICS INC COM
549300GHIQDMXT6NPC14
2500-12-31
N/A
30800.00
45584.00
Equities
LOTTERY COM INC COM
5493007X22HUUM7DN509
2500-12-31
N/A
51984.00
218852.64
Equities
MICT INC COM
2500-12-31
N/A
600493.00
376328.96
Equities
MAMMOTH ENERGY SVCS INC COM
549300ODHHN3MGXCQ803
2500-12-31
N/A
2994.00
5059.86
Equities
MARIN SOFTWARE INC COM NEW
529900G58P3UFOACQI16
2500-12-31
N/A
23858.00
73005.48
Equities
MARKFORGED HOLDING CORPORATION COM
2500-12-31
N/A
109300.00
469990.00
Equities
TITAN PHARMACEUTICALS INC DEL COM NEW
549300NOUZGB2ZNVJ794
2500-12-31
N/A
28400.00
28968.00
Equities
TOMI ENVIRONMENTAL SOLUTIONS I COM NEW
2500-12-31
N/A
27300.00
28392.00
Equities
TOUGHBUILT INDS INC COM NEW
549300O5ZW5B6LIVGY48
2500-12-31
N/A
54900.00
14460.66
Equities
TRANSAMERICA ETF TR DELTASHS S&P 40
549300DBD7VQ75E2VS70
2500-12-31
N/A
485.00
27196.08
Equities
TRANSAMERICA ETF TR DELTASHS S&P 60
549300IZWW3HTKQ0VO20
2500-12-31
N/A
207.00
11212.90
Equities
TRANSGLOBE ENERGY CORP COM
549300QMNS6BDY8UUB03
2500-12-31
N/A
71097.00
210447.12
Equities
TROIKA MEDIA GROUP INC COM
5493005ITTFSPPK00638
2500-12-31
N/A
18300.00
19581.00
Equities
TRUST FOR PROFESSIONAL MANAGER CROSSINGBRDG PRE
549300U53RY8KUMDBL44
2500-12-31
N/A
37637.00
770053.02
Equities
TRXADE HEALTH INC COM NEW
549300GHZ32QH7U06I52
2500-12-31
N/A
2535.00
4765.80
Equities
TRXADE HEALTH INC COM NEW
549300GHZ32QH7U06I52
2500-12-31
N/A
5300.00
9964.00
Equities
TUNIU CORP SPONSORED ADS A
529900H3I6TN4LFDZP44
2500-12-31
N/A
329849.00
402415.78
Equities
TYME TECHNOLOGIES INC COM
549300HF903Y0NJLOG06
2500-12-31
N/A
27998.00
8992.96
Equities
UBS AG LONDON BRANCH ETRACS ALERIAN M
2500-12-31
N/A
6030.00
74474.72
Equities
UBS AG LONDON BRANCH ETRACS ALER MLP
2500-12-31
N/A
6679.00
111205.35
Equities
UCLOUDLINK GROUP INC SPONSORED ADS
2500-12-31
N/A
1400.00
2296.00
Equities
ULTRAPAR PARTICIPACOES SA SP ADR REP COM
529900FU4XBXGQMLRE72
2500-12-31
N/A
1800.00
5076.00
Equities
MAWSON INFRASTRUCTURE GROUP IN COM NEW
549300O0BJLT7G4BZ277
2500-12-31
N/A
1726.00
7991.38
Equities
MCEWEN MNG INC COM
5493000FX50GEWAF3U70
2500-12-31
N/A
76100.00
62402.00
Equities
MEDICINOVA INC COM NEW
2500-12-31
N/A
253849.00
576237.23
Equities
MEREO BIOPHARMA GROUP PLC ADS
213800U8JQHIJOS5AS09
2500-12-31
N/A
181762.00
221749.64
Equities
MEREO BIOPHARMA GROUP PLC ADS
213800U8JQHIJOS5AS09
2500-12-31
N/A
24693.00
30125.46
Equities
MEREO BIOPHARMA GROUP PLC ADS
213800U8JQHIJOS5AS09
2500-12-31
N/A
5818.00
7097.96
Equities
MERRIMACK PHARMACEUTICALS INC COM NEW
2500-12-31
N/A
20100.00
94068.00
Equities
METACRINE INC COM
2500-12-31
N/A
14232.00
7377.87
Equities
MIND TECHNOLOGY INC COM
2500-12-31
N/A
2536.00
3423.60
Equities
MISSFRESH LTD ADS
2500-12-31
N/A
1443.00
4011.54
Equities
MOLECULIN BIOTECH INC COM
549300IB1TLJZCHEO353
2500-12-31
N/A
14300.00
20163.00
Equities
MOMENTUS INC COM CL A
2500-12-31
N/A
203202.00
615702.06
Equities
MOVANO INC COM
2500-12-31
N/A
1100.00
2629.00
Equities
MULLEN AUTOMOTIVE INC COM
549300HXMIP6GFG42241
2500-12-31
N/A
12867.00
36542.28
Equities
MUSCLE MAKER INC COM
549300XU5TO0OK1BC857
2500-12-31
N/A
36600.00
22695.66
Equities
MYMD PHARMACEUTICALS INC COM
213800CSKAC96ELS4K25
2500-12-31
N/A
16600.00
65736.00
Equities
NRX PHARMACEUTICALS INC COM
5493003FN4CLS0670T77
2500-12-31
N/A
24856.00
77550.72
Equities
NANOVIBRONIX INC COM
5493008114LTFZQ2I595
2500-12-31
N/A
3212.00
2522.38
Equities
NATIXIS ETF TR LOOMIS SAYLES
549300PEC4O5EVSNX247
2500-12-31
N/A
3545.00
87596.95
Equities
NATURAL GAS SVCS GROUP INC COM
2500-12-31
N/A
100.00
1068.00
Equities
NEMAURA MED INC COM NEW
549300P7MGHAVZCM1N34
2500-12-31
N/A
28783.00
117434.64
Equities
EVOLV TECHNOLOGIES HLDNGS INC COM CL A
2500-12-31
N/A
37363.00
110968.11
Equities
EXCHANGE TRADED CONCEPTS TR BITWISE CRYPTO
549300J7008YMI4U1W02
2500-12-31
N/A
40.00
580.00
Equities
EXCHANGE LISTED FDS TR ARMOR US EQT IDX
549300L4O5YE53MFYO71
2500-12-31
N/A
3396.00
84594.36
Equities
EXELA TECHNOLOGIES INC COM NEW
549300CP95F46H3HDR87
2500-12-31
N/A
1163234.00
732139.48
Equities
EXICURE INC COM
549300IMD6I0V06I2Z87
2500-12-31
N/A
61898.00
9668.47
Equities
CLEARONE INC COM
2500-12-31
N/A
53600.00
50384.00
Equities
CLEVER LEAVES HOLDINGS INC COM
2500-12-31
N/A
2342.00
4449.80
Equities
CLEVER LEAVES HOLDINGS INC COM
2500-12-31
N/A
1300.00
2470.00
Equities
CLOVER HEALTH INVESTMENTS CORP COM CL A
5493000HLYOYQU6LK133
2500-12-31
N/A
1589000.00
3670590.00
Equities
CNS PHARMACEUTICALS INC COM
2500-12-31
N/A
7500.00
4375.50
Equities
COCRYSTAL PHARMA INC COM
549300QCJ6RBUJKI7S66
2500-12-31
N/A
56315.00
28591.13
Equities
COCRYSTAL PHARMA INC COM
549300QCJ6RBUJKI7S66
2500-12-31
N/A
47600.00
24166.52
Equities
CODE CHAIN NEW CONTINENT LTD COM
2049-01-01
N/A
20400.00
19502.40
Equities
COHBAR INC COM
2500-12-31
N/A
5900.00
1889.77
Equities
COLLABORATIVE INVESTMNT SER TR REVERE SECTOR
5493002KYPW8PPBDRG54
2500-12-31
N/A
1749.00
42435.99
Equities
COLLABORATIVE INVESTMNT SER TR DE SPAC ETF
549300BDPR1JD86TSW58
2500-12-31
N/A
96.00
1242.24
Equities
COLUMBIA ETF TR I RESH ENHNC COR
5493007QSD2LFRRLVI83
2500-12-31
N/A
4632.00
118506.48
Equities
COMMUNICATIONS SYS INC COM
2500-12-31
N/A
4800.00
9504.00
Equities
COMMUNICATIONS SYS INC COM
2500-12-31
N/A
3215.00
6365.70
Equities
COMSTOCK HLDG COS INC CL A NEW
549300PHU1FSZ2GXMI11
2500-12-31
N/A
952.00
3960.32
Equities
CONCERT PHARMACEUTICALS INC COM
529900PYI5BSGQNATP82
2500-12-31
N/A
113288.00
327402.32
Equities
CORVUS PHARMACEUTICALS INC COM
549300I3AVJ8F75NCX65
2500-12-31
N/A
77000.00
127820.00
Equities
CORVUS PHARMACEUTICALS INC COM
549300I3AVJ8F75NCX65
2500-12-31
N/A
11945.00
19828.70
Equities
CREATD INC COM
2500-12-31
N/A
22226.00
34005.78
Equities
CREATIVE REALITIES INC COM NEW
5493009BPEB04TIQA243
2500-12-31
N/A
7800.00
10686.00
Equities
CREDIT SUISSE AG NASSAU BRH X LINK SILVER
2500-12-31
N/A
40.00
197.60
Equities
CREXENDO INC COM
2500-12-31
N/A
495.00
1851.30
Equities
CRONOS GROUP INC COM
549300CWB04E8UOTWX71
2500-12-31
N/A
7077.00
24132.57
Equities
CUENTAS INC COM NEW
2500-12-31
N/A
2900.00
3103.00
Equities
CUMBERLAND PHARMACEUTICALS INC COM
2500-12-31
N/A
2000.00
6680.00
Equities
FIRST TR EXCH TRADED FD III NEW YORK MUNI
549300NJG12AJVBCY722
2500-12-31
N/A
4520.00
132482.10
Equities
FIRST TR EXCHNG TRADED FD VIII CEF INCM OPPTY
2500-12-31
N/A
5712.00
135488.64
Equities
FIRST TR EXCHNG TRADED FD VIII EQUITYCOMPASS
549300W4XF42Y09OWI66
2500-12-31
N/A
1129.00
28264.97
Equities
FIRST TR EXCHNG TRADED FD VIII EXPANDED TECHNOL
5493004771S8UONQ1564
2500-12-31
N/A
712.00
14298.60
Equities
FIRST TR EXCHANGE-TRADED FD VI DORSY WRGH VLU
54930041WJPH33N85H96
2500-12-31
N/A
10693.00
259732.97
Equities
FIRST WAVE BIOPHARMA INC COM
549300I3YKRXWGWPG039
2049-01-01
N/A
15200.00
18240.00
Equities
FLEXSHARES TR ESG & CLM INVES
549300O6OIB1MH003G37
2500-12-31
N/A
215.00
10189.97
Equities
FLEXSHARES TR ESG & CM HI YLD
549300JCY58RV6UB2850
2500-12-31
N/A
10558.00
506784.00
Equities
FLOTEK INDS INC DEL COM
549300TF60OEK4FPPC44
2500-12-31
N/A
21200.00
16010.24
Equities
FLUX PWR HLDGS INC COM NEW
2500-12-31
N/A
17500.00
57750.00
Equities
FORWARD INDS INC N Y COM NEW
2500-12-31
N/A
9600.00
14016.00
Equities
FORTUNA SILVER MINES INC COM
5493003Q88RVK7CW4735
2500-12-31
N/A
5325.00
17253.00
Equities
FRANKLIN TEMPLETON ETF TR LIBERTY US ETF
549300HYVMMHHTSYBI89
2500-12-31
N/A
11820.00
569271.29
Equities
FRANKLIN WIRELESS CORP COM
2500-12-31
N/A
2508.00
10232.64
Equities
FRANKLIN WIRELESS CORP COM
2500-12-31
N/A
1059.00
4320.72
Equities
FREELINE THERAPEUTICS HLDGS PL SPONSORED ADS
21380046L1D1Q6QJPH29
2500-12-31
N/A
42588.00
50253.84
Equities
FUTURE FINTECH GROUP INC COM
549300ON6WZ5PWKH5626
2500-12-31
N/A
273000.00
184302.30
Equities
GBS INC COM
549300JIQ6MVR4PC5311
2500-12-31
N/A
25800.00
22962.00
Equities
GWG HLDGS INC COM
549300WBXPV39HBYVV60
2500-12-31
N/A
1400.00
3990.00
Equities
GSI TECHNOLOGY INC COM
2500-12-31
N/A
676.00
2839.20
Equities
GAOTU TECHEDU INC SPONSORED ADS
549300R5BPFFORR9ET36
2500-12-31
N/A
69100.00
118852.00
Equities
GAIN THERAPEUTICS INC COM
2500-12-31
N/A
1970.00
7742.10
Equities
J P MORGAN EXCHANGE-TRADED FD US QUALTY FCTR
549300QBO0QYTGWOSW82
2500-12-31
N/A
44592.00
1866175.20
Equities
J P MORGAN EXCHANGE-TRADED FD US MOMENTUM
549300TB3RJ6CUB5CE17
2500-12-31
N/A
11672.00
493492.16
Equities
J P MORGAN EXCHANGE-TRADED FD US MINMUM VOLT
549300SO9QCD4FBPGG13
2500-12-31
N/A
2831.00
103675.75
Equities
JAGUAR HEALTH INC COM NEW
549300DJ0Q0D9TVY5O19
2500-12-31
N/A
148100.00
107342.88
Equities
JANUS DETROIT STR TR HENDERSN SML ETF
5493007LNQYUXWRS8K38
2500-12-31
N/A
20653.00
1211298.45
Equities
JANUS DETROIT STR TR HENDERSON US REL
549300MYPCRLSQM4UC55
2500-12-31
N/A
2047.00
53672.95
Equities
JANUS DETROIT STR TR HENDERSON MTG
549300V6TVE4ZJCDWY16
2500-12-31
N/A
7471.00
388417.29
Equities
JASPER THERAPEUTICS INC COM
2500-12-31
N/A
24624.00
112039.20
Equities
JOHN HANCOCK EXCHANGE TRADED MULTIFACTOR CO
2500-12-31
N/A
220.00
10822.11
Equities
JOHN HANCOCK EXCHANGE TRADED MULTIFACTOR TE
2500-12-31
N/A
726.00
64060.35
Equities
JOHN HANCOCK EXCHANGE TRADED MLTDCTR MEDIA
549300DKHLN84YUQDR70
2500-12-31
N/A
1726.00
56156.79
Equities
JOHN HANCOCK EXCHANGE TRADED MULTIFACTR SML
54930045UKVS8UYQH325
2500-12-31
N/A
695.00
22789.05
Equities
JOHN HANCOCK EXCHANGE TRADED MLTFCTR CONSMR
549300DL1O8PXBCVTC71
2500-12-31
N/A
369.00
13477.76
Equities
JUPITER WELLNESS INC COM NEW
2500-12-31
N/A
3800.00
3416.58
Equities
KLX ENERGY SERVICS HOLDNGS INC COM NEW
5493004D4S7MAO1H3U27
2500-12-31
N/A
24900.00
123504.00
Equities
KALEYRA INC COM
549300Q16CZ1PDK9BL93
2500-12-31
N/A
17582.00
136963.78
Equities
KANDI TECHNOLOGIES GROUP INC COM
529900TXUELWMVI79005
2500-12-31
N/A
14678.00
41685.52
Equities
PROSHARES TR PSHS SHT OIL&GA
180QDS7TK7UI3CLXNZ48
2500-12-31
N/A
2479.00
31721.78
Equities
PROSHARES TR PSHS UL TELE ETF
MRQ4JPGFGVU5YUA1O213
2500-12-31
N/A
187.00
8715.83
Equities
PROSHARES TR PSHS ULTRA UTIL
OF4ZDXRHKSS79JZHX634
2500-12-31
N/A
3149.00
211501.01
Equities
PROSHARES TR PSHS ULTRA INDL
OGTGSEPIVKMSM78CHD88
2500-12-31
N/A
6395.00
180809.67
Equities
PROSHARES TR PSHS CONSMR SVCS
DOJG9Y6Y2TYRZTWXFM85
2500-12-31
N/A
5632.00
228467.15
Equities
PROSHARES TR PSHS CONSMRGOODS
1M6RW6Q5D0LPJ2MSS486
2500-12-31
N/A
5790.00
143422.93
Equities
PROSHARES TR PSHS ULT BASMATL
57BSEOSJBOOM11VOKX24
2500-12-31
N/A
2171.00
202966.79
Equities
PROSHARES TR MSCI EMRG ETF
FODQHN5VAHVQHJ7VUE83
2500-12-31
N/A
334.00
26653.20
Equities
PROSHARES TR ULT FTSE CHIN 50
K6HKT6UET9OI1CJXNG49
2500-12-31
N/A
33.00
1385.67
Equities
PROSHARES TR SHRT SMALLCAP60
3JSQYJMW6PVD4VIYNG53
2500-12-31
N/A
6963.00
125090.29
Equities
PROSHARES TR ULSH MSCIEAF NEW
3FYE43KLL6WRPIO6NV87
2500-12-31
N/A
800.00
8640.00
Equities
PROSHARES TR ULTRA HIGH YLD
H62TZPTGJYN1WPUZQP47
2500-12-31
N/A
4000.00
297212.40
Equities
PROSHARES TR INFLATN EXPECTNS
R3XNF7PTC3C8WDXTVN76
2500-12-31
N/A
1883.00
56216.59
Equities
PROTAGENIC THERAPEUTICS INC COM
549300KPBYAVJLPDKB70
2500-12-31
N/A
9900.00
10890.00
Equities
P3 HEALTH PARTNERS INC COM
2500-12-31
N/A
29900.00
140530.00
Equities
PULMATRIX INC COM NEW
5299002RHCRZ9ST3GN42
2500-12-31
N/A
168864.00
62783.64
Equities
QUALIGEN THERAPEUTICS INC COM
549300D1RXK87UWSJV72
2500-12-31
N/A
26400.00
21384.00
Equities
QUANTUM SI INC COM CL A
2500-12-31
N/A
5000.00
22600.00
Equities
QUDIAN INC ADR
549300MY8WXPOW8RKH11
2500-12-31
N/A
15246.00
13247.25
Equities
QUDIAN INC ADR
549300MY8WXPOW8RKH11
2500-12-31
N/A
45949.00
39925.09
Equities
QUMU CORP COM
549300MBGQ16A6C8B745
2500-12-31
N/A
1947.00
3640.89
Equities
RBB FD INC DRIVEWEALTH STE
549300JHTV9Y2I1C2V22
2500-12-31
N/A
88.00
2113.32
Equities
THE REAL BROKERAGE INC COM NEW
254900X7DGVQ8SUIC387
2500-12-31
N/A
6295.00
16555.85
Equities
RED CAT HLDGS INC COM
5493005OGSQW28V2PY05
2500-12-31
N/A
80355.00
127764.45
Equities
NEXTPLAY TECHNOLOGIES INC COM
5493007WOZ7DXCC1JP68
2500-12-31
N/A
30700.00
19034.00
Equities
NINE ENERGY SERVICE INC COM
549300KRLJCZBPZMKT65
2500-12-31
N/A
32400.00
39852.00
Equities
NORTHERN LTS FD TR IV INSPIRE FAITH MD
549300AQZESHDT266A84
2500-12-31
N/A
801.00
20227.01
Equities
NOVA LIFESTYLE INC COM NEW
529900567T0XT4YBUB80
2500-12-31
N/A
56500.00
87575.00
Equities
NOVAN INC COM NEW
549300SC84JW2WRRE324
2500-12-31
N/A
35568.00
112750.56
Equities
NOVAN INC COM NEW
549300SC84JW2WRRE324
2500-12-31
N/A
7828.00
24814.76
Equities
DIREXION SHS ETF TR WORLD WITHOUT
2500-12-31
N/A
618.00
13021.20
Equities
DIREXION SHS ETF TR DLY S&P OIL GAS
549300UOLMLVGDCGJM06
2500-12-31
N/A
378480.00
1589616.00
Equities
DIREXION SHS ETF TR DAILY S&P BIOTE
5493001EXBWSNYPRLT71
2500-12-31
N/A
86.00
4016.20
Equities
DIREXION SHS ETF TR WORK FROM HOME
549300GDD2V33GXGM003
2500-12-31
N/A
8166.00
528340.20
Equities
DIREXION SHS ETF TR 20YR TRES BEAR
RTQMOZUC67LKMUTT8D34
2500-12-31
N/A
3000.00
178770.00
Equities
DOMA HOLDINGS INC COMMON STOCK
2500-12-31
N/A
20000.00
75600.00
Equities
DRAGANFLY INC. COM NEW
894500SZMK5WX44WHE32
2500-12-31
N/A
6046.00
7073.82
Equities
DYNATRONICS CORP COM NEW
2500-12-31
N/A
175047.00
138829.78
Equities
EQRX INC COM
2500-12-31
N/A
251100.00
1059642.00
Equities
IRONNET INC COM
2500-12-31
N/A
24800.00
73656.00
Equities
ISHARES TR NA TEC MULTM ETF
549300S5V6GD5LTLEJ50
2500-12-31
N/A
356.00
25425.52
Equities
ISHARES TR MRGSTR MD CP VAL
549300TLH0RWIJSNKH50
2500-12-31
N/A
4190.00
276330.50
Equities
ISHARES TR AGGRES ALLOC ETF
549300E2532X6GS7V091
2500-12-31
N/A
11162.00
769396.66
Equities
ISHARES U S ETF TR INT RT HD EMRG
549300JTU517L22J1M27
2500-12-31
N/A
700.00
16235.17
Equities
ISHARES TR IBNDS MAR23 ETF
54930072NH2YOKLOWY24
2500-12-31
N/A
376.00
9204.59
Equities
ISHARES TR IBONDS MAR23 ETF
549300IVBKNQ292M6Y10
2500-12-31
N/A
3131.00
83691.94
Equities
ISHARES TR CLOUD 5G AND TEC
549300RONARYKOU84X40
2500-12-31
N/A
2100.00
55760.25
Equities
ISHARES TR MSCI USA MID CP
549300EGGYBQPHDGP709
2049-12-31
N/A
830.00
31247.01
Equities
ISHARES TR BB RAT CORP BD
549300IN0HF4R5TLRD29
2500-12-31
N/A
868.00
43581.41
Equities
ISHARES TR IBONDS DEC 2031
549300LPRACPC43DIL75
2500-12-31
N/A
3350.00
80950.07
Equities
ISHARES TR BBB RATED CORP
549300LLQ2RTRMS0KN04
2500-12-31
N/A
30.00
2944.20
Equities
BIMI INTERNATIONAL MEDICAL INC COM
5299002XZU0SNKHPUS06
2500-12-31
N/A
26000.00
9887.80
Equities
BP PRUDHOE BAY RTY TR UNIT BEN INT
529900GWA7X2Z1HY3675
2500-12-31
N/A
24000.00
164160.00
Equities
BANK OF MONTREAL MCROSECTR 3XINVR
2500-12-31
N/A
6321.00
56572.95
Equities
BANK OF MONTREAL MICROSECTORS FAN
2500-12-31
N/A
1600.00
90208.00
Equities
BANK MONTREAL QUE NT LKD 38
2500-12-31
N/A
21691.00
611686.20
Equities
BARCLAYS BANK PLC IPATH SHILR CAPE
2500-12-31
N/A
47728.00
1023765.60
Equities
BARCLAYS BANK PLC ETN LKD 48
2500-12-31
N/A
5600.00
360808.00
Equities
BAUDAX BIO INC COM
2500-12-31
N/A
1004000.00
174495.20
Equities
THE BEACHBODY COMPANY INC COM CL A
2500-12-31
N/A
500700.00
821148.00
Equities
THE BEACHBODY COMPANY INC COM CL A
2500-12-31
N/A
188400.00
308976.00
Equities
BELLEROPHON THERAPEUTICS INC COM NEW
549300AH7DX6B7JBAP68
2500-12-31
N/A
8400.00
18900.00
Equities
BELLICUM PHARMACEUTICALS INC COM NEW
529900HBXNLX2TBQZQ65
2500-12-31
N/A
18000.00
26640.00
Equities
BERKSHIRE HATHAWAY INC DEL CL A
5493000C01ZX7D35SD85
2500-12-31
N/A
25.00
11747000.00
Equities
BETTER THERAPEUTICS INC COMMON STOCK
2500-12-31
N/A
5750.00
20757.50
Equities
SUNDIAL GROWERS INC COM
549300O3OT13PHMLHI97
2500-12-31
N/A
564531.00
255958.36
Equities
SUNLIGHT FINANCIAL HOLDINGS COM
2500-12-31
N/A
139201.00
367490.64
Equities
SUNLIGHT FINANCIAL HOLDINGS COM
2500-12-31
N/A
33378.00
88117.92
Equities
SUPER LEAGUE GAMING INC COM
549300WQTSJRTPRU5C77
2500-12-31
N/A
26000.00
50960.00
Equities
SUPERIOR INDS INTL INC COM
54930065O5ZIQD1F8U04
2500-12-31
N/A
3100.00
11935.00
Equities
SURGEPAYS INC COM NEW
549300107QZQ6Y0W4S20
2500-12-31
N/A
600.00
1710.00
Equities
SURROZEN INC COM
2500-12-31
N/A
62699.00
142326.73
Equities
SYNCHRONOSS TECHNOLOGIES INC COM
5493007Z5J8Z2TA76376
2500-12-31
N/A
19699.00
38413.05
Equities
SYNLOGIC INC COM
5493007C6UCNXL4HOI66
2500-12-31
N/A
61500.00
114390.00
Equities
TD HLDGS INC COM
54930031878K0FR3JC36
2500-12-31
N/A
10000.00
2301.00
Equities
T ROWE PRICE ETF INC PRICE GRW STOCK
5493003JB5E3N41RI612
2500-12-31
N/A
5629.00
160651.66
Equities
EZGO TECHNOLOGIES LTD SHS
2500-12-31
N/A
11799.00
12742.92
Equities
METEN HOLDING GROUP LTD ORD SHS
2500-12-31
N/A
29181.00
4960.77
Equities
MMTEC INC SHS
2500-12-31
N/A
2952.00
1711.86
Equities
MMTEC INC SHS
2500-12-31
N/A
9400.00
5451.06
Equities
ITERUM THERAPEUTICS PLC SHS
2500-12-31
N/A
203800.00
65216.00
Equities
NABRIVA THERAPEUTICS PLC SHS
529900R7DZDU655YTV33
2500-12-31
N/A
168900.00
77694.00
Equities
NAM TAI PPTY INC SHS
529900O97Q8EBC2RBV34
2500-12-31
N/A
19500.00
163800.00
Equities
JOBY AVIATION INC COMMON STOCK
2500-12-31
N/A
343087.00
1296868.86
Equities
NISUN INTL ENT DVPMT GP CO LTD COM CL A
2500-12-31
N/A
2611.00
3629.29
Equities
ORIGIN AGRITECH LIMITED SHS NEW
549300OF4O6676X0P611
2500-12-31
N/A
1600.00
7328.00
Equities
ORIENTAL CULTURE HOLDING LTD ORD SHS
2500-12-31
N/A
1500.00
6540.00
Equities
OXBRIDGE RE HLDGS LTD SHS
2500-12-31
N/A
4859.00
22740.12
Equities
OXBRIDGE RE HLDGS LTD SHS
2500-12-31
N/A
2233.00
10450.44
Equities
MOXIAN BVI INC ORDINARY SHARES
2500-12-31
N/A
5958.00
11737.26
Equities
MOXIAN BVI INC ORDINARY SHARES
2500-12-31
N/A
1121.00
2208.37
Equities
RVL PHARMACEUTICALS PLC SHS
549300UFONE2USNRQ615
2500-12-31
N/A
29200.00
32120.00
Equities
POWERBRIDGE TECHNLOGIES CO LTD ORD SHS
2500-12-31
N/A
162900.00
67147.38
Equities
RECON TECHNOLOGY LTD CL A SHS
529900WIUZ0003EEAM23
2500-12-31
N/A
13974.00
16349.58
Equities
RECON TECHNOLOGY LTD CL A SHS
529900WIUZ0003EEAM23
2500-12-31
N/A
39800.00
46566.00
Equities
ROCKLEY PHOTONICS HOLDINGS LTD ORDINARY SHARES
2500-12-31
N/A
700.00
1946.00
Equities
SKILLFUL CRAFTSMAN ED TECH LTD ORD SHS
2500-12-31
N/A
5800.00
8004.00
Equities
SPI ENERGY CO LTD SHS NEW
549300K7TD5EMOM7D333
2500-12-31
N/A
150600.00
408126.00
Equities
TAOPING INC SHS NEW
2500-12-31
N/A
23800.00
35700.00
Equities
TANTECH HLDGS LTD COM
2500-12-31
N/A
454300.00
131701.57
Equities
TDH HLDGS INC SHS
2500-12-31
N/A
190299.00
81390.88
Equities
SCHWAB STRATEGIC TR LONG TERM US
5493006AVMCWPOJLOR38
2500-12-31
N/A
1546.00
76557.92
Equities
SCHWAB STRATEGIC TR 1 5YR CORP BD
2500-12-31
N/A
108325.00
5405417.50
Equities
SCHWAB STRATEGIC TR SCHWAB FDT US BM
549300Z43HSC4Q4CI525
2500-12-31
N/A
25671.00
1446047.43
Equities
T ROWE PRICE ETF INC US EQUITY RESEAR
549300G9627FK2SYEV38
2500-12-31
N/A
100.00
2633.57
Equities
TAL EDUCATION GROUP SPONSORED ADS
5493003PJZS0EC085V72
2500-12-31
N/A
255665.00
677512.25
Equities
TALKSPACE INC COM
2500-12-31
N/A
183204.00
254653.56
Equities
TASTEMAKER ACQUISITION CORP COM CL A
2500-12-31
N/A
33363.00
326957.40
Equities
TEMPEST THERAPEUTICS INC COM
529900QLMOA3D8VSCN33
2500-12-31
N/A
1875.00
6862.50
Equities
TENAX THERAPEUTICS INC COM NEW
549300J03O6B1IJ2B606
2500-12-31
N/A
2800.00
1900.64
Equities
TENAX THERAPEUTICS INC COM NEW
549300J03O6B1IJ2B606
2500-12-31
N/A
3135.00
2128.04
Equities
TEUCRIUM COMMODITY TR SOYBEAN FD
2500-12-31
N/A
996.00
24511.56
Equities
ALPS ETF TR RIVERFRONT DYM
549300KF553WJGB8GO85
2500-12-31
N/A
14340.00
348611.14
Equities
ALPS ETF TR ALERIAN ENERGY
54930094QIJR6KJBN477
2500-12-31
N/A
14900.00
299639.00
Equities
ARC DOCUMENT SOLUTIONS INC COM
529900E4UQREZKXE7O60
2500-12-31
N/A
27039.00
88147.14
Equities
ARK ETF TR INNOVATION ETF
254900636IK9WKHH6949
2500-12-31
N/A
176316.00
12149935.56
Equities
ABSOLUTE SHS TR WBI BBR VAL 3000
549300NII1Q8B4GY1P97
2500-12-31
N/A
2015.00
60982.56
Equities
ABSOLUTE SHS TR WBI BBR YLD 3000
54930002CQOLRSXM6B26
2500-12-31
N/A
2238.00
59899.17
Equities
ABSOLUTE SHS TR WBI BBR QTY 3000
549300SDWM2K8PGUIY86
2500-12-31
N/A
1961.00
59842.46
Equities
ABSOLUTE SHS TR WBI BULBEAR TR
549300WS44ZPG0VNFS89
2500-12-31
N/A
2586.00
54771.48
Equities
ABSOLUTE SHS TR WBI PWR FCTR ETF
2500-12-31
N/A
4043.00
113383.91
Equities
ABSOLUTE SHS TR WBI BBR GBL INME
549300NM95QCMPII4905
2500-12-31
N/A
3713.00
88598.49
Equities
ACER THERAPEUTICS INC COM
549300BRA7GF5PCH1L04
2500-12-31
N/A
12200.00
24644.00
Equities
ACELRX PHARMACEUTICALS INC COM
549300U8W781S4RBUE66
2500-12-31
N/A
82100.00
35171.64
Equities
ACORDA THERAPEUTICS INC COM NEW
5493007NPB5YRM8QGL53
2500-12-31
N/A
25417.00
44988.09
Equities
ADAMIS PHARMACEUTICALS CORP COM NEW
549300EBMD9JZ2H87I37
2500-12-31
N/A
892813.00
523991.95
Equities
ADIAL PHARMACEUTICALS INC COM
2500-12-31
N/A
105800.00
227470.00
Equities
ADITXT INC COM
2500-12-31
N/A
37600.00
15754.40
Equities
ADVISORSHARES TR DORSEY WRIGT ADR
549300J3T52TB0ZR4T50
2500-12-31
N/A
2634.00
160700.34
Equities
ADVISORSHARES TR DORSY MICR ETF
549300I7EU7PD9D9P071
2500-12-31
N/A
3100.00
102982.00
Equities
ADVISORSHARES TR NORTH SQUA MCKE
2500-12-31
N/A
25.00
2456.88
Equities
ADVISORSHARES TR STAR GLOB BUYW
549300IVWTE0EMCNMD69
2500-12-31
N/A
2920.00
113611.94
Equities
ADVISORSHARES TR DOUBLELIN VAL EQ
54930085C9IKMRA4B072
2500-12-31
N/A
732.00
70745.68
Equities
ADVISORSHARES TR NORTH SQUARE ESG
549300YKE0FBCHCMFG06
2500-12-31
N/A
596.00
14995.72
Equities
AETHLON MED INC COM
54930036LMXCIW3XG337
2500-12-31
N/A
17500.00
25725.00
Equities
AEYE INC CL A COM
2500-12-31
N/A
15400.00
42658.00
Equities
TIAN RUIXIANG HLDGS LTD CL A SHS
2500-12-31
N/A
3214.00
3663.96
Equities
TIZIANA LIFE SCIENCES LTD COM
2500-12-31
N/A
7200.00
5767.92
Equities
TROOPS INC SHS
529900V9GM18A5WVNQ34
2500-12-31
N/A
12280.00
56979.20
Equities
TRITERRAS INC SHS CL A
2500-12-31
N/A
151335.00
240622.65
Equities
VENATOR MATLS PLC SHS
549300WFXC4YL5IHX316
2500-12-31
N/A
85458.00
199971.72
Equities
VIVOPOWER INTERNATIONAL PLC SHS
549300ODRTEH2PFA0F45
2500-12-31
N/A
9500.00
21090.00
Equities
VIVOPOWER INTERNATIONAL PLC SHS
549300ODRTEH2PFA0F45
2500-12-31
N/A
533.00
1183.26
Equities
VTEX SHS CL A
2500-12-31
N/A
7242.00
49100.76
Equities
WEJO GROUP LIMITED COMMON SHARES
2500-12-31
N/A
104497.00
386638.90
Equities
WEJO GROUP LIMITED COMMON SHARES
2500-12-31
N/A
2141.00
7921.70
Equities
YATRA ONLINE INC ORD SHS
2500-12-31
N/A
2000.00
3300.00
Equities
AC IMMUNE SA SHS
967600VLQ0ZC2HSOG765
2500-12-31
N/A
58108.00
246377.92
Equities
NLS PHARMACEUTICS LTD SHS
2500-12-31
N/A
71800.00
59594.00
Equities
OBSEVA SA COM
549300PNZ0UEJVKN1618
2500-12-31
N/A
13879.00
21790.03
Equities
VECTIVBIO HLDG AG ORD SHS
2500-12-31
N/A
294.00
1402.38
Equities
ARRIVAL GROUP SHS
549300IID9QLI5KRBG37
2500-12-31
N/A
496029.00
1567451.64
Equities
CERAGON NETWORKS LTD ORD
529900WC6JZN5WQLZ645
2500-12-31
N/A
19293.00
40708.23
Equities
CHECK CAP LTD SHS
549300VKJF3TJ17U4U73
2500-12-31
N/A
992700.00
456642.00
Equities
COMPUGEN LTD ORD
2500-12-31
N/A
4100.00
13776.00
Equities
ANTELOPE ENTERPRISE HLDGS LTD SHS
2500-12-31
N/A
64900.00
70092.00
Equities
AUTHENTIC EQUITY ACQUISTN CORP CL A SHS
2500-12-31
N/A
22213.00
215910.36
Equities
BAOSHENG MEDIA GROUP HLDNG LTD SHS
2500-12-31
N/A
14000.00
11186.00
Equities
BIT DIGITAL INC SHS
2500-12-31
N/A
460700.00
1667734.00
Equities
BIT BROTHER LIMITED SHS
529900R0453F7W34PQ67
2500-12-31
N/A
16800.00
5945.52
Equities
BLUE HAT INTERACTIVE ENTMT TEC SHS
549300PUYYMT986Z6J05
2500-12-31
N/A
75100.00
26209.90
Equities
BON NATURAL LIFE LIMITED ORD SHS
2500-12-31
N/A
4500.00
14490.00
Equities
BORQS TECHNOLOGIES INC SHS
2500-12-31
N/A
59400.00
19221.84
Equities
BORR DRILLING LTD SHS
213800J2JPCTXLHQ5R78
2500-12-31
N/A
15700.00
32813.00
Equities
CAZOO GROUP LTD COM
549300PNRTNVMGVJY078
2500-12-31
N/A
52600.00
239856.00
Equities
CHINA JO-JO DRUGSTORES INC ORD SHS
2500-12-31
N/A
13007.00
4396.37
Equities
CHINA SXT PHARMACEUTICALS INC ORD SHS NEW
5493006HSPECSOT1UH87
2500-12-31
N/A
405700.00
88320.89
Equities
DIREXION SHS ETF TR 7 10YR TRES BEAR
77IO3I7PEDG6547SGI25
2500-12-31
N/A
7654.00
68886.00
Equities
DIREXION SHS ETF TR DLY MIDCAP ETF3X
B15Q6MX3OEO111P4BX96
2500-12-31
N/A
8831.00
454973.12
Equities
DIREXION SHS ETF TR DRX S&P500BULL
WJRYIWB43R3GOXOHLG28
2500-12-31
N/A
34.00
3895.72
Equities
DIREXION SHS ETF TR DLY S&P500 2XS
549300MZZ6B1PUOB4V78
2500-12-31
N/A
7371.00
738473.95
Equities
DIREXION SHS ETF TR NAS100 EQL WGT
549300P2QNSIMTCCZ681
2500-12-31
N/A
2920.00
219000.00
Equities
DIREXION SHS ETF TR DLY FIN BULL NEW
K98KMGGYJD1W0EDCBP05
2500-12-31
N/A
4500.00
558270.00
Equities
DIREXION SHS ETF TR HEALTHCARE BUL
549300YXL6ODSHWJHM16
2500-12-31
N/A
45.00
5137.65
Equities
DIREXION SHS ETF TR DAILY SM CP BEAR
B4C8M27JY7DGJ8T2DE32
2500-12-31
N/A
182429.00
7076420.91
Equities
DIREXION SHS ETF TR DLY S&P500 BR 3
549300ITND2RJHT23406
2500-12-31
N/A
22746.00
455829.84
Equities
DIREXION SHS ETF TR AUSPCE CMD STG
549300T4LI28QKS1QP64
2500-12-31
N/A
9200.00
276644.00
Equities
DIREXION SHS ETF TR DAILY DJ BULL
549300XXKV22AN28JF38
2500-12-31
N/A
8583.00
311562.90
Equities
DIREXION SHS ETF TR DAILY ENERGY BEA
7CGLL92I97RWQVY01719
2500-12-31
N/A
134282.00
1039342.68
Equities
DIREXION SHS ETF TR DAILY TRANS 3X
549300VMLDHN310YUM33
2500-12-31
N/A
856.00
33726.40
Equities
DIREXION SHS ETF TR DAILY TECH OCT21
2W17JRUPUUYX24VGL682
2500-12-31
N/A
41225.00
1482451.00
Equities
DIREXION SHS ETF TR DAILY US INFRAST
549300XEOT6ITY13LR68
2500-12-31
N/A
2766.00
69647.88
Equities
DIREXION SHS ETF TR OIL GAS BL 2X SH
549300K7JGG8P4IIGY05
2500-12-31
N/A
36300.00
3836910.00
Equities
DIREXION SHS ETF TR DAILY GLOBAL CLN
549300SEQNLR8Z4U3X15
2500-12-31
N/A
10588.00
154474.68
Equities
DIREXION SHS ETF TR LOW PRICED STK
2500-12-31
N/A
1122.00
7322.51
Equities
DIREXION SHS ETF TR DAILY 5G COMMUNI
549300T1YW9JS8C4Q836
2500-12-31
N/A
2719.00
65511.04
Equities
DIREXION SHS ETF TR DLY ENRGY BULL2X
2JB4KUARIHFQ3UW6AS94
2500-12-31
N/A
83.00
3411.30
Equities
ELEVATION ONCOLOGY INC COM
2500-12-31
N/A
6537.00
26540.22
Equities
ELOXX PHARMACEUTICALS INC COM
549300UB28QGWJMFFA11
2500-12-31
N/A
71600.00
32978.96
Equities
ELYS GAME TECHNOLOGY CORP COM
549300XZ6QXEL8JT4136
2500-12-31
N/A
7600.00
20976.00
Equities
EMBARK TECHNOLOGY INC COM
2500-12-31
N/A
192300.00
607668.00
Equities
ENERGY FOCUS INC COM
549300WYLQHXWY3CWZ38
2500-12-31
N/A
37100.00
57876.00
Equities
ENERGOUS CORP COM
549300IOI25451J8U493
2500-12-31
N/A
384555.00
411473.85
Equities
ENDRA LIFE SCIENCES INC COM
2500-12-31
N/A
4300.00
2448.42
Equities
ENEL CHILE S.A. SPONSORED ADR
549300YM5CWCAUVOPB53
2500-12-31
N/A
20948.00
41477.04
Equities
ENEL CHILE S.A. SPONSORED ADR
549300YM5CWCAUVOPB53
2500-12-31
N/A
2147.00
4251.06
Equities
ENGLOBAL CORP COM
529900UKIZ4H2BMAZ150
2500-12-31
N/A
40000.00
35460.00
Equities
ENJOY TECHNOLOGY INC COM
2500-12-31
N/A
2400.00
7320.00
Equities
ENOCHIAN BIOSCIENCES INC COM
5493003O12Q6PNJ56V39
2500-12-31
N/A
19400.00
92926.00
Equities
ENSYSCE BIOSCIENCES INC COM
2500-12-31
N/A
27300.00
45591.00
Equities
ENTREPRENEURSHARES SERIES TRUS ERSHARES
5493004Z5W4ALQTA2M10
2500-12-31
N/A
493.00
6148.20
Equities
ENVERIC BIOSCIENCES INC COM NEW
549300CATCWKUQ6G5854
2500-12-31
N/A
6991.00
4193.90
Equities
ENVERIC BIOSCIENCES INC COM NEW
549300CATCWKUQ6G5854
2500-12-31
N/A
5500.00
3299.45
Equities
ERYTECH PHARMA SPONSORED ADR
969500U8ZZCODU8A9374
2500-12-31
N/A
1953.00
3495.87
Equities
ESPORTS ENTMT GROUP INC COM
549300OQ4VBDLOB5RA47
2500-12-31
N/A
239800.00
649858.00
Equities
ESPORTS ENTMT GROUP INC COM
549300OQ4VBDLOB5RA47
2500-12-31
N/A
20761.00
56262.31
Equities
EVOFEM BIOSCIENCES INC COM
5493007VAGG43TIEJW57
2500-12-31
N/A
314400.00
132048.00
Equities
CUMBERLAND PHARMACEUTICALS INC COM
2500-12-31
N/A
425.00
1419.50
Equities
AGILE THERAPEUTICS INC COM
529900AJZBQ4SDDB0T37
2500-12-31
N/A
581730.00
189876.67
Equities
AGROFRESH SOLUTIONS INC COM
549300SBHHYUXDIB7F37
2500-12-31
N/A
17343.00
32431.41
Equities
AGILETHOUGHT INC CLASS A COM
2500-12-31
N/A
7700.00
31955.00
Equities
AILERON THERAPEUTICS INC COM
2500-12-31
N/A
8700.00
3624.42
Equities
AKERNA CORP COM
2500-12-31
N/A
31667.00
40533.76
Equities
ALKALINE WTR CO INC COM NEW
549300I2ISCNYQMQQA67
2500-12-31
N/A
186487.00
192081.61
Equities
ALKALINE WTR CO INC COM NEW
549300I2ISCNYQMQQA67
2500-12-31
N/A
256642.00
264341.26
Equities
ALLIED ESPORTS ENTMT INC COM
549300LQ2W8Q2EETCL11
2500-12-31
N/A
1900.00
3534.00
Equities
ALLIED HEALTHCARE PRODS INC COM NEW
549300JCNCTXXAG8MR63
2500-12-31
N/A
1097.00
3663.98
Equities
ALPHA ARCHITECT ETF TR FREEDOM DAY
549300YNOMMI26WZTE33
2500-12-31
N/A
239.00
6238.12
Equities
ALPHA ARCHITECT ETF TR GADSDN DYN MLT
549300073VNCYFOG1J04
2500-12-31
N/A
700.00
21908.67
Equities
ALPINE 4 HOLDINGS INC CL A
2500-12-31
N/A
58969.00
86684.43
Equities
ALPINE INCOME PPTY TR INC COM
2500-12-31
N/A
5200.00
101816.00
Equities
ALSET EHOME INTERNATIONAL INC COM
549300W38TE207R3Y863
2500-12-31
N/A
30278.00
10076.52
Equities
ALSET EHOME INTERNATIONAL INC COM
549300W38TE207R3Y863
2500-12-31
N/A
69265.00
23051.39
Equities
SHELTER ACQUISITION CORP I CLASS A COM
2500-12-31
N/A
26662.00
258888.02
Equities
SHIFTPIXY INC COM NEW
5299000XGQMB6TK04R72
2500-12-31
N/A
8005.00
10086.30
Equities
SHINECO INC COM
2500-12-31
N/A
30200.00
105700.00
Equities
SIGMA LABS INC COM
549300P6RM6JOOD3H805
2500-12-31
N/A
4000.00
8360.00
Equities
ISHARES TR IBOND DEC 2030
549300CROJILV8XWVV73
2500-12-31
N/A
11535.00
263803.14
Equities
ISHARES TR IBONDS 22 TRM TS
549300AUO3FTTNU3RW32
2500-12-31
N/A
161.00
4086.18
Equities
ISHARES TR IBONDS 29 TRM TS
5493007QRU70D2POLC71
2500-12-31
N/A
2984.00
73466.08
Equities
ISHARES TR IBONDS 28 TRM TS
549300HVACYCKR8TRD69
2500-12-31
N/A
991.00
24477.70
Equities
ISHARES TR IBONDS 27 TRM TS
54930020FRFZSOL6BW27
2500-12-31
N/A
144.00
3560.40
Equities
HELIUS MED TECHNOLOGIES INC COM CL A NEW
549300BWJLIT2S349463
2500-12-31
N/A
1200.00
5004.00
Equities
HEPION PHARMACEUTICALS INC COM
5493004WF12U6NOV8U20
2500-12-31
N/A
264800.00
247429.12
Equities
HIGHLAND FDS I HI LD IBOXX SRLN
254900KZ9XGLUQ76VB43
2500-12-31
N/A
1164.00
18426.12
Equities
HIPPO HLDGS INC COMMON STOCK
2500-12-31
N/A
22279.00
42775.68
Equities
HISTOGEN INC COM
549300XHWPP338YQ8O67
2500-12-31
N/A
30680.00
6510.30
Equities
HOLLEY INC COM
2500-12-31
N/A
64966.00
750357.30
Equities
HORIZON GLOBAL CORP COM
549300D1ZZV3IWN54G85
2500-12-31
N/A
17000.00
129540.00
Equities
HOTH THERAPEUTICS INC COM
2500-12-31
N/A
12600.00
6626.34
Equities
HUDSON TECHNOLOGIES INC COM
2500-12-31
N/A
450.00
1539.00
Equities
HUMACYTE INC COM
2500-12-31
N/A
38600.00
179490.00
Equities
HYCROFT MINING HOLDING CORP COM CL A
2500-12-31
N/A
3749.00
1467.73
Equities
HYPERFINE INC COM CL A
2500-12-31
N/A
700.00
2702.00
Equities
IMAC HLDGS INC COM
549300TXY4OF7MHCTD62
2500-12-31
N/A
1600.00
2080.00
Equities
IM CANNABIS CORP COM NEW
2500-12-31
N/A
7850.00
13580.50
Equities
ISPECIMEN INC COM
2500-12-31
N/A
2652.00
12066.60
Equities
IDERA PHARMACEUTICALS INC COM PAR
549300JLJLICQGQFXF87
2500-12-31
N/A
27700.00
16329.15
Equities
IHUMAN INC ADS COMMON
2500-12-31
N/A
1807.00
4499.43
Equities
IMARA INC COM
2500-12-31
N/A
60340.00
83269.20
Equities
IMMERSION CORP COM
529900AKNC1UAMQ2YB35
2500-12-31
N/A
498.00
2435.22
Equities
IMMURON LTD SPONSORED ADR
529900ZIDI5C9C9TTI91
2500-12-31
N/A
4900.00
19110.00
Equities
IMPACT SHS TR I AFFORDABLE HOUS
549300JKRU74I2V89639
2500-12-31
N/A
69.00
1336.53
Equities
BARK INC COM
2500-12-31
N/A
76258.00
256226.88
Equities
ORPHAZYME A S ADS
54930025OZD2GGSQ7L42
2500-12-31
N/A
1460.00
2701.00
Equities
OVERSEAS SHIPHOLDING GROUP INC CL A NEW
2500-12-31
N/A
257414.00
450474.50
Equities
OVID THERAPEUTICS INC COM
549300H36NUI4L6U8F17
2500-12-31
N/A
33808.00
90943.52
Equities
PACER FDS TR PAC ASSET FLTG
549300JUSNL5A0YJPS02
2500-12-31
N/A
8000.00
390240.00
Equities
PACER FDS TR TRENDPILOT FD
549300J92NKI1U43HE19
2049-12-31
N/A
3469.00
102613.02
Equities
PACER FDS TR CFRA STVAL EQL
549300EMKCI77M7X0B77
2500-12-31
N/A
3746.00
135886.90
Equities
PACER FDS TR LUNT MDCAP MLT
2500-12-31
N/A
10473.00
350007.66
Equities
PACER FDS TR EMRG MKT CASH
2500-12-31
N/A
200.00
4819.48
Equities
PALISADE BIO INC COM
549300W6LIDX3I5XXT34
2500-12-31
N/A
3898.00
4287.80
Equities
PALTALK INC COM
2500-12-31
N/A
11000.00
26730.00
Equities
PASITHEA THERAPEUTICS CORP COM
2500-12-31
N/A
6600.00
7392.00
Equities
PASITHEA THERAPEUTICS CORP COM
2500-12-31
N/A
79800.00
89376.00
Equities
PERASO INC COM
5493000OBQ3XDIK7IG32
2500-12-31
N/A
692.00
1633.12
Equities
PERFORMANT FINL CORP COM
2500-12-31
N/A
7457.00
15137.71
Equities
PETROS PHARMACEUTICALS INC COM
2500-12-31
N/A
120600.00
195372.00
Equities
PETVIVO HLDGS INC COM NEW
2500-12-31
N/A
30800.00
39116.00
Equities
PHIO PHARMACEUTICALS CORP COM NEW
549300KOGMLSPLDVHR52
2500-12-31
N/A
21300.00
16869.60
Equities
PHUNWARE INC COM
549300HLAJYKT2FUQZ26
2500-12-31
N/A
167147.00
349337.23
Equities
PIMCO ETF TR ENHANCD SHORT
549300JGT4E7RMYY6Q26
2500-12-31
N/A
8619.00
861986.19
Equities
PIXELWORKS INC COM NEW
529900ORL14ENZ36HI70
2500-12-31
N/A
8900.00
28035.00
Equities
PIXELWORKS INC COM NEW
529900ORL14ENZ36HI70
2500-12-31
N/A
6980.00
21987.00
Equities
PIXELWORKS INC COM NEW
529900ORL14ENZ36HI70
2500-12-31
N/A
30083.00
94761.45
Equities
PLURISTEM THERAPEUTICS INC COM NEW
529900OZKMF7JGZMYM81
2500-12-31
N/A
122470.00
199626.10
Equities
POLAR PWR INC COM
549300QOGO0JPJM23M83
2500-12-31
N/A
13600.00
36312.00
Equities
KUBIENT INC COM
2500-12-31
N/A
10274.00
22191.84
Equities
INDEXIQ ACTIVE ETF TR IQ ULTR SHT DU
5493005TWXGQCEG58C67
2500-12-31
N/A
15854.00
769711.70
Equities
INNATE PHARMA S A SPONSORED ADS
9695002Y8420ZB8HJE29
2500-12-31
N/A
93565.00
335898.35
Equities
INNOVATOR ETFS TR IBD 50 ETF
549300QQTQDDIU5RFC17
2500-12-31
N/A
12251.00
456104.73
Equities
INNOVATOR ETFS TR EMRGNG MKT JULY
5493000GHNTPIOTUNF27
2500-12-31
N/A
599.00
15178.66
Equities
INNOVATOR ETFS TR INTRNL DEV JULY
549300RXJDD22G286M17
2500-12-31
N/A
9570.00
229301.98
Equities
INNOVATOR ETFS TR IBD BREAKOUT
549300KDAZCI08222U41
2500-12-31
N/A
6563.00
226086.82
Equities
INPIXON COM
5493002DPKW4RCP0PN02
2500-12-31
N/A
53000.00
21889.00
Equities
INTRUSION INC COM NEW
2500-12-31
N/A
59125.00
173531.88
Equities
INVESCO EXCHANGE TRADED FD TR S&P SPIN OFF
5493002U8GU1HNTOUF59
2500-12-31
N/A
1674.00
98090.54
Equities
INVESCO EXCHANGE TRADED FD TR S&P 500 VLU MOM
549300GS85JGYJIJAH53
2500-12-31
N/A
7053.00
363572.28
Equities
INVESCO EXCHANGE TRADED FD TR RYMND JMS SB 1
549300WLMICF8GHJJV33
2500-12-31
N/A
1871.00
108613.23
Equities
INVESCO EXCHANGE TRADED FD TR DYNMC NETWRNG
5493009JVNHLM3RMG272
2500-12-31
N/A
861.00
74520.76
Equities
INVESCO EXCHANGE TRADED FD TR DYNMC MEDIA
5493009XXQ959LF9QP20
2500-12-31
N/A
9308.00
428912.64
Equities
ISHARES TR IBONDS 26 TRM TS
549300C67SIRC85IJH34
2500-12-31
N/A
20564.00
511837.96
Equities
ISHARES TR IBONDS 24 TRM TS
549300O0SIRI8DJAZQ65
2500-12-31
N/A
1003.00
25295.66
Equities
ISHARES TR IBONDS 23 TRM TS
5493001SQ34HDIS7U507
2500-12-31
N/A
643.00
16309.69
Equities
ISUN INC COM
5493000GTIV839VV6A74
2500-12-31
N/A
4700.00
23124.00
Equities
J P MORGAN EXCHANGE-TRADED FD CARBON TRANITIN
549300VHO9GXCKX6VN89
2500-12-31
N/A
378.00
22694.25
Equities
J P MORGAN EXCHANGE-TRADED FD CORP BD RESCH
549300KU2F2QTTPINB11
2500-12-31
N/A
796.00
41920.94
Equities
J P MORGAN EXCHANGE-TRADED FD USD EMRNG MKT
549300POFR35HUEWVC10
2500-12-31
N/A
1163.00
54461.66
Equities
NEPHROS INC COM
2500-12-31
N/A
400.00
1760.00
Equities
NEPTUNE WELLNESS SOLUTIONS INC COM
5493000MC5RJH74XZ687
2500-12-31
N/A
47424.00
14691.96
Equities
NEUROBO PHARMACEUTICALS INC COM
2500-12-31
N/A
83400.00
84234.00
Equities
NEW YORK CITY REIT INC COM
549300MG8D4X8UCGRM43
2500-12-31
N/A
10000.00
107700.00
Equities
UNIFIED SER TR ABSOLUTE CORE
5493007XLR78NZO4WD80
2500-12-31
N/A
4850.00
135864.50
Equities
U S ENERGY CORP WYO COM
549300MS9QJ0KPN83B63
2500-12-31
N/A
8800.00
27720.00
Equities
US WELL SERVICES INC CL A NEW
2500-12-31
N/A
31157.00
31157.00
Equities
UNITY BIOTECHNOLOGY INC COM
549300WDOM0RU3CUO763
2500-12-31
N/A
155200.00
169168.00
Equities
UNITY BIOTECHNOLOGY INC COM
549300WDOM0RU3CUO763
2500-12-31
N/A
42939.00
46803.51
Equities
UPHEALTH INC COM
549300OSKGXG2OH2XE50
2500-12-31
N/A
394148.00
748881.20
Equities
URBAN ONE INC CL D NON VTG
549300PLGIGPBRQUP240
2500-12-31
N/A
1100.00
4664.00
Equities
USIO INC COM
2500-12-31
N/A
511.00
1619.87
Equities
USIO INC COM
2500-12-31
N/A
2010.00
6371.70
Equities
VEON LTD SPONSORED ADR
5493008CA3NMHYEVT131
2500-12-31
N/A
603891.00
863564.13
Equities
VTV THERAPEUTICS INC CL A
549300WQE5EI9R35SE66
2500-12-31
N/A
8400.00
6048.00
Equities
VACCINEX INC COM
2500-12-31
N/A
23400.00
26442.00
Equities
VALLON PHARMACEUTICALS INC COM
2500-12-31
N/A
5600.00
25144.00
Equities
VANECK ETF TRUST INFLATION ALLOCA
5493002UTPGW67UP1895
2500-12-31
N/A
9105.00
222637.28
Equities
VANECK ETF TRUST ENVIRONMENTAL SR
549300MJPVCPF8VY3K23
2500-12-31
N/A
2632.00
343971.61
Equities
VANECK ETF TRUST FALLEN ANGEL HG
549300A6A1N73WLV0K30
2500-12-31
N/A
384128.00
12149968.64
Equities
VANECK ETF TRUST INTERNATIONAL HI
54930026GNBH8MZ88E94
2500-12-31
N/A
3165.00
73771.09
Equities
VANECK ETF TRUST MORTGAGE REIT
54930027HZP6Q1ONAO98
2500-12-31
N/A
90774.00
1562220.54
Equities
VANECK ETF TRUST RETAIL ETF
549300MSLPYE6ZHQBG49
2500-12-31
N/A
18238.00
3245999.24
Equities
VANECK ETF TRUST GAMING ETF
549300W05GTBN8MH7Z26
2500-12-31
N/A
584.00
24095.84
Equities
VANECK ETF TRUST DIGI TRANSFRM
549300QJITMI6I2QLK07
2500-12-31
N/A
4500.00
55935.00
Equities
VANGUARD ADMIRAL FDS INC MIDCP 400 GRTH
2500-12-31
N/A
10110.00
1860240.00
Equities
VANGUARD WORLD FDS INF TECH ETF
2500-12-31
N/A
5475.00
2243874.00
Equities
VANGUARD WORLD FDS COMM SRVC ETF
2500-12-31
N/A
1705.00
211368.85
Equities
REEDS INC COM
2500-12-31
N/A
14444.00
4412.64
Equities
REGULUS THERAPEUTICS INC COM NEW
529900ZYH2KYFH6Z7098
2500-12-31
N/A
927084.00
206554.32
Equities
REMARK HLDGS INC COM
549300E67O8VBQOF3V34
2500-12-31
N/A
82080.00
62750.16
Equities
RENOVORX INC COM NEW
2500-12-31
N/A
19428.00
61198.20
Equities
REPRO MED SYS INC COM
2500-12-31
N/A
699.00
1929.24
Equities
RESHAPE LIFESCIENCES INC COM
549300TKI48OFOSV4780
2500-12-31
N/A
50500.00
60600.00
Equities
RESEARCH FRONTIERS INC COM
2500-12-31
N/A
71932.00
97827.52
Equities
REVIVA PHARMACEUTCLS HLDGS INC COM
2500-12-31
N/A
17200.00
28208.00
Equities
REZOLUTE INC COM NEW
2500-12-31
N/A
500.00
1960.00
Equities
ROCKWELL MED INC COM
529900Y6YUB5X93MMD77
2500-12-31
N/A
579600.00
221175.36
Equities
ROOT INC COM CL A
2500-12-31
N/A
498726.00
887732.28
Equities
ROOT INC COM CL A
2500-12-31
N/A
338600.00
602708.00
Equities
SCWORX CORP COM
5493000ZBMNISJ2R6009
2500-12-31
N/A
7400.00
8214.00
Equities
SG BLOCKS INC COM NEW
549300YU3PQ0R0U6EL17
2500-12-31
N/A
10935.00
20667.15
Equities
SPDR INDEX SHS FDS S&P GLBDIV ETF
549300467Z0Q11ETZB77
2500-12-31
N/A
24569.00
1641010.19
Equities
SPDR SER TR SPDR S&P1500VL
549300DDGDTCN7DTIA86
2500-12-31
N/A
10689.00
1613194.57
Equities
SPDR SER TR HLTH CARE SVCS
549300JPXFHZOFFNSZ24
2500-12-31
N/A
13820.00
1231185.10
Equities
SPDR SER TR GLB DOW ETF
549300PK19O19RLNLJ50
2500-12-31
N/A
300.00
33963.00
Equities
SPDR SER TR S&P CAP MKTS
549300BBJPWNKDPREW36
2500-12-31
N/A
25523.00
2360622.27
Equities
SPDR SER TR PORTFOLI S&P150
549300JAJ4RW35D8TD75
2500-12-31
N/A
223880.00
12149967.60
Equities
SPDR SER TR S&P 400 MDCP GR
549300EEEDESCGSS7N72
2500-12-31
N/A
39055.00
2776419.95
Equities
SPDR SER TR S&P 400 MDCP GR
549300EEEDESCGSS7N72
2500-12-31
N/A
12471.00
886563.39
Equities
SSGA ACTIVE ETF TR MULT ASS RLRTN
5493007QJU53DW46ZK83
2500-12-31
N/A
3509.00
96848.40
Equities
SSGA ACTIVE ETF TR GLOBL ALLO ETF
5493006HZ1NBWV0NM963
2500-12-31
N/A
4538.00
199751.87
Equities
INVESCO EXCHANGE TRADED FD TR DYNMC MKT ETF
549300LIXKZWDZG33V59
2500-12-31
N/A
646.00
71194.50
Equities
INVESCO EXCHANGE TRADED FD TR DWA UTILS MUMT
5493008CVNI3I4VBE880
2500-12-31
N/A
1538.00
52543.92
Equities
INVESCO EXCHANGE TRADED FD TR DWA CYCLICALS
549300SQSONTL7427N05
2500-12-31
N/A
19113.00
1479155.07
Equities
INVESCO EXCHANGE TRADED FD TR DWA FINL MUMT
5493003OM7YNRICIDU40
2500-12-31
N/A
9566.00
459666.39
Equities
INVESCO EXCHANGE TRADED FD TR DWA STAPLES
549300UQE1COWIJD9T06
2500-12-31
N/A
4775.00
395704.25
Equities
INVESCO EXCH TRADED FD TR II S&P SMLCP DISC
549300E6UQBGU9FF7S57
2500-12-31
N/A
4092.00
399420.12
Equities
INVESCO EXCH TRADED FD TR II S&P 500 EX RAT
549300M05MZ774QNHF21
2500-12-31
N/A
3052.00
148992.84
Equities
INVESCO EXCH TRADED FD TR II RUSEL 1000 LOW
549300ETI455H83Z1438
2500-12-31
N/A
256.00
10238.85
Equities
INVESCO EXCH TRADED FD TR II NY AMT FRE MUN
549300UIL7N74Y7JDU51
2500-12-31
N/A
12312.00
309794.54
Equities
INVESCO EXCH TRADED FD TR II KBW PPTY CASUT
549300E6L643PU138S06
2500-12-31
N/A
3385.00
271477.00
Equities
INVESCO EXCH TRADED FD TR II FNDMNTL IG CRP
549300MY4BHENV258S89
2500-12-31
N/A
6435.00
164736.00
Equities
INVESCO EXCH TRADED FD TR II FTSE RAFI DEV
5493006YNLEYEQTQPJ82
2500-12-31
N/A
5055.00
237635.55
Equities
INVESCO EXCH TRADED FD TR II S&P SMLCP MATL
5493002VPQ23N7PNSV38
2500-12-31
N/A
1879.00
119072.23
Equities
INVESCO EXCH TRADED FD TR II S&P SMLCP UTIL
549300NF2UYWR6GL1L05
2500-12-31
N/A
2501.00
157030.29
Equities
INVESCO EXCH TRADED FD TR II NASDAQ BIOTECH
549300GYFD12WC2CZH57
2500-12-31
N/A
15023.00
305567.82
Equities
INVESCO EXCH TRADED FD TR II VRDO TAX FREE
549300RWVHBEA6SWWZ39
2500-12-31
N/A
316.00
7854.18
Equities
INVESCO EXCH TRD SLF IDX FD TR BULETSHS 2029 HG
549300CN8U8NWC30YD33
2500-12-31
N/A
3724.00
88153.41
Equities
INVESCO EXCH TRD SLF IDX FD TR INVSCO 28 HYCORP
549300TV9CCUPVE03787
2500-12-31
N/A
6438.00
157111.02
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2028 MUNI
549300W6ZUWRYMMK4R72
2500-12-31
N/A
2472.00
62862.96
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2026 MUNI
549300MW9BHL004NMY73
2500-12-31
N/A
4105.00
103240.75
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2024 MUNI
549300AZL3KNU1FML764
2500-12-31
N/A
6699.00
169953.63
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2023 MUNI
549300LP6EUTXDG4RN22
2500-12-31
N/A
7597.00
193191.71
Equities
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2022 MUNI
5493000FDSOTD1GCGN67
2500-12-31
N/A
11148.00
282323.10
Equities
INVESCO EXCH TRD SLF IDX FD TR BULLSHS 22 USD
2500-12-31
N/A
4138.00
105270.72
Equities
XINYUAN REAL ESTATE CO LTD SPONS ADR
5493005I1X3PG0G3GC95
2500-12-31
N/A
1600.00
1020.80
Equities
XUNLEI LTD SPONSORED ADR
529900PYSOIKBMQIQY91
2500-12-31
N/A
2423.00
4094.87
Equities
XUNLEI LTD SPONSORED ADR
529900PYSOIKBMQIQY91
2500-12-31
N/A
1000.00
1690.00
Equities
XPRESSPA GROUP INC COM
5493008DNQXUL3S4T320
2500-12-31
N/A
328000.00
439520.00
Equities
XERIS BIOPHARMA HOLDINGS INC COM
2500-12-31
N/A
10000.00
20700.00
Equities
AKSO HEALTH GROUP ADS
5493007BHBTZESVSIA24
2500-12-31
N/A
14386.00
21722.86
Equities
XOS INC COMMON STOCK
254900ZQWJF169CBQB40
2500-12-31
N/A
24174.00
50281.92
Equities
YATSEN HLDG LTD ADS
2500-12-31
N/A
135592.00
180337.36
Equities
YIELD10 BIOSCIENCE INC COM
5493008TC8RB9CSBE696
2500-12-31
N/A
1600.00
5728.00
Equities
YUMANITY THERAPEUTICS INC COM
549300GNQLMQP5WNHC81
2500-12-31
N/A
10300.00
18334.00
Equities
YUNHONG CTI LTD COM
549300ZLTTLZREPVBW55
2500-12-31
N/A
2400.00
2088.24
Equities
ZOSANO PHARMA CORP COM NEW
5493006NX8EN835MNW49
2500-12-31
N/A
129100.00
54222.00
Equities
ZYNERBA PHARMACEUTICALS INC COM
549300JLJ5VQU2CN6016
2500-12-31
N/A
635170.00
1587925.00
Equities
AGRIFORCE GROWING SYSTEMS LTD COM
2500-12-31
N/A
6900.00
8349.00
Equities
Y
2022-05-02
2022-05-02
2022-05-19
Y
BOFA SECURITIES INC
1.0000
91
N
N
N
0.0048
242900960.49
242900960.49
0.0033
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.500000%
ZBUT11V806EZRVTWT807
0000782124
ARP0S7TS6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
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2035-05-25
1.052710
2760000.00
2742019.85
Asset-Backed Securities
ACE SECS HEQ 2006-SL2 A 20360125 FLT
2036-01-25
0.447710
13471776.00
225629.88
Asset-Backed Securities
BDS 2020-FL6 LTD E 20350918 FLT
2035-09-18
3.414150
5984000.00
6007864.49
Asset-Backed Securities
BELLEMEADE RE LTD 2018-3 B-1 20281025 FLT
2549009SOTYJD2MZFC61
2028-10-25
4.007710
1657000.00
1668323.86
Asset-Backed Securities
CWABS INC 2004-13 MV-7 20350225 FLT
2035-02-25
2.507710
3400000.00
2572361.07
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2006-C 1-A 20360515 FLT
2036-05-15
0.283290
40000000.00
655413.36
Asset-Backed Securities
COREVEST AMCR FIN TR 2021-1 E 20540417 4.0
2054-04-17
4.053000
2909000.00
2841870.46
Asset-Backed Securities
CUTWATER LTD 2015-IR E-R 20290116 FLT
2029-01-16
6.191290
1400000.00
1276374.04
Asset-Backed Securities
DIAMOND CLO 2018-1 LTD E 20300722 FLT
2030-07-22
7.758860
6770000.00
6753742.98
Asset-Backed Securities
FS RIALTO ISSUER LTD 2021-FL2 A-S 20380518 FLT
2038-05-18
1.656290
1000000.00
997610.12
Asset-Backed Securities
GPMT LTD 2021-FL3 C 20350718 FLT
2035-07-18
2.503000
136000.00
135946.19
Asset-Backed Securities
GMACM HEQ LN TR 2006-HE3 A-2 20361025 FLT
2036-10-25
5.750000
14468000.00
373788.46
Asset-Backed Securities
GMACM HEQ LN TR 2006-HE3 A-5 20361025 FLT
2036-10-25
6.309000
13168000.00
521417.15
Asset-Backed Securities
GREYTSTONE CRE LTD 2021-HC2 C 20391215 FLT
2039-12-15
3.353290
33250000.00
33290595.27
Asset-Backed Securities
HGI CRE CLO LTD 2021-FL1 D 20360619 FLT
2036-06-19
2.456290
4270000.00
4231670.15
Asset-Backed Securities
SQUARED CDO LTD 2007-1 D 20570511 FLT
2057-05-11
8.639000
5000000.00
174646.27
Asset-Backed Securities
INDYMAC HM EQ MTG 2000-C AV 20311225 FLT
2031-12-25
0.601880
176300000.00
986556.86
Asset-Backed Securities
VMC FINANCE 2019-FL3 A-S 20360917 FLT
2036-09-17
1.503290
1148000.00
1009434.77
Asset-Backed Securities
MADISON PARK FDG XIV 2014-14 SUB 20260720 FLT
254900Q2IOW6JYPYIV98
2026-07-20
0.00
2800000.00
1414000.00
Asset-Backed Securities
MARBLE POINT CLO 2018-14 E 20320120 FLT
254900N4UCG37B1HFL93
2032-01-20
6.784000
2500000.00
2331382.22
Asset-Backed Securities
LOANCORE ISSUER LTD 2019-CRE2 A-S 20360515 FLT
2036-05-15
1.606290
2265000.00
2258123.25
Asset-Backed Securities
OCTANE RECEIVABLES TRT 2019-1 B 20240720 3.7
2024-07-20
3.770000
1431000.00
1449592.90
Asset-Backed Securities
PFP 2021-8 LTD C 20370816 FLT
2037-08-16
1.910140
7000000.00
6976144.07
Asset-Backed Securities
STWD MORTGAGE TR 2019-FL1 LTD B 20380715 FLT
2038-07-15
1.770530
2800000.00
2782526.20
Asset-Backed Securities
STANIFORD STR CLO LTD 2014 E 20250616 FLT
549300VQ0AVDB6585K37
2025-06-16
4.702750
10192500.00
8416191.66
Asset-Backed Securities
PERIMETER MASTER NT BUS TR 19 B 20240515 5.2
5493005H6EB040833X54
2024-05-15
5.210000
28900000.00
29580755.56
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-2 A-3 20230425 FLT
549300MHMWVKFEDI8G73
2023-04-25
1.007710
3900000.00
1401473.65
Asset-Backed Securities
ROYAL CARIBBEAN GROUP SR GLBL 144A 28
K2NEH8QNVW44JIWK7Z55
2028-04-01
5.500000
886000.00
876059.57
Corporate Debt Securities
UNICREDIT S.P.A FR 5.459%063035
549300TRUWO2CD2G5692
2035-06-30
5.459000
3016000.00
3159830.53
Corporate Debt Securities
PILGRIMS PRIDE CORP SR GLBL 144A 32
549300ZSLGV64ZL3HD75
2032-03-01
3.500000
326000.00
313346.67
Corporate Debt Securities
QVC INC SR SEC GLBL NT23
549300WBLU5NKPX5X472
2023-03-15
4.375000
51000.00
52515.61
Corporate Debt Securities
RHP HOTEL PPTY/ RHP FINANCE SR GLBL NT 27
2027-10-15
4.750000
1168000.00
1165122.18
Corporate Debt Securities
RAIN CII CARBON LLC/ CII CARBO SR SEC GLBL 25
2025-04-01
7.250000
257000.00
266783.13
Corporate Debt Securities
STARWOOD PPTY TR INC SR GLBL 144A 27
BUGSFQZERKRBFWIG5267
2027-01-15
4.375000
2500000.00
2486797.92
Corporate Debt Securities
SUNNOVA ENERGY CORP SR GLBL 144A 26
549300TH3GCD8YQUDR46
2026-09-01
5.875000
75000.00
74288.54
Corporate Debt Securities
TARGA RES PARTNERS / TARGA RES SR GLBL 144A 32
2032-01-15
4.000000
410000.00
408678.89
Corporate Debt Securities
TELECOM ITALIA CAP GTD SR NT 6%34
549300777DJZOR5C4L39
2034-09-30
6.000000
40000.00
40400.00
Corporate Debt Securities
TENET HEALTHCARE CORP SR GLBL 144A 28
0W9AIBT6U6ADJ2I8HK17
2028-10-01
6.125000
28000.00
28536.67
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN NETH SR GLBL SUST 29
5493004T21MOAFINJP35
2029-05-09
5.125000
500000.00
490765.62
Corporate Debt Securities
TITAN INTL INC ILL SR SEC GLBL NT28
254900CXRGBE7C4B5A06
2028-04-30
7.000000
52000.00
55624.40
Corporate Debt Securities
TRANSOCEAN INC SR DEB 8%27
DOL4HJ22ADYSIWES4H94
2027-04-15
8.000000
41000.00
31361.13
Corporate Debt Securities
SVB FINANCIAL GROUP ALT TIER I PERP
549300D2KJ20JMXE7542
2026-05-15
4.000000
9000.00
8835.16
Corporate Debt Securities
SCIENTIFIC GAMES INTL INC SR SEC GLBL 25
RLTHESQ0RNFQJWPBJN60
2025-10-15
5.000000
145000.00
150091.27
Corporate Debt Securities
SEAGATE HDD CAYMAN SR GLBL NT 29
529900BD50TRWEG1SF63
2029-07-15
3.125000
28000.00
25936.46
Corporate Debt Securities
SIMMONS FOODS INC / SIMMONS P SR SEC GLBL 29
2029-03-01
4.625000
109000.00
106835.35
Corporate Debt Securities
SIRIUS XM RADIO INC SR GLBL 144A 27
WP5O65E6BMU84LNO4227
2027-08-01
5.000000
99000.00
103524.30
Corporate Debt Securities
SOUTHWESTERN ENERGY CO SR GLBL NT 30
EFWMP121W54QV9MGOP87
2030-03-15
5.375000
85000.00
88867.15
Corporate Debt Securities
SPRINT NEXTEL CORP SR GLBL DEB 22
549300JKU50UT08ZWD77
2022-04-15
9.250000
10000.00
10372.36
Corporate Debt Securities
PARTY CITY HLDGS INC SR SEC GLBL 25
5493005PYM1JS6EZN307
2025-07-15
5.750000
93586.00
87040.18
Corporate Debt Securities
PBF LOGISTICS LP/PBF LOGISTIC SR GLBL NT 23
2023-05-15
6.875000
2917000.00
2896621.51
Corporate Debt Securities
MGM RESORTS INTERNATIONAL SR GLBL NT 28
54930066VBP7DZEGGJ87
2028-10-15
4.750000
1266000.00
1270881.84
Corporate Debt Securities
MOZART DEBT MERGER SUB INC SR 144A NT 29
2029-10-01
5.250000
3419000.00
3343947.25
Corporate Debt Securities
NATIONSTAR MTG LLC SR GLBL 144A 27
2027-01-15
6.000000
95000.00
98578.33
Corporate Debt Securities
NAVIENT CORPORATION SR GLBL NT 28
54930067J0ZNOEBRW338
2028-03-15
4.875000
114000.00
110974.06
Corporate Debt Securities
MATCH GROUP HOLDINGS II LLC SR GLBL 144A 29
2029-02-15
5.625000
841000.00
900658.44
Corporate Debt Securities
MATCH GROUP HOLDINGS II LLC GLBL 144A NT 28
2028-06-01
4.625000
29000.00
29042.29
Corporate Debt Securities
MERCER INTL INC SR GLBL NT5.5%26
549300Z5IAG39VRTY874
2026-01-15
5.500000
95000.00
95232.22
Corporate Debt Securities
MILLENNIUM ESCROW CORPORATION SR SEC 144A NT26
2026-08-01
6.625000
75000.00
76405.88
Corporate Debt Securities
WESTERN MIDSTREAM OPER LP SR GLBL NT 44
L6D8A6MLSY454J2JXJ60
2044-04-01
5.450000
100000.00
112316.67
Corporate Debt Securities
TRAVEL PLUS LEISURE CO SR SEC GLBL NT23
T4VNTWMFQ7JQB65L7T35
2023-03-01
3.900000
75000.00
76781.25
Corporate Debt Securities
GXO LOGISTICS INCORPORATED SR 144A NT 31
5493007CNWMXN78JRN66
2031-07-15
2.650000
35000.00
33210.37
Corporate Debt Securities
LITHIA MTRS INC SR GLBL 144A 31
SE8N1EZEHPZQBCBVKD53
2031-01-15
4.375000
50000.00
50472.22
Corporate Debt Securities
HILLENBRAND INC SR GLBL NT 31
U246OE781574J2BUD366
2031-03-01
3.750000
89000.00
87053.12
Corporate Debt Securities
ISTAR INC SR GLBL NT 24
QFFLKWYYS3UPWD86E794
2024-10-01
4.750000
91000.00
93805.83
Corporate Debt Securities
IEA ENERGY SVCS LLC SR GLBL 144A 29
2029-08-15
6.625000
300000.00
302304.17
Corporate Debt Securities
IHEARTCOMMUNICATIONS INC SR SEC GLBL NT26
54930076J6KDZL504O62
2026-05-01
6.375000
99751.00
106838.81
Corporate Debt Securities
HAWAIIAN BRAND INTELLECTUAL PP SR SEC GLBL 26
2026-01-20
5.750000
4397960.00
4464752.80
Corporate Debt Securities
HEALTHEQUITY INC SR GLBL 144A 29
529900LRJU1RAFQHM467
2029-10-01
4.500000
444000.00
442501.50
Corporate Debt Securities
HELIOS LEASING I LLC SINK NT 1.48%24
549300H2L807705NLV88
2024-12-04
1.480000
375000.00
100799.71
Corporate Debt Securities
UNIQUIFY INC SR-20214 144A 24
2024-06-15
6.000000
430000.00
434250.41
Corporate Debt Securities
UNITED AIR LINES INC SR SEC GLBL 29
K1OQBWM7XEOO08LDNP29
2029-04-15
4.625000
84000.00
83953.64
Corporate Debt Securities
UNITED WHOLESALE MORTGAGE LLC SR GLBL 144A 27
549300HW662MN1WU8550
2027-06-15
5.750000
22000.00
21032.46
Corporate Debt Securities
GOLDEN NUGGET INC SR SB GLBL 25
91D14OD6M4H1RVBN7R43
2025-10-01
8.750000
93000.00
97758.50
Corporate Debt Securities
GOODYEAR TIRE & RUBR CO SR GLBL 144A 29
5493002BI0S2ZQUY3437
2029-07-15
5.000000
360000.00
359450.00
Corporate Debt Securities
CLEAR CHANNEL OUTDOOR HLDGS IN SR SEC GLBL 27
2027-08-15
5.125000
1925000.00
1980347.49
Corporate Debt Securities
COBRA ACQUISITIONCO LLC SR GLBL 144A 29
2029-11-01
6.375000
693000.00
686950.69
Corporate Debt Securities
COINBASE GLOBAL INC SR GLBL 144A 31
5493004G3J2SC154DU06
2031-10-01
3.625000
692000.00
610512.19
Corporate Debt Securities
FREEDOM MORTGAGE CORPORATION SR 144A NT 26
549300LYRWPSYPK6S325
2026-05-01
7.625000
365000.00
354700.61
Corporate Debt Securities
FXI HOLDINGS INC SR SEC 144A NT24
549300VLKCUZW3MSVS50
2024-11-01
7.875000
37000.00
38122.12
Corporate Debt Securities
FIRST CTZNS BANCSHARES INC DEL PERP -B 144A NT
549300N3Z00ZHE2XC526
2500-12-31
5.800000
2604000.00
2720948.53
Corporate Debt Securities
FORD MOTOR CREDIT COMPANY SR GLBL NT2.9%29
UDSQCVRUX5BONN0VY111
2029-02-10
2.900000
792000.00
751759.80
Corporate Debt Securities
CALFRAC HLDGS LP SR GLBL 144A 26
2026-03-15
10.875000
58850.00
56706.88
Corporate Debt Securities
CALPINE CORPORATION SR SEC GLBL 31
43R4VPJBXTU2O15HEF41
2031-03-01
3.750000
5019000.00
4621520.29
Corporate Debt Securities
CARNIVAL CORP SR GLBL 144A 29
F1OF2ZSX47CR0BCWA982
2029-05-01
6.000000
1713000.00
1669604.00
Corporate Debt Securities
CENGAGE LEARNING INC SR 144A NT9.5%24
549300BYGM0FWUSVXJ88
2024-06-15
9.500000
80000.00
81171.11
Corporate Debt Securities
CHANGE HEALTHCARE HLDGS LLC/ SR GLBL 144A 25
2025-03-01
5.750000
531000.00
543721.88
Corporate Debt Securities
CHENIERE ENERGY INC SR SEC GLBL NT28
MIHC87W9WTYSYZWV1J40
2028-10-15
4.625000
97000.00
99989.35
Corporate Debt Securities
EQT CORP SR GLBL 144A 31
4NT01YGM4X7ZX86ISY52
2031-05-15
3.625000
1150000.00
1137974.19
Corporate Debt Securities
EPR PPTYS SR GLBL NT 28
549300YSSXFHMPOWZ492
2028-04-15
4.950000
13000.00
13856.64
Corporate Debt Securities
EQUITRANS MIDSTREAM CORP SR GLBL NT5.5%28
549300NELT611CL6XM83
2028-07-15
5.500000
2821000.00
2882905.28
Corporate Debt Securities
ENDO DESIGNATED ACT CO / ENDO SR SEC GLBL 27
2027-07-31
9.500000
1575000.00
1551375.00
Corporate Debt Securities
EXPORT-IMPORT BANK OF US AMRTZ NT 1.9%24
549300NMMHVYCBECJ059
2024-07-12
1.900000
61000.00
51498.27
Corporate Debt Securities
AAG FH LP / AAG FH FINCO INC SR GLBL 144A 24
2024-07-15
9.750000
14000.00
13886.09
Corporate Debt Securities
ATHILN 0 02/03/45
549300XIGP6JVM4PWT59
2045-02-03
0.00
2500000.00
1399287.50
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 29
B3BS7ACMDUWISF18KY76
2029-02-15
6.250000
588000.00
515646.27
Corporate Debt Securities
CVR ENERGY INC SR GLBL 144A 28
529900SOYZIXZBTXB558
2028-02-15
5.750000
1224000.00
1213613.00
Corporate Debt Securities
BRINKER INTL INC SR GLBL NT 23
52990067JY6PBGJNTG76
2023-05-15
3.875000
120000.00
122660.47
Corporate Debt Securities
BUCKEYE PARTNERS L P SR GLBL NT 27
549300C1PQJLVEIUBK50
2027-12-01
4.125000
50000.00
49345.25
Corporate Debt Securities
B & G FOODS INC SR GLBL NT 27
549300TRW1LZMDJZAQ78
2027-09-15
5.250000
1316000.00
1343745.67
Corporate Debt Securities
C&S GROUP ENTERPRISES LLC SR GLBL 144A 28
2028-12-15
5.000000
30000.00
27641.67
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 27
2027-05-01
5.125000
8262000.00
8533096.88
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 29
2029-06-01
5.375000
1381000.00
1434456.21
Corporate Debt Securities
CD&R SMOKEY BUYER INC SR SEC 144A NT2
2025-07-15
6.750000
1779000.00
1854162.75
Corporate Debt Securities
CBL & ASSOCIATES HOLDCO II LLC SR SEC GLBL NT2
2029-11-15
10.000000
308218.00
315991.26
Corporate Debt Securities
CDW LLC / CDW FIN CORP SR GLBL NT 29
2029-02-15
3.250000
11000.00
10644.77
Corporate Debt Securities
COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 29
5493007X5NC5XI1BB106
2029-01-15
6.000000
429000.00
435429.28
Corporate Debt Securities
ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 26
2026-03-15
3.250000
80000.00
78904.62
Corporate Debt Securities
ALLIANCE DATA SYSTEMS CORP SR GLBL 144A 24
549300G8S4PO686J7H97
2024-12-15
4.750000
1274000.00
1291287.47
Corporate Debt Securities
ALTICE FINANCING S.A. SR SEC GLBL 29
549300DIYGW8HVDF7Q17
2029-08-15
5.750000
3169000.00
3031571.03
Corporate Debt Securities
ANTERO MIDSTREAM PARTNERS LP/A 5.75%27
2027-03-01
5.750000
49000.00
50988.83
Corporate Debt Securities
ASBURY AUTOMOTIVE GROUP INC SR GLBL NT4.5%28
549300JH4DTA7U42GL91
2028-03-01
4.500000
149000.00
150808.86
Corporate Debt Securities
JP MRGN CHASE COM 2020-MKST E 20361215 FLT
2036-12-15
2.356000
5000000.00
4839785.56
Private Label Collateralized Mortgage Obligations
J P MORGAN MTG TR 2021-INV2
2051-12-25
3.033370
1608000.00
1039277.47
Private Label Collateralized Mortgage Obligations
JP MORGAN MRTG TR 2021-INV4 B-6 20520125 FLT
2052-01-25
1.395830
2691000.00
1174810.39
Private Label Collateralized Mortgage Obligations
J.P. MORGAN MTG TR 2021-LTV2 B-2 20520525 FLT
2052-05-25
3.384480
13524000.00
9996675.76
Private Label Collateralized Mortgage Obligations
KEY COML MTG SECS TR 2018-S1 E 20531020 FLT
2053-10-20
5.121650
3143000.00
3138625.07
Private Label Collateralized Mortgage Obligations
MORGAN STN CAP I TR 2019-NUGS C 20361215 FLT
2036-12-15
3.000000
2845000.00
2844517.30
Private Label Collateralized Mortgage Obligations
MOFT TRUST 2020-ABC C 20420212 FLT
2042-02-12
3.476700
905000.00
846505.55
Private Label Collateralized Mortgage Obligations
PKHL COMMERCIAL MTG TR 2021-MF NR 20380715 FLT
2038-07-15
6.107000
14000000.00
14030383.11
Private Label Collateralized Mortgage Obligations
UWM MORTGAGE TRUST 2021-INV5 B-4 20520125 FLT
2052-01-25
3.247510
4794000.00
4712023.41
Private Label Collateralized Mortgage Obligations
RESIDENTIAL ASSET SEC 2007-A9 A-1 20370925 FLT
2037-09-25
0.657710
20753000.00
1691221.59
Private Label Collateralized Mortgage Obligations
SREIT 2021-FLWR F 20360715 FLT
2036-07-15
2.778540
43050000.00
42766985.28
Private Label Collateralized Mortgage Obligations
ASHFORD HOSP TR 2018-ASHF F 20350416 FLT
2035-04-16
4.206000
6000000.00
5745362.00
Private Label Collateralized Mortgage Obligations
CHT MTG TR 2017-COSMO F 20361117 FLT
2036-11-17
3.847490
66803000.00
66876015.38
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2013-CCRE11 F 20500812 FLT
549300BCCWSDWINK2593
2050-08-12
4.270000
6566000.00
4725933.22
Private Label Collateralized Mortgage Obligations
BX COML MTG TR 2021-VINO E 20380517 FLT
2038-05-17
2.058330
2400000.00
2375320.35
Private Label Collateralized Mortgage Obligations
BANC AMER CMBS 2008-1 A-J 20510210 FLT
2051-02-10
6.785810
1800000.00
57933.34
Private Label Collateralized Mortgage Obligations
BX CML MTG TR 2021-CIP G 20381215 FLT
2038-12-15
4.075000
127492608.00
127480637.86
Private Label Collateralized Mortgage Obligations
CWMBS INC 2005-J3 2-A-1 20350925 FLT
2035-09-25
0.457710
37002000.00
808334.19
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-14 2-A-3 20350525 FLT
2035-05-25
0.707710
119696000.00
699717.58
Private Label Collateralized Mortgage Obligations
CITICORP MORTGAGE SECS 2005-1 IA-7 20350225 FLT
549300ISEJNGWSXAKR30
2035-02-25
0.507710
33955520.00
328591.01
Private Label Collateralized Mortgage Obligations
FHLMCT SLSTT SERIES 2020-3 MRR 20600426 6.5
2060-04-26
6.496340
100425088.00
93262755.46
Private Label Collateralized Mortgage Obligations
GS MTG SECS CORP TR 2018-HULA G 20350716 FLT
2035-07-16
3.506000
6034000.00
5482624.31
Private Label Collateralized Mortgage Obligations
Y
2022-05-02
2022-05-02
2022-07-18
Y
JP MORGAN SECURITIES LLC
1.0000
91
N
N
N
0.0078
508339959.34
508339959.34
0.0069
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0S8T21
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBH7059
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
105927340.00
26517006.15
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK0913
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
68500000.00
30039110.85
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK3011
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.176000
18998901.00
16973838.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4775
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
77838374.00
31620668.25
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM6726
B1V7KEBTPIMZEU4LTD58
2047-10-01
2.461000
24279125.00
17684671.20
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU7103
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.000000
30612396.00
29734624.15
Agency Mortgage-Backed Securities
FNMS 02.000 CLBU7548
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
27724349.00
27062476.37
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1558
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.500000
60000000.00
22753876.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA5231
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.500000
40083307.00
26461144.61
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6360
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
17876557.00
15086532.24
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA7528
B1V7KEBTPIMZEU4LTD58
2050-10-01
2.500000
32329358.00
26620096.98
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB0044
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
32059806.00
29019794.66
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB0191
B1V7KEBTPIMZEU4LTD58
2051-04-01
3.000000
30411124.00
28041451.58
Agency Mortgage-Backed Securities
FNMS 02.000 CLCB2613
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.000000
20789472.00
20274582.11
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2286
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
27795680.00
27752657.09
Agency Mortgage-Backed Securities
FNMS 01.500 CLFM6097
B1V7KEBTPIMZEU4LTD58
2051-03-01
1.500000
6813471.00
6030674.75
Agency Mortgage-Backed Securities
FMAR 2B7399 G
S6XOOCT0IEG5ABCC6L87
2047-02-01
2.767000
78653940.00
16397359.91
Agency Mortgage-Backed Securities
FMAR 2B7923 G
S6XOOCT0IEG5ABCC6L87
2050-08-01
2.003000
19353654.00
12766205.37
Agency Mortgage-Backed Securities
04.000 FGPC G60084 G
S6XOOCT0IEG5ABCC6L87
2045-05-01
4.000000
99316882.00
24811701.95
Agency Mortgage-Backed Securities
04.500 FGPC G61823 G
S6XOOCT0IEG5ABCC6L87
2049-01-01
4.500000
82660864.00
30029996.58
Agency Mortgage-Backed Securities
FEPC 02.500 CLRA5921
S6XOOCT0IEG5ABCC6L87
2051-09-01
2.500000
29130286.00
28302459.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK2437
B1V7KEBTPIMZEU4LTD58
2042-02-01
4.000000
216356042.00
26610854.12
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK6756
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.500000
139680298.00
21563833.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLAQ9325
B1V7KEBTPIMZEU4LTD58
2043-01-01
3.500000
54116000.00
18603897.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS6195
B1V7KEBTPIMZEU4LTD58
2045-11-01
3.500000
30055776.00
13153661.61
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6484
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
61499895.00
25006767.51
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7614
B1V7KEBTPIMZEU4LTD58
2046-07-01
3.500000
58687427.00
27496078.86
Agency Mortgage-Backed Securities
FNMS 04.000 I4BF0265
B1V7KEBTPIMZEU4LTD58
2058-05-01
4.000000
40792192.00
29618751.48
Agency Mortgage-Backed Securities
FNAR XX.XXX WSBH4523
B1V7KEBTPIMZEU4LTD58
2047-04-01
1.987000
67053110.00
15586786.67
Agency Mortgage-Backed Securities
Y
2022-02-07
2022-02-07
2022-03-17
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0006
652000000.00
652000000.00
0.0089
N
N
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.055000%
549300QJJX6CVVUXLE15
0001317808
ARP0S97K3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-02-15
1.375000
23947600.00
38248257.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
16203600.00
22898639.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
39800600.00
40921817.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2049-02-15
3.000000
12282900.00
14743081.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
700.00
838.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-08-15
1.125000
100.00
84.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
13186100.00
11884717.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
1.375000
22784200.00
20112563.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-08-15
1.750000
100.00
94.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-15
0.625000
1165200.00
1469025.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-07-15
0.125000
5230200.00
6454349.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
1000.00
1007.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-28
1.125000
300.00
298.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-03-31
0.625000
400.00
380.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-05-31
0.500000
100.00
94.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-10-15
0.125000
25484400.00
28918035.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
200.00
187.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.875000
100.00
93.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-30
0.625000
100.00
94.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-06-30
1.250000
11327400.00
11002761.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-15
7.125000
900.00
988.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-04-15
3.625000
100.00
224.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
5.250000
6105400.00
7550243.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-02-15
4.625000
2751600.00
3882377.75
U.S. Treasuries (including strips)
Y
2022-02-07
2022-02-07
2022-02-25
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0006
204000000.00
204000000.00
0.0028
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.160000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0S9N25
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-11-25
3.349670
1171835.00
1157369.02
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-11-25
6.249670
33359.00
32830.18
Agency Collateralized Mortgage Obligation
ENTERPRISE FLEET FNC 2018-2 A-3 20240220 3.3
2024-02-20
3.340000
190000.00
108683.67
Asset-Backed Securities
EXETER AUTO REC TR 2020-3 B 20240916 0.7
2024-09-16
0.790000
25000.00
18866.96
Asset-Backed Securities
EXETER AUTO REC TR 2020-2 C 20250515 3.2
2025-05-15
3.280000
180000.00
182989.04
Asset-Backed Securities
AVIS BUDGT RENL FD LC 2020-2 A 20270220 2.0
IHXLB8SL0QWSSG2VG640
2027-02-20
2.020000
3050000.00
3043058.88
Asset-Backed Securities
DT AUTO OWNER TRUST 2020-2 E 20270615 7.1
2027-06-15
7.170000
835000.00
906899.90
Asset-Backed Securities
DT AUTO OWNER TR 2021-1 B 20250915 0.6
2025-09-15
0.620000
4507000.00
4479933.46
Asset-Backed Securities
DIAMOND CLO 2018-1 LTD C 20300722 FLT
2030-07-22
2.858860
630000.00
626110.31
Asset-Backed Securities
DISCOVER CARD EXE TR 2018-6 A 20260316 FLT
549300CKCX1QE4RUW216
2026-03-16
0.496290
2000000.00
2009336.43
Asset-Backed Securities
SANTANDER RETAIL AUTO 2019-C D 20240620 2.8
2024-06-20
2.880000
375000.00
379508.25
Asset-Backed Securities
SANTANDER DRIVE AUTO TR 2020-3 B 20250317 0.6
2025-03-17
0.690000
1000.00
1000.57
Asset-Backed Securities
SANTANDER DRIVE AUTO TR 2021-2 B 20250915 0.5
2025-09-15
0.590000
2000000.00
1992704.44
Asset-Backed Securities
SANTANDER DRIVE AUTO TR 2020-1 B 20241115 3.0
2024-11-15
3.030000
63000.00
54143.54
Asset-Backed Securities
SARANAC CLO III LTD
5493000LWP4BVD5LGS13
2030-06-22
2.564250
5500000.00
5488775.42
Asset-Backed Securities
SARANAC CLO VII LTD 2014-7R C-R 20291120 FLT
5493000RC2FP2JRHW627
2029-11-20
2.409630
6000000.00
5940032.35
Asset-Backed Securities
STACK INF ISSUER 2019-1 A-2 20440225 4.5
2044-02-25
4.540000
25000.00
24997.69
Asset-Backed Securities
DRIVE AUTO REC TR 2021-1 C 20270615 1.0
2027-06-15
1.020000
42000.00
41828.19
Asset-Backed Securities
DRYDEN CLO LTD 2019-75R2 A-R2 20340417 FLT
254900JFO9XUH2EREJ70
2034-04-17
1.281290
4150254.00
4155494.48
Asset-Backed Securities
DT AUTO OWNER TR 2020-3 B 20241216 0.9
2024-12-16
0.910000
35000.00
35003.73
Asset-Backed Securities
VERIZON OWNER TR 2019-B B 20231220 2.4
549300P0XXSIS1ESEJ26
2023-12-20
2.400000
7000.00
7083.44
Asset-Backed Securities
FLAGSHIP CREDIT AUTO TR 2019-4 B 20251117 2.5
2025-11-17
2.530000
1999000.00
2016881.94
Asset-Backed Securities
FOCUS BRANDS FDG LLC 2018-1 A-2 20481030 5.1
2048-10-30
5.184000
1593439.00
1598005.06
Asset-Backed Securities
AMMC CLO LTD 2020-23R A-1-R 20311017 FLT
549300ICO4ZE2FVC2Y46
2031-10-17
1.281290
3200000.00
3200648.60
Asset-Backed Securities
AMERICAN CR ACCP REC TR 2020-3 E 20260813 3.8
2026-08-13
3.880000
550000.00
565256.45
Asset-Backed Securities
AMERICREDIT AUTO REC TR 2021-1 A-3 20250818 0.3
2025-08-18
0.370000
1000.00
995.33
Asset-Backed Securities
ATLAS SENIOR LOAN FND 2019-14 D 20320720 FLT
2032-07-20
4.154000
538679.00
537014.09
Asset-Backed Securities
NYACK PARK CLO LTD 2021 A 20341020 FLT
2034-10-20
1.243750
4809963.00
4826659.58
Asset-Backed Securities
ONEMAIN FINL TR 2019-1 B 20310214 3.7
2031-02-14
3.790000
100000.00
100215.67
Asset-Backed Securities
PPM CLO 2019-3R LTD A-R 20340717 FLT
549300UEAJV6RALDS969
2034-07-17
1.331290
827711.00
828332.40
Asset-Backed Securities
CARVANA AUTO REC TR 2019-1 E 20260115 5.6
549300PQFD4GEYYTOY78
2026-01-15
5.640000
15400000.00
16116556.87
Asset-Backed Securities
CARVANA AUTO REC TR 2019-4 D 20250715 3.0
2025-07-15
3.070000
6320000.00
6452362.57
Asset-Backed Securities
CARVANA AUTO REC TR 2021-P4 A-2 20250410 0.8
2025-04-10
0.820000
187000.00
186546.40
Asset-Backed Securities
CARVANA AUTO REC TR 2021-P4 D 20280910 2.6
2028-09-10
2.610000
278000.00
273754.24
Asset-Backed Securities
GOLDEN TREE LN MGMT US 2021-11 A 20341020 FLT
2034-10-20
1.384000
22123563.00
22204889.22
Asset-Backed Securities
GREAT LAKES CLO LTD 2014-1R C-R 20291015 FLT
254900GKX01S4T3NFH46
2029-10-15
2.941290
1672875.00
1673798.65
Asset-Backed Securities
WESTLAKE AUTO REC TR 2020-2 C 20250715 2.0
2025-07-15
2.010000
566000.00
570938.54
Asset-Backed Securities
BCRED MML CLO LTD 2021-1 A 20350116 FLT
2035-01-16
1.809530
9152808.00
9176353.07
Asset-Backed Securities
BCRED MML CLO LTD 2021-1 A 20350116 FLT
2035-01-16
1.809530
3902179.00
3912217.13
Asset-Backed Securities
BELLEMEADE RE LTD 2019-4 M-1B 20291025 FLT
254900KXN235YISGF415
2029-10-25
2.107710
11752637.00
10054731.85
Asset-Backed Securities
CFG INVESTMENTS LIMITED 2021-1 A 20320520 4.7
549300C3OD89QRWQ1Y92
2032-05-20
4.700000
2000000.00
2028790.22
Asset-Backed Securities
CFG INVESTMENTS LIMITED 2021-1 B 20320520 5.8
549300C3OD89QRWQ1Y92
2032-05-20
5.820000
1755000.00
1794860.14
Asset-Backed Securities
CIG AUTO REC TR 2019-1 C 20240815 3.8
2024-08-15
3.820000
1750000.00
1769779.86
Asset-Backed Securities
CIFC FDG 2014-IV-R LTD / CIFC FDG 2014-IV-R LLC
5493006JGTCIL6LCS728
2035-01-17
1.643770
2322167.00
2314065.26
Asset-Backed Securities
HALCYON LN ADV FDG 2014-3R C-1-R 20251022 FLT
549300NL4H585I318G08
2025-10-22
2.908860
1000000.00
1000055.61
Asset-Backed Securities
HOME RE 2021-1 LTD M-1C 20330725 FLT
2033-07-25
2.407710
4296294.00
4330510.91
Asset-Backed Securities
CSMC TR 2021-INV2 A-11 20561125 FLT
2056-11-25
0.900000
10616480.00
10123315.32
Asset-Backed Securities
LENDMARK FUNDING TRUST 2020-2 C 20310421 0.0
2031-04-21
4.300000
397000.00
415896.76
Asset-Backed Securities
WORLD OMNI AUTO TR 2018-B A-3 20230717 2.8
2023-07-17
2.870000
30000.00
1273.08
Asset-Backed Securities
WORLD OMNI AUTO TR 2018-B A-3 20230717 2.8
2023-07-17
2.870000
4000.00
169.74
Asset-Backed Securities
WORLD OMNI AUTO RECV TR 2019-A A-3 20240515 3.0
2024-05-15
3.040000
3000.00
844.11
Asset-Backed Securities
MONROE CAP MML CLO 2021-12 A-1 20330915 FLT
2033-09-15
1.615750
1101187.00
1109708.64
Asset-Backed Securities
TELOS CLO LTD 2014-5R C-R 20280417 FLT
5493001KXOX6VRHBB435
2028-04-17
2.391290
1250000.00
1251079.40
Asset-Backed Securities
TOYOTA AUTO RECV OWN TR 2018-C A-3 20221215 3.0
2022-12-15
3.020000
3000.00
14.53
Asset-Backed Securities
VENTURE 32 CLO 2018-32 B 20310718 FLT
549300UP09C89Q3HWD39
2031-07-18
1.891290
4700315.00
4705687.30
Asset-Backed Securities
WESTLAKE AUTORECV TR 2019-3 D 20241115 2.7
2024-11-15
2.720000
4000000.00
4061067.56
Asset-Backed Securities
GLS AUTO RECV ISSUER 2020-3 C 20250515 1.9
2025-05-15
1.920000
55000.00
55258.52
Asset-Backed Securities
GM FIN REV REC TR 2021-1 A 20340612 1.1
2034-06-12
1.170000
1280000.00
1241276.16
Asset-Backed Securities
SERVPRO MASTER LLC 2022-1 A-2 20520125 3.1
2052-01-25
3.127000
2951000.00
2950473.08
Asset-Backed Securities
SHELL INTERNATIONAL FIN BV GLBL NT 3%51
213800ITMMKU4Z7I4F78
2051-11-26
3.000000
2000.00
1913.27
Corporate Debt Securities
SHERWIN WILLIAMS CO SR GLBL NT3.8%49
Z15BMIOX8DDH0X2OBP21
2049-08-15
3.800000
51000.00
55351.94
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 26
5493008B6JBRUJ90QL97
2026-03-01
5.250000
4000.00
4484.50
Corporate Debt Securities
GLOBAL PMTS INC GLBL NT 2.9%31
549300NOMHGVQBX6S778
2031-11-15
2.900000
79000.00
77791.17
Corporate Debt Securities
GE CAPITAL INTERNATIONAL FDG FR 4.418%111535
549300G6UZOB126GBY72
2035-11-15
4.418000
218000.00
249107.92
Corporate Debt Securities
VIACOMCBS INC SR DEB 7.875%23
5KYC8KF17ROCY24M3H09
2023-09-01
7.875000
4663000.00
5266916.79
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 41
2S72QS2UO2OESLG6Y829
2041-09-03
2.850000
1519000.00
1438655.03
Corporate Debt Securities
V F CORP SR GLBL NT2.4%25
CWAJJ9DJ5Z7P057HV541
2025-04-23
2.400000
4000.00
4087.53
Corporate Debt Securities
VALE OVERSEAS LTD SR NT 6.875%39
254900BA3U6G5DNV5V04
2039-11-10
6.875000
1483000.00
1937209.94
Corporate Debt Securities
VALERO ENERGY CORP 4%29
549300XTO5VR8SKV1V74
2029-04-01
4.000000
50000.00
53657.67
Corporate Debt Securities
TRANSCANADA TRUST SUB COCO 79
549300Y0MFCAXLBWUV51
2079-09-15
5.500000
1076000.00
1152156.89
Corporate Debt Securities
MORGAN STANLEY FR 4.431%012330
IGJSJL3JD5P30I6NJZ34
2030-01-23
4.431000
667000.00
737518.35
Corporate Debt Securities
BECTON DICKINSON & CO SR NT 3.7%27
ICE2EP6D98PQUILVRZ91
2027-06-06
3.700000
2000000.00
2134865.56
Corporate Debt Securities
SYSCO CORP CR SEN SR GLBL30
5RGWIFLMGH3YS7KWI652
2030-04-01
5.950000
100000.00
123275.33
Corporate Debt Securities
YALE UNIV MTN BE SR GLBL 2020A 50
9SFB6DIM0FRWV0EV8S84
2050-04-15
2.402000
70000.00
66265.68
Corporate Debt Securities
CREDIT AGRICOLE S A ALT TIER I PERP
969500TJ5KRTCJQWXH05
2099-12-31
8.125000
1368000.00
1594829.03
Corporate Debt Securities
LEGG MASON INC SR GLBL NT 44
OWUNCC6U1ZJXMZKFBJ36
2044-01-15
5.625000
48000.00
62913.60
Corporate Debt Securities
CALIFORNIA INSTITUTE OF TECH -2019 BD 3.65%19
549300CITPNHOTVPHC04
2119-09-01
3.650000
5000.00
5266.59
Corporate Debt Securities
MORGAN STANLEY FXD/FLTG 29
IGJSJL3JD5P30I6NJZ34
2029-01-24
3.772000
74000.00
78341.09
Corporate Debt Securities
MYLAN INC 5.2%48
30ZMPDNA1RHIBH89C294
2048-04-15
5.200000
300000.00
354870.33
Corporate Debt Securities
NATIONWIDE FINL SVCS INC EXT JR SB GLBL87
5493001H7AZNDS6BKJ36
2087-05-15
6.750000
1695000.00
2036966.25
Corporate Debt Securities
WESTPAC BKG CORP GLBL NT 2.15%31
EN5TNI6CI43VEPAMHL14
2031-06-03
2.150000
60000.00
58515.83
Corporate Debt Securities
WESTROCK CO SR NT 3.375%27
549300JEB576INN13W07
2027-09-15
3.375000
100000.00
105820.00
Corporate Debt Securities
ELI LILLY & CO SR GLBL NT 49
FRDRIPF3EKNDJ2CQJL29
2049-03-15
3.950000
895000.00
1050186.04
Corporate Debt Securities
LOEWS CORP SR GLBL NT 26
R8V1FN4M5ITGZOG7BS19
2026-04-01
3.750000
50000.00
54003.50
Corporate Debt Securities
MASS INST TECH MTN BE -C BD 4.678%14
DLZO3A31IADZ27B62557
2114-07-01
4.678000
33000.00
45056.82
Corporate Debt Securities
MASS INST TECH MTN BE SR -E BD3.885%16
DLZO3A31IADZ27B62557
2116-07-01
3.885000
5000.00
5833.59
Corporate Debt Securities
MAYO CLINIC SR GLBL SINK 61
5493001OHMD58DCY4635
2061-11-15
3.196000
450000.00
468849.20
Corporate Debt Securities
MERCK & CO INC SR NT 2.75%25
4YV9Y5M8S0BRK1RP0397
2025-02-10
2.750000
3000.00
3126.70
Corporate Debt Securities
MICROSOFT CORP GLBL NT 2.675%60
INR2EJN1ERAN0W5ZP974
2060-06-01
2.675000
95000.00
86376.69
Corporate Debt Securities
MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27
2027-06-20
6.500000
31.00
33.07
Corporate Debt Securities
INVESCO FINANCE PLC SR NT 3.125%22
549300OYQ3LAJYXXO449
2022-11-30
3.125000
2000.00
2047.06
Corporate Debt Securities
JACKSON FINANCIAL INC SR GLBL 144A 31
213800WXW2KG1N4CO374
2031-11-23
3.125000
2249000.00
2216058.40
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 47
549300G0CFPGEF6X2043
2047-03-03
3.750000
60000.00
68317.60
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT3.5%4
549300G0CFPGEF6X2043
2048-01-15
3.500000
28000.00
30352.16
Corporate Debt Securities
KAISER FNDTN HOSP/HLTH MTN BE SR -2017 BD 27
DW4Z57L3G4IRMHYZYK62
2027-05-01
3.150000
25000.00
26335.88
Corporate Debt Securities
KEURIG DR PEPPER INC SR GLBL NT 28
DYTQ8KRTKO7Y2BVU5K74
2028-05-25
4.597000
761000.00
848102.41
Corporate Debt Securities
BLACKROCK INC GLBL NT 1.9%31
549300LRIF3NWCU26A80
2031-01-28
1.900000
49000.00
46570.01
Corporate Debt Securities
BLACKSTONE SECD LENDING FD SR GLBL NT 26
549300KM7KWQHVBNH962
2026-09-16
2.750000
12000.00
11907.39
Corporate Debt Securities
BP CAP MKTS AMER INC SR GLBL NT 28
5493009NTB34VXE1T760
2028-09-21
3.937000
4000.00
4378.11
Corporate Debt Securities
BPCE S A SUB 144A NT 32
9695005MSX1OYEMGDF46
2032-10-19
3.116000
5000000.00
4870310.56
Corporate Debt Securities
BK OF AMERICA CORP PERP GLBL -RR NT
9DJT3UXIJIZJI4WXO774
2500-12-31
4.375000
2604000.00
2576603.75
Corporate Debt Securities
BANK NOVA SCOTIA B C ALT TIER I PERP
L3I9ZG2KFGXZ61BMYR72
2099-12-31
4.900000
928000.00
974639.73
Corporate Debt Securities
BAYLOR SCOTT & WHITE HLDGS SR SEC GLBL 50
549300JQDKSBWYRGGV95
2050-11-15
2.839000
90000.00
85921.51
Corporate Debt Securities
WESTPAC BKG CORP GLBL NT 1.15%26
EN5TNI6CI43VEPAMHL14
2026-06-03
1.150000
36000.00
34843.06
Corporate Debt Securities
HSBC HLDGS PLC ALT TIER I COCO
MLU0ZO3ML4LN2LL2TL39
2099-12-31
6.000000
1190000.00
1262986.67
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 32
784F5XWPLTWKTBV3E584
2032-10-21
2.650000
1000.00
971.61
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 33
784F5XWPLTWKTBV3E584
2033-02-24
3.102000
1547000.00
1552171.88
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL DEB 28
2028-04-15
6.940000
7997000.00
9908158.60
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 1.1%091427
EDBQKYOPJUCJKLOJDE72
2027-09-14
1.100000
1000.00
951.77
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 30
6SHGI4ZSSLCXXQSBB395
2030-03-20
3.980000
21000.00
22739.91
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 42
6SHGI4ZSSLCXXQSBB395
2042-11-03
2.904000
1000.00
943.16
Corporate Debt Securities
CITIGROUP INC FR 10%042933
6SHGI4ZSSLCXXQSBB395
2033-04-29
0.00
1000.00
743.99
Corporate Debt Securities
AUSTRALIA & NEW ZEALAN ALT TIER I PERP
JHE42UYNWWTJB8YTTU19
2099-12-31
6.750000
1551000.00
1744390.31
Corporate Debt Securities
AUSTRALIA & NEW ZEALAN ALT TIER I PERP
JHE42UYNWWTJB8YTTU19
2099-12-31
6.750000
1238000.00
1392363.12
Corporate Debt Securities
AMGEN INC SR GLBL NT 24
62QBXGPJ34PQ72Z12S66
2024-05-22
3.625000
43000.00
45130.99
Corporate Debt Securities
AMERICAN INTL GROUP INC SR GLBL NT3.4%30
ODVCVCQG2BP6VHV36M30
2030-06-30
3.400000
2098000.00
2207774.35
Corporate Debt Securities
AMEREN CORP SR GLBL NT3.5%31
XRZQ5S7HYJFPHJ78L959
2031-01-15
3.500000
3169000.00
3325566.21
Corporate Debt Securities
AMEREN ILL CO SR SEC GLBL NT46
RC71E2BZ6UOMFPDJSE79
2046-03-15
4.150000
48000.00
56110.45
Corporate Debt Securities
AT&T INC 4.35%29
549300Z40J86GGSTL398
2029-03-01
4.350000
546000.00
609753.69
Corporate Debt Securities
AT&T INC SR GLBL NT3.8%2
549300Z40J86GGSTL398
2027-02-15
3.800000
1000.00
1079.50
Corporate Debt Securities
AIR LEASE CORP FR 2.875%011532
5493004NW4M4P8TMMK63
2032-01-15
2.875000
30000.00
28382.02
Corporate Debt Securities
FORD FNDTN SR -2020 BD 70
54930013YZ3DULPNNT44
2070-06-01
2.815000
10000.00
9832.62
Corporate Debt Securities
VISA INC SR GLBL NT 47
549300JZ4OKEHW3DPJ59
2047-09-15
3.650000
100000.00
109967.89
Corporate Debt Securities
WALMART INC SR NT 6.5%37
Y87794H0US1R65VBXU25
2037-08-15
6.500000
2016000.00
3029729.92
Corporate Debt Securities
WELLS FARGO & CO FR 2.164%021126
PBLD0EJDB5FWOLXP3B76
2026-02-11
2.164000
6000.00
6057.29
Corporate Debt Securities
DUKE ENERGY CORP NEW SR GLBL NT0.9%25
I1BZKREC126H0VB1BL91
2025-09-15
0.900000
78000.00
74912.76
Corporate Debt Securities
DUKE ENERGY CAROLINAS LLC 1M GLBL BD3.2%49
MWIUSDMN17TCR56VW396
2049-08-15
3.200000
84000.00
84580.07
Corporate Debt Securities
DUKE UNIVERSITY SR GLBL SINK 55
FY5ICUIRRDCHN4HHL592
2055-10-01
2.832000
5000.00
4969.35
Corporate Debt Securities
DUKE ENERGY IND LLC 1M GLBL ZZZ BD50
6URPHM2EAWGJ2C6ISB97
2050-04-01
2.750000
2000.00
1809.97
Corporate Debt Securities
ENABLE MIDSTREAM PARTNERS LP SR GLBL NT3.9%24
MTLVN9N7JE8MIBIJ1H73
2024-05-15
3.900000
3000.00
3128.77
Corporate Debt Securities
ENTERGY CORP NEW SR GLBL NT0.9%25
4XM3TW50JULSLG8BNC79
2025-09-15
0.900000
2000.00
1918.00
Corporate Debt Securities
STANFORD HEALTH CARE SR GLBL -2020 30
5493005311WCPXQGDG42
2030-08-15
3.310000
3000.00
3230.14
Corporate Debt Securities
STERIS IRISH FINCO UNLIMITED SR GLBL NT 51
2051-03-15
3.750000
897000.00
935828.14
Corporate Debt Securities
STIFEL FINL CORP SR GLBL NT 4%30
549300E5F07FE5GHJX84
2030-05-15
4.000000
4000.00
4304.38
Corporate Debt Securities
DOMINION ENERGY INC JR SB GLBL -A 54
ILUL7B6Z54MRYCF6H308
2054-10-01
5.750000
1254000.00
1344033.02
Corporate Debt Securities
SCHWAB CHARLES CORP ALT TIER I PERP
549300VSGCJ7E698NM85
2500-12-31
5.375000
58000.00
62579.58
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR NT 4.75%44
1HNPXZSMMB7HMBMVBS46
2044-02-15
4.750000
1857000.00
1872696.81
Corporate Debt Securities
PACIFICORP 4.15%50
SGY07Y7FNYBNLM6Z1M11
2050-02-15
4.150000
2000.00
2304.87
Corporate Debt Securities
PENSKE TRUCK LEASING CO L P SR GLBL 144A 22
2022-07-11
4.875000
539000.00
549692.86
Corporate Debt Securities
PFIZER INC SR GLBL NT 46
765LHXWGK1KXCLTFYQ30
2046-12-15
4.125000
6345000.00
7446941.44
Corporate Debt Securities
PHILIP MORRIS INTL INC SR NT 4.875%43
HL3H1H2BGXWVG3BSWR90
2043-11-15
4.875000
2000.00
2338.92
Corporate Debt Securities
PRECISION CASTPARTS CORP SR GLBL NT 25
0XOOAY5P5J7Q734SEC89
2025-06-15
3.250000
11000.00
11524.73
Corporate Debt Securities
REALTY INCOME CORP SR GLBL NT 28
549300CUWDAUZSH43859
2028-01-15
3.650000
8000.00
8501.46
Corporate Debt Securities
SB CAPITAL SA SR GLBL 9 144A22
222100YFG9QVABDS2B03
2022-02-07
6.125000
2000000.00
2054728.06
Corporate Debt Securities
SANDS CHINA LTD CR SEN SR GLBL28
549300EVO6UZDGY05787
2028-08-08
5.400000
363000.00
383611.14
Corporate Debt Securities
NATIONWIDE FINL SVCS INC EXT JR SB GLBL87
5493001H7AZNDS6BKJ36
2087-05-15
6.750000
998000.00
1199346.50
Corporate Debt Securities
CROWN CASTLE INTL CORP SR GLBL NT3.7%26
54930012H97VSM0I2R19
2026-06-15
3.700000
289000.00
304056.26
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT 28
51M0QTTNCGUN7KFCFZ59
2028-10-15
4.150000
59000.00
65551.92
Corporate Debt Securities
COMCAST CORP NEW GLBL NT 3.45%50
51M0QTTNCGUN7KFCFZ59
2050-02-01
3.450000
2000.00
2032.80
Corporate Debt Securities
FNMA CONN AVE SECS 2014-C03 1M-2 20240725 FLT
B1V7KEBTPIMZEU4LTD58
2024-07-25
3.107710
24681176.00
8577394.82
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 1M-2 20280425 FLT
B1V7KEBTPIMZEU4LTD58
2028-04-25
5.807710
521761.00
234247.72
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
B1V7KEBTPIMZEU4LTD58
2028-04-25
5.657710
668000.00
241248.98
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1B-1 20290725 FLT
B1V7KEBTPIMZEU4LTD58
2029-07-25
5.857710
1059843.00
1196878.88
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-2 20300725 FLT
B1V7KEBTPIMZEU4LTD58
2030-07-25
2.357710
108000.00
76815.82
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R02 1B-1 20310825 FLT
2031-08-25
4.257710
843000.00
862618.82
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R03 1B-1 20310925 FLT
2031-09-25
4.207710
992140.00
1015219.44
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R04 2B-1 20390627 FLT
2039-06-27
5.357710
277882.00
285560.70
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2021-R03 1B-2 20411226 FLT
2041-12-26
5.549670
1155123.00
1109552.18
Private Label Collateralized Mortgage Obligations
NOMURA ASSET ALT LN 2007-1 II-A-1 20370425 FLT
2037-04-25
0.367710
4228335.00
327119.81
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
S6XOOCT0IEG5ABCC6L87
2024-04-25
3.707710
4182401.00
2232819.12
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 B-1 20291025 FLT
S6XOOCT0IEG5ABCC6L87
2029-10-25
5.257710
5592970.00
6083833.01
Private Label Collateralized Mortgage Obligations
FLAGSTAR MTG TR 2020-2 A-2 20500825 FLT
2050-08-25
3.000000
58.00
19.22
Private Label Collateralized Mortgage Obligations
VERUS SECUR TR 2021-R1 B-1 20631025 FLT
2063-10-25
3.195000
1199911.00
1194462.80
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA1 M-2 20490125 FLT
5493007222WHFWMBOC78
2049-01-25
2.757710
321000.00
288082.37
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
549300L8K4CLYS7FCQ06
2030-12-26
3.807710
579000.00
601073.58
Private Label Collateralized Mortgage Obligations
CWALT INC 2006-OA11 A-1C 20460925 FLT
2046-09-25
0.607710
271970.00
205827.98
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-22 2-A-3 20370925 6.0
2037-09-25
6.000000
729128.00
65398.06
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2019-RP1 B-3 20660125 FLT
2066-01-25
4.000000
100000.00
89796.73
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ALT-A 2007-1 I-A-1 20470125 FLT
2047-01-25
0.427710
36634027.00
2563958.23
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ALT-A 2006-8 I-A-1 20460625 FLT
2046-06-25
0.427710
9569267.00
589531.69
Private Label Collateralized Mortgage Obligations
BEAR STEARNS MTG FDG 2007-AR4 IIA-2A 20370625 FLT
2037-06-25
0.347710
1214528.00
173526.37
Private Label Collateralized Mortgage Obligations
CSMC 2020-NQM1 B-1 20650525 FLT
2065-05-25
4.462000
139683.00
139994.96
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2019-LTV3 B-5 20500325 FLT
2050-03-25
4.363110
1299467.00
1239030.09
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2019-LTV3 B-6 20500325 FLT
2050-03-25
4.128780
3445349.00
2472880.15
Private Label Collateralized Mortgage Obligations
LEHMAN XS TRUST 2007-6 3-A4 20370525 FLT
2037-05-25
4.451760
43034.00
23897.41
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET ADJ 2004-18 M 20341225 FLT
2034-12-25
0.637710
10180000.00
2771798.24
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN1 M-3 20240226 FLT
S6XOOCT0IEG5ABCC6L87
2024-02-26
4.607710
5255907.00
3618836.80
Private Label Collateralized Mortgage Obligations
GSAA HEQ TR 2006-16 A-1 20361027 FLT
2036-10-27
0.227710
29738915.00
836506.52
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA6 B-1 20411025 FLT
2041-10-25
3.449670
1000000.00
990952.94
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA6 B-2 20411025 FLT
2041-10-25
7.549670
1865360.00
1846876.67
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA7 B-1 20411125 FLT
S6XOOCT0IEG5ABCC6L87
2041-11-25
3.699670
8607982.00
8557122.70
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA7 B-2 20411125 FLT
S6XOOCT0IEG5ABCC6L87
2041-11-25
7.849670
1726158.00
1723084.19
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2021-HQA4 B-2 20411226 FLT
2041-12-26
7.049670
1957660.00
1911224.20
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-HQA2 B-1 20490426 FLT
549300NKHCH87PYOHD44
2049-04-26
4.207710
4675793.00
4760084.85
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA4 B-2 20491025 FLT
2049-10-25
6.357710
2787956.00
2814345.73
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-HQA1 B-2 20500125 FLT
549300TCRXCIFPAC3B85
2050-01-25
5.207710
5900000.00
5751986.41
Private Label Collateralized Mortgage Obligations
FHLMC REMIC 2020-HQA4 B-1 20500926 FLT
2050-09-26
5.357710
6744377.00
7106219.24
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA4 B-1 20500825 FLT
2050-08-25
6.107710
702820.00
740162.90
Private Label Collateralized Mortgage Obligations
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-05-15
3.375000
100.00
122.25
U.S. Treasuries (including strips)
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0016
269000000.00
269000000.00
0.0037
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.220000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0S9N58
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
KKR CLO 10 LTD 2014-10R E-R 20290917 FLT
549300N7FISC1W1QKR21
2029-09-17
6.702750
505000.00
504894.36
Asset-Backed Securities
LCM XVI LTD 2014-16R E-R2 20311015 FLT
549300RB1XGNK3FHRH35
2031-10-15
6.621290
3400000.00
3193011.47
Asset-Backed Securities
LCM XIX LIMITED PARTNERSHIP E-2 20270715 FLT
549300PYL1KC7BYM8G75
2027-07-15
5.941290
3000000.00
2949076.40
Asset-Backed Securities
LENDMARK FDG TRUST 2021-2 D 20320420 4.4
2032-04-20
4.460000
1500000.00
1484915.67
Asset-Backed Securities
MAN GLG US CLO 2021-1 LTD
2034-07-15
7.631290
3500000.00
3430965.10
Asset-Backed Securities
MARBLE POINT CLO XII LTD E 20310716 FLT
6354001RDKFQVFWCL963
2031-07-16
6.241290
1300000.00
1221156.04
Asset-Backed Securities
MARINER FIN ISSUANCE TR 2021-B E 20361120 4.6
2036-11-20
4.680000
1975000.00
1945969.48
Asset-Backed Securities
MONROE CAPITAL MML LTD 2021-11 E 20330520 FLT
549300JM3KC77XXZOT62
2033-05-20
8.699630
3000000.00
3036737.84
Asset-Backed Securities
MONR CAP CLO VIII LTD 2019-8R E-R 20331122 FLT
254900CN59JSSABI7X69
2033-11-22
8.519630
1500000.00
1485008.92
Asset-Backed Securities
MONROE CAP MML CLO LTD 2020-10 E 20310820 FLT
254900N1X9F88IDW7908
2031-08-20
9.009630
3025000.00
3070310.64
Asset-Backed Securities
MONROE CAP MML CLO 2021-12 E 20330915 FLT
2033-09-15
7.965750
2000000.00
1974553.29
Asset-Backed Securities
NATIONAL COLL ST LN TR 2005-2 A-5-1 20330625 FLT
635400WP3MSHUIUNQS85
2033-06-25
0.477710
28172000.00
12604161.96
Asset-Backed Securities
RADNOR 2020-2 LTD B-1 20301025 FLT
2030-10-25
7.707710
3250000.00
3325067.26
Asset-Backed Securities
SAPPHIRE AVIATION FIN 2018-1 B 20401215 5.9
2040-12-15
5.926000
2000000.00
914752.94
Asset-Backed Securities
NOMURA HEQ LN TR 2006-HE3 II-A-4 20360725 FLT
2036-07-25
0.387710
3500000.00
3273489.16
Asset-Backed Securities
NORTHWOODS CAP XI B LTD
5493005SOJ8F7B634862
2031-04-19
6.048000
2483838.00
2235717.49
Asset-Backed Securities
OCP CLO 2014-6R D-R 20301017 FLT
2549001TBA76KDJQIQ68
2030-10-17
6.759140
5261276.00
5217085.49
Asset-Backed Securities
OAKTREE CLO 2018 1 LTD
2030-10-20
6.404000
1500000.00
1452415.17
Asset-Backed Securities
OAKTOWN RE 2021-6 LTD M-2 20331025 FLT
2033-10-25
3.999670
13522534.00
13697834.88
Asset-Backed Securities
OCEAN TRAILS CLO 2020-8R E-R 20340717 FLT
6354007VXPN9E9WVUW39
2034-07-17
7.691290
2395607.00
2316114.56
Asset-Backed Securities
ABPCI DRCT LENDING FND 2017-2R E-R 20320420 FLT
2032-04-20
7.854000
3000000.00
2895479.50
Asset-Backed Securities
AIM AVIATION FIN LTD 2015 A-1 20400215 FLT
2040-02-15
4.213000
118957000.00
45285438.32
Asset-Backed Securities
AMMC CLO XI LTD 2012-11R2 E-R2 20310430 FLT
5493004OOK6VXHQ8DQ60
2031-04-30
5.931630
1000000.00
940180.00
Asset-Backed Securities
AMER AIRLINES PT TR 2016-1 B 20250715 5.2
2025-07-15
5.250000
2993000.00
1522409.49
Asset-Backed Securities
AMER AIRLINES PT TR 2015-2 B 20250322 4.4
2025-03-22
4.400000
3238000.00
1737374.89
Asset-Backed Securities
AMER AIRLINES PT TR 2015-2 B 20250322 4.4
2025-03-22
4.400000
1462000.00
784447.83
Asset-Backed Securities
APEX CREDIT CLO 2017-2 LTD E 20290920 FLT
2029-09-20
6.933630
1789000.00
1742466.74
Asset-Backed Securities
APEX CREDIT CLO 2018-1 LTD E 20310425 FLT
2031-04-25
5.907710
3375000.00
3042308.09
Asset-Backed Securities
ARES XXXVII CLO LTD 15-37R D-R 20301015 FLT
635400YF4AHA6NB2CU53
2030-10-15
6.391290
250000.00
241374.49
Asset-Backed Securities
ARES CLO LTD 2016-39R E-R 20310418 FLT
5493005YAOTYJUJV3S58
2031-04-18
6.941290
3000000.00
2983969.73
Asset-Backed Securities
ATLAS SR LN FD XI LTD
635400RPGP64VI1SZW03
2031-07-26
6.017140
3817000.00
3474598.74
Asset-Backed Securities
BARINGS CLO LTD 2013-I ER 20280120 FLT
54930079SUKCXYW8DR07
2028-01-20
5.454000
514000.00
497267.50
Asset-Backed Securities
BELLEMEADE RE 2021-2 LTD M-2 20310625 FLT
2031-06-25
2.949670
12895959.00
12646301.12
Asset-Backed Securities
BIRCH GROVE CLO LTD 2019 E 20310616 FLT
2031-06-16
6.972750
1595085.00
1592235.08
Asset-Backed Securities
CFIP CLO LTD 2013-1R E-R 20290420 FLT
5493003ORZILO44YJI07
2029-04-20
6.904000
1100000.00
1091320.51
Asset-Backed Securities
CFIP CLO LTD 2014-1R E-R 20290713 FLT
549300MKTOFNTIBVKV67
2029-07-13
6.844430
2386000.00
2368730.64
Asset-Backed Securities
CIFC FDG LTD 2014-IIR B-2 20300424 FLT
549300O8WGQU5B6HEB94
2030-04-24
5.948860
1333000.00
1286927.15
Asset-Backed Securities
CIFC FUNDING 2020-4 LTD E 20340115 FLT
2034-01-15
7.091290
2500000.00
2493926.86
Asset-Backed Securities
COLT MTG LN TR 2021-6 B-1 20661227 FLT
2066-12-27
4.224550
3250000.00
3201332.74
Asset-Backed Securities
CARLYLE GLB MKT STRTG 2015-1R2 E-R 20310721 FLT
2031-07-21
7.194000
7168500.00
7222401.15
Asset-Backed Securities
CARLYLE US CLO 2017-3 LTD D 20290720 FLT
2029-07-20
6.364000
1750000.00
1641542.97
Asset-Backed Securities
CATAMARAN CLO 2018-1 E 20311027 FLT
2031-10-27
6.627710
1500000.00
1477694.43
Asset-Backed Securities
CEDAR FNDG X CLO LTD 2019-10R E-R 20321020 FLT
2032-10-20
6.754000
3479295.00
3448724.95
Asset-Backed Securities
DIAMOND INFRASTRUCTURE FUNDING C 20490415 3.4
2049-04-15
3.475000
3000000.00
2914181.42
Asset-Backed Securities
DRYDEN 43 SR LN FD
5493002P75UIPU4MC757
2034-04-20
6.654000
3300000.00
3268957.45
Asset-Backed Securities
PIKES PEAK CLO 2020-5 E 20330420 FLT
2033-04-20
6.954000
2000000.00
1978869.67
Asset-Backed Securities
RADNOR RE LTD 2021-2 M-1B 20311125 FLT
2031-11-25
3.749670
3000000.00
3069719.83
Asset-Backed Securities
TICP CLO I 2 LTD
2028-04-26
6.037140
1146000.00
1115606.35
Asset-Backed Securities
TRALEE CLO IV LTD / TRALEE CLOIV LLC
549300TO44EYB43F5661
2030-01-20
6.354000
2373000.00
2158009.76
Asset-Backed Securities
TRESTLES CLO II LTD 2018-2 D 20310725 FLT
6354005OLPZ8XONXGL10
2031-07-25
6.007710
2060000.00
2030462.25
Asset-Backed Securities
VENTURE XXIV CLO 2016-24 E 20281020 FLT
549300EDZDHKTKE7JV77
2028-10-20
6.974000
2154000.00
2066269.61
Asset-Backed Securities
VENTURE XXIX CLO 2017-29 E 20300909 FLT
549300ITFR7G25007V93
2030-09-09
6.406000
2050000.00
1882621.03
Asset-Backed Securities
VENTURE 2021-42 CLO LTD E 20340417 FLT
5493005OM8P21GK6YE73
2034-04-17
7.541290
3000000.00
2955099.73
Asset-Backed Securities
VOYA CLO LTD 2015-2R E-R 20270723 FLT
5493008LKHQG3J8X7O71
2027-07-23
5.658860
1528000.00
1458919.63
Asset-Backed Securities
VOYA CLO 2020-3 LTD
2034-10-20
6.654000
2264431.00
2248360.71
Asset-Backed Securities
WHITEBOX CLO LTD 2021-3 E 20341016 FLT
2034-10-16
6.970930
1667000.00
1687692.69
Asset-Backed Securities
ZAIS CLO LTD 2018-09 E 20310721 FLT
549300GT2U4OLB9UL559
2031-07-21
6.704000
2750000.00
2274328.22
Asset-Backed Securities
BENEFIT ST PRT CLO IX 2016-9R E-R 20310721 FLT
2031-07-21
5.954000
957000.00
910211.58
Asset-Backed Securities
MONROE CAPITAL MML LTD 2021-11 E 20330520 FLT
549300JM3KC77XXZOT62
2033-05-20
8.699630
1000000.00
1001205.00
Asset-Backed Securities
VENTURE 31 CLO 2018-31 E 20310420 FLT
549300WIVX6V4NHW6X79
2031-04-20
5.564000
1245000.00
1100779.34
Asset-Backed Securities
Z CAP CR PRNTS CLO 2015-1 E 20270716 FLT
2027-07-16
6.211290
2702737.00
2473606.97
Asset-Backed Securities
ELMWOOD CLO VI LTD 2020-6R E-R 20341020 FLT
2034-10-20
6.754000
1500000.00
1474670.58
Asset-Backed Securities
GSAMP TRUST 2004-AR1 M-4 20340625 FLT
2034-06-25
1.982710
15500000.00
1290145.72
Asset-Backed Securities
GSAMP TRUST 2006-SD2 A-3 20360525 FLT
2036-05-25
0.807710
11123000.00
5065944.54
Asset-Backed Securities
HOME RE 2020-1 LIMITED B-1 20301025 FLT
2030-10-25
7.107710
1100000.00
1128720.58
Asset-Backed Securities
ICG US CLO 2015-2R LTD D 20330118 FLT
25490037AMBNS8P47972
2033-01-18
7.231290
1104120.00
1058631.69
Asset-Backed Securities
SAXON ASSET SEC CO 2004-2 MV-1 20350825 FLT
2035-08-25
0.977710
2640000.00
726427.30
Asset-Backed Securities
SITKA HLDGS LLC SR SEC GLBL 26
2026-07-06
5.250000
1505000.00
1534159.38
Corporate Debt Securities
JP MORGAN MTG TR 2019-INV3 B-6 20500525 FLT
2050-05-25
4.333030
190385.00
134202.64
Private Label Collateralized Mortgage Obligations
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0022
193000000.00
193000000.00
0.0026
N
Y
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 0.170000%
549300LCO2FLSSVFFR64
0000050916
ARP0S9NW9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ALIMENTATION COUCHE-TARD INC SR GLBL 144A 50
549300OSW32RVX8CCZ87
2050-01-25
3.800000
3222000.00
3305235.00
Corporate Debt Securities
ALTRIA GROUP INC CR SEN SR GLBL39
XSGZFLO9YTNO9VCQV219
2039-02-06
10.200000
5878000.00
9672327.37
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT3.4%41
XSGZFLO9YTNO9VCQV219
2041-02-04
3.400000
141000.00
123559.24
Corporate Debt Securities
AMERICAN ELEC PWR INC SR GLBL -K NT 30
1B4S6S7G0TW5EE83BO58
2030-03-01
2.300000
1490000.00
1444008.67
Corporate Debt Securities
AMERICAN EXPRESS CO SR 144A NT3.3%27
R4PP93JZOLY261QX3811
2027-05-03
3.300000
1019000.00
1072942.46
Corporate Debt Securities
AMGEN INC SR GLBL NT 3%52
62QBXGPJ34PQ72Z12S66
2052-01-15
3.000000
2516000.00
2281013.99
Corporate Debt Securities
ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46
2046-02-01
4.900000
2033000.00
2453993.64
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC FR 4%041328
549300CRGMZK3K53BF92
2028-04-13
4.000000
3926000.00
4293866.20
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 40
549300CRGMZK3K53BF92
2040-06-01
4.350000
80000.00
88984.00
Corporate Debt Securities
ANHEUSER BUSCH INBEV FIN INC SR GLBL NT4.7%36
5493000EYEKDT0FBSQ91
2036-02-01
4.700000
70000.00
81639.60
Corporate Debt Securities
ANHEUSER BUSCH INBEV FIN INC SR GLBL NT4.9%46
5493000EYEKDT0FBSQ91
2046-02-01
4.900000
80000.00
96025.60
Corporate Debt Securities
ASTRAZENECA PLC NT 2.375%22
PY6ZZQWO2IZFZC3IOL08
2022-06-12
2.375000
50000.00
50398.63
Corporate Debt Securities
AUSTRALIA&NEW ZEALAND BKG GRP FR 2.57%112535
JHE42UYNWWTJB8YTTU19
2035-11-25
2.570000
770000.00
716870.21
Corporate Debt Securities
AVIATION CAP GROUP LLC SR GLBL 144A 26
549300ODEK8HY3445C77
2026-01-30
1.950000
368000.00
352978.24
Corporate Debt Securities
AT&T INC SR GLBL NT3.8%2
549300Z40J86GGSTL398
2027-02-15
3.800000
1848000.00
1994920.11
Corporate Debt Securities
ALBERTA PROV GLBL BD 3.35%23
LQPXMHHNJKIPJYE53543
2023-11-01
3.350000
7400000.00
7734961.00
Corporate Debt Securities
KEURIG DR PEPPER INC SR NT 4.417%25
DYTQ8KRTKO7Y2BVU5K74
2025-05-25
4.417000
74000.00
79714.12
Corporate Debt Securities
KEURIG DR PEPPER INC GLBL NT 3.8%50
DYTQ8KRTKO7Y2BVU5K74
2050-05-01
3.800000
1500000.00
1570050.00
Corporate Debt Securities
KEYSONE PWR PASS THRU HOLDERS SUB GLBL PIK 24
2024-12-01
13.000000
72.00
48.36
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR NT 5.625%41
549300PDHUGWPWGOT525
2041-09-01
5.625000
894000.00
1061998.25
Corporate Debt Securities
KINDER MORGAN INC DEL SR GLBL NT4.3%25
549300WR7IX8XE0TBO16
2025-06-01
4.300000
37000.00
39588.77
Corporate Debt Securities
LEIDOS INC CR SEN SR GLBL30
5493006I78VIN6J1BQ95
2030-05-15
4.375000
20000.00
21602.92
Corporate Debt Securities
LLOYDS TSB GROUP PLC SR SB GLBL NT 26
549300PPXHEU2JF0AM85
2026-03-24
4.650000
399000.00
435897.19
Corporate Debt Securities
UBS GROUP FDG SWITZ AG SR GLBL REGS 23
549300SZJ9VS8SGXAN81
2023-05-23
3.491000
350000.00
354678.50
Corporate Debt Securities
CALFRAC HLDGS LP SR GLBL REGS 26
2026-03-15
10.875000
2266.00
2183.48
Corporate Debt Securities
BOEING CO CR SEN SR GLBL50
RVHJWBXLJ1RFUBSY1F30
2050-05-01
5.805000
980000.00
1253540.05
Corporate Debt Securities
BP CAP MKTS AMER INC SR GLBL NT 26
5493009NTB34VXE1T760
2026-05-04
3.119000
1000.00
1042.47
Corporate Debt Securities
BP CAP MKTS AMER INC GLBL NT 3.379%61
5493009NTB34VXE1T760
2061-02-08
3.379000
200000.00
194861.59
Corporate Debt Securities
BP CAP MKTS AMER INC GLBL NT 3.06%41
5493009NTB34VXE1T760
2041-06-17
3.060000
300000.00
286239.00
Corporate Debt Securities
BRITISH COLUMBIA PROV CDA SR-BCUSG8 BD2%22
54930058TO7MEKUHWL16
2022-10-23
2.000000
35000.00
35523.06
Corporate Debt Securities
BRITISH COLUMBIA PROV CDA SR GLBL-BCUSG926
54930058TO7MEKUHWL16
2026-06-02
2.250000
15000.00
15387.11
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27
2027-01-15
3.875000
60000.00
63313.33
Corporate Debt Securities
CK HUTCHISON INTERNATIONAL 19 SR GLBL 144A 24
254900FPY8WXG61CMU70
2024-04-11
3.250000
223000.00
232470.87
Corporate Debt Securities
CARRIER GLOBAL CORPORATION GLBL NT 3.577%50
549300JE3W6CWY2NAN77
2050-04-05
3.577000
775000.00
783374.56
Corporate Debt Securities
CENTRAL STORAGE SAFETY PROJ TR SR SEC GLBL 38
2038-02-01
4.823000
1000000.00
1065373.72
Corporate Debt Securities
CIMAREX ENERGY CO SR GLBL NT3.9%27
11KYOFXPU1C4CQL1CL44
2027-05-15
3.900000
2000.00
2050.33
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 30
6SHGI4ZSSLCXXQSBB395
2030-03-20
3.980000
7000.00
7579.97
Corporate Debt Securities
APT PIPELINES LTD SR GLBL 144A 27
261700SS8OEHDOCOUJ33
2027-07-15
4.250000
1500000.00
1618861.25
Corporate Debt Securities
AT&T INC SR GLBL NT5.7%5
549300Z40J86GGSTL398
2057-03-01
5.700000
4000000.00
5371600.00
Corporate Debt Securities
UNILEVER CAP CORP SR GLBL NT5.9%32
MYF1DAS6G5WY7PRWCU78
2032-11-15
5.900000
1589000.00
2054967.19
Corporate Debt Securities
WASTE CONNECTIONS INC SR GLBL NT 52
549300HDLRTPBQU69P29
2052-01-15
2.950000
120000.00
109980.13
Corporate Debt Securities
GLENCORE FINANCE CANADA LTD CR SEN GLBL 22
5493005TTO0UJ33KCK70
2022-10-25
4.250000
2922000.00
3026354.36
Corporate Debt Securities
DIAMONDBACK ENERGY INC SR GLBL NT4.4%51
549300R22LSX6OHWEN64
2051-03-24
4.400000
273000.00
300830.23
Corporate Debt Securities
DICKS SPORTING GOODS INC GLBL NT 4.1%52
529900SSBV5I4LWSK313
2052-01-15
4.100000
5752000.00
5484106.99
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR GLBL NT 29
L2Z2MO2EQURH3BREWI15
2029-05-15
4.125000
50000.00
53779.92
Corporate Debt Securities
DNB BANK ASA FR 1.605%033028
549300GKFG0RYRRQ1414
2028-03-30
1.605000
355000.00
341563.25
Corporate Debt Securities
DUKE ENERGY CORP NEW SR GLBL NT4.8%45
I1BZKREC126H0VB1BL91
2045-12-15
4.800000
1250000.00
1467541.67
Corporate Debt Securities
ENEL FIN INTL N.V. GLBL 144A NT 27
0YQH6LCEF474UTUV4B96
2027-05-25
3.625000
2150000.00
2268218.05
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SR NT 3.35%23
5493004LGN656HWLDA30
2023-03-15
3.350000
4962000.00
5118777.15
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC SR GLBL NT3.3%53
5493004LGN656HWLDA30
2053-02-15
3.300000
1000.00
930.46
Corporate Debt Securities
EQUIFAX INC GLBL NT 2.35%31
5493004MCF8JDC86VS77
2031-09-15
2.350000
4000000.00
3819226.67
Corporate Debt Securities
EVERGY INC SR GLBL NT 24
549300PGTHDQY6PSUI61
2024-09-15
2.450000
275000.00
281180.78
Corporate Debt Securities
EXXON MOBIL CORP GLBL NT 3.452%51
J3WHBG0MTS7O8ZVMDC91
2051-04-15
3.452000
4253000.00
4443339.71
Corporate Debt Securities
FIFTH THIRD BANCORP SR GLBL NT 27
THRNG6BD57P9QWTQLG42
2027-11-01
1.707000
1000000.00
973857.50
Corporate Debt Securities
ALLY FINL INC SR NT 8%31
549300JBN1OSM8YNAI90
2031-11-01
8.000000
334000.00
458715.60
Corporate Debt Securities
GENERAL ELECTRIC CO VR 081506-081536
3C7474T6CDKPR9K6YT90
2036-08-15
0.636000
47000.00
41220.90
Corporate Debt Securities
GENERAL ELECTRIC CO FR 4.65%081526
3C7474T6CDKPR9K6YT90
2026-08-15
4.650000
5000.00
5551.46
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT 49
54930070NSV60J38I987
2049-04-01
5.950000
2100000.00
2697625.00
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 4%26
5493008B6JBRUJ90QL97
2026-10-06
4.000000
3532000.00
3769448.51
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 22
5493008B6JBRUJ90QL97
2022-07-08
3.550000
630000.00
639140.07
Corporate Debt Securities
GLENCORE FDG LLC SR 144A NT 51
213800STG1QDNBY87K49
2051-09-23
3.375000
1505000.00
1376924.50
Corporate Debt Securities
GLOBAL PMTS INC SR GLBL NT2.9%30
549300NOMHGVQBX6S778
2030-05-15
2.900000
120000.00
118809.87
Corporate Debt Securities
BK OF AMERICA CORP FR 2.676%061941
9DJT3UXIJIZJI4WXO774
2041-06-19
2.676000
1770000.00
1611730.14
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 3.3%082329
WFLLPEPC7FZXENRZV188
2029-08-23
3.300000
20000.00
21244.27
Corporate Debt Securities
BAXALTA INC SR NT 4%25
5493000JW8DCO3T45R55
2025-06-23
4.000000
120000.00
127544.67
Corporate Debt Securities
BEAM INC SR NT 3.25%22
EWRDABCN7XBHM37LIA98
2022-05-15
3.250000
2995000.00
3021029.88
Corporate Debt Securities
BLACKSTONE PRIVATE CREDIT FUND SR GLBL 144A 26
549300ORP3TTCNXSYO43
2026-12-15
2.625000
1000000.00
958336.67
Corporate Debt Securities
BNP PARIBAS FR 2.588%081235
R0MUWSFPU8MPRO8K5P83
2035-08-12
2.588000
235000.00
219790.17
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 28
784F5XWPLTWKTBV3E584
2028-02-24
2.640000
6003000.00
6001699.35
Corporate Debt Securities
HCA INC. SR SEC GLBL NT49
L3CJ6J7LJ2DX62FTXD46
2049-06-15
5.250000
72000.00
85698.60
Corporate Debt Securities
HCA INC. SR SEC GLBL NT51
L3CJ6J7LJ2DX62FTXD46
2051-07-15
3.500000
942000.00
878307.19
Corporate Debt Securities
HALLIBURTON CO SR GLBL NT 5%45
ENYF8GB5SMQZ25S06U51
2045-11-15
5.000000
80000.00
93025.24
Corporate Debt Securities
HARTFORD HEALTHCARE CORP -2020 SINK BD 54
549300W3L482NUDOFF24
2054-07-01
3.447000
3150000.00
3176562.38
Corporate Debt Securities
HOME DEPOT INC SR GLBL NT 50
QEKMOTMBBKA8I816DO57
2050-04-15
3.350000
441000.00
450963.90
Corporate Debt Securities
HOME DEPOT INC SR GLBL NT 31
QEKMOTMBBKA8I816DO57
2031-03-15
1.375000
9623000.00
8808263.36
Corporate Debt Securities
HYUNDAI CAP AMER FR 4.3%020124
549300RIPPWJB5Z0FK07
2024-02-01
4.300000
62000.00
66154.62
Corporate Debt Securities
INTERNATIONAL PAPER CO CR SEN SR GLBL39
824LMFJDH41EY779Q875
2039-11-15
7.300000
2871000.00
4243312.48
Corporate Debt Securities
INTERNATIONAL PAPER CO SR GLBL NT4.8%44
824LMFJDH41EY779Q875
2044-06-15
4.800000
231000.00
276803.45
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL NT 26
8I5DZWZKVSZI1NUHU748
2026-03-13
2.005000
306000.00
306953.44
Corporate Debt Securities
JACKSON FINANCIAL INC SR GLBL 144A 51
213800WXW2KG1N4CO374
2051-11-23
4.000000
1000000.00
960195.56
Corporate Debt Securities
JDE PEETS NV SR 144A NT 31
724500EHG519SE5ZRT89
2031-09-24
2.250000
2000000.00
1873770.00
Corporate Debt Securities
JPMORGAN CHASE & CO VR 110217-01158
8I5DZWZKVSZI1NUHU748
2087-01-15
1.082250
9671000.00
8732290.43
Corporate Debt Securities
JPMORGAN CHASE & CO VR 112917-01102
8I5DZWZKVSZI1NUHU748
2025-01-10
1.081290
73000.00
73772.39
Corporate Debt Securities
JPMORGAN CHASE FINL CO LLC FR 5.75%042131
549300NJFDJOFYVV6789
2031-04-21
5.750000
30000.00
26536.35
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 4.8%070844
784F5XWPLTWKTBV3E584
2044-07-08
4.800000
124000.00
147888.19
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 5.7%051541
784F5XWPLTWKTBV3E584
2041-05-15
5.700000
2000.00
2397.55
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT 6.25%41
784F5XWPLTWKTBV3E584
2041-02-01
6.250000
5815000.00
8179669.75
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 45
784F5XWPLTWKTBV3E584
2045-10-21
4.750000
2115000.00
2545750.30
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 27
784F5XWPLTWKTBV3E584
2027-03-09
1.431000
120000.00
115564.14
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL FL NT 25
784F5XWPLTWKTBV3E584
2025-01-24
0.740442
61000.00
61031.96
Corporate Debt Securities
LOCKHEED MARTIN CORP SR NT 3.8%45
DPRBOZP0K5RM2YE8UU08
2045-03-01
3.800000
5000.00
5520.52
Corporate Debt Securities
MACQUARIE GROUP LIMITED FR 1.34%011227
ACMHD8HWFMFUIQQ8Y590
2027-01-12
1.340000
1070000.00
1024278.90
Corporate Debt Securities
MACQUARIE GROUP LIMITED FR 5.033%011530
ACMHD8HWFMFUIQQ8Y590
2030-01-15
5.033000
4910000.00
5569447.78
Corporate Debt Securities
PROVINCE OF MAN D N PROV NT SR DEB 2.1%22
5493003QILFOB3JRKE30
2022-09-06
2.100000
15000.00
15247.77
Corporate Debt Securities
PROVINCE OF MAN D N PROV NT SR GLBL GI DB 24
5493003QILFOB3JRKE30
2024-05-14
3.050000
210000.00
219144.16
Corporate Debt Securities
MARRIOTT INTL INC NEW SR GLBL -R NT 26
225YDZ14ZO8E1TXUSU86
2026-06-15
3.125000
5000.00
5150.27
Corporate Debt Securities
MARVELL TECHNOLOGY INC SR GLBL NT 31
2031-04-15
2.950000
8908000.00
8847390.96
Corporate Debt Securities
MCDONALDS CORP FR 4.6%052645
UE2136O97NLB5BYP9H04
2045-05-26
4.600000
500000.00
583397.78
Corporate Debt Securities
EQUITABLE HLDGS INC SR GLBL NT 5%48
549300FIBAKMNHPZ4009
2048-04-20
5.000000
80000.00
95686.22
Corporate Debt Securities
BAT CAPITAL CORP 4.39%37
2138005GYEXN7XRHFA84
2037-08-15
4.390000
80000.00
82689.82
Corporate Debt Securities
BPCE S A FR 5.15%072124
9695005MSX1OYEMGDF46
2024-07-21
5.150000
4160000.00
4437253.60
Corporate Debt Securities
BK OF AMERICA CORP -DD 6.3%
9DJT3UXIJIZJI4WXO774
2500-12-31
6.300000
75000.00
84350.62
Corporate Debt Securities
BK OF AMERICA CORP SR NT FXD/FLT 25
9DJT3UXIJIZJI4WXO774
2025-10-01
3.093000
60000.00
62081.40
Corporate Debt Securities
BK OF AMERICA CORP FR 4.33%031550
9DJT3UXIJIZJI4WXO774
2050-03-15
4.330000
640000.00
746724.98
Corporate Debt Securities
BK OF AMERICA CORP FR 2.015%021326
9DJT3UXIJIZJI4WXO774
2026-02-13
2.015000
2000.00
2009.77
Corporate Debt Securities
BK OF AMERICA CORP FR 4.083%032051
9DJT3UXIJIZJI4WXO774
2051-03-20
4.083000
71000.00
80683.52
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT 25
51M0QTTNCGUN7KFCFZ59
2025-02-15
3.375000
650000.00
688624.62
Corporate Debt Securities
COMCAST CORP NEW GLBL NT 3.969%47
51M0QTTNCGUN7KFCFZ59
2047-11-01
3.969000
543000.00
589335.55
Corporate Debt Securities
COMCAST CORP NEW SR GLBL 144A 56
51M0QTTNCGUN7KFCFZ59
2056-11-01
2.937000
2576000.00
2317427.56
Corporate Debt Securities
COMCAST CORP NEW SR GLBL 144A 63
51M0QTTNCGUN7KFCFZ59
2063-11-01
2.987000
8647000.00
7620060.66
Corporate Debt Securities
COMMONSPIRIT HEALTH SR GLBL -2019 49
4SXHN5XW08IBO0UG2V58
2049-10-01
3.817000
4565000.00
5029823.52
Corporate Debt Securities
CONAGRA BRANDS INC SR GLBL NT 27
54930035UDEIH090K650
2027-11-01
1.375000
1889000.00
1758786.51
Corporate Debt Securities
CREDIT AGRICOLE S A FR 3.25%011430
969500TJ5KRTCJQWXH05
2030-01-14
3.250000
7292000.00
7310481.17
Corporate Debt Securities
CROWN CASTLE INTL CORP SR GLBL NT 27
54930012H97VSM0I2R19
2027-09-01
3.650000
1043000.00
1109489.51
Corporate Debt Securities
DH EUROPE FIN II S A R L SR GLBL NT 22
222100KDGL314CKTZ511
2022-11-15
2.050000
142000.00
143947.92
Corporate Debt Securities
DEUTSCHE BK AG N Y SNR NPF GLBL
7LTWFZYICNSX8D621K86
2024-09-18
2.222000
1901000.00
1923620.10
Corporate Debt Securities
JPMORGAN CHASE FINL CO LLC AUTOCLL SR 22
549300NJFDJOFYVV6789
2022-02-17
0.00
43000.00
42300.26
Corporate Debt Securities
MCDONALDS CORP FR 4.875%120945
UE2136O97NLB5BYP9H04
2045-12-09
4.875000
2843000.00
3427696.12
Corporate Debt Securities
MCDONALDS CORP FR 2.625%090129
UE2136O97NLB5BYP9H04
2029-09-01
2.625000
11000.00
11129.44
Corporate Debt Securities
MCDONALDS CORP FR 3.625%090149
UE2136O97NLB5BYP9H04
2049-09-01
3.625000
80000.00
83658.73
Corporate Debt Securities
MIDWEST CONNECTOR CAP CO LLC 4.625%29
2029-04-01
4.625000
449000.00
482278.38
Corporate Debt Securities
MINERA MEXICO S A DE C V SR GLBL 144A 50
2050-01-26
4.500000
2000000.00
2078520.00
Corporate Debt Securities
MOLSON COORS BEVERAGE CO SR GLBL NT 5%42
54930073LBBH6ZCBE225
2042-05-01
5.000000
285000.00
328815.90
Corporate Debt Securities
PHILLIPS 66 SR GLBL NT3.3%52
5493005JBO5YSIGK1814
2052-03-15
3.300000
390000.00
368256.20
Corporate Debt Securities
SANTANDER UK PLC GLBL COCO 24
PTCQB104N23FMNK2RZ28
2024-03-13
4.000000
9000.00
9577.83
Corporate Debt Securities
SUNOCO LOGISTICS PARTNERS SR NT 3.45%23
MTLVN9N7JE8MIBIJ1H73
2023-01-15
3.450000
1947000.00
1980709.06
Corporate Debt Securities
THERMO FISHER SCIENTIFIC INC SR GLBL NT2.6%29
HCHV7422L5HDJZCRFL38
2029-10-01
2.600000
960000.00
971123.20
Corporate Debt Securities
TOTAL CAP INTL SR GLBL NT 24
549300U37G2I8G4RUG09
2024-04-10
3.750000
240000.00
253721.40
Corporate Debt Securities
TRANSOCEAN INC SR GLBL NT6.8%38
DOL4HJ22ADYSIWES4H94
2038-03-15
6.800000
172000.00
99878.49
Corporate Debt Securities
STRUCTURED ASSET MTG 2004-AR5 II-A-3 20341019 FLT
2034-10-19
2.578050
3072.00
77.13
Private Label Collateralized Mortgage Obligations
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0017
193000000.00
193000000.00
0.0026
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.500000%
ZBUT11V806EZRVTWT807
0000782124
ARP0S9Y56
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
OPORTUN ISSUANCE TRUST 2021-B C 20310508 3.6
2031-05-08
3.650000
2525000.00
2539162.58
Asset-Backed Securities
ORIGEN MANUF HOUSING CONTRACT TR
5493005G5GFEQWMCSY59
2037-09-15
1.306290
11930000.00
1046304.64
Asset-Backed Securities
POINT AU ROCHE PARK CLO 2021 SUB 20340720 FLT
5493000RMLD359CPH591
2034-07-20
0.00
4320000.00
3687120.00
Asset-Backed Securities
TABERNA PREF FDG II 2005-2 A2 144 20351105 FLT
8Z9UQTNXEECO8ECQHB85
2035-11-05
0.789750
3861000.00
1899258.96
Asset-Backed Securities
THL CR WIND RIVER CLO 2014-1RR F 20310718 FLT
549300AMLFWC1VCUN251
2031-07-18
8.771290
2000000.00
1600234.82
Asset-Backed Securities
UNITED AIRLS INC 2018-1B B 20270901 4.6
2027-09-01
4.600000
8000.00
5962.17
Asset-Backed Securities
ACE SECS HEQ 2006-ASAP6 A-2D 20361226 FLT
2036-12-26
0.547710
9800000.00
2073486.18
Asset-Backed Securities
AFFIRM ASST SEC TR 2021-B C 20260817 1.4
2026-08-17
1.400000
4000000.00
3923948.89
Asset-Backed Securities
ARIVO ACCEP AUTO LN 2021-1 TR A 20270115 1.1
2027-01-15
1.190000
3250000.00
1754885.12
Asset-Backed Securities
AVANT LOANS FDG TR 2021-REV1 D 20300715 4.3
2030-07-15
4.300000
1500000.00
1493293.67
Asset-Backed Securities
CHCP LTD 2021-FL1 C 20380216 FLT
2038-02-16
2.264150
9125000.00
9069680.69
Asset-Backed Securities
CWABS INC 2004-15 MV-5 20350425 FLT
2035-04-25
1.457710
1000000.00
644443.69
Asset-Backed Securities
CWABS INC 2006-14 1-A 20350225 FLT
2035-02-25
0.247710
8900000.00
1047951.73
Asset-Backed Securities
HALCYON LN ADV FDG 2014-2 C 20250428 FLT
549300U92YP85EMXX728
2025-04-28
3.777570
4913224.00
4830312.35
Asset-Backed Securities
HOME LN MTG LN TR 2005-1 A-3 20360415 FLT
2036-04-15
0.823290
400000.00
64866.11
Asset-Backed Securities
MILL CTY SOLAR LN 2019-1 D 20430320 7.1
2043-03-20
7.140000
2731716.00
1741213.87
Asset-Backed Securities
ALCATEL-LUCENT USA INC SR GLBL DEB 29
529900BF8WCYOHYGIJ13
2029-03-15
6.450000
36000.00
39397.20
Corporate Debt Securities
AMBAC ASSURANCE CORP PERP SR SEC 144A
549300RYYRVPPB8NC636
2500-12-31
5.100000
24956224.00
23681825.34
Corporate Debt Securities
WORLDWIDE MEDIA SVCS GROUP INC SR NT ZRO 144A24
549300HHMR7FVMMSB136
2024-12-01
0.00
55000000.00
54450000.00
Corporate Debt Securities
AGROSUPER SA SR REGS NT4.6%32
5493006KNWOGYPTZZ371
2032-01-20
4.600000
986000.00
1000472.29
Corporate Debt Securities
HNA 2015 LLC SR SEC GLBL 27
2027-09-18
2.369000
402000.00
213561.84
Corporate Debt Securities
UBS AG LONDON BRANCH GLBL EQTY
BFM8T61CT2L1QCEMIK50
2023-02-01
0.00
30000.00
26208.18
Corporate Debt Securities
POWERTEAM SVCS LLC SR SEC 144A NT25
549300J2G34D0WX8Z443
2025-12-04
9.033000
752704.00
792429.58
Corporate Debt Securities
MED TR 2021-MDLN G 20381115 FLT
2038-11-15
5.357000
8500000.00
8413707.06
Private Label Collateralized Mortgage Obligations
OPG TRUST 2021-PORT J 20361015 FLT
2036-10-15
3.452000
6983000.00
6945733.28
Private Label Collateralized Mortgage Obligations
JP MORGAN MRT TR 2021-INV5 B-4 20511225 FLT
2051-12-25
3.192120
1343490.00
1057105.99
Private Label Collateralized Mortgage Obligations
GSR MTG LN TR 2006-4F 4A-1 20360525 FLT
2036-05-25
0.457710
9674000.00
155233.03
Private Label Collateralized Mortgage Obligations
PRIME MTG TR 2007-3 II-B-1 20220825 6.0
2022-08-25
6.000000
3620000.00
477287.26
Private Label Collateralized Mortgage Obligations
STRUCTURED ADJ RATE 2007-5 1-A1 20370625 FLT
2037-06-25
0.547710
4257000.00
432862.63
Private Label Collateralized Mortgage Obligations
280 PARK AVE 2017-280P E 20340915 FLT
2034-09-15
2.225190
5998600.00
5959273.02
Private Label Collateralized Mortgage Obligations
WELLS FR COM MTG TR 2019-JWDR E 20310917 FLT
2031-09-17
3.860300
43766000.00
41417162.66
Private Label Collateralized Mortgage Obligations
CWALT INC ALT LN TR 2006-18CB A-11 20360725 FLT
2036-07-25
0.607710
26553760.00
963447.40
Private Label Collateralized Mortgage Obligations
CWALT INC 2007-24 A-6 20371025 FLT
2037-10-25
1.107710
10487216.00
448727.31
Private Label Collateralized Mortgage Obligations
CHC COMM MTG TR 2019-CHC E 20340615 FLT
2034-06-15
2.456000
9490000.00
9136039.06
Private Label Collateralized Mortgage Obligations
CSMC MTG TRUST 2006-2 5-A-1 20360325 FLT
2036-03-25
0.807710
14145392.00
748328.76
Private Label Collateralized Mortgage Obligations
BX COMM MTG TR 2021-SOAR F 20380615 FLT
2038-06-15
2.456000
6797600.00
6749823.45
Private Label Collateralized Mortgage Obligations
BX COMMERCIAL MTG TR 2021-XL2 J 20381015 FLT
2038-10-15
3.996000
161485000.00
160259005.88
Private Label Collateralized Mortgage Obligations
BA MTG TR 2007-3 2-A-13 20370925 FLT
2037-09-25
1.107710
8272990.00
335319.80
Private Label Collateralized Mortgage Obligations
Y
2022-05-02
2022-05-02
2022-07-25
Y
JP MORGAN SECURITIES LLC
1.0000
91
N
N
N
0.0078
313570645.82
313570645.82
0.0043
N
N
N
Y
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 0.160000%
RUC0QBLBRPRCU4W1NE59
0000772028
ARP0S9ZB2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CANADIAN PAC RY CO NEW GLBL NT 1.75%26
54930036474DURYNB481
2026-12-02
1.750000
2000.00
1967.56
Corporate Debt Securities
DEVON ENERGY CORP NEW GLBL NT 4.5%30
54930042348RKR3ZPN35
2030-01-15
4.500000
370000.00
394075.90
Corporate Debt Securities
DOW CHEMICAL CO SR NT 5.25%41
ZQUIP1CSZO8LXRBSOU78
2041-11-15
5.250000
6964000.00
8567693.13
Corporate Debt Securities
ELEMENT FINL CORP SR 144A NT1.6%24
5493000PGBS1C22ELQ16
2024-04-06
1.600000
2326000.00
2319117.62
Corporate Debt Securities
ENSTAR GROUP LTD SR GLBL NT 29
213800AMAL5QFXVUCN04
2029-06-01
4.950000
1998000.00
2193469.33
Corporate Debt Securities
F&G GLOBAL FUNDING SR SEC GLBL 24
6354009CCUKJIZ7KFX73
2024-09-20
0.900000
1411000.00
1379047.91
Corporate Debt Securities
BK OF AMERICA CORP ALT TIER I PERP
9DJT3UXIJIZJI4WXO774
2500-12-31
4.300000
2563000.00
2512658.41
Corporate Debt Securities
BANK OF MONTREAL LW TIER II GLBL
NQQ6HPCNCCU6TUTQYE16
2028-10-05
4.338000
40000.00
42139.52
Corporate Debt Securities
BANK MONTREAL QUE LW TIER II GLBL
NQQ6HPCNCCU6TUTQYE16
2037-01-10
3.088000
339000.00
333851.04
Corporate Debt Securities
BLOCK FINL LLC CR SEN SR GLBL28
2028-07-15
2.500000
65000.00
63380.92
Corporate Debt Securities
BRIGHTHOUSE FINANCIAL GLOBAL SR SEC 144A 23
549300BLFX3KJ2IFOA78
2023-12-15
1.200000
1187000.00
1175715.59
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27
2027-01-15
3.875000
1076000.00
1135419.11
Corporate Debt Securities
ATHENE GLOBAL FUNDING SR SEC FL 144A24
549300LM1QSI4MSIL320
2024-05-24
0.746742
360000.00
361281.78
Corporate Debt Securities
AVIATION CAP GROUP LLC 4.125%25
549300ODEK8HY3445C77
2025-08-01
4.125000
371000.00
392486.47
Corporate Debt Securities
AVIATION CAP GROUP LLC SR GLBL 144A 24
549300ODEK8HY3445C77
2024-12-15
5.500000
2974000.00
3225683.01
Corporate Debt Securities
BP CAP MKTS P L C PERP SUB GLBL NT
549300CRVT18MXX0AG93
2500-12-31
4.875000
280000.00
296490.83
Corporate Debt Securities
BK OF AMERICA CORP PERP SUB GLBL -U
9DJT3UXIJIZJI4WXO774
2500-12-31
5.200000
297000.00
307964.25
Corporate Debt Securities
BK OF AMERICA CORP PERP GLBL -Z NT
9DJT3UXIJIZJI4WXO774
2500-12-31
6.500000
448000.00
488407.11
Corporate Debt Securities
ALLIANZ SE PERP JR SB GLBL
529900K9B0N5BT694847
2500-12-31
3.500000
1400000.00
1410500.00
Corporate Debt Securities
ALLSTATE CORP SUB GLBL B DB 53
OBT0W1ED8G0NWVOLOJ77
2053-08-15
5.750000
141000.00
149320.96
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT3.7%51
XSGZFLO9YTNO9VCQV219
2051-02-04
3.700000
153000.00
135564.37
Corporate Debt Securities
AMERICAN EQTY INVT LIFE HLD CO CR SEN SR GLBL27
549300RK5RZQ740FPL83
2027-06-15
5.000000
387000.00
433985.24
Corporate Debt Securities
AMERICAN FINANCIAL GROUP INC SR GLBL NT4.5%47
549300AFOM7IVKIU1G39
2047-06-15
4.500000
2222000.00
2506304.90
Corporate Debt Securities
ANGLO AMERICAN CAPITAL PLC SR GLBL 144A 30
TINT358G1SSHR3L3PW36
2030-04-01
5.625000
3726000.00
4374449.75
Corporate Debt Securities
ONTARIO TEACH FIN TR 2.125%22
635400ZZE5J8OXXBBY26
2022-09-19
2.125000
1550000.00
1575515.58
Corporate Debt Securities
CORP FINAN DE DESARROLO S.A 4.75%25
254900BOM7T4MG6T0J30
2025-07-15
4.750000
1257000.00
1347364.68
Corporate Debt Securities
INVERSIONES CMPC S A SR REGS NT 27
549300G475ACIABB4385
2027-04-04
4.375000
2176000.00
2358995.56
Corporate Debt Securities
BROADCOM INC SR GLBL REGS 34
549300WV6GIDOZJTV909
2034-04-15
3.469000
2321000.00
2309985.18
Corporate Debt Securities
COMCAST CABLE COMMUNICATIONS SR GLBL NT 22
2022-11-15
9.455000
2584000.00
2806638.88
Corporate Debt Securities
ALLEGHANY CORP MD SR GLBL NT 30
549300DCJE6AYX159479
2030-05-15
3.625000
568000.00
602967.66
Corporate Debt Securities
T MOBILE USA INC SR SEC GLBL 52
549300V2JRLO5DIFGE82
2052-10-15
3.400000
5250000.00
4910885.00
Corporate Debt Securities
TOTAL CAP INTL SR GLBL NT 41
549300U37G2I8G4RUG09
2041-06-29
2.986000
6750000.00
6486508.50
Corporate Debt Securities
TRUIST FINL CORP ALT TIER I PERP
549300DRQQI75D2JP341
2500-12-31
5.125000
3740000.00
3820591.81
Corporate Debt Securities
WILLIS NORTH AMER INC SR GLBL NT3.6%24
5493004KVU1HWZCP0C66
2024-05-15
3.600000
4225000.00
4419307.75
Corporate Debt Securities
CAISSE CENTRALE DESJARDINS GLBL CVRD BD 23
549300B2Q47IR0CR5B54
2023-10-07
0.450000
2000000.00
1975630.00
Corporate Debt Securities
OMERS FINANCE TRUST GLBL REGS NT 23
529900M039WCPES03P17
2023-04-14
1.125000
4706000.00
4724512.23
Corporate Debt Securities
FIFTH THIRD BANCORP SR GLBL NT 28
THRNG6BD57P9QWTQLG42
2028-03-14
3.950000
4337000.00
4724302.53
Corporate Debt Securities
FORT BENNING FAMILY CMNTYS LLC -I -2005 144A 51
2051-01-15
6.090000
1000.00
1079.55
Corporate Debt Securities
GLOBAL ATLANTIC FINANCE CO SR 144A NT 31
2031-06-15
3.125000
41000.00
39539.71
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT FXD/FLT23
784F5XWPLTWKTBV3E584
2023-07-24
2.905000
5000000.00
5042824.31
Corporate Debt Securities
CAISSE CENTRALE DESJARDINS GLBL CVRD BD 23
549300B2Q47IR0CR5B54
2023-10-07
0.450000
705000.00
696409.57
Corporate Debt Securities
PROVINCE OF QUEBEC SR GLBL RA NT 25
549300WN65YFEQH74Y36
2025-07-23
0.600000
5000.00
4829.87
Corporate Debt Securities
SCENTRE GROUP TRUST 2 SUB GLBL 144A 80
549300VRF0U0JH8TBJ74
2080-09-24
5.125000
1100000.00
1159606.25
Corporate Debt Securities
SANTANDER UK GROUP HOLDINGS SR GLBL COCO 25
549300F5XIFGNNW4CF72
2025-03-15
1.089000
1905000.00
1875861.12
Corporate Debt Securities
SHELL INTERNATIONAL FIN BV SR GLBL NT 29
213800ITMMKU4Z7I4F78
2029-11-07
2.375000
883000.00
881606.33
Corporate Debt Securities
STATE STR CORP ALT TIER I PERP
549300ZFEEJ2IP5VME73
2099-12-31
3.799750
2000.00
2019.08
Corporate Debt Securities
T MOBILE USA INC SR SEC GLBL NT31
549300V2JRLO5DIFGE82
2031-02-15
2.550000
11096000.00
10678993.83
Corporate Debt Securities
PEACEHEALTH -2018 BD4.787%48
2048-11-15
4.787000
5065000.00
6456284.03
Corporate Debt Securities
PRINCIPAL FINANCIAL GROUP INC SR GLBL NT4.3%46
CUMYEZJOAF02RYZ1JJ85
2046-11-15
4.300000
2933000.00
3461050.80
Corporate Debt Securities
OCHSNER CLINIC FOUNDATION BD 5.897%45
549300SN4RK0THHUAC05
2045-05-15
5.897000
5000000.00
6797446.11
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD 26
C7PVKCRGLG18EBQGZV36
2026-04-14
1.050000
12500000.00
12211135.42
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD2.4%22
C7PVKCRGLG18EBQGZV36
2022-02-08
2.400000
9000.00
9107.31
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD 24
C7PVKCRGLG18EBQGZV36
2024-01-29
3.050000
858000.00
888055.26
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL BD3.3%4
1HNPXZSMMB7HMBMVBS46
2040-08-01
3.300000
2009000.00
1769969.18
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL BD3.5%5
1HNPXZSMMB7HMBMVBS46
2050-08-01
3.500000
20540000.00
17880891.60
Corporate Debt Securities
MARRIOTT INTL INC NEW CR SEN SR GLBL31
225YDZ14ZO8E1TXUSU86
2031-04-15
2.850000
2000.00
1945.80
Corporate Debt Securities
MOODYS CORP SR GLBL NT3.1%61
549300GCEDD8YCF5WU84
2061-11-29
3.100000
3034000.00
2766943.95
Corporate Debt Securities
MOTIVA ENTERPRISES LLC SR GLBL 144A 40
UQZ4EDMHL4ZESPZY3752
2040-01-15
6.850000
593000.00
697512.96
Corporate Debt Securities
NXP B V / NXP FDG LLC / NXP US SR GLBL 144A 41
2041-05-11
3.250000
2829000.00
2752028.41
Corporate Debt Securities
NBCUNIVERSAL MEDIA LLC SR NT 4.45%43
VTBDOQJ6KOGQ6K786R46
2043-01-15
4.450000
1159000.00
1327863.72
Corporate Debt Securities
PROVINCE OF NOVA SCOTIA SR AMZ DB8.75%22
5493002W033HJBDP3481
2022-04-01
8.750000
299000.00
311685.57
Corporate Debt Securities
HORACE MANN EDUCATORS CORP NEW SR GLBL NT4.5%25
254900G5YAV3A2YK8T32
2025-12-01
4.500000
5000.00
5346.35
Corporate Debt Securities
KKR GROUP FIN CO X LLC SR GLBL 144A 51
2051-12-15
3.250000
1600000.00
1506823.56
Corporate Debt Securities
LYB INTERNATIONAL FINANCE B.V. SR NT 4.875%44
549300J6QSW38QNOJK61
2044-03-15
4.875000
1934000.00
2292508.00
Corporate Debt Securities
LYB INTERNATIONAL FIN III LLC SR GLBL NT 51
2051-04-01
3.625000
105000.00
105038.15
Corporate Debt Securities
LINCOLN NATL CORP IND LW TIER II 67
EFQMQROEDSNBRIP7LE47
2067-04-20
2.294000
7546000.00
6381659.33
Corporate Debt Securities
LLOYDS TSB GROUP PLC SR SB GLBL NT 26
549300PPXHEU2JF0AM85
2026-03-24
4.650000
1782000.00
1946788.96
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 27
784F5XWPLTWKTBV3E584
2027-03-09
1.431000
5000000.00
4815172.50
Corporate Debt Securities
HASBRO INC CR SEN SR GLBL26
549300NUB6D2R1ITYR45
2026-11-19
3.550000
705000.00
744339.00
Corporate Debt Securities
HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.1%30
549300IYGAS4GE6VDL07
2030-02-15
3.100000
5551000.00
5723438.73
Corporate Debt Securities
Y
2022-02-02
2022-02-02
2022-02-02
N
N
N
0.0016
169000000.00
169000000.00
0.0023
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.130000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0SA2O7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PACIFIC GAS & ELEC CO SR NT 4.6%43
1HNPXZSMMB7HMBMVBS46
2043-06-15
4.600000
287000.00
281862.06
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR NT 4.75%44
1HNPXZSMMB7HMBMVBS46
2044-02-15
4.750000
960000.00
968114.67
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL 28 BD 5
1HNPXZSMMB7HMBMVBS46
2050-07-01
4.950000
5059053.00
5213581.77
Corporate Debt Securities
UNION PAC CORP SR NT 3.75%24
549300LMMRSZZCZ8CL11
2024-03-15
3.750000
1178000.00
1244670.87
Corporate Debt Securities
WELLS FARGO & CO FR 3.584%052228
PBLD0EJDB5FWOLXP3B76
2028-05-22
3.584000
31000.00
32772.25
Corporate Debt Securities
XPO LOGISTICS INC GLBL 144A NT 25
54930096DB9LCLPN7H13
2025-05-01
6.250000
400000.00
419750.00
Corporate Debt Securities
XCEL ENERGY INC SR GLBL NT3.4%30
LGJNMI9GH8XIDG5RCM61
2030-06-01
3.400000
2500000.00
2636516.67
Corporate Debt Securities
ONTARIO TEACH FIN TR SR GLBL 1 REGS31
635400ZZE5J8OXXBBY26
2031-04-16
2.000000
4000000.00
3938573.33
Corporate Debt Securities
INTEL CORP SR GLBL NT3.1%22
KNX4USFCNGPY45LOCE31
2022-07-29
3.100000
6000000.00
6066133.33
Corporate Debt Securities
INTEL CORP SR GLBL NT 29
KNX4USFCNGPY45LOCE31
2029-11-15
2.450000
6000.00
6040.99
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS SR GLBL NT3.5%29
VGRQXHF3J8VDLUA7XE92
2029-05-15
3.500000
18901000.00
20125574.79
Corporate Debt Securities
INTERPUBLIC GROUP COS INC SR GLBL NT 41
5493008IUOJ5VWTRC333
2041-03-01
3.375000
700000.00
695262.75
Corporate Debt Securities
JEFFERIES GROUP LLC / JEFFERIE SR GLBL NT 30
2030-01-23
4.150000
4000000.00
4304008.89
Corporate Debt Securities
KAISER ALUMINIUM CORPORATION SR GLBL 144A 28
2028-03-01
4.625000
2273000.00
2241520.84
Corporate Debt Securities
KOREA GAS CORP GLBL MTN REG S FR 3.5%070226
988400TFZILHBD5M3R71
2026-07-02
3.500000
700000.00
742372.56
Corporate Debt Securities
LAREDO PETROLEUM INC SR GLBL 144A 29
549300X0PTWU2QSLSL14
2029-07-31
7.750000
1800000.00
1723500.00
Corporate Debt Securities
LLOYDS TSB GROUP PLC 4.375%28
549300PPXHEU2JF0AM85
2028-03-22
4.375000
1700000.00
1880841.04
Corporate Debt Securities
MELCO RESORTS FIN LTD SR GLBL 144A 28
2028-07-21
5.750000
1000000.00
960537.50
Corporate Debt Securities
MITSUBISHI HC CAPITAL INC SR GLBL 144A 25
353800MZ3QX9RLMH7B09
2025-04-13
3.637000
3151000.00
3312551.68
Corporate Debt Securities
MIZUHO FINANCIAL GROUP INC SR GLBL FL NT 24
353800CI5L6DDAN5XZ33
2024-09-11
1.200880
5234000.00
5289347.10
Corporate Debt Securities
MORGAN STANLEY FR 1.164%102125
IGJSJL3JD5P30I6NJZ34
2025-10-21
1.164000
70000.00
68564.86
Corporate Debt Securities
NTT FINANCE CORP GLBL 144A NT 31
3538007PR116187GD960
2031-04-03
2.065000
375000.00
365471.72
Corporate Debt Securities
NATIONAL AUSTRALIA BK N Y BRH FR 3.625%062023
549300E2IPL06NDXMZ63
2023-06-20
3.625000
4000000.00
4144513.89
Corporate Debt Securities
NATIONWIDE BLDG SOC GLOBAL COV FR 3.622%042623
549300XFX12G42QIKN82
2023-04-26
3.622000
1460000.00
1481589.67
Corporate Debt Securities
NETFLIX INC. SR GLBL NT 28
549300Y7VHGU0I7CE873
2028-04-15
4.875000
2000000.00
2230028.33
Corporate Debt Securities
NETFLIX INC. SR GLBL 144A 25
549300Y7VHGU0I7CE873
2025-06-15
3.625000
2000000.00
2080423.89
Corporate Debt Securities
NOMURA HLDGS INC SR GLBL NT 25
549300B3CEAHYG7K8164
2025-01-16
2.648000
1000000.00
1015433.33
Corporate Debt Securities
NORDSTROM INC SR GLBL NT 30
549300S3IZB5P35KNV16
2030-04-01
4.375000
3643000.00
3432009.58
Corporate Debt Securities
TSMC GLOBAL LTD SR GLBL REGS 31
549300N2ZLI21P85T117
2031-04-23
2.250000
2300000.00
2232914.75
Corporate Debt Securities
UBS GROUP AG GLBL COCO 33
549300SZJ9VS8SGXAN81
2033-02-11
2.746000
3900000.00
3782568.18
Corporate Debt Securities
MUFG BK LTD N Y BRH SR GLBL REGS 24
C3GTMMZIHMY46P4OIX74
2024-09-08
3.250000
1548000.00
1625430.10
Corporate Debt Securities
DAI-ICHI LIFE HOLDINGS INC PERP SUB GLBL
3538001235ACEIORUV72
2500-12-31
4.000000
402000.00
416338.00
Corporate Debt Securities
MEIJI YASUDA LIFE INS CO SUB GLBL REGS 48
549300SLU4LP6YMRLK07
2048-04-26
5.100000
200000.00
225751.33
Corporate Debt Securities
NIPPON LIFE INSURANCE COMPANY SUB GLBL REGS 47
549300Y0HHMFW3EVWY08
2047-09-19
4.000000
5323000.00
5653321.72
Corporate Debt Securities
NTT FINANCE CORP SR GLBL REGS 26
3538007PR116187GD960
2026-04-03
1.162000
5612000.00
5416851.12
Corporate Debt Securities
NTT FINANCE CORP GLBL REGS NT 28
3538007PR116187GD960
2028-04-03
1.591000
400000.00
384436.30
Corporate Debt Securities
SUMITOMO MITSUI TR BK LTD FR 1.55%032526
5493006GGLR4BTEL8O61
2026-03-25
1.550000
11190000.00
10995875.26
Corporate Debt Securities
RAIZEN FUELS FINANCE SA GLBL REGS NT 27
52990010NH26VC32Q522
2027-01-20
5.300000
7000000.00
7605305.56
Corporate Debt Securities
ISRAEL ELEC CORP LTD SR SEC GLBL 96
254900JW7GE35YNJGJ55
2096-12-15
8.100000
5713000.00
8477732.08
Corporate Debt Securities
COMISION FEDERAL DE ELECTRICID GLBL REGS NT 27
4469000001BFPONMPF32
2027-02-23
4.750000
1300000.00
1433529.86
Corporate Debt Securities
LG CHEM LTD SR GLBL REGS 24
988400IES4EIG7O06940
2024-10-15
3.250000
5180000.00
5418741.88
Corporate Debt Securities
ANZ NATIONAL INTL LTD FR 3.4%031924
213800VD256NU2D97H12
2024-03-19
3.400000
10000000.00
10506722.22
Corporate Debt Securities
AT&T INC SR GLBL NT 24
549300Z40J86GGSTL398
2024-06-01
3.550000
8771000.00
9141457.80
Corporate Debt Securities
AT&T INC SR GLBL NT3.8%2
549300Z40J86GGSTL398
2027-02-15
3.800000
309000.00
333566.19
Corporate Debt Securities
ASB BK LTD SR GLBL REGS 24
549300IBZWZL1KTPF918
2024-05-23
3.125000
10000000.00
10398559.72
Corporate Debt Securities
ABBVIE INC SR GLBL NT 28
FR5LCKFTG8054YNNRU85
2028-11-14
4.250000
1631000.00
1790447.01
Corporate Debt Securities
ACADIA HEALTHCARE COMPANY INC SR GLBL 144A 29
5493005CW985Y9D0NC11
2029-04-15
5.000000
2489000.00
2494531.11
Corporate Debt Securities
ACTIVISION BLIZZARD INC SR GLBL NT 30
549300TPQQDBP9GNOF40
2030-09-15
1.350000
800000.00
727800.00
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 24
2024-01-16
4.875000
640000.00
670778.40
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 24
2024-10-29
1.650000
1280000.00
1263982.93
Corporate Debt Securities
AFFILIATED MANAGERS GROUP SR NT 3.5%25
2JE75BUE3T1BLCYYGK54
2025-08-01
3.500000
1500000.00
1591665.00
Corporate Debt Securities
AIR CDA INC SR SEC GLBL 26
4B4HI3CGXMBDC0G6BM51
2026-08-15
3.875000
700000.00
694294.03
Corporate Debt Securities
AIR LEASE CORP SR GLBL NT 23
5493004NW4M4P8TMMK63
2023-01-15
2.750000
7000.00
7107.47
Corporate Debt Securities
AIR LEASE CORP FR 2.25%011523
5493004NW4M4P8TMMK63
2023-01-15
2.250000
802000.00
811607.96
Corporate Debt Securities
AIR LEASE CORP FR 3.375%070125
5493004NW4M4P8TMMK63
2025-07-01
3.375000
1275000.00
1307630.44
Corporate Debt Securities
ALTRIA GROUP INC SR GLBL NT 32
XSGZFLO9YTNO9VCQV219
2032-02-04
2.450000
243000.00
223989.10
Corporate Debt Securities
AMAZON COM INC SR NT 3.8%24
ZXTILKJKG63JELOEG630
2024-12-05
3.800000
2875000.00
3050780.69
Corporate Debt Securities
AMERICAN HOMES 4 RENT L P GLBL NT 3.375%51
549300N4PXZ37U8QKI55
2051-07-15
3.375000
8000.00
7536.48
Corporate Debt Securities
AMERICAN TOWER CORP SR GLBL NT 26
5493006ORUSIL88JOE18
2026-09-15
1.450000
325000.00
312661.19
Corporate Debt Securities
APPLE INC SR GLBL NT 46
HWUPKR0MPOU8FGXBT394
2046-02-23
4.650000
549000.00
687495.31
Corporate Debt Securities
ARCELORMITTAL SA LUXEMBOURG CR SEN SR NT7%39
2EULGUTUI56JI9SAL165
2039-10-15
7.000000
2140000.00
2835630.78
Corporate Debt Securities
AUTODESK INC SR GLBL NT 30
FRKKVKAIQEF3FCSTPG55
2030-01-15
2.850000
1513000.00
1533692.80
Corporate Debt Securities
AUTOMATIC DATA PROCESSING INC SR GLBL COCO 28
HGBOLILQXWER4SAL2I23
2028-05-15
1.700000
3000000.00
2928896.67
Corporate Debt Securities
BROADCOM INC SR GLBL 144A 41
549300WV6GIDOZJTV909
2041-02-15
3.500000
1853000.00
1788420.89
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR DEB 3.05%22
2022-09-01
3.050000
3173000.00
3237660.45
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 29
549300GHBMY8T5GXDE41
2029-08-15
2.875000
916000.00
949394.56
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 29
549300GHBMY8T5GXDE41
2029-08-15
2.875000
995000.00
1031274.66
Corporate Debt Securities
CHINA CINDA FIN 2015 I LTD FR 4.25%042325
2025-04-23
4.250000
300000.00
315840.42
Corporate Debt Securities
SINOPEC GROUP OVRSEAS DEV 2014 SR GLBL REGS 24
549300ZIMV82UUECOQ45
2024-04-10
4.375000
5000000.00
5342690.28
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2018 SR GLBL REGS 25
549300C6OZZ8LTVR8209
2025-05-13
2.150000
4609000.00
4636186.70
Corporate Debt Securities
STATE GRID OVERSEAS INVT 2016 FR 3.5%050427
3003006V8BHG5158QO96
2027-05-04
3.500000
2698000.00
2887915.22
Corporate Debt Securities
VINCI SA SR GLBL REGS 29
213800WFQ334R8UXUG83
2029-04-10
3.750000
7000000.00
7553408.33
Corporate Debt Securities
SOCIETE GENERALE ALT TIER I PERP
O2RNE8IBXP4R0TD8PU41
2500-12-31
4.750000
250000.00
249359.10
Corporate Debt Securities
V F CORP SR GLBL NT2.8%27
CWAJJ9DJ5Z7P057HV541
2027-04-23
2.800000
3794000.00
3923042.37
Corporate Debt Securities
VALE OVERSEAS LTD SR NT 6.875%39
254900BA3U6G5DNV5V04
2039-11-10
6.875000
90000.00
117565.00
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT3.7%61
2S72QS2UO2OESLG6Y829
2061-03-22
3.700000
293000.00
297983.44
Corporate Debt Securities
VERITAS US INC/VERITAS BERMUDA SR SEC 144A NT25
2025-09-01
7.500000
5000.00
5258.00
Corporate Debt Securities
VIACOMCBS INC SR GLBL NT 31
5KYC8KF17ROCY24M3H09
2031-01-15
4.950000
980000.00
1118376.00
Corporate Debt Securities
SAN DIEGO GAS & ELEC CO 1M GLBL WWW BD5
KNIRVXKVNJJ4P8OTMS63
2051-08-15
2.950000
2505000.00
2383925.00
Corporate Debt Securities
SHINHAN FINANCIAL GROUP CO LTD FR 3.34%020530
988400EB8A6G49E5KO54
2030-02-05
3.340000
7700000.00
7962309.06
Corporate Debt Securities
SOCIETE GENERALE FR 2.226%012126
O2RNE8IBXP4R0TD8PU41
2026-01-21
2.226000
2000000.00
1980860.33
Corporate Debt Securities
SOCIETE GENERALE FR 1.375%070825
O2RNE8IBXP4R0TD8PU41
2025-07-08
1.375000
1912000.00
1861676.69
Corporate Debt Securities
SOUTHERN CALIF EDISON CO 1M GLBL 2022B 52
9R1Z5I36FERIBVKW4P77
2052-02-01
3.450000
3533000.00
3414202.88
Corporate Debt Securities
SOUTHWESTERN ENERGY CO SR GLBL NT 32
EFWMP121W54QV9MGOP87
2032-02-01
4.750000
1500000.00
1498073.75
Corporate Debt Securities
BLOCK INC SR GLBL 144A 31
549300OHIIUWSTIZME52
2031-06-01
3.500000
1500000.00
1437050.00
Corporate Debt Securities
STRYKER CORPORATION SR GLBL NT 46
5493002F0SC4JTBU5137
2046-03-15
4.625000
2631000.00
3177254.07
Corporate Debt Securities
SUMITOMO MITSUI BANKING CORP BD 3.2%22
5U0XI89JRFVHWIBS4F54
2022-07-18
3.200000
584000.00
591712.04
Corporate Debt Securities
SUMITOMO MITSUI FIN GRP INC SR GLBL NT 26
35380028MYWPB6AUO129
2026-10-19
3.010000
3529000.00
3676259.29
Corporate Debt Securities
SUMITOMO MITSUI FIN GRP INC VR 101618-101623
35380028MYWPB6AUO129
2023-10-16
1.041290
3706000.00
3739228.08
Corporate Debt Securities
TAKEDA PHARMACEUTICAL CO LTD GLBL NT 3.175%50
549300ZLMVP4X0OGR454
2050-07-09
3.175000
3595000.00
3326166.90
Corporate Debt Securities
TENCENT HLDGS LTD FR 3.975%041129
254900N4SLUMW4XUYY11
2029-04-11
3.975000
1376000.00
1476978.33
Corporate Debt Securities
TENCENT HLDGS LTD FR 2.39%060330
254900N4SLUMW4XUYY11
2030-06-03
2.390000
400000.00
381649.67
Corporate Debt Securities
TENNECO INC SR SEC GLBL 29
549300U0EXXFAQFAD785
2029-04-15
5.125000
512000.00
481920.14
Corporate Debt Securities
TOPAZ SOLAR FARMS LLC SR SEC GLBL 39
2039-09-30
5.750000
19416.00
22855.29
Corporate Debt Securities
CITIGROUP INC SR GLBL -N FL 24
6SHGI4ZSSLCXXQSBB395
2024-05-17
1.257880
3992000.00
4042301.53
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 29
6SHGI4ZSSLCXXQSBB395
2029-04-23
4.075000
320000.00
345728.98
Corporate Debt Securities
CITIBANK N A SR GLBL NT 24
E57ODZWZ7FF32TWEFA76
2024-01-23
3.650000
4570000.00
4764595.68
Corporate Debt Securities
COCA COLA CO SR GLBL NT 27
UWJKFUJFZ02DKWI3RY53
2027-06-01
1.450000
8653000.00
8433444.55
Corporate Debt Securities
COMMONWEALTH BANK OF AUSTRALIA FR 3.15%091927
MSFSBD3QN1GSN7Q6C537
2027-09-19
3.150000
4642000.00
4926844.72
Corporate Debt Securities
CORPORACION ANDINA DE FOMENTO SR GLBL NT 25
UKZ46SXGNYCZK0UOZE76
2025-09-23
1.625000
3799000.00
3762027.29
Corporate Debt Securities
CREDIT SUISSE INTERNATIONAL COCO 31
549300506SI9CRFV9Z86
2031-04-01
4.194000
700000.00
753209.45
Corporate Debt Securities
DT MIDSTREAM INC SR GLBL 144A 29
2029-06-15
4.125000
2274000.00
2253308.49
Corporate Debt Securities
DBS GROUP HOLDINGS LTD FR 2.85%041622
5493007FKT78NKPM5V55
2022-04-16
2.850000
200000.00
202206.67
Corporate Debt Securities
DEERE JOHN CAPITAL CORP FR 2.8%090827
E0KSF7PFQ210NWI8Z391
2027-09-08
2.800000
1409000.00
1474253.92
Corporate Debt Securities
DEERE JOHN CAPITAL CORP VR 101321-101124
E0KSF7PFQ210NWI8Z391
2024-10-11
0.242224
288000.00
287583.72
Corporate Debt Securities
DELTA AIR LINES INC GLBL NT 3.75%29
Q2CCMS6R0AS67HJMBN42
2029-10-28
3.750000
3505000.00
3440078.64
Corporate Debt Securities
NORFOLK SOUTHN CORP SR GLBL NT 23
54930036C8MWP850MI84
2023-02-15
2.903000
4635000.00
4756557.77
Corporate Debt Securities
OFFICE PPTYS INCOME TR SR GLBL NT 26
2026-06-15
2.650000
954000.00
936089.71
Corporate Debt Securities
ONEOK INC NEW 4.55%28
2T3D6M0JSY48PSZI1Q41
2028-07-15
4.550000
598000.00
640543.05
Corporate Debt Securities
ORACLE CORP SR GLBL NT2.8%27
1Z4GXXU7ZHVWFCD8TV52
2027-04-01
2.800000
10703000.00
10856195.61
Corporate Debt Securities
ORACLE CORP SR GLBL NT4.1%61
1Z4GXXU7ZHVWFCD8TV52
2061-03-25
4.100000
300000.00
286080.00
Corporate Debt Securities
ORIX CORP SR GLBL NT 24
35380016EMHNBOVYE123
2024-12-04
3.250000
118000.00
123021.59
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR NT 4.5%41
1HNPXZSMMB7HMBMVBS46
2041-12-15
4.500000
551000.00
524204.87
Corporate Debt Securities
DEVON ENERGY CORP NEW SR NT 5.6%41
54930042348RKR3ZPN35
2041-07-15
5.600000
90000.00
108444.50
Corporate Debt Securities
DEVON ENERGY CORP NEW GLBL NT 4.5%30
54930042348RKR3ZPN35
2030-01-15
4.500000
1198000.00
1275953.86
Corporate Debt Securities
DISNEY WALT CO SR GLBL NT3.7%24
549300GZKULIZ0WOW665
2024-09-15
3.700000
9500000.00
10072733.89
Corporate Debt Securities
HYUNDAI CAP AMER SR REGS NT 1%24
549300RIPPWJB5Z0FK07
2024-09-17
1.000000
5964000.00
5814436.13
Corporate Debt Securities
ING GROEP N.V. SR GLBL 144A 26
549300NYKK9MWM7GGW15
2026-01-06
4.625000
300000.00
328633.00
Corporate Debt Securities
HOLOGIC INC SR GLBL 144A 29
549300DYP6F5ZJL0LB74
2029-02-15
3.250000
136000.00
130962.03
Corporate Debt Securities
HOME DEPOT INC SR NT 3.75%24
QEKMOTMBBKA8I816DO57
2024-02-15
3.750000
2998000.00
3179144.16
Corporate Debt Securities
DISNEY WALT CO FR 3%021326
7260JQNI6SCF9FIV2392
2026-02-13
3.000000
3191000.00
3343274.52
Corporate Debt Securities
DUKE ENERGY CORP NEW SR GLBL NT 22
I1BZKREC126H0VB1BL91
2022-08-15
3.050000
4851000.00
4953908.57
Corporate Debt Securities
EAGLE MATLS INC SR GLBL NT2.5%31
529900KRXRGXL61SG039
2031-07-01
2.500000
700000.00
670952.33
Corporate Debt Securities
ECOLAB INC 3.25%27
82DYEISM090VG8LTLS26
2027-12-01
3.250000
3998000.00
4263733.73
Corporate Debt Securities
ELEMENT SOLUTIONS INC SR GLBL 144A 28
549300FLGN6P5CU20J91
2028-09-01
3.875000
3687000.00
3645137.19
Corporate Debt Securities
ENABLE MIDSTREAM PARTNERS LP SR GLBL NT 28
MTLVN9N7JE8MIBIJ1H73
2028-05-15
4.950000
94000.00
102652.70
Corporate Debt Securities
VICTORIAS SECRET AND CO SR 144A NT 29
5493006T3O70U3UWVF17
2029-07-15
4.625000
16000.00
15272.89
Corporate Debt Securities
VMWARE INC SR GLBL NT1.8%28
549300BUDHS3LRWBE814
2028-08-15
1.800000
20000.00
19110.20
Corporate Debt Securities
WEC ENERGY GROUP INC SR GLBL NT 27
549300IGLYTZUK3PVP70
2027-10-15
1.375000
9767000.00
9274143.61
Corporate Debt Securities
WALMART INC SR GLBL NT2.5%41
Y87794H0US1R65VBXU25
2041-09-22
2.500000
253000.00
242024.44
Corporate Debt Securities
JPMORGAN CHASE & CO SR GLBL NT 33
8I5DZWZKVSZI1NUHU748
2033-01-25
2.963000
5743000.00
5765362.28
Corporate Debt Securities
CNOOC FIN 2013 LTD SR GLBL NT 29
5493006KAH3PSSMCES09
2029-09-30
2.875000
1154000.00
1179218.75
Corporate Debt Securities
CNX RES CORP SR GLBL 144A 29
549300JK3KH8PWM3B226
2029-01-15
6.000000
2000000.00
2075333.33
Corporate Debt Securities
CVS HEALTH CORP SR GLBL NT 24
549300EJG376EN5NQE29
2024-08-12
3.375000
2000.00
2105.79
Corporate Debt Securities
CVS HEALTH CORP SR GLBL NT 30
549300EJG376EN5NQE29
2030-04-01
3.750000
98000.00
105701.82
Corporate Debt Securities
EUROPEAN INVT BK 144A SR GLBL NT 24
5493006YXS1U5GIHE750
2024-01-29
3.250000
21137000.00
21980583.54
Corporate Debt Securities
EUROPEAN INVT BK 144A GLBL NT 1.375%27
5493006YXS1U5GIHE750
2027-03-15
1.375000
20000000.00
19736713.89
Corporate Debt Securities
FEL ENERGY VI S A R L SR SEC GLBL 40
2040-12-01
5.750000
4800000.00
4576379.49
Corporate Debt Securities
FISERV INC SR GLBL NT3.2%26
GI7UBEJLXYLGR2C7GV83
2026-07-01
3.200000
70000.00
72843.87
Corporate Debt Securities
FORD MTR CO DEL SR GLBL NT 32
20S05OYHG0MQM4VUIC57
2032-02-12
3.250000
3961000.00
3786287.99
Corporate Debt Securities
ALLY FINL INC SR NT 8%31
549300JBN1OSM8YNAI90
2031-11-01
8.000000
1000000.00
1349960.00
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 32
784F5XWPLTWKTBV3E584
2032-07-21
2.383000
337000.00
318361.19
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL FL NT 24
MLU0ZO3ML4LN2LL2TL39
2024-05-18
1.160000
3937000.00
3980521.35
Corporate Debt Securities
HEINEKEN NV SR 144A NT 23
724500K5PTPSST86UQ23
2023-04-01
2.750000
5538000.00
5679995.86
Corporate Debt Securities
PACIFIC GAS & ELEC CO 1M GLBL 31 NT 4
1HNPXZSMMB7HMBMVBS46
2040-07-01
4.500000
6380425.00
6277189.72
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 27
HL3H1H2BGXWVG3BSWR90
2027-08-17
3.125000
9127000.00
9651493.20
Corporate Debt Securities
PHILLIPS 66 SR GLBL NT 30
5493005JBO5YSIGK1814
2030-12-15
2.150000
3000000.00
2808261.67
Corporate Debt Securities
PILGRIMS PRIDE CORP SR GLBL 144A 32
549300ZSLGV64ZL3HD75
2032-03-01
3.500000
492000.00
472903.57
Corporate Debt Securities
REALTY INCOME CORP SR GLBL NT2.2%28
549300CUWDAUZSH43859
2028-06-15
2.200000
750000.00
736253.33
Corporate Debt Securities
ROSS STORES INC SR GLBL NT 26
549300ENZFLPGRDFZQ60
2026-04-15
0.875000
1368000.00
1310046.58
Corporate Debt Securities
ROYALTY PHARMA PLC SR GLBL NT 31
549300FGFN7VOK8BZR03
2031-09-02
2.150000
183000.00
169752.38
Corporate Debt Securities
AUTOZONE INC SR GLBL NT 27
GA3JGKJ41LJKXDN23E90
2027-06-01
3.750000
190000.00
204873.20
Corporate Debt Securities
BMW US CAP LLC EXTND IAM FLTG 144A NT 3.45%23
KK5MZM9DIXLXZL9DZL15
2023-04-12
3.450000
6347000.00
6566643.22
Corporate Debt Securities
BP CAP MKTS P L C SR GLBL NT 27
549300CRVT18MXX0AG93
2027-01-16
3.017000
11000000.00
11194667.92
Corporate Debt Securities
BPCE S A VR 091218-091223
9695005MSX1OYEMGDF46
2023-09-12
1.440880
2400000.00
2438954.93
Corporate Debt Securities
BK OF AMERICA CORP FR 3.248%102127
9DJT3UXIJIZJI4WXO774
2027-10-21
3.248000
765000.00
799809.20
Corporate Debt Securities
BANK IRELAND GROUP PLC GLBL 144A NT 27
635400C8EK6DRI12LJ39
2027-09-30
2.029000
2017000.00
1944435.06
Corporate Debt Securities
BANK NOVA SCOTIA B C ALT TIER I PERP
L3I9ZG2KFGXZ61BMYR72
2500-12-31
4.650000
3094000.00
3085272.34
Corporate Debt Securities
BANK NOVA SCOTIA B C SR GLBL COCO 26
L3I9ZG2KFGXZ61BMYR72
2026-08-03
2.700000
12000000.00
12441000.00
Corporate Debt Securities
BANK NOVA SCOTIA HALIFAX FR 1.95%020227
L3I9ZG2KFGXZ61BMYR72
2027-02-02
1.950000
10000000.00
9834075.00
Corporate Debt Securities
BANK NOVA SCOTIA HALIFAX FR 2.45%020232
L3I9ZG2KFGXZ61BMYR72
2032-02-02
2.450000
5000000.00
4862395.83
Corporate Debt Securities
BANK CHINA HONG KONG LTD FR 5.9%
KNPC1X7GHDZW8U2ZSF89
2500-12-31
5.900000
6122000.00
6632017.02
Corporate Debt Securities
BANQUE FED DU CRED MUTUEL FR 1.604%100426
VBHFXSYT7OG62HNT8T76
2026-10-04
1.604000
10000000.00
9752184.44
Corporate Debt Securities
BARCLAYS PLC SR GLBL COCO 25
213800LBQA1Y9L22JB70
2025-03-16
3.650000
3321000.00
3500159.65
Corporate Debt Securities
BAUSCH HEALTH COS INC SR GLBL 144A 29
B3BS7ACMDUWISF18KY76
2029-02-15
6.250000
3284000.00
2879901.98
Corporate Debt Securities
BNP PARIBAS FR 3.052%011331
R0MUWSFPU8MPRO8K5P83
2031-01-13
3.052000
390000.00
388748.58
Corporate Debt Securities
BNP PARIBAS FR 2.219%060926
R0MUWSFPU8MPRO8K5P83
2026-06-09
2.219000
280000.00
278441.40
Corporate Debt Securities
BNP PARIBAS FR 3.375%010925
R0MUWSFPU8MPRO8K5P83
2025-01-09
3.375000
9000000.00
9310488.75
Corporate Debt Securities
BNP PARIBAS FR 3.5%030123
R0MUWSFPU8MPRO8K5P83
2023-03-01
3.500000
8845000.00
9182137.00
Corporate Debt Securities
BOC AVIATION PTE LTD FR 3.25%042925
254900H06V5RMEB3KE72
2025-04-29
3.250000
200000.00
206801.06
Corporate Debt Securities
BOEING CO CR SEN SR GLBL60
RVHJWBXLJ1RFUBSY1F30
2060-05-01
5.930000
5000000.00
6454375.00
Corporate Debt Securities
BRISTOL-MYERS SQUIBB CO SR GLBL NT3.2%26
HLYYNH7UQUORYSJQCN42
2026-06-15
3.200000
2999000.00
3156384.19
Corporate Debt Securities
BRISTOL-MYERS SQUIBB CO SR GLBL NT 39
HLYYNH7UQUORYSJQCN42
2039-06-15
4.125000
80000.00
90817.67
Corporate Debt Securities
CANADIAN NATL RY CO SR GLBL NT6.9%28
3SU7BEP7TH9YEQOZCS77
2028-07-15
6.900000
410000.00
521219.33
Corporate Debt Securities
CATERPILLAR FINL SVCS MTNS BE FR 3.25%120124
EDBQKYOPJUCJKLOJDE72
2024-12-01
3.250000
380000.00
399036.73
Corporate Debt Securities
CELULOSA ARAUCO Y CONSTITUCION SR GLBL NT5.5%47
549300QEKV8G0AMNQD28
2047-11-02
5.500000
4200000.00
4707966.67
Corporate Debt Securities
CHENIERE ENERGY PARTNERS L P SR GLBL 144A 32
5493005UEC8AZ34LDV29
2032-01-31
3.250000
2396000.00
2266602.69
Corporate Debt Securities
CHENIERE ENERGY INC SR SEC GLBL NT28
MIHC87W9WTYSYZWV1J40
2028-10-15
4.625000
1046000.00
1078235.69
Corporate Debt Securities
CHESAPEAKE ENERGY CORP SR GLBL 144A 26
X2MT1W32SPAZ9WSKLE78
2026-02-01
5.500000
2467000.00
2609592.60
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 28
6SHGI4ZSSLCXXQSBB395
2028-01-10
3.887000
844000.00
894882.58
Corporate Debt Securities
JPMDB COML MT SEC TR 2020-COR7 C 20530515 FLT
2053-05-15
3.724830
620739.00
638937.22
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-SG1 C 20480917 FLT
549300ZJL46M82UL2Z22
2048-09-17
4.454490
6181100.00
5659223.99
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2014-C22 A-4 20570917 3.4
2057-09-17
3.488000
3000000.00
3073689.14
Private Label Collateralized Mortgage Obligations
BX COML MTG TR 2020-VKNG A 20371015 FLT
2037-10-15
1.036290
1119490.00
920014.42
Private Label Collateralized Mortgage Obligations
JPMDB COML MTG SEC TR 2017-C5 A-S 20500317 FLT
2050-03-17
3.857500
275208.00
288919.85
Private Label Collateralized Mortgage Obligations
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-24
0.00
1300000.00
1298866.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
1143000.00
1416529.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
25000000.00
28890326.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-07-31
1.000000
171826000.00
163998466.57
U.S. Treasuries (including strips)
Y
2022-02-02
2022-02-02
2022-02-02
N
N
N
0.0013
735000000.00
735000000.00
0.0100
N
N
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.400000%
549300HN4UKV1E2R3U73
0001675365
ARP0SAPF1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FIRST NLC TRUST 2005-4 M-1 20360225 FLT
2036-02-25
0.842710
2500000.00
2353033.63
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-C A-4 20320915 FLT
549300IQIXBXDNPLSE92
2032-09-15
3.081000
3350000.00
3344673.50
Asset-Backed Securities
SLM PRIVATE ST LN TR 2007-A C-2 20411215 FLT
549300T563MF7L069881
2041-12-15
3.592000
5400000.00
2447191.71
Asset-Backed Securities
SATURN VENTURES I LTD 2003-1 A-3 20381103 FLT
549300J232RFRZIAW473
2038-11-03
1.540880
26000000.00
2672725.08
Asset-Backed Securities
SECURITIZED ASSET REC 2005-OP2 M-4 20351025 FLT
2035-10-25
1.067710
3150500.00
2836120.90
Asset-Backed Securities
SKOPOS AUTO RECV TR 2018-1 D 20241216 7.2
2024-12-16
7.250000
2500000.00
2425548.38
Asset-Backed Securities
SOUND POINT CLO XXIV LTD 2019 SUB 20321025 FLT
2032-10-25
0.00
4920000.00
3241296.00
Asset-Backed Securities
SOUTH COAST FDG VIII 2006-8 B 20431006 FLT
549300JD6HID8N8EA905
2043-10-06
2.902630
38000000.00
3135338.01
Asset-Backed Securities
MP CLO VII LTD 2015-7RR E-RR 20281018 FLT
5493005EOEZ6JX072G15
2028-10-18
5.991290
3500000.00
3141227.32
Asset-Backed Securities
MP CLO VII LTD 2015-7RR F-RR 20281018 FLT
5493005EOEZ6JX072G15
2028-10-18
8.151290
5000000.00
3852667.61
Asset-Backed Securities
MARATHON CLO IX LTD 2017-9 D 20290416 FLT
5493008SBRQGMZFP2M89
2029-04-16
6.291290
2826515.00
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Asset-Backed Securities
MARATHON CLO 2018-12 C 20310418 FLT
549300OJFSN0QP3XDM12
2031-04-18
3.841290
4600000.00
4373298.81
Asset-Backed Securities
MARBLE POINT CLO XI LTD D 20301218 FLT
549300DBVCVH5X7MO467
2030-12-18
3.041290
3255000.00
3022294.33
Asset-Backed Securities
MASTR ASSET TR 2005-HE2 M-4 20351025 FLT
2035-10-25
1.007710
2500000.00
2462794.88
Asset-Backed Securities
MASTR ABS TRUST 2007-HE1 A-4 20370525 FLT
2037-05-25
0.387710
3335500.00
3077921.41
Asset-Backed Securities
NATIONAL COLLEGIATE II 2007 4 CL A 3 AR 3 COMMUTAT
2038-12-25
0.00
5118000.00
3036359.91
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-4 A3-AR4 20380325 0.0
2038-03-25
0.00
8725000.00
2524578.75
Asset-Backed Securities
NATIONAL COLL ST LN TR 2007-3 A3-AR3 20380325 0.0
2038-03-25
0.00
5049000.00
4210410.19
Asset-Backed Securities
NATIONAL COLLEGIATE V 2007-4 CL A-3-AR-3 COMMUTAT
2038-03-31
0.00
3237500.00
2276949.49
Asset-Backed Securities
OAKTOWN RE 2021-6 LTD B-1 20331025 FLT
2033-10-25
5.549670
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2564329.86
Asset-Backed Securities
OCTAGON INV PTNS XXII 2014-22 SUB 20251125 FLT
549300MQ9W5DWZ8QX450
2025-11-25
0.00
8250000.00
2970000.00
Asset-Backed Securities
PRPM LLC 2021-7 A-1 20260825 FLT
2026-08-25
1.867000
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3366329.48
Asset-Backed Securities
STRUCTURED ASSET SECS 2005-WF4 M8 20351125 FLT
2035-11-25
2.732710
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3286574.25
Asset-Backed Securities
STRUCTURED ASSET SEC 2006-GEL3 M1 144 20360725 FLT
2036-07-25
0.632710
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2377679.70
Asset-Backed Securities
TCI-SYMPHONY CLO 2017-1 E 20300715 FLT
2030-07-15
6.691290
2689000.00
2681998.65
Asset-Backed Securities
TABERNA PREF FDG I 2005-1 A-2 20350705 FLT
549300UVUFF52P87TF20
2035-07-05
0.909130
5928000.00
3916372.29
Asset-Backed Securities
TRIANGLE RE 2020-1 LTD B-1 20301025 FLT
2030-10-25
7.857710
4200000.00
4319757.20
Asset-Backed Securities
TRICON RES 2021-SFR1 F 20380719 3.6
2038-07-19
3.692000
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Asset-Backed Securities
US CAP FDG IV LTD 2005-4 A-1 20391201 FLT
2039-12-01
0.490880
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3862604.53
Asset-Backed Securities
ALLEGRO CLO LTD 2021-12 SUB 20320121 FLT
2032-01-21
0.00
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Asset-Backed Securities
ELEVATION CLO LTD 2017-8 SUB 20301025 FLT
549300OBPZDY731NEI33
2030-10-25
0.00
8500000.00
3187500.00
Asset-Backed Securities
MAGNETITE XVIII LTD 2016-18 SUB NT 20281115 FLT
2028-11-15
0.00
3750000.00
2444208.75
Asset-Backed Securities
CARLYLE GLOBAL MKT STRATEGIES CLO 2014 4 R LTD C
2030-07-15
3.141290
2997055.00
2874038.94
Asset-Backed Securities
CARVAL CLO LTD 2018-1 E 20310716 FLT
2031-07-16
6.011290
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Asset-Backed Securities
CENTRE SQUARE CDO LT B 20511119 FLT
2051-11-19
1.752330
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2764611.74
Asset-Backed Securities
CITIGROUP MTG LN TR 2007-AMC1 A-2C 20361226 FLT
2036-12-26
0.327710
14946000.00
4053231.82
Asset-Backed Securities
TABERNA PREF FDG III 2005-3 A-2A 20360205 FLT
U03UUQ0VYFBPHFC9G558
2036-02-05
0.659750
4291000.00
2710171.55
Asset-Backed Securities
THL CR WIND RIVER CLO 2014-1RR D-RR 20310718 FLT
549300AMLFWC1VCUN251
2031-07-18
3.241290
4000000.00
3883801.86
Asset-Backed Securities
TRIANGLE RE LTD 2021-2 B-1 20331025 FLT
2033-10-25
7.607710
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2375871.64
Asset-Backed Securities
GSAMP TRUST 2006-HE8 A-2D 20370126 FLT
2037-01-26
0.337710
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3298803.50
Asset-Backed Securities
GSAMP TRUST 2007-NC1 A-1 20370225 FLT
2037-02-25
0.237710
16500000.00
2601507.19
Asset-Backed Securities
GSAMP TRUST 2007-NC1 A-2C 20370225 FLT
2037-02-25
0.257710
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2501186.11
Asset-Backed Securities
HIN TIMESHARE TR 2020-A E 20391009 6.5
2039-10-09
6.500000
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2418458.00
Asset-Backed Securities
HOME EQUITY MTG INABS 2006-D 2A-4 20361125 FLT
2036-11-25
0.347710
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Asset-Backed Securities
JER CRE CDO 2005-1 D 20431120 6.4
5493002LDPLFVD4H0F04
2043-11-20
6.440000
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2806734.33
Asset-Backed Securities
NEUBERGER BERMAN LN ADVISERS INCOME NT ISSUER 33 L
2032-10-16
0.00
3700000.00
2635117.80
Asset-Backed Securities
PREFER TERM SEC XXV 2007-25 B-1 20370622 FLT
2037-06-22
0.702750
4730000.00
4183933.60
Asset-Backed Securities
RFC CDO II LTD 2005-2 C 20400315 FLT
2040-03-15
3.534130
4500000.00
3112488.01
Asset-Backed Securities
STRUCTURED INVESTMENTS CORPORATION
2037-06-06
6.000000
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Asset-Backed Securities
TABERNA PREF FDG IX 2007-9 A-2LB 20380505 FLT
2038-05-05
1.389750
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4179546.18
Asset-Backed Securities
TABERNA PREF FDG I 2005-1 B-1 20350705 FLT
549300UVUFF52P87TF20
2035-07-05
1.309130
6000000.00
3605672.90
Asset-Backed Securities
US CAP FDG V LTD 2006-5 B-1 20401010 FLT
2040-10-10
1.481290
15600000.00
2644776.67
Asset-Backed Securities
DAVIS SQUARE FDG IV 2005-4 A-2 20400409 FLT
549300IFQ6H7GNQT4B97
2040-04-09
0.537130
23350000.00
2741404.42
Asset-Backed Securities
DUKE FDG VI 2004-6 A1J 20390408 FLT
549300M17UZKOC3PVP17
2039-04-08
1.081290
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2326833.49
Asset-Backed Securities
E TRADE ABS CDO III 2004 B 20400110 FLT
549300VW38SMR8ZDK981
2040-01-10
3.081440
15500000.00
2975961.35
Asset-Backed Securities
ELEVATION CLO 2017-7 SUB 20300715 FLT
635400AGFHDDI7RPPD20
2030-07-15
0.00
11000000.00
4565000.00
Asset-Backed Securities
ELEVATION CLO LTD 2017-8 SUB 20301025 FLT
549300OBPZDY731NEI33
2030-10-25
0.00
11630000.00
4361250.00
Asset-Backed Securities
ENCINA EQUIPMNT FIN LLC 2021-1 A-2 20261215 0.7
2026-12-15
0.740000
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4373533.51
Asset-Backed Securities
EULER ABS CDO 1 LTD
549300YP4QGH4U9I8R91
2050-07-14
2.425000
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2875132.91
Asset-Backed Securities
EXETER ATMOBILE REC TR 2021-4 E 20280117 4.0
2028-01-17
4.020000
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Asset-Backed Securities
REPUBLIC FINAE ISSE TR 2020-A C 20301120 4.0
2030-11-20
4.050000
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Asset-Backed Securities
REPUBLIC FINAE ISSE TR 2020-A D 20301120 7.0
2030-11-20
7.000000
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Asset-Backed Securities
REPUBLIC FIN ISSUANC TR 2021-A C 20311222 3.5
2031-12-22
3.530000
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Asset-Backed Securities
RESIDENTIAL ASSET 2005-AHL2 M-3 20351025 FLT
2035-10-25
0.812710
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Asset-Backed Securities
RESIDENTIAL ASSET 2004-RS10 M-II-2 20341025 FLT
2034-10-25
1.357710
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Asset-Backed Securities
RESIDENTIAL ASSET 2005-EFC5 M-5 20351025 FLT
2035-10-25
1.052710
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Asset-Backed Securities
RESIDENTIAL ASSET SEC 2005-RS5 M-6 20350525 FLT
2035-05-25
1.202710
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2639908.35
Asset-Backed Securities
RIVER NORTH CDO 2005 A1 144 20400206 FLT
549300A7ILGCZF1XWW54
2040-02-06
0.474380
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3109034.28
Asset-Backed Securities
ROCKFORD TOWER CLO 2017-2 SUB NT 20291015 FLT
549300G18KVCW7VUKI86
2029-10-15
0.00
5833333.00
3470833.13
Asset-Backed Securities
ROCKFORD TOWER CLO 2017-3 SUB NT 20301021 FLT
549300V5ZF7112UGSH89
2030-10-21
0.00
4083333.00
2797083.10
Asset-Backed Securities
ROCKFORD TOWER CLO 2018-2 SUB 20311020 FLT
5493001SZ764RMCNU069
2031-10-20
0.00
4083333.00
2592916.46
Asset-Backed Securities
AVIS BUDGET RENTAL FD 2019-1 C 20230320 4.5
IHXLB8SL0QWSSG2VG640
2023-03-20
4.530000
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3967149.43
Asset-Backed Securities
BNPP IP CLO 2014 II LTD BNPPIP CLO 2014 II LLC
54930038CI4SMKCMEM78
2025-10-30
5.381630
4000000.00
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Asset-Backed Securities
BEAR STEARNS ABS TR 2007-HE2 II-2A 20370225 FLT
2037-02-25
0.247710
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2467745.39
Asset-Backed Securities
BELLEMEADE RE LTD 2022-1 M-2 20320126 FLT
2032-01-26
4.600000
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4150000.00
Asset-Backed Securities
BERING CDO 2006-1 B 20460801 FLT
549300OG8GI3MDGWT697
2046-08-01
3.352000
9000000.00
3101351.08
Asset-Backed Securities
BERNOULLI CDO I 2006-1 B 20420707 FLT
549300DHAFFV3C8CQA32
2042-07-07
2.490250
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3368234.01
Asset-Backed Securities
BRAVO RES FDG TR 2020-TAC1 B4 20571025 FLT
2057-10-25
3.696250
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896114.06
Asset-Backed Securities
CSMC SERIES 2014-9R 5-A-2 20361029 FLT
2036-10-29
6.000000
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2463887.95
Asset-Backed Securities
CWABS INC 2005-BC4 M-9 20350325 FLT
2035-03-25
2.732710
4487000.00
2758346.51
Asset-Backed Securities
CWABS INC 2004-AB2 M-4 20341125 FLT
2034-11-25
1.382710
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4406947.69
Asset-Backed Securities
PREFER TERM SEC XXIII 2006-23 D-1 20361222 FLT
2036-12-22
2.302750
5962000.00
4131994.45
Asset-Backed Securities
PROGRESS RES TR 2021-SFR8 G 20381017 4.0
2038-10-17
4.005000
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Asset-Backed Securities
PROGRESS RES 2021-SFR3 TR E-2 20380519 2.6
2038-05-19
2.688000
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Asset-Backed Securities
RR 2018-4 LTD SUB 20300415 FLT
549300G3G1OYI5KO3H14
2030-04-15
0.00
3000000.00
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Asset-Backed Securities
RR 5 LTD 2018-1 D 20311015 FLT
549300213Q1LH7O32902
2031-10-15
5.991290
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Asset-Backed Securities
RENAISSANCE HEQ 2007-2 AF-4 20370625 FLT
2037-06-25
5.906000
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Asset-Backed Securities
PAGAYA AI DEBT 2021-1 TR B 20271115 2.1
2027-11-15
2.130000
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Asset-Backed Securities
PAGAYA AI DEBT 2021-1 TR C 20271115 4.0
2027-11-15
4.090000
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Asset-Backed Securities
PAGAYA AI DEBT SEC 2021-HG1 TR A 20290116 1.2
2029-01-16
1.220000
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Asset-Backed Securities
PIKES PEAK CLO 2018-1 E 20310724 FLT
549300IOF5UIE4PES702
2031-07-24
6.308860
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3364576.63
Asset-Backed Securities
PORT JACKSON CDO 2007-1 B 20521119 FLT
2052-11-19
2.702630
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4388513.26
Asset-Backed Securities
PREFERRED TERM SEC 2005-19 B 20351222 FLT
2035-12-22
0.802750
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2369246.08
Asset-Backed Securities
PREFER TERM SEC XXVI 2007-26 C-1 20370922 FLT
2037-09-22
1.052750
4000000.00
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Asset-Backed Securities
PREFER TERM SEC XXIII 2006-23 B-1 20361222 FLT
2036-12-22
0.822750
7250000.00
4663209.50
Asset-Backed Securities
PREFER TERM SEC XXIII 2006-23 C-1 20361222 FLT
2036-12-22
1.352750
6800000.00
4494526.22
Asset-Backed Securities
KKR CLO 15 LTD 2016-15R E-R 20320120 FLT
549300K434Q30JZAS486
2032-01-20
6.681290
3764000.00
3616724.80
Asset-Backed Securities
KNOLLWOOD CDO LTD 2004-1 A-1 20390108 FLT
549300E24U6UCPJEUI87
2039-01-08
0.681290
79831000.00
4090376.88
Asset-Backed Securities
LNR CDO 2007-5 E 20490426 FLT
549300TQCFQE0FHSXI25
2049-04-26
3.463000
13517000.00
3219573.30
Asset-Backed Securities
LOANPAL SOLAR LOAN 2020-2 LLC A 20470720 0.0
2047-07-20
2.750000
4358212.00
3320333.99
Asset-Backed Securities
ACA ABS LTD 2002-1 C 20370803 FLT
549300EN51K1EMCE9G36
2037-08-03
2.731630
10500000.00
3555028.88
Asset-Backed Securities
AIG CLO 2021-1 LTD SUB -B 20340424 FLT
2034-04-24
0.00
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Asset-Backed Securities
AEGIS ABS 2005-2 M4 20350625 FLT
2035-06-25
1.052710
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3328885.76
Asset-Backed Securities
ALESCO PREF FDG XIII 2006-13 B 144A 20370923 FLT
UQS84BSJ2YT0DCD5VU78
2037-09-23
0.866000
4160000.00
2707902.77
Asset-Backed Securities
AMERIQUEST MTG SECS 2004-R11 M-7 20341225 FLT
2034-12-25
2.882710
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2559795.56
Asset-Backed Securities
AMERIQUEST MTG SECS 2006-R2 M-3 20360425 FLT
2036-04-25
0.677710
3200000.00
3042297.45
Asset-Backed Securities
ANCHORAGE CAP CLO 13 2013-1R E-R 20301015 FLT
5493008PWA7TS1SR9447
2030-10-15
7.744430
2500000.00
2381605.54
Asset-Backed Securities
ARROWPOINT CLO LTD 2014-2 SUB NT 20260312 FLT
635400HAVYYWWB139K27
2026-03-12
0.00
8775000.00
2946408.08
Asset-Backed Securities
ATRIUM XV 2018-15 E 20310123 FLT
2031-01-23
6.108860
4500000.00
4426595.25
Asset-Backed Securities
ATTENUS CDO I 2006-1 C-2B 20360510 FLT
549300K5UF09SNNJUL07
2036-05-10
1.595630
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Asset-Backed Securities
AVERY POINT VI CLO 2015-6 F 20270805 FLT
2027-08-05
6.939750
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Asset-Backed Securities
SOUTH COAST FDG V 2004-5 B 20390806 FLT
549300I3Z2M62207VX15
2039-08-06
1.194380
10000000.00
2715330.80
Asset-Backed Securities
STANIFORD STR CLO LTD 2014 E 20250616 FLT
549300VQ0AVDB6585K37
2025-06-16
4.702750
4000000.00
3302895.92
Asset-Backed Securities
FHLMC STACR 2019-DNA1 B-2 20490125 FLT
5493007222WHFWMBOC78
2049-01-25
10.857700
2720000.00
3000284.08
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2017-2 M-2 20560825 FLT
2056-08-25
4.000000
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404366.13
Private Label Collateralized Mortgage Obligations
FHLMC SCRTT SERIES 2019-3 M 20581025 FLT
2058-10-25
4.750000
310000.00
315617.61
Private Label Collateralized Mortgage Obligations
FREDDIE SCRTT SERIES 2020-1 M 20590825 FLT
2059-08-25
4.250000
1850000.00
1872795.08
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-1 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
4.357710
500000.00
522750.14
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA1 B-2 20510125 FLT
2051-01-25
4.799670
5488000.00
5332826.50
Private Label Collateralized Mortgage Obligations
MULTIFMLY CONN AVE SEC 2020-01 M-10 20500325 FLT
5493002KQF9IH3CTQZ40
2050-03-25
3.857710
15089172.00
15004792.62
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA5 B-1 20501025 FLT
2050-10-25
4.849670
1580000.00
1684419.48
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA3 B-2 20490726 FLT
549300KB1O80CETXGJ21
2049-07-26
8.257710
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Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA4 B-2 20491025 FLT
2049-10-25
6.357710
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Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-HQA2 B-1 20500325 FLT
2050-03-25
4.207710
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Private Label Collateralized Mortgage Obligations
FHLMC REMIC 2020-HQA4 B-2 20500926 FLT
2050-09-26
9.507710
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Private Label Collateralized Mortgage Obligations
FHLMC STACR 2020-DNA4 B-2 20500825 FLT
2050-08-25
10.107700
4419000.00
5326205.76
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2021-HQA1 M-2AI 20330825 FLT
2033-08-25
1.250000
10160000.00
120206.35
Private Label Collateralized Mortgage Obligations
FHLMC STARC 2021-DNA5 B-1 20340125 FLT
2034-01-25
3.099670
669000.00
667893.21
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2021-DNA7 B-2 20411125 FLT
S6XOOCT0IEG5ABCC6L87
2041-11-25
7.849670
2760000.00
2755085.21
Private Label Collateralized Mortgage Obligations
FHLMC STACR REMIC TR 2021-HQA4 B-2 20411226 FLT
2041-12-26
7.049670
2412000.00
2354787.23
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2022-DNA1 B-1 20420127 FLT
2042-01-27
3.449670
1250000.00
1241822.80
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-DNA2 B-2 20490325 FLT
549300Y6KOVOWQ8OJC33
2049-03-25
10.607700
2000000.00
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Private Label Collateralized Mortgage Obligations
FHLMC STACR 2019-FTR1 B-2 20480127 FLT
549300MHCI0CUXMJQS62
2048-01-27
8.457710
8019000.00
8769022.03
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2021-R01 1B-2 20411025 FLT
2041-10-25
6.049670
3500000.00
3420099.47
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HRP1 B-1 20430525 FLT
549300D2VO9JVX6KU482
2043-05-25
3.857710
800000.00
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Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
B1V7KEBTPIMZEU4LTD58
2025-07-25
5.107710
2321678.00
467909.96
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C07 2B 20290525 FLT
B1V7KEBTPIMZEU4LTD58
2029-05-25
9.607710
600000.00
645785.95
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1B-1 20300125 FLT
B1V7KEBTPIMZEU4LTD58
2030-01-25
3.707710
840000.00
878151.92
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 B-2D 20421226 FLT
S6XOOCT0IEG5ABCC6L87
2042-12-26
3.107710
2622000.00
1556842.79
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 M-2B 20300925 FLT
S6XOOCT0IEG5ABCC6L87
2030-09-25
2.407710
2681000.00
2698698.05
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-R02 2M-2 20400125 FLT
2040-01-25
2.107710
1735576.00
843382.13
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-R02 2B-1 20400125 FLT
2040-01-25
3.107710
15478457.00
15473178.10
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-R04 2M-2 20390627 FLT
2039-06-27
2.207710
2319926.00
112791.85
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-SBT1 1M-2 20400227 FLT
2040-02-27
3.757710
2000000.00
2084698.57
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-SBT1 2B-1 20400227 FLT
2040-02-27
6.707710
18761489.00
19895695.15
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2021-R03 1B-2 20411226 FLT
2041-12-26
5.549670
6022000.00
5784425.75
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SECS 2022-R01 1B-1 20411226 FLT
2041-12-26
3.199670
289000.00
281245.05
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVE SECS 2022-R01 1B-2 20411226 FLT
2041-12-26
6.049670
1100000.00
1076501.01
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-HRP1 M-2 20391125 FLT
549300Z5THZ1JXIHVK60
2039-11-25
2.257710
2525000.00
1535048.05
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2019-HRP1 B-1 20391125 FLT
549300Z5THZ1JXIHVK60
2039-11-25
9.357710
4100000.00
4346863.54
Private Label Collateralized Mortgage Obligations
CONN AVE SECS 2020-R01 1M-2 20400125 FLT
2040-01-25
2.157710
1440000.00
659743.25
Private Label Collateralized Mortgage Obligations
Y
2022-03-07
2022-03-07
2022-04-28
Y
BOFA SECURITIES INC
1.0000
35
N
N
N
0.0052
426877600.45
426877600.45
0.0058
N
N
N
Y
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.055000%
549300H47WTHXPU08X20
ARP0SAZM5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
217375100.00
294984083.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2051-05-15
2.375000
300000000.00
320913238.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-02-15
2.625000
45221500.00
48401477.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
2.125000
209531600.00
211607016.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-01-31
0.750000
335000000.00
316606490.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-15
0.250000
315000000.00
308927757.18
U.S. Treasuries (including strips)
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0006
1472000000.00
1472000000.00
0.0200
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.050000%
254900Y8NKGV541U8Q32
0001457970
ARP0SB132
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
6232000.00
7912966.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
7940600.00
8210707.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.500000
2852089200.00
2887793326.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-08-15
1.625000
211439700.00
211382745.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-02-15
1.500000
3255500.00
3217812.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-15
0.125000
370071900.00
362487368.42
U.S. Treasuries (including strips)
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
3481000000.00
3481000000.00
0.0473
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.050000%
549300HN4UKV1E2R3U73
0001675365
ARP0SB165
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CLCB2647
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
176643697.00
176415309.06
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2543
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
250000226.00
249999999.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM7461
B1V7KEBTPIMZEU4LTD58
2050-08-01
4.000000
30028158.00
19346982.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLFM9681
B1V7KEBTPIMZEU4LTD58
2051-08-01
4.000000
265295385.00
249999999.69
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4547
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
256170200.00
249999999.17
Agency Mortgage-Backed Securities
FNMS 02.500 CLMA4548
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.500000
249839769.00
249999999.57
Agency Mortgage-Backed Securities
FNMS 02.500 CLCB2630
B1V7KEBTPIMZEU4LTD58
2052-01-01
2.500000
245745491.00
246237711.53
Agency Mortgage-Backed Securities
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
1400000000.00
1400000000.00
0.0190
N
Y
Y
N
DAIWA CAPITAL MARKETS AMERICA INC
DAIWA CAPITAL MARKETS AMERICA INC 0.050000%
M67H5PRC0NQKM73ZAS82
0000026617
ARP0SB1M0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA7709 M
549300M8ZYFG0OCMTT87
2051-11-20
4.500000
409946.00
435007.69
Agency Mortgage-Backed Securities
GNII SF MA7772 M
549300M8ZYFG0OCMTT87
2051-12-20
5.000000
182081.00
195206.86
Agency Mortgage-Backed Securities
GNII SF MA7828 M
549300M8ZYFG0OCMTT87
2052-01-20
3.000000
6429.00
6601.61
Agency Mortgage-Backed Securities
FEPC 02.000 CLSD8128
S6XOOCT0IEG5ABCC6L87
2051-02-01
2.000000
14872674.00
12955168.00
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8189
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.500000
146884000.00
146454500.64
Agency Mortgage-Backed Securities
03.500 FGPC Q42622 G
S6XOOCT0IEG5ABCC6L87
2046-08-01
3.500000
2404172.00
672476.23
Agency Mortgage-Backed Securities
FNMS 02.500 CLCA6359
B1V7KEBTPIMZEU4LTD58
2050-07-01
2.500000
9879560.00
8271184.16
Agency Mortgage-Backed Securities
FNMS 03.000 CLCB2419
B1V7KEBTPIMZEU4LTD58
2051-12-01
3.000000
85226094.00
87743279.24
Agency Mortgage-Backed Securities
FNMS 02.500 CTMA4388
B1V7KEBTPIMZEU4LTD58
2041-07-01
2.500000
130928.00
124569.57
Agency Mortgage-Backed Securities
GNII SF MA7419 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
50000.00
47119.29
Agency Mortgage-Backed Securities
GNII SF MA7830 M
549300M8ZYFG0OCMTT87
2052-01-20
4.000000
2755827.00
2895942.43
Agency Mortgage-Backed Securities
GNII SF CJ8867 C
549300M8ZYFG0OCMTT87
2051-12-20
3.000000
40544653.00
41798944.31
Agency Mortgage-Backed Securities
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
290000000.00
290000000.00
0.0039
N
Y
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 0.050000%
7LTWFZYICNSX8D621K86
0001022437
ARP0SB1N8
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
2031-02-15
5.375000
28374600.00
37737738.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2037-05-15
5.000000
22032700.00
31345511.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
4.250000
19581100.00
26332194.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
39627500.00
44693294.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
5232400.00
5905550.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-08-15
3.000000
33696500.00
40247408.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
2.000000
41279000.00
40842176.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-08-15
1.375000
44454200.00
37809121.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-05-15
1.125000
48399200.00
41087433.92
U.S. Treasuries (including strips)
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
300000000.00
300000000.00
0.0041
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.050000%
ZBUT11V806EZRVTWT807
0000782124
ARP0SB1U2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLBO4403
B1V7KEBTPIMZEU4LTD58
2050-05-01
3.500000
1200916.00
316012.61
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR4094
B1V7KEBTPIMZEU4LTD58
2051-01-01
2.000000
11504704.00
10333089.22
Agency Mortgage-Backed Securities
FNMS 02.500 CLBU7488
B1V7KEBTPIMZEU4LTD58
2051-12-01
2.500000
1312974.00
1314911.52
Agency Mortgage-Backed Securities
FNMS 04.000 GLCA0842
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
4011360.00
2051968.40
Agency Mortgage-Backed Securities
FNMS 02.000 CLCA6662
B1V7KEBTPIMZEU4LTD58
2050-08-01
2.000000
5799000.00
4848198.91
Agency Mortgage-Backed Securities
FNMS 03.000 CICA9160
B1V7KEBTPIMZEU4LTD58
2036-02-01
3.000000
7119168.00
6894922.11
Agency Mortgage-Backed Securities
FNMS 02.000 CICB0638
B1V7KEBTPIMZEU4LTD58
2036-05-01
2.000000
4554792.00
4350641.47
Agency Mortgage-Backed Securities
FNMS 06.000 CTFM1797
B1V7KEBTPIMZEU4LTD58
2029-09-01
6.000000
1192168.00
482950.35
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM4798
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.000000
4000000.00
3066483.64
Agency Mortgage-Backed Securities
FNMS 03.000 CIFS0560
B1V7KEBTPIMZEU4LTD58
2037-01-01
3.000000
31117632.00
32067559.95
Agency Mortgage-Backed Securities
FNMS 03.000 CIFS0562
B1V7KEBTPIMZEU4LTD58
2037-02-01
3.000000
55839744.00
57529119.61
Agency Mortgage-Backed Securities
FNMS 03.500 CIFS0566
B1V7KEBTPIMZEU4LTD58
2036-12-01
3.500000
31432320.00
32666279.54
Agency Mortgage-Backed Securities
FNMS 05.500 CT889891
B1V7KEBTPIMZEU4LTD58
2027-07-01
5.500000
320000.00
8295.46
Agency Mortgage-Backed Securities
FNAR XX.XXX S1964222
B1V7KEBTPIMZEU4LTD58
2038-06-01
2.245000
2279952.00
82286.84
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA1038
B1V7KEBTPIMZEU4LTD58
2032-04-01
4.000000
100000.00
13603.03
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA1630
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.000000
625000.00
121217.16
Agency Mortgage-Backed Securities
FNMS 03.000 CVMA3302
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.000000
2110544.00
1371623.97
Agency Mortgage-Backed Securities
FNMS 03.000 CKMA3724
B1V7KEBTPIMZEU4LTD58
2049-07-01
3.000000
100000.00
12967.26
Agency Mortgage-Backed Securities
GNAR AF MA1934 M
549300M8ZYFG0OCMTT87
2044-05-20
1.875000
72049360.00
1844208.05
Agency Mortgage-Backed Securities
GNII SF MA3005 M
549300M8ZYFG0OCMTT87
2030-08-20
2.500000
235500.00
53195.95
Agency Mortgage-Backed Securities
GNII SF MA3777 M
549300M8ZYFG0OCMTT87
2031-07-20
2.500000
100000.00
24592.68
Agency Mortgage-Backed Securities
GNII SF MA4899 M
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
50000.00
13182.15
Agency Mortgage-Backed Securities
GNII SF MA4962 M
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
1280512.00
292339.92
Agency Mortgage-Backed Securities
GNII SF MA6043 M
549300M8ZYFG0OCMTT87
2049-05-20
5.500000
131846.00
33311.28
Agency Mortgage-Backed Securities
GNII SF MA7233 M
549300M8ZYFG0OCMTT87
2035-05-20
5.500000
148244.00
149949.30
Agency Mortgage-Backed Securities
GNII SF MA7399 M
549300M8ZYFG0OCMTT87
2036-04-20
6.000000
106118.00
113520.08
Agency Mortgage-Backed Securities
GNMI SF AO0535 X
549300M8ZYFG0OCMTT87
2045-08-15
4.500000
2359548.00
558183.70
Agency Mortgage-Backed Securities
GNMI SF BA5780 X
549300M8ZYFG0OCMTT87
2047-05-15
5.000000
1714808.00
219945.71
Agency Mortgage-Backed Securities
GNII SF BB0764 C
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
1055568.00
223996.10
Agency Mortgage-Backed Securities
GNMI SF BC8968 X
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
6563496.00
1635464.51
Agency Mortgage-Backed Securities
GNMI SF BD4016 X
549300M8ZYFG0OCMTT87
2049-10-15
3.000000
31242840.00
10685646.63
Agency Mortgage-Backed Securities
GNMI SF BG0057 X
549300M8ZYFG0OCMTT87
2048-04-15
5.000000
424460.00
378879.43
Agency Mortgage-Backed Securities
GNMI SF BN0304 X
549300M8ZYFG0OCMTT87
2049-09-15
2.500000
363069.00
300094.17
Agency Mortgage-Backed Securities
GNMI SF BO9525 X
549300M8ZYFG0OCMTT87
2050-03-15
2.500000
447130.00
437558.30
Agency Mortgage-Backed Securities
GNII SF BT8069 C
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
2688232.00
1333202.96
Agency Mortgage-Backed Securities
GNMI SF BU8315 X
549300M8ZYFG0OCMTT87
2050-05-15
2.500000
10233520.00
5869402.03
Agency Mortgage-Backed Securities
GNII SF BZ1814 C
549300M8ZYFG0OCMTT87
2051-01-20
4.500000
1126260.00
978045.75
Agency Mortgage-Backed Securities
GNII SF BZ8489 C
549300M8ZYFG0OCMTT87
2051-01-20
4.500000
1424010.00
853388.48
Agency Mortgage-Backed Securities
GNII RG CB8270 C
549300M8ZYFG0OCMTT87
2043-05-20
4.000000
1221996.00
1039264.52
Agency Mortgage-Backed Securities
GNII SF CE5397 C
549300M8ZYFG0OCMTT87
2045-11-20
3.500000
1069776.00
1121017.04
Agency Mortgage-Backed Securities
GNII RG CF2654 C
549300M8ZYFG0OCMTT87
2048-01-20
3.500000
5521090.00
5381502.94
Agency Mortgage-Backed Securities
GNCL CL CG6811
549300M8ZYFG0OCMTT87
2064-07-15
2.770000
25000.00
25741.21
Agency Mortgage-Backed Securities
GNII RG CH1594 C
549300M8ZYFG0OCMTT87
2050-03-20
3.000000
1116120.00
1149517.10
Agency Mortgage-Backed Securities
GNPL LM CH2295
549300M8ZYFG0OCMTT87
2042-09-15
2.850000
138554.00
143559.21
Agency Mortgage-Backed Securities
GNPL PN CI1030
549300M8ZYFG0OCMTT87
2056-12-15
2.080000
3933420.00
3933393.02
Agency Mortgage-Backed Securities
GNII SF CI4480 C
549300M8ZYFG0OCMTT87
2049-10-20
4.000000
2330084.00
2459008.85
Agency Mortgage-Backed Securities
GNII SF CI6374 C
549300M8ZYFG0OCMTT87
2052-01-20
3.500000
6149968.00
6546743.44
Agency Mortgage-Backed Securities
GNII SF CJ2929 C
549300M8ZYFG0OCMTT87
2052-01-20
4.000000
1004718.00
1074487.96
Agency Mortgage-Backed Securities
GNII RG CJ7839 C
549300M8ZYFG0OCMTT87
2045-07-20
4.000000
1125844.00
1204701.69
Agency Mortgage-Backed Securities
GNII SF CK5342 C
549300M8ZYFG0OCMTT87
2052-01-20
3.000000
5832080.00
6158798.95
Agency Mortgage-Backed Securities
GNII RG CK8016 C
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
1000844.00
1011172.04
Agency Mortgage-Backed Securities
GNMI SF AD1732 X
549300M8ZYFG0OCMTT87
2043-02-15
2.500000
570000.00
136432.22
Agency Mortgage-Backed Securities
GNMI SF AP3904 X
549300M8ZYFG0OCMTT87
2045-09-15
4.000000
10825000.00
819734.21
Agency Mortgage-Backed Securities
GNMI SF AQ0553 X
549300M8ZYFG0OCMTT87
2046-11-15
4.000000
28416320.00
5328473.93
Agency Mortgage-Backed Securities
GNMI SF AQ0567 X
549300M8ZYFG0OCMTT87
2047-01-15
4.000000
34000000.00
6745947.42
Agency Mortgage-Backed Securities
GNMI SF AS4933 X
549300M8ZYFG0OCMTT87
2046-05-15
4.500000
168000.00
84063.71
Agency Mortgage-Backed Securities
GNMI SF AU0801 X
549300M8ZYFG0OCMTT87
2046-08-15
4.500000
917797.00
483375.17
Agency Mortgage-Backed Securities
GNMI SF AU1453 X
549300M8ZYFG0OCMTT87
2046-06-15
2.500000
568012.00
503914.72
Agency Mortgage-Backed Securities
GNMI SF AV6149 X
549300M8ZYFG0OCMTT87
2047-10-15
4.500000
1073858.00
411135.15
Agency Mortgage-Backed Securities
GNII SF AZ1974 C
549300M8ZYFG0OCMTT87
2047-04-20
3.500000
344383.00
143647.37
Agency Mortgage-Backed Securities
GNMI SF AZ8558 X
549300M8ZYFG0OCMTT87
2047-02-15
4.500000
1479702.00
897083.92
Agency Mortgage-Backed Securities
GNII SF 002673 M
549300M8ZYFG0OCMTT87
2028-11-20
6.500000
30844960.00
98781.74
Agency Mortgage-Backed Securities
GNII SF 002809 M
549300M8ZYFG0OCMTT87
2029-09-20
7.000000
18005120.00
48867.62
Agency Mortgage-Backed Securities
GNII SF 003068 M
549300M8ZYFG0OCMTT87
2031-04-20
6.500000
124606720.00
339786.22
Agency Mortgage-Backed Securities
GNII SF 004658 M
549300M8ZYFG0OCMTT87
2040-03-20
5.000000
1000000.00
57266.56
Agency Mortgage-Backed Securities
GNMI SF 608708 X
549300M8ZYFG0OCMTT87
2030-10-15
6.500000
1183482.00
138744.98
Agency Mortgage-Backed Securities
GNMI SF 354791 X
549300M8ZYFG0OCMTT87
2024-04-15
7.500000
69714688.00
79919.63
Agency Mortgage-Backed Securities
GNMI SF 399196 X
549300M8ZYFG0OCMTT87
2027-03-15
8.000000
964298.00
5016.26
Agency Mortgage-Backed Securities
GNMI SF 435948 X
549300M8ZYFG0OCMTT87
2027-01-15
8.000000
864952.00
7609.64
Agency Mortgage-Backed Securities
GNMI SF 724221 X
549300M8ZYFG0OCMTT87
2039-08-15
4.500000
1630000.00
299574.46
Agency Mortgage-Backed Securities
GNAR AT 082548 M
549300M8ZYFG0OCMTT87
2040-06-20
1.875000
4999890.00
214370.23
Agency Mortgage-Backed Securities
GNII SP 783626 M
549300M8ZYFG0OCMTT87
2041-07-20
5.000000
11499600.00
1055638.61
Agency Mortgage-Backed Securities
GNII SP 784968 C
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
79681280.00
26188984.26
Agency Mortgage-Backed Securities
GNII SP 785853 C
549300M8ZYFG0OCMTT87
2052-01-20
3.000000
70186112.00
72086260.61
Agency Mortgage-Backed Securities
GNMI SF 758921 X
549300M8ZYFG0OCMTT87
2038-06-15
3.000000
70345.00
34005.32
Agency Mortgage-Backed Securities
GNMI SF 697914 X
549300M8ZYFG0OCMTT87
2039-03-15
5.000000
4365624.00
95581.05
Agency Mortgage-Backed Securities
GNMI SF 698020 X
549300M8ZYFG0OCMTT87
2039-01-15
6.000000
8470016.00
423507.02
Agency Mortgage-Backed Securities
GNMI SF 710994 X
549300M8ZYFG0OCMTT87
2039-11-15
5.000000
14081952.00
1509345.62
Agency Mortgage-Backed Securities
FEPC 02.500 CIRC1873
S6XOOCT0IEG5ABCC6L87
2036-02-01
2.500000
20904480.00
18398712.10
Agency Mortgage-Backed Securities
FNMS 05.500 CLAI1963
B1V7KEBTPIMZEU4LTD58
2041-04-01
5.500000
3763060.00
480782.36
Agency Mortgage-Backed Securities
FNMS 03.000 CIAO3639
B1V7KEBTPIMZEU4LTD58
2027-05-01
3.000000
100000.00
20575.38
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP1289
B1V7KEBTPIMZEU4LTD58
2042-08-01
3.500000
3326392.00
503553.86
Agency Mortgage-Backed Securities
FNMS 04.000 CLAU8818
B1V7KEBTPIMZEU4LTD58
2043-11-01
4.000000
17775392.00
5481870.68
Agency Mortgage-Backed Securities
FNMS 03.000 CIAV1582
B1V7KEBTPIMZEU4LTD58
2028-11-01
3.000000
181000.00
36979.40
Agency Mortgage-Backed Securities
FNMS 05.000 CLAV7983
B1V7KEBTPIMZEU4LTD58
2044-02-01
5.000000
1657580.00
183828.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLAW7546
B1V7KEBTPIMZEU4LTD58
2046-08-01
3.500000
1326494.00
889673.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLAX4559
B1V7KEBTPIMZEU4LTD58
2045-01-01
3.500000
1146400.00
200939.84
Agency Mortgage-Backed Securities
FNMS 04.500 CLAX6198
B1V7KEBTPIMZEU4LTD58
2044-12-01
4.500000
3062304.00
503226.32
Agency Mortgage-Backed Securities
FNMS 03.500 CIAY3014
B1V7KEBTPIMZEU4LTD58
2030-01-01
3.500000
1006816.00
463195.96
Agency Mortgage-Backed Securities
FNAR XX.XXX LB804852
B1V7KEBTPIMZEU4LTD58
2034-12-01
1.929000
1420000.00
22620.59
Agency Mortgage-Backed Securities
FNMS 03.500 CIBC3806
B1V7KEBTPIMZEU4LTD58
2031-04-01
3.500000
1004166.00
338155.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE0368
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
1005968.00
403181.94
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5313
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
2857164.00
1234275.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5335
B1V7KEBTPIMZEU4LTD58
2047-01-01
4.000000
1534366.00
510115.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8507
B1V7KEBTPIMZEU4LTD58
2047-02-01
4.000000
1330024.00
881197.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE8517
B1V7KEBTPIMZEU4LTD58
2047-03-01
4.000000
3303380.00
2078673.17
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH3314
B1V7KEBTPIMZEU4LTD58
2047-04-01
4.000000
1365620.00
302839.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ3071
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
1893378.00
753893.09
Agency Mortgage-Backed Securities
FNMS 02.500 CIBK0695
B1V7KEBTPIMZEU4LTD58
2035-02-01
2.500000
2933040.00
2002882.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK4413
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
3074608.00
958573.63
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK5068
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
1088888.00
568131.32
Agency Mortgage-Backed Securities
FNMS 05.000 CLBK5069
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
1325556.00
326410.13
Agency Mortgage-Backed Securities
FNMS 04.000 CTBM5963
B1V7KEBTPIMZEU4LTD58
2038-01-01
4.000000
774853.00
425167.75
Agency Mortgage-Backed Securities
05.000 FGPC G08565 G
S6XOOCT0IEG5ABCC6L87
2043-12-01
5.000000
1617458.00
306015.76
Agency Mortgage-Backed Securities
FMAR 1N0355 G
S6XOOCT0IEG5ABCC6L87
2037-01-01
1.823000
38973504.00
883272.31
Agency Mortgage-Backed Securities
03.500 FGPC U91477 G
S6XOOCT0IEG5ABCC6L87
2043-05-01
3.500000
4334760.00
938388.29
Agency Mortgage-Backed Securities
03.500 FGPC U91508 G
S6XOOCT0IEG5ABCC6L87
2043-06-01
3.500000
4271136.00
1029934.27
Agency Mortgage-Backed Securities
04.000 FGPC V80980 G
S6XOOCT0IEG5ABCC6L87
2044-02-01
4.000000
3355000.00
859105.86
Agency Mortgage-Backed Securities
04.000 FGPC Q28933 G
S6XOOCT0IEG5ABCC6L87
2044-10-01
4.000000
7075860.00
2154764.92
Agency Mortgage-Backed Securities
03.500 FGPC Q29734 G
S6XOOCT0IEG5ABCC6L87
2044-11-01
3.500000
1059742.00
408043.11
Agency Mortgage-Backed Securities
04.500 FGPC Q48998 G
S6XOOCT0IEG5ABCC6L87
2047-07-01
4.500000
3596168.00
1133394.18
Agency Mortgage-Backed Securities
03.500 FGPC G67703 G
S6XOOCT0IEG5ABCC6L87
2047-04-01
3.500000
1700000.00
713323.21
Agency Mortgage-Backed Securities
FEPC 03.000 CLQC2347
S6XOOCT0IEG5ABCC6L87
2051-05-01
3.000000
4243032.00
4311564.78
Agency Mortgage-Backed Securities
FEPC 02.000 CLQD0330
S6XOOCT0IEG5ABCC6L87
2051-11-01
2.000000
2571624.00
2493697.38
Agency Mortgage-Backed Securities
FEPC 02.500 CLQD5586
S6XOOCT0IEG5ABCC6L87
2052-01-01
2.500000
4650664.00
4658911.18
Agency Mortgage-Backed Securities
FEPC 02.000 CTQK0314
S6XOOCT0IEG5ABCC6L87
2040-06-01
2.000000
6695656.00
5084848.43
Agency Mortgage-Backed Securities
FEPC 04.000 CIQN0060
S6XOOCT0IEG5ABCC6L87
2029-06-01
4.000000
1006804.00
649739.30
Agency Mortgage-Backed Securities
FEPC 04.000 CNQS0014
S6XOOCT0IEG5ABCC6L87
2029-08-01
4.000000
1063278.00
313323.76
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-06
0.00
17690300.00
17623589.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-03
0.00
19034300.00
18948664.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-01
0.00
1313900.00
1307187.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
2.250000
9011300.00
9109197.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
107758400.00
109290896.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
94084000.00
95122357.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
0.125000
50264400.00
62169374.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
2.000000
50000000.00
50383000.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
20397900.00
20555713.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-09-15
1.500000
50066000.00
50655688.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-15
1.625000
3999900.00
4041047.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-15
1.625000
23115100.00
23352889.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-01-15
1.500000
50684600.00
51069345.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-31
0.125000
5196700.00
5180682.11
U.S. Treasuries (including strips)
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
894000000.00
894000000.00
0.0122
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.050000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0SB1V0
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
2024-09-30
2.125000
4810000.00
4944856.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-01-31
2.250000
21270000.00
21723221.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
61343800.00
63473132.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.000000
3530600.00
3608082.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-06-30
0.125000
6870500.00
6863196.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-05-15
2.875000
36499600.00
39224635.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-12-31
2.625000
1670000.00
1743296.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-04-30
2.250000
10851000.00
11155687.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
15669400.00
15776069.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-15
1.750000
674800.00
680182.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
26071000.00
26647720.34
U.S. Treasuries (including strips)
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
192000000.00
192000000.00
0.0026
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.170000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0SB215
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CORNING INC COM
549300X2937PB0CJ7I56
2500-12-31
N/A
12700.00
534924.00
Equities
CROWN HLDGS INC COM
NYLWZIOY8PUNIT4JOE22
2500-12-31
N/A
21438.00
2399984.10
Equities
DARLING INGREDIENTS INC COM
L1N0SPPKS7EXZYUMZ898
2500-12-31
N/A
24600.00
1543158.00
Equities
DATA KNIGHTS ACQUISITION CORP CLASS A COM
2500-12-31
N/A
30769.00
310766.90
Equities
DIAMONDBACK ENERGY INC COM
549300R22LSX6OHWEN64
2500-12-31
N/A
4200.00
540624.00
Equities
CARLYLE GROUP INC COM
529900NGGVF94UK6PG95
2500-12-31
N/A
25816.00
1252076.00
Equities
COMERICA INC COM
I9Q57JVPWHHZ3ZGBW498
2500-12-31
N/A
13392.00
1248000.48
Equities
COPART INC COM
549300KVYX3JWMYEHU61
2500-12-31
N/A
800.00
100336.00
Equities
UPWORK INC COM
5493004QJ6WWBXVE2S70
2500-12-31
N/A
97759.00
2399983.45
Equities
SIX FLAGS ENTMT CORP NEW COM
549300JYTDUAA4JQ3717
2500-12-31
N/A
12700.00
489966.00
Equities
SMARTSHEET INC COM CL A
549300N9WF42OK9VL589
2500-12-31
N/A
18700.00
1084787.00
Equities
STANLEY BLACK & DECKER INC COM
549300DJ09SMTO561131
2500-12-31
N/A
13959.00
2399970.87
Equities
TAKE-TWO INTERACTIVE SOFTWARE COM
BOMSTHHJK882EWYX3334
2500-12-31
N/A
15119.00
2399990.06
Equities
TUSCAN HLDGS CORP II COM
549300PT0K8ZAABWJU18
2500-12-31
N/A
29027.00
296655.94
Equities
TYLER TECHNOLOGIES INC COM
25490040SMU4Z8LBCW70
2500-12-31
N/A
300.00
135156.00
Equities
MICROCHIP TECHNOLOGY INC. COM
5493007PTFULNYZJ1R12
2500-12-31
N/A
33231.00
2399942.82
Equities
MONOLITHIC PWR SYS INC COM
529900TB7O85LSZ1XU31
2500-12-31
N/A
6470.00
2399658.30
Equities
NIKOLA CORP COM
6354007SKFUCHYZAKQ61
2500-12-31
N/A
600.00
4488.00
Equities
READING INTL INC CL A
549300OHQRI7MW2NQU72
2500-12-31
N/A
200.00
868.00
Equities
RYMAN HOSPITALITY PPTYS INC COM
529900GCCWW9SRMPJR11
2500-12-31
N/A
26299.00
2200700.32
Equities
SIMPLY GOOD FOODS CO COM
2500-12-31
N/A
34000.00
1167220.00
Equities
LAUREATE EDUCATION INC COMMON STOCK
5JL7TMOH5TY3IUYSUP91
2500-12-31
N/A
45000.00
543150.00
Equities
LIGHTWAVE LOGIC INC COM
2500-12-31
N/A
5900.00
38586.00
Equities
LIVEPERSON INC COM
549300IN2P1JZ20G7N40
2500-12-31
N/A
18600.00
495690.00
Equities
MALLARD ACQUISITION CORP COM
2500-12-31
N/A
20500.00
205205.00
Equities
MARTIN MARIETTA MATLS INC COM
5299005MZ4WZECVATV08
2500-12-31
N/A
1500.00
574245.00
Equities
MICROSOFT CORP COM
INR2EJN1ERAN0W5ZP974
2500-12-31
N/A
7785.00
2399804.10
Equities
HOST HOTELS & RESORTS INC COM
N6EL63S0K3PB1YFTDI24
2500-12-31
N/A
3700.00
62086.00
Equities
IGNYTE ACQUISITION CORP COM
2500-12-31
N/A
4033.00
39523.40
Equities
INTERNATIONAL BUSINESS MACHS COM
VGRQXHF3J8VDLUA7XE92
2500-12-31
N/A
4000.00
538000.00
Equities
IQVIA HLDGS INC COM
549300W3R20NM4KQPH86
2500-12-31
N/A
600.00
143292.00
Equities
JPMORGAN CHASE & CO COM
8I5DZWZKVSZI1NUHU748
2500-12-31
N/A
16369.00
2399859.09
Equities
LMF ACQUISITION OPPORTUNIT INC CL A COM
2500-12-31
N/A
17251.00
172855.02
Equities
ENVESTNET INC COM
549300HLWZ5OKIDM8737
2500-12-31
N/A
30300.00
2163420.00
Equities
FLUOR CORP NEW COM
CQ7WZ4NOFWT7FAE6Q943
2500-12-31
N/A
59300.00
1259532.00
Equities
FORTINET INC COM
549300O0QJWDBAS0QX03
2500-12-31
N/A
500.00
141080.00
Equities
GLOBAL CONSUMER ACQUISITN CORP COM
2500-12-31
N/A
24589.00
243676.99
Equities
GLOBE LIFE INC COM
5493001JFHKQOPP6XA71
2500-12-31
N/A
23520.00
2399980.80
Equities
HEALTH ASSURN ACQUISITION CORP COM CL A
2500-12-31
N/A
2554.00
24927.04
Equities
AVALONBAY CMNTYS INC COM
K9G90K85RBWD2LAGQX17
2500-12-31
N/A
9861.00
2399772.96
Equities
BETTER WORLD ACQUISITION CORP COM
2500-12-31
N/A
47963.00
489222.60
Equities
BIOMARIN PHARMACEUTICAL INC COM
NSLL8ITTRR0J5HEMR848
2500-12-31
N/A
25126.00
2164856.16
Equities
COTERRA ENERGY INC COM
FCNMH6O7VWU7LHXMK351
2500-12-31
N/A
110957.00
2399999.91
Equities
CAMDEN PPTY TR SH BEN INT
5493002MYX22OHYJBD89
2500-12-31
N/A
5600.00
886648.00
Equities
ENANTA PHARMACEUTICALS INC COM
529900SSN4DODDQSN594
2500-12-31
N/A
500.00
29350.00
Equities
VENUS ACQUISITION CORPORATION SHS
2500-12-31
N/A
16664.00
168139.76
Equities
ADOBE SYSTEMS INCORPORATED COM
FU4LY2G4933NH2E1CP29
2500-12-31
N/A
100.00
51816.00
Equities
AGILENT TECHNOLOGIES INC COM
QUIX8Y7A2WP0XRMW7G29
2500-12-31
N/A
1000.00
137060.00
Equities
ALIGN TECHNOLOGY INC COM
549300N5YSE0U3LCP840
2500-12-31
N/A
400.00
185584.00
Equities
APARTMENT INVT & MGMT CO CL A
549300O8FT5GJ4RU1D57
2500-12-31
N/A
150000.00
1024500.00
Equities
ARROWROOT ACQUISITION CORP CL A COM
2500-12-31
N/A
19363.00
187046.58
Equities
GLOBAL PARTNER ACQISTN CORP II CL A SHS
2500-12-31
N/A
38322.00
372873.06
Equities
GOLDENBRIDGE ACQUISITION LTD SHS
2500-12-31
N/A
2657.00
26463.72
Equities
MODEL PERFORMANCE ACQU CORP CLASS A ORD SHS
2500-12-31
N/A
55730.00
558414.60
Equities
POPULATION HEALTH INVS CO INC SHS CL A
2500-12-31
N/A
26278.00
256998.84
Equities
SILVER SPIKE ACQUISITN CORP II CLASS A ORD SHS
2500-12-31
N/A
113430.00
1104808.20
Equities
SOCIAL CAP SUVRETTA HLDS CRPII CLASS A ORD SHS
2500-12-31
N/A
21400.00
206082.00
Equities
VIPER ENERGY PARTNERS LP COM UNT RP INT
5299009LINL232255G03
2500-12-31
N/A
4800.00
128064.00
Equities
ACE GLOBAL BUSINESS ACQU LTD ORDINARY SHARES
2500-12-31
N/A
1115.00
11283.80
Equities
DEEP LAKE CAPITAL ACQUSTN CORP CL A SHS
2500-12-31
N/A
23302.00
226262.42
Equities
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0017
48305000.00
48305000.00
0.0007
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.050000%
549300QJJX6CVVUXLE15
0001317808
ARP0SB249
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2018-13 FD
549300M8ZYFG0OCMTT87
2048-08-20
0.703710
11933405.00
2958159.89
Agency Collateralized Mortgage Obligation
GNMI SP 782691 X
549300M8ZYFG0OCMTT87
2039-06-15
5.000000
5461488.00
235862.90
Agency Mortgage-Backed Securities
GNMI SP 783516 X
549300M8ZYFG0OCMTT87
2040-10-15
4.000000
8483184.00
599008.34
Agency Mortgage-Backed Securities
GNMI SF 697849 X
549300M8ZYFG0OCMTT87
2039-02-15
5.000000
50000000.00
1230348.66
Agency Mortgage-Backed Securities
FEPC 03.000 CLSD8036
S6XOOCT0IEG5ABCC6L87
2050-01-01
3.000000
8230666.00
2554753.23
Agency Mortgage-Backed Securities
FEPC 02.500 CLSD8173
S6XOOCT0IEG5ABCC6L87
2051-10-01
2.500000
3325268.00
3250076.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLAH1130
B1V7KEBTPIMZEU4LTD58
2041-01-01
4.000000
1188783.00
102175.04
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0919
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
7887790.00
528553.91
Agency Mortgage-Backed Securities
FNMS 03.000 CLBN7703
B1V7KEBTPIMZEU4LTD58
2049-08-01
3.000000
26283135.00
6928284.40
Agency Mortgage-Backed Securities
FNMS 05.000 CL929301
B1V7KEBTPIMZEU4LTD58
2038-04-01
5.000000
42875905.00
414059.19
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
7704184.00
1198751.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3686
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
34480354.00
5781821.19
Agency Mortgage-Backed Securities
GNII SF MA1522 M
549300M8ZYFG0OCMTT87
2043-12-20
4.000000
101317669.00
11710818.43
Agency Mortgage-Backed Securities
GNII SF MA7136 M
549300M8ZYFG0OCMTT87
2051-01-20
2.500000
429180.00
339863.43
Agency Mortgage-Backed Securities
GNII SF MA7192 M
549300M8ZYFG0OCMTT87
2051-02-20
2.000000
21758507.00
19226565.34
Agency Mortgage-Backed Securities
GNII SF MA7418 M
549300M8ZYFG0OCMTT87
2051-06-20
2.500000
32400083.00
31079956.40
Agency Mortgage-Backed Securities
GNII SF MA7419 M
549300M8ZYFG0OCMTT87
2051-06-20
3.000000
3318332.00
3127148.63
Agency Mortgage-Backed Securities
GNII SF MA7706 M
549300M8ZYFG0OCMTT87
2051-11-20
3.000000
1000.00
1016.48
Agency Mortgage-Backed Securities
GNII SF 004882 M
549300M8ZYFG0OCMTT87
2040-12-20
4.000000
4056080.00
369504.85
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
300.00
369.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-01-31
1.500000
10259000.00
10198882.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-10-31
0.500000
100.00
93.59
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-11-15
0.875000
100.00
93.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-06-30
0.875000
1086200.00
1053696.89
U.S. Treasuries (including strips)
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
100000000.00
100000000.00
0.0014
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.050000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0SB2B3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
4.750000
10665100.00
15378059.51
U.S. Treasuries (including strips)
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0005
15076494.00
15076494.00
0.0002
N
Y
Y
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 0.070000%
M312WZV08Y7LYUC71685
0001367624
ATD17VPM0
Non-Negotiable Time Deposit
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0007
516000000.00
516000000.00
0.0070
N
Y
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 0.100000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD17VPO6
Non-Negotiable Time Deposit
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0010
737000000.00
737000000.00
0.0100
N
Y
Y
N
ING BANK NV
ING BANK NV 0.080000%
3TK20IVIUJ8J3ZU0QE75
0000319432
ATD17VPQ1
Non-Negotiable Time Deposit
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0008
60000000.00
60000000.00
0.0008
N
Y
Y
N
DBS BANK LTD
DBS BANK LTD 0.080000%
ATUEL7OJR5057F2PV266
ATD17VQ15
Non-Negotiable Time Deposit
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0008
193000000.00
193000000.00
0.0026
N
Y
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.090000%
ZUHK7JXNDU6FLQ1O6482
ATD17VQ23
Non-Negotiable Time Deposit
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0009
120000000.00
120000000.00
0.0016
N
Y
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 0.080000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD17WJF0
Non-Negotiable Time Deposit
Y
2022-02-02
2022-02-02
2022-02-02
N
N
N
0.0008
155000000.00
155000000.00
0.0021
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
ATD17WJL7
Non-Negotiable Time Deposit
Y
2022-02-02
2022-02-02
2022-02-02
N
N
N
0.0008
676000000.00
676000000.00
0.0092
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.090000%
ZUHK7JXNDU6FLQ1O6482
ATD17WJQ6
Non-Negotiable Time Deposit
Y
2022-02-02
2022-02-02
2022-02-02
N
N
N
0.0009
246000000.00
246000000.00
0.0033
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
ATD17XD80
Non-Negotiable Time Deposit
Y
2022-02-03
2022-02-03
2022-02-03
N
N
N
0.0008
964000000.00
964000000.00
0.0131
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 0.080000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD17XD98
Non-Negotiable Time Deposit
Y
2022-02-03
2022-02-03
2022-02-03
N
N
N
0.0008
292000000.00
292000000.00
0.0040
N
N
Y
N
DNB BANK ASA (CAYMAN ISLANDS BRANCH)
DNB BANK ASA (CAYMAN ISLANDS BRANCH) 0.070000%
549300GKFG0RYRRQ1414
0001498632
ATD17XDA5
Non-Negotiable Time Deposit
Y
2022-02-03
2022-02-03
2022-02-03
N
N
N
0.0007
971000000.00
971000000.00
0.0132
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.090000%
ZUHK7JXNDU6FLQ1O6482
ATD17XDC1
Non-Negotiable Time Deposit
Y
2022-02-03
2022-02-03
2022-02-03
N
N
N
0.0009
29000000.00
29000000.00
0.0004
N
N
Y
N
NRW BANK
NRW BANK 0.070000%
52990002O5KK6XOGJ020
ATD17Y785
Non-Negotiable Time Deposit
Y
2022-02-04
2022-02-04
2022-02-04
N
N
N
0.0007
483000000.00
483000000.00
0.0066
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.090000%
ZUHK7JXNDU6FLQ1O6482
ATD17Y7K8
Non-Negotiable Time Deposit
Y
2022-02-03
2022-02-03
2022-02-03
N
N
N
0.0009
211000000.00
211000000.00
0.0029
N
N
Y
N
DNB BANK ASA (CAYMAN ISLANDS BRANCH)
DNB BANK ASA (CAYMAN ISLANDS BRANCH) 0.070000%
549300GKFG0RYRRQ1414
0001498632
ATD17Y7M4
Non-Negotiable Time Deposit
Y
2022-02-04
2022-02-04
2022-02-04
N
N
N
0.0007
1148000000.00
1148000000.00
0.0156
N
N
Y
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 0.080000%
5493006QMFDDMYWIAM13
0000891478
ATD17Y7Q5
Non-Negotiable Time Deposit
Y
2022-02-04
2022-02-04
2022-02-04
N
N
N
0.0008
735000000.00
735000000.00
0.0100
N
N
Y
N
US BANK NA CAYMAN
US BANK NA CAYMAN 0.060000%
6BYL5QZYBDK8S7L73M02
0000830013
ATD17Z1U9
Non-Negotiable Time Deposit
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0006
287000000.00
287000000.00
0.0039
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.070000%
RB0PEZSDGCO3JS6CEU02
0001512734
ATD17Z220
Non-Negotiable Time Deposit
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0007
169000000.00
169000000.00
0.0023
N
Y
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 0.080000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD17Z238
Non-Negotiable Time Deposit
Y
2022-02-07
2022-02-07
2022-02-07
N
N
N
0.0008
454000000.00
454000000.00
0.0062
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.060000%
F3JS33DEI6XQ4ZBPTN86
0000917311
ATD17Z246
Non-Negotiable Time Deposit
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0006
332000000.00
332000000.00
0.0045
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.060000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD17Z253
Non-Negotiable Time Deposit
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0006
145000000.00
145000000.00
0.0020
N
Y
Y
N
US BANK NA CAYMAN
US BANK NA CAYMAN 0.060000%
6BYL5QZYBDK8S7L73M02
0000830013
ATD17Z261
Non-Negotiable Time Deposit
Y
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0006
1545000000.00
1545000000.00
0.0210
N
Y
Y
N
ING BANK NV
ING BANK NV 0.080000%
3TK20IVIUJ8J3ZU0QE75
0000319432
ATD17Z279
Non-Negotiable Time Deposit
Y
2022-02-07
2022-02-07
2022-02-07
N
N
N
0.0008
1210000000.00
1210000000.00
0.0165
N
N
Y
N
DBS BANK LTD
DBS BANK LTD 0.080000%
ATUEL7OJR5057F2PV266
ATD17Z2A2
Non-Negotiable Time Deposit
Y
2022-02-07
2022-02-07
2022-02-07
N
N
N
0.0008
117000000.00
117000000.00
0.0016
N
N
Y
N
The Charles Schwab Family of Funds
2022-02-07
Mark Fischer
Mark Fischer
Chief Financial Officer